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| 1997 | Testing the equality of prediction mean squared errors
RePEc:eee:intfor:v:13:y:1997:i:2:p:281-291 [Citation Analysis] | 200 |
| 1989 | Combining forecasts: A review and annotated bibliography
RePEc:eee:intfor:v:5:y:1989:i:4:p:559-583 [Citation Analysis] | 109 |
| 1995 | Forecasting tourism demand: A review of empirical research
RePEc:eee:intfor:v:11:y:1995:i:3:p:447-475 [Citation Analysis] | 38 |
| 1992 | Error measures for generalizing about forecasting methods: Empirical comparisons
RePEc:eee:intfor:v:8:y:1992:i:1:p:69-80 [Citation Analysis] | 32 |
| 1987 | Cointegration and models of exchange rate determination
RePEc:eee:intfor:v:3:y:1987:i:1:p:43-51 [Citation Analysis] | 31 |
| 1997 | The performance of alternative forecasting methods for SETAR models
RePEc:eee:intfor:v:13:y:1997:i:4:p:463-475 [Citation Analysis] | 29 |
| 1997 | Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models
RePEc:eee:intfor:v:13:y:1997:i:4:p:439-461 [Citation Analysis] | 26 |
| 2004 | Bridge models to forecast the euro area GDP
RePEc:eee:intfor:v:20:y:2004:i:3:p:447-460 [Citation Analysis] | 26 |
| 1997 | An empirical study of seasonal unit roots in forecasting
RePEc:eee:intfor:v:13:y:1997:i:3:p:341-355 [Citation Analysis] | 25 |
| 1989 | Forecast combination and encompassing: Reconciling two divergent literatures
RePEc:eee:intfor:v:5:y:1989:i:4:p:589-592 [Citation Analysis] | 23 |
| 2005 | Non-parametric direct multi-step estimation for forecasting economic processes
RePEc:eee:intfor:v:21:y:2005:i:2:p:201-218 [Citation Analysis] | 22 |
| 2004 | A comparison of financial duration models via density forecasts
RePEc:eee:intfor:v:20:y:2004:i:4:p:589-609 [Citation Analysis] | 22 |
| 2002 | A state space framework for automatic forecasting using exponential smoothing methods
RePEc:eee:intfor:v:18:y:2002:i:3:p:439-454 [Citation Analysis] | 22 |
| 1998 | Improving macro-economic forecasts: The role of consumer confidence
RePEc:eee:intfor:v:14:y:1998:i:1:p:71-81 [Citation Analysis] | 21 |
| 1990 | A survey of seasonality in UK macroeconomic variables
RePEc:eee:intfor:v:6:y:1990:i:3:p:327-336 [Citation Analysis] | 21 |
| 2000 | An evaluation of the predictions of the Federal Reserve
RePEc:eee:intfor:v:16:y:2000:i:1:p:17-38 [Citation Analysis] | 21 |
| 2006 | Are there any reliable leading indicators for US inflation and GDP growth?
RePEc:eee:intfor:v:22:y:2006:i:1:p:137-151 [Citation Analysis] | 21 |
| 2001 | How accurate are private sector forecasts? Cross-country evidence from consensus forecasts of output growth
RePEc:eee:intfor:v:17:y:2001:i:3:p:419-432 [Citation Analysis] | 21 |
| 2007 | Combining density forecasts
RePEc:eee:intfor:v:23:y:2007:i:1:p:1-13 [Citation Analysis] | 21 |
| 2008 | Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data
RePEc:eee:intfor:v:24:y:2008:i:3:p:386-398 [Citation Analysis] | 20 |
| 2004 | How costly is it to ignore breaks when forecasting the direction of a time series?
RePEc:eee:intfor:v:20:y:2004:i:3:p:411-425 [Citation Analysis] | 20 |
| 2000 | The M3-Competition: results, conclusions and implications
RePEc:eee:intfor:v:16:y:2000:i:4:p:451-476 [Citation Analysis] | 20 |
| 1990 | The use of prior information in forecast combination
RePEc:eee:intfor:v:6:y:1990:i:4:p:503-508 [Citation Analysis] | 20 |
| 1999 | Additive outliers, GARCH and forecasting volatility
RePEc:eee:intfor:v:15:y:1999:i:1:p:1-9 [Citation Analysis] | 20 |
| 1994 | The combination of forecasts using changing weights
RePEc:eee:intfor:v:10:y:1994:i:1:p:47-57 [Citation Analysis] | 19 |
| 1994 | Forecasts for the Australian economy using the MONASH model
RePEc:eee:intfor:v:10:y:1994:i:4:p:557-571 [Citation Analysis] | 19 |
| 1999 | Exchange-rate forecasts with simultaneous nearest-neighbour methods: evidence from the EMS
RePEc:eee:intfor:v:15:y:1999:i:4:p:383-392 [Citation Analysis] | 18 |
| 2010 | Comparing and evaluating Bayesian predictive distributions of asset returns
RePEc:eee:intfor:v:26:y::i:2:p:216-230 [Citation Analysis] | 18 |
| 2005 | Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?
RePEc:eee:intfor:v:21:y:2005:i:1:p:119-136 [Citation Analysis] | 18 |
| 1992 | Some recent developments in non-linear time series modelling, testing, and forecasting
RePEc:eee:intfor:v:8:y:1992:i:2:p:135-156 [Citation Analysis] | 17 |
| 2005 | Macro variables and international stock return predictability
RePEc:eee:intfor:v:21:y:2005:i:1:p:137-166 [Citation Analysis] | 17 |
| 2004 | Extreme value theory and Value-at-Risk: Relative performance in emerging markets
RePEc:eee:intfor:v:20:y:2004:i:2:p:287-303 [Citation Analysis] | 17 |
| 2001 | Benchmarks and the accuracy of GARCH model estimation
RePEc:eee:intfor:v:17:y:2001:i:1:p:45-56 [Citation Analysis] | 17 |
| 2000 | Estimating non-linear ARMA models using Fourier coefficients
RePEc:eee:intfor:v:16:y:2000:i:3:p:333-347 [Citation Analysis] | 17 |
| 1997 | Shorte-run forecasts of electricity loads and peaks
RePEc:eee:intfor:v:13:y:1997:i:2:p:161-174 [Citation Analysis] | 16 |
| 2001 | Neural network forecasting of Canadian GDP growth
RePEc:eee:intfor:v:17:y:2001:i:1:p:57-69 [Citation Analysis] | 16 |
| 2006 | Another look at measures of forecast accuracy
RePEc:eee:intfor:v:22:y:2006:i:4:p:679-688 [Citation Analysis] | 15 |
| 2002 | Evaluating multivariate forecast densities: a comparison of two approaches
RePEc:eee:intfor:v:18:y:2002:i:3:p:397-407 [Citation Analysis] | 15 |
| 1997 | A periodic long-memory model for quarterly UK inflation
RePEc:eee:intfor:v:13:y:1997:i:1:p:117-126 [Citation Analysis] | 15 |
| 1989 | Political and organizational influences on the accuracy of forecasting state government revenues
RePEc:eee:intfor:v:5:y:1989:i:3:p:307-319 [Citation Analysis] | 14 |
| 2001 | Business cycle measurement in the presence of structural change: international evidence
RePEc:eee:intfor:v:17:y:2001:i:3:p:349-368 [Citation Analysis] | 14 |
| 1998 | Threshold-autoregressive, median-unbiased, and cointegration tests of purchasing power parity
RePEc:eee:intfor:v:14:y:1998:i:2:p:171-186 [Citation Analysis] | 14 |
| 1992 | The evaluation of extrapolative forecasting methods
RePEc:eee:intfor:v:8:y:1992:i:1:p:81-98 [Citation Analysis] | 14 |
| 2004 | Domestic and international influences on business cycle regimes in Europe
RePEc:eee:intfor:v:20:y:2004:i:2:p:343-357 [Citation Analysis] | 14 |
| 1991 | Microsimulation -- A survey of principles, developments and applications
RePEc:eee:intfor:v:7:y:1991:i:1:p:77-104 [Citation Analysis] | 13 |
| 2007 | How far ahead can we forecast? Evidence from cross-country surveys
RePEc:eee:intfor:v:23:y:2007:i:2:p:167-187 [Citation Analysis] | 13 |
| 2007 | Bias in macroeconomic forecasts
RePEc:eee:intfor:v:23:y:2007:i:2:p:189-203 [Citation Analysis] | 12 |
| 1992 | Forecasting stock market prices: Lessons for forecasters
RePEc:eee:intfor:v:8:y:1992:i:1:p:3-13 [Citation Analysis] | 12 |
| 1998 | Forecasting with artificial neural networks:: The state of the art
RePEc:eee:intfor:v:14:y:1998:i:1:p:35-62 [Citation Analysis] | 12 |
| 1998 | Forecasting economic processes
RePEc:eee:intfor:v:14:y:1998:i:1:p:111-131 [Citation Analysis] | 12 |
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| 2010 | Adaptive Forecasting of Exchange Rates with Panel Data
RePEc:uts:rpaper:285 | [Citation Analysis] |
| 2010 | Forecasting from Mis-specified Models in the Presence of Unanticipated Location Shifts
RePEc:oxf:wpaper:484 | [Citation Analysis] |
| 2010 | Supply, Demand and Monetary Policy Shocks in a Multi-Country New Keynesian Model
RePEc:ces:ceswps:_3081 | [Citation Analysis] |
| 2010 | Does the macroeconomy predict U.K. asset returns in a nonlinear fashion? comprehensive out-of-sample evidence
RePEc:fip:fedlwp:2010-039 | [Citation Analysis] |
| 2010 | Should Economists Use Open Source Software for Doing Research?
RePEc:kap:compec:v:35:y:2010:i:4:p:371-394 | [Citation Analysis] |
| 2010 | Forecasting with Factor-augmented Error Correction Models
RePEc:cpr:ceprdp:7677 | [Citation Analysis] |
| 2010 | Forecasting with Factor-augmented Error Correction
RePEc:bir:birmec:09-06r | [Citation Analysis] |
| 2010 | Forecasting Government Bond Yields with Large Bayesian VARs
RePEc:eui:euiwps:eco2010/17 | [Citation Analysis] |
| 2010 | Forecasting Government Bond Yields with Large Bayesian VARs
RePEc:cpr:ceprdp:7796 | [Citation Analysis] |
| 2010 | Success from Satisficing and Imitation: Entrepreneursâ Location Choice and Implications of Heuristics for Local Economic Development
RePEc:pra:mprapa:26594 | [Citation Analysis] |
| 2010 | Can VAR models capture regime shifts in asset returns? a long-horizon strategic asset allocation perspective
RePEc:fip:fedlwp:2010-002 | [Citation Analysis] |
| 2010 | Health Investment over the Life-Cycle
RePEc:hai:wpaper:201020 | [Citation Analysis] |
| 2010 | Limits to Growth: Tourism and Regional Labor Migration
RePEc:hae:wpaper:2010-14 | [Citation Analysis] |
| 2010 | On the globalization of stock markets: An application of VECM, SSA technique and mutual information to the G7?
RePEc:cfe:wpcefa:2010_06 | [Citation Analysis] |
| 2010 | Description Length Based Signal Detection in singular Spectrum Analysis
RePEc:msh:ebswps:2010-13 | [Citation Analysis] |
| 2010 | Multivariate exponential smoothing for forecasting tourist arrivals to Australia and New Zealand
RePEc:msh:ebswps:2009-11 | [Citation Analysis] |
| 2010 | The 2007-? financial crisis: a euro area
money market perspective
RePEc:icr:wpmath:35-2010 | [Citation Analysis] |
| 2010 | Heteroskedastic Factor Vector Autoregressive
Estimation of Persistent and Non Persistent
Processes Subject to Structural Breaks
RePEc:icr:wpmath:36-2010 | [Citation Analysis] |
| 2010 | How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan
RePEc:cbt:econwp:10/16 | [Citation Analysis] |
| 2010 | Out-of-sample equity premium prediction: economic fundamentals vs. moving-average rules
RePEc:fip:fedlwp:2010-008 | [Citation Analysis] |
| 2010 | Forecast comparisons in unstable environments
RePEc:jae:japmet:v:25:y:2010:i:4:p:595-620 | [Citation Analysis] |
| 2010 | Does the macroeconomy predict U.K. asset returns in a nonlinear fashion? comprehensive out-of-sample evidence
RePEc:fip:fedlwp:2010-039 | [Citation Analysis] |
| 2010 | Regime Specific Predictability in Predictive Regressions
RePEc:pra:mprapa:29190 | [Citation Analysis] |
| 2010 | Measuring Core Inflation in Australia with Disaggregate Ensembles
RePEc:rba:rbaacv:acv2009-10 | [Citation Analysis] |
| 2010 | How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan
RePEc:cbt:econwp:10/16 | [Citation Analysis] |
| 2010 | Measuring comovement in the time-frequency space
RePEc:ptu:wpaper:w201001 | [Citation Analysis] |
| 2010 | Nonparametric modeling and forecasting electricity demand: an empirical study
RePEc:msh:ebswps:2010-19 | [Citation Analysis] |
| 2010 | Forecasting with DSGE models
RePEc:ecb:ecbwps:20101185 | [Citation Analysis] |
| 2010 | Forecasting the Yield Curve with Linear Factor Models
RePEc:bcb:wpaper:223 | [Citation Analysis] |
| 2010 | GDP nowcasting with ragged-edge data: a semi-parametric modeling
RePEc:hal:cesptp:halshs-00460461 | [Citation Analysis] |
| 2010 | Assessing the Real-Time Informational Content of Macroeconomic Data Releases
for Now-/Forecasting GDP: Evidence for Switzerland
RePEc:kof:wpskof:10-251 | [Citation Analysis] |
| 2010 | Should We Trust in Leading Indicators? Evidence from the Recent Recession
RePEc:iwh:dispap:10-10 | [Citation Analysis] |
| 2010 | Should Macroeconomic Forecasters Use Daily Financial Data and How?
RePEc:rim:rimwps:42_10 | [Citation Analysis] |
| 2010 | Should macroeconomic forecasters use daily financial data and how?
RePEc:ucy:cypeua:09-2010 | [Citation Analysis] |
| 2010 | Forecasting monthly industrial production in real-time: from single equations to factor-based models
RePEc:spr:empeco:v:39:y:2010:i:2:p:303-336 | [Citation Analysis] |
| 2010 | Assessing Predictive Content of the KOF Barometer in Real Time
RePEc:kof:wpskof:10-249 | [Citation Analysis] |
| 2010 | Perspectives on Evaluating Macroeconomic Forecasts
RePEc:gwc:wpaper:2010-002 | [Citation Analysis] |
| 2010 | Predictive Ability of Business Cycle Indicators under Test: A Case Study for the Euro Area Industrial Production
RePEc:lmu:muenec:11442 | [Citation Analysis] |
| 2010 | Automatic forecasting with a modified exponential smoothing state space framework
RePEc:msh:ebswps:2010-10 | [Citation Analysis] |
| 2010 | Really Lost in translation? The economic consequences of issuing an annual report in English
RePEc:hal:journl:hal-00479511 | [Citation Analysis] |
| 2010 | ANALYSE DES DISPOSITIFS DEVALUATION DE LA « RECHERCHE » DES ANALYSTES, UNE CLE DENTREE DANS LES COULISSES DES MARCHES FINANCIERS
RePEc:hal:journl:hal-00479539 | [Citation Analysis] |
| 2010 | Herding Behavior among Financial Analysts: a literature review
RePEc:hub:wpecon:201039 | [Citation Analysis] |
| 2010 | Reflexive self-organization and path dependency in institutionalization processes
RePEc:pra:mprapa:22465 | [Citation Analysis] |
