SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
A New Index Outperforms the Purchasing Managers' Index
12 references·2 citing·40 second hop
A New Index Outperforms the Purchasing Managers' Index (2003)A New Index Outperforms the Purchasing Ma…Forecasting Economic Time Series (2000)Forecasting Economic Time Ser…Testing the equality of prediction mean squared errors (1997)Testing the equality of predi…The Creation and Resolution of Market Uncertainty: The Impact of Information Releases on Implied Volatility (1996)The Creation and Resolution o…Comparing Predictive Accuracy (1994)Comparing Predictive AccuracyTesting for parameter instability in linear models (1992)Testing for parameter instabi…A Comparative Study of Alternative Methods of Quantifying Qualitative Survey Responses Using NAPM Data (1992)A Comparative Study of Altern…Money supply announcements: A retrospective (1991)Money supply announcements: A…Monetary Policy Lessons of Recent Inflation and Disinflation (1988)Monetary Policy Lessons of Re…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…Testing for Higher Order Serial Correlation in Regression Equations when the Regressors Include Lagged Dependent Variables (1978)Testing for Higher Order Seri…Economic Forecasts and Policy (1962)Economic Forecasts and PolicyEconomic Forecasts and Policy (1962)Economic Forecasts and PolicyPurchasing and supply managers provide early clues on the direction of the US economy: An application of a new market-timing test (2013)Purchasing and supply manager…As the PMI Turns: A Tool for Supply Chain Managers (2005)As the PMI Turns: A Tool for …Comparing Predictive Accuracy (1995)25 years of time series forecasting (2006)Tests of Conditional Predictive Ability (2006)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Some tests for parameter constancy in cointegrated VAR‐models (1999)Information Technology and the U.S. Productivity Revival: What Do the Industry Data Say? (2002)Dealing with Structural Breaks (2005)Testing for Serial Correlation in Least-Squares Regression When Some of the Regressors are Lagged Dependent Variables (1970)Testing Against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent Variables (1978)A Cross-Country Comparison of Okun's Coefficient (1997)GOLD AS AN INFLATION HEDGE? (2004)Strategic Leniency and Cartel Enforcement (2009)The Pricing of Options on Assets with Stochastic Volatilities (1987)ARCH modeling in finance (1992)Macroeconomic Factors Do Influence Aggregate Stock Returns (2002)Theory of rational option pricing (2005)When Uncertainty Blows in the Orchard: Comovement and Equilibrium Volatility Risk Premia (2013)The Price of Political Uncertainty: Theory and Evidence from the Option Market (2014)Econometric policy evaluation: A critique (1976)Trends and random walks in macroeconmic time series (1982)Is There a Role for Commodity Prices in the Design of Monetary Policy? Some Empirical Evidence (1990)The Long-run Behavior of Velocity: The institutional approach revisited (1990)If Nonlinear Models Cannot Forecast, What Use Are They? (1996)A Monetary History of the United States, 1867-1960 (2017)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Econometric Analysis of Cross Section and Panel Data (2001)Uncertainty and the effectiveness of policy (1967)Predictability of Stock Returns: Robustness and Economic Significance (1995)Understanding the Mechanisms Through Which an Influential Early Childhood Program Boosted Adult Outcomes (2013)An Almost Ideal Demand System (1980)Empirical exchange rate models of the seventies (1983)Verification of Computer Simulation Models (1967)Validation, verification, and testing techniques throughout the life cycle of a simulation study (1994)A semiparametric approach to short-term oil price forecasting (2001)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)
this work references cited by second hop

References

  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 1994Comparing Predictive Accuracy5,495 cited
  • 1997Testing the equality of prediction mean squared errors2,103 cited
  • 2000Forecasting Economic Time Series1,768 cited
  • 1962Economic Forecasts and Policy980 cited
  • 1978Testing for Higher Order Serial Correlation in Regression Equations when the Regressors Include Lagged Dependent Variables786 cited
  • 1992Testing for parameter instability in linear models768 cited
  • 1962Economic Forecasts and Policy415 cited
  • 1996The Creation and Resolution of Market Uncertainty: The Impact of Information Releases on Implied Volatility268 cited
  • 1988Monetary Policy Lessons of Recent Inflation and Disinflation91 cited
  • 1992A Comparative Study of Alternative Methods of Quantifying Qualitative Survey Responses Using NAPM Data65 cited
  • 1991Money supply announcements: A retrospective19 cited

Cited by

  • 2005As the PMI Turns: A Tool for Supply Chain Managers37 cited
  • 2013Purchasing and supply managers provide early clues on the direction of the US economy: An application of a new market-timing test16 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work