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Evaluating the German Inventory Cycle Using Data from the Ifo Business Survey
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Evaluating the German Inventory Cycle Using Data from the Ifo Business Survey (2005)Evaluating the German Inventory Cycle Usi…Critical Values for Cointegration Tests (2010)Critical Values for Cointegra…Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series (1999)Measuring Business Cycles: Ap…Tests for Forecast Encompassing (1998)Tests for Forecast Encompassi…Testing the equality of prediction mean squared errors (1997)Testing the equality of predi…Asymptotic Inference about Predictive Ability (1996)Asymptotic Inference about Pr…Comparing Predictive Accuracy (1994)Comparing Predictive AccuracyAutomatic Lag Selection in Covariance Matrix Estimation (1994)Automatic Lag Selection in Co…Long-Run Economic Relationships: Readings in Cointegration. (1993)Long-Run Economic Relationshi…Introduction to Multiple Time Series Analysis (1993)Introduction to Multiple Time…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…Taking Stock: A Critical Assessment of Recent Research on Inventories (1991)Taking Stock: A Critical Asse…Testing For Common Features (1990)Testing For Common FeaturesThe American Business Cycle: Continuity and Change. (1987)The American Business Cycle: …Econometric Evaluation of Linear Macro-Economic Models (1986)Econometric Evaluation of Lin…The Typical Spectral Shape of an Economic Variable (1966)The Typical Spectral Shape of…Survey of current business (1921)Survey of current businessThe Forecasting Power of the Ifo Business Survey (2020)The Forecasting Power of the …Wide vs. Narrow Tax Bases Under Optimal Investment Timing (2004)Wide vs. Narrow Tax Bases Und…The Role of the Ifo Business Climate Indicator and Asset Prices in German Monetary Policy (2004)The Role of the Ifo Business …Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)THE POWER OF COINTEGRATION TESTS (1992)Numerical distribution functions for unit root and cointegration tests (1996)Residual-based tests for cointegration in models with regime shifts (1996)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests for panel data (2001)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)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)MONEY, INCOME, AND CAUSALITY (1972)Generalized autoregressive conditional heteroskedasticity (1986)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Individualism and Momentum around the World (2010)Sentiment During Recessions (2012)The relationship between return and market value of common stocks (1981)Capital-skill Complementarity and Inequality: A Macroeconomic Analysis (2000)The Resurgence of Growth in the Late 1990s: Is Information Technology the Story? (2000)Evaluating Density Forecasts with Applications to Financial Risk Management (1998)A forecast comparison of volatility models: does anything beat a GARCH(1,1)? (2005)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)Generalized impulse response analysis in linear multivariate models (1998)Introductory Econometrics for Finance (2008)An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)The Band Pass Filter (1999)An Empirical Characterization of the Dynamic Effects of Changes in Government Spending and Taxes on Output (2002)On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations (2002)Estimating long-run relationships from dynamic heterogeneous panels (1995)The behavior of real exchange rates during the post-Bretton Woods period (1998)Tourism expansion and economic development: The case of Taiwan (2005)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)
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References

  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 1994Comparing Predictive Accuracy5,495 cited
  • 1994Automatic Lag Selection in Covariance Matrix Estimation3,242 cited
  • 1999Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series2,829 cited
  • 2010Critical Values for Cointegration Tests2,569 cited
  • 1921Survey of current business2,134 cited
  • 1997Testing the equality of prediction mean squared errors2,103 cited
  • 1993Introduction to Multiple Time Series Analysis1,912 cited
  • 1996Asymptotic Inference about Predictive Ability1,415 cited
  • 1993Long-Run Economic Relationships: Readings in Cointegration.925 cited
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  • 1986Econometric Evaluation of Linear Macro-Economic Models601 cited
  • 1991Taking Stock: A Critical Assessment of Recent Research on Inventories556 cited
  • 1990Testing For Common Features470 cited
  • 1987The American Business Cycle: Continuity and Change.

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  • 2020The Forecasting Power of the Ifo Business Survey55 cited
  • 2004Wide vs. Narrow Tax Bases Under Optimal Investment Timing27 cited
  • 2004The Role of the Ifo Business Climate Indicator and Asset Prices in German Monetary Policy17 cited