Citation map · Study

SZodixStudyAcademic Library

Dashboard Shelves Open access My library Inbox Notes Write Learn Alerts

More

Ask your library Notifications Quick cite Review

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Chapter 8 Forecasting economic variables with nonlinear models

16 references·14 citing·30 second hop

FromToDepth

this work references cited by second hop

References

1977Time Series Analysis: Forecasting and Control19,200 cited
1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
1994Comparing Predictive Accuracy5,495 cited
1995Comparing Predictive Accuracy5,214 cited
1998Forecasting with artificial neural networks:4,225 cited
1969The Combination of Forecasts3,194 cited
1996Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis2,282 cited
1997Testing the equality of prediction mean squared errors2,103 cited
1971Time Series Analysis Forecasting and Control1,792 cited
2006Tests of Conditional Predictive Ability1,667 cited
2003Forecasting Volatility in Financial Markets: A Review1,373 cited
1988Testing Linearity Against Smooth Transition Autoregressive Models1,365 cited
2006Chapter 4 Forecast Combinations1,318 cited
2013Handbook of Economic Forecasting1,216 cited
1998Unit-Root Tests and Asymmetric Adjustment With an Example Using the Term Structure of Interest Rates1,203 cited
2004Applied Time Series Econometrics

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

1,200 cited

Cited by

2020Impact of COVID-19 on GDP of major economies: Application of the artificial neural network forecaster152 cited
2006Chapter 9 Approximate Nonlinear Forecasting Methods85 cited
2006Chapter 6 Forecasting with VARMA Models72 cited
2022Nonlinear inflation forecasting with recurrent neural networks67 cited
2021Forecasting in the Presence of Instabilities: How We Know Whether Models Predict Well and How to Improve Them65 cited
2013Changes in predictive ability with mixed frequency data61 cited
2008A linear benchmark for forecasting GDP growth and inflation?59 cited
2014A Quantile Regression Approach to Equity Premium Prediction48 cited
2009The Evolution of the Phillips Curve: A Modern Time Series Viewpoint47 cited
2015Forecasting Macroeconomic Variables Using Neural Network Models and Three Automated Model Selection Techniques46 cited
2006Chapter 16 Leading Indicators46 cited
2017Empowering cash managers to achieve cost savings by improving predictive accuracy27 cited
2015Asymmetric Behaviour of Inflation around the Target in Inflation‐Targeting Countries23 cited
2018Forecasting the exchange rate using nonlinear Taylor rule based models21 cited