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A comparison of methods for the construction of composite coincident and leading indexes for the UK
16 references·0 citing·34 second hopsampled
A comparison of methods for the construction of composite coincident and leading indexes for the UK (2007)A comparison of methods for the construct…Handbook of Economic Forecasting (2013)Handbook of Economic Forecast…Forecasting Output and Inflation: The Role of Asset Prices (2003)Forecasting Output and Inflat…Forecasting Output and Inflation: The Role of Asset Prices (2003)Forecasting Output and Inflat…Macroeconomic Forecasting Using Diffusion Indexes (2002)Macroeconomic Forecasting Usi…Forecasting Using Principal Components From a Large Number of Predictors (2002)Forecasting Using Principal C…The Generalized Dynamic-Factor Model: Identification and Estimation (2000)The Generalized Dynamic-Facto…Predicting U.S. Recessions: Financial Variables as Leading Indicators (1998)Predicting U.S. Recessions: F…Comparing Predictive Accuracy (1995)Comparing Predictive AccuracyComparing Predictive Accuracy (1994)Comparing Predictive AccuracyInference in Linear Time Series Models with some Unit Roots (1990)Inference in Linear Time Seri…New Indexes of Coincident and Leading Economic Indicators (1989)New Indexes of Coincident and…NBER macroeconomics annual 1987 (1989)NBER macroeconomics annual 19…A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to the Economi…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Improved methods of combining forecasts (1984)Improved methods of combining…The Combination of Forecasts (1969)The Combination of ForecastsThe Precision of National Income Estimates (1942)New Methods of Quality Control (1963)Short-Term Sales Forecasting (1965)Principles of Forecasting (2001)Time series forecasting using a hybrid ARIMA and neural network model (2003)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)Business Cycle Modeling Without Pretending to Have Too Much A Priori Economic Theory (1977)Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets (1983)Funds, Factors, and Diversification in Arbitrage Pricing Models (1983)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Business conditions and expected returns on stocks and bonds (1989)The Twin Crises: The Causes of Banking and Balance-of-Payments Problems (1999)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Trends and random walks in macroeconmic time series (1982)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Determining the Number of Factors in Approximate Factor Models (2002)Empirical Asset Pricing via Machine Learning (2020)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)Forecasting Economic Time Series (2000)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)Combining forecasts: A review and annotated bibliography (1989)Testing the equality of prediction mean squared errors (1997)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Deep learning with long short-term memory networks for financial market predictions (2017)Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (2006)Measuring Uncertainty (2015)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Statistical inference in vector autoregressions with possibly integrated processes (1995)
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References

  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
  • 1994Comparing Predictive Accuracy5,578 cited
  • 1995Comparing Predictive Accuracy5,370 cited
  • 1969The Combination of Forecasts3,438 cited
  • 2002Forecasting Using Principal Components From a Large Number of Predictors2,990 cited
  • 1990Inference in Linear Time Series Models with some Unit Roots2,561 cited
  • 2002Macroeconomic Forecasting Using Diffusion Indexes2,550 cited
  • 1989New Indexes of Coincident and Leading Economic Indicators1,795 cited
  • 2000The Generalized Dynamic-Factor Model: Identification and Estimation1,735 cited
  • 2003Forecasting Output and Inflation: The Role of Asset Prices1,488 cited
  • 2013Handbook of Economic Forecasting1,290 cited
  • 1998Predicting U.S. Recessions: Financial Variables as Leading Indicators1,180 cited
  • 1984Improved methods of combining forecasts1,152 cited
  • 2003Forecasting Output and Inflation: The Role of Asset Prices1,076 cited
  • 1989NBER macroeconomics annual 1987

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