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Guest Editors’ Introduction: Information in Economic Forecasting
16 references·0 citing·39 second hop
Guest Editors’ Introduction: Information in Economic Forecasting (2005)Guest Editors’ Introduction: Information …Handbook of Economic Forecasting (2013)Handbook of Economic Forecast…Modelling Financial Time Series (2007)Modelling Financial Time Seri…MIDAS Regressions: Further Results and New Directions (2007)MIDAS Regressions: Further Re…Tests of Conditional Predictive Ability (2006)Tests of Conditional Predicti…Modeling and Forecasting Realized Volatility (2003)Modeling and Forecasting Real…Macroeconomic Forecasting Using Diffusion Indexes (2002)Macroeconomic Forecasting Usi…The M3-Competition: results, conclusions and implications (2000)The M3-Competition: results, …The Generalized Dynamic-Factor Model: Identification and Estimation (2000)The Generalized Dynamic-Facto…Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models (1998)Stochastic Volatility: Likeli…Asymptotic Inference about Predictive Ability (1996)Asymptotic Inference about Pr…Dynamic Econometrics (1995)Dynamic EconometricsCombining forecasts: A review and annotated bibliography (1990)Combining forecasts: A review…Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Stochastic Implications of th…Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom (1978)Econometric Modelling of the …Business Cycle Modeling Without Pretending to Have Too Much A Priori Economic Theory (1977)Panels with Nonstationary Multifactor Error Structures (2006)Exploring the international linkages of the euro area: a global VAR analysis (2007)U.S. Monetary Policy and the Global Financial Cycle (2020)Income, Saving and the Theory of Consumer Behavior. (1950)Some properties of time series data and their use in econometric model specification (1981)Testing for Common Trends (1988)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)Forecasting Using Principal Components From a Large Number of Predictors (2002)Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (2006)Measuring Uncertainty (2015)Combining forecasts: A review and annotated bibliography (1989)25 years of time series forecasting (2006)Statistical and Machine Learning forecasting methods: Concerns and ways forward (2018)Recurrent Neural Networks for Time Series Forecasting: Current status and future directions (2020)A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return (1987)Stochastic Simulation (1987)The Pricing of Options on Assets with Stochastic Volatilities (1987)Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics (2001)Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models (2002)Power and Bipower Variation with Stochastic Volatility and Jumps (2004)Risk, Return, and Equilibrium: Empirical Tests (1973)Comparing Predictive Accuracy (1994)A Test for Superior Predictive Ability (2005)Large Bayesian vector auto regressions (2009)Volatility forecast comparison using imperfect volatility proxies (2010)Coherent Measures of Risk (1999)The Cross‐Section of Volatility and Expected Returns (2006)A Simple Approximate Long-Memory Model of Realized Volatility (2008)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Econometric Analysis of Cross Section and Panel Data (2001)Trends and random walks in macroeconmic time series (1982)Testing for a Unit Root in Time Series Regression (1988)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)
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References

  • 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 2003Modeling and Forecasting Realized Volatility3,887 cited
  • 1978Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence3,581 cited
  • 2002Macroeconomic Forecasting Using Diffusion Indexes2,550 cited
  • 1998Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models2,265 cited
  • 2000The Generalized Dynamic-Factor Model: Identification and Estimation1,709 cited
  • 2000The M3-Competition: results, conclusions and implications1,700 cited
  • 2006Tests of Conditional Predictive Ability1,667 cited
  • 1978Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom1,629 cited
  • 1990Combining forecasts: A review and annotated bibliography1,465 cited
  • 1996Asymptotic Inference about Predictive Ability1,415 cited
  • 2007Modelling Financial Time Series1,415 cited
  • 2013Handbook of Economic Forecasting1,216 cited
  • 1995Dynamic Econometrics1,199 cited

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  • 2007MIDAS Regressions: Further Results and New Directions1,003 cited
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