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Forecasting US state-level employment growth: An amalgamation approach
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Forecasting US state-level employment growth: An amalgamation approach (2011)Forecasting US state-level employment gro…Handbook of Economic Forecasting (2013)Handbook of Economic Forecast…A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)A Comprehensive Look at The E…Chapter 4 Forecast Combinations (2006)Chapter 4 Forecast Combinatio…Asymptotics for out of sample tests of Granger causality (2006)Asymptotics for out of sample…Approximately normal tests for equal predictive accuracy in nested models (2006)Approximately normal tests fo…Combination forecasts of output growth in a seven‐country data set (2004)Combination forecasts of outp…Forecasting Output and Inflation: The Role of Asset Prices (2003)Forecasting Output and Inflat…Tests of equal forecast accuracy and encompassing for nested models (2001)Tests of equal forecast accur…Forecasting Economic Time Series (2000)Forecasting Economic Time Ser…Forecasting inflation (1999)Forecasting inflationTests for Forecast Encompassing (1998)Tests for Forecast Encompassi…Forecasting Economic Time Series (1998)Forecasting Economic Time Ser…Asymptotic Inference about Predictive Ability (1996)Asymptotic Inference about Pr…Comparing Predictive Accuracy (1994)Comparing Predictive AccuracyA New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to the Economi…The Combination of Forecasts (1969)The Combination of ForecastsTime Series Analysis: Forecasting and Control (1977)Macroeconomics and Reality (1980)Statistical analysis of cointegration vectors (1988)Carbon Tail Risk (2018)Empirical Asset Pricing via Machine Learning (2020)Combining forecasts: A review and annotated bibliography (1989)The M3-Competition: results, conclusions and implications (2000)Investor Sentiment Aligned: A Powerful Predictor of Stock Returns (2014)Forecasting: theory and practice (2022)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)ARCH modeling in finance (1992)Introductory Econometrics for Finance (2008)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Business conditions and expected returns on stocks and bonds (1989)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Presidential Address: Discount Rates (2011)Macroeconomic Forecasting Using Diffusion Indexes (2002)Policy Uncertainty and Corporate Investment (2015)Interpreting the macroeconomic time series facts (1992)Efficient Tests for an Autoregressive Unit Root (1996)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Determining the Number of Factors in Approximate Factor Models (2002)Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Why Has U.S. Inflation Become Harder to Forecast? (2007)Forecasting Output and Inflation: The Role of Asset Prices (2003)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)Time series forecasting using a hybrid ARIMA and neural network model (2003)25 years of time series forecasting (2006)An Almost Ideal Demand System (1980)Empirical exchange rate models of the seventies (1983)Generalized autoregressive conditional heteroskedasticity (1986)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

  • 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
  • 1994Comparing Predictive Accuracy5,495 cited
  • 2007A Comprehensive Look at The Empirical Performance of Equity Premium Prediction3,984 cited
  • 1969The Combination of Forecasts3,194 cited
  • 2006Approximately normal tests for equal predictive accuracy in nested models2,513 cited
  • 2000Forecasting Economic Time Series1,768 cited
  • 1996Asymptotic Inference about Predictive Ability1,415 cited
  • 2006Chapter 4 Forecast Combinations1,318 cited
  • 1999Forecasting inflation1,273 cited
  • 2013Handbook of Economic Forecasting1,216 cited
  • 2001Tests of equal forecast accuracy and encompassing for nested models1,178 cited
  • 2004Combination forecasts of output growth in a seven‐country data set1,138 cited
  • 2003Forecasting Output and Inflation: The Role of Asset Prices1,076 cited
  • 1998Forecasting Economic Time Series863 cited
  • 1998Tests for Forecast Encompassing786 cited
  • 2006Asymptotics for out of sample tests of Granger causality

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