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Variable Selection and Inference for Multi-Period Forecasting Problems
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Variable Selection and Inference for Multi-Period Forecasting Problems (2009)Variable Selection and Inference for Mult…Boosting diffusion indices (2009)Boosting diffusion indicesTests of Conditional Predictive Ability (2006)Tests of Conditional Predicti…The Generalized Dynamic Factor Model (2005)The Generalized Dynamic Facto…Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Measuring the Effects of Mone…Implications of Dynamic Factor Models for VAR Analysis (2005)Implications of Dynamic Facto…A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series (2005)A comparison of direct and it…Small sample properties of forecasts from autoregressive models under structural breaks (2004)Small sample properties of fo…MULTISTEP PREDICTION IN AUTOREGRESSIVE PROCESSES (2003)MULTISTEP PREDICTION IN AUTOR…Forecasting Using Principal Components From a Large Number of Predictors (2002)Forecasting Using Principal C…Determining the Number of Factors in Approximate Factor Models (2002)Determining the Number of Fac…Measures of Deterministic Prediction Bias in Nonlinear Models (1989)Measures of Deterministic Pre…The sampling distribution of forecasts from a first-order autoregression (1979)The sampling distribution of …Forecasting Economic Time Series (1977)Forecasting Economic Time Ser…Prediction by Exponentially Weighted Moving Averages and Related Methods (1961)Prediction by Exponentially W…Opium for the Masses? Conflict-Induced Narcotics Production in Afghanistan (2013)Opium for the Masses? Conflic…Tests for Unit Roots: A Monte Carlo Investigation (1989)Forecasting inflation (1999)Inferential Theory for Factor Models of Large Dimensions (2003)A PANIC Attack on Unit Roots and Cointegration (2004)Panel Data Models With Interactive Fixed Effects (2009)Macroeconomic Forecasting Using Diffusion Indexes (2002)Measuring Uncertainty (2015)Macroeconomics and Reality (1980)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Large Bayesian vector auto regressions (2009)High Frequency Identification of Monetary Non-Neutrality: The Information Effect (2013)Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound (2016)Risk, Return, and Equilibrium: Empirical Tests (1973)Comparing Predictive Accuracy (1994)A Test for Superior Predictive Ability (2005)Volatility forecast comparison using imperfect volatility proxies (2010)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Macro Factors in Bond Risk Premia (2009)Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors (2015)FRED-MD: A Monthly Database for Macroeconomic Research (2015)Time Series Analysis: Forecasting and Control (1977)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Forecasting Economic Time Series (2000)Economic growth and energy consumption causal nexus viewed through a bootstrap rolling window (2010)Consumption‐based carbon emissions, renewable energy consumption, financial development and economic growth in Chile (2021)Nexus between carbon emissions, economic growth, renewable energy use, urbanization, industrialization, technological innovation, and forest area towards achieving environmental sustainability in Bangladesh (2022)Output Fluctuations in the United States: What Has Changed since the Early 1980's?Credit market shocks and economic fluctuations: Evidence from corporate bond and stock markets (2009)Realising the future: forecasting with high‐frequency‐based volatility (HEAVY) models (2010)Forecasting Inflation (2013)The Impact of Empirical Accuracy Studies on Time Series Analysis and Forecasting (1995)DIRECT MULTI‐STEP ESTIMATION AND FORECASTING (2007)Multi-step-ahead time series prediction using multiple-output support vector regression (2013)Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England (2000)The Relationship Between Employee Job Change and Job Satisfaction: The Honeymoon-Hangover Effect. (2005)Asymptotics for out of sample tests of Granger causality (2006)Testing for a unit root in panels with dynamic factors (2004)Determining the Number of Factors in the General Dynamic Factor Model (2007)Forecasting economic time series using targeted predictors (2008)
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References

  • 2002Determining the Number of Factors in Approximate Factor Models4,110 cited
  • 2002Forecasting Using Principal Components From a Large Number of Predictors2,990 cited
  • 2005Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach1,852 cited
  • 2006Tests of Conditional Predictive Ability1,667 cited
  • 2005Implications of Dynamic Factor Models for VAR Analysis870 cited
  • 2005The Generalized Dynamic Factor Model824 cited
  • 2005A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series808 cited
  • 1977Forecasting Economic Time Series697 cited
  • 2004Small sample properties of forecasts from autoregressive models under structural breaks394 cited
  • 1961Prediction by Exponentially Weighted Moving Averages and Related Methods263 cited
  • 2009Boosting diffusion indices143 cited
  • 2003MULTISTEP PREDICTION IN AUTOREGRESSIVE PROCESSES117 cited
  • 1979The sampling distribution of forecasts from a first-order autoregression105 cited
  • 1989Measures of Deterministic Prediction Bias in Nonlinear Models34 cited

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  • 2013Opium for the Masses? Conflict-Induced Narcotics Production in Afghanistan

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54 cited