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Rationality of Announcements, Business Cycle Asymmetry, and Predictabilityof Revisions. The Case of French GDP
16 references·0 citing·38 second hop
Rationality of Announcements, Business Cycle Asymmetry, and Predictabilityof Revisions. The Case of French GDP (2016)Rationality of Announcements, Business Cy…Frontiers of Real-Time Data Analysis (2011)Frontiers of Real-Time Data A…Comparing Density Forecasts via Weighted Likelihood Ratio Tests (2007)Comparing Density Forecasts v…Selection of estimation window in the presence of breaks (2006)Selection of estimation windo…Dissecting the cycle: a methodological investigation (2002)Dissecting the cycle: a metho…Monetary Policy Rules Based on Real-Time Data (2001)Monetary Policy Rules Based o…Evaluating Density Forecasts with Applications to Financial Risk Management (1998)Evaluating Density Forecasts …Testing the equality of prediction mean squared errors (1997)Testing the equality of predi…Asymptotic Inference about Predictive Ability (1996)Asymptotic Inference about Pr…Testing for parameter instability in linear models (1992)Testing for parameter instabi…An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator (1992)An Improved Heteroskedasticit…A Simple Nonparametric Test of Predictive Performance (1992)A Simple Nonparametric Test o…Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Heteroskedasticity and Autoco…Testing the Rationality of Price Forecasts: New Evidence from Panel Data (1990)Testing the Rationality of Pr…Testing for the Constancy of Parameters Over Time (1989)Testing for the Constancy of …News or Noise? An Analysis of GNP Revisions (1986)News or Noise? An Analysis of…Measuring Business Cycles (1947)Measuring Business CyclesComparing Predictive Accuracy (1994)Comparing Predictive Accuracy (1995)25 years of time series forecasting (2006)Tests of Conditional Predictive Ability (2006)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)King Charles I (1981)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Growth Dynamics: The Myth of Economic Recovery (2008)When Credit Bites Back (2013)How Regions React to Recessions: Resilience and the Role of Economic Structure (2016)Specification Tests in Econometrics (1978)Forecasting tourism demand: A review of empirical research (1995)Predictability of Stock Returns: Robustness and Economic Significance (1995)Introductory Econometrics for Finance (2008)Time Series Regression with a Unit Root (1987)Automatic Lag Selection in Covariance Matrix Estimation (1994)Emerging equity market volatility (1997)Bayesian Analysis of Stochastic Volatility Models (2002)ARCH modeling in finance (1992)Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances (1992)Modeling and Forecasting Realized Volatility (2001)Testing Density Forecasts, With Applications to Risk Management (2001)The Copula-GARCH model of conditional dependencies: An international stock market application (2006)Discretion versus policy rules in practice (1993)Inflation forecast targeting: Implementing and monitoring inflation targets (1997)A real-time data set for macroeconomists (2001)Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence (2008)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)Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)Testing for a unit root in panels with dynamic factors (2004)Robust performance hypothesis testing with the Sharpe ratio (2008)Testing slope homogeneity in large panels with serial correlation (2013)Understanding business cycles (1977)Can News About the Future Drive the Business Cycle? (2006)
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References

  • 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation4,039 cited
  • 1997Testing the equality of prediction mean squared errors2,103 cited
  • 2002Dissecting the cycle: a methodological investigation1,504 cited
  • 1947Measuring Business Cycles1,481 cited
  • 1998Evaluating Density Forecasts with Applications to Financial Risk Management1,452 cited
  • 1996Asymptotic Inference about Predictive Ability1,415 cited
  • 2001Monetary Policy Rules Based on Real-Time Data1,357 cited
  • 1992An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator1,091 cited
  • 1989Testing for the Constancy of Parameters Over Time973 cited
  • 1992A Simple Nonparametric Test of Predictive Performance897 cited
  • 1992Testing for parameter instability in linear models768 cited
  • 2007Comparing Density Forecasts via Weighted Likelihood Ratio Tests519 cited
  • 1990Testing the Rationality of Price Forecasts: New Evidence from Panel Data499 cited
  • 2006Selection of estimation window in the presence of breaks473 cited
  • 2011Frontiers of Real-Time Data Analysis333 cited

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1986
News or Noise? An Analysis of GNP Revisions
300 cited

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