References

• 1994Comparing Predictive Accuracy5,495 cited
• 2006Approximately normal tests for equal predictive accuracy in nested models2,513 cited
• 2006Tests of Conditional Predictive Ability1,667 cited
• 2013Handbook of Economic Forecasting1,216 cited
• 2000State-Space Models with Regime-Switching: Classical and Gibbs Sampling Approaches with Applications1,153 cited
• 2004Combination forecasts of output growth in a seven‐country data set1,138 cited
• 1995Exchange rates and fundamentals: Evidence on long-horizon predictability1,044 cited
• 2005In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?756 cited
• 2010What do we learn from the price of crude oil futures?744 cited
• 2010Can Exchange Rates Forecast Commodity Prices? *597 cited
• 2015Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold–Mariano Tests494 cited
• 1999Exchange rates and monetary fundamentals: what do we learn from long-horizon regressions?429 cited
• 2012Real-Time Forecasts of the Real Price of Oil356 cited
• 2015Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach323 cited
• 1987Structural change and the combination of forecasts