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Forecasting, structural time series models and the Kalman filter
0 references·16 citing·58 second hopsampled
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  • 1999A STATE‐SPACE APPROACH TO ESTIMATE AND TEST MULTIFACTOR COX‐INGERSOLL‐ROSS MODELS OF THE TERM STRUCTURE132 cited
  • 2007Improved Forecasting of Mutual Fund Alphas and Betas126 cited
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  • 2012Forecasting and trading the EUR/USD exchange rate with stochastic Neural Network combination and time-varying leverage95 cited
  • 2014A novel approach to model selection in tourism demand modeling87 cited
  • 2004Patterns of historical CO2 intensity transitions among high and low-income countries72 cited
  • 2015On detecting end-of-sample instabilities69 cited
  • 2020The People’s bank of China’s response to the coronavirus pandemic: A quantitative assessment60 cited
  • 2006Bullwhip reduction for ARMA demand: The proportional order-up-to policy versus the full-state-feedback policy59 cited
  • 2006Stability and Change: The Time Varying Impact of Economic and Foreign Policy Evaluations on Presidential Approval54 cited
  • 2006Forecasting Runoff Triangles46 cited
  • 2019Forecasting economic activity with mixed frequency BVARs46 cited
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A parameterized approach to modeling and forecasting mortality
39 cited
  • 2015A state-dependent model for inflation forecasting39 cited
  • 2016Systematic risk behavior in cyclical industries: The case of shipping39 cited