Nothing Special   »   [go: up one dir, main page]

create a website
Instability and non-linearity in the EMU. (). Marcellino, Massimiliano.
In: Working Papers.
RePEc:igi:igierp:211.

Full description at Econpapers || Download paper

Cited: 43

Citations received by this document

Cites: 27

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Income and wealth inequality in Malta: evidence from micro data. (2019). Georgakopoulos, Ilias.
    In: CBM Working Papers.
    RePEc:mlt:wpaper:0319.

    Full description at Econpapers || Download paper

  2. Boosting Non-linear Predictabilityof Macroeconomic Time SeriesComplexity and benefit take-up: Empirical evidence from the Finnish homecare allowance. (2018). Virtanen, Timo ; Kauppi, Heikki.
    In: Discussion Papers.
    RePEc:tkk:dpaper:dp124.

    Full description at Econpapers || Download paper

  3. Forecasting unemployment rates in Malta: A labour market flows approach. (2018). Ellul, Reuben.
    In: CBM Working Papers.
    RePEc:mlt:wpaper:0318.

    Full description at Econpapers || Download paper

  4. Forecasting Macroeconomic Variables Using Neural Network Models and Three Automated Model Selection Techniques. (2016). Teräsvirta, Timo ; Kock, Anders ; Terasvirta, Timo.
    In: Econometric Reviews.
    RePEc:taf:emetrv:v:35:y:2016:i:8-10:p:1753-1779.

    Full description at Econpapers || Download paper

  5. A Reconsideration of the Meese-Rogoff Puzzle: An Alternative Approach to Model Estimation and Forecast Evaluation. (2016). Burns, Kelly.
    In: Multinational Finance Journal.
    RePEc:mfj:journl:v:20:y:2016:i:1:p:41-83.

    Full description at Econpapers || Download paper

  6. Directional accuracy, forecasting error and the profitability of currency trading: model-based evidence. (2015). Moosa, Imad ; Vaz, John.
    In: Applied Economics.
    RePEc:taf:applec:v:47:y:2015:i:57:p:6191-6199.

    Full description at Econpapers || Download paper

  7. Was the recent downturn in US real GDP predictable?. (2015). Miller, Stephen ; Majumdar, Anandamayee ; GUPTA, RANGAN ; Balcilar, Mehmet.
    In: Applied Economics.
    RePEc:taf:applec:v:47:y:2015:i:28:p:2985-3007.

    Full description at Econpapers || Download paper

  8. Macroeconomic forecasting during the Great Recession: The return of non-linearity?. (2015). Mogliani, Matteo ; Marcellino, Massimiliano ; Ferrara, Laurent.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:31:y:2015:i:3:p:664-679.

    Full description at Econpapers || Download paper

  9. Pretesting for multi-step-ahead exchange rate forecasts with STAR models. (2015). Pascalau, Razvan ; Enders, Walter.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:31:y:2015:i:2:p:473-487.

    Full description at Econpapers || Download paper

  10. Enhancing the forecasting power of exchange rate models by introducing nonlinearity: Does it work?. (2015). Burns, Kelly ; Moosa, Imad A.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:50:y:2015:i:c:p:27-39.

    Full description at Econpapers || Download paper

  11. The unbeatable random walk in exchange rate forecasting: Reality or myth?. (2014). Moosa, Imad ; Burns, Kelly.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:40:y:2014:i:c:p:69-81.

    Full description at Econpapers || Download paper

  12. Was the Recent Downturn in US GDP Predictable?. (2013). Miller, Stephen ; Majumdar, Anandamayee ; GUPTA, RANGAN ; Balcilar, Mehmet.
    In: Working papers.
    RePEc:uct:uconnp:2012-38.

    Full description at Econpapers || Download paper

  13. Forecasting Nevada gross gaming revenue and taxable sales using coincident and leading employment indexes. (2013). Miller, Stephen ; Majumdar, Anandamayee ; GUPTA, RANGAN ; Balcilar, Mehmet.
    In: Empirical Economics.
    RePEc:spr:empeco:v:44:y:2013:i:2:p:387-417.

    Full description at Econpapers || Download paper

  14. Macroeconomic forecasting during the Great Recession: The return of non-linearity?. (2013). Mogliani, Matteo ; Marcellino, Massimiliano ; Ferrara, Laurent.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9313.

    Full description at Econpapers || Download paper

  15. Was the Recent Downturn in US GDP Predictable?. (2012). Miller, Stephen ; Majumdar, Anandamayee ; GUPTA, RANGAN ; Balcilar, Mehmet.
    In: Working Papers.
    RePEc:pre:wpaper:201230.

    Full description at Econpapers || Download paper

  16. Was the Recent Downturn in US GDP Predictable?. (2012). Miller, Stephen ; Majumdar, Anandamayee ; GUPTA, RANGAN ; Balcilar, Mehmet.
    In: Working Papers.
    RePEc:nlv:wpaper:1210.

    Full description at Econpapers || Download paper

  17. Macroeconomic forecasting during the Great Recession: The return of non-linearity?. (2012). Mogliani, Matteo ; Marcellino, Massimiliano ; Ferrara, Laurent.
    In: Working papers.
    RePEc:bfr:banfra:383.

    Full description at Econpapers || Download paper

  18. Forecasting Macroeconomic Variables using Neural Network Models and Three Automated Model Selection Techniques. (2011). Teräsvirta, Timo ; Kock, Anders ; Terasvirta, Timo.
    In: CREATES Research Papers.
    RePEc:aah:create:2011-27.

    Full description at Econpapers || Download paper

  19. Perspectives on Evaluating Macroeconomic Forecasts. (2010). Stekler, Herman.
    In: Working Papers.
    RePEc:gwc:wpaper:2010-002.

    Full description at Econpapers || Download paper

  20. Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes. (2010). Miller, Stephen ; Majumdar, Anandamayee ; GUPTA, RANGAN ; Balcilar, Mehmet.
    In: Working Papers.
    RePEc:emu:wpaper:15-01.pdf.

    Full description at Econpapers || Download paper

  21. Forecasting with nonlinear time series models. (2010). Teräsvirta, Timo ; Kock, Anders ; Terasvirta, Timo.
    In: CREATES Research Papers.
    RePEc:aah:create:2010-01.

    Full description at Econpapers || Download paper

  22. Out-of-sample forecasting of unemployment rates with pooled STVECM forecasts. (2008). Rothman, Philip ; Milas, Costas.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:24:y:2008:i:1:p:101-121.

    Full description at Econpapers || Download paper

  23. Out-of-Sample Forecasting of Unemployment Rates with Pooled STVECM Forecasts. (2007). Milas, Costas ; Rothman, Philip .
    In: Working Paper series.
    RePEc:rim:rimwps:49_07.

    Full description at Econpapers || Download paper

  24. Forecasting measures of inflation for the Estonian economy. (2006). Consolo, Agostino.
    In: Bank of Estonia Working Papers.
    RePEc:eea:boewps:wp2006-03.

    Full description at Econpapers || Download paper

  25. Multivariate STAR Unemployment Rate Forecasts. (2005). Rothman, Philip ; Milas, Costas.
    In: Econometrics.
    RePEc:wpa:wuwpem:0502010.

    Full description at Econpapers || Download paper

  26. Evaluating Direct Multistep Forecasts. (2005). McCracken, Michael ; Clark, Todd.
    In: Econometric Reviews.
    RePEc:taf:emetrv:v:24:y:2005:i:4:p:369-404.

    Full description at Econpapers || Download paper

  27. Forecasting economic variables with nonlinear models. (2005). Teräsvirta, Timo.
    In: SSE/EFI Working Paper Series in Economics and Finance.
    RePEc:hhs:hastef:0598.

    Full description at Econpapers || Download paper

  28. Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination. (2005). van Dijk, Dick ; Teräsvirta, Timo ; Medeiros, Marcelo ; Terasvirta, Timo.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:21:y:2005:i:4:p:755-774.

    Full description at Econpapers || Download paper

  29. The power of tests of predictive ability in the presence of structural breaks. (2005). McCracken, Michael ; Clark, Todd.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:124:y:2005:i:1:p:1-31.

    Full description at Econpapers || Download paper

  30. Forecasting inflation with thick models and neural networks. (2005). McAdam, Peter ; McNelis, Paul.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:22:y:2005:i:5:p:848-867.

    Full description at Econpapers || Download paper

  31. Modelling and Forecasting Fiscal Variables for the euro Area. (2005). Marcellino, Massimiliano ; Favero, Carlo.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5294.

    Full description at Econpapers || Download paper

  32. Linear models, smooth transition autoregressions and neural networks for forecasting macroeconomic time series: A reexamination. (2004). van Dijk, Dick ; Teräsvirta, Timo ; Medeiros, Marcelo ; Terasvirta, Timo.
    In: Textos para discussão.
    RePEc:rio:texdis:485.

    Full description at Econpapers || Download paper

  33. Combination forecasts of output growth in a seven-country data set. (2004). Watson, Mark ; Stock, James.
    In: Journal of Forecasting.
    RePEc:jof:jforec:v:23:y:2004:i:6:p:405-430.

    Full description at Econpapers || Download paper

  34. Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination. (2004). van Dijk, Dick ; Teräsvirta, Timo ; Medeiros, Marcelo.
    In: SSE/EFI Working Paper Series in Economics and Finance.
    RePEc:hhs:hastef:0561.

    Full description at Econpapers || Download paper

  35. Forecasting EMU macroeconomic variables. (2004). Marcellino, Massimiliano.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:20:y:2004:i:2:p:359-372.

    Full description at Econpapers || Download paper

  36. The predictive content of the output gap for inflation : resolving in-sample and out-of-sample evidence. (2003). McCracken, Michael ; Clark, Todd.
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp03-06.

    Full description at Econpapers || Download paper

  37. Forecast-based model selection in the presence of structural breaks. (2002). McCracken, Michael ; Clark, Todd.
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp02-05.

    Full description at Econpapers || Download paper

  38. Forecasting EMU Macroeconomic Variables. (2002). Marcellino, Massimiliano.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3529.

    Full description at Econpapers || Download paper

  39. Forecast Pooling for Short Time Series of Macroeconomic Variables. (2002). Marcellino, Massimiliano.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3313.

    Full description at Econpapers || Download paper

  40. Evaluating long-horizon forecasts. (2001). McCracken, Michael ; Clark, Todd.
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp01-14.

    Full description at Econpapers || Download paper

  41. Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes. (2001). Gupta, Rangan ; Miller, Stephen ; Majumdar, Anandamayee.
    In: Working Papers.
    RePEc:emu:wpaper:dp15-01.pdf.

    Full description at Econpapers || Download paper

  42. Forecasting EMU macroeconomic variables. (). Marcellino, Massimiliano.
    In: Working Papers.
    RePEc:igi:igierp:216.

    Full description at Econpapers || Download paper

  43. Forecast pooling for short time series of macroeconomic variables. (). Marcellino, Massimiliano.
    In: Working Papers.
    RePEc:igi:igierp:212.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Andrews, D.W.K. and Ploeberger, W. (1994), Optimal tests when a nuisance parameter is present only under the alternative, Econometrica, 62, 1383-1414.

  2. Artis, M. and Marcellino, M. (2001), Fiscal forecasting: the track record of IMF, OECD Econometrics Journal, 4, s20-s36.

  3. Box, G.E.P. and Jenkins, G.M. (1970), Time series analysis, forecasting and control, San Francisco: Holden Day.
    Paper not yet in RePEc: Add citation now
  4. Breusch, T.S. and Pagan, A.R. (1979), A simple test for heteroschedasticity and random coefficient variation, Econometrica, 47, 1287-1294.

  5. Clements, M.P. and Hendry, D.F. (1996), Multi-step estimation for forecasting, Oxford Bulletin of Economics and Statistics, 58, 657-684.

  6. Clements, M.P. and Hendry, D.F. (1998), Forecasting Economic Time Series, Cambridge: Cambridge University Press.

  7. Clements, M.P. and Hendry, D.F. (1999), Forecasting Non-Stationary Economic Time Series, Cambridge (MA): MIT Press.

  8. Diebold, F.X. and Kilian, L. (2000), Unit Root Tests are Useful for Selecting Forecasting Models, Journal of Business and Economic Statistics, 18, 265-273.

  9. Elliott, G., Rothenberg, T.J. and Stock, J.H. (1996), Efficient tests for an autoregressive Econometrica, 64, 813-36.

  10. Granger, C.W.J. and Newbold, P. (1986), Forecasting economic time series, San Diego: Academic Press.

  11. Granger, C.W.J. and Terasvirta, T. (1993), Modelling nonlinear economic relationships, Oxford: Oxford University Press.
    Paper not yet in RePEc: Add citation now
  12. Granger, Oxford: Oxford University Press, 1-44. White, H. (1980), A heteroskedasticity consistent covariance matrix estimator and a direct test for heteroskedasticity, Econometrica, 48, 817-830.

  13. Hansen, B. (1992), Tests for parameter instability in regressions with I(1) processes, Journal of Business and Economic Statistics, 10, 321-336.

  14. Hornik, K., Stinchcombe, M. and White, H. (1989), Multilayer feedforward networks are universal approximators, Neural Networks, 2, 359-66.
    Paper not yet in RePEc: Add citation now
  15. Makridakis, S. Anderson, A., Carbonne, R., Fildes, R., Hibon, M., Lewandowski, R., Newton, J., Parzen, E., Winkler, R. (1982), The accuracy of extrapolation (time series) methods: Results of a forecasting competition, Journal of Forecasting, 1, 111-153.
    Paper not yet in RePEc: Add citation now
  16. Marcellino, M., Stock, J.H. and Watson, M.W. (2000), A dynamic factor analysis of the mimeo.
    Paper not yet in RePEc: Add citation now
  17. Marcellino, M., Stock, J.H. and Watson, M.W. (2001), Macroeconomic forecasting in the Euro area: country specific versus Euro wide information, European Economic Review (forthcoming).

  18. Meese, R. and Geweke, J. (1984), A comparison of autoregressive univariate forecasting procedures for macroeconomic time series, Journal of Business and Economic Statistics, 2, 191-200.

  19. Nyblom, J. (1989), Testing for constancy of parameters over time, Journal of the American Statistical Association, 84, 223-230.
    Paper not yet in RePEc: Add citation now
  20. Ploeberger, W. and Kramer, W. (1992), The CUSUM test with OLS residuals, Econometrica, 60, 271-286.

  21. Quandt, R.E. (1960), Tests of the hypothesis that a linear regression system obeys two Journal of the American Statistical Association, 55, 324-330.
    Paper not yet in RePEc: Add citation now
  22. Stock, J.H. (1996), VAR, error correction and pretest forecasts at long horizons, Oxford Bulletin of Economics and Statistics, 58, 685-701.

  23. Stock, J.H. and Watson, M.W. (1996), Evidence on structural instability in macroeconomic time series relations, Journal of Business and Economic Statistics, 14, 11-30.

  24. Stock, J.H. and Watson, M.W. (1999), A comparison of linear and nonlinear univariate models for forecasting macroeconomic time series, in Engle, R. and White, R. (eds), Cointegration, causality, and forecasting: A festschrift in honor of Clive W.J.

  25. Swanson, N.R. and White, H. (1997), A model selection approach to real-time macroeconomic forecasting using linear models and artificial neural networks, Review of Economics and Statistics, 79, 540-550.

  26. Terasvirta, T. (1998), Modelling economic relationships with smooth transition Ullah, A. and Giles, D.E.A. (eds.), Handbook of Applied Economic Statistics, New York: Marcel Dekker, 507-552.
    Paper not yet in RePEc: Add citation now
  27. Tiao, G.C. and Xu, D. (1993), Robustness of maximum likelihood estimates for multi- step predictions: the exponential smoothing case, Biometrika, 80, 623-641.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Do Weak Institutions Prolong Crises? On the Identification, Characteristics, and Duration of Declines during Economic Slumps. (2014). Szirmai, Adam ; Bluhm, Richard ; de Crombrugghe, Denis.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_4594.

    Full description at Econpapers || Download paper

  2. Non-parametric tests of real exchange rates in the post-Bretton Woods era. (2010). Ahking, Francis.
    In: Empirical Economics.
    RePEc:spr:empeco:v:39:y:2010:i:2:p:439-456.

    Full description at Econpapers || Download paper

  3. Did the euro give us a break in inflation?. (2010). Shiamptanis, Christos.
    In: Empirical Economics.
    RePEc:spr:empeco:v:39:y:2010:i:2:p:395-411.

    Full description at Econpapers || Download paper

  4. Testing for Shifts in Trend with an Integrated or Stationary Noise Component. (2007). Yabu, Tomoyoshi ; Perron, Pierre.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2007-025.

    Full description at Econpapers || Download paper

  5. Consistent Model Specification Tests Against Smooth Transition Alternatives. (2004). Hill, Jonathan.
    In: Econometrics.
    RePEc:wpa:wuwpem:0402004.

    Full description at Econpapers || Download paper

  6. On Markov error-correction models, with an application to stock prices and dividends. (2004). Spagnolo, Fabio ; Sola, Martin ; Psaradakis, Zacharias.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:19:y:2004:i:1:p:69-88.

    Full description at Econpapers || Download paper

  7. Testing parameter constancy in stationary vector autoregressive models against continuous change. (2004). Teräsvirta, Timo ; Gonzalez, Andres ; He, Changli.
    In: SSE/EFI Working Paper Series in Economics and Finance.
    RePEc:hhs:hastef:0507.

    Full description at Econpapers || Download paper

  8. Least Squares Estimation and Tests of Breaks in Mean and Variance under Misspecification. (2003). Pitarakis, Jean-Yves.
    In: Econometrics.
    RePEc:wpa:wuwpem:0312004.

    Full description at Econpapers || Download paper

  9. Guns or Butter? Revisited: Robustness and Nonlinearity Issues in the Defense-Grotwth Nexus. (2003). Reitschuler, Gerhard ; Crespo Cuaresma, Jesus.
    In: Vienna Economics Papers.
    RePEc:vie:viennp:0310.

    Full description at Econpapers || Download paper

  10. Are Rich Countries Immune to the Resource Curse? Evidence from Norways Management of Its Oil Riches. (2003). Larsen, Erling Roed.
    In: Discussion Papers.
    RePEc:ssb:dispap:362.

    Full description at Econpapers || Download paper

  11. The less volatile U.S. economy: a Bayesian investigation of timing, breadth, and potential explanations. (2003). Piger, Jeremy ; Nelson, Charles ; Kim, Chang-Jin.
    In: Working Papers.
    RePEc:fip:fedlwp:2001-016.

    Full description at Econpapers || Download paper

  12. Bootstrapping Macroeconometric Models. (2003). Fair, Ray.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1345.

    Full description at Econpapers || Download paper

  13. TESTING FOR PERIODIC STATIONARITY. (2002). Kurozumi, Eiji.
    In: Econometric Reviews.
    RePEc:taf:emetrv:v:21:y:2002:i:2:p:243-270.

    Full description at Econpapers || Download paper

  14. Testing for Indeterminacy in Linear Rational Expectations Models. (2002). Schorfheide, Frank ; Lubik, Thomas.
    In: Computing in Economics and Finance 2002.
    RePEc:sce:scecf2:214.

    Full description at Econpapers || Download paper

  15. Does Intrinsic Habit Formation Actually Resolve the Equity Premium Puzzle?. (2002). Chapman, David.
    In: Review of Economic Dynamics.
    RePEc:red:issued:v:5:y:2002:i:3:p:618-645.

    Full description at Econpapers || Download paper

  16. Exchange Rate Pass-Through into Import Prices: A Macro or Micro Phenomenon?. (2002). Goldberg, Linda ; Campa, Jose.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8934.

    Full description at Econpapers || Download paper

  17. Exchange rate pass-through into import prices: a macro or micro phenomenon?. (2002). Goldberg, Linda ; Campa, Jose.
    In: Staff Reports.
    RePEc:fip:fednsr:149.

    Full description at Econpapers || Download paper

  18. On the causes of the increased stability of the U.S. economy. (2002). Perez Quiros, Gabriel ; Kahn, James ; Perez-Quiros, Gabriel ; McConnell, Margaret M..
    In: Economic Policy Review.
    RePEc:fip:fednep:y:2002:i:may:p:183-202:n:v.8no.1.

    Full description at Econpapers || Download paper

  19. Forecast-based model selection in the presence of structural breaks. (2002). McCracken, Michael ; Clark, Todd.
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp02-05.

    Full description at Econpapers || Download paper

  20. Differences in exchange rate pass-through in the euro area.. (2002). Campa, Jose ; Gonzalez, Jose M..
    In: IESE Research Papers.
    RePEc:ebg:iesewp:d-0479.

    Full description at Econpapers || Download paper

  21. Exchange rate pass-through into import prices: A macro or micro phenomenon?. (2002). Goldberg, Linda ; Campa, Jose.
    In: IESE Research Papers.
    RePEc:ebg:iesewp:d-0475.

    Full description at Econpapers || Download paper

  22. Corporate Bond Spreads and the Business Cycle. (2002). Zhang, Zhiwei.
    In: Staff Working Papers.
    RePEc:bca:bocawp:02-15.

    Full description at Econpapers || Download paper

  23. Testing for a Forward-Looking Phillips Curve. Additional Evidence from European and US data. (2001). LE BIHAN, Hervé ; Jondeau, Eric.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0111005.

    Full description at Econpapers || Download paper

  24. The Regime-Dependent Determination of Credibility: A New Look at European Interest Rate Differentials. (2001). Tillmann, Peter.
    In: IWP Discussion Paper Series.
    RePEc:kln:iwpdip:dp02/01.

    Full description at Econpapers || Download paper

  25. The non-linear dynamics of output and unemployment in the U.S.. (2001). Violante, Giovanni ; Altissimo, Filippo .
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:16:y:2001:i:4:p:461-486.

    Full description at Econpapers || Download paper

  26. A Nonparametric Bayesian Approach to Detect the Number of Regimes in Markov Switching Models. (2001). Otranto, Edoardo ; Gallo, Giampiero.
    In: Econometrics Working Papers Archive.
    RePEc:fir:econom:wp2001_04.

    Full description at Econpapers || Download paper

  27. Information technology and the U.S. productivity revival: what do the industry data say?. (2001). Stiroh, Kevin.
    In: Staff Reports.
    RePEc:fip:fednsr:115.

    Full description at Econpapers || Download paper

  28. Measuring the natural rate of interest. (2001). Williams, John ; Laubach, Thomas.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2001-56.

    Full description at Econpapers || Download paper

  29. Testing for Structural Change in the Presence of Auxiliary Models. (2001). Guay, Alain ; Ghysels, Eric.
    In: Cahiers de recherche CREFE / CREFE Working Papers.
    RePEc:cre:crefwp:133.

    Full description at Econpapers || Download paper

  30. The New Econometrics of Structural Change: Dating Breaks in U.S. Labour Productivity. (2001). Hansen, Bruce.
    In: Journal of Economic Perspectives.
    RePEc:aea:jecper:v:15:y:2001:i:4:p:117-128.

    Full description at Econpapers || Download paper

  31. Structural Breaks in the Cointegrated Vector Autoregressive Model. (2000). Hansen, Peter.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:1240.

    Full description at Econpapers || Download paper

  32. Tests of Equal Forecast Accuracy and Encompassing for Nested Models. (2000). McCracken, Michael ; Clark, Todd.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:0319.

    Full description at Econpapers || Download paper

  33. Structural Changes in the Cointegrated Vector Autoregressive Model. (2000). Hansen, Peter.
    In: Working Papers.
    RePEc:bro:econwp:2000-20.

    Full description at Econpapers || Download paper

  34. Output Fluctuations in the United States: What Has Changed since the Early 1980s?. (2000). Perez Quiros, Gabriel ; McConnell, Margaret M. ; Perez-Quiros, Gabriel.
    In: American Economic Review.
    RePEc:aea:aecrev:v:90:y:2000:i:5:p:1464-1476.

    Full description at Econpapers || Download paper

  35. Tests of Equal Forecast Accuracy and Encompassing for Nested Models. (1999). McCracken, Michael ; Clark, Todd.
    In: Computing in Economics and Finance 1999.
    RePEc:sce:scecf9:1241.

    Full description at Econpapers || Download paper

  36. Nonlinear time series modelling: an introduction. (1999). Potter, Simon.
    In: Staff Reports.
    RePEc:fip:fednsr:87.

    Full description at Econpapers || Download paper

  37. Tests of equal forecast accuracy and encompassing for nested models. (1999). McCracken, Michael ; Clark, Todd.
    In: Research Working Paper.
    RePEc:fip:fedkrw:99-11.

    Full description at Econpapers || Download paper

  38. Whats happened to the Phillips curve?. (1999). Williams, John ; Roberts, John ; Brayton, Flint .
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:1999-49.

    Full description at Econpapers || Download paper

  39. Emerging Markets and Trading Costs. (1999). Ghysels, Eric ; Cherkaoui, Mouna .
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:99s-04.

    Full description at Econpapers || Download paper

  40. Structural change in regional economies: A varying coefficients econometric modeling approach. (1998). Ramajo, Julian ; Marquez, Miguel A..
    In: ERSA conference papers.
    RePEc:wiw:wiwrsa:ersa98p189.

    Full description at Econpapers || Download paper

  41. Output fluctuations in the United States: what has changed since the early 1980s?. (1998). Perez Quiros, Gabriel ; Perezquiros, Gabriel ; McConnell, Margaret M..
    In: Staff Reports.
    RePEc:fip:fednsr:41.

    Full description at Econpapers || Download paper

  42. Structural Change Tests for Simulated Method of Moments. (1998). Guay, Alain.
    In: Cahiers de recherche CREFE / CREFE Working Papers.
    RePEc:cre:crefwp:61.

    Full description at Econpapers || Download paper

  43. Structural Change Tests for Simulated Method of Moments. (1998). Guay, Alain ; Ghysels, Eric.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:98s-19.

    Full description at Econpapers || Download paper

  44. Slowdowns and Meltdowns: Postwar Growth Evidence from 74 Countries. (1997). Papell, David ; Ben-David, Dan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6266.

    Full description at Econpapers || Download paper

  45. Explaining the Labor Force Participation of Women 20-24. (1996). Macunovich, Diane ; Fair, Ray.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1116.

    Full description at Econpapers || Download paper

  46. On Stable Factor Structures in the Pricing of Risk. (1995). Ghysels, Eric.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:95s-16.

    Full description at Econpapers || Download paper

  47. Forecasting EMU macroeconomic variables. (). Marcellino, Massimiliano.
    In: Working Papers.
    RePEc:igi:igierp:216.

    Full description at Econpapers || Download paper

  48. Forecast pooling for short time series of macroeconomic variables. (). Marcellino, Massimiliano.
    In: Working Papers.
    RePEc:igi:igierp:212.

    Full description at Econpapers || Download paper

  49. Instability and non-linearity in the EMU. (). Marcellino, Massimiliano.
    In: Working Papers.
    RePEc:igi:igierp:211.

    Full description at Econpapers || Download paper

  50. Ex Post and Ex Ante Analysis of Provisional Data. (). Marcellino, Massimiliano ; Gallo, Giampiero.
    In: Working Papers.
    RePEc:igi:igierp:141.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-11-28 20:58:46 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.