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Forecast encompassing tests and probability forecasts. (2010). Harvey, David ; Clements, Michael.
In: Journal of Applied Econometrics.
RePEc:jae:japmet:v:25:y:2010:i:6:p:1028-1062.

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Cited: 21

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  1. How local is the local inflation factor? Evidence from emerging European countries. (2024). Clements, Michael ; Cepni, Oguzhan.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:40:y:2024:i:1:p:160-183.

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  2. Exploring the impact of oil security attention on oil volatility: A new perspective. (2024). Liang, Chao ; Wang, LU.
    In: International Finance.
    RePEc:bla:intfin:v:27:y:2024:i:1:p:61-80.

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  3. How Local is the Local Inflation Factor? Evidence from Emerging European Countries. (2021). Clements, Michael ; Cepni, Oguzhan.
    In: Working Papers.
    RePEc:hhs:cbsnow:2021_008.

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  4. Forecast encompassing tests for the expected shortfall. (2021). Schnaitmann, Julie ; Dimitriadis, Timo.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:37:y:2021:i:2:p:604-621.

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  5. Encompassing tests for value at risk and expected shortfall multi-step forecasts based on inference on the boundary. (2020). Liu, Xiaochun ; Dimitriadis, Timo ; Schnaitmann, Julie.
    In: Hohenheim Discussion Papers in Business, Economics and Social Sciences.
    RePEc:zbw:hohdps:112020.

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  6. Are Some Forecasters’ Probability Assessments of Macro Variables Better Than Those of Others?. (2020). Clements, Michael.
    In: Econometrics.
    RePEc:gam:jecnmx:v:8:y:2020:i:2:p:16-:d:354665.

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  7. Encompassing Tests for Value at Risk and Expected Shortfall Multi-Step Forecasts based on Inference on the Boundary. (2020). Schnaitmann, Julie ; Liu, Xiaochun ; Dimitriadis, Timo.
    In: Papers.
    RePEc:arx:papers:2009.07341.

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  8. Structural combination of seasonal exponential smoothing forecasts applied to load forecasting. (2019). de Menezes, Lilian M ; Rendon-Sanchez, Juan F.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:275:y:2019:i:3:p:916-924.

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  9. Forecast Encompassing Tests for the Expected Shortfall. (2019). Schnaitmann, Julie ; Dimitriadis, Timo.
    In: Papers.
    RePEc:arx:papers:1908.04569.

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  10. Assessing the forecast performance of models of choice. (2018). Stahl, Dale O.
    In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics).
    RePEc:eee:soceco:v:73:y:2018:i:c:p:86-92.

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  11. Long-run restrictions and survey forecasts of output, consumption and investment. (2016). Clements, Michael.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:32:y:2016:i:3:p:614-628.

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  12. Real-time forecasting regional tourism with business sentiment surveys. (2015). Guizzardi, Andrea ; Stacchini, Annalisa.
    In: Tourism Management.
    RePEc:eee:touman:v:47:y:2015:i:c:p:213-223.

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  13. Testing the value of probability forecasts for calibrated combining. (2015). Zhao, Yongchen ; Peng, Huaming ; Lahiri, Kajal.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:31:y:2015:i:1:p:113-129.

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  14. A combined model based on data pre-analysis and weight coefficients optimization for electrical load forecasting. (2015). Wang, Jianzhou ; Hou, Ru ; Xiao, Liye ; Wu, Jie.
    In: Energy.
    RePEc:eee:energy:v:82:y:2015:i:c:p:524-549.

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  15. Theoretical guidelines for a partially informed forecast examiner. (2014). Tsyplakov, Alexander.
    In: MPRA Paper.
    RePEc:pra:mprapa:55017.

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  16. Takeover prediction using forecast combinations. (2013). Rodrigues, Bruno Dore ; Stevenson, Maxwell J..
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:29:y:2013:i:4:p:628-641.

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  17. Evaluating probability forecasts for GDP declines using alternative methodologies. (2013). Lahiri, Kajal ; Wang, George J..
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:29:y:2013:i:1:p:175-190.

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  18. An Empirical Investigation of the Effects of Rounding on the SPF Probabilities of Decline and Output Growth Histograms. (2011). Clements, Michael.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:43:y:2011:i:1:p:207-220.

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  19. Predicting Recessions; A New Approach for Identifying Leading Indicators and Forecast Combinations. (2011). Baba, Chikako ; Kisinbay, Turgut.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2011/235.

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  20. Forecast Combinations. (2010). Timmermann, Allan ; Capistrán, Carlos ; Aiolfi, Marco .
    In: Working Papers.
    RePEc:bdm:wpaper:2010-04.

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  21. Forecast Combinations. (2010). Timmermann, Allan ; Capistrán, Carlos ; Aiolfi, Marco .
    In: CREATES Research Papers.
    RePEc:aah:create:2010-21.

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