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Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models. (1997). White, Halbert ; Swanson, Norman.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:13:y:1997:i:4:p:439-461.

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  3. Robust forecast superiority testing with an application to assessing pools of expert forecasters. (2023). Swanson, Norman R ; Jin, Sainan ; Corradi, Valentina.
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  10. Boosting nonlinear predictability of macroeconomic time series. (2021). Virtanen, Timo ; Kauppi, Heikki.
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  11. On the role of dependence in sticky price and sticky information Phillips curve: Modelling and forecasting. (2021). Costantini, Mauro ; Paradiso, Antonio ; Casarin, Roberto.
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  13. Risk of Bitcoin Market: Volatility, Jumps, and Forecasts. (2019). Hardle, Wolfgang Karl ; Kuo, Weiyu ; Hu, Junjie.
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  14. Using Artificial Neural Networks to forecast Exchange Rate, including VAR‐VECM residual analysis and prediction linear combination. (2019). Parot, Alejandro ; Kristjanpoller, Werner D ; Michell, Kevin.
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  18. Risk Everywhere: Modeling and Managing Volatility. (2018). Bollerslev, Tim ; Pedersen, Lasse Heje ; Huss, John ; Hood, Benjamin.
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  19. A Semi-Parametric Non-linear Neural Network Filter: Theory and Empirical Evidence. (2018). Vouldis, Angelos ; Tsionas, Mike ; Michaelides, Panayotis ; Konstantakis, Konstantinos ; Patrinos, Panagiotis.
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  20. Risk Everywhere: Modeling and Managing Volatility. (2018). Bollerslev, Tim ; Pedersen, Lasse Heje ; Huss, John ; Hood, Benjamin.
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  21. Bagged artificial neural networks in forecasting inflation: An extensive comparison with current modelling frameworks. (2017). Szafranek, Karol.
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  22. Multidimensional k-nearest neighbor model based on EEMD for financial time series forecasting. (2017). Zhang, Ningning ; Shang, Pengjian ; Lin, Aijing .
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  23. The random walk as a forecasting benchmark: drift or no drift?. (2016). Moosa, Imad ; Burns, Kelly.
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  25. Exploiting the errors: A simple approach for improved volatility forecasting. (2016). Quaedvlieg, Rogier ; Patton, Andrew ; Bollerslev, Tim.
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  26. OUT-OF-SAMPLE FORECASTING PERFORMANCE OF A ROBUST NEURAL EXCHANGE RATE MODEL OF RON/USD. (2015). Saman, Corina.
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  29. Exploiting the Errors: A Simple Approach for Improved Volatility Forecasting. (2015). Quaedvlieg, Rogier ; Patton, Andrew ; Bollerslev, Tim.
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  30. Forecasting performances of three automated modelling techniques during the economic crisis 2007–2009. (2014). Teräsvirta, Timo ; Kock, Anders ; Terasvirta, Timo.
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  31. Testing the value of directional forecasts in the presence of serial correlation. (2014). Blaskowitz, Oliver ; Herwartz, Helmut.
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  32. Forecasting tourism demand to Catalonia: Neural networks vs. time series models. (2014). Claveria, Oscar ; Torra, Salvador.
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  34. Computing the Nondominated Surface in Tri-Criterion Portfolio Selection. (2013). Utz, Sebastian ; Hirschberger, Markus ; Qi, Yue ; Wimmer, Maximilian ; Steuer, Ralph E.
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  35. Forecasting Binary Outcomes. (2013). Lahiri, Kajal ; Yang, Liu.
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  36. “Forecasting Business surveys indicators: neural networks vs. time series models”. (2013). Claveria, Oscar ; Torra, Salvador.
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  37. Information and Prediction Criteria in Selecting the Forecasting Model. (2011). Piatowska, Mariola .
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  39. Pairs trading and outranking: The multi-step-ahead forecasting case. (2010). Huck, Nicolas.
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  40. Forecast Combinations. (2010). Timmermann, Allan ; Capistrán, Carlos ; Aiolfi, Marco .
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  41. Forecast Combinations. (2010). Timmermann, Allan ; Capistrán, Carlos ; Aiolfi, Marco .
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  42. Forecasting with nonlinear time series models. (2010). Teräsvirta, Timo ; Kock, Anders ; Terasvirta, Timo.
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  43. Adaptive forecasting of the EURIBOR swap term structure. (2009). Blaskowitz, Oliver ; Herwartz, Helmut.
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  44. Asymmetries in Macroeconomic Time Series in Eleven Asian Economies. (2009). Kiani, Khurshid.
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  45. Pairs selection and outranking: An application to the S&P 100 index. (2009). Huck, Nicolas.
    In: European Journal of Operational Research.
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  46. Testing Forecast Accuracy of Foreign Exchange Rates: Predictions from Feed Forward and Various Recurrent Neural Network Architectures. (2008). Kiani, Khurshid.
    In: Computational Economics.
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  47. Adaptive Forecasting of the EURIBOR Swap Term Structure. (2008). Blaskowitz, Oliver ; Herwatz, Helmut.
    In: SFB 649 Discussion Papers.
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  48. A new perspective on the competitiveness of nations. (2008). Aktas, Emel ; Kabak, zgur ; nsel, Sule ; Topcu, Ilker Y. ; Ulusoy, Gunduz ; lengin, Fusun .
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  49. A neural network demand system with heteroskedastic errors. (2008). Slottje, Daniel ; Medeiros, Marcelo ; McAleer, Michael.
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  50. The Relationship Between Wages and Productivity: TAR Unit Root and TAR Cointegration Approach. (2008). Bildirici, Melike ; Aykaç Alp, Elçin ; Kiani, Khurshid M. ; Aykaç Alp, Elçin.
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  51. How Much Can Outlook Forecasts be Improved? An Application to the U.S. Hog Market. (2008). Irwin, Scott ; Garcia, Philip ; Colino, Evelyn V..
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  52. Forecasting Regional Labor Market Developments under Spatial Autocorrelation. (2007). Nijkamp, Peter ; Longhi, Simonetta.
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  54. Asymmetric Business Cycle Fluctuations and Contagion Effects in G7 Countries. (2007). Kiani, Khurshid.
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  55. Regional employment forecasts with spatial interdependencies. (2007). Schanne, Norbert ; Weyh, Antje ; Wapler, Rudiger ; Kunz, Marcus ; Hampel, Katharina.
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  57. Forecasting exchange rates: A robust regression approach. (2007). Franck, Raphael ; Preminger, Arie.
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  58. Regional Unemployment Forecasting Using Structural Component Models With Spatial Autocorrelation. (2006). Schanne, Norbert ; Weyh, Antje ; Wapler, Ruediger ; Kunz, Marcus ; Hampel, Katharina.
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  59. Forecasting regional labor market developments under spatial heterogeneity and spatial correlation. (2006). Nijkamp, Peter ; Longhi, Simonetta.
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  60. New Neural Network Methods for Forecasting Regional Employment: an Analysis of German Labour Markets. (2006). Reggiani, Aura ; Patuelli, Roberto ; Nijkamp, Peter ; Blien, Uwe.
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  61. Building neural network models for time series: a statistical approach. (2006). Teräsvirta, Timo ; Medeiros, Marcelo ; Rech, Gianluigi .
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  62. 25 years of time series forecasting. (2006). Hyndman, Rob ; Gooijer, Jan G..
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  63. Using Macro-Financial Variables To Forecast Recessions. An Analysis Of Canada, 1957-2002. (2006). Kiani, Khurshid ; Kastens, Terry L..
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  64. Forecasting Regional Employment in Germany by Means of Neural Networks and Genetic Algorithms. (2005). Reggiani, Aura ; Patuelli, Roberto ; Nijkamp, Peter ; Longhi, Simonetta.
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  65. 25 Years of IIF Time Series Forecasting: A Selective Review. (2005). Hyndman, Rob ; De Gooijer, Jan G..
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  66. Forecasting Regional Labour Market Developments Under Spatial Heterogeneity and Spatial Autocorrelation. (2005). Nijkamp, Peter ; Longhi, Simonetta.
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  67. Are Spanish Ibex35 stock future index returns forecasted with non-linear models?. (2005). Pérez-Rodríguez, Jorge ; Andrada-Felix, Julian ; Torra, Salvador.
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  68. Neural Network Modeling as a Tool for Forecasting Regional Employment Patterns. (2005). Nijkamp, Peter ; Longhi, Simonetta.
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  74. Forecasting economic variables with nonlinear models. (2005). Teräsvirta, Timo.
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  75. 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.
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  76. STAR and ANN models: forecasting performance on the Spanish Ibex-35 stock index. (2005). Pérez-Rodríguez, Jorge ; Andrada-Felix, Julian ; Torra, Salvador.
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  77. ‘Don’t Know Much About History…’: Revisiting the Impact of Curriculum on Subsequent Labour Market Outcomes. (2005). Johnes, Geraint.
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  78. A classifying procedure for signalling turning points. (2004). Öller, Lars-Erik ; Koskinen, Lasse .
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  79. Forecasting economic time series with unconditional time-varying variance. (2004). Van Bellegem, Sebastien ; von Sachs, Rainer.
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  80. Flexible regression models and relative forecast performance. (2004). Hylleberg, Svend ; Dahl, Christian.
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  81. Using neural networks and cognitive mapping in scenario analysis: The case of Turkeys inflation dynamics. (2004). Ulengin, Burc ; Sahin, Sule Onsel.
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  82. Forecasting economic and financial time-series with non-linear models. (2003). Swanson, Norman ; Franses, Philip Hans ; Clements, Michael.
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  88. Forecasting consumer credit card adoption: what can we learn about the utility function?. (2003). Qi, Min ; Yang, Sha .
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  89. Economic forecasting: some lessons from recent research. (2003). Hendry, David ; Clements, Michael.
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  90. The state of macroeconomic forecasting. (2002). Stekler, Herman ; Fildes, Robert.
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  91. Economic Forecasting: Some Lessons from Recent Research. (2001). Hendry, David ; Clements, Michael.
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  92. The Composite Index of Leading Economic Indicators: How to Make It More Timely. (2001). Ozyildirim, Ataman ; McGuckin, Robert H. ; Zarnowitz, Victor.
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  93. Predicting US recessions with leading indicators via neural network models. (2001). Qi, Min .
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  94. Software reviews. (2001). Selcuk, Faruk ; Gencay, Ramazan.
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