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Forecasting Non-Stationary Economic Time Series. (2001). Hendry, David F. ; Clements, Michael P..
In: MIT Press Books.
RePEc:mtp:titles:0262531895.

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  2. Machine Learning Dynamic Switching Approach to Forecasting in the Presence of Structural Breaks. (2022). Castle, Jennifer ; Pinto, Jeronymo Marcondes.
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  3. Forecasting: theory and practice. (2022). Shang, Han Lin ; Rubaszek, Michał ; Martinez, Andrew ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Carnevale, Claudio ; Kolassa, Stephan ; Thorarinsdottir, Thordis ; Guo, Xiaojia ; Reade, James J ; Petropoulos, Fotios ; Nikolopoulos, Konstantinos ; Koehler, Anne B ; Thomakos, Dimitrios ; Browell, Jethro ; Rapach, David E ; Modis, Theodore ; Kang, Yanfei ; Tashman, Len ; Boylan, John E ; Gunter, Ulrich ; Ramos, Patricia ; Ellison, Joanne ; Meeran, Sheik ; Richmond, Victor ; Talagala, Thiyanga S ; Bijak, Jakub ; Guidolin, Massimo ; Pinson, Pierre ; Dokumentov, Alexander ; Jeon, Jooyoung ; Bessa, Ricardo J ; Pedregal, Diego J ; de Baets, Shari ; Ziel, Florian ; Syntetos, Aris A ; Bergmeir, Christoph
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  5. Cross-validation based forecasting method: a machine learning approach. (2019). Marçal, Emerson ; Maral, Emerson Fernandes ; FernandesMaral, Emerson ; Pinto, Jeronymo Marcondes.
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  7. New perspectives on forecasting inflation in emerging market economies: An empirical assessment. (2019). Martínez García, Enrique ; Duncan, Roberto ; Martinez-Garcia, Enrique.
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  8. New Perspectives on Forecasting Inflation in Emerging Market Economies: An Empirical Assessment. (2018). Martínez García, Enrique ; Duncan, Roberto ; Martinez-Garcia, Enrique.
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  17. Pull-forward effects in the German car scrappage scheme: A time series approach. (2012). Müller, Andrea ; Heimeshoff, Ulrich ; Böckers, Veit ; Muller, Andrea ; Bockers, Veit .
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  18. An Alternative Bayesian Approach to Structural Breaks in Time Series Models. (2011). van Dijk, Dick ; Paap, Richard ; Dick J. C. van Dijk, ; van den Hauwe, Sjoerd .
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  21. Towards a Benchmark on the Contribution of Education and Training to Employability: Methodological Note. EUR 24616 EN. (2011). Garrouste, Christelle.
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  22. Leader of the pack? German monetary dominance in Europe prior to EMU. (2011). Volz, Ulrich ; Reade, J.
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  23. Leader of the pack? German monetary dominance in Europe prior to EMU. (2011). Volz, Ulrich ; Reade, J.
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  25. Forecast evaluation with Stata. (2010). Yaffee, Robert A..
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  26. The long-run exchange rate for NOK: a BEER approach. (2010). Alstad, Geir E..
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  27. Too Much to Lose, or More to Gain? Should Sweden Join the Euro?. (2010). Volz, Ulrich ; Reade, J.
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  30. Leader of the Pack? German Monetary Dominance in Europe Prior to EMU. (2009). Volz, Ulrich ; Reade, J.
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  32. Realising the future: forecasting with high frequency based volatility (HEAVY) models. (2009). Sheppard, Kevin ; Shephard, Neil.
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  34. Konjunkturprognose in Deutschland. Ein Beitrag zur Prognose der gesamtwirtschaftlichen Entwicklung auf Bundes- und Länderebene. (2009). Vogt, Gerit .
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  37. The Continuing Puzzle of Short Horizon Exchange Rate Forecasting. (2008). Stavrakeva, Vania ; Rogoff, Kenneth.
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  40. Immigrant remittance flows and aggregate demand forecasts in West African economies. (2008). Kunst, Robert ; Jumah, Adusei .
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  41. Forecasting Spanish inflation using information from different sectors and geographical areas. (2008). Tena, Juan de Dios ; Pino Saldías, Gabriel ; Espasa, Antoni.
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  42. Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change. (2008). Masten, Igor ; Marcellino, Massimiliano ; Banerjee, Anindya.
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  43. Are the Baltic Countries Ready to Adopt the Euro? A Generalised Purchasing Power Parity Approach. (2008). Girardi, Alessandro ; Caporale, Guglielmo Maria ; Ciferri, Davide .
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  46. Euro area inflation: long-run determinants and short-run dynamics. (2007). Girardi, Alessandro ; Boschi, Melisso.
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  47. A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK. (2007). Marcellino, Massimiliano ; Carriero, Andrea.
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  48. Forecasting UK Inflation: the Roles of Structural Breaks and Time Disaggregation. (2007). Hendry, David ; Castle, Jennifer.
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  54. Structural changes and deviations from the Purchasing Power Parity within the euro area. (2006). Girardi, Alessandro ; Antonucci, Daniele .
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  55. Bootstrapping cointegration tests under structural co-breaks: A robust extended ECM test. (2006). Escribano, Alvaro ; Arranz, Miguel.
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  56. Learning, structural instability and present value calculations. (2006). Timmermann, Allan ; Pettenuzzo, Davide ; Pesaran, M.
    In: Computing in Economics and Finance 2006.
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  57. Exploring the International Linkages of the Euro Area: a Global VAR Analysis. (2006). Smith, L. Vanessa ; Pesaran, M ; di Mauro, Filippo ; Dees, Stephane ; Bank, European Central .
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  58. Measuring the Stance of Monetary Policy in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach. (2006). Vitek, Francis.
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  59. Measuring the Stance of Monetary Policy in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach. (2006). Vitek, Francis.
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  60. Monetary Policy Analysis in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach. (2006). Vitek, Francis.
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  61. Monetary Policy Analysis in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach. (2006). Vitek, Francis.
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  62. Multi-step Forecasting in Unstable Economies: Robustness Issues in the Presence of Location Shifts. (2006). Chevillon, Guillaume.
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  63. Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models. (2006). Kohn, Robert ; Giordani, Paolo.
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  64. Forecasting Emerging Market Indicators: Brazil and Russia. (2006). Bystrov, Victor.
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  66. Forecasting Economic Aggregates by Disaggregates. (2006). Hubrich, Kirstin ; Hendry, David.
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  67. Learning, Structural Instability and Present Value Calculations. (2006). Timmermann, Allan ; Pettenuzzo, Davide ; Pesaran, M.
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  68. Consumer credit conditions in the United Kingdom. (2006). muellbauer, john ; Fernandez-Corugedo, Emilio .
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  69. Multivariate STAR Unemployment Rate Forecasts. (2005). Rothman, Philip ; Milas, Costas.
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  70. On the semantic approach to econometric methodology. (2005). Cook, Steven.
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  72. Forecasting Aggregates by Disaggregates. (2005). Hubrich, Kirstin ; Hendry, David.
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  73. Nonlinear Modelling of Autoregressive Structural Breaks in a US Diffusion Index Dataset. (2005). Tzavalis, Elias ; Kapetanios, George.
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  79. Structural changes and deviations from the PPP within the Euro Area. (2005). Girardi, Alessandro ; Antonucci, Daniele .
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  80. Testing the effectiveness of the French work-sharing reform: a forecasting approach. (2005). Schreiber, Sven ; Logeay, Camille.
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  81. Forecasting Aggregate Demand in West African Economies. The Influence of Immigrant Remittance Flows and of Asymmetric Error Correction. (2005). Kunst, Robert ; Jumah, Adusei.
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  85. Direct multi-step estimation and forecasting. (2005). Chevillon, Guillaume.
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  88. Exploring the International Linkages of the Euro Area: a Global VAR Analysis. (2005). Smith, L. Vanessa ; Pesaran, M ; di Mauro, Filippo ; Dees, Stephane.
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  90. Forecasting Core Inflation in Canada: Should We Forecast the Aggregate or the Components?. (2005). Demers, Frederick ; De Champlain, Annie.
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  91. FORECASTING QUARTERLY BRAZILIAN GDP GROWTH RATE WITH LINEAR AND NONLINEAR DIFFUSION INDEX MODELS. (2005). Ferreira, Roberto ; LUIZ IVAN DE MELO CASTELAR, .
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  93. Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?. (2004). Hubrich, Kirstin.
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  94. A Comparison of Multi-step GDP Forecasts for South Africa. (2004). Chevillon, Guillaume.
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  150. A General Forecast-error Taxonomy. (2000). Hendry, David.
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  151. Economic and Statistical Measures of Forecast Accuracy. (1999). Pesaran, M ; Granger, Clive.
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  154. Factor forecasts for the UK. (). Marcellino, Massimiliano ; Banerjee, Anindya ; artis, michael.
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  155. Macroeconomic Forecasting in the Euro Area: Country Specific versus Area-Wide Information. (). Watson, Mark ; Stock, James ; Marcellino, Massimiliano.
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    In: Working Papers.
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  157. A Markov-Switching Vector Equilibrium Correction Model of the UK Labour Market. (). Mizon, Grayham ; Marcellino, Massimiliano ; Krolzig, Hans-Martin.
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