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Citations of
Richard Ashley

For current contact information and a more complete listing of works, please see here

The citations below have been collected in an experimental project, CitEc. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.

| Working papers | Articles | Access and download statistics

Working papers

  1. Richard A. Ashley. & Randall J. Verbrugge, 2006. "Frequency Dependence in Regression Model Coefficients: An Alternative Approach for Modeling Nonlinear Dynamic Relationships in Time Series," Working Papers e06-7, Virginia Polytechnic Institute and State University, Department of Economics. [Downloadable!]
    Published as:

    Cited by:

    1. Richard A. Ashley & Randall J. Verbrugge., 2006. "Mis-Specification in Phillips Curve Regressions: Quantifying Frequency Dependence in This Relationship While Allowing for Feedback," Working Papers e06-11, Virginia Polytechnic Institute and State University, Department of Economics. [Downloadable!]
    2. Richard A. Ashley. & Randall J. Verbrugge., 2006. "Mis-Specification and Frequency Dependence in a New Keynesian Phillips Curve," Working Papers e06-12, Virginia Polytechnic Institute and State University, Department of Economics. [Downloadable!]
    3. Thesia I. Garner & Randal Verbrugge, 2007. "Puzzling Divergence of U.S. Rents and User Costs, 1980-2004: Summary and Extensions," Working Papers 409, U.S. Bureau of Labor Statistics. [Downloadable!]

  2. Richard A. Ashley., 2006. "Beyond Optimal Forecasting," Working Papers e06-10, Virginia Polytechnic Institute and State University, Department of Economics. [Downloadable!]

    Cited by:

    1. Miguel A. Ferreira & Pedro Santa-Clara, 2008. "Forecasting Stock Market Returns: The Sum of the Parts is More than the Whole," NBER Working Papers 14571, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  3. Richard A. Ashley & Randall J. Verbrugge., 2006. "Mis-Specification in Phillips Curve Regressions: Quantifying Frequency Dependence in This Relationship While Allowing for Feedback," Working Papers e06-11, Virginia Polytechnic Institute and State University, Department of Economics. [Downloadable!]

    Cited by:

    1. Richard A. Ashley. & Randall J. Verbrugge., 2006. "Mis-Specification and Frequency Dependence in a New Keynesian Phillips Curve," Working Papers e06-12, Virginia Polytechnic Institute and State University, Department of Economics. [Downloadable!]
    2. Richard A. Ashley. & Randall J. Verbrugge, 2006. "Frequency Dependence in Regression Model Coefficients: An Alternative Approach for Modeling Nonlinear Dynamic Relationships in Time Series," Working Papers e06-7, Virginia Polytechnic Institute and State University, Department of Economics. [Downloadable!]
      Other versions:

Articles

  1. Richard Ashley & Randal Verbrugge, 2009. "Frequency Dependence in Regression Model Coefficients: An Alternative Approach for Modeling Nonlinear Dynamic Relationships in Time Series," Econometric Reviews, Taylor and Francis Journals, vol. 28(1-3), pages 4-20. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  2. Ashley, Richard A. & Patterson, Douglas M., 2006. "Evaluating the Effectiveness of State-Switching Time Series Models for U.S. Real Output," Journal of Business & Economic Statistics, American Statistical Association, vol. 24, pages 266-277, July. [Downloadable!] (restricted)

    Cited by:

    1. Paul Alagidede & Theodore Panagiotidis, 2009. "Modelling stock returns in Africa’s emerging equity markets," Discussion Paper Series 2009_01, Department of Economics, University of Macedonia, revised Jan 2009. [Downloadable!]
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    2. Theodore Panagiotidis, 2008. "Market Efficiency and the Euro: The case of the Athens Stock exchange," Discussion Paper Series 2008_14, Department of Economics, University of Macedonia, revised Dec 2008. [Downloadable!]
      Other versions:

  3. Ashley, Richard, 2003. "Statistically significant forecasting improvements: how much out-of-sample data is likely necessary?," International Journal of Forecasting, Elsevier, vol. 19(2), pages 229-239. [Downloadable!] (restricted)

    Cited by:

    1. Thomas A. Knetsch, 2004. "Evaluating the German Inventory Cycle – Using Data from the Ifo Business Survey," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
      Other versions:
    2. Gabriel Moser & Fabio Rumler & Johann Scharler, 2004. "Forecasting Austrian Inflation," Working Papers 91, Oesterreichische Nationalbank (Austrian Central Bank). [Downloadable!]
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    3. Colino, Evelyn V. & Irwin, Scott H., 2007. "Outlook vs. Futures: Three Decades of Evidence in Hog and Cattle Markets," 2007 Conference, April 16-17, 2007, Chicago, Illinois 37577, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [Downloadable!]
    4. Hilde Bjørnland & Leif Brubakk & Anne Jore, 2008. "Forecasting inflation with an uncertain output gap," Empirical Economics, Springer, vol. 35(3), pages 413-436, November. [Downloadable!] (restricted)
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    5. Manfredo, Mark R. & Sanders, Dwight R., 2004. "Forecast Encompassing And Futures Market Efficiency: The Case Of Milk Futures," 2004 Annual meeting, August 1-4, Denver, CO 20267, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]

  4. Tan, Hui Boon & Ashley, Richard, 1999. "Detection And Modeling Of Regression Parameter Variation Across Frequencies," Macroeconomic Dynamics, Cambridge University Press, vol. 3(01), pages 69-83, March. [Downloadable!]

    Cited by:

    1. R. Becker & W. Enders & S. Hurn, 2001. "Modelling Structural Change in Money Demand Using a Fourier-Series Approximation," Research Paper Series 67, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
    2. Ralf Becker & Walter Enders & A. Stan Hurn, 2001. "Testing for Time Dependence in Parameters," Research Paper Series 58, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
    3. Richard A. Ashley & Randall J. Verbrugge., 2006. "Mis-Specification in Phillips Curve Regressions: Quantifying Frequency Dependence in This Relationship While Allowing for Feedback," Working Papers e06-11, Virginia Polytechnic Institute and State University, Department of Economics. [Downloadable!]
    4. Richard A. Ashley. & Randall J. Verbrugge., 2006. "Mis-Specification and Frequency Dependence in a New Keynesian Phillips Curve," Working Papers e06-12, Virginia Polytechnic Institute and State University, Department of Economics. [Downloadable!]
    5. Richard A. Ashley. & Randall J. Verbrugge, 2006. "Frequency Dependence in Regression Model Coefficients: An Alternative Approach for Modeling Nonlinear Dynamic Relationships in Time Series," Working Papers e06-7, Virginia Polytechnic Institute and State University, Department of Economics. [Downloadable!]
      Other versions:

  5. Ashley, Richard, 1998. "A new technique for postsample model selection and validation," Journal of Economic Dynamics and Control, Elsevier, vol. 22(5), pages 647-665, May. [Downloadable!] (restricted)

    Cited by:

    1. Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana, 2008. "Modelling Long-Run Trends and Cycles in Financial Time Series Data," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
    2. Daniel Peña & Ismael Sánchez, 2001. "New In-Sample Prediction Errors In Time Series With Applications," Statistics and Econometrics Working Papers ws011107, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]
    3. Juncal Cuñado & Luis A. Gil-Alaña, . "Tourism in the Canary Islands: Forecasting Using Several Seasonal Time Series Models," Faculty Working Papers 02/07, School of Economics and Business Administration, University of Navarra. [Downloadable!]
      Other versions:
    4. Norman R. Swanson, 2000. "An Out of Sample Test for Granger Causality," Econometric Society World Congress 2000 Contributed Papers 0362, Econometric Society. [Downloadable!]
    5. Todd E. Clark & Michael McCracken, 1999. "Tests of Equal Forecast Accuracy and Encompassing for Nested Models," Computing in Economics and Finance 1999 1241, Society for Computational Economics. [Downloadable!]
      Other versions:
    6. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2009. "Multi-Factor Gegenbauer Processes and European Inflation Rates," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
      Other versions:
    7. George Kapetanios & Vincent Labhard & Simon Price, . "Forecasting using Bayesian and information theoretic model averaging: an application to UK inflation," Bank of England working papers 268, Bank of England. [Downloadable!]
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    8. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2007. "Long Run and Cyclical Dynamics in the US Stock Market," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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    9. Richard A. Ashley., 2006. "Assessing the Credibility of Instrumental Variables Inference With Imperfect Instruments Via Sensitivity Analysis," Working Papers e06-9, Virginia Polytechnic Institute and State University, Department of Economics. [Downloadable!]

  6. Ashley, Richard, 1990. "Shrinkage Estimation with General Loss Functions: An Application of Stochastic Dominance Theory," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 31(2), pages 301-13, May. [Downloadable!] (restricted)

    Cited by:

    1. Richard A. Ashley., 2006. "Beyond Optimal Forecasting," Working Papers e06-10, Virginia Polytechnic Institute and State University, Department of Economics. [Downloadable!]

  7. Ashley, Richard A & Patterson, Douglas M, 1989. "Linear versus Nonlinear Macroeconomies: A Statistical Test," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 30(3), pages 685-704, August. [Downloadable!] (restricted)

    Cited by:

    1. William A. Barnett & A. Ronald Gallant & Melvin J. Hinich & Jochen A. Jungeilges & Daniel T. Kaplan & Mark J. Jensen, 1996. "A Single-Blind Controlled Competition among Tests for Nonlinearity and Chaos," Econometrics 9602005, EconWPA, revised 20 Sep 1996. [Downloadable!]
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    2. Diego Valderrama, 2002. "Statistical nonlinearities in the business cycle: a challenge for the canonical RBC model," Working Papers in Applied Economic Theory 2002-13, Federal Reserve Bank of San Francisco. [Downloadable!]
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    3. Cornelis A. Los & Jeyanthi Karuppiah, 2004. "Wavelet Multiresolution Analysis of High-Frequency Asian FX Rates, Summer 1997," Finance 0409037, EconWPA. [Downloadable!]
      Other versions:
    4. Elena Rusticelli & Richard A. Ashley & Estela Bee Dagum & Douglas M. Patterson, 2006. "A New Bispectral Test for Nonlinear Serial Dependence," Working Papers e06-6, Virginia Polytechnic Institute and State University, Department of Economics. [Downloadable!]
    5. Maurice Peat & Max Stevenson, 1995. "Testing for Nonlinearities in Economic and Financial Time Series," Working Paper Series 48, School of Finance and Economics, University of Technology, Sydney. [Downloadable!]
    6. David Chappell, Robert M. Eldridge, 1997. "Non-linear characteristics of the sterling/European Currency Unit exchange rate: 1984–1992," European Journal of Finance, Taylor and Francis Journals, vol. 3(2), pages 159-182, June. [Downloadable!] (restricted)
    7. João Paulo Martin Faleiros & Denisard Cnéio de Oliveira Alves, 2006. "Não Linearidade Nos Ciclos De Negócios: Modelo Auto-Regressivo “Smooth Transition” Para O Índice Geral De Produção Industrial Brasileiro E Bens De Capital," Anais do XXXIV Encontro Nacional de Economia [Proceedings of the 34th Brazilian Economics Meeting] 10, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics]. [Downloadable!]
    8. Diego Valderrama, 2002. "Nonlinearities in international business cycles," Working Papers in Applied Economic Theory 2002-23, Federal Reserve Bank of San Francisco. [Downloadable!]
    9. Diego Valderrama, 2003. "Statistical Nonlinearities in the Business Cycle," Computing in Economics and Finance 2003 219, Society for Computational Economics. [Downloadable!]

  8. Ashley, Richard, 1988. "On the relative worth of recent macroeconomic forecasts," International Journal of Forecasting, Elsevier, vol. 4(3), pages 363-376. [Downloadable!] (restricted)

    Cited by:

    1. Thomas M. Fullerton Jr. & Carol T. West, 2004. "Regional Econometric Housing Start Forecast Accuracy in Florida," Urban/Regional 0403004, EconWPA. [Downloadable!]
    2. Thomas M. Fullerton Jr. & Juan Alberto Luevano & Carol Taylor West, 2004. "Accuracy of Regional Single-Family Housing Start Forecasts," Urban/Regional 0404010, EconWPA. [Downloadable!]
    3. Haiyan Song & Egon Smeral & Gang Li & Jason L. Chen, 2008. "Tourism Forecasting: Accuracy of Alternative Econometric Models Revisited," WIFO Working Papers 326, WIFO. [Downloadable!]
    4. Thomas M Fullerton Jr & Luis Bernardo Torres Ruiz, 2005. "Maquiladora Employment Dynamics in Chihuahua City, Mexico," Development and Comp Systems 0501006, EconWPA. [Downloadable!]
      Other versions:
    5. Carol Taylor West & Thomas M. Fullerton Jr., 2004. "Assessing the Historical Accuracy of Regional Economic Forecasts," Urban/Regional 0404009, EconWPA. [Downloadable!]

  9. Ashley, Richard & Vaughan, David, 1986. "Measuring Measurement Error in Economic Time Series," Journal of Business & Economic Statistics, American Statistical Association, vol. 4(1), pages 95-103, January.

    Cited by:

    1. Richard A. Ashley., 2006. "Assessing the Credibility of Instrumental Variables Inference With Imperfect Instruments Via Sensitivity Analysis," Working Papers e06-9, Virginia Polytechnic Institute and State University, Department of Economics. [Downloadable!]

  10. Ashley, Richard, 1984. "A Simple Test for Regression Parameter Instability," Economic Inquiry, Oxford University Press, vol. 22(2), pages 253-68, April.

    Cited by:

    1. Amir Kia, 1996. "Overnight Covered Interest Parity: Theory And Practice," International Economic Journal, Korean International Economic Association, vol. 10(1), pages 59-82, April. [Downloadable!] (restricted)
    2. A. C. Arize, 1996. "The Impact Of Exchange-Rate Uncertainty On Export Growth: Evidence From Korean Data," International Economic Journal, Korean International Economic Association, vol. 10(3), pages 49-60, October. [Downloadable!] (restricted)
    3. Richard A. Ashley & Randall J. Verbrugge., 2006. "Mis-Specification in Phillips Curve Regressions: Quantifying Frequency Dependence in This Relationship While Allowing for Feedback," Working Papers e06-11, Virginia Polytechnic Institute and State University, Department of Economics. [Downloadable!]
    4. Richard A. Ashley. & Randall J. Verbrugge., 2006. "Mis-Specification and Frequency Dependence in a New Keynesian Phillips Curve," Working Papers e06-12, Virginia Polytechnic Institute and State University, Department of Economics. [Downloadable!]
    5. Richard A. Ashley. & Randall J. Verbrugge, 2006. "Frequency Dependence in Regression Model Coefficients: An Alternative Approach for Modeling Nonlinear Dynamic Relationships in Time Series," Working Papers e06-7, Virginia Polytechnic Institute and State University, Department of Economics. [Downloadable!]
      Other versions:
    6. Augustine C. Arize, 1990. "Effects Of Financial Innovations On The Money Demand Function: Evidence From Japan," International Economic Journal, Korean International Economic Association, vol. 4(1), pages 59-70, April. [Downloadable!] (restricted)
    7. Augustine C. Arize & Jan Walker, 1992. "A Reexamination Of Japan'S Aggregate Import Demand Function: An Application Of The Engle And Granger Two-Step Procedure," International Economic Journal, Korean International Economic Association, vol. 6(2), pages 41-55, June. [Downloadable!] (restricted)

  11. Ashley, Richard, 1981. "Inflation and the Distribution of Price Changes across Markets: A Causal Analysis," Economic Inquiry, Oxford University Press, vol. 19(4), pages 650-60, October.

    Cited by:

    1. David FIELDING & Paul MIZEN, 2001. "The Relationship between Price Dispersion and Inflation: A Reassessment," Economics Working Papers ECO2001/10, European University Institute. [Downloadable!]

  12. Ashley, R & Granger, C W J & Schmalensee, R, 1980. "Advertising and Aggregate Consumption: An Analysis of Causality," Econometrica, Econometric Society, vol. 48(5), pages 1149-67, July. [Downloadable!] (restricted)

    Cited by:

    1. D. Sornette & W. -X. Zhou, 2004. "Non-parametric Determination of Real-Time Lag Structure between Two Time Series: the "Optimal Thermal Causal Path" Method," Quantitative Finance Papers cond-mat/0408166, arXiv.org. [Downloadable!]
    2. Pardey, Philip G. & Craig, Barbara, 1987. "Dynamics Of The Agricultural Research And Output Relationship," Staff Papers 13515, University of Minnesota, Department of Applied Economics. [Downloadable!]
    3. Marc-André Gosselin & Greg Tkacz, 2001. "Evaluating Factor Models: An Application to Forecasting Inflation in Canada," Working Papers 01-18, Bank of Canada. [Downloadable!]
    4. Nai-fu Chen & Thomas Copeland & David Mayers, 1987. "A Comparison of Single and Multifactor Portfolio Performance Methodologies (formerly WP #13-83)," University of California at Los Angeles, Anderson Graduate School of Management 1196, Anderson Graduate School of Management, UCLA. [Downloadable!]
    5. McCrorie, J.R. & Chambers, M.J., 2004. "Granger causality and the sampling of economic processes," Discussion Paper 39, Tilburg University, Center for Economic Research. [Downloadable!]
      Other versions:
    6. Jones, Rodney & Kastens, Terry, 1999. "Predicting Feeding Cost Of Gain With More Precision," 1999 Annual meeting, August 8-11, Nashville, TN 21506, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    7. David Hauner & Kornélia Krajnyák & Martin Mühleisen & Bennett Sutton & Stephan Danninger, 2005. "How Do Canadian Budget Forecasts Compare with Those of Other Industrial Countries?," IMF Working Papers 05/66, International Monetary Fund. [Downloadable!]
    8. Francisco F. R. Ramos, 1996. "Causality Among Sales,Advertising and Prices: New Evidence from a Multivariate Cointegrated System," Econometrics 9612004, EconWPA. [Downloadable!]
    9. Kirstin Hubrich & Kenneth D. West, 2008. "Forecast Evaluation of Small Nested Model Sets," NBER Working Papers 14601, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    10. Stuart Fraser & David Paton, 2003. "Does advertising increase labour supply? Time series evidence from the UK," Applied Economics, Taylor and Francis Journals, vol. 35(11), pages 1357-1368, July. [Downloadable!] (restricted)
    11. Golinelli, Roberto & Parigi, Giuseppe, 2005. "Short-Run Italian GDP Forecasting and Real-Time Data," CEPR Discussion Papers 5302, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    12. Kenneth D. West & Todd Clark, 2006. "Approximately Normal Tests for Equal Predictive Accuracy in Nested Models," NBER Technical Working Papers 0326, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    13. Óscar Bajo Rubio & Simón Sosvilla Rivero & Fernando Fernández Rodríguez, 2000. "Asymmetry In The Ems: New Evidence Based On Non-Linear Forecasts," Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra 0001, Departamento de Economía - Universidad Pública de Navarra. [Downloadable!]
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    14. Daniel Peña & Ismael Sánchez, 2001. "New In-Sample Prediction Errors In Time Series With Applications," Statistics and Econometrics Working Papers ws011107, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]
    15. Kenneth D. West & Michael W. McCracken, 1998. "Regression-Based Tests of Predictive Ability," NBER Technical Working Papers 0226, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    16. Didier Sornette & Wei-Xing Zhou, 2005. "Non-parametric determination of real-time lag structure between two time series: the 'optimal thermal causal path’ method," Quantitative Finance, Taylor and Francis Journals, vol. 5(6), pages 577-591, December. [Downloadable!] (restricted)
    17. Todd E. Clark & Kenneth D. West, 2004. "Using out-of-sample mean squared prediction errors to test the Martingale difference hypothesis," Research Working Paper RWP 04-03, Federal Reserve Bank of Kansas City. [Downloadable!]
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    18. Raymond Y.C. Tse, Sivaguru Ganesan, 1997. "Causal relationship between construction flows and GDP: evidence from Hong Kong," Construction Management & Economics, Taylor and Francis Journals, vol. 15(4), pages 371-376, July. [Downloadable!] (restricted)
    19. Österholm, Pär, 2009. "Improving Unemployment Rate Forecasts Using Survey Data," Working Paper 112, National Institute of Economic Research. [Downloadable!]
    20. Helge Berger & Thomas Harjes, 2009. "Does Global Liquidity Matter for Monetary Policy in the Euro Area?," IMF Working Papers 09/17, International Monetary Fund. [Downloadable!]
    21. Jae H. Kim, 2005. "Investigating the advertising-sales relationship in the Lydia Pinkham data: a bootstrap approach," Applied Economics, Taylor and Francis Journals, vol. 37(3), pages 347-354, February. [Downloadable!] (restricted)
    22. Ekaterini Panopoulou, 2006. "The predictive content of financial variables: Evidence from the euro area," The Institute for International Integration Studies Discussion Paper Series iiisdp178, IIIS. [Downloadable!]
    23. Khosrow Doroodian & Barry J. Seldon, 1991. "Advertising and Cigarette Consumption," Eastern Economic Journal, Eastern Economic Association, vol. 17(3), pages 359-366, Jul-Sep. [Downloadable!]
    24. Edgar Weissenberger & J. Thomas, 1983. "The causal role of money in West Germany," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 119(1), pages 64-83, March. [Downloadable!] (restricted)
    25. Inoue, Atsushi & Kilian, Lutz, 2002. "In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?," CEPR Discussion Papers 3671, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    26. Bryant, Henry & Haigh, Michael, 2001. "Estimating Actual Bid-Ask Spreads In Commodity Futures Markets," 2001 Annual meeting, August 5-8, Chicago, IL 20707, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    27. Norman R. Swanson, 2000. "An Out of Sample Test for Granger Causality," Econometric Society World Congress 2000 Contributed Papers 0362, Econometric Society. [Downloadable!]
    28. Raymond Y.C. Tse, John Raftery, 2001. "The effects of money supply on construction flows," Construction Management & Economics, Taylor and Francis Journals, vol. 19(1), pages 9-17, January. [Downloadable!] (restricted)
    29. Anne Péguin-Feissolle & Birgit Strikholm & Timo Teräsvirta, 2008. "Testing the Granger noncausality hypothesis in stationary nonlinear models of unknown functional form," CREATES Research Papers 2008-19, School of Economics and Management, University of Aarhus. [Downloadable!]
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    30. Fullerton, Thomas M., Jr. & Kelley, Brian W., 2008. "El Paso Housing Sector Econometric Forecast Accuracy," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 40(01), April. [Downloadable!]
    31. R.W. Hafer & Scott E. Hein, 1989. "Comparing futures and survey forecasts of near-term Treasury bill rates," Review, Federal Reserve Bank of St. Louis, issue May, pages 33-42. [Downloadable!]
    32. Todd E. Clark, 2000. "Can out-of-sample forecast comparisons help prevent overfitting?," Research Working Paper RWP 00-05, Federal Reserve Bank of Kansas City. [Downloadable!]
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    33. Todd E. Clark & Michael McCracken, 1999. "Tests of Equal Forecast Accuracy and Encompassing for Nested Models," Computing in Economics and Finance 1999 1241, Society for Computational Economics. [Downloadable!]
      Other versions:
    34. Valentina Corradi & Norman Swanson, 2003. "Some Recent Developments in Predictive Accuracy Testing With Nested Models and (Generic) Nonlinear Alternatives," Departmental Working Papers 200316, Rutgers University, Department of Economics. [Downloadable!]
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    35. Goddard, Ellen & Shank, Ben & Panter, Chris & Nilsson, Tomas & Cash, Sean, 2007. "Canadian Chicken Industry: Consumer Preferences, Industry Structure and Producer Benefits from Investment in Research and Advertising," Project Report Series 52088, University of Alberta, Department of Rural Economy. [Downloadable!]
    36. R.W. Hafer & Scott E. Hein, 1988. "Forecasting inflation using interest rate and time-series models: some international evidence," Working Papers 1988-001, Federal Reserve Bank of St. Louis. [Downloadable!]
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    37. Matthias R. Greuner, David R. Kamerschen, Peter G. Klein, 2000. "The Competitive Effects of Advertising in the US Automobile Industry, 1970–94," International Journal of the Economics of Business, Taylor and Francis Journals, vol. 7(3), pages 245-261, November. [Downloadable!] (restricted)
    38. Todd E. Clark & Kenneth D. West, 2005. "Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference," NBER Technical Working Papers 0305, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    39. Khurshid Kiani & Terry Kastens, 2008. "Testing Forecast Accuracy of Foreign Exchange Rates: Predictions from Feed Forward and Various Recurrent Neural Network Architectures," Computational Economics, Springer, vol. 32(4), pages 383-406, November. [Downloadable!] (restricted)
    40. Jonas Dovern & Christina Ziegler, 2008. "Predicting Growth Rates and Recessions. Assessing U.S. Leading Indicators Under Real-Time Conditions," Kiel Working Papers 1397, Kiel Institute for the World Economy. [Downloadable!]
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    41. Schumacher, Sara K. & Marsh, Thomas L., 2002. "Economies Of Scale In The Greenhouse Floriculture Industry," 2002 Annual Meeting, July 28-31, 2002, Long Beach, California 36577, Western Agricultural Economics Association. [Downloadable!]
    42. R. D. Brooks & R. W. Faff & M. McKenzie, 2002. "Time varying country risk: an assessment of alternative modelling techniques," European Journal of Finance, Taylor and Francis Journals, vol. 8(3), pages 249-274, September. [Downloadable!] (restricted)
    43. Berger, Helge & Österholm, Pär, 2007. "Does Money Growth Granger-Cause Inflation in the Euro Area? Evidence from Out-of-Sample Forecasts Using Bayesian VARs," Working Paper Series 2007:30, Uppsala University, Department of Economics. [Downloadable!]
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    44. Francis X. Diebold & Robert S. Mariano, 1994. "Comparing Predictive Accuracy," NBER Technical Working Papers 0169, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    45. Henry L. Bryant & Michael S. Haigh, 2004. "Bid-ask spreads in commodity futures markets," Applied Financial Economics, Taylor and Francis Journals, vol. 14(13), pages 923-936, September. [Downloadable!] (restricted)
    46. McIntosh, Christopher S. & Bessler, David A., 1988. "Forecasting Agricultural Prices Using A Bayesian Composite Approach," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 20(02), December. [Downloadable!]
    47. Palm, F.C., 1981. "Structural econometric modelling and time series analysis towards an integrated approach," Serie Research Memoranda 0004, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
    48. Leo Krippner, 1998. "Testing the predictive power of New Zealand bank bill futures rates," Reserve Bank of New Zealand Discussion Paper Series G98/8, Reserve Bank of New Zealand. [Downloadable!]
    49. Thomas Fullerton & Roberto Tinajero & Jorge Mendoza Cota, 2007. "An Empirical Analysis of Tijuana Water Consumption," Atlantic Economic Journal, International Atlantic Economic Society, vol. 35(3), pages 357-369, September. [Downloadable!] (restricted)
    50. Thomas Fullerton & Roberto Tinajero & Martha Barraza de Anda, 2006. "Short-Term Water Consumption Patterns in Ciudad Juárez, Mexico," Atlantic Economic Journal, International Atlantic Economic Society, vol. 34(4), pages 467-479, December. [Downloadable!] (restricted)
    51. Günther Rehme & Sara-Frederike Weisser, 2007. "Advertising, Consumption and Economic Growth: An Empirical Investigation," Darmstadt Discussion Papers in Economics 178, Institut für Volkswirtschaftslehre (Department of Economics), Technische Universität Darmstadt (Darmstadt University of Technology). [Downloadable!]
    52. Bryant, Henry L. & Haigh, Michael S., 2002. "Bid-Ask Spreads In Commodity Futures Markets," Working Papers 28587, University of Maryland, Department of Agricultural and Resource Economics. [Downloadable!]
    53. Francisco F. R. Ramos, 1996. "Forecasting market shares using VAR and BVAR models: A comparison of their forecasting performance," Econometrics 9601003, EconWPA. [Downloadable!]
    54. Khurshid M. Kiani & Prasad V. Bidarkota & Terry L. Kastens, 2005. "Forecast performance of neural networks and business cycle asymmetries," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 1(4), pages 205-210, July. [Downloadable!] (restricted)

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