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Information about:
Oliver Blaskowitz

Personal Details | Affiliation | Works
This is information that was supplied by Oliver Blaskowitz in registering through RePEc. If you are Oliver Blaskowitz , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Oliver
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Last Name: Blaskowitz
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RePEc Short-ID: pbl78

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Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Oliver Blaskowitz & Helmut Herwartz, 2009. "On economic evaluation of directional forecasts," SFB 649 Discussion Papers SFB649DP2009-052, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]

  2. Oliver Blaskowitz & Helmut Herwartz, 2008. "Testing directional forecast value in the presence of serial correlation," SFB 649 Discussion Papers SFB649DP2008-073, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]

  3. Oliver Blaskowitz & Helmut Herwatz, 2008. "Adaptive Forecasting of the EURIBOR Swap Term Structure," SFB 649 Discussion Papers SFB649DP2008-017, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    Published as:

  4. Oliver Blaskowitz & Helmut Herwartz, 2008. "A note on the model selection risk for ANOVA based adaptive forecasting of the EURIBOR swap term structure," SFB 649 Discussion Papers SFB649DP2008-064, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]

  5. Oliver Blaskowitz & Helmut Herwartz & Gonzalo de Cadenas Santiago, 2005. "Modeling the FIBOR/EURIBOR Swap Term Structure: An Empirical Approach," SFB 649 Discussion Papers SFB649DP2005-024, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    Other versions:

Articles

  1. Oliver Blaskowitz & Helmut Herwartz, 2009. "Adaptive forecasting of the EURIBOR swap term structure," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 28(7), pages 575-594. [Downloadable!]
    Other versions:

  2. Oliver Blaskowitz & Helmut Herwartz, 2009. "Pca-Based Ex-Ante Forecasting Of Swap Term Structures," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 12(04), pages 465-489. [Downloadable!] (restricted)

NEP Fields

5 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (1) 2009-11-14
  2. NEP-ECM: Econometrics (4) 2005-10-29 2008-10-28 2009-01-17 2009-11-14 Author is listed
  3. NEP-EEC: European Economics (1) 2005-10-29
  4. NEP-ETS: Econometric Time Series (1) 2009-01-17
  5. NEP-FIN: Finance (2) 2005-10-29 2006-08-05 Author is listed
  6. NEP-FMK: Financial Markets (3) 2005-10-29 2006-08-05 2008-10-28 Author is listed
  7. NEP-FOR: Forecasting (4) 2005-10-29 2006-08-05 2008-10-28 2009-01-17 Author is listed
  8. NEP-MAC: Macroeconomics (4) 2005-10-29 2006-08-05 2008-10-28 2009-01-17 Author is listed
  9. NEP-MON: Monetary Economics (2) 2005-10-29 2006-08-05 Author is listed
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This page was last updated on 2009-11-23.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.