On comparing multi-horizon forecasts
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References listed on IDEAS
- Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2005.
"Leading Indicators for Euro-area Inflation and GDP Growth,"
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- Banerjee, Anindya & Marcellino, Massimiliano & Masten, Igor, 2003. "Leading Indicators for Euro Area Inflation and GDP Growth," CEPR Discussion Papers 3893, C.E.P.R. Discussion Papers.
- Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2003. "Leading Indicators for Euro-area Inflation and GDP Growth," Working Papers 235, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Corradi, Valentina & Swanson, Norman R., 2004.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Capistrán, Carlos & Constandse, Christian & Ramos-Francia, Manuel, 2010. "Multi-horizon inflation forecasts using disaggregated data," Economic Modelling, Elsevier, vol. 27(3), pages 666-677, May.
- Alp, Tansel & Demetrescu, Matei, 2010. "Joint forecasts of Dow Jones stocks under general multivariate loss function," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2360-2371, November.
- Carlos Capistrán & Christian Constandse & Manuel Ramos Francia, 2009. "Using Seasonal Models to Forecast Short-Run Inflation in Mexico," Working Papers 2009-05, Banco de México.
- Espasa, Antoni & Mayo-Burgos, Iván, 2013.
"Forecasting aggregates and disaggregates with common features,"
International Journal of Forecasting,
Elsevier, vol. 29(4), pages 718-732.
- Espasa, Antoni & Mayo, Iván, 2012. "Forecasting aggregates and disaggregates with common features," DES - Working Papers. Statistics and Econometrics. WS ws110805, Universidad Carlos III de Madrid. Departamento de Estadística.
- Carlos Capistrán, 2007. "Optimality Tests for Multi-Horizon Forecasts," Working Papers 2007-14, Banco de México.
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