Daniel Borup
Personal Details
First Name: | Daniel |
Middle Name: | |
Last Name: | Borup |
Suffix: | |
RePEc Short-ID: | pbo994 |
[This author has chosen not to make the email address public] | |
Affiliation
Center for Research in Econometric Analysis of Time Series (CREATES)
Institut for Økonomi
Aarhus Universitet
Aarhus, Denmarkhttp://www.creates.au.dk/
RePEc:edi:creaudk (more details at EDIRC)
Research output
Jump to: Working papersWorking papers
- Daniel Borup & Philippe Goulet Coulombe & Erik Christian Montes Schütte & David E. Rapach & Sander Schwenk-Nebbe, 2022.
"The Anatomy of Out-of-Sample Forecasting Accuracy,"
FRB Atlanta Working Paper
2022-16, Federal Reserve Bank of Atlanta.
- Daniel Borup & Philippe Goulet Coulombe & Erik Christian Montes Schütte & David E. Rapach & Sander Schwenk-Nebbe, 2024. "The Anatomy of Out-of-Sample Forecasting Accuracy," FRB Atlanta Working Paper 2022-16b, Federal Reserve Bank of Atlanta.
- Daniel Borup & Bent Jesper Christensen & Yunus Emre Ergemen, 2019. "Assessing predictive accuracy in panel data models with long-range dependence," CREATES Research Papers 2019-04, Department of Economics and Business Economics, Aarhus University.
- Daniel Borup & Martin Thyrsgaard, 2017. "Statistical tests for equal predictive ability across multiple forecasting methods," CREATES Research Papers 2017-19, Department of Economics and Business Economics, Aarhus University.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Daniel Borup & Philippe Goulet Coulombe & Erik Christian Montes Schütte & David E. Rapach & Sander Schwenk-Nebbe, 2022.
"The Anatomy of Out-of-Sample Forecasting Accuracy,"
FRB Atlanta Working Paper
2022-16, Federal Reserve Bank of Atlanta.
- Daniel Borup & Philippe Goulet Coulombe & Erik Christian Montes Schütte & David E. Rapach & Sander Schwenk-Nebbe, 2024. "The Anatomy of Out-of-Sample Forecasting Accuracy," FRB Atlanta Working Paper 2022-16b, Federal Reserve Bank of Atlanta.
Cited by:
- Philippe Goulet Coulombe & Maximilian Goebel, 2023. "Maximally Machine-Learnable Portfolios," Papers 2306.05568, arXiv.org, revised Apr 2024.
- Philippe Goulet Coulombe & Maximilian Gobel, 2023. "Maximally Machine-Learnable Portfolios," Working Papers 23-01, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, revised Apr 2023.
- Klieber, Karin, 2024. "Non-linear dimension reduction in factor-augmented vector autoregressions," Journal of Economic Dynamics and Control, Elsevier, vol. 159(C).
- Karin Klieber, 2023. "Non-linear dimension reduction in factor-augmented vector autoregressions," Papers 2309.04821, arXiv.org.
- Daniel Borup & Martin Thyrsgaard, 2017.
"Statistical tests for equal predictive ability across multiple forecasting methods,"
CREATES Research Papers
2017-19, Department of Economics and Business Economics, Aarhus University.
Cited by:
- Michael W. McCracken, 2020.
"Diverging Tests of Equal Predictive Ability,"
Econometrica, Econometric Society, vol. 88(4), pages 1753-1754, July.
- Michael W. McCracken, 2019. "Diverging Tests of Equal Predictive Ability," Working Papers 2019-018, Federal Reserve Bank of St. Louis, revised 09 Mar 2020.
- Daniel Borup & Jonas N. Eriksen & Mads M. Kjær & Martin Thyrsgaard, 2020.
"Predicting bond return predictability,"
CREATES Research Papers
2020-09, Department of Economics and Business Economics, Aarhus University.
- Daniel Borup & Jonas N. Eriksen & Mads M. Kjær & Martin Thyrsgaard, 2024. "Predicting Bond Return Predictability," Management Science, INFORMS, vol. 70(2), pages 931-951, February.
- Michael W. McCracken, 2020.
"Diverging Tests of Equal Predictive Ability,"
Econometrica, Econometric Society, vol. 88(4), pages 1753-1754, July.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-FOR: Forecasting (3) 2019-04-08 2022-11-28 2024-03-11. Author is listed
- NEP-BIG: Big Data (2) 2022-11-28 2024-03-11. Author is listed
- NEP-CMP: Computational Economics (2) 2022-11-28 2024-03-11. Author is listed
- NEP-ECM: Econometrics (2) 2019-04-08 2022-11-28. Author is listed
- NEP-ETS: Econometric Time Series (2) 2022-11-28 2024-03-11. Author is listed
- NEP-GTH: Game Theory (1) 2024-03-11. Author is listed
- NEP-ORE: Operations Research (1) 2019-04-08. Author is listed
Corrections
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