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DateTitle Authors
2013 Do we need non-linear models to predict REIT returns?Case, Brad / Guidolin, Massimo / Yildirim, Yildiray
2001 On seasonal error correction when the processes include different numbers of unit rootsLyhagen, Johan / Löf, Mårten
2002 Forecasting with artificial network modelsRech, Gianluigi
2013 Realizing stock market crashes: Stochastic cusp catastrophe model of returns under the time-varying volatilityBaruník, Jozef / Kukačka, Jiří
2004 Real-time data and business cycle analysis in GermanyDöpke, Jörg
2011 Do Experts incorporate Statistical Model Forecasts and should they?Legerstee, Rianne / Franses, Philip Hans / Paap, Richard
2011 U-MIDAS: MIDAS regressions with unrestricted lag polynomialsForoni, Claudia / Marcellino, Massimiliano / Schumacher, Christian
2009 Pooling versus model selection for nowcasting with many predictors: an application to German GDPKuzin, Vladimir N. / Marcellino, Massimiliano / Schumacher, Christian
2009 MIDAS versus mixed-frequency VAR: nowcasting GDP in the euro areaKuzin, Vladimir N. / Marcellino, Massimiliano / Schumacher, Christian
2011 Do Experts' SKU Forecasts improve after Feedback?Legerstee, Rianne / Franses, Philip Hans

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