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DateTitle Authors
2014 Log versus level in VAR forecasting: 42 million empirical answers - expect the unexpectedMayr, Johannes / Ulbricht, Dirk
2008 A structural VAR approach to core inflation in CanadaMartel, Sylvain
2006 A behavioral finance model of the exchange rate with many forecasting rulesDe Grauwe, Paul / Kaltwasser, Pablo Rovira
2009 Do forecasters inform or reassure? Evaluation of the German real-time dataKholodilin, Konstantin Arkadievich / Siliverstovs, Boriss
1999 Forecasting Swedish Inflation With a Markov Switching VARBlix, Mårten
2011 Bayesian multi-factor model of instability in prices and quantities of risk in U.S. financial marketsGuidolin, Massimo / Ravazzolo, Francesco / Tortora, Andrea Donato
2010 On the importance of the arrival of new informationChumacero, Rómulo A.
2012 Linear predictability vs. bull and bear market models in strategic asset allocation decisions: Evidence from UK dataGuidolin, Massimo / Hyde, Stuart
2013 Do we need non-linear models to predict REIT returns?Case, Brad / Guidolin, Massimo / Yildirim, Yildiray
2011 How informative are the subjective density forecasts of macroeconomists?Kenny, Geoff / Kostka, Thomas / Masera, Federico

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