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DateTitle Authors
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
2006 Real-time forecasting of GDP based on a large factor model with monthly and quarterly dataSchumacher, Christian / Breitung, Jörg
2010 Can VAR models capture regime shifts in asset returns? A long-horizon strategic asset allocation perspectiveGuidolin, Massimo / Hyde, Stuart

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