Browsing All of EconStor by Author Kunst, Robert M.


Showing results 21 to 32 of 32
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Year of PublicationTitleAuthor(s)
2007Inflation in the West African countries: The impact of cocoa prices, budget deficits, and migrant remittancesJumah, Adusei; Kunst, Robert M.
2008Optimizing time-series forecasts for inflation and interest rates using simulation and model averagingJumah, Adusei; Kunst, Robert M.
2009A nonparametric test for seasonal unit rootsKunst, Robert M.
2009Combining forecasts based on multiple encompassing tests in a macroeconomic core systemCostantini, Mauro; Kunst, Robert M.
2010Asymmetric time aggregation and its potential benefits for forecasting annual dataKunst, Robert M.; Franses, Philip Hans
2010Forecast combination based on multiple encompassing tests in a macroeconomic DSGE systemCostantini, Mauro; Gunter, Ulrich; Kunst, Robert M.
2011On the usefulness of the Diebold-Mariano test in the selection of prediction models: Some Monte Carlo evidenceCostantini, Mauro; Kunst, Robert M.
2012Forecast combination based on multiple encompassing tests in a macroeconomic DSGE-VAR systemCostantini, Mauro; Gunter, Ulrich; Kunst, Robert M.
2014A combined nonparametric test for seasonal unit rootsKunst, Robert M.
2014Forecast combinations in a DSGE-VAR labCostantini, Mauro; Gunter, Ulrich; Kunst, Robert M.
2018On using predictive-ability tests in the selection of time-series prediction models: A Monte Carlo evaluationCostantini, Mauro; Kunst, Robert M.
2024Cointegrated portfolios and volatility modeling in the cryptocurrency marketGabriel, Stefan; Kunst, Robert M.