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DateTitle Authors
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.
2014 Robust Implementation of a Parsimonious Dynamic Factor Model to Nowcast GDPDuarte, Pablo / Süssmuth, Bernd
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
2001 On seasonal error correction when the processes include different numbers of unit rootsLyhagen, Johan / Löf, Mårten

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