Works matching IS 0883-7252 AND VI 37 AND IP 5 AND DT 2022

Results: 12

Oil prices, gasoline prices, and inflation expectations.

Published in:

Journal of Applied Econometrics, 2022, v. 37, n. 5, p. 867, doi. 10.1002/jae.2911

By:

Kilian, Lutz;
Zhou, Xiaoqing

Publication type:

Article

How is machine learning useful for macroeconomic forecasting?

Published in:

Journal of Applied Econometrics, 2022, v. 37, n. 5, p. 920, doi. 10.1002/jae.2910

By:

Goulet Coulombe, Philippe;
Leroux, Maxime;
Stevanovic, Dalibor;
Surprenant, Stéphane

Publication type:

Article

Generalized band spectrum estimation with an application to the New Keynesian Phillips curve.

Published in:

Journal of Applied Econometrics, 2022, v. 37, n. 5, p. 1055, doi. 10.1002/jae.2901

By:

Choi, Jinho;
Escanciano, Juan Carlos;
Guo, Junjie

Publication type:

Article

ARDL bounds test for cointegration: Replicating the Pesaran et al. (2001) results for the UK earnings equation using R.

Published in:

Journal of Applied Econometrics, 2022, v. 37, n. 5, p. 1079, doi. 10.1002/jae.2919

By:

Natsiopoulos, Kleanthis;
Tzeremes, Nickolaos G.

Publication type:

Article

Optimal forecast under structural breaks.

Published in:

Journal of Applied Econometrics, 2022, v. 37, n. 5, p. 965, doi. 10.1002/jae.2908

By:

Lee, Tae‐Hwy;
Parsaeian, Shahnaz;
Ullah, Aman

Publication type:

Article

Making text count: Economic forecasting using newspaper text.

Published in:

Journal of Applied Econometrics, 2022, v. 37, n. 5, p. 896, doi. 10.1002/jae.2907

By:

Kalamara, Eleni;
Turrell, Arthur;
Redl, Chris;
Kapetanios, George;
Kapadia, Sujit

Publication type:

Article

Robust inference under time‐varying volatility: A real‐time evaluation of professional forecasters.

Published in:

Journal of Applied Econometrics, 2022, v. 37, n. 5, p. 1010, doi. 10.1002/jae.2906

By:

Demetrescu, Matei;
Hanck, Christoph;
Kruse‐Becher, Robinson

Publication type:

Article

The role of precautionary and speculative demand in the global market for crude oil.

Published in:

Journal of Applied Econometrics, 2022, v. 37, n. 5, p. 882, doi. 10.1002/jae.2905

By:

Cross, Jamie L.;
Nguyen, Bao H.;
Tran, Trung Duc

Publication type:

Article

Nowcasting tail risk to economic activity at a weekly frequency.

Published in:

Journal of Applied Econometrics, 2022, v. 37, n. 5, p. 843, doi. 10.1002/jae.2903

By:

Carriero, Andrea;
Clark, Todd E.;
Marcellino, Massimiliano

Publication type:

Article

Recurrent conditional heteroskedasticity.

Published in:

Journal of Applied Econometrics, 2022, v. 37, n. 5, p. 1031, doi. 10.1002/jae.2902

By:

Nguyen, Trong‐Nghia;
Tran, Minh‐Ngoc;
Kohn, Robert

Publication type:

Article

Extremal connectedness of hedge funds.

Published in:

Journal of Applied Econometrics, 2022, v. 37, n. 5, p. 988, doi. 10.1002/jae.2900

By:

Mhalla, Linda;
Hambuckers, Julien;
Lambert, Marie

Publication type:

Article

Issue Information.

Published in:: Journal of Applied Econometrics, 2022, v. 37, n. 5, p. 841, doi. 10.1002/jae.2825
Publication type:: Article