Works matching IS 08837252 AND DT 2011 AND VI 26 AND IP 6
Results: 9
Jumps, cojumps and macro announcements.
- Published in:
- Journal of Applied Econometrics, 2011, v. 26, n. 6, p. 893, doi. 10.1002/jae.1149
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- Article
Evaluating density forecasts: forecast combinations, model mixtures, calibration and sharpness.
- Published in:
- Journal of Applied Econometrics, 2011, v. 26, n. 6, p. 1023, doi. 10.1002/jae.1192
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- Article
Modelling and forecasting multivariate realized volatility.
- Published in:
- Journal of Applied Econometrics, 2011, v. 26, n. 6, p. 922, doi. 10.1002/jae.1152
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- Article
How different is Africa? A comment on Masanjala and Papageorgiou.
- Published in:
- Journal of Applied Econometrics, 2011, v. 26, n. 6, p. 1041, doi. 10.1002/jae.1180
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- Article
Stocks, bonds, money markets and exchange rates: measuring international financial transmission.
- Published in:
- Journal of Applied Econometrics, 2011, v. 26, n. 6, p. 948, doi. 10.1002/jae.1173
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- Article
Reconciling the evidence of Card and Krueger (1994) and Neumark and Wascher (2000).
- Published in:
- Journal of Applied Econometrics, 2011, v. 26, n. 6, p. 1051, doi. 10.1002/jae.1258
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- Article
How to use interaction terms in BMA: Reply to Crespo Cuaresma's comment on Masanjala and Papageorgiou (2008).
- Published in:
- Journal of Applied Econometrics, 2011, v. 26, n. 6, p. 1048, doi. 10.1002/jae.1263
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- Publication type:
- Article
Modeling and forecasting short-term interest rates: The benefits of smooth regimes, macroeconomic variables, and bagging.
- Published in:
- Journal of Applied Econometrics, 2011, v. 26, n. 6, p. 999, doi. 10.1002/jae.1171
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- Publication type:
- Article
Factor analysis of permanent and transitory dynamics of the US economy and the stock market.
- Published in:
- Journal of Applied Econometrics, 2011, v. 26, n. 6, p. 975, doi. 10.1002/jae.1193
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- Article