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

By:

Lahaye, Jérôme;
Laurent, Sébastien;
Neely, Christopher J.

Publication type:

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

By:

Mitchell, James;
Wallis, Kenneth F.

Publication type:

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

By:

Chiriac, Roxana;
Voev, Valeri

Publication type:

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

By:

Cuaresma, Jesus Crespo

Publication type:

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

By:

Ehrmann, Michael;
Fratzscher, Marcel;
Rigobon, Roberto

Publication type:

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

By:

Ropponen, Olli

Publication type:

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

By:

Papageorgiou, Chris

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

By:

Audrino, Francesco;
Medeiros, Marcelo C.

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

By:

Senyuz, Zeynep

Publication type:

Article