* 2 Results enter search term Search Reset filter Suchfilter Content Type Publications (2) Publication Type Working Paper (2) Research International Macroeconomics (2) Macroeconomic Research (2) Experts Leonardo Morales-Arias (2) Alexander Dross (1) Thomas Lux (1) Date Last Month Last Year Select Period start date to end date Sort by Relevance Date Aktive Filter Tags: forecast combinations Remove all filters Publication Relative Forecasting Performance of Volatility Models: Monte Carlo Evidence 01.01.2010 A Monte Carlo (MC) experiment is conducted to study the forecasting performance of a variety of volatility models under alternative data generating processes (DGPs). The models included in the MC study are the (Fractionally Integrated) Generalized... Publication Adaptive Forecasting of Exchange Rates with Panel Data 01.10.2010 This article investigates the statistical and economic implications of adaptive forecasting of exchange rates with panel data and alternative predictors. The candidate exchange rate predictors are drawn from (i) macroeconomic ‘fundamentals’, (ii)...
Publication Relative Forecasting Performance of Volatility Models: Monte Carlo Evidence 01.01.2010 A Monte Carlo (MC) experiment is conducted to study the forecasting performance of a variety of volatility models under alternative data generating processes (DGPs). The models included in the MC study are the (Fractionally Integrated) Generalized...
Publication Adaptive Forecasting of Exchange Rates with Panel Data 01.10.2010 This article investigates the statistical and economic implications of adaptive forecasting of exchange rates with panel data and alternative predictors. The candidate exchange rate predictors are drawn from (i) macroeconomic ‘fundamentals’, (ii)...