Discussion paper DP17123 Forecasting with panel data: estimation uncertainty versus parameter heterogeneity M. Hashem Pesaran Andreas Pick Allan Timmermann 19 Mar 2022 Financial Economics C33 C53
Discussion paper DP15217 Comparing Forecast Performance with State Dependence Florens Odendahl Barbara Rossi Tatevik Sekhposyan 28 Aug 2020 Monetary Economics and Fluctuations C52 C53 G17
Discussion paper DP11354 Forecasting in Economics and Finance Allan Timmermann Graham Elliott 26 Jun 2016 Financial Economics
Discussion paper DP11203 Real-Time Forecasting for Monetary Policy Analysis: The Case of Sveriges Riksbank Ulf Söderström PER LASEEN 31 Mar 2016 Monetary Economics and Fluctuations E37 E52
Discussion paper DP9575 Exchange Rate Predictability Barbara Rossi 28 Jul 2013 Exchange Rates International Macroeconomics C5 F3
Discussion paper DP9096 Optimal Combination of Survey Forecasts Domenico Giannone Christine De Mol 19 Aug 2012 International Macroeconomics C22 C53
Discussion paper DP8542 Out-of-Sample Forecast Tests Robust to the Choice of Window Size Barbara Rossi Atsushi Inoue 19 Aug 2011 International Macroeconomics C22 C52 C53
Discussion paper DP6158 Economic Forecasting Allan Timmermann Graham Elliott 2 Mar 2007 Financial Economics C53
Discussion paper DP4037 Properties of Optimal Forecasts Allan Timmermann Andrew Patton 23 Aug 2003 Financial Economics C22 C52 C53
Discussion paper DP3593 Efficient Market Hypothesis and Forecasting Allan Timmermann Clive Granger 20 Oct 2002 Financial Economics G0
Discussion paper DP3060 Forecast Evaluation with Shared Data Sets Halbert White Allan Timmermann Ryan Sullivan 11 Nov 2001 Financial Economics C10