ESSAYS IN FORECASTING ABSTRACT OF THE DISSERTATION Essays in Forecasting (original) (raw)
Dynamic Factor Models & Bayesian Averaging of Classical Estimates in Forecasting Macroeconomic Indicators with Application of Survey Data
Tomasz Kuszewski
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Bayesian Averaging vs. Dynamic Factor Models for Forecasting Economic Aggregates with Tendency Survey Data
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Grayham Mizon
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Forecasting Key Macroeconomic Variables of the South African Economy Using Bayesian Variable Selection
Naomi Tlotlego
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A Scoring Rule for Factor and Autoregressive Models Under Misspecification
Domenico Sartore
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Combination of Forecast Methods Using Encompassing Tests. An Algorithm-Based Procedure ; For the revised version of this paper, see Working Paper 240, Economics Series, June 2009, which includes some changes. The most important change regards the reference of Kisinbay (2007), which was not report...
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Essays on Forecast Evaluation in Macroeconomics and International Finance
Olga Bespalova
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Yin-Wong Cheung
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joão Victor
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UK Macroeconomic Forecasting With Many Predictors: Which Models Forecast Best and When Do They Do So?
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Assessing the Forecasting Performance of a Macroeconomic Model
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A Bootstrap Test for the dynamic performance of Macroeconomic Models-an outline and some experiments
Patrick Minford
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