Macroeconomic forecasting and structural change

Author:

D'Agostino Antonello,Gambetti Luca,Giannone Domenico

Publisher

Wiley

Subject

Economics and Econometrics,Social Sciences (miscellaneous)

Reference37 articles.

1. Amisano G Geweke J 2007 Hierarchical Markov normal mixture models with applications to financial asset returns

2. Comparing density forecasts via weighted likelihood ratio tests;Amisano;Journal of Business and Economic Statistics,2007

3. Are Phillips curves useful for forecasting inflation?;Atkeson;Federal Reserve Bank of Minneapolis Quarterly Review,2001

4. Tests for skewness, kurtosis, and normality for time series data;Bai;Journal of Business and Economic Statistics,2005

5. The combination of forecasts;Bates;Operational Research Quarterly,1968

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