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Evaluating the Predictability of Exchange Rates Using Long-Horizon Regressions: Mind Your p's and q's!
Evaluating the Predictability of Exchange Rates Using Long-Horizon Regressions: Mind Your p's and q's!

Clark and McCracken (2001) tests of predictive accuracy and... | Download Table
Clark and McCracken (2001) tests of predictive accuracy and... | Download Table

East Asian Economic Review
East Asian Economic Review

RESEARCH DIVISION
RESEARCH DIVISION

Aggregate Distress Risk and Equity Returns - ScienceDirect
Aggregate Distress Risk and Equity Returns - ScienceDirect

Clark and McCracken (2001) tests of predictive accuracy and... | Download Table
Clark and McCracken (2001) tests of predictive accuracy and... | Download Table

Clark and McCracken (2001) tests of predictive accuracy and... | Download Table
Clark and McCracken (2001) tests of predictive accuracy and... | Download Table

NBER WORKING PAPER SERIES THE CONTINUING PUZZLE OF SHORT HORIZON EXCHANGE RATE FORECASTING Kenneth S. Rogoff Vania Stavrakeva Wo
NBER WORKING PAPER SERIES THE CONTINUING PUZZLE OF SHORT HORIZON EXCHANGE RATE FORECASTING Kenneth S. Rogoff Vania Stavrakeva Wo

Forecast Selection by Conditional Predictive Ability Tests:
Forecast Selection by Conditional Predictive Ability Tests:

TESTS OF EQUAL FORECAST ACCURACY AND ENCOMPASSING FOR NESTED MODELS Todd E. Clark Michael W. McCracken RWP 99-11 Research Divi
TESTS OF EQUAL FORECAST ACCURACY AND ENCOMPASSING FOR NESTED MODELS Todd E. Clark Michael W. McCracken RWP 99-11 Research Divi

Tests of Equal Forecast Accuracy and Encompassing for Nested Models | Request PDF
Tests of Equal Forecast Accuracy and Encompassing for Nested Models | Request PDF

Idiosyncratic Volatility, Stock Market Volatility, and Expected Stock Returns
Idiosyncratic Volatility, Stock Market Volatility, and Expected Stock Returns

Clark and McCracken (2001) tests of predictive accuracy and... | Download Table
Clark and McCracken (2001) tests of predictive accuracy and... | Download Table

FORECAST-BASED MODEL SELECTION IN THE PRESENCE OF STRUCTURAL BREAKS Todd E. Clark Michael W. McCracken RWP 02-05 Research Divi
FORECAST-BASED MODEL SELECTION IN THE PRESENCE OF STRUCTURAL BREAKS Todd E. Clark Michael W. McCracken RWP 02-05 Research Divi

Tests of Equal Forecast Accuracy and Encompassing for Nested Models | Request PDF
Tests of Equal Forecast Accuracy and Encompassing for Nested Models | Request PDF

Tests of Equal Accuracy for Nested Models with Estimated Factors
Tests of Equal Accuracy for Nested Models with Estimated Factors

Time-Varying Risk Premiums and the Output Gap
Time-Varying Risk Premiums and the Output Gap

PDF] A note on in‐sample and out‐of‐sample tests for Granger causality | Semantic Scholar
PDF] A note on in‐sample and out‐of‐sample tests for Granger causality | Semantic Scholar

The Continuing Puzzle of Short Horizon Exchange Rate Forecasting
The Continuing Puzzle of Short Horizon Exchange Rate Forecasting

PDF) Evaluating Direct Multi-Step Forecasts
PDF) Evaluating Direct Multi-Step Forecasts

Tail risk and investors' concerns: Evidence from Brazil - ScienceDirect
Tail risk and investors' concerns: Evidence from Brazil - ScienceDirect

Can skewness of the futures‐spot basis predict currency spot returns? - Jiang - 2019 - Journal of Futures Markets - Wiley Online Library
Can skewness of the futures‐spot basis predict currency spot returns? - Jiang - 2019 - Journal of Futures Markets - Wiley Online Library

Tests of Equal Forecast Accuracy and Encompassing for Nested Models | Request PDF
Tests of Equal Forecast Accuracy and Encompassing for Nested Models | Request PDF

Forecasting key US macroeconomic variables with a factor‐augmented Qual VAR - Gupta - 2017 - Journal of Forecasting - Wiley Online Library
Forecasting key US macroeconomic variables with a factor‐augmented Qual VAR - Gupta - 2017 - Journal of Forecasting - Wiley Online Library

Cointegration, information transmission, and the lead‐lag effect between industry portfolios and the stock market - Troster - 2021 - Journal of Forecasting - Wiley Online Library
Cointegration, information transmission, and the lead‐lag effect between industry portfolios and the stock market - Troster - 2021 - Journal of Forecasting - Wiley Online Library