No. 36-6, September 2017
Index
- Forecast robustness in macroeconometric models
- Forecasting key US macroeconomic variables with a factor‐augmented Qual VAR
- Mincer–Zarnowitz quantile and expectile regressions for forecast evaluations under aysmmetric loss functions
- Modeling and forecasting aggregate stock market volatility in unstable environments using mixture innovation regressions
- Modeling and forecasting realized volatility in German–Austrian continuous intraday electricity prices
- Robust estimation of conditional variance of time series using density power divergences
- The importance of time‐varying volatility and country interactions in forecasting economic activity
- Understanding algorithm aversion: When is advice from automation discounted?