Search Results for Time-Series Models

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A simple criterion based on the properties of the forecast error is presented to evaluate the...

With the emergence of the rapidly expanding literature on endogenous growth, the relationship...

International organizations collect data from national authorities to create multivariate...

The widespread availability of internet search data is a new source of high-frequency information...

The estimation of discount factors is a central issue in empirical finance, particularly in the...

Diebold and Yilmaz (2015) recently introduced variance decomposition networks as tools for...