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Alternative tests for correct specification of conditional predictive densities

Rossi, Barbara, 1971-; Sekhposyan, Tatevik (2014-01-01)
Forecasting in nonstationary environments: What works and what doesn't in reduced-form and structural models

Giacomini, Raffaella; Rossi, Barbara, 1971- (2014-12-01)
Rolling window selection for out-of-sample forecasting with time-varying parameters

Inoue, Atsushi; Jin, Lu; Rossi, Barbara, 1971- (2014-06-01)
Forecast rationality tests in the presence of instabilities, with applications to Federal Reserve and survey forecasts

Rossi, Barbara, 1971-; Sekhposyan, Tatevik (2014-06-01)
Model comparisons in unstable environments

Giacomini, Raffaella; Rossi, Barbara, 1971- (2014-08-01)

Now showing items 1-5 of 5

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