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Tests of Equal Forecast Accuracy and Encompassing for Nested Models. (2000). McCracken, Michael ; Clark, Todd.
In: Econometric Society World Congress 2000 Contributed Papers.
RePEc:ecm:wc2000:0319.

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Cited: 26

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  1. Ethanol and field crops: Is there a price connection?. (2016). Manera, Matteo ; Galeotti, Marzio ; Bastianin, Andrea.
    In: Food Policy.
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  2. The cross section of expected holding period returns and their dynamics: A present value approach. (2015). Lyle, Matthew R. ; Wang, Charles C. Y., .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:116:y:2015:i:3:p:505-525.

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  3. Enhancing the forecasting power of exchange rate models by introducing nonlinearity: Does it work?. (2015). Burns, Kelly ; Moosa, Imad A.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:50:y:2015:i:c:p:27-39.

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  4. A predictability test for a small number of nested models. (2013). Moon, Hyungsik ; Hubrich, Kirstin ; Granziera, Eleonora.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20131580.

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  5. Can Exchange Rates Forecast Commodity Prices? Recent Evidence using Australian Data. (2013). Rohde, Nicholas ; Burgess, Kieran .
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-12-00410.

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  6. Out-of-sample forecast tests robust to the choice of window size. (2011). Rossi, Barbara ; Inoue, Atsushi.
    In: Working Papers.
    RePEc:fip:fedpwp:11-31.

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  7. Out-of-Sample Forecast Tests Robust to the Choice of Window Size. (2011). Rossi, Barbara ; Inoue, Atsushi.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8542.

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  8. Business cycles in the euro area defined with coincident economic indicators and predicted with leading economic indicators. (2010). Ozyildirim, Ataman ; Zarnowitz, Victor ; Schaitkin, Brian .
    In: Journal of Forecasting.
    RePEc:jof:jforec:v:29:y:2010:i:1-2:p:6-28.

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  9. Stock returns and the short-run predictability of health expenditure: Some empirical evidence. (2009). Wang, Zijun.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:25:y:2009:i:3:p:587-601.

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  10. On the selection of forecasting models. (2006). Kilian, Lutz ; Inoue, Atsushi.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:130:y:2006:i:2:p:273-306.

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  11. Predicting returns and volatility with macroeconomic variables: evidence from tests of encompassing. (2005). Sollis, Robert.
    In: Journal of Forecasting.
    RePEc:jof:jforec:v:24:y:2005:i:3:p:221-231.

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  12. Predicting the Equity Premium with Dividend Ratios. (2003). welch, ivo ; Goyal, Amit.
    In: Management Science.
    RePEc:inm:ormnsc:v:49:y:2003:i:5:p:639-654.

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  13. On the selection of forecasting models. (2003). Kilian, Lutz ; Inoue, Atsushi.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2003214.

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  14. On the Selection of Forecasting Models. (2003). Kilian, Lutz ; Inoue, Atsushi.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3809.

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  15. Predicting the Equity Premium with Dividend Ratios. (2002). welch, ivo ; Goyal, Amit.
    In: Yale School of Management Working Papers.
    RePEc:ysm:somwrk:amz2437.

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  16. Predicting the Equity Premium With Dividend Ratios. (2002). welch, ivo ; Goyal, Amit.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8788.

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  17. Unemployment insurance claims and economic activity. (2002). Kliesen, Kevin ; Gavin, William.
    In: Review.
    RePEc:fip:fedlrv:y:2002:i:may:p:15-28:n:v.84no.3.

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  18. Comments on The state of macroeconomic forecasting. (2002). West, Kenneth.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:24:y:2002:i:4:p:495-497.

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  19. In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?. (2002). Kilian, Lutz ; Inoue, Atsushi.
    In: CEPR Discussion Papers.
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  20. The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond. (2001). Valente, Giorgio ; Taylor, Mark ; Sarno, Lucio ; Clarida, Richard.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8601.

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  21. Forecasting Output and Inflation: The Role of Asset Prices. (2001). Watson, Mark ; Stock, James.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8180.

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  22. Forecasting output and inflation: the role of asset prices. (2001). Watson, Mark ; Stock, James.
    In: Proceedings.
    RePEc:fip:fedfpr:y:2001:i:mar.

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  23. Tests of equal forecast accuracy and encompassing for nested models. (2001). McCracken, Michael ; Clark, Todd.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:105:y:2001:i:1:p:85-110.

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  24. Predictive ability with cointegrated variables. (2001). Swanson, Norman ; Olivetti, Claudia ; Corradi, Valentina.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:104:y:2001:i:2:p:315-358.

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  25. Can out-of-sample forecast comparisons help prevent overfitting?. (2000). Clark, Todd.
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp00-05.

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  26. Tests of equal forecast accuracy and encompassing for nested models. (1999). McCracken, Michael ; Clark, Todd.
    In: Research Working Paper.
    RePEc:fip:fedkrw:99-11.

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References

References cited by this document

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  48. Switching Between Chartists and Fundamentalists: A Markov Regime-Switching Approach. (1996). Vigfusson, Robert.
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