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How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation. (2005). Kilian, Lutz ; Inoue, Atsushi.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:5304.

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Cited: 18

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  1. Forecasting Growth Of Third Party Funds. (2015). Kurniati, Ina Nurmalia.
    In: Working Papers.
    RePEc:idn:wpaper:wp102015.

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  2. Let´s do it again: bagging equity premium predictors. (2012). Medeiros, Marcelo ; Lee, Tae Hwy ; Hillebrand, Eric.
    In: Textos para discussão.
    RePEc:rio:texdis:604.

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  3. Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach. (2012). Hansen, Bruce ; Cheng, Xu.
    In: PIER Working Paper Archive.
    RePEc:pen:papers:12-046.

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  4. Lets Do It Again: Bagging Equity Premium Predictors. (2012). Medeiros, Marcelo ; Lee, Tae Hwy ; Hillebrand, Eric.
    In: CREATES Research Papers.
    RePEc:aah:create:2012-41.

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  5. Stein-Rule Estimation and Generalized Shrinkage Methods for Forecasting Using Many Predictors. (2012). Lee, Tae Hwy ; Hillebrand, Eric.
    In: CREATES Research Papers.
    RePEc:aah:create:2012-18.

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  6. Forecasting Financial and Macroeconomic Variables Using Data Reduction Methods: New Empirical Evidence. (2011). Swanson, Norman ; Kim, Hyun Hak.
    In: Departmental Working Papers.
    RePEc:rut:rutres:201119.

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  7. Out-of-Sample Equity Premium Predictability in South Africa: Evidence from a Large Number of Predictors. (2011). Uwilingiye, Josine ; GUPTA, RANGAN ; Modise, Mampho P..
    In: Working Papers.
    RePEc:pre:wpaper:201122.

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  8. Forecasting using targeted diffusion indexes. (2010). Rua, António ; Pinheiro, Maximiano ; Dias, Francisco .
    In: Journal of Forecasting.
    RePEc:jof:jforec:v:29:y:2010:i:3:p:341-352.

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  9. Smooth Regimes, Macroeconomic Variables, and Bagging for the Short-Term Interest Rate Process. (2008). Medeiros, Marcelo ; Audrino, Francesco.
    In: University of St. Gallen Department of Economics working paper series 2008.
    RePEc:usg:dp2008:2008-16.

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  10. Nonlinear Time Series in Financial Forecasting. (2008). Lee, Tae Hwy ; Gonzalez-Rivera, Gloria ; Gonzlez-Rivera, Gloria .
    In: Working Papers.
    RePEc:ucr:wpaper:200803.

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  11. Forecasting economic time series using targeted predictors. (2008). Ng, Serena ; Bai, Jushan.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:146:y:2008:i:2:p:304-317.

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  12. Do macro variables, asset markets, or surveys forecast inflation better?. (2007). Wei, Min ; Bekaert, Geert ; Ang, Andrew.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:54:y:2007:i:4:p:1163-1212.

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  13. Macroeconomic Forecasting with Mixed Frequency Data : Forecasting US output growth and inflation.. (2006). Galvão, Ana ; Clements, Michael ; Galvo, Ana Beatriz.
    In: The Warwick Economics Research Paper Series (TWERPS).
    RePEc:wrk:warwec:773.

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  14. Do macro variables, asset markets, or surveys forecast inflation better?. (2006). Wei, Min ; Bekaert, Geert ; Ang, Andrew.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2006-15.

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  15. Bagging binary and quantile predictors for time series. (2006). Lee, Tae Hwy ; Yang, Yang.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:135:y:2006:i:1-2:p:465-497.

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  16. Forecast Combination with Entry and Exit of Experts. (2006). Timmermann, Allan ; Capistrán, Carlos.
    In: Working Papers.
    RePEc:bdm:wpaper:2006-08.

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  17. Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US output growth and inflation.. (2006). Galvão, Ana ; Clements, Michael ; Galvao, Ana Beatriz.
    In: Economic Research Papers.
    RePEc:ags:uwarer:269743.

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  18. Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better?. (2005). Wei, Min ; Bekaert, Geert ; Ang, Andrew.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11538.

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