C53 - Forecasting and Other Model Applications

Contributing journals to this collection:
Review of Finance, European Review of Agriculture Economics, The World Bank Economic Review, Journal of Economic Geography, Cambridge Journal of Regions, Economy and Society, American Law and Economics Review, Industrial and Corporate Change, CESifo Economic Studies, The Review of Financial Studies, Contributions to Political Economy, Journal of Financial Econometrics, Journal of Law, Economics, and Organization, Journal of African Economies, Socio-Economic Review, Oxford Economic Papers, The World Bank Research Observer, Oxford Review of Economic Policy, Cambridge Journal of Economics, Journal of Competition Law and Economics, and Review of Environmental Economics and Policy

Citations 11-20 of 20 total displayed.

Past content

Articles
Which dreams come true? Endogeneity, industry structure and forecasting accuracy

Michael L. Barnett, William H. Starbuck, and P. Narayan Pant
Ind. Corp. Change 2003; 12: 653-672. [Abstract] [PDF]  

Articles
Reformulation empirical macroeconomic modelling

D Hendry and G Mizon
Oxf. Rev. Econ. Policy 2000; 16: 138-159. [Abstract] [PDF]  

Articles
Econometric modelling in the presence of evolutionary change

J Foster and P Wild
Camb. J. Econ. 1999; 23: 749-770. [Abstract] [PDF]  

Articles
On portfolio optimization: forecasting covariances and choosing the risk model

LKC Chan, J Karceski, and J Lakonishok
Rev. Financ. Stud. 1999; 12: 937-974. [Abstract] [PDF]  

Articles
Implementing statistical criteria to select return forecasting models: what do we learn?

P Bossaerts and P Hillion
Rev. Financ. Stud. 1999; 12: 405-428. [Abstract] [PDF]  

Articles
The Predictive Power of the French Market Volatility Index: A Multi Horizons Study

Franck Moraux, Patrick Navatte, and Christophe Villa
Review of Finance 1999; 2: 303-320. [Abstract] [PDF]  

Articles
Measuring the predictable variation in stock and bond returns

C Kirby
Rev. Financ. Stud. 1997; 10: 579-630. [Abstract] [PDF]  

Articles
AN ANALYSIS OF THE IMPACT OF FINITE HORIZONS ON MACROECONOMIC CONTROL

ANDREW P. BLAKE and PETER F. WESTAWAY
Oxf. Econ. Pap. 1995; 47: 98-116. [PDF]  

Articles
THE MEASUREMENT OF POLICY EFFECTS IN A FORWARD-LOOKING MODEL: AN APPLICATION TO ECONOMIC POLICY IN THE UK, 1974–9

MICHAEL J. ARTIS, ROBIN BLADEN-HOVELL, and YUE MA
Oxf. Econ. Pap. 1994; 46: 277-295. [PDF]  

Articles
MACROECONOMIC POLICY USING LARGE ECONOMETRIC RATIONAL EXPECTATIONS MODELS: METHODOLOGY AND APPLICATION

NICOS M. CHRISTODOULAKIS, JESSICA GAINES, and PAUL LEVINE
Oxf. Econ. Pap. 1991; 43: 25-58. [PDF]  

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