ARTICLES
Mark W. Watson and Kenneth D. West, Introduction, pp. 381-382
John C. Robertson, Ellis W. Tollman, and Charles H. Whiteman, "Forecasting Using Relative Entropy," pp. 383-402
Jon Faust, John H. Rogers, and Jonathan H. Wright, "News and Noise in G-7 GDP Announcements," pp. 403-420
Sophocles Mavroeidis, "Identification Issues in Forward-Looking Models Estimated by GMM, with an Application to the Phillips Curve," pp. 421-448
Lucio Sarno, Daniel L. Thornton, and Giorgio Valente, "Federal Funds Rate Prediction," pp. 449-472
-
Click
here for the README file to this file archive.
-
Click
here for a ZIPped copy of this file archive.
Michael W. McCracken and Stephen G. Sapp, "Evaluating the Predictability of Exchange Rates Using Long-Horizon Regressions: Mind Your p's and q's!" pp. 473-494
-
Click
here for the README file to this file archive.
-
Click
here for a ZIPped copy of this file archive.
Jan J.J. Groen, "Exchange Rate Predictability and Monetary Fundamentals in a Small Multi-Country Panel," pp. 495-516
-
Click
here for the README file to this file archive.
-
Click
here for a ZIPped copy of this file archive.
Mototsugu Shintani, "Nonlinear Forecasting Analysis Using Diffusion Indexes: An Application to Japan," pp. 517-538
Riccardo Cristadoro, Mario Forni, Lucrezia Reichlin, and Giovanni Veronese, "A Core Inflation Indicator for the Euro Area," pp. 539-560
Ray Yeutien Chou, "Forecasting Financial Volatilities with Extreme Values: The Conditional Autoregressive Range (CARR) Model," pp. 561-582
-
Click
here for the README file to this file archive.
-
Click
here for a ZIPped copy of this file archive.
Athanasios Orphanides and Simon van Norden, "The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time," pp. 583-601
Click here to return
to the list of recent JMCB issues.
