Handbook of Economic Forecasting
By Graham Elliott, Clive W. J. Granger, Allan G. Timmermann. 2006
1,001 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance, Management Science and Operations Research
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- Andrew J. Patton
- Allan G. Timmermann
- Kevin Sheppard
- Nikolaos Kourentzes
- Fotios Petropoulos
- George Athanasopoulos
- Rob J Hyndman
- Cheng Hsiao
In Finance
- Andrew J. Patton
- Allan G. Timmermann
- Kevin Sheppard
- Marcelo C. Medeiros
- Fotios Petropoulos
- Nikolaos Kourentzes
- Ana‐Maria Fuertes
- Jose Olmo
In Management Science and Operations Research
- Fotios Petropoulos
- Rob J Hyndman
- Nikolaos Kourentzes
- George Athanasopoulos
- Allan G. Timmermann
- Devon K. Barrow
- Sven F. Crone
- Andrew J. Patton
Citations in the corpus
- Feedbacks: Financial Markets and Economic Activity (2019, background): “25Del Negro and Schorfheide (2013) find a similar result, using a DSGE model with or without financial variables.”
- Bond Risk Premia with Machine Learning∗ (2018, positive): “…of future yields (or their principal components) using current yields are necessarily also forecasts of expected log returns to bonds (see, e.g., Duffee, 2013).21 Thus, to investigate the main drivers of the increased predictive ability of the latent factors extracted by the NN, we now first…”