Pubblicazioni

Nowcasting inflation with Lasso-regularized vector autoregressions and mixed frequency data

2023 - JOURNAL OF FORECASTING
Aliaj, T.; Ciganovic, M.; Tancioni, M.

Forecast Combinations in a DSGE-VAR Lab

2017 - JOURNAL OF FORECASTING
Costantini, M; Gunter, U; Kunst, R

Factor augmented bridge models (FABM) and soft indicators to forecast italian industrial production

2016 - JOURNAL OF FORECASTING
Girardi, Alessandro; Guardabascio, Barbara; Ventura, Marco

Forecasting errors, directional accuracy and profitability of currency trading: The case of EUR/USD exchange rate,

2016 - JOURNAL OF FORECASTING
Cuaresma, J C; Costantini, M; Hlouskova, J.

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