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1

Forecasting the Distribution of Economic Variables in a Data-Rich Environment

Manzan, Sebastiano

Journal:

Journal of Business and Economic Statistics

Year:

2015

Language:

english

File:

PDF, 1.18 MB

english, 2015

2

Forecasting the return distribution using high-frequency volatility measures

Hua, Jian, Manzan, Sebastiano

Journal:

Journal of Banking & Finance

Year:

2013

Language:

english

File:

PDF, 1.55 MB

english, 2013

3

Representativeness of news and exchange rate dynamics

Sebastiano Manzan, Frank Westerhoff

Journal:

Journal of Economic Dynamics and Control

Year:

2005

Language:

english

File:

PDF, 379 KB

english, 2005

4

Comments on “Testing for nonlinear structure and chaos in economic time series”

Cars H. Hommes, Sebastiano Manzan

Journal:

Journal of Macroeconomics

Year:

2006

Language:

english

File:

PDF, 359 KB

english, 2006

5

Behavioral heterogeneity in stock prices

H. Peter Boswijk, Cars H. Hommes, Sebastiano Manzan

Journal:

Journal of Economic Dynamics and Control

Year:

2007

Language:

english

File:

PDF, 378 KB

english, 2007

6

Kernel estimation of a partially linear additive model

Sebastiano Manzan, Dawit Zerom

Journal:

Statistics & Probability Letters

Year:

2005

Language:

english

File:

PDF, 242 KB

english, 2005

7

Model selection for nonlinear time series

Sebastiano Manzan

Journal:

Empirical Economics

Year:

2004

Language:

english

File:

PDF, 412 KB

english, 2004

8

Differential Interpretation in the Survey of Professional Forecasters

SEBASTIANO MANZAN

Journal:

Journal of Money, Credit and Banking

Year:

2011

Language:

english

File:

PDF, 377 KB

english, 2011

9

A bootstrap-based non-parametric forecast density

Sebastiano Manzan, Dawit Zerom

Journal:

International Journal of Forecasting

Year:

2008

Language:

english

File:

PDF, 259 KB

english, 2008

10

Heterogeneous expectations, exchange rate dynamics and predictability

Sebastiano Manzan, Frank H. Westerhoff

Journal:

Journal of Economic Behavior & Organization

Year:

2007

Language:

english

File:

PDF, 525 KB

english, 2007

11

Are macroeconomic variables useful for forecasting the distribution of U.S. inflation?

Manzan, Sebastiano, Zerom, Dawit

Journal:

International Journal of Forecasting

Year:

2013

Language:

english

File:

PDF, 611 KB

english, 2013

12

A Semiparametric Analysis of Gasoline Demand in the United States Reexamining The Impact of Price

Manzan, Sebastiano, Zerom, Dawit

Journal:

Econometric Reviews

Year:

2010

Language:

english

File:

PDF, 791 KB

english, 2010

13

Asymmetric Quantile Persistence and Predictability: the Case of US Inflation

Manzan, Sebastiano, Zerom, Dawit

Journal:

Oxford Bulletin of Economics and Statistics

Year:

2015

Language:

english

File:

PDF, 716 KB

english, 2015

14

Tests for Serial Independence and Linearity Based on Correlation Integrals

Diks, Cees, Manzan, Sebastiano

Journal:

Studies in Nonlinear Dynamics and Econometrics

Year:

2002

Language:

english

File:

PDF, 327 KB

english, 2002

15

Introduction to the Current Issue

Lines, Marji, Manzan, Sebastiano, Westerhoff, Frank

Journal:

Studies in Nonlinear Dynamics and Econometrics

Year:

2012

File:

PDF, 42 KB

2012

16

Differential Interpretation in the Survey of Professional Forecasters

Manzan, Sebastiano

Journal:

SSRN Electronic Journal

Year:

2009

Language:

english

File:

PDF, 350 KB

english, 2009

17

Forecasting the Return Distribution Using High-Frequency Volatility Measures

Hua, Jian, Manzan, Sebastiano

Journal:

SSRN Electronic Journal

Year:

2011

Language:

english

File:

PDF, 1.29 MB

english, 2011

18

Asymmetric Quantile Persistence and Predictability: The Case of U.S. Inflation

Manzan, Sebastiano, Zerom, Dawit

Journal:

SSRN Electronic Journal

Year:

2012

Language:

english

File:

PDF, 359 KB

english, 2012