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Publications by Gianna Boero

The Performance of SETAR Models: A Regime Conditional Evaluation of Point, Interval and Density Forecasts

International Journal of Forecasting

International Management

English

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Density-Conditional Forecasts in Dynamic Multivariate Models

SSRN Electronic Journal

English

Evaluating Point and Density Forecasts of DSGE Models

Journal of Applied Econometrics

Social Sciences

English

A Monte Carlo Study of the Forecasting Performance of Empirical SETAR Models

Journal of Applied Econometrics

Social Sciences

English

Conditional Forecasts in Dynamic Multivariate Models

SSRN Electronic Journal

English

Forecasting Exchange Rate Volatility: The Superior Performance of Conditional Combinations of Time Series and Option Implied Forecasts

SSRN Electronic Journal

English

Three-Point Density Correlation Functions in the Fractional Quantum Hall Regime

Journal of Physics A: Mathematical and General

English

Estimating Point and Density Forecasts for the US Economy With a Factor-Augmented Vector Autoregressive DSGE Model

Studies in Nonlinear Dynamics and Econometrics

Social Sciences

English

Empirical Exchange Rate Models and Currency Risk: Some Evidence From Density Forecasts

Journal of International Money and Finance

English

Regime‐dependent Statistical Post‐processing of Ensemble Forecasts

Quarterly Journal of the Royal Meteorological Society

Atmospheric Science

English