Showing results 10 to 23 of 23
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| Issue Date | Title | Author(s) |
| 2016 | Forecast combinations in a DSGE-VAR lab | Costantini, M; Gunter, U; Kunst, R |
| 2016 | Forecasting errors, directional accuracy and profitability of currency trading: The case of EUR/USD exchange rate | Costantini, M; Crespo Cuaresma, J; Hlouskova, J |
| 2015 | Housing wealth, financial wealth, and consumption: new evidence for Italy and the UK | Costantini, M; Barrell, R; Meco, I |
| 2015 | Housing wealth, financial wealth, and consumption: new evidence for Italy and the UK | Barrell, R; Costantini, M; Meco, I |
| 2015 | Housing wealth, financial wealth, and consumption: New evidence for Italy and the UK | Barrell, R; Costantini, M; Meco, I |
| 2016 | How accurate are professional forecasts in Asia? Evidence from ten countries | Chen, Q; Costantini, M; Deschamps, B |
| 2016 | Identifying stationary series in panels: A Monte Carlo evaluation of sequential panel selection methods | Costantini, M; Lupi, C |
| 2014 | On the usefulness of cross-validation for directional forecast evaluation | Bergmeir, C; Costantini, M; BenÃtez, JM |
| 9-Dec-2016 | Panel stationary tests against changes in persistence | Cerqueti, R; Costantini, M; Gutierrez, L; Westerlund, J |
| 2012 | Re-examining the decline in the US saving rate: The impact of mortgage equity withdrawal | Caporale, GM; Costantini, M; Paradiso, A |
| 2013 | A simple panel-CADF test for unit roots | Costantini, M; Lupi, C |
| 2016 | A Simple Testing Procedure for Unit Root and Model Specification | Costantini, M; Sen, A |
| 2011 | Testing for rational bubbles in the presence of structural breaks: Evidence from nonstationary panels | Costantini, M |
| 2018 | What do panel data say on inequality and GDP? New evidence at US state-level | Costantini, M; Paradiso, A |
