Testing for business cycle asymmetries based on autoregressions with a Markov switching interceptMalte KnüppelAgotadoNotifícame
Evaluating the calibration of multi-step-ahead density forecasts using raw momentsMalte KnüppelAgotadoNotifícame
The empirical (ir)relevance of the interest rate assumption for central bank forecastsMalte KnüppelAgotadoNotifícame
Forecast-error-based estimation of forecast uncertainty when the horizon is increasedMalte KnüppelAgotadoNotifícame