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Forecast of time-varying effects of post-GFC monetary policy + a novel computing application

CORDIS provides links to public deliverables and publications of HORIZON projects.

Links to deliverables and publications from FP7 projects, as well as links to some specific result types such as dataset and software, are dynamically retrieved from OpenAIRE .

Publications

Time-varying coefficient estimation in SURE models. Application to portfolio management

Author(s): Isabel Casas, Eva Ferreira, Susan Orbe
Published in: 2017
Publisher: TBA

Reexamining Financial and Economic Predictability with New Estimators of Realized Variance and Variance Risk Premium

Author(s): Isabel Casas, Xiuping Mao, Helena Veiga
Published in: 2018
Publisher: TBA

tvReg: Time-Varying Coefficients Linear Regression for Single and Multiple Equations

Author(s): Isabel Casas, Ruben Fernandez-Casal
Published in: 2017
Publisher: TBA

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