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Crude oil price volatility dynamics and the great recessionNonejad, Nima · Applied Economics Letters · 2018
Forecasting With the Standardized Self-Perturbed Kalman FilterGrassi, Stefano; Nonejad, Nima; De Magistris, Paolo Santucci · Journal of Applied Econometrics · 2016
Flexible model comparison of unobserved components models using particle Gibbs with ancestor samplingNonejad, Nima · Economics Letters · 2015
Modeling and forecasting aggregate stock market volatility in unstable environments using mixture innovation regressionsNonejad, Nima · Journal of Forecasting · 2017
Particle Markov Chain Monte Carlo Techniques of Unobserved Component Time Series Models Using OxNonejad, Nima · Journal of Time Series Econometrics · 2016
Does the price of crude oil help predict the conditional distribution of aggregate equity return?Nonejad, Nima · Empirical Economics · 2019
Modeling Persistence and Parameter Instability in Historical Crude Oil Price Data Using a Gibbs Sampling ApproachNonejad, Nima · Computational Economics · 2018
Global Energy Forecasting Competition 2012Hong, Tao; Pinson, Pierre; Fan, Shu · International Journal of Forecasting · 2014
Book reviewSloboda, Brian · International Journal of Forecasting · 2013
Forecasting the Business CycleFerrara, Laurent; van Dijk, Dick · International Journal of Forecasting · 2014
Forecasting with dimension switching VARsKoop, Gary · International Journal of Forecasting · 2014
Forecasting the US housing marketKouwenberg, Roy; Zwinkels, Remco · International Journal of Forecasting · 2014
Editorial BoardInternational Journal of Forecasting · 2014
Editorial BoardInternational Journal of Forecasting · 2013
Stress testing banksSchuermann, Til · International Journal of Forecasting · 2014