Costantini Mauro

Mauro Costantini

Information about the author Mauro Costantini will soon be added to the site.
Found 3 papers in total
Forecast Combinations in a DSGE-VAR Lab
Forecast Combinations in a DSGE-VAR Lab
2017
We explore the benefits of forecast combinations based on forecast‐encompassing...
Forecasting Errors, Directional Accuracy and Profitability of Currency Trading: The Case of EUR/USD Exchange Rate
Forecasting Errors, Directional Accuracy and Profitability of Currency Trading: The Case of EUR/USD Exchange Rate
2016
We provide a comprehensive study of out‐of‐sample forecasts for the...
Combining forecasts based on multiple encompassing tests in a macroeconomic core system
Combining forecasts based on multiple encompassing tests in a macroeconomic core system
2011
This paper investigates whether and to what extent multiple encompassing tests may...
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