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Machine Learning Time Series Regressions With an Application to Nowcasting
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Ghysels, EricBabii, Andrii

This article introduces structured machine learning regressions for high-dimensional time series data potentially sampled at different frequencies. The sparse-group LASSO estimator can take advanta…

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Should Macroeconomic Forecasters use daily financial data and how?
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Ghysels, EricAndreou, ElenaKourtellos, Andros

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Essays in econometrics : collected papers of Clive W.J. Granger
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Swanson, Norman R.Ghysels, EricWatson, Mark W.

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Automated Earnings Forecasts: Beat Analysts or Combine and Conquer?
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Ghysels, EricBall, Ryan T.

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The Normal Inverse Gaussian Distribution and the Pricing of Derivatives
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Eriksson, AndersGhysels, EricWang, Fangfang

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Forecasting professional forecasters
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Wright, Jonathan HGhysels, Eric

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Central Bank Macroeconomic Forecasting During the Global Financial Crisis: Th…
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Peach, RichardGhysels, EricAlessi, LuciaOnorante, LucaPotter, Simon

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Moment Implied Densities: Properties and Applications
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Ghysels, EricWang, Fangfang


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