Costantini, Mauro

Article in Academic Journal

Costantini, Mauro and Kunst, Robert M.ORCID: https://orcid.org/0000-0001-6831-2471 (2020) On using predictive-ability tests in the selection of time-series prediction models: A Monte Carlo evaluation. International Journal of Forecasting, 37 (2), pp. 445-460. https://doi.org/10.1016/j.ijforecast.2020.06.010

Costantini, Mauro; Gunter, Ulrich and Kunst, Robert M.ORCID: https://orcid.org/0000-0001-6831-2471 (2017) Forecast Combinations in a DSGE-VAR Lab. Journal of Forecasting, 36 (3), pp. 305-324. https://doi.org/10.1002/for.2427

Costantini, Mauro; Crespo-Cuaresma, Jesús and Hlouskova, JaroslavaORCID: https://orcid.org/0000-0002-2298-0068 (2016) Forecasting Errors, Directional Accuracy and Profitability of Currency Trading: The Case of EUR/USD Exchange Rate. Journal of Forecasting, 35 (7), pp. 652-668. https://doi.org/10.1002/for.2398

Costantini, Mauro and Kunst, Robert M.ORCID: https://orcid.org/0000-0001-6831-2471 (2011) Combining forecasts based on multiple encompassing tests in a macroeconomic core system. Journal of Forecasting, 30 (6), pp. 579-596. https://doi.org/10.1002/for.1190

IHS Series

Costantini, Mauro and Kunst, Robert M.ORCID: https://orcid.org/0000-0001-6831-2471 (July 2018) On Using Predictive-ability Tests in the Selection of Time-series Prediction Models: A Monte Carlo Evaluation. Former Series > Working Paper Series > IHS Economics Series 341, 38 p.

Costantini, Mauro; Gunter, Ulrich and Kunst, Robert M.ORCID: https://orcid.org/0000-0001-6831-2471 (December 2014) Forecast combinations in a DSGE-VAR lab. Former Series > Working Paper Series > IHS Economics Series 309, 57 p.

Costantini, Mauro; Crespo-Cuaresma, Jesús and Hlouskova, JaroslavaORCID: https://orcid.org/0000-0002-2298-0068 (September 2014) Can Macroeconomists Get Rich Forecasting Exchange Rates? Former Series > Working Paper Series > IHS Economics Series 305, 37 p.

Costantini, Mauro; Gunter, Ulrich and Kunst, Robert M.ORCID: https://orcid.org/0000-0001-6831-2471 (October 2012) Forecast Combination Based on Multiple Encompassing Tests in a Macroeconomic DSGE-VAR System. Former Series > Working Paper Series > IHS Economics Series 292

Costantini, Mauro and Kunst, Robert M.ORCID: https://orcid.org/0000-0001-6831-2471 (November 2011) On the Usefulness of the Diebold-Mariano Test in the Selection of Prediction Models: Some Monte Carlo Evidence. Former Series > Working Paper Series > IHS Economics Series 276

Costantini, Mauro and Lupi, Claudio (January 2011) A Simple Panel-CADF Test for Unit Roots. Former Series > Working Paper Series > IHS Economics Series 261

Costantini, Mauro; Gunter, Ulrich and Kunst, Robert M.ORCID: https://orcid.org/0000-0001-6831-2471 (May 2010) Forecast Combination Based on Multiple Encompassing Tests in a Macroeconomic DSGE System. Former Series > Working Paper Series > IHS Economics Series 251

Costantini, Mauro and Kunst, Robert M.ORCID: https://orcid.org/0000-0001-6831-2471 (September 2009) Combining Forecasts Based on Multiple Encompassing Tests in a Macroeconomic Core System. Former Series > Working Paper Series > IHS Economics Series 243

Costantini, Mauro and Pappalardo, Carmine (June 2009) A Hierarchical Procedure for the Combination of Forecasts: This is a revised version of Working Paper 228, Economics Series, October 2008, which includes some changes. The most important change regards the reference of Kisinbay (2007), which was not reported in the previous version. The hierarchical procedure proposed in the paper is based on the approach of Kisinbay (2007), but some modifications of that approach are provided. Former Series > Working Paper Series > IHS Economics Series 240

Coppier, Raffaella; Costantini, Mauro and Piga, Gustavo (May 2009) Do "Clean Hands" Ensure Healthy Growth?: Theory and Practice in the Battle Against Corruption. Former Series > Working Paper Series > IHS Economics Series 238

Costantini, Mauro and Pappalardo, Carmine (October 2008) Combination of Forecast Methods Using Encompassing Tests: An Algorithm-Based Procedure ; For the revised version of this paper, see Working Paper 240, Economics Series, June 2009, which includes some changes. The most important change regards the reference of Kisinbay (2007), which was not reported in the previous version. The hierarchical procedure proposed in the paper is based on the approach of Kisinbay (2007), but some modifications of that approach are provided. Former Series > Working Paper Series > IHS Economics Series 228