19972022

Research output per year

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Research Output

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Conference Paper
2006

Forecasting with exponential smoothing: Exact prediction distributions in the presence of model uncertainty

Forbes, C. S., Snyder, R. D. & Shami, R. G., 2006, Proceedings of ESAM 2006: Australasian Meeting of the Econometric Society. Bardsley, P. & Dungey, M. (eds.). http://esam06.anu.edu.au/: The Econometric Society, p. 1 - 19 19 p.

Research output: Chapter in Book/Report/Conference proceedingConference PaperResearchpeer-review

Parameterisation and efficient MCMC estimation of non-Gaussian state space models

Strickland, C. M., Martin, G. M. & Forbes, C. S., 2006, Proceedings of ESAM 2006: Australasian Meeting of the Econometric Society. Bardsley, P. & Dungey, M. (eds.). http://esam06.anu.edu.au: The Econometric Society, p. 1 - 33 33 p.

Research output: Chapter in Book/Report/Conference proceedingConference PaperResearchpeer-review

1999

A Bayesian soft target zone analysis

Forbes, C. S. & Kofman, P., 1999, Proceedings: ESAM99 (Econometric Society Australasian Meeting). Sydney NSW Australia: University of Technology, Sydney, p. 1 - 21 21 p.

Research output: Chapter in Book/Report/Conference proceedingConference PaperResearchpeer-review

A non-credible taraget zone model for exchange rate data

Forbes, C. S. & Kofman, P., 1999, Proceedings: Queensland Finance Conference 1999. Brisbane Qld Australia: Queensland University of Technology, p. 1 - 18 18 p.

Research output: Chapter in Book/Report/Conference proceedingConference PaperResearchpeer-review

A structural model with switching regime

Shami, R. G. & Forbes, C. S., 1999, Proceedings: ESAM99 (Econometric Society Australasian Meeting). Sydney NSW Australia: University of Technology, Sydney, p. 1 - 16 16 p.

Research output: Chapter in Book/Report/Conference proceedingConference PaperResearchpeer-review