Access Statistics for Nicolas Hardy

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
"Go wild for a while!": A new asymptotically Normal test for forecast evaluation in nested models 0 0 1 49 1 4 10 88
Correlation Based Tests of Predictability 0 0 1 83 1 5 9 71
Forecasting Aluminum Prices with Commodity Currencies 0 1 1 73 0 5 11 118
Forecasting Base Metal Prices with Commodity Currencies 0 0 0 184 1 2 6 330
Forecasting Base Metal Prices with an International Stock Index 0 0 3 45 0 6 9 84
Learning from crises: A new class of time-varying parameter VARs with observable adaptation 0 9 16 16 0 5 8 8
The Mean Squared Prediction Error Paradox 0 0 1 99 1 7 18 125
The Mean Squared Prediction Error Paradox: A summary 0 1 2 67 0 5 14 94
The predictive relationship between exchange rate expectations and base metal prices 0 0 0 119 3 6 11 199
Total Working Papers 0 11 25 735 7 45 96 1,117


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Simple Out-of-Sample Test of Predictability against the Random Walk Benchmark 0 0 0 20 0 3 4 33
An Inconvenient Truth about Forecast Combinations 0 0 1 4 1 7 12 16
Correlation‐based tests of predictability 0 0 0 2 0 6 13 16
Cryptocurrency Forecasting: More Evidence of the Meese-Rogoff Puzzle 0 0 1 8 2 7 15 30
Forecasting Base Metal Prices with an International Stock Index 0 0 4 11 1 3 19 43
Forecasting aluminum prices with commodity currencies 0 0 1 11 1 10 13 47
Forecasting base metal prices with exchange rate expectations 0 0 2 9 1 4 13 26
Forecasting base metal prices with the Chilean exchange rate 0 0 10 56 2 10 34 210
Forecasting fuel prices with the Chilean exchange rate: Going beyond the commodity currency hypothesis 0 0 0 30 3 13 25 97
More predictable than ever, with the worst MSPE ever 0 0 9 17 1 4 31 50
The Volatility Forecasting Power of Financial Network Analysis 0 0 0 2 0 0 8 16
The mean squared prediction error paradox 0 0 0 1 0 4 4 7
The predictive power of stock market’s expectations volatility: A financial synchronization phenomenon 0 0 0 4 0 2 5 20
“A Bias Recognized Is a Bias Sterilized”: The Effects of a Bias in Forecast Evaluation 0 0 0 2 1 4 7 23
“Agree to Disagree”: Forecasting Stock Market Implied Volatility Using Financial Report Tone Disagreement Analysis 0 0 2 7 1 10 23 39
“Go Wild for a While!”: A New Test for Forecast Evaluation in Nested Models 0 0 0 4 0 3 7 14
“Watch your tone!”: Forecasting mining industry commodity prices with financial report tone 0 0 6 7 0 3 12 15
Total Journal Articles 0 0 36 195 14 93 245 702


Statistics updated 2026-04-09