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 1 2 50 1 9 17 96
Correlation Based Tests of Predictability 0 0 1 83 0 3 11 73
Forecasting Aluminum Prices with Commodity Currencies 0 0 1 73 0 2 12 120
Forecasting Base Metal Prices with Commodity Currencies 0 0 0 184 1 5 10 334
Forecasting Base Metal Prices with an International Stock Index 0 0 3 45 2 5 14 89
Learning from crises: A new class of time-varying parameter VARs with observable adaptation 0 0 16 16 1 2 10 10
The Mean Squared Prediction Error Paradox 0 0 1 99 2 7 24 131
The Mean Squared Prediction Error Paradox: A summary 0 0 2 67 0 5 18 99
The predictive relationship between exchange rate expectations and base metal prices 0 0 0 119 3 9 16 205
Total Working Papers 0 1 26 736 10 47 132 1,157


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 2 6 35
An Inconvenient Truth about Forecast Combinations 0 0 0 4 0 2 11 17
Correlation‐based tests of predictability 1 1 1 3 2 4 17 20
Cryptocurrency Forecasting: More Evidence of the Meese-Rogoff Puzzle 0 0 1 8 0 11 23 39
Forecasting Base Metal Prices with an International Stock Index 0 0 1 11 0 1 11 43
Forecasting aluminum prices with commodity currencies 0 1 1 12 0 6 17 52
Forecasting base metal prices with exchange rate expectations 0 0 1 9 1 6 14 31
Forecasting base metal prices with the Chilean exchange rate 2 2 7 58 3 7 30 215
Forecasting fuel prices with the Chilean exchange rate: Going beyond the commodity currency hypothesis 0 0 0 30 0 6 27 100
More predictable than ever, with the worst MSPE ever 0 0 4 17 4 11 30 60
The Volatility Forecasting Power of Financial Network Analysis 0 0 0 2 1 2 10 18
The mean squared prediction error paradox 0 0 0 1 1 1 5 8
The predictive power of stock market’s expectations volatility: A financial synchronization phenomenon 0 0 0 4 0 5 10 25
“A Bias Recognized Is a Bias Sterilized”: The Effects of a Bias in Forecast Evaluation 0 0 0 2 0 3 9 25
“Agree to Disagree”: Forecasting Stock Market Implied Volatility Using Financial Report Tone Disagreement Analysis 1 1 3 8 3 6 26 44
“Go Wild for a While!”: A New Test for Forecast Evaluation in Nested Models 0 0 0 4 0 1 8 15
“Watch your tone!”: Forecasting mining industry commodity prices with financial report tone 0 0 1 7 1 10 17 25
Total Journal Articles 4 5 20 200 16 84 271 772


Statistics updated 2026-06-04