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 2 50 1 1 17 97
Correlation Based Tests of Predictability 0 0 0 83 0 2 12 75
Forecasting Aluminum Prices with Commodity Currencies 0 0 1 73 1 3 13 123
Forecasting Base Metal Prices with Commodity Currencies 0 0 0 184 1 1 10 335
Forecasting Base Metal Prices with an International Stock Index 0 0 2 45 0 0 13 89
Learning from crises: A new class of time-varying parameter VARs with observable adaptation 0 0 16 16 4 4 14 14
The Mean Squared Prediction Error Paradox 0 0 0 99 0 2 23 133
The Mean Squared Prediction Error Paradox: A summary 0 0 1 67 0 1 17 100
The predictive relationship between exchange rate expectations and base metal prices 0 0 0 119 1 1 16 206
Total Working Papers 0 0 22 736 8 15 135 1,172


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 1 7 36
An Inconvenient Truth about Forecast Combinations 0 0 0 4 0 0 11 17
Correlation‐based tests of predictability 0 0 1 3 0 1 15 21
Cryptocurrency Forecasting: More Evidence of the Meese-Rogoff Puzzle 0 0 1 8 0 1 23 40
Forecasting Base Metal Prices with an International Stock Index 0 0 0 11 1 2 10 45
Forecasting aluminum prices with commodity currencies 0 0 1 12 0 0 16 52
Forecasting base metal prices with exchange rate expectations 0 0 0 9 0 2 13 33
Forecasting base metal prices with the Chilean exchange rate 0 1 4 59 0 8 28 223
Forecasting fuel prices with the Chilean exchange rate: Going beyond the commodity currency hypothesis 0 0 0 30 0 1 23 101
More predictable than ever, with the worst MSPE ever 0 0 2 17 0 1 25 61
The Volatility Forecasting Power of Financial Network Analysis 0 0 0 2 1 2 9 20
The mean squared prediction error paradox 0 1 1 2 1 3 8 11
The predictive power of stock market’s expectations volatility: A financial synchronization phenomenon 0 0 0 4 0 1 11 26
“A Bias Recognized Is a Bias Sterilized”: The Effects of a Bias in Forecast Evaluation 0 0 0 2 0 0 9 25
“Agree to Disagree”: Forecasting Stock Market Implied Volatility Using Financial Report Tone Disagreement Analysis 1 3 4 11 1 3 25 47
“Go Wild for a While!”: A New Test for Forecast Evaluation in Nested Models 0 0 0 4 1 1 9 16
“Watch your tone!”: Forecasting mining industry commodity prices with financial report tone 0 0 1 7 0 0 17 25
Total Journal Articles 1 5 15 205 5 27 259 799


Statistics updated 2026-09-10