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 5 9 87
Correlation Based Tests of Predictability 0 0 1 83 0 5 8 70
Forecasting Aluminum Prices with Commodity Currencies 0 1 2 73 0 7 12 118
Forecasting Base Metal Prices with Commodity Currencies 0 0 0 184 1 2 5 329
Forecasting Base Metal Prices with an International Stock Index 0 0 3 45 3 6 9 84
Learning from crises: A new class of time-varying parameter VARs with observable adaptation 0 16 16 16 1 8 8 8
The Mean Squared Prediction Error Paradox 0 0 1 99 1 10 17 124
The Mean Squared Prediction Error Paradox: A summary 1 1 2 67 1 8 14 94
The predictive relationship between exchange rate expectations and base metal prices 0 0 0 119 2 4 8 196
Total Working Papers 1 18 26 735 10 55 90 1,110


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 2 20 2 3 6 33
An Inconvenient Truth about Forecast Combinations 0 0 1 4 1 7 11 15
Correlation‐based tests of predictability 0 0 0 2 3 8 13 16
Cryptocurrency Forecasting: More Evidence of the Meese-Rogoff Puzzle 0 0 1 8 1 7 13 28
Forecasting Base Metal Prices with an International Stock Index 0 0 4 11 0 3 19 42
Forecasting aluminum prices with commodity currencies 0 0 1 11 3 9 14 46
Forecasting base metal prices with exchange rate expectations 0 0 2 9 0 4 12 25
Forecasting base metal prices with the Chilean exchange rate 0 0 11 56 3 10 33 208
Forecasting fuel prices with the Chilean exchange rate: Going beyond the commodity currency hypothesis 0 0 0 30 2 11 22 94
More predictable than ever, with the worst MSPE ever 0 0 11 17 0 5 34 49
The Volatility Forecasting Power of Financial Network Analysis 0 0 0 2 0 1 8 16
The mean squared prediction error paradox 0 0 0 1 2 4 4 7
The predictive power of stock market’s expectations volatility: A financial synchronization phenomenon 0 0 0 4 0 4 6 20
“A Bias Recognized Is a Bias Sterilized”: The Effects of a Bias in Forecast Evaluation 0 0 0 2 1 4 6 22
“Agree to Disagree”: Forecasting Stock Market Implied Volatility Using Financial Report Tone Disagreement Analysis 0 0 2 7 3 14 23 38
“Go Wild for a While!”: A New Test for Forecast Evaluation in Nested Models 0 0 0 4 0 4 7 14
“Watch your tone!”: Forecasting mining industry commodity prices with financial report tone 0 0 6 7 1 4 12 15
Total Journal Articles 0 0 41 195 22 102 243 688


Statistics updated 2026-03-04