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 50 1 2 17 98
Correlation Based Tests of Predictability 0 0 0 83 2 3 13 77
Forecasting Aluminum Prices with Commodity Currencies 0 0 1 73 1 2 13 124
Forecasting Base Metal Prices with Commodity Currencies 0 0 0 184 2 3 12 337
Forecasting Base Metal Prices with an International Stock Index 0 0 0 45 0 0 11 89
Learning from crises: A new class of time-varying parameter VARs with observable adaptation 0 0 16 16 3 7 17 17
The Mean Squared Prediction Error Paradox 0 0 0 99 0 0 23 133
The Mean Squared Prediction Error Paradox: A summary 0 0 1 67 1 2 17 101
The predictive relationship between exchange rate expectations and base metal prices 0 0 0 119 2 3 18 208
Total Working Papers 0 0 19 736 12 22 141 1,184


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 0 7 36
An Inconvenient Truth about Forecast Combinations 0 0 0 4 0 0 10 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 0 23 40
Forecasting Base Metal Prices with an International Stock Index 0 0 0 11 2 4 12 47
Forecasting aluminum prices with commodity currencies 0 0 1 12 1 1 17 53
Forecasting base metal prices with exchange rate expectations 0 0 0 9 1 2 14 34
Forecasting base metal prices with the Chilean exchange rate 1 1 4 60 1 2 26 224
Forecasting fuel prices with the Chilean exchange rate: Going beyond the commodity currency hypothesis 0 0 0 30 0 0 22 101
More predictable than ever, with the worst MSPE ever 0 0 2 17 1 2 24 62
The Volatility Forecasting Power of Financial Network Analysis 0 0 0 2 0 2 9 20
The mean squared prediction error paradox 0 0 1 2 1 3 9 12
The predictive power of stock market’s expectations volatility: A financial synchronization phenomenon 0 0 0 4 0 0 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 0 3 4 11 1 4 26 48
“Go Wild for a While!”: A New Test for Forecast Evaluation in Nested Models 0 0 0 4 0 1 8 16
“Watch your tone!”: Forecasting mining industry commodity prices with financial report tone 0 0 0 7 2 2 18 27
Total Journal Articles 1 4 14 206 10 24 260 809


Statistics updated 2026-10-11