City Research Online

Items where Author is "Spreng, L."

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Number of items: 3.

Article

Hillebrand, E., Mikkelsen, J., Spreng, L. & Urga, G. ORCID: 0000-0002-6742-7370 (2023). Exchange Rates and Macroeconomic Fundamentals: Evidence of Instabilities from Time-Varying Factor Loadings. Journal of Applied Econometrics, 38(6), pp. 857-877. doi: 10.1002/jae.2984

Urga, G. ORCID: 0000-0002-6742-7370 & Spreng, L. (2022). Combining p-values for Multivariate Predictive Ability Testing. Journal of Business and Economic Statistics, 41(3), pp. 765-777. doi: 10.1080/07350015.2022.2067545

Thesis

Spreng, L. (2023). Essays on Econometric Forecasting. (Unpublished Doctoral thesis, City, University of London)

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