Items where Author is "Spreng, L."
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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
Spreng, L. & Urga, G. ORCID: 0000-0002-6742-7370 (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 (Unpublished Doctoral thesis, City, University of London)