Professur für Volkswirtschaftslehre, empirische Wirtschaftsforschung (Prof. Wilfling)

Formalizing a postprocessing procedure for linear-convex combination forecasts Monschang, Verena; Wilfling, Bernd (2025) In: Journal of Forecasting, 44(4), 1280-1293. doi:10.1002/for.3229 Research article (journal) \| Peer reviewed \| Published
Multi-horizon uniform superior predictive ability revisited Monschang, Verena; Trede, Mark; Wilfling, Bernd (2025) In: Journal of Business and Economic Statistics. Research article (journal) \| Peer reviewed \| accepted / in press (not yet published)
Multi-horizon uniform superior predictive ability revisited: A size-exploiting and consistent test Monschang, Verena; Trede, Mark; Wilfling, Bernd (2023) Münster: Universität Münster. Working paper \| Published
A procedure for upgrading linear-convex combination forecasts with an application to volatility prediction Monschang Verena, Wilfling Bernd (2022) University of Muenster(kein Verlag angegeben). Working paper \| Published
Sup-ADF-style bubble-detection methods under test Monschang Verena, Wilfling Bernd (2021) In: Empirical Economics, 61(1), 145-172. doi:10.1007/s00181-020-01859-7 Research article (journal) \| Peer reviewed \| Published

New approaches to forecasting economic and financial time series Duration: since 01/01/2020 Type of project: Own resources project
Bubbles in financial markets Duration: since 01/01/2020 Type of project: Own resources project

Multi-horizon uniform superior predicitve ability revisited: A size-exploiting and consistent test Monschang, Verena; Trede, Mark; Wilfling, Bernd (17/09/2024) Jahrestagung des Vereins für Socialpolitik, 2024, Berlin, Technische Universität Type of talk: scientific talk
An improved test for uniform superior predicitve ability Monschang, Verena; Trede, Mark; Wilfling, Bernd (02/08/2023) 6th International Conference on Econometrics and Statistics (EcoSta 2023), Waseda University, Tokyo Type of talk: scientific talk
An improved test for uniform superior predictive ability Monschang, Verena; Trede, Mark; Wilfling, Bernd (07/06/2023) International Conference on Quantitative Finance and Financial Econometrics (QFFE 2023), Aix-Marseille School of Economics Type of talk: scientific talk
A procedure for upgrading linear-convex combination forecasts with an application to volatility prediction Monschang, Verena; Wilfling, Bernd (13/09/2022) Jahrestagung des Vereins für Socialpolitik, Basel Type of talk: scientific talk

Contributions to Forecasting and Hypothesis Testing with Application to Financial-Market Data
Candidate: Monschang, Verena | Supervisors: Wilfling, Bernd; Trede, Mark | Reviewers: Trede, Mark; Wilfling, Bernd
Period of time: 01/04/2017 - 01/07/2022
Doctoral examination procedure finished at: Doctoral examination procedure at University of Münster

Formalizing a postprocessing procedure for linear-convex combination forecasts Monschang, Verena; Wilfling, Bernd (2025) In: Journal of Forecasting, 44(4), 1280-1293. doi:10.1002/for.3229 Research article (journal) \| Peer reviewed \| Published
Multi-horizon uniform superior predictive ability revisited Monschang, Verena; Trede, Mark; Wilfling, Bernd (2025) In: Journal of Business and Economic Statistics. Research article (journal) \| Peer reviewed \| accepted / in press (not yet published)
Multi-horizon uniform superior predictive ability revisited: A size-exploiting and consistent test Monschang, Verena; Trede, Mark; Wilfling, Bernd (2023) Münster: Universität Münster. Working paper \| Published
A procedure for upgrading linear-convex combination forecasts with an application to volatility prediction Monschang Verena, Wilfling Bernd (2022) University of Muenster(kein Verlag angegeben). Working paper \| Published
Sup-ADF-style bubble-detection methods under test Monschang Verena, Wilfling Bernd (2021) In: Empirical Economics, 61(1), 145-172. doi:10.1007/s00181-020-01859-7 Research article (journal) \| Peer reviewed \| Published