dr. (Andreas) A Pick

All publications (10)

• Article (10)

  • T. Boot & A. Pick (2019). Does modeling a structural break improve forecast accuracy? Journal of Econometrics, 215 (1), 35-59. doi: 10.1016/j.jeconom.2019.07.007
  • T. Boot & A. Pick (2018). Optimal forecasts from Markov switching models. Journal of Business and Economic Statistics, 36 (4), 628-642. doi: 10.1080/07350015.2016.1219264
  • A. Pick & A.P. Markiewicz (2014). Adaptive learning and survey expectations. Journal of Economic Behavior and Organization, 107 (Part B), 685-707. doi: 10.1016/j.jebo.2014.04.005
  • M.H. Pesaran, A. Pick & M. Pranovich (2013). Optimal Forecasts in the Presence of Structural Breaks. Journal of Econometrics, 177 (2), 134-152. doi: 10.1016/j.jeconom.2013.04.002
  • H. Pesaran, A. Pick & C. Hsiao (2012). Diagnostic tests of cross section independence in limited dependent variable panel data models. Oxford Bulletin of Economics and Statistics, 74 (2), 253-277. doi: 10.1111/j.1468-0084.2011.00646.x
  • H. Pesaran, A. Pick & A. Timmermann (2011). Variable selection, estimation and inference for multi-period forecasting problems. Journal of Econometrics, 164 (1), 173-187. doi: 10.1016/j.jeconom.2011.02.018
  • H. Pesaran & A. Pick (2011). Forecast combination across estimation windows. Journal of Business and Economic Statistics, 29 (2), 307-318. doi: 10.1198/jbes.2010.09018
  • K. Bernoth & A. Pick (2011). Forecasting the fragility of the banking and insurance sector. Journal of Banking and Finance, 35 (4), 807-818. doi: 10.1016/j.jbankfin.2010.10.024
  • A. Pick & H. Pesaran (2007). Econometric issues in the analysis of contagion. Journal of Economic Dynamics and Control, 31 (4), 1245-1277. doi: 10.1016/j.jedc.2006.03.008
  • D. Egginton, A. Pick & S. Vahey (2002). "'Keep it real!': a real-time UK macro data set". Economics Letters, 77 (1), 15-20. doi: 10.1016/S0165-1765(02)00094-0

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Teaching (68)

Present position

Other positions (1)