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Marc Wildi

ZHAW Zurich University of Applied Sciences (per OpenAlex) · OpenAlex

14 papers in scope · 11 published · 3 on the econ.EM arXiv · 82 citations · h-index 6 (over the papers listed here)

Papers

(3 of 14)

Forecasting on the Accuracy-Timeliness Frontier: Two Novel `Look Ahead' Predictors
working paper2026 · arXiv
Paper profile arXiv arXiv:2602.23087
The Accuracy Smoothness Dilemma in Prediction: a Novel Multivariate M-SSA Forecast Approach
working paper2026 · arXiv
Paper profile arXiv arXiv:2602.13722
Sign Accuracy, Mean-Squared Error and the Rate of Zero Crossings: a Generalized Forecast Approach
working paper2026 · arXiv
Paper profile arXiv arXiv:2601.06547
Business-Cycle Analysis and Zero-Crossings of Time Series: A Generalized Forecast Approach
published2024 · Journal of Business Cycle Research · 1 citations
Journal of Business Cycle Research
Real-Time Signal Extraction: a Shift of Perspective/Extracción de señal en tiempo real: un cambio de perspectiva
published2021 · Studies of Applied Economics · 3 citations · first circulated 2010
Studies of Applied Economics
The Multivariate Linear Prediction Problem: Model-Based and Direct Filtering Solutions
published2020 · Econometrics and Statistics · 6 citations
with Tucker McElroy
Econometrics and Statistics
The trilemma between accuracy, timeliness and smoothness in real-time signal extraction
published2019 · International Journal of Forecasting · 8 citations
with Tucker McElroy
International Journal of Forecasting
Bitcoin and market-(in)efficiency: a systematic time series approach
published2019 · Digital Finance · 27 citations
with Nils Bundi
Digital Finance
Optimal Real-Time Filters for Linear Prediction Problems
published2016 · Journal of Time Series Econometrics · 7 citations
with Tucker McElroy
Journal of Time Series Econometrics
Multi-step-ahead estimation of time series models
published2013 · International Journal of Forecasting · 22 citations
with Tucker McElroy
International Journal of Forecasting
Discussion: Calling recessions in real time
published2011 · International Journal of Forecasting · 1 citations
International Journal of Forecasting
Signal Extraction Revision Variances as a Goodness-of-Fit Measure
published2010 · Journal of Time Series Econometrics · 6 citations
with Tucker McElroy
Journal of Time Series Econometrics
Data driven multivariate measure of data quality in patient records: applications of a novel fast filter approach
published2007 · Swiss Medical Informatics
with Jürg Dietrich, Daniel W. Zahnd
Swiss Medical Informatics
Estimation of AR-and MA-Parameters of Non-Linear SETARMA-Processes
published1998 · Operations research proceedings · 1 citations
Operations research proceedings

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.