//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
accessRights:"free"
~isPartOf:"Working papers"
~language:"eng"
~language:"slv"
~subject:"Forecasting model"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Vector autoregressive process"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Forecasting model
VAR model
47
VAR-Modell
47
Estimation
16
Schätzung
16
Schock
14
Shock
14
Theorie
11
Theory
11
USA
10
United States
10
Bayes-Statistik
8
Bayesian inference
8
Geldpolitik
8
Monetary policy
8
Impact assessment
7
Time series analysis
7
Wirkungsanalyse
7
Zeitreihenanalyse
7
Markov chain
6
Markov-Kette
6
Business cycle
5
Konjunktur
5
Mexico
5
Mexiko
5
Börsenkurs
4
EU countries
4
EU-Staaten
4
Estimation theory
4
Euro area
4
Eurozone
4
Finanzpolitik
4
Fiscal policy
4
Modellierung
4
Prognoseverfahren
4
Risikomaß
4
Risk measure
4
Schätztheorie
4
Scientific modelling
4
Share price
4
more ...
less ...
Online availability
All
Free
Type of publication
All
Book / Working Paper
4
Type of publication (narrower categories)
All
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Language
All
English
Slovenian
Author
All
Dionne, Georges
2
Hassani, Samir Saissi
2
Casarin, Roberto
1
Corradin, Fausto
1
Ravazzolo, Francesco
1
Sartore, Domenico
1
Teymurzade, Sahil
1
Ślepaczuk, Robert
1
more ...
less ...
Published in...
All
Working papers
Working paper series / European Central Bank
24
Working paper
20
Federal Reserve Bank of Cleveland working paper series
17
CAMA working paper series
15
ECB Working Paper
14
CESifo working papers
10
CAMA Working Paper
9
Discussion paper
9
International Journal of Energy Economics and Policy : IJEEP
9
CREATES research paper
8
Ifo working papers
8
NBER working paper series
8
IMF working papers
7
Sveriges Riksbank working paper series
7
Temi di discussione / Banca d'Italia
7
Working paper / Department of Econometrics and Business Statistics, Monash University
7
Working paper series
7
Discussion papers / Adam Smith Business School, University of Glasgow
6
NBER Working Paper
6
Risks : open access journal
6
Staff working papers / Bank of England
6
Strathclyde discussion papers in economics
6
Working paper / Norges Bank
6
Working paper series / Czech National Bank
6
CFM discussion paper series
5
Department of Economics working paper
5
Econometrics : open access journal
5
FRB of Cleveland Working Paper
5
Journal of forecasting
5
Série de trabalhos para discussão
5
Working paper / Graduate Institute of International and Development Studies
5
Working paper series / Department of Economics, Auburn University
5
Bank of England Working Paper
4
Discussion paper series / Reserve Bank of New Zealand
4
EUI working paper / ECO
4
Ensaios econômicos
4
Journal of applied econometrics
4
Research working papers / Federal Reserve Bank of Kansas City
4
Bank of Greece Working Paper
3
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Predicting DJIA, NASDAQ and NYSE index prices using ARIMA and VAR models
Teymurzade, Sahil
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014448266
Saved in:
2
Using skewed exponential power mixture for VaR and CVaR forecasts to comply with market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
-
2023
Persistent link: https://www.econbiz.de/10014232280
Saved in:
3
Forecasting VaR and CVaR based on a skewed exponential power mixture, in compliance with the new market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
-
2022
Persistent link: https://www.econbiz.de/10013273453
Saved in:
4
A scoring rule for factor and autoregressive models under misspecification
Casarin, Roberto
;
Corradin, Fausto
;
Ravazzolo, Francesco
; …
-
2018
Persistent link: https://www.econbiz.de/10011956868
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->