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isPartOf:"Discussion papers"
subject:"Zeitreihenanalyse"
~isPartOf:"International journal of forecasting"
~subject:"Prognose"
~subject:"Volatilität"
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Zeitreihenanalyse
Prognose
Volatilität
Estimation
233
Schätzung
233
Forecasting model
158
Prognoseverfahren
158
Theorie
108
Theory
108
Time series analysis
79
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49
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33
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Koopman, Siem Jan
4
Silvapulle, Paramsothy
4
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2
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2
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2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
Bräuning, Falk
1
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1
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Discussion papers
International journal of forecasting
Applied economics
217
Economic modelling
199
Energy economics
196
Journal of econometrics
166
Applied economics letters
159
Finance research letters
157
International review of economics & finance : IREF
146
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
131
Working paper
124
CESifo working papers
121
Economics letters
121
International review of financial analysis
120
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
118
The North American journal of economics and finance : a journal of financial economics studies
114
Working paper / National Bureau of Economic Research, Inc.
107
Journal of empirical finance
106
Journal of banking & finance
102
NBER working paper series
102
Journal of international money and finance
100
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100
Applied financial economics
99
Discussion paper / Tinbergen Institute
94
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
89
Research in international business and finance
82
Journal of international financial markets, institutions & money
81
Journal of forecasting
79
Discussion paper / Centre for Economic Policy Research
71
Journal of risk and financial management : JRFM
71
The journal of futures markets
69
International journal of finance & economics : IJFE
68
Journal of applied econometrics
59
The European journal of finance
58
Econometric reviews
57
Journal of economic dynamics & control
54
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
50
International Journal of Energy Economics and Policy : IJEEP
49
Macroeconomic dynamics
48
CAMA working paper series
46
International journal of economics and finance
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ECONIS (ZBW)
122
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1
Should I open to forecast? : implications from a multi-country unobserved components model with sparse factor stochastic volatility
Wu, Ping
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 903-917
Persistent link: https://www.econbiz.de/10014547224
Saved in:
2
Reservoir computing for macroeconomic forecasting with mixed-frequency data
Ballarin, Giovanni
;
Dellaportas, Petros
;
Grigoryeva, …
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1206-1237
Persistent link: https://www.econbiz.de/10014547272
Saved in:
3
Accelerating peak dating in a dynamic factor Markov-switching model
Os, Bram van
;
Dijk, Dick van
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 313-323
Persistent link: https://www.econbiz.de/10014450273
Saved in:
4
A theory-based method to evaluate the impact of central bank inflation forecasts on private inflation expectations
Vereda, Luciano
;
Savignon, João
;
Silva, Tarciso Gouveia da
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1069-1084
Persistent link: https://www.econbiz.de/10014547257
Saved in:
5
Forecasting in factor augmented regressions under structural change
Massacci, Daniele
;
Kapetanios, George
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 62-76
Persistent link: https://www.econbiz.de/10014450259
Saved in:
6
Testing the predictive accuracy of COVID-19 forecasts
Coroneo, Laura
;
Iacone, Fabrizio
;
Paccagnini, Alessia
; …
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 606-622
Persistent link: https://www.econbiz.de/10014465074
Saved in:
7
Forecasting crude oil futures market returns : a principal component analysis combination approach
Zhang, Yaojie
;
Wang, Yudong
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 659-673
Persistent link: https://www.econbiz.de/10014465079
Saved in:
8
Forecasting extreme financial risk : a score-driven approach
Fuentes, Fernanda
;
Herrera, Rodrigo
;
Clements, Adam
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 720-735
Persistent link: https://www.econbiz.de/10014465107
Saved in:
9
Time-varying variance and skewness in realized volatility measures
Opschoor, Anne
;
Lucas, André
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 827-840
Persistent link: https://www.econbiz.de/10014465151
Saved in:
10
Real-time inflation forecasting using non-linear dimension reduction techniques
Hauzenberger, Niko
;
Huber, Florian
;
Klieber, Karin
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 901-921
Persistent link: https://www.econbiz.de/10014465163
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