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subject:"Zeitreihenanalyse"
~isPartOf:"International journal of forecasting"
~subject:"Prognose"
~subject:"Volatility"
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Zeitreihenanalyse
Prognose
Volatility
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
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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
Bräuning, Falk
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1
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Discussion papers
International journal of forecasting
Applied economics
217
Economic modelling
199
Energy economics
184
Journal of econometrics
166
Applied economics letters
159
Finance research letters
152
International review of economics & finance : IREF
146
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
131
Economics letters
121
CESifo working papers
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International review of financial analysis
120
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
118
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114
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107
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106
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102
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102
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99
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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
66
Journal of applied econometrics
59
Econometric reviews
56
The European journal of finance
56
Journal of economic dynamics & control
51
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
48
Macroeconomic dynamics
48
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46
International journal of economics and finance
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ECONIS (ZBW)
122
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1
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
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2
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
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3
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
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4
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
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5
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
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6
Daily news sentiment and monthly surveys : a mixed-frequency dynamic factor model for nowcasting consumer confidence
Algaba, Andres
;
Borms, Samuel
;
Boudt, Kris
;
Verbeken, Brecht
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 266-278
Persistent link: https://www.econbiz.de/10014462779
Saved in:
7
FRED-SD : a real-time database for state-level data with forecasting applications
Bokun, Kathryn O.
;
Jackson, Laura
;
Kliesen, Kevin L.
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 279-297
Persistent link: https://www.econbiz.de/10014462780
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8
Nowcasting German GDP : foreign factors, financial markets, and model averaging
Andreini, Paolo
;
Hasenzagl, Thomas
;
Reichlin, Lucrezia
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 298-313
Persistent link: https://www.econbiz.de/10014462781
Saved in:
9
Does the Phillips curve help to forecast euro area inflation?
Bańbura, Marta
;
Bobeica, Elena
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 364-390
Persistent link: https://www.econbiz.de/10014462787
Saved in:
10
Estimation of a dynamic multi-level factor model with possible long-range dependence
Ergemen, Yunus Emre
;
Rodríguez-Caballero, Carlos Vladimir
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 405-430
Persistent link: https://www.econbiz.de/10014462789
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