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isPartOf:"Discussion papers in economics"
type_genre:"Arbeitspapier"
~isPartOf:"Econometric Institute research papers"
~subject:"Capital income"
~subject:"Forecasting model"
~subject:"OECD countries"
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Capital income
Forecasting model
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Estimation
166
Schätzung
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56
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44
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44
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39
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28
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McAleer, Michael
12
Franses, Philip Hans
8
Asai, Manabu
4
Chang, Chia-Lin
4
Coakley, Jerry
3
Dijk, Dick van
3
Fuertes, Ana María
3
Medeiros, Marcelo C.
3
Ravazzolo, Francesco
3
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3
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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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2
Tzavalis, Elias
2
Bannouh, Karim
1
Bhaghoe, Sailesh
1
Bulkley, George
1
Caporin, Massimiliano
1
Chan, Felix
1
Charemza, Wojciech
1
Clare, Andrew D.
1
Dijk, Herman K. van
1
Groen, Jan J. J.
1
Groenen, Patrick J. F.
1
Groot, Bert de
1
Hafner, Christian M.
1
Heij, Christiaan
1
Julliard, Christian
1
Karanikas, Evangelos
1
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1
Lombardo, Giovanni
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1
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1
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1
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4
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4
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1
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Discussion papers in economics
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Working paper / National Bureau of Economic Research, Inc.
184
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166
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143
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106
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79
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56
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50
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48
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47
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44
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43
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37
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
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1
An introduction to time-varying lag autoregression
Franses, Philip Hans
-
2020
Persistent link: https://www.econbiz.de/10012216295
Saved in:
2
Testing the predictive accuracy of COVID-19 forecasts
Coroneo, Laura
;
Iacone, Fabrizio
;
Paccagnini, Alessia
; …
-
2020
Persistent link: https://www.econbiz.de/10012491888
Saved in:
3
Estimates of quarterly GDP growth using MIDAS regressions
Bhaghoe, Sailesh
;
Ooft, Gavin
;
Franses, Philip Hans
-
2019
Persistent link: https://www.econbiz.de/10012149762
Saved in:
4
The impact of jumps and leverage in forecasting co-volatility
Asai, Manabu
;
McAleer, Michael
-
2015
Persistent link: https://www.econbiz.de/10011346236
Saved in:
5
Comparing predictive accuracy in small samples
Coroneo, Laura
;
Iacone, Fabrizio
-
2015
Persistent link: https://www.econbiz.de/10011411613
Saved in:
6
When growth beats value : removing tail risk from global equity momentum strategies
Clare, Andrew D.
;
Seaton, James
;
Smith, Peter N.
; …
-
2014
Persistent link: https://www.econbiz.de/10010376537
Saved in:
7
Modelling and simulation : an overview
McAleer, Michael
;
Chan, Felix
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009755013
Saved in:
8
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009619566
Saved in:
9
Do commercial real estate prices have predictive content for GDP?
Groot, Bert de
;
Franses, Philip Hans
-
2012
Persistent link: https://www.econbiz.de/10010360671
Saved in:
10
Testing CAPM with a large number of assets
Pesaran, M. Hashem
;
Yamagata, Takashi
-
2012
Persistent link: https://www.econbiz.de/10009535935
Saved in:
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