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isPartOf:"Discussion papers in economics"
type_genre:"Arbeitspapier"
~isPartOf:"Econometric Institute research papers"
~subject:"Capital income"
~subject:"Forecasting model"
~subject:"Prognoseverfahren"
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Capital income
Forecasting model
Prognoseverfahren
Estimation
166
Schätzung
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Theorie
56
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56
USA
44
United States
44
Großbritannien
39
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39
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28
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39
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McAleer, Michael
12
Franses, Philip Hans
8
Asai, Manabu
4
Chang, Chia-Lin
4
Dijk, Dick van
3
Medeiros, Marcelo C.
3
Ravazzolo, Francesco
3
Smith, Peter N.
3
Wickens, Michael R.
3
Coroneo, Laura
2
Harris, Richard D. F.
2
Iacone, Fabrizio
2
Jimenez-Martin, Juan-Angel
2
Parker, Jonathan A.
2
Pérez Amaral, Teodosio
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
Kostakis, Alexandros
1
Martens, Martin
1
Monteiro, Paulo Santos
1
Ono, Sadayuki
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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Discussion papers in economics
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Working paper / National Bureau of Economic Research, Inc.
125
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80
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74
CESifo working papers
68
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55
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47
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46
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42
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28
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ECONIS (ZBW)
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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
Comparing predictive accuracy in small samples
Coroneo, Laura
;
Iacone, Fabrizio
-
2015
Persistent link: https://www.econbiz.de/10011411613
Saved in:
5
The impact of jumps and leverage in forecasting co-volatility
Asai, Manabu
;
McAleer, Michael
-
2015
Persistent link: https://www.econbiz.de/10011346236
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
Testing CAPM with a large number of assets
Pesaran, M. Hashem
;
Yamagata, Takashi
-
2012
Persistent link: https://www.econbiz.de/10009535935
Saved in:
9
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:
10
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:
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