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isPartOf:"International journal of forecasting"
subject:"Forecasting model"
~isPartOf:"Discussion paper / Deutsche Bundesbank"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Business cycle"
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Forecasting model
Business cycle
Schätzung
858
Estimation
857
Theorie
326
Theory
326
Prognoseverfahren
249
Time series analysis
193
Zeitreihenanalyse
193
Estimation theory
168
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Marcellino, Massimiliano
7
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4
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3
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Keller, Joachim
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Knüppel, Malte
3
McAleer, Michael
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Narayan, Paresh Kumar
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Rossi, Barbara
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2
Asai, Manabu
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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
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Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
2
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International journal of forecasting
Discussion paper / Deutsche Bundesbank
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Working paper / National Bureau of Economic Research, Inc.
167
NBER working paper series
159
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154
Applied economics
137
Discussion paper / Centre for Economic Policy Research
136
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129
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110
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108
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105
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100
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100
Economics letters
92
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87
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85
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
77
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71
International review of financial analysis
70
International review of economics & finance : IREF
68
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68
Energy economics
67
Discussion papers / CEPR
66
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66
Journal of economic dynamics & control
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The North American journal of economics and finance : a journal of financial economics studies
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Kiel working paper
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CAMA working paper series
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Macroeconomic dynamics
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IZA Discussion Paper
39
Journal of money, credit and banking : JMCB
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ECONIS (ZBW)
275
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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
Saved in:
2
2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns : Out-of-sample comparison of conditional EVT models
Tomlinson, Matthew F.
;
Greenwood, David
; …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 324-347
Persistent link: https://www.econbiz.de/10014450274
Saved in:
3
SVARs identification through bounds on the forecast error variance
Volpicella, Alessio
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1291-1301
Persistent link: https://www.econbiz.de/10013539513
Saved in:
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
Saved in:
5
A time-varying skewness model for Growth-at-Risk
Iseringhausen, Martin
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 229-246
Persistent link: https://www.econbiz.de/10014450268
Saved in:
6
Real estate illiquidity and returns : a time-varying regional perspective
Ellington, Michael
;
Fu, Xi
;
Zhu, Yunyi
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 58-72
Persistent link: https://www.econbiz.de/10014462768
Saved in:
7
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:
8
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
Saved in:
9
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:
10
Forecasting expected shortfall : should we use a multivariate model for stock market factors?
Fortin, Alain-Philippe
;
Simonato, Jean-Guy
;
Dionne, Georges
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 314-331
Persistent link: https://www.econbiz.de/10014462782
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