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isPartOf:"Journal of applied econometrics"
subject:"United States"
~isPartOf:"International journal of forecasting"
~subject:"Zeitreihenanalyse"
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United States
Zeitreihenanalyse
Estimation
548
Schätzung
548
Theorie
233
Theory
233
Forecasting model
187
Prognoseverfahren
187
USA
113
Time series analysis
111
Volatility
71
Volatilität
71
Estimation theory
62
Schätztheorie
62
Welt
54
World
54
Bayes-Statistik
43
Bayesian inference
43
Capital income
40
Kapitaleinkommen
40
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40
Regressionsanalyse
40
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37
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37
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35
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35
Factor analysis
34
Faktorenanalyse
34
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33
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33
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30
ARCH-Modell
30
Deutschland
30
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30
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28
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28
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28
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28
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4
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Article
202
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English
203
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Marcellino, Massimiliano
7
Koopman, Siem Jan
5
Pesaran, M. Hashem
5
Vahid, Farshid
4
Athanasopoulos, George
3
Baumeister, Christiane
2
Blasques, Francisco
2
Carriero, Andrea
2
Catania, Leopoldo
2
Chan, Joshua
2
Chesher, Andrew
2
Clark, Todd E.
2
Fleissig, Adrian R.
2
Galvão, Ana Beatriz C.
2
Kapetanios, George
2
Kilian, Lutz
2
Koop, Gary
2
Li, Mingliang
2
Lucas, André
2
Mavroeidis, Sophocles
2
Mumtaz, Haroon
2
Nielsen, Morten Ørregaard
2
Phillips, Peter C. B.
2
Schumacher, Christian
2
Serletis, Apostolos
2
Sola, Martin
2
Song, Haiyan
2
Song, Yong
2
Tsionas, Efthymios G.
2
Urbain, Jean-Pierre
2
Aassve, Arnstein
1
Ahelegbey, Daniel Felix
1
Ahmed, Shamim
1
Algaba, Andres
1
Allaj, Erindi
1
Altavilla, Carlo
1
Andersen, Torben
1
Anderson, Gordon
1
Anderson, Heather M.
1
Ando, Tomohiro
1
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Journal of applied econometrics
International journal of forecasting
Working paper / National Bureau of Economic Research, Inc.
1,490
Discussion paper series / IZA
432
Discussion paper / Centre for Economic Policy Research
400
Applied economics
337
CESifo working papers
212
Applied economics letters
211
The review of economics and statistics
173
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
171
Finance and economics discussion series
170
Working paper
168
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
167
Journal of econometrics
163
NBER working paper series
161
Economic modelling
158
The American economic review
151
The journal of finance : the journal of the American Finance Association
148
Economics letters
137
Applied financial economics
118
NBER Working Paper
103
Discussion paper / Tinbergen Institute
99
Energy economics
94
Journal of international money and finance
93
The review of financial studies
92
Journal of money, credit and banking : JMCB
88
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
87
The journal of futures markets
86
International review of economics & finance : IREF
83
Discussion paper
81
Journal of banking & finance
77
Journal of political economy
76
The North American journal of economics and finance : a journal of financial economics studies
76
American economic journal : a journal of the American Economic Association
75
Journal of economic dynamics & control
74
Journal of financial and quantitative analysis : JFQA
74
Journal of macroeconomics
72
Journal of monetary economics
70
Southern economic journal
65
Journal of labor economics
61
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ECONIS (ZBW)
203
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11
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
Saved in:
12
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
Saved in:
13
Nowcasting GDP with a pool of factor models and a fast estimation algorithm
Eraslan, Sercan
;
Schröder, Maximilian
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1460-1476
Persistent link: https://www.econbiz.de/10014465295
Saved in:
14
Forecasting the variability of stock index returns with the multifractal random walk model for realized volatilities
Sattarhoff, Cristina
;
Lux, Thomas
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1678-1697
Persistent link: https://www.econbiz.de/10014465344
Saved in:
15
Volatility analysis for the GARCH-Itô-Jumps model based on high-frequency and low-frequency financial data
Fu, Jin-Yu
;
Lin, Jin-Guan
;
Hao, Hong-Xia
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1698-1712
Persistent link: https://www.econbiz.de/10014465345
Saved in:
16
Early Warning Systems for identifying financial instability
Allaj, Erindi
;
Sanfelici, Simona
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1777-1803
Persistent link: https://www.econbiz.de/10014465353
Saved in:
17
Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time-varying instrument relevance
Liao, Wenting
;
Ma, Jun
;
Zhang, Chengsi
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 989-1006
Persistent link: https://www.econbiz.de/10014474382
Saved in:
18
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:
19
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:
20
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:
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