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isPartOf:"Review of international economics"
subject:"Estimation"
~isPartOf:"Applied economics"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of forecasting"
~subject:"Bayesian inference"
~type:"article"
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Estimation
Bayesian inference
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594
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562
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Marcellino, Massimiliano
5
Moosa, Imad A.
5
Bahmani-Oskooee, Mohsen
3
Chen, Cathy W. S.
3
Clark, Todd E.
3
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2
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2
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Review of international economics
Applied economics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of forecasting
Economics letters
235
Journal of econometrics
231
Economic modelling
213
Applied economics letters
178
Journal of applied econometrics
167
Journal of international money and finance
159
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
154
International journal of forecasting
145
Journal of economic dynamics & control
140
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132
International review of economics & finance : IREF
126
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121
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116
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110
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107
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102
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100
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95
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Journal of international economics
89
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The journal of finance : the journal of the American Finance Association
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European journal of operational research : EJOR
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The American economic review
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Finance research letters
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The European journal of finance
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International journal of finance & economics : IJFE
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International review of financial analysis
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
683
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683
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1
Accounting for inflation dynamic in a fully optimizing macroeconomic framework : evidence from the US states
El Omari, Salaheddine
;
Benlagha, Noureddine
- In:
Applied economics
56
(
2024
)
5
,
pp. 582-598
Persistent link: https://www.econbiz.de/10014440100
Saved in:
2
A Bayesian realized threshold measurement GARCH framework for financial tail risk forecasting
Wang, Chao
;
Gerlach, Richard
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 40-57
Persistent link: https://www.econbiz.de/10014443184
Saved in:
3
Local prediction pools
Oelrich, Oscar
;
Villani, Mattias
;
Ankargren, Sebastian
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 103-117
Persistent link: https://www.econbiz.de/10014443187
Saved in:
4
Bayesian nonparametric panel Markov-switching GARCH models
Casarin, Roberto
;
Costantini, Mauro
;
Osuntuyi, Anthony
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 135-146
Persistent link: https://www.econbiz.de/10014449842
Saved in:
5
Bayesian bilinear neural network for predicting the mid-price dynamics in limit-order book markets
Magris, Martin
;
Shabani, Mostafa
;
Iosifidis, Alexandros
- In:
Journal of forecasting
42
(
2023
)
6
,
pp. 1407-1428
Persistent link: https://www.econbiz.de/10014338908
Saved in:
6
Quantifying time-varying forecast uncertainty and risk for the real price of oil
Aastveit, Knut Are
;
Cross, Jamie
;
Dijk, Herman K. van
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 523-537
Persistent link: https://www.econbiz.de/10014448307
Saved in:
7
Spillovers from stock markets to currency markets : evidence from Copula-CoVar with time-varying higher moments
Usman, Muhammad
;
Umar, Zaghum
;
Gubareva, Mariya
;
Dang …
- In:
Applied economics
55
(
2023
)
52
,
pp. 6091-6114
Persistent link: https://www.econbiz.de/10014381519
Saved in:
8
A Bayesian time-varying autoregressive model for improved short-term and long-term prediction
Berninger, Christoph
;
Stöcker, Almond
;
Rügamer, David
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 181-200
Persistent link: https://www.econbiz.de/10012796284
Saved in:
9
Bootstrap VAR forecasts : the effect of model uncertainties
Fresoli, Diego
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 279-293
Persistent link: https://www.econbiz.de/10012817747
Saved in:
10
Forecasting value at risk and expected shortfall using high-frequency data of domestic and international stock markets
Wang, Man
;
Cheng, Yihan
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1595-1607
Persistent link: https://www.econbiz.de/10013465725
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