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person:"Franses, Philip Hans"
subject:"Prognoseverfahren"
~person:"Kilian, Lutz"
~person:"Narayan, Paresh Kumar"
~subject:"Panel study"
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Prognoseverfahren
Panel study
Schätzung
282
Estimation
281
Forecasting model
67
Theorie
59
Theory
59
Oil price
48
Ölpreis
48
Time series analysis
45
Zeitreihenanalyse
45
Börsenkurs
43
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43
USA
41
United States
40
Panel
35
Cointegration
33
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33
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World
32
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23
OECD countries
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OECD-Staaten
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Volatilität
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Kaufkraftparität
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Nationaleinkommen
18
Purchasing power parity
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18
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18
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42
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36
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36
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Non-commercial literature
35
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English
94
Author
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Franses, Philip Hans
Kilian, Lutz
Narayan, Paresh Kumar
Gupta, Rangan
103
Pesaran, M. Hashem
59
Marcellino, Massimiliano
58
Baltagi, Badi H.
48
Pierdzioch, Christian
46
McAleer, Michael
43
McMillan, David G.
40
Herwartz, Helmut
37
Caporale, Guglielmo Maria
36
Afonso, António
34
Ma, Feng
33
Westerlund, Joakim
30
Timmermann, Allan
29
Clark, Todd E.
28
Diebold, Francis X.
28
Ravazzolo, Francesco
28
Siliverstovs, Boriss
28
Gao, Jiti
27
Swanson, Norman R.
27
Zaremba, Adam
27
Dreger, Christian
26
Kapetanios, George
26
Phillips, Peter C. B.
26
Schorfheide, Frank
26
Chang, Tsangyao
25
Wang, Yudong
25
Cholodilin, Konstantin Arkadʹevič
24
Linton, Oliver
24
Ghysels, Eric
23
Huber, Florian
23
Koopman, Siem Jan
23
Baumeister, Christiane
22
Bollerslev, Tim
22
Döpke, Jörg
22
Georgiou, Miltiades N.
22
Apergēs, Nikolaos
21
Härdle, Wolfgang
21
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Erasmus Research Institute of Management
1
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Econometric Institute research papers
9
Journal of international financial markets, institutions & money
6
Discussion paper / Centre for Economic Policy Research
5
CFS working paper series
4
Emerging markets review
4
International journal of forecasting
4
Economic modelling
3
Staff working paper / Bank of Canada
3
CESifo Working Paper Series
2
CESifo working papers
2
Energy economics
2
International review of financial analysis
2
Journal of banking & finance
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Pacific-Basin finance journal
2
Report / Erasmus Center for Financial Research, Erasmus University
2
Working paper
2
Applied economics
1
CPB discussion paper
1
Discussion paper / Monash University, Department of Economics
1
Discussion paper / Tinbergen Institute
1
Discussion papers / Research Seminar in International Economics, University of Michigan, School of Public Policy - Department of Economics
1
ERIM report series research in management
1
Econometric reviews
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International finance discussion papers
1
Journal of Asian economics
1
Journal of applied econometrics
1
Journal of financial econometrics
1
Journal of forecasting
1
Journal of the American Statistical Association : JASA
1
Macroeconomic dynamics
1
Oxford bulletin of economics and statistics
1
Queen's Economics Department working paper
1
School working papers / Economics series / Faculty of Business and Law, School of Accounting, Economics and Finance, Deakin University
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The European journal of finance
1
Tinbergen Institute Discussion Paper
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Tourism economics : the business and finance of tourism and recreation
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ECONIS (ZBW)
94
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1
How to construct monthly VAR proxies based on daily futures market surprises
Kilian, Lutz
-
2023
Persistent link: https://www.econbiz.de/10014382788
Saved in:
2
Structural breaks in interactive effects panels and the stock market reaction to COVID-19
Karavias, Yiannis
;
Narayan, Paresh Kumar
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 653-666
Persistent link: https://www.econbiz.de/10014448426
Saved in:
3
Panel data measures of price discovery
Karabiyik, Hande
;
Westerlund, Joakim
;
Narayan, Paresh Kumar
- In:
Econometric reviews
41
(
2022
)
3
,
pp. 269-290
Persistent link: https://www.econbiz.de/10013364880
Saved in:
4
An introduction to time-varying lag autoregression
Franses, Philip Hans
-
2020
Persistent link: https://www.econbiz.de/10012216295
Saved in:
5
Terrorism and international stock returns
Narayan, Paresh Kumar
;
Narayan, Seema
;
Dinh Hoang Bach Phan
- In:
Journal of international financial markets, …
76
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013412765
Saved in:
6
Estimating the speed of adjustment of leverage in the presence of interactive effects
Westerlund, Joakim
;
Karabiyik, Hande
;
Narayan, Paresh Kumar
- In:
Journal of financial econometrics
20
(
2022
)
5
,
pp. 942-960
Persistent link: https://www.econbiz.de/10013460044
Saved in:
7
Real GDP growth in Africa, 1963-2016
Franses, Philip Hans
;
Vasilev, Simeon
-
2019
Persistent link: https://www.econbiz.de/10012149754
Saved in:
8
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:
9
Bond return predictability : evidence from 25 OECD countries
Devpura, Neluka
;
Narayan, Paresh Kumar
;
Sharma, Susan Sunila
- In:
Journal of international financial markets, …
75
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012820862
Saved in:
10
Predicting exchange rate returns
Narayan, Paresh Kumar
;
Sharma, Susan Sunila
;
Dinh Hoang …
- In:
Emerging markets review
42
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012414387
Saved in:
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