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person:"Franses, Philip Hans"
subject:"Prognoseverfahren"
~person:"Kim, Hyeongwoo"
~person:"McAleer, Michael"
~person:"Narayan, Paresh Kumar"
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Prognoseverfahren
Estimation
400
Schätzung
395
Volatility
103
Volatilität
103
Forecasting model
91
Börsenkurs
76
Share price
76
Theorie
64
Theory
64
Time series analysis
64
Zeitreihenanalyse
64
ARCH model
59
ARCH-Modell
59
Welt
54
World
54
Capital income
53
Kapitaleinkommen
53
USA
49
United States
49
Cointegration
43
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43
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43
Panel study
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42
Stochastischer Prozess
42
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34
Unit root test
34
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31
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31
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26
Wechselkurs
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Purchasing power parity
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Regression analysis
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Regressionsanalyse
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Structural break
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Strukturbruch
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International tourism
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English
91
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Franses, Philip Hans
Kim, Hyeongwoo
McAleer, Michael
Narayan, Paresh Kumar
Gupta, Rangan
87
Marcellino, Massimiliano
53
Pierdzioch, Christian
46
McMillan, David G.
40
Ma, Feng
33
Pesaran, M. Hashem
29
Clark, Todd E.
28
Diebold, Francis X.
28
Timmermann, Allan
28
Swanson, Norman R.
27
Zaremba, Adam
27
Schorfheide, Frank
25
Kilian, Lutz
24
Siliverstovs, Boriss
24
Wang, Yudong
24
Huber, Florian
23
Baumeister, Christiane
22
Bollerslev, Tim
22
Döpke, Jörg
22
Ghysels, Eric
22
Herwartz, Helmut
22
Härdle, Wolfgang
21
Ravazzolo, Francesco
21
Zhang, Yaojie
21
Guidolin, Massimo
20
Rossi, Barbara
18
Schumacher, Christian
18
Zhou, Guofu
18
Balcilar, Mehmet
17
Cheung, Yin-Wong
17
Fritsche, Ulrich
17
Koop, Gary
17
Koopman, Siem Jan
17
Salisu, Afees A.
17
Wolters, Maik H.
17
McCracken, Michael W.
16
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Erasmus Research Institute of Management
1
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Econometric Institute research papers
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Working paper series / Department of Economics, Auburn University
11
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9
Discussion paper / Tinbergen Institute
6
Journal of international financial markets, institutions & money
6
Emerging markets review
4
International journal of forecasting
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of economic development
2
Pacific-Basin finance journal
2
Report / Erasmus Center for Financial Research, Erasmus University
2
American journal of agricultural economics
1
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ERIM report series research in management
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1
International review of economics & finance : IREF
1
International review of financial analysis
1
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1
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Journal of econometrics
1
Journal of forecasting
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Journal of policy modeling : JPMOD ; a social science forum of world issues
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Queen's Economics Department working paper
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Risks : open access journal
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School of Accounting, Finance and Economics & FEMARC working paper series
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The B.E. journal of macroeconomics
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
91
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Predictive power of U.S. macroeconomic factors for the dollar/won real exchange rate
Behera, Sarthak
;
Kim, Hyeongwoo
;
Kim, Soohyon
-
2024
Persistent link: https://www.econbiz.de/10014514179
Saved in:
2
Fiscal policy effects on U.S. labor market
Kim, Hyeongwoo
;
Ryu, Deockyun
;
Son, Jisoo
-
2023
Persistent link: https://www.econbiz.de/10014249736
Saved in:
3
Assessing the role of sentiment in the propagation of fiscal stimulus
Jia, Bijie
;
Kim, Hyeongwoo
;
Zhang, Shuwei
-
2021
Persistent link: https://www.econbiz.de/10012593700
Saved in:
4
Fiscal policy effects on US labor market
Kim, Hyeongwoo
;
Ryu, Deockhyun
;
Son, Jisoo
- In:
Journal of economic development
48
(
2023
)
1
,
pp. 85-110
Persistent link: https://www.econbiz.de/10014266485
Saved in:
5
An introduction to time-varying lag autoregression
Franses, Philip Hans
-
2020
Persistent link: https://www.econbiz.de/10012216295
Saved in:
6
Assessing the role of sentiment in the propagation of fiscal stimulus
Kim, Hyeongwoo
;
Jia, Bijie
-
2020
Persistent link: https://www.econbiz.de/10012390108
Saved in:
7
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:
8
Assessing the role of sentiment in the propagation of fiscal stimulus
Jia, Bijie
;
Kim, Hyeongwoo
;
Zhang, Shuwei
- In:
The B.E. journal of macroeconomics
22
(
2022
)
2
,
pp. 699-728
Persistent link: https://www.econbiz.de/10013332967
Saved in:
9
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:
10
Assessing the role of sentiment in the propagation of fiscal stimulus
Kim, Hyeongwoo
;
Jia, Bijie
-
2018
Persistent link: https://www.econbiz.de/10011964932
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