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person:"Kapetanios, George"
~isPartOf:"Journal of applied econometrics"
~person:"Koopman, Siem Jan"
~person:"Maravall Herrero, Agustín"
~person:"Marcellino, Massimiliano"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Time series analysis
8
Theorie
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3
Prognoseverfahren
3
Schätzung
3
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Kapetanios, George
Koopman, Siem Jan
Maravall Herrero, Agustín
Marcellino, Massimiliano
Koop, Gary
5
Pesaran, M. Hashem
4
Dijk, Herman K. van
3
Lanne, Markku
3
Psaradakis, Zacharias G.
3
Sola, Martin
3
Teräsvirta, Timo
3
Camacho, Maximo
2
Carriero, Andrea
2
Clark, Todd E.
2
Clements, Michael P.
2
Creal, Drew
2
Franses, Philip Hans
2
Hall, Stephen G.
2
Hansen, Peter Reinhard
2
Harvey, Andrew C.
2
Jäger, Albert
2
Kim, Chang-jin
2
Kunst, Robert M.
2
Lucas, André
2
Luoto, Jani
2
Morley, James C.
2
Neusser, Klaus
2
Nielsen, Morten Ørregaard
2
Osborn, Denise R.
2
Piger, Jeremy Max
2
Poncela, Pilar
2
Pérez-Quirós, Gabriel
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Voev, Valeri
2
Vredin, Anders
2
Warne, Anders
2
Ahelegbey, Daniel Felix
1
Amacher, Gregory S.
1
Andersen, Torben
1
Angelini, Giovanni
1
Bai, Jushan
1
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Journal of applied econometrics
Discussion paper / Tinbergen Institute
102
Documentos de trabajo / Banco de España, Servicio de Estudios
28
EUI working paper / ECO
22
International journal of forecasting
21
Journal of econometrics
18
Working paper
16
Discussion papers / CEPR
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Discussion paper / Centre for Economic Policy Research
6
Oxford bulletin of economics and statistics
6
Working paper series / European Central Bank
6
Working papers / Innocenzo Gasparini Institute for Economic Research
6
Bank of England Working Paper
5
Econometric reviews
5
Federal Reserve Bank of Cleveland working paper series
5
DNB working paper
4
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
4
Economics letters
4
Journal of economic dynamics & control
4
Tinbergen Institute Discussion Paper
4
Working papers / Bank of England
4
Discussion paper / Center for Economic Research, Tilburg University
3
Journal of empirical finance
3
Journal of forecasting
3
Nonlinear time series analysis of business cycles
3
Staff working papers / Bank of England
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The econometrics journal
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Advances in econometrics
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ECONIS (ZBW)
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1
Nowcasting tail risk to economic activity at a weekly frequency
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 843-866
Persistent link: https://www.econbiz.de/10013464633
Saved in:
2
Macroeconomic forecasting in a multi-country context
Bai, Yu
;
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, …
- In:
Journal of applied econometrics
37
(
2022
)
6
,
pp. 1230-1255
Persistent link: https://www.econbiz.de/10013464673
Saved in:
3
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 929-960
Persistent link: https://www.econbiz.de/10011686163
Saved in:
4
Mixed-frequency structural models : identification, estimation, and policy analysis
Foroni, Claudia
;
Marcellino, Massimiliano
- In:
Journal of applied econometrics
29
(
2014
)
7
,
pp. 1118-1144
Persistent link: https://www.econbiz.de/10010492703
Saved in:
5
Generalized autoregressive score models with applications
Creal, Drew
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of applied econometrics
28
(
2013
)
5
,
pp. 777-795
Persistent link: https://www.econbiz.de/10010351100
Saved in:
6
Estimating time variation in measurement error from data revisions : an application to backcasting and forecasting in dynamic models
Kapetanios, George
;
Yates, Anthony
- In:
Journal of applied econometrics
25
(
2010
)
5
,
pp. 869-893
Persistent link: https://www.econbiz.de/10008667439
Saved in:
7
Extracting a robust US business cycle using a time-varying multivariate model-based bandpass filter
Creal, Drew
;
Koopman, Siem Jan
;
Zivot, Eric
- In:
Journal of applied econometrics
25
(
2010
)
4
,
pp. 695-719
Persistent link: https://www.econbiz.de/10008667461
Saved in:
8
Convergence in European GDP series : a multivariate common converging trend-cycle decomposition
Luginbuhl, Rob
;
Koopman, Siem Jan
- In:
Journal of applied econometrics
19
(
2004
)
5
,
pp. 611-636
Persistent link: https://www.econbiz.de/10002342792
Saved in:
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