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person:"Marcellino, Massimiliano"
subject:"Prognoseverfahren"
~isPartOf:"International journal of forecasting"
~person:"Hou, Chenghan"
~person:"Paccagnini, Alessia"
~type_genre:"Aufsatz in Zeitschrift"
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Prognoseverfahren
Estimation
5
Forecasting model
5
Schätzung
5
Theorie
4
Theory
4
Markov chain
3
Markov-Kette
3
Time series analysis
3
Zeitreihenanalyse
3
Forecasting
2
VAR model
2
VAR-Modell
2
Agriculture commodity futures
1
Bayes-Statistik
1
Bayesian inference
1
Bayesian nonparametrics
1
COVID-19 Infectious diseases
1
Commodity derivative
1
Coronavirus
1
Epidemic
1
Epidemie
1
Euro area
1
Eurozone
1
Forecast evaluation
1
Forecasting tests
1
Frühindikator
1
Großbritannien
1
HAR models
1
Infectious disease
1
Infektionskrankheit
1
Infinite Hidden Markov switching process
1
Leading indicator
1
MCS test
1
MIDAS
1
Markov switching
1
Markov-switching
1
Mixed-frequency VAR
1
Mortality
1
Mortality Time series methods
1
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Aufsatz in Zeitschrift
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English
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Marcellino, Massimiliano
Hou, Chenghan
Paccagnini, Alessia
Koopman, Siem Jan
5
Athanasopoulos, George
3
Huber, Florian
3
Blasques, Francisco
2
Bräuning, Falk
2
Franses, Philip Hans
2
Gerlach, Richard
2
Giannone, Domenico
2
Giovannelli, Alessandro
2
González-Rivera, Gloria
2
Guérin, Pierre
2
Herwartz, Helmut
2
Hyndman, Rob J.
2
Kapetanios, George
2
Klein, Tony
2
Lahiri, Kajal
2
McAleer, Michael
2
Mumtaz, Haroon
2
Proietti, Tommaso
2
Rapach, David E.
2
Swanson, Norman R.
2
Vahid, Farshid
2
Witt, Stephen F.
2
Zhao, Yongchen
2
Adams, Patrick A.
1
Adrian, Tobias
1
Ahmed, Shamim
1
Algaba, Andres
1
Altuğ, Sumru
1
An, Zidong
1
Anderson, Heather M.
1
Andreini, Paolo
1
Antzulatos, Angelos A.
1
Arai, Natsuki
1
Arroyo, Javier
1
Asai, Manabu
1
Audrino, Francesco
1
Baillie, Richard
1
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International journal of forecasting
Oxford bulletin of economics and statistics
3
Economic modelling
2
Journal of applied econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of forecasting
2
Economics letters
1
Journal of econometrics
1
Journal of macroeconomics
1
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ECONIS (ZBW)
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1
Testing the predictive accuracy of COVID-19 forecasts
Coroneo, Laura
;
Iacone, Fabrizio
;
Paccagnini, Alessia
; …
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 606-622
Persistent link: https://www.econbiz.de/10014465074
Saved in:
2
Forecasting realized volatility of agricultural commodity futures with infinite Hidden Markov HAR models
Luo, Jiawen
;
Klein, Tony
;
Ji, Qiang
;
Hou, Chenghan
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 51-73
Persistent link: https://www.econbiz.de/10013347412
Saved in:
3
Infinite hidden markov switching VARs with application to macroeconomic forecast
Hou, Chenghan
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 1025-1043
Persistent link: https://www.econbiz.de/10011746941
Saved in:
4
Markov-switching mixed-frequency VAR models
Foroni, Claudia
;
Guérin, Pierre
;
Marcellino, Massimiliano
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 692-711
Persistent link: https://www.econbiz.de/10011474529
Saved in:
5
Empirical simultaneous prediction regions for path-forecasts
Jordà, Òscar
;
Knüppel, Malte
;
Marcellino, Massimiliano
- In:
International journal of forecasting
29
(
2013
)
3
,
pp. 456-468
Persistent link: https://www.econbiz.de/10009787034
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