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person:"Marcellino, Massimiliano"
subject:"Prognoseverfahren"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of financial markets"
~person:"Andersen, Torben"
~person:"Sola, Martin"
~subject:"1961-1990"
~subject:"Cointegration"
~subject:"Theory"
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Prognoseverfahren
1961-1990
Cointegration
Theory
Estimation
12
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6
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5
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5
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4
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Marcellino, Massimiliano
Andersen, Torben
Sola, Martin
Pesaran, M. Hashem
5
Clark, Todd E.
4
Phillips, Peter C. B.
3
Urbain, Jean-Pierre
3
Banerjee, Anindya
2
Baruník, Jozef
2
Bianchi, Marco
2
Blundell, Richard W.
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Carriero, Andrea
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Kilian, Lutz
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Koop, Gary
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Lima, Luiz Renato
2
Lucas, André
2
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2
McCracken, Michael W.
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Nielsen, Morten Ørregaard
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Psaradakis, Zacharias G.
2
Robin, Jean-Marc
2
Vahid, Farshid
2
Wel, Michel van der
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Aaberge, Rolf
1
Abel, Joshua
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Acerenza, Santiago
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Ahn, Hie Joo
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Anderson, Heather M.
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Journal of applied econometrics
Journal of financial markets
Discussion paper / Centre for Economic Policy Research
16
Discussion papers / CEPR
7
Working papers / Innocenzo Gasparini Institute for Economic Research
6
Journal of econometrics
5
Discussion paper / Centre for Economic Forecasting
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Oxford bulletin of economics and statistics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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International journal of forecasting
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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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
Structural FECM : cointegration in large‐scale structural FAVAR models
Banerjee, Anindya
;
Marcellino, Massimiliano
;
Masten, Igor
- In:
Journal of applied econometrics
32
(
2017
)
6
,
pp. 1069-1086
Persistent link: https://www.econbiz.de/10011862314
Saved in:
4
Reflecting on the VPIN dispute
Andersen, Torben
;
Bondarenko, Oleg
- In:
Journal of financial markets
17
(
2014
),
pp. 53-64
Persistent link: https://www.econbiz.de/10010436245
Saved in:
5
Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns
Andersen, Torben
;
Bollerslev, Tim
;
Frederiksen, Per
; …
- In:
Journal of applied econometrics
25
(
2010
)
2
,
pp. 233-261
Persistent link: https://www.econbiz.de/10008667607
Saved in:
6
On Markov error-correction models, with an application to stockprices and dividends
Psaradakis, Zacharias G.
;
Sola, Martin
;
Spagnolo, Fabio
- In:
Journal of applied econometrics
19
(
2004
)
1
,
pp. 69-88
Persistent link: https://www.econbiz.de/10001924673
Saved in:
7
Cointegration and changes in regime : the Japanese consumption function
Hall, Stephen G.
- In:
Journal of applied econometrics
12
(
1997
)
2
,
pp. 151-168
Persistent link: https://www.econbiz.de/10001218280
Saved in:
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