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person:"Marcellino, Massimiliano"
subject:"Prognoseverfahren"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Oxford bulletin of economics and statistics"
~person:"Andersen, Torben"
~person:"Sola, Martin"
~subject:"Theory"
~subject:"Volatilität"
~type:"article"
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Prognoseverfahren
Theory
Volatilität
Estimation
16
Schätzung
16
Theorie
8
EU countries
6
EU-Staaten
6
USA
6
United States
6
Forecasting model
5
Time series analysis
4
Zeitreihenanalyse
4
Euro area
3
Eurozone
3
Schock
3
Shock
3
VAR model
3
VAR-Modell
3
1975-1994
2
Business cycle
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2
Cointegration
2
Economic growth
2
Estimation theory
2
Frühindikator
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Geldpolitik
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Kointegration
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Konjunktur
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Leading indicator
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Monetary policy
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Schätztheorie
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Share price
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Volatility
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1958-2012
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11
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English
11
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Marcellino, Massimiliano
Andersen, Torben
Sola, Martin
Pesaran, M. Hashem
5
Clark, Todd E.
4
Garratt, Anthony
3
Phillips, Peter C. B.
3
Psaradakis, Zacharias G.
3
Urbain, Jean-Pierre
3
Baltagi, Badi H.
2
Banerjee, Anindya
2
Bianchi, Marco
2
Blundell, Richard W.
2
Caporale, Guglielmo Maria
2
Carriero, Andrea
2
Castelnuovo, Efrem
2
Demetrescu, Matei
2
Engsted, Tom
2
Fleissig, Adrian R.
2
Gil-Alaña, Luis A.
2
Gylfi Zoega
2
Haldrup, Niels
2
Hall, Stephen G.
2
Jenkins, Stephen
2
Kapetanios, George
2
Kilian, Lutz
2
Koopman, Siem Jan
2
Lima, Luiz Renato
2
Lucas, André
2
Martin, Gael M.
2
McCracken, Michael W.
2
Milner, Chris
2
Nielsen, Morten Ørregaard
2
Nunes, Ricardo
2
Palm, Franz C.
2
Robertson, Donald
2
Robin, Jean-Marc
2
Tobias, Justin L.
2
Wel, Michel van der
2
Wright, Stephen
2
Aaberge, Rolf
1
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Journal of applied econometrics
Oxford bulletin of economics and statistics
Journal of econometrics
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
International journal of forecasting
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Economic modelling
1
Economics letters
1
International economic review
1
Journal of economic dynamics & control
1
Journal of financial economics
1
Journal of financial markets
1
Journal of forecasting
1
Oxford open economics
1
Quantitative economics : QE ; journal of the Econometric Society
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
The American economic review
1
The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
11
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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
On the importance of sectoral and regional shocks for price-setting
Beck, Günter W.
;
Hubrich, Kirstin
;
Marcellino, Massimiliano
- In:
Journal of applied econometrics
31
(
2016
)
7
,
pp. 1234-1253
Persistent link: https://www.econbiz.de/10011687460
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
Modelling and forecasting fiscal variables for the euro area
Favero, Carlo A.
;
Marcellino, Massimiliano
- In:
Oxford bulletin of economics and statistics
67
(
2005
)
suppl
,
pp. 755-783
Persistent link: https://www.econbiz.de/10003229050
Saved in:
7
Forecast pooling for European macroeconomic variables
Marcellino, Massimiliano
- In:
Oxford bulletin of economics and statistics
66
(
2004
)
1
,
pp. 91-112
Persistent link: https://www.econbiz.de/10002069690
Saved in:
8
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:
9
Forecast bias and MSFE encompassing
Marcellino, Massimiliano
- In:
Oxford bulletin of economics and statistics
62
(
2000
)
4
,
pp. 533-542
Persistent link: https://www.econbiz.de/10001522147
Saved in:
10
A reconciliation of some paradoxical empirical results on the expectations model of the term structure
Driffill, John
- In:
Oxford bulletin of economics and statistics
59
(
1997
)
1
,
pp. 29-42
Persistent link: https://www.econbiz.de/10001223732
Saved in:
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