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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"CAMA working paper series"
~isPartOf:"Econometric reviews"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of empirical finance"
~person:"Bernardi, Mauro"
~person:"Castelnuovo, Efrem"
~person:"Ghose, Devajyoti"
~person:"Paccagnini, Alessia"
~person:"Spanos, Aris"
~subject:"Bayes-Statistik"
~subject:"Bayesian inference"
~subject:"Einheitswurzeltest"
~subject:"Estimation"
~subject:"Markov-Kette"
~subject:"Time varying parameters"
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Zeitreihenanalyse
Bayes-Statistik
Bayesian inference
Einheitswurzeltest
Estimation
Markov-Kette
Time varying parameters
Theorie
25
Theory
25
Time series analysis
11
Risiko
9
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Newbold, Paul
Bernardi, Mauro
Castelnuovo, Efrem
Ghose, Devajyoti
Paccagnini, Alessia
Spanos, Aris
Chan, Joshua
16
Hyndman, Rob J.
12
Koop, Gary
10
Makridakis, Spyros G.
10
Franses, Philip Hans
9
Koopman, Siem Jan
9
Taylor, Robert
9
Assimakopoulos, V.
8
Spiliotis, Evangelos
8
Hendry, David F.
7
Kapetanios, George
7
Phillips, Peter C. B.
7
Proietti, Tommaso
7
Harvey, David I.
6
Leybourne, Stephen James
6
Lucas, André
6
Marcellino, Massimiliano
6
Wong, Benjamin
6
An, Sungbae
5
Athanasopoulos, George
5
Dijk, Herman K. van
5
Haque, Qazi
5
Herwartz, Helmut
5
Kang, Yanfei
5
Koehler, Anne B.
5
Maasoumi, Esfandiar
5
Martin, Gael M.
5
McAleer, Michael
5
Pagan, Adrian R.
5
Petropoulos, Fotios
5
Ruiz, Esther
5
Schorfheide, Frank
5
Strachan, Rodney W.
5
Tzavalis, Elias
5
Andreou, Elena
4
Cavaliere, Giuseppe
4
Chang, Yoosoon
4
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CAMA working paper series
Econometric reviews
International journal of forecasting
Journal of empirical finance
Oxford bulletin of economics and statistics
5
CESifo working papers
4
Economics letters
4
Applied economics
3
Journal of econometrics
3
Marco Fanno working papers
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The econometrics journal
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Bank of Finland research discussion papers
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Discussion paper / Monash University, Department of Economics
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2
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Economics discussion paper series / Loughborough University, Department of Economics
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Journal of applied econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of macroeconomics
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1
An Elgar reference collection
1
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Bank of Finland Research Discussion Paper
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International statistical review : a journal of the International Statistical Institute and its associations
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Journal of forecasting
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Journal of monetary economics
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Journal of risk and financial management : JRFM
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Journal of the Royal Statistical Society
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ECONIS (ZBW)
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1
Financial conditions for the US : aggregate supply or aggregate demand shocks?
Paccagnini, Alessia
;
Parla, Fabio
-
2023
Persistent link: https://www.econbiz.de/10014266805
Saved in:
2
Uncertainty, skewness and the business cycle through the MIDAS lens
Castelnuovo, Efrem
;
Mori, Lorenzo
-
2022
Persistent link: https://www.econbiz.de/10013479213
Saved in:
3
Global uncertainty
Caggiano, Giovanni
;
Castelnuovo, Efrem
-
2021
Persistent link: https://www.econbiz.de/10012585963
Saved in:
4
Identifying high-frequency shocks with Bayesian mixed-frequency VARs
Paccagnini, Alessia
;
Parla, Fabio
-
2021
-
This version: 25th February 2021
Persistent link: https://www.econbiz.de/10012585978
Saved in:
5
Testing the predictive accuracy of COVID-19 forecasts
Coroneo, Laura
;
Iacone, Fabrizio
;
Paccagnini, Alessia
; …
-
2021
Persistent link: https://www.econbiz.de/10012586470
Saved in:
6
Why does risk matter more in recessions than in expansions?
Andreasen, Martin Møller
;
Caggiano, Giovanni
; …
-
2021
Persistent link: https://www.econbiz.de/10012664059
Saved in:
7
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:
8
Common factors and the dynamics of cereal prices : a forecasting perspective
Kwas, Marek
;
Paccagnini, Alessia
;
Rubaszek, Michal
-
2020
Persistent link: https://www.econbiz.de/10012225217
Saved in:
9
Forecasting : theory and practice
Petropoulos, Fotios
;
Apiletti, Daniele
;
Assimakopoulos, V.
- In:
International journal of forecasting
38
(
2022
)
3
,
pp. 705-871
Persistent link: https://www.econbiz.de/10013349395
Saved in:
10
Risk management-driven policy rate gap
Caggiano, Giovanni
;
Castelnuovo, Efrem
;
Nodari, Gabriela
-
2018
Persistent link: https://www.econbiz.de/10012202548
Saved in:
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