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person:"Swanson, Norman R."
subject:"Prognoseverfahren"
~person:"Huber, Florian"
~person:"Marcellino, Massimiliano"
~subject:"VAR-Modell"
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Prognoseverfahren
VAR-Modell
Schätzung
183
Estimation
182
Forecasting model
100
Theorie
73
Theory
73
Time series analysis
53
Zeitreihenanalyse
53
USA
52
United States
52
VAR model
52
Estimation theory
41
Schätztheorie
41
Schock
31
Shock
31
Volatility
29
Volatilität
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24
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EU-Staaten
18
Factor analysis
16
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Economic indicator
14
Inflation
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Wirtschaftsindikator
14
Economic growth
13
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13
Nichtlineare Regression
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39
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English
126
Author
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Swanson, Norman R.
Huber, Florian
Marcellino, Massimiliano
Gupta, Rangan
117
Pesaran, M. Hashem
71
Pierdzioch, Christian
51
Mumtaz, Haroon
44
McMillan, David G.
41
Kilian, Lutz
40
Gambetti, Luca
39
McAleer, Michael
39
Lütkepohl, Helmut
38
Schorfheide, Frank
38
Diebold, Francis X.
34
Ma, Feng
33
Theodoridis, Konstantinos
30
Döpke, Jörg
29
Forni, Mario
29
Herwartz, Helmut
29
Wang, Yudong
29
Baumeister, Christiane
28
Clark, Todd E.
28
Timmermann, Allan
28
Chudik, Alexander
27
Zaremba, Adam
27
Guidolin, Massimo
25
Koop, Gary
25
Wohar, Mark E.
25
Belke, Ansgar
24
Siliverstovs, Boriss
24
Balcilar, Mehmet
23
Franses, Philip Hans
23
Sala, Luca
23
Zhang, Yaojie
23
Bollerslev, Tim
22
Castelnuovo, Efrem
22
Ghysels, Eric
22
Paccagnini, Alessia
22
Ravazzolo, Francesco
22
Salisu, Afees A.
22
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Innocenzo Gasparini Institute for Economic Research <Mailand>
2
European University Institute / Department of Law
1
Rutgers University / Department of Economics
1
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Discussion paper / Centre for Economic Policy Research
14
Discussion papers / CEPR
8
International journal of forecasting
7
Department of Economics working paper
6
Working papers / Innocenzo Gasparini Institute for Economic Research
6
Working papers / Rutgers University, Department of Economics
6
Working papers in economics
5
Discussion paper / Deutsche Bundesbank
4
Federal Reserve Bank of Cleveland working paper series
4
Journal of applied econometrics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Oxford bulletin of economics and statistics
4
Working papers in regional science
3
EUI working paper
2
Focus on European economic integration
2
Journal of econometrics
2
Strathclyde discussion papers in economics
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Temi di discussione / Banca d'Italia
2
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2
Working paper series / Innocenzo Gasparini Institute for Economic Research
2
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1
BAFFI CAREFIN Centre Research Paper
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Economic inquiry : journal of the Western Economic Association International
1
Economics letters
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
European economic review : EER
1
FRB of Philadelphia Working Paper
1
Journal of empirical finance
1
Journal of forecasting
1
Journal of money, credit and banking : JMCB
1
KOF working papers
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Macroeconomic dynamics
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Quantitative finance and economics
1
Recent advances in estimating nonlinear models : with applications in economics and finance
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ECONIS (ZBW)
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121
Ex post and ex ante analysis of provisional data
Gallo, Giampiero M.
;
Marcellino, Massimiliano
- In:
Journal of forecasting
18
(
1999
)
6
,
pp. 421-433
Persistent link: https://www.econbiz.de/10001493973
Saved in:
122
Further results on MSFE encompassing
Marcellino, Massimiliano
-
1998
Persistent link: https://www.econbiz.de/10000998755
Saved in:
123
Ex post and ex ante analysis of provisional data
Gallo, Giampiero M.
;
Marcellino, Massimiliano
-
1998
Persistent link: https://www.econbiz.de/10001362879
Saved in:
124
Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models
Swanson, Norman R.
- In:
International journal of forecasting
13
(
1997
)
4
,
pp. 439-461
Persistent link: https://www.econbiz.de/10001240454
Saved in:
125
A model selection approach to real-time macroeconomic forecasting using linear models and artificial neural networks
Swanson, Norman R.
- In:
The review of economics and statistics
79
(
1997
)
4
,
pp. 540-550
Persistent link: https://www.econbiz.de/10001229897
Saved in:
126
Predictive evaluation of econometric forecasting models in commodity futures markets
Zeng, Tian
(
contributor
);
Swanson, Norman R.
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
2
(
1997
)
4
,
pp. 159-177
Persistent link: https://www.econbiz.de/10001769691
Saved in:
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