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source:"econis"
subject:"Estimation"
~isPartOf:"International journal of forecasting"
~subject:"Bayes-Statistik"
~type_genre:"Aufsatz in Zeitschrift"
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Estimation
Bayes-Statistik
Theorie
850
Theory
850
Forecasting model
705
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705
Time series analysis
316
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316
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115
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90
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Koopman, Siem Jan
5
Blasques, Francisco
3
Gerlach, Richard
3
Huber, Florian
3
Koop, Gary
3
Lucas, André
3
Maneesoonthorn, Worapree
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2
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1
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International journal of forecasting
Applied economics
323
Economics letters
230
Journal of econometrics
230
Economic modelling
213
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
213
Applied economics letters
178
Journal of applied econometrics
167
Journal of international money and finance
159
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
154
Journal of economic dynamics & control
142
Journal of macroeconomics
132
International review of economics & finance : IREF
126
Journal of banking & finance
121
The review of economics and statistics
114
Econometric reviews
109
Journal of empirical finance
109
Journal of forecasting
104
Journal of monetary economics
102
European economic review : EER
100
Applied financial economics
95
Macroeconomic dynamics
94
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
93
Journal of international economics
89
Energy economics
88
Journal of financial economics
87
Finance research letters
86
Journal of urban economics
85
European journal of operational research : EJOR
84
The journal of finance : the journal of the American Finance Association
84
The American economic review
82
American journal of agricultural economics
80
Journal of money, credit and banking : JMCB
79
The economic journal : the journal of the Royal Economic Society
77
International journal of finance & economics : IJFE
73
The Canadian journal of economics
73
The European journal of finance
70
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
69
International review of financial analysis
68
Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
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1
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 626-640
Persistent link: https://www.econbiz.de/10014547190
Saved in:
2
On the role of fundamentals, private signals, and beauty contests to predict exchange rates
Pignataro, Giuseppe
;
Raggi, Davide
;
Pancotto, Francesca
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 687-705
Persistent link: https://www.econbiz.de/10014547196
Saved in:
3
Should I open to forecast? : implications from a multi-country unobserved components model with sparse factor stochastic volatility
Wu, Ping
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 903-917
Persistent link: https://www.econbiz.de/10014547224
Saved in:
4
DeepTVAR : deep learning for a time-varying VAR model with extension to integrated VAR
Li, Xixi
;
Yuan, Jingsong
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1123-1133
Persistent link: https://www.econbiz.de/10014547261
Saved in:
5
Accelerating peak dating in a dynamic factor Markov-switching model
Os, Bram van
;
Dijk, Dick van
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 313-323
Persistent link: https://www.econbiz.de/10014450273
Saved in:
6
2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns : Out-of-sample comparison of conditional EVT models
Tomlinson, Matthew F.
;
Greenwood, David
; …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 324-347
Persistent link: https://www.econbiz.de/10014450274
Saved in:
7
Probabilistic hierarchical forecasting with deep Poisson mixtures
Olivares, Kin G.
;
Nganba Meetei, O.
;
Ma, Ruijun
;
Reddy, …
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 470-489
Persistent link: https://www.econbiz.de/10014547171
Saved in:
8
Forecast combinations : an over 50-year review
Wang, Xiaoqian
;
Hyndman, Rob J.
;
Li, Feng
;
Kang, Yanfei
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1518-1547
Persistent link: https://www.econbiz.de/10014465324
Saved in:
9
Back to the present : learning about the euro area through a now-casting model
Cascaldi-Garcia, Danilo
;
Ferreira, Thiago R. T.
; …
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 661-686
Persistent link: https://www.econbiz.de/10014547195
Saved in:
10
Bayesian forecasting in economics and finance : a modern review
Martin, Gael M.
;
Frazier, David T.
;
Maneesoonthorn, Worapree
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 811-839
Persistent link: https://www.econbiz.de/10014547209
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