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source:"econis"
subject:"Theorie"
~isPartOf:"International journal of forecasting"
~subject:"Impact assessment"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Forschungsbericht"
~type_genre:"Systematic review"
~type_genre:"Textbook"
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Theorie
Impact assessment
Estimation
179
Schätzung
179
Forecasting model
151
Prognoseverfahren
151
Theory
87
Time series analysis
74
Zeitreihenanalyse
74
Volatility
46
Volatilität
46
Capital income
32
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32
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27
Wirtschaftsprognose
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25
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Aufsatz in Zeitschrift
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87
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Koopman, Siem Jan
3
Gerlach, Richard
2
Huber, Florian
2
Marcellino, Massimiliano
2
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2
Rua, António
2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Borms, Samuel
1
Boudt, Kris
1
Breitung, Jörg
1
Bräuning, Falk
1
Camacho, Maximo
1
Carvalho, Miguelde
1
Catania, Leopoldo
1
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1
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1
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1
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1
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1
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1
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1
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1
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International journal of forecasting
Applied economics
369
Economics letters
236
Economic modelling
222
Applied economics letters
202
Journal of econometrics
175
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
168
Journal of international money and finance
168
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
161
Journal of applied econometrics
155
International review of economics & finance : IREF
134
Journal of banking & finance
130
Journal of economic dynamics & control
129
Journal of macroeconomics
127
The review of economics and statistics
117
European economic review : EER
107
Journal of monetary economics
107
The American economic review
107
Journal of international economics
106
Energy economics
105
Journal of empirical finance
100
Applied financial economics
99
Macroeconomic dynamics
99
Finance research letters
90
Journal of financial economics
90
Journal of urban economics
88
Journal of money, credit and banking : JMCB
85
The journal of finance : the journal of the American Finance Association
85
The economic journal : the journal of the Royal Economic Society
84
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
81
Journal of forecasting
76
International journal of finance & economics : IJFE
75
The Canadian journal of economics
75
Econometric reviews
73
The North American journal of economics and finance : a journal of financial economics studies
73
Labour economics : official journal of the European Association of Labour Economists
72
American journal of agricultural economics
70
The European journal of finance
70
International review of financial analysis
68
Journal of public economics
64
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ECONIS (ZBW)
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1
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:
2
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:
3
A time-varying skewness model for Growth-at-Risk
Iseringhausen, Martin
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 229-246
Persistent link: https://www.econbiz.de/10014450268
Saved in:
4
Daily news sentiment and monthly surveys : a mixed-frequency dynamic factor model for nowcasting consumer confidence
Algaba, Andres
;
Borms, Samuel
;
Boudt, Kris
;
Verbeken, Brecht
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 266-278
Persistent link: https://www.econbiz.de/10014462779
Saved in:
5
Forecasting expected shortfall : should we use a multivariate model for stock market factors?
Fortin, Alain-Philippe
;
Simonato, Jean-Guy
;
Dionne, Georges
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 314-331
Persistent link: https://www.econbiz.de/10014462782
Saved in:
6
Estimation of a dynamic multi-level factor model with possible long-range dependence
Ergemen, Yunus Emre
;
Rodríguez-Caballero, Carlos Vladimir
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 405-430
Persistent link: https://www.econbiz.de/10014462789
Saved in:
7
Multi-population mortality projection : the augmented common factor model with structural breaks
Wang, Pengjie
;
Pantelous, Athanasios A.
;
Vahid, Farshid
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 450-469
Persistent link: https://www.econbiz.de/10014462791
Saved in:
8
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:
9
Forecasting extreme financial risk : a score-driven approach
Fuentes, Fernanda
;
Herrera, Rodrigo
;
Clements, Adam
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 720-735
Persistent link: https://www.econbiz.de/10014465107
Saved in:
10
Time-varying variance and skewness in realized volatility measures
Opschoor, Anne
;
Lucas, André
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 827-840
Persistent link: https://www.econbiz.de/10014465151
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