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subject:"Aktienindex"
type_genre:"Übersichtsarbeit"
~isPartOf:"International journal of forecasting"
~subject:"Business cycle"
~subject:"Capital income"
~subject:"Prognoseverfahren"
~type_genre:"Aufsatz in Zeitschrift"
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Aktienindex
Business cycle
Capital income
Prognoseverfahren
Estimation
179
Schätzung
179
Forecasting model
151
Theorie
87
Theory
87
Time series analysis
74
Zeitreihenanalyse
74
Volatility
46
Volatilität
46
Kapitaleinkommen
32
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27
Wirtschaftsprognose
27
ARCH model
25
ARCH-Modell
25
Factor analysis
22
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Forecast
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Estimation theory
21
Prognose
21
Schätztheorie
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Bayes-Statistik
20
Bayesian inference
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Frühindikator
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Leading indicator
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Forecasting
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Regressionsanalyse
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Übersichtsarbeit
Aufsatz in Zeitschrift
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159
Systematic review
1
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English
159
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Koopman, Siem Jan
5
Athanasopoulos, George
3
Huber, Florian
3
Blasques, Francisco
2
Bräuning, Falk
2
Franses, Philip Hans
2
Gerlach, Richard
2
Giovannelli, Alessandro
2
González-Rivera, Gloria
2
Guérin, Pierre
2
Herwartz, Helmut
2
Hou, Chenghan
2
Hyndman, Rob J.
2
Kapetanios, George
2
Klein, Tony
2
Lahiri, Kajal
2
Lucas, André
2
Marcellino, Massimiliano
2
McAleer, Michael
2
Mumtaz, Haroon
2
Proietti, Tommaso
2
Rapach, David E.
2
Swanson, Norman R.
2
Vahid, Farshid
2
Witt, Stephen F.
2
Zhao, Yongchen
2
Adams, Patrick A.
1
Adrian, Tobias
1
Ahmed, Shamim
1
Algaba, Andres
1
Altuğ, Sumru
1
An, Zidong
1
Anderson, Heather M.
1
Andreini, Paolo
1
Antzulatos, Angelos A.
1
Arai, Natsuki
1
Arroyo, Javier
1
Asai, Manabu
1
Audrino, Francesco
1
Baillie, Richard
1
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International journal of forecasting
Applied economics
225
Economic modelling
191
Finance research letters
190
Applied economics letters
182
Journal of banking & finance
171
International review of financial analysis
170
International review of economics & finance : IREF
148
Journal of empirical finance
143
Journal of financial economics
140
Applied financial economics
132
The North American journal of economics and finance : a journal of financial economics studies
128
Economics letters
126
Journal of forecasting
112
Journal of econometrics
99
Journal of international financial markets, institutions & money
99
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
97
Energy economics
95
Journal of international money and finance
93
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
91
The European journal of finance
86
Research in international business and finance
84
Journal of economic dynamics & control
78
Pacific-Basin finance journal
71
Review of quantitative finance and accounting
68
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
66
International journal of finance & economics : IJFE
62
Journal of macroeconomics
60
International journal of economics and finance
57
Journal of risk and financial management : JRFM
57
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
57
Journal of monetary economics
54
Management science : journal of the Institute for Operations Research and the Management Sciences
53
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
51
Cogent economics & finance
48
Journal of money, credit and banking : JMCB
48
Journal of financial markets
44
Macroeconomic dynamics
44
Journal of applied econometrics
43
Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
159
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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
Forecasting in factor augmented regressions under structural change
Massacci, Daniele
;
Kapetanios, George
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 62-76
Persistent link: https://www.econbiz.de/10014450259
Saved in:
4
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:
5
Real estate illiquidity and returns : a time-varying regional perspective
Ellington, Michael
;
Fu, Xi
;
Zhu, Yunyi
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 58-72
Persistent link: https://www.econbiz.de/10014462768
Saved in:
6
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:
7
FRED-SD : a real-time database for state-level data with forecasting applications
Bokun, Kathryn O.
;
Jackson, Laura
;
Kliesen, Kevin L.
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 279-297
Persistent link: https://www.econbiz.de/10014462780
Saved in:
8
Nowcasting German GDP : foreign factors, financial markets, and model averaging
Andreini, Paolo
;
Hasenzagl, Thomas
;
Reichlin, Lucrezia
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 298-313
Persistent link: https://www.econbiz.de/10014462781
Saved in:
9
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:
10
Does the Phillips curve help to forecast euro area inflation?
Bańbura, Marta
;
Bobeica, Elena
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 364-390
Persistent link: https://www.econbiz.de/10014462787
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