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subject:"Aktienindex"
type_genre:"Übersichtsarbeit"
~isPartOf:"International journal of forecasting"
~subject:"Business cycle"
~subject:"Estimation"
~subject:"Prognoseverfahren"
~type_genre:"Aufsatz in Zeitschrift"
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Aktienindex
Business cycle
Estimation
Prognoseverfahren
Schätzung
186
Forecasting model
157
Theorie
90
Theory
90
Time series analysis
76
Zeitreihenanalyse
76
Volatility
47
Volatilität
47
Capital income
33
Kapitaleinkommen
33
Economic forecast
28
Wirtschaftsprognose
28
ARCH model
25
ARCH-Modell
25
Factor analysis
23
Faktorenanalyse
23
Forecast
23
Estimation theory
22
Prognose
22
Schätztheorie
22
Bayes-Statistik
21
Bayesian inference
21
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20
Frühindikator
20
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Übersichtsarbeit
Aufsatz in Zeitschrift
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186
Aufsatzsammlung
1
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1
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English
186
Author
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Koopman, Siem Jan
5
Athanasopoulos, George
3
Huber, Florian
3
Blasques, Francisco
2
Bräuning, Falk
2
Dionne, Georges
2
Franses, Philip Hans
2
Gerlach, Richard
2
Giannone, Domenico
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
Peña, Daniel
2
Proietti, Tommaso
2
Rapach, David E.
2
Rua, António
2
Ruiz, Esther
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
Allaj, Erindi
1
Altuğ, Sumru
1
An, Zidong
1
Anderson, Heather M.
1
Andreini, Paolo
1
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International journal of forecasting
Applied economics
1,749
Applied economics letters
1,171
Economic modelling
832
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
728
Economics letters
684
International review of economics & finance : IREF
493
Energy economics
483
Journal of econometrics
464
Journal of international money and finance
460
Applied financial economics
442
Journal of banking & finance
434
Finance research letters
414
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
364
Journal of applied econometrics
362
International review of financial analysis
338
The North American journal of economics and finance : a journal of financial economics studies
307
Labour economics : official journal of the European Association of Labour Economists
306
The American economic review
298
The empirical economics letters : a monthly international journal of economics
298
The review of economics and statistics
289
Journal of macroeconomics
277
European economic review : EER
262
International journal of economics and finance
255
International journal of economics and financial issues : IJEFI
254
Journal of empirical finance
254
Economics of education review
251
International journal of finance & economics : IJFE
249
Journal of international financial markets, institutions & money
249
Journal of financial economics
248
Journal of economic dynamics & control
240
Journal of international economics
226
Research in international business and finance
226
Journal of monetary economics
208
The journal of finance : the journal of the American Finance Association
201
Cogent economics & finance
200
Journal of economic behavior & organization : JEBO
197
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
197
Journal of money, credit and banking : JMCB
195
Journal of population economics
195
The European journal of finance
195
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ECONIS (ZBW)
186
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1
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186
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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
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
Reservoir computing for macroeconomic forecasting with mixed-frequency data
Ballarin, Giovanni
;
Dellaportas, Petros
;
Grigoryeva, …
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1206-1237
Persistent link: https://www.econbiz.de/10014547272
Saved in:
6
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:
7
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:
8
Counterfactual reconciliation : incorporating aggregation constraints for more accurate causal effect estimates
Cengiz, Doruk
;
Tekgüç, Hasan
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 564-580
Persistent link: https://www.econbiz.de/10014547183
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
The profitability of lead-lag arbitrage at high frequency
Poutré, Cédric
;
Dionne, Georges
;
Yergeau, Gabriel
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1002-1021
Persistent link: https://www.econbiz.de/10014547234
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