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subject:"Aktienindex"
~isPartOf:"International journal of forecasting"
~subject:"Factor analysis"
~subject:"USA"
~subject:"Welt"
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Aktienindex
Factor analysis
USA
Welt
Estimation
186
Schätzung
186
Forecasting model
157
Prognoseverfahren
157
Theorie
90
Theory
90
Time series analysis
76
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76
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47
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33
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33
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Koopman, Siem Jan
4
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2
Peña, Daniel
2
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2
Swanson, Norman R.
2
Algaba, Andres
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
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1
Erkal, Cahit
1
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1
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1
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International journal of forecasting
Working paper / National Bureau of Economic Research, Inc.
1,769
Discussion paper / Centre for Economic Policy Research
581
Discussion paper series / IZA
539
Applied economics
423
CESifo working papers
421
NBER working paper series
411
NBER Working Paper
329
Applied economics letters
268
Working paper
231
The review of economics and statistics
195
Journal of international money and finance
193
Economic modelling
190
The American economic review
185
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
175
Finance and economics discussion series
173
Economics letters
172
The journal of finance : the journal of the American Finance Association
168
Energy economics
154
Applied financial economics
144
Journal of applied econometrics
140
Discussion paper
127
International review of economics & finance : IREF
127
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
123
CESifo Working Paper Series
120
The journal of futures markets
110
Finance research letters
109
Journal of banking & finance
109
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
108
Kiel working paper
107
Journal of econometrics
103
The North American journal of economics and finance : a journal of financial economics studies
101
The review of financial studies
100
Discussion paper / Tinbergen Institute
99
Journal of money, credit and banking : JMCB
99
Journal of monetary economics
93
Journal of financial and quantitative analysis : JFQA
89
IZA Discussion Paper
86
American economic journal : a journal of the American Economic Association
84
International review of financial analysis
83
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82
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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:
5
Nowcasting GDP with a pool of factor models and a fast estimation algorithm
Eraslan, Sercan
;
Schröder, Maximilian
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1460-1476
Persistent link: https://www.econbiz.de/10014465295
Saved in:
6
Forecasting the variability of stock index returns with the multifractal random walk model for realized volatilities
Sattarhoff, Cristina
;
Lux, Thomas
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1678-1697
Persistent link: https://www.econbiz.de/10014465344
Saved in:
7
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:
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
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:
10
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
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