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subject:"Arbeitslosigkeit"
~isPartOf:"CAMA working paper series"
~isPartOf:"Econometric reviews"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of forecasting"
~isPartOf:"Working paper series / Czech National Bank"
~isPartOf:"Working paper"
~person:"Audzei, Volha"
~person:"Engsted, Tom"
~person:"Poon, Aubrey"
~person:"Xu, Qifa"
~subject:"Bayesian inference"
~subject:"Dynamisches Gleichgewicht"
~subject:"Forecasting model"
~subject:"Group selection"
~subject:"Nationaleinkommen"
~subject:"Schätztheorie"
~subject:"Theory"
~subject:"Time series analysis"
~type_genre:"Aufsatz in Zeitschrift"
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Arbeitslosigkeit
Bayesian inference
Dynamisches Gleichgewicht
Forecasting model
Group selection
Nationaleinkommen
Schätztheorie
Theory
Time series analysis
Estimation
10
Schätzung
10
Theorie
7
Bayes-Statistik
5
Prognoseverfahren
5
Regression analysis
4
Regressionsanalyse
4
Bayesian estimation
3
Risikomaß
3
Risk measure
3
Sampling
3
Stichprobenerhebung
3
Stochastic process
3
Stochastischer Prozess
3
Inflation
2
Mixed frequency data
2
National income
2
Phillips curve
2
Phillips-Kurve
2
State space model
2
USA
2
United States
2
Volatility
2
Volatilität
2
Zeitreihenanalyse
2
Zustandsraummodell
2
Adaptive learning
1
Allgemeines Gleichgewicht
1
Ansteckungseffekt
1
Asymmetry
1
Australia
1
Australien
1
Bayesian econometrics
1
Bruttoinlandsprodukt
1
Business cycle synchronization
1
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9
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1
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Article
10
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Aufsatz in Zeitschrift
Article in journal
10
Graue Literatur
8
Non-commercial literature
8
Arbeitspapier
6
Working Paper
6
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English
10
Author
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Audzei, Volha
Engsted, Tom
Poon, Aubrey
Xu, Qifa
Gupta, Rangan
7
Chan, Joshua
5
Kumbhakar, Subal
5
Zhang, Yaojie
5
Arčabić, Vladimir
4
Herwartz, Helmut
4
Jawadi, Fredj
4
Jiang, Cuixia
4
Karathanasopoulos, Andreas
4
Serletis, Apostolos
4
Ullah, Aman
4
Wang, Yudong
4
Bu, Ruijun
3
Chan, Ngai Hang
3
Chen, Shyh-Wei
3
Cross, Jamie
3
Gil-Alaña, Luis A.
3
Härdle, Wolfgang
3
Ireland, Peter N.
3
Langot, François
3
Maasoumi, Esfandiar
3
McAleer, Michael
3
Narayan, Paresh Kumar
3
Pan, Zhiyuan
3
Psaradakis, Zacharias G.
3
Rossi, Eduardo
3
Rumler, Fabio
3
Tiwari, Aviral Kumar
3
Zaremba, Adam
3
Zheng, Tingguo
3
Aguiar-Conraria, Luís
2
Apergēs, Nikolaos
2
Asai, Manabu
2
Bekiros, Stelios
2
Berger, Tino
2
Born, Benjamin
2
Caporale, Guglielmo Maria
2
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CAMA working paper series
Econometric reviews
Economic modelling
Journal of economic dynamics & control
Journal of forecasting
Working paper series / Czech National Bank
Working paper
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
International journal of finance & economics : IJFE
2
Journal of international money and finance
2
Applied financial economics
1
Economica
1
Economics letters
1
Finance research letters
1
Global finance journal
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of economic surveys
1
Journal of empirical finance
1
Journal of macroeconomics
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
OPEC review : energy economics and related issues
1
Oxford bulletin of economics and statistics
1
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
10
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10
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1
A new Bayesian model for contagion and interdependence
Poon, Aubrey
;
Zhu, Dan
- In:
Econometric reviews
41
(
2022
)
7
,
pp. 806-826
Persistent link: https://www.econbiz.de/10013364908
Saved in:
2
A time-varying Phillips curve with global factors : are global factors important?
Kabundi, Alain
;
Poon, Aubrey
;
Wu, Ping
- In:
Economic modelling
126
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014462575
Saved in:
3
Learning and cross-country correlations in a multi-country DSGE model
Audzei, Volha
- In:
Economic modelling
120
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014384002
Saved in:
4
Bayesian mixed-frequency quantile vector autoregression : eliciting tail risks of monthly US GDP
Iacopini, Matteo
;
Poon, Aubrey
;
Rossini, Luca
;
Zhu, Dan
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014495378
Saved in:
5
Forecasting expected shortfall and value at risk with a joint elicitable mixed data sampling model
Xu, Qifa
;
Chen, Lu
;
Jiang, Cuixia
;
Liu, Yezheng
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 407-421
Persistent link: https://www.econbiz.de/10013166148
Saved in:
6
A model of the euro area, China, and the United States : trade links and trade wars
Audzei, Volha
;
Brůha, Jan
- In:
Economic modelling
111
(
2022
),
pp. 1-40
Persistent link: https://www.econbiz.de/10013349032
Saved in:
7
Mixed data sampling expectile regression with applications to measuring financial risk
Xu, Qifa
;
Chen, Lu
;
Jiang, Cuixia
;
Yu, Keming
- In:
Economic modelling
91
(
2020
),
pp. 469-486
Persistent link: https://www.econbiz.de/10012429122
Saved in:
8
Group penalized unrestricted mixed data sampling model with application to forecasting US GDP growth
Xu, Qifa
;
Zhuo, Xingxuan
;
Jiang, Cuixia
;
Liu, Xi
;
Liu, …
- In:
Economic modelling
75
(
2018
),
pp. 221-236
Persistent link: https://www.econbiz.de/10012101481
Saved in:
9
Forecasting structural change and fat-tailed events in Australian macroeconomic variables
Cross, Jamie
;
Poon, Aubrey
- In:
Economic modelling
58
(
2016
),
pp. 34-51
Persistent link: https://www.econbiz.de/10011647028
Saved in:
10
The Phillips curve in the US : a nonlinear quantile regression approach
Xu, Qifa
;
Niu, Xufeng
;
Jiang, Cuixia
;
Huang, Xue
- In:
Economic modelling
49
(
2015
),
pp. 186-197
Persistent link: https://www.econbiz.de/10011439528
Saved in:
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