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subject:"Arbeitslosigkeit"
~isPartOf:"Econometric reviews"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of forecasting"
~person:"Pan, Zhiyuan"
~person:"Poon, Aubrey"
~person:"Xu, Qifa"
~subject:"Asymmetry"
~subject:"Bayesian inference"
~subject:"Forecasting model"
~subject:"Group selection"
~subject:"Nationaleinkommen"
~subject:"Schätztheorie"
~subject:"Theory"
~subject:"Time series analysis"
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Arbeitslosigkeit
Asymmetry
Bayesian inference
Forecasting model
Group selection
Nationaleinkommen
Schätztheorie
Theory
Time series analysis
Estimation
10
Schätzung
10
Prognoseverfahren
7
Theorie
7
Regression analysis
4
Regressionsanalyse
4
Börsenkurs
3
Capital income
3
Kapitaleinkommen
3
Sampling
3
Share price
3
Stichprobenerhebung
3
Volatility
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Volatilität
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Zeitreihenanalyse
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Inflation
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Mixed frequency data
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Phillips curve
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Phillips-Kurve
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Risiko
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Risikomaß
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Risk
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Risk measure
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State space model
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Stochastic process
2
Stochastischer Prozess
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Stock market
2
Zustandsraummodell
2
Ansteckungseffekt
1
Australia
1
Australien
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Bayesian econometrics
1
Bayesian estimation
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Pan, Zhiyuan
Poon, Aubrey
Xu, Qifa
Gupta, Rangan
7
Kumbhakar, Subal
5
Zhang, Yaojie
5
Arčabić, Vladimir
4
Jiang, Cuixia
4
Karathanasopoulos, Andreas
4
Ullah, Aman
4
Wang, Yudong
4
Bu, Ruijun
3
Chan, Joshua
3
Chan, Ngai Hang
3
Chen, Shyh-Wei
3
Cross, Jamie
3
Gil-Alaña, Luis A.
3
Herwartz, Helmut
3
Jawadi, Fredj
3
Maasoumi, Esfandiar
3
McAleer, Michael
3
Narayan, Paresh Kumar
3
Rossi, Eduardo
3
Rumler, Fabio
3
Sun, Yiguo
3
Tiwari, Aviral Kumar
3
Apergēs, Nikolaos
2
Asai, Manabu
2
Audzei, Volha
2
Bekiros, Stelios
2
Caporale, Guglielmo Maria
2
Cepni, Oguzhan
2
Chen, Langnan
2
Chen, Lu
2
Clements, Adam
2
Costantini, Mauro
2
Demetrescu, Matei
2
Donayre, Luiggi
2
Eisenstat, Eric
2
Fernandes, Marcelo
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Econometric reviews
Economic modelling
Journal of forecasting
Energy economics
3
CAMP working paper series
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of econometrics
2
Journal of empirical finance
2
Working paper
2
CAMA working paper series
1
FRB of Cleveland Working Paper
1
Federal Reserve Bank of Cleveland working paper series
1
Finance research letters
1
Global finance journal
1
International journal of finance & economics : IJFE
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of economic dynamics & control
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Pacific-Basin finance journal
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Strathclyde discussion papers in economics
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ECONIS (ZBW)
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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
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:
4
Uncertainty and the predictability of stock returns
Cai, Wensheng
;
Pan, Zhiyuan
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
4
,
pp. 765-792
Persistent link: https://www.econbiz.de/10013287857
Saved in:
5
Forecasting stock market volatility : the role of technical variables
Liu, Li
;
Pan, Zhiyuan
- In:
Economic modelling
84
(
2020
),
pp. 55-65
Persistent link: https://www.econbiz.de/10012210290
Saved in:
6
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:
7
Are financial returns really predictable out-of-sample? : evidence from a new bootstrap test
Liu, Li
;
Bu, Ruijun
;
Pan, Zhiyuan
;
Xu, Yuhua
- In:
Economic modelling
81
(
2019
),
pp. 124-135
Persistent link: https://www.econbiz.de/10012201494
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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