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subject:"Arbeitslosigkeit"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of forecasting"
~person:"Audzei, Volha"
~person:"Poon, Aubrey"
~person:"Xu, Qifa"
~subject:"Bayesian inference"
~subject:"Forecasting model"
~subject:"Group selection"
~subject:"Nationaleinkommen"
~subject:"Sampling"
~subject:"Schätztheorie"
~subject:"Theory"
~subject:"Time series analysis"
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Arbeitslosigkeit
Bayesian inference
Forecasting model
Group selection
Nationaleinkommen
Sampling
Schätztheorie
Theory
Time series analysis
Estimation
3
Schätzung
3
Theorie
3
Bayes-Statistik
2
Prognoseverfahren
2
Risikomaß
2
Risk measure
2
Ansteckungseffekt
1
Bayesian estimation
1
Bruttoinlandsprodukt
1
Contagion effect
1
Gross domestic product
1
Mixed-frequency
1
Multivariate quantile regression
1
National income
1
Nowcasting
1
Regression analysis
1
Regressionsanalyse
1
Stichprobenerhebung
1
Stochastic process
1
Stochastischer Prozess
1
USA
1
United States
1
VAR
1
VAR model
1
VAR-Modell
1
Volatility
1
Volatilität
1
contagion
1
expected shortfall
1
fat-tails
1
financial risk forecasting
1
interdependence
1
joint elicitable
1
mixed data sampling
1
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2
Free
1
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3
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3
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3
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English
3
Author
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Audzei, Volha
Poon, Aubrey
Xu, Qifa
Chan, Joshua
5
Kumbhakar, Subal
4
Ullah, Aman
4
Chan, Ngai Hang
3
Gupta, Rangan
3
Herwartz, Helmut
3
Härdle, Wolfgang
3
Ireland, Peter N.
3
Jawadi, Fredj
3
Karathanasopoulos, Andreas
3
Langot, François
3
Maasoumi, Esfandiar
3
McAleer, Michael
3
Serletis, Apostolos
3
Aguiar-Conraria, Luís
2
Asai, Manabu
2
Berger, Tino
2
Born, Benjamin
2
Cepni, Oguzhan
2
Chauvet, Marcelle
2
Eisenstat, Eric
2
Ellington, Michael
2
Everaert, Gerdie
2
Fernandes, Marcelo
2
Fiebig, Denzil G.
2
Franses, Philip Hans
2
Ftiti, Zied
2
García-Ferrer, Antonio
2
Hairault, Jean-Olivier
2
Harvey, David I.
2
Hautsch, Nikolaus
2
Hendry, David F.
2
Huu Nhan Duong
2
Iskrev, Nikolay
2
Kang, Kyu Ho
2
Kulish, Mariano
2
Lajbcygier, Paul
2
Leppin, Julian Sebastian
2
Leybourne, Stephen James
2
Li, Han
2
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Econometric reviews
Journal of economic dynamics & control
Journal of forecasting
Economic modelling
7
CAMP working paper series
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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
1
Journal of econometrics
1
Strathclyde discussion papers in economics
1
The North American journal of economics and finance : a journal of financial economics studies
1
Working paper series / Czech National Bank
1
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ECONIS (ZBW)
3
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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
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:
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:
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