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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Dijk, Herman K. van"
~person:"Marcellino, Massimiliano"
~subject:"Portfolio-Management"
~subject:"Volatility"
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Capital income
Zeitreihenanalyse
Portfolio-Management
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Theorie
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Theory
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5
Prognoseverfahren
5
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Dijk, Herman K. van
Marcellino, Massimiliano
Ghysels, Eric
8
Engle, Robert F.
5
Harvey, Andrew C.
5
Leybourne, Stephen James
5
Li, Wai Keung
5
Diebold, Francis X.
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Perron, Pierre
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Sentana, Enrique
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Koopman, Siem Jan
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Palm, Franz C.
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Stock, James H.
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West, Mike
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Zhu, Ke
3
Zivot, Eric
3
Aastveit, Knut Are
2
Alba, Enrique de
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Discussion paper / Tinbergen Institute
29
Discussion papers / CEPR
7
Federal Reserve Bank of Cleveland working paper series
7
Econometric Institute research papers
6
International journal of forecasting
6
EUI working paper / ECO
5
Journal of applied econometrics
5
Discussion paper / Centre for Economic Policy Research
4
Journal of econometrics
4
Discussion paper / Tinbergen Institute / Tinbergen Institute
3
Working papers / Innocenzo Gasparini Institute for Economic Research
3
Discussion paper
2
FRB of Cleveland Working Paper
2
Report / Econometric Institute, Erasmus University Rotterdam
2
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
2
Temi di discussione / Banca d'Italia
2
Working paper / Norges Bank
2
Advances in econometrics
1
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1
CORE discussion paper : DP
1
CREATES research paper
1
Central European journal of economic modelling and econometrics
1
Discussion paper / Deutsche Bundesbank
1
Discussion papers / University of Leicester, Department of Economics
1
Documentos de trabajo / Banco de España
1
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1
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1
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Working paper series / European Central Bank
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Working papers
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ECONIS (ZBW)
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1
Quantifying time-varying forecast uncertainty and risk for the real price of oil
Aastveit, Knut Are
;
Cross, Jamie
;
Dijk, Herman K. van
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 523-537
Persistent link: https://www.econbiz.de/10014448307
Saved in:
2
Markov-switching three-pass regression filter
Guérin, Pierre
;
Leiva-Leon, Danilo
;
Marcellino, …
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 285-302
Persistent link: https://www.econbiz.de/10012262467
Saved in:
3
Combined density nowcasting in an uncertain economic environment
Aastveit, Knut Are
;
Ravazzolo, Francesco
;
Dijk, Herman …
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
1
,
pp. 131-145
Persistent link: https://www.econbiz.de/10011894481
Saved in:
4
Short-term GDP forecasting with a mixed-frequency dynamic factor model with stochastic volatility
Marcellino, Massimiliano
;
Porqueddu, Mario
;
Venditti, …
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
1
,
pp. 118-127
Persistent link: https://www.econbiz.de/10011691233
Saved in:
5
Common drifting volatility in large Bayesian VARs
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
3
,
pp. 375-390
Persistent link: https://www.econbiz.de/10011691646
Saved in:
6
Bayes estimates of Markov trends in possibly cointegrated series : an application to U.S. consumption and income
Paap, Richard
;
Dijk, Herman K. van
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
4
,
pp. 547-563
Persistent link: https://www.econbiz.de/10001807014
Saved in:
7
Some consequences of temporal aggregation in empirical analysis
Marcellino, Massimiliano
- In:
Journal of business & economic statistics : JBES ; a …
17
(
1999
)
1
,
pp. 129-136
Persistent link: https://www.econbiz.de/10001253380
Saved in:
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