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subject:"Forecasting model"
subject:"Stock market"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Journal of forecasting"
~isPartOf:"Journal of macroeconomics"
~subject:"Shock"
~subject:"USA"
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Search: subject_exact:"Estimation"
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Forecasting model
Stock market
Shock
USA
Estimation
1,838
Schätzung
1,838
Theorie
549
Theory
549
United States
463
Welt
239
World
239
Impact assessment
201
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201
Prognoseverfahren
182
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137
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136
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130
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125
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123
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122
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122
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119
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116
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110
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110
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105
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100
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95
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95
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92
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92
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87
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87
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85
Share price
85
Inflation
75
Arbeitslosigkeit
74
VAR model
74
VAR-Modell
74
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72
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72
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8
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462
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227
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English
689
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Marcellino, Massimiliano
18
Massa, Massimo
12
Kilian, Lutz
10
Forni, Mario
9
Gambetti, Luca
7
Ghysels, Eric
7
Gupta, Rangan
6
Lettau, Martin
6
Timmermann, Allan
6
Adrian, Tobias
5
Baumeister, Christiane
5
Favero, Carlo A.
5
Ludvigson, Sydney C.
5
Rodríguez-Pose, Andrés
5
Acharya, Viral V.
4
Bianchi, Francesco
4
Eickmeier, Sandra
4
Giannetti, Mariassunta
4
Inoue, Atsushi
4
Minford, Patrick
4
Portier, Franck
4
Reichlin, Lucrezia
4
Rossi, Barbara
4
Rubio-Ramírez, Juan Francisco
4
Sala, Luca
4
Sarno, Lucio
4
Violante, Giovanni L.
4
Wieland, Volker
4
Zhang, Hong
4
Adam, Klaus
3
Alesina, Alberto
3
Andreou, Elena
3
Artis, Michael J.
3
Beaudry, Paul
3
Bloom, Nicholas
3
Bonfiglioli, Alessandra
3
Campbell, John Y.
3
Chan, Ngai Hang
3
Edmans, Alex
3
Galí, Jordi
3
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Centre for Economic Policy Research
2
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Discussion paper / Centre for Economic Policy Research
Journal of forecasting
Journal of macroeconomics
Working paper / National Bureau of Economic Research, Inc.
1,568
Discussion paper series / IZA
466
Applied economics
428
NBER working paper series
318
Applied economics letters
271
CESifo working papers
266
NBER Working Paper
247
Economic modelling
245
Working paper
217
Finance research letters
200
Finance and economics discussion series
191
International review of economics & finance : IREF
178
The review of economics and statistics
177
Economics letters
166
Journal of international money and finance
166
Applied financial economics
165
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
165
International journal of forecasting
163
Journal of banking & finance
162
The American economic review
162
International review of financial analysis
161
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
154
The journal of finance : the journal of the American Finance Association
150
Energy economics
146
The North American journal of economics and finance : a journal of financial economics studies
134
Journal of applied econometrics
132
Journal of econometrics
126
Discussion paper
124
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122
Discussion papers / CEPR
118
Journal of empirical finance
118
Journal of money, credit and banking : JMCB
111
The journal of futures markets
107
Journal of economic dynamics & control
105
Journal of international financial markets, institutions & money
103
Journal of monetary economics
103
The review of financial studies
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ECONIS (ZBW)
689
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689
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
Life-cycle wealth accumulation and consumption insurance
Campanale, Claudio
;
Sartarelli, Marcello
- In:
Journal of macroeconomics
79
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014558691
Saved in:
3
Risk-neutral moments and return predictability : international evidence
Zhang, Junyu
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1086-1111
Persistent link: https://www.econbiz.de/10014338814
Saved in:
4
Modeling the relation between the US real economy and the corporate bond-yield spread in Bayesian VARs with non-Gaussian innovations
Kiss, Tamás
;
Mazur, Stepan
;
Nguyen, Hoang
;
Österholm, Pär
- In:
Journal of forecasting
42
(
2023
)
2
,
pp. 347-368
Persistent link: https://www.econbiz.de/10014292181
Saved in:
5
The effects of shocks to interest rate expectations in the euro area : estimates at the country level
Mandler, Martin
;
Scharnagl, Michael
- In:
Journal of forecasting
42
(
2023
)
3
,
pp. 643-656
Persistent link: https://www.econbiz.de/10014292222
Saved in:
6
Macro-financial effects of monetary policy easing
Apostolakis, George N.
;
Giannellis, Nikolaos
; …
- In:
Journal of forecasting
42
(
2023
)
3
,
pp. 715-738
Persistent link: https://www.econbiz.de/10014292226
Saved in:
7
Spatial beta-convergence forecasting models : evidence from municipal homicide rates in Colombia
Santos-Marquez, Felipe
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 294-302
Persistent link: https://www.econbiz.de/10012817750
Saved in:
8
Forecasting value at risk and expected shortfall using high-frequency data of domestic and international stock markets
Wang, Man
;
Cheng, Yihan
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1595-1607
Persistent link: https://www.econbiz.de/10013465725
Saved in:
9
Forecasting VaR and ES in emerging markets : the role of time-varying higher moments
Trung Hai Le
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 402-414
Persistent link: https://www.econbiz.de/10014475347
Saved in:
10
Forecasting tourist flows in the COVID-19 era using nonparametric mixed-frequency VARs
You, Wan-hai
;
Huang, Yuming
;
Lee, Chien-chiang
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 473-489
Persistent link: https://www.econbiz.de/10014475363
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