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subject:"Forecasting model"
subject:"Stock market"
~isPartOf:"International journal of forecasting"
~subject:"United States"
~subject:"Volatility"
~subject:"Welt"
~subject:"Wirtschaftswachstum"
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Forecasting model
Stock market
United States
Volatility
Welt
Wirtschaftswachstum
Estimation
186
Schätzung
186
Prognoseverfahren
157
Theorie
90
Theory
90
Time series analysis
76
Zeitreihenanalyse
76
Volatilität
47
Capital income
33
Kapitaleinkommen
33
Economic forecast
28
Wirtschaftsprognose
28
ARCH model
25
ARCH-Modell
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Factor analysis
23
Faktorenanalyse
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Forecast
23
Estimation theory
22
Prognose
22
Schätztheorie
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Bayes-Statistik
21
Bayesian inference
21
Forecasting
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Frühindikator
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Leading indicator
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Börsenkurs
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Inflation
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Risikomaß
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Koopman, Siem Jan
5
Athanasopoulos, George
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Huber, Florian
3
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2
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Gerlach, Richard
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2
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2
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2
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2
Mumtaz, Haroon
2
Proietti, Tommaso
2
Rapach, David E.
2
Rua, António
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1
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1
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International journal of forecasting
Working paper / National Bureau of Economic Research, Inc.
1,838
Applied economics
660
Discussion paper / Centre for Economic Policy Research
655
Discussion paper series / IZA
587
NBER working paper series
559
CESifo working papers
516
NBER Working Paper
468
Applied economics letters
447
Economic modelling
388
Working paper
317
Energy economics
314
Finance research letters
295
International review of economics & finance : IREF
275
Journal of international money and finance
264
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
255
Economics letters
252
Journal of banking & finance
231
Applied financial economics
223
International review of financial analysis
222
The review of economics and statistics
203
Finance and economics discussion series
194
The North American journal of economics and finance : a journal of financial economics studies
194
Journal of econometrics
192
The American economic review
191
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
183
Journal of empirical finance
173
Discussion paper
171
The journal of finance : the journal of the American Finance Association
171
Journal of applied econometrics
167
Journal of international financial markets, institutions & money
163
Discussion paper / Tinbergen Institute
160
Research in international business and finance
159
CESifo Working Paper Series
156
The journal of futures markets
144
Journal of financial economics
143
Kiel working paper
142
International journal of finance & economics : IJFE
141
International Journal of Energy Economics and Policy : IJEEP
136
The empirical economics letters : a monthly international journal of economics
128
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ECONIS (ZBW)
170
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1
Should I open to forecast? : implications from a multi-country unobserved components model with sparse factor stochastic volatility
Wu, Ping
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 903-917
Persistent link: https://www.econbiz.de/10014547224
Saved in:
2
DeepTVAR : deep learning for a time-varying VAR model with extension to integrated VAR
Li, Xixi
;
Yuan, Jingsong
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1123-1133
Persistent link: https://www.econbiz.de/10014547261
Saved in:
3
Reservoir computing for macroeconomic forecasting with mixed-frequency data
Ballarin, Giovanni
;
Dellaportas, Petros
;
Grigoryeva, …
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1206-1237
Persistent link: https://www.econbiz.de/10014547272
Saved in:
4
2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns : Out-of-sample comparison of conditional EVT models
Tomlinson, Matthew F.
;
Greenwood, David
; …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 324-347
Persistent link: https://www.econbiz.de/10014450274
Saved in:
5
Counterfactual reconciliation : incorporating aggregation constraints for more accurate causal effect estimates
Cengiz, Doruk
;
Tekgüç, Hasan
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 564-580
Persistent link: https://www.econbiz.de/10014547183
Saved in:
6
Back to the present : learning about the euro area through a now-casting model
Cascaldi-Garcia, Danilo
;
Ferreira, Thiago R. T.
; …
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 661-686
Persistent link: https://www.econbiz.de/10014547195
Saved in:
7
A theory-based method to evaluate the impact of central bank inflation forecasts on private inflation expectations
Vereda, Luciano
;
Savignon, João
;
Silva, Tarciso Gouveia da
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1069-1084
Persistent link: https://www.econbiz.de/10014547257
Saved in:
8
Forecasting in factor augmented regressions under structural change
Massacci, Daniele
;
Kapetanios, George
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 62-76
Persistent link: https://www.econbiz.de/10014450259
Saved in:
9
A time-varying skewness model for Growth-at-Risk
Iseringhausen, Martin
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 229-246
Persistent link: https://www.econbiz.de/10014450268
Saved in:
10
Testing the predictive accuracy of COVID-19 forecasts
Coroneo, Laura
;
Iacone, Fabrizio
;
Paccagnini, Alessia
; …
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 606-622
Persistent link: https://www.econbiz.de/10014465074
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