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subject:"Forecasting model"
subject:"Stock market"
~isPartOf:"Journal of applied econometrics"
~subject:"Großbritannien"
~subject:"Welt"
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Forecasting model
Stock market
Großbritannien
Welt
Estimation
362
Schätzung
362
Theorie
143
Theory
143
USA
96
United States
96
Estimation theory
40
Schätztheorie
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World
39
Time series analysis
35
Zeitreihenanalyse
35
Prognoseverfahren
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Panel study
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Volatility
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Volatilität
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VAR model
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Kointegration
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87
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Clark, Todd E.
4
Pesaran, M. Hashem
4
Doppelhofer, Gernot
3
Marcellino, Massimiliano
3
Weeks, Melvyn
3
Blundell, Richard W.
2
Carriero, Andrea
2
Kilian, Lutz
2
Lima, Luiz Renato
2
McCracken, Michael W.
2
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2
Wel, Michel van der
2
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1
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1
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1
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1
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1
Ball, Ryan T.
1
Bao Hoang Nguyen
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Barigozzi, Matteo
1
Baum, Christopher F.
1
Baumeister, Christiane
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1
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1
Bietenbeck, Jan
1
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1
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1
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1
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Journal of applied econometrics
Working paper / National Bureau of Economic Research, Inc.
437
NBER working paper series
399
Applied economics
396
NBER Working Paper
370
Discussion paper / Centre for Economic Policy Research
365
CESifo working papers
357
Discussion paper series / IZA
353
Applied economics letters
262
Economic modelling
262
Finance research letters
218
International review of economics & finance : IREF
197
Journal of international money and finance
186
Energy economics
179
Working paper
177
International review of financial analysis
166
International journal of forecasting
162
Economics letters
155
Journal of banking & finance
151
IZA Discussion Paper
150
Applied financial economics
139
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
136
Discussion paper
135
The North American journal of economics and finance : a journal of financial economics studies
133
CESifo Working Paper Series
126
Research in international business and finance
122
Journal of international financial markets, institutions & money
120
Journal of empirical finance
119
Journal of forecasting
111
International journal of finance & economics : IJFE
98
Discussion papers / CEPR
92
Journal of financial economics
91
The European journal of finance
91
Discussion paper / Tinbergen Institute
86
Kiel working paper
84
IMF working papers
83
Journal of econometrics
81
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
79
Journal of risk and financial management : JRFM
74
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
70
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1
The Federal Reserve's output gap : the unreliability of real-time reliability tests
Quast, Josefine
;
Wolters, Maik H.
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 1101-1111
Persistent link: https://www.econbiz.de/10014474421
Saved in:
2
Exchange rates and macroeconomic fundamentals : evidence of instabilities from time-varying factor loadings
Hillebrand, Eric
;
Mikkelsen, Jakob Guldbæk
;
Spreng, Lars
; …
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 857-877
Persistent link: https://www.econbiz.de/10014432197
Saved in:
3
Identifying the effects of sanctions on the Iranian economy using newspaper coverage
Laudati, Dario
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
38
(
2023
)
3
,
pp. 271-294
Persistent link: https://www.econbiz.de/10014287986
Saved in:
4
The role of precautionary and speculative demand in the global market for crude oil
Cross, Jamie
;
Bao Hoang Nguyen
;
Trung Duc Tran
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 882-895
Persistent link: https://www.econbiz.de/10013464638
Saved in:
5
Robust inference under time-varying volatility : a real-time evaluation of professional forecasters
Demetrescu, Matei
;
Hanck, Christoph
;
Kruse-Becher, Robinson
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 1010-1030
Persistent link: https://www.econbiz.de/10013464645
Saved in:
6
Long-run predictability tests are even worse than you thought
Hjalmarsson, Erik
;
Kiss, Tamás
- In:
Journal of applied econometrics
37
(
2022
)
7
,
pp. 1334-1355
Persistent link: https://www.econbiz.de/10013473977
Saved in:
7
Reassessing growth vulnerability
Cho, Dooyeon
;
Rho, Seunghwa
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 225-234
Persistent link: https://www.econbiz.de/10014471730
Saved in:
8
Forecasting and stress testing with quantile vector autoregression
Chavleishvili, Sulkhan
;
Manganelli, Simone
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 66-85
Persistent link: https://www.econbiz.de/10014474437
Saved in:
9
Panel data nowcasting : the case of price-earnings ratios
Babii, Andrii
;
Ball, Ryan T.
;
Ghysels, Eric
;
Striaukas, …
- In:
Journal of applied econometrics
39
(
2024
)
2
,
pp. 292-307
Persistent link: https://www.econbiz.de/10014517329
Saved in:
10
Oil prices in the real economy
Shu, Haicheng
;
Spencer, Peter D.
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 878-897
Persistent link: https://www.econbiz.de/10014432198
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