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subject:"Forecasting model"
subject:"Stock market"
~isPartOf:"Journal of applied econometrics"
~subject:"Time series analysis"
~type_genre:"Article in journal"
~type_genre:"CD-ROM, DVD"
~type_genre:"Working Paper"
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Search: subject_exact:"Estimation"
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Forecasting model
Stock market
Time series analysis
Estimation
357
Schätzung
357
Theorie
142
Theory
142
USA
95
United States
95
Welt
39
World
39
Estimation theory
38
Schätztheorie
38
Zeitreihenanalyse
35
Prognoseverfahren
30
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27
Panel study
27
Volatility
24
Volatilität
24
Bayes-Statistik
22
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22
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22
VAR model
22
VAR-Modell
22
Deutschland
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Regression analysis
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Nichtparametrisches Verfahren
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Kointegration
18
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17
Wirkungsanalyse
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Economic growth
16
Wirtschaftswachstum
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66
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Article in journal
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66
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66
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Clark, Todd E.
4
Pesaran, M. Hashem
3
Carriero, Andrea
2
Lima, Luiz Renato
2
Marcellino, Massimiliano
2
McCracken, Michael W.
2
Nielsen, Morten Ørregaard
2
Wel, Michel van der
2
Abel, Joshua
1
Ahelegbey, Daniel Felix
1
Altavilla, Carlo
1
Amburgey, Aaron J.
1
Andersen, Torben
1
Babii, Andrii
1
Bai, Yu
1
Bailey, Natalia
1
Ball, Ryan T.
1
Baumeister, Christiane
1
Baxter, J. L.
1
Bekdache, Basma
1
Beyer, Andreas
1
Bianchi, Marco
1
Billio, Monica
1
Billé, Anna Gloria
1
Bollerslev, Tim
1
Campolieti, Michele
1
Casarin, Roberto
1
Catania, Leopoldo
1
Chavleishvili, Sulkhan
1
Cho, Dooyeon
1
Croushore, Dean Darrell
1
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1
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1
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1
Dijk, Dick van
1
Elhorst, J. Paul
1
Eliasson, Ann-Charlotte
1
Engsted, Tom
1
Ertur, Kamil C.
1
Everaert, Gerdie
1
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Journal of applied econometrics
Applied economics
222
Economic modelling
212
Applied economics letters
192
Finance research letters
183
International journal of forecasting
162
Journal of econometrics
156
International review of economics & finance : IREF
150
International review of financial analysis
141
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
135
Journal of banking & finance
125
Journal of empirical finance
120
Journal of forecasting
120
Energy economics
119
The North American journal of economics and finance : a journal of financial economics studies
118
CESifo working papers
117
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
111
Economics letters
108
Applied financial economics
101
Research in international business and finance
98
Working paper / National Bureau of Economic Research, Inc.
96
Journal of international financial markets, institutions & money
90
Discussion paper / Tinbergen Institute
87
Working paper
87
Discussion paper / Centre for Economic Policy Research
84
Journal of financial economics
79
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
75
Journal of international money and finance
73
Journal of risk and financial management : JRFM
71
International journal of finance & economics : IJFE
70
Pacific-Basin finance journal
65
The European journal of finance
64
International journal of economics and finance
59
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
57
Econometric reviews
53
The empirical economics letters : a monthly international journal of economics
51
Finance and economics discussion series
48
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
47
Journal of economic dynamics & control
47
Cogent economics & finance
46
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ECONIS (ZBW)
66
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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
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:
5
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:
6
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:
7
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:
8
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:
9
The macroeconomy as a random forest
Goulet Coulombe, Philippe
- In:
Journal of applied econometrics
39
(
2024
)
3
,
pp. 401-421
Persistent link: https://www.econbiz.de/10014517490
Saved in:
10
On the real-time predictive content of financial condition indices for growth
Amburgey, Aaron J.
;
McCracken, Michael W.
- In:
Journal of applied econometrics
38
(
2023
)
2
,
pp. 137-163
Persistent link: https://www.econbiz.de/10014287960
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