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subject:"Impact assessment"
~isPartOf:"Applied economics letters"
~isPartOf:"International journal of forecasting"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Commodity market"
~subject:"Prognoseverfahren"
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Impact assessment
Commodity market
Prognoseverfahren
Estimation
1,666
Schätzung
1,666
Theorie
319
Theory
319
Forecasting model
261
Volatility
220
Volatilität
220
Börsenkurs
215
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89
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85
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Gupta, Rangan
11
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6
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5
Dai, Zhifeng
4
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3
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2
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2
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Applied economics letters
International journal of forecasting
The North American journal of economics and finance : a journal of financial economics studies
Working paper / National Bureau of Economic Research, Inc.
340
Discussion paper series / IZA
300
NBER working paper series
294
NBER Working Paper
270
Discussion paper / Centre for Economic Policy Research
242
CESifo working papers
147
Applied economics
139
Finance research letters
126
IZA Discussion Paper
125
Journal of forecasting
109
Working paper
106
Economic modelling
102
Energy economics
99
Journal of banking & finance
92
Economics letters
81
International review of economics & finance : IREF
79
Journal of econometrics
76
Discussion paper
72
International review of financial analysis
72
Journal of empirical finance
69
ZEW discussion papers
66
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
65
Journal of financial economics
64
Journal of international money and finance
60
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
59
Discussion papers / CEPR
49
Journal of applied econometrics
47
Kiel working paper
44
Discussion papers / Deutsches Institut für Wirtschaftsforschung
43
Finance and economics discussion series
43
CESifo Working Paper Series
42
Discussion paper / Tinbergen Institute
42
The American economic review
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Working paper series / European Central Bank
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Research in international business and finance
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Discussion paper / Deutsche Bundesbank
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Journal of international financial markets, institutions & money
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ECONIS (ZBW)
321
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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
COVID-19 pandemic, vaccination and household expenditures : regional evidence from Turkish credit card data
Gul, Selcuk
;
Hacıhasanoğlu, Yavuz Selim
;
Kazdal, Abdullah
- In:
Applied economics letters
31
(
2024
)
11
,
pp. 988-991
Persistent link: https://www.econbiz.de/10014557929
Saved in:
5
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:
6
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:
7
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:
8
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:
9
Does variance risk premium predict expected returns?
Kuang, Xian-Ji
;
Hsu, Yueh-Hua
;
Chang, Alan
;
Lin, Shih-kuei
- In:
Applied economics letters
31
(
2024
)
13
,
pp. 1227-1233
Persistent link: https://www.econbiz.de/10014558807
Saved in:
10
Business cycles, stock returns and the transmission channels of conventional and unconventional monetary policy
DaSilva, Amadeu
;
Farka, Mira
- In:
Applied economics letters
31
(
2024
)
14
,
pp. 1269-1277
Persistent link: https://www.econbiz.de/10014558823
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