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subject:"Productivity"
subject:"Vergleich"
~isPartOf:"International journal of forecasting"
~subject:"Theorie"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Mehrbändiges Werk"
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Productivity
Vergleich
Theorie
Estimation
186
Schätzung
186
Forecasting model
157
Prognoseverfahren
157
Theory
90
Time series analysis
76
Zeitreihenanalyse
76
Volatility
47
Volatilität
47
Capital income
33
Kapitaleinkommen
33
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28
Wirtschaftsprognose
28
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25
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25
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23
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23
Estimation theory
22
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22
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21
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Aufsatz in Zeitschrift
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91
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91
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Koopman, Siem Jan
3
Gerlach, Richard
2
Huber, Florian
2
Marcellino, Massimiliano
2
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2
Rua, António
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
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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
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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
Breitung, Jörg
1
Bräuning, Falk
1
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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
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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
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1
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1
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1
Christou, Costas
1
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1
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1
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International journal of forecasting
Applied economics
376
Economics letters
238
Economic modelling
222
Applied economics letters
203
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
168
Journal of econometrics
168
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
162
Journal of international money and finance
159
Journal of applied econometrics
146
International review of economics & finance : IREF
131
Journal of macroeconomics
127
Journal of economic dynamics & control
124
Journal of banking & finance
121
The review of economics and statistics
115
Journal of international economics
108
Journal of monetary economics
102
Journal of empirical finance
99
European economic review : EER
98
Applied financial economics
96
Macroeconomic dynamics
92
The American economic review
92
Journal of urban economics
88
Journal of financial economics
86
Energy economics
85
The journal of finance : the journal of the American Finance Association
84
The economic journal : the journal of the Royal Economic Society
80
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
79
The Canadian journal of economics
76
American journal of agricultural economics
75
Econometric reviews
75
Journal of forecasting
75
Journal of money, credit and banking : JMCB
75
Finance research letters
72
The European journal of finance
70
International journal of finance & economics : IJFE
69
Journal of productivity analysis
68
International review of financial analysis
65
Oxford bulletin of economics and statistics
63
The North American journal of economics and finance : a journal of financial economics studies
62
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ECONIS (ZBW)
91
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91
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1
Accelerating peak dating in a dynamic factor Markov-switching model
Os, Bram van
;
Dijk, Dick van
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 313-323
Persistent link: https://www.econbiz.de/10014450273
Saved in:
2
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:
3
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:
4
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:
5
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:
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
Daily news sentiment and monthly surveys : a mixed-frequency dynamic factor model for nowcasting consumer confidence
Algaba, Andres
;
Borms, Samuel
;
Boudt, Kris
;
Verbeken, Brecht
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 266-278
Persistent link: https://www.econbiz.de/10014462779
Saved in:
8
Forecasting expected shortfall : should we use a multivariate model for stock market factors?
Fortin, Alain-Philippe
;
Simonato, Jean-Guy
;
Dionne, Georges
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 314-331
Persistent link: https://www.econbiz.de/10014462782
Saved in:
9
Estimation of a dynamic multi-level factor model with possible long-range dependence
Ergemen, Yunus Emre
;
Rodríguez-Caballero, Carlos Vladimir
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 405-430
Persistent link: https://www.econbiz.de/10014462789
Saved in:
10
Multi-population mortality projection : the augmented common factor model with structural breaks
Wang, Pengjie
;
Pantelous, Athanasios A.
;
Vahid, Farshid
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 450-469
Persistent link: https://www.econbiz.de/10014462791
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