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subject:"Prognoseverfahren"
~accessRights:"restricted"
~isPartOf:"Applied economics"
~isPartOf:"Macroeconomic dynamics"
~subject:"Estimation"
~type:"article"
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Prognoseverfahren
Estimation
Bayes-Statistik
54
Bayesian inference
54
Schätzung
24
Theorie
16
Theory
16
VAR model
14
VAR-Modell
14
Dynamic equilibrium
13
Dynamisches Gleichgewicht
13
Schock
10
Shock
10
Business cycle
8
Konjunktur
8
Bayesian Estimation
7
Forecasting model
7
Geldpolitik
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Volatility
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Volatilität
7
Neoclassical synthesis
6
Neoklassische Synthese
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DSGE model
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Learning process
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USA
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United States
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Wirkungsanalyse
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Bayesian model averaging
4
Finanzpolitik
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Fiscal policy
4
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4
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28
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28
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English
28
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Apergis, Emmanuel
1
Apergēs, Nikolaos
1
Baños-Pino, José
1
Bekiros, Stelios
1
Beyer, Robert
1
Bouri, Elie
1
Bresson, Georges
1
Cordero, José Manuel
1
Dai, Wei
1
Dey, Jaya
1
Drygalla, Andrej
1
Dufitinema, Josephine
1
Dybowski, Tom Philipp
1
Eijffinger, Sylvester C. W.
1
Etienne, Jean-Michel
1
Fischer, Manfred M.
1
Giuli, Francesco
1
Grajales-Olarte, Anderson
1
Gupta, Rangan
1
Hanck, Christoph
1
Haslag, Joseph H.
1
Hernandez, Jose Arreola
1
Hirose, Yasuo
1
Holtemöller, Oliver
1
Huber, Florian
1
Jiang, Hui
1
Jiang, Yuanying
1
Jobert, Thomas
1
Jones, Callum
1
Kang, Kyu Ho
1
Karanfil, Fatih
1
Kiesel, Konstantin
1
Kulish, Mariano
1
Kurozumi, Takushi
1
Langcake, Sean
1
Li, Xue
1
Liu, Caiyun
1
Ma, Xiyuan
1
Madhou, Ashwin
1
Milivojević, Lazar
1
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Applied economics
Macroeconomic dynamics
International journal of forecasting
79
Journal of econometrics
44
Economic modelling
33
Journal of economic dynamics & control
29
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
27
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
Economics letters
21
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
21
Journal of forecasting
20
Energy economics
19
Journal of macroeconomics
18
Journal of international money and finance
15
Econometric reviews
14
Journal of applied econometrics
14
European journal of operational research : EJOR
13
Finance research letters
13
The North American journal of economics and finance : a journal of financial economics studies
13
Computational economics
11
Empirical economics : a quarterly journal of the Institute for Advanced Studies
11
European economic review : EER
11
Insurance / Mathematics & economics
11
International review of economics & finance : IREF
9
Quantitative finance
9
Applied economics letters
8
International review of financial analysis
8
Journal of empirical finance
8
Journal of monetary economics
7
Economic systems
6
International journal of finance & economics : IJFE
6
Journal of economic behavior & organization : JEBO
6
Regional science & urban economics
6
Journal of banking & finance
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
The B.E. journal of macroeconomics
5
International economic journal
4
International journal of production research
4
Journal of Asian economics
4
Journal of financial econometrics
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ECONIS (ZBW)
28
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1
A dual perspective inflation analysis of China with large dimensional data : an application of large VARs model
Nong, Hao
;
Wu, Xianghua
;
Jiang, Yuanying
- In:
Applied economics
55
(
2023
)
50
,
pp. 5939-5955
Persistent link: https://www.econbiz.de/10014335840
Saved in:
2
Modelling and forecasting COVID-19 stock returns using asymmetric GARCH-ICAPM with mixture and heavy-tailed distributions
Rewat Khanthaporn
;
Wichitaksorn, Nuttanan
- In:
Applied economics
55
(
2023
)
51
,
pp. 6042-6061
Persistent link: https://www.econbiz.de/10014335891
Saved in:
3
Has international CPI inflation comovement strengthened since the global financial crisis?
Sin, In-sŏk
;
Kang, Kyu Ho
- In:
Macroeconomic dynamics
27
(
2023
)
1
,
pp. 111-140
Persistent link: https://www.econbiz.de/10014247352
Saved in:
4
Dynamics and synchronization of global equilibrium interest rates
Beyer, Robert
;
Milivojević, Lazar
- In:
Applied economics
55
(
2023
)
28
,
pp. 3195-3214
Persistent link: https://www.econbiz.de/10014299143
Saved in:
5
A panel threshold VAR with stochastic volatility-in-mean model : an application to the effects of financial and uncertainty shocks in emerging economies
Soave, Gian Paulo
- In:
Applied economics
55
(
2023
)
4
,
pp. 397-431
Persistent link: https://www.econbiz.de/10013494431
Saved in:
6
On phase shifts in a New Keynesian model economy
Li, Xue
;
Haslag, Joseph H.
- In:
Macroeconomic dynamics
25
(
2021
)
8
,
pp. 2080-2101
Persistent link: https://www.econbiz.de/10012704941
Saved in:
7
The impact of COVID-19 on economic growth : evidence from a Bayesian Panel Vector Autoregressive (BPVAR) model
Apergis, Emmanuel
;
Apergēs, Nikolaos
- In:
Applied economics
53
(
2021
)
58
,
pp. 6739-6751
Persistent link: https://www.econbiz.de/10012697965
Saved in:
8
Stochastic volatility forecasting of the Finnish housing market
Dufitinema, Josephine
- In:
Applied economics
53
(
2021
)
1
,
pp. 98-114
Persistent link: https://www.econbiz.de/10012416026
Saved in:
9
Identifying news shocks with forecast data
Hirose, Yasuo
;
Kurozumi, Takushi
- In:
Macroeconomic dynamics
25
(
2021
)
6
,
pp. 1442-1471
Persistent link: https://www.econbiz.de/10012618220
Saved in:
10
The role of real estate uncertainty in predicting US home sales growth : evidence from a quantiles-based Bayesian model averaging approach
Çepni, Oğuzhan
;
Gupta, Rangan
;
Wohar, Mark E.
- In:
Applied economics
52
(
2020
)
5
,
pp. 528-536
Persistent link: https://www.econbiz.de/10012197432
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