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subject:"Prognoseverfahren"
~isPartOf:"Discussion paper"
~isPartOf:"Working paper"
~person:"McCracken, Michael W."
~subject:"Forecasting model"
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Prognoseverfahren
Forecasting model
Estimation
5
Schätzung
5
Frühindikator
3
Leading indicator
3
USA
2
United States
2
quantiles
2
real-time data
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1960-2014
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VAR-Modell
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expected shortfall∗
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McCracken, Michael W.
McAleer, Michael
9
Chang, Chia-Lin
3
Kapetanios, George
3
Neely, Christopher J.
3
Allen, David E.
2
Amburgey, Aaron
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Balaban, Ercan
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Brückbauer, Frank
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Clark, Todd E.
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Escribano, Álvaro
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Skiadopoulos, George
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Thornton, Daniel L.
2
Ungolo, Francesco
2
Zhou, Yuxin
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Österholm, Pär
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Abbate, Angela
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Ajevskis, Viktors
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Al Turki, Saleh T.
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Alyamani, Ryan
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Andonova, Danica Unevska
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Asai, Manabu
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Asai, Manuabu
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Attanasio, Orazio P.
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Barrio Castro, Tomás del
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Beck, Günter W.
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Journal of money, credit and banking : JMCB
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NBER International Seminar on Macroeconomics 2012
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ECONIS (ZBW)
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Growth-at-risk is investment-at-risk
Amburgey, Aaron
;
McCracken, Michael W.
-
2023
Persistent link: https://www.econbiz.de/10014364893
Saved in:
2
On the real-time predictive content of financial conditions indices for growth
Amburgey, Aaron
;
McCracken, Michael W.
-
2022
Persistent link: https://www.econbiz.de/10012803492
Saved in:
3
Tests of equal accuracy for nested models with estimated factors
Gonçalves, Sílvia
;
McCracken, Michael W.
;
Perron, Benoit
-
2015
Persistent link: https://www.econbiz.de/10011392844
Saved in:
4
Testing the economic value of asset return predictability
McCracken, Michael W.
;
Valente, Giorgio
-
2012
Persistent link: https://www.econbiz.de/10009632652
Saved in:
5
Averaging forecasts from VARs with uncertain instabilities
Clark, Todd E.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003783064
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