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subject:"Prognoseverfahren"
~isPartOf:"Documentos de trabajo / Banco de España"
~isPartOf:"Journal of money, credit and banking : JMCB"
~person:"Marcellino, Massimiliano"
~subject:"Aktienmarkt"
~subject:"VAR-Modell"
~subject:"Zeitreihenanalyse"
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Prognoseverfahren
Aktienmarkt
VAR-Modell
Zeitreihenanalyse
Estimation
2
Schätzung
2
Business cycle synchronization
1
Europa
1
Europe
1
Factor analysis
1
Faktorenanalyse
1
Financial crisis
1
Finanzkrise
1
Forecasting model
1
Frühindikator
1
Globalisierung
1
Globalization
1
Industrialized countries
1
Industrieländer
1
International financial market
1
Internationaler Finanzmarkt
1
Konjunkturzusammenhang
1
Leading indicator
1
Markov chain
1
Markov-Kette
1
Markov-switching
1
Regression analysis
1
Regressionsanalyse
1
Schock
1
Shock
1
Spillover effect
1
Spillover-Effekt
1
Theorie
1
Theory
1
Time series analysis
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VAR model
1
Welt
1
World
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factor model
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forecasting
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global financial crisis
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English
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Author
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Marcellino, Massimiliano
Leiva-Leon, Danilo
6
Guérin, Pierre
3
Binder, Carola Conces
2
Carpenter, Seth B.
2
Demiralp, Selva
2
Eickmeier, Sandra
2
Gómez-Loscos, Ana
2
Kim, Chang-jin
2
Martínez-Martín, Jaime
2
Park, Cheolbeom
2
Peersman, Gert
2
Abbate, Angela
1
Alloza, Mario
1
Bali, Turan G.
1
Banerjee, Anindya
1
Basistha, Arabinda
1
Belongia, Michael T.
1
Bouakez, Hafedh
1
Brunner, Allan D.
1
Buch, Claudia M.
1
Byrne, Joseph P.
1
Bystrov, Victor
1
Camacho, Maximo
1
Canova, Fabio
1
Castro, Francisco de
1
Chan, Joshua
1
Chen, Shiu-sheng
1
Choi, Kwang Hun
1
Christopulos, Dēmētrēs K.
1
D'Agostino, Antonello
1
Ductor, Lorenzo
1
Dées, Stéphane
1
Ehling, Paul
1
Esterer, Florian
1
Fang, Xu
1
Farrant, Katie
1
Fiorentini, Gabriele
1
Forni, Mario
1
Gadea, María Dolores
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Documentos de trabajo / Banco de España
Journal of money, credit and banking : JMCB
Discussion paper / Centre for Economic Policy Research
14
Discussion papers / CEPR
8
Working papers / Innocenzo Gasparini Institute for Economic Research
6
Discussion paper / Deutsche Bundesbank
4
Journal of applied econometrics
4
Federal Reserve Bank of Cleveland working paper series
3
Oxford bulletin of economics and statistics
3
EUI working paper
2
International journal of forecasting
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Temi di discussione / Banca d'Italia
2
Working paper series / Innocenzo Gasparini Institute for Economic Research
2
BAFFI CAREFIN Centre Research Paper
1
Discussion paper
1
Documents de travail / Banque de France
1
Economics letters
1
Journal of econometrics
1
Journal of forecasting
1
SNB working papers
1
Strathclyde discussion papers in economics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Working paper
1
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Working papers series / Federal Reserve Bank of San Francisco
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ECONIS (ZBW)
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Markov-switching three-pass regression filter
Guérin, Pierre
;
Leiva-Leon, Danilo
;
Marcellino, …
-
2017
Persistent link: https://www.econbiz.de/10011793192
Saved in:
2
The changing international transmission of financial shocks : evidence from a classical time-varying FAVAR
Abbate, Angela
;
Eickmeier, Sandra
;
Lemke, Wolfgang
; …
- In:
Journal of money, credit and banking : JMCB
48
(
2016
)
4
,
pp. 573-601
Persistent link: https://www.econbiz.de/10011615515
Saved in:
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