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subject:"Prognoseverfahren"
~isPartOf:"Working papers / Penn Institute for Economic Research"
~person:"Dijk, Herman K. van"
~person:"Gerdrup, Karsten R."
~person:"Mitchell, James"
~person:"Shin, Minchul"
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Prognoseverfahren
Estimation
2
Forecasting model
2
Schätzung
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Statistical distribution
2
Statistische Verteilung
2
Anleihe
1
Bayes-Statistik
1
Bayesian inference
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Bond
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Capital income
1
Density forecasts
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EU countries
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EU-Staaten
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Inflation
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Kapitaleinkommen
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Real interest rate
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Realzins
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Theorie
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Theory
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Volatility
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Volatilität
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Yield curve
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Zinsstruktur
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forecast combination
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model averaging
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modelselection
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partially egalitarian LASSO
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regularization
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Dijk, Herman K. van
Gerdrup, Karsten R.
Mitchell, James
Shin, Minchul
Diebold, Francis X.
1
Liu, Laura
1
Zhang, Boyuan
1
Zhong, Molin
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Working papers / Penn Institute for Economic Research
Discussion paper / Tinbergen Institute
17
Discussion papers / National Institute of Economic and Social Research
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Journal of econometrics
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Federal Reserve Bank of Cleveland working paper series
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Working paper / Norges Bank
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Working papers / Federal Reserve Bank of Philadelphia, Research Department
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International journal of forecasting
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Journal of applied econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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PIER Working Paper
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FEDS Working Paper
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Finance and economics discussion series
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NBER working paper series
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Oxford bulletin of economics and statistics
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Staff memo / Norges Bank
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Tinbergen Institute Discussion Paper 2018-069/III
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ECONIS (ZBW)
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On the aggregation of probability assessments : regularized mixtures of predictive densities for eurozone inflation and real interest rates
Diebold, Francis X.
;
Shin, Minchul
;
Zhang, Boyuan
-
2021
Persistent link: https://www.econbiz.de/10013206037
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Does realized volatility help bond yield density prediction?
Shin, Minchul
;
Zhong, Molin
-
2013
Persistent link: https://www.econbiz.de/10010387433
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