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subject:"Theorie"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of forecasting"
~isPartOf:"Journal of macroeconomics"
~person:"Apostolakis, George N."
~person:"Arize, Augustine Chuck"
~person:"Attanasio, Orazio P."
~person:"Camarero Olivas, Mariam"
~person:"Lindé, Jesper"
~person:"McAleer, Michael"
~person:"Pierdzioch, Christian"
~person:"Semmler, Willi"
~person:"Timmermann, Allan"
~subject:"Bayesian shrinkage"
~subject:"Forecasting model"
~subject:"Real estate price"
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Theorie
Bayesian shrinkage
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Estimation
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Apostolakis, George N.
Arize, Augustine Chuck
Attanasio, Orazio P.
Camarero Olivas, Mariam
Lindé, Jesper
McAleer, Michael
Pierdzioch, Christian
Semmler, Willi
Timmermann, Allan
Gupta, Rangan
12
Wohar, Mark E.
8
Herwartz, Helmut
4
Ireland, Peter N.
4
Serletis, Apostolos
4
Wang, Yudong
4
Balcilar, Mehmet
3
Chan, Ngai Hang
3
Junttila, Juha
3
Karathanasopoulos, Andreas
3
Korhonen, Marko
3
Kumbhakar, Subal
3
Lütkepohl, Helmut
3
Miller, Stephen M.
3
Ullah, Wali
3
Afonso, António
2
Aguiar-Conraria, Luís
2
Basu, Parantap
2
Belongia, Michael T.
2
Berger, Tino
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Biolsi, Christopher
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Born, Benjamin
2
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2
Chan, Joshua
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2
Demiralp, Selva
2
Dua, Pami
2
Engsted, Tom
2
Everaert, Gerdie
2
Franses, Philip Hans
2
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2
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
International review of economics & finance : IREF
Journal of economic dynamics & control
Journal of forecasting
Journal of macroeconomics
Econometric Institute research papers
14
Working paper
13
Kiel working paper
9
Discussion paper / Centre for Economic Policy Research
7
Working paper / National Bureau of Economic Research, Inc.
7
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6
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6
Cambridge working papers in economics
5
Department of Economics working paper series
5
Discussion paper / Department of Economics, University of California San Diego
5
Diskussionsarbeit
5
Econometric reviews
5
Sveriges Riksbank working paper series
5
Finance research letters
4
Journal of econometrics
4
The North American journal of economics and finance : a journal of financial economics studies
4
Applied economics letters
3
CESifo working papers
3
Discussion paper / Deutsche Bundesbank
3
Discussion paper series / LSE Financial Markets Group
3
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3
Essays on the effects of fiscal and monetary policy
3
International journal of forecasting
3
Journal of economic behavior & organization : JEBO
3
Working papers / Brandeis University, Department of Economics and International Business School
3
Applied financial economics
2
Bundesbank Series 1 Discussion Paper
2
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
2
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DAE working paper
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Discussion paper in financial economics : FE
2
Discussion papers / Europa-Universität Viadrina Frankfurt (Oder), Fakultät Wirtschaftswissenschaften
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Finmap working paper
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IFS working paper series
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IMF working papers
2
International review of financial analysis
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
Macro-financial effects of monetary policy easing
Apostolakis, George N.
;
Giannellis, Nikolaos
; …
- In:
Journal of forecasting
42
(
2023
)
3
,
pp. 715-738
Persistent link: https://www.econbiz.de/10014292226
Saved in:
3
On bank return and volatility spillovers : identifying transmitters and receivers during crisis periods
Apostolakis, George N.
;
Floros, Christos
;
Giannellis, …
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 156-176
Persistent link: https://www.econbiz.de/10013542907
Saved in:
4
Predicting stock market movements with a time-varying consumption-aggregate wealth ratio
Chang, Tsangyao
;
Gupta, Rangan
;
Majumdar, Anandamayee
; …
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 458-467
Persistent link: https://www.econbiz.de/10012203261
Saved in:
5
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 40-50
Persistent link: https://www.econbiz.de/10011571858
Saved in:
6
Nonstationarity and nonlinearity in inflation rate : some further evidence
Arize, Augustine Chuck
;
Malindretos, John
- In:
International review of economics & finance : IREF
24
(
2012
),
pp. 224-234
Persistent link: https://www.econbiz.de/10009690184
Saved in:
7
International equity flows and the predictability of US stock returns
Hartmann, Daniel
;
Pierdzioch, Christian
- In:
Journal of forecasting
26
(
2007
)
8
,
pp. 583-599
Persistent link: https://www.econbiz.de/10003608154
Saved in:
8
A note on the unbiasedness test of rationality using survey data
McAleer, Michael
- In:
Journal of macroeconomics
16
(
1994
)
2
,
pp. 369-374
Persistent link: https://www.econbiz.de/10001167828
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