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subject:"Theorie"
~person:"Ghysels, Eric"
~subject:"VAR model"
~type_genre:"Aufsatz in Zeitschrift"
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Ghysels, Eric
Phillips, Peter C. B.
55
Franses, Philip Hans
52
Gil-Alaña, Luis A.
43
Koop, Gary
32
Lütkepohl, Helmut
31
Taylor, Robert
30
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29
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25
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24
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24
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23
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20
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20
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19
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19
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18
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18
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18
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18
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18
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18
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17
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17
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16
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16
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16
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15
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15
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15
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15
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15
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15
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14
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14
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6
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3
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2
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1
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1
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1
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1
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1
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ECONIS (ZBW)
20
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1
Machine learning time series regressions with an application to nowcasting
Babii, Andrii
;
Ghysels, Eric
;
Striaukas, Jonas
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1094-1106
Persistent link: https://www.econbiz.de/10013539458
Saved in:
2
Mixed-frequency macro-finance factor models : theory and applications
Andreou, Elena
;
Gagliardini, Patrick
;
Ghysels, Eric
; …
- In:
Journal of financial econometrics
18
(
2020
)
3
,
pp. 585-628
Persistent link: https://www.econbiz.de/10012316703
Saved in:
3
Automated earnings forecasts : beat analysts or combine and conquer?
Ball, Ryan T.
;
Ghysels, Eric
- In:
Management science : journal of the Institute for …
64
(
2018
)
10
,
pp. 4936-4952
Persistent link: https://www.econbiz.de/10011932653
Saved in:
4
Indirect inference estimation of mixed frequency stochastic volatility state space models using MIDAS regressions and ARCH models
Gagliardini, Patrick
;
Ghysels, Eric
;
Rubin, M.
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
4
,
pp. 509-560
Persistent link: https://www.econbiz.de/10011987633
Saved in:
5
Testing for Granger causality with mixed frequency data
Ghysels, Eric
;
Hill, Jonathan B.
;
Motegi, Kaiji
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 207-230
Persistent link: https://www.econbiz.de/10011617146
Saved in:
6
Skewness in expected macro fundamentals and the predictability of equity returns : evidence and theory
Colacito, Riccardo
;
Ghysels, Eric
;
Meng, Jinghan
; …
- In:
The review of financial studies
29
(
2016
)
8
,
pp. 2069-2109
Persistent link: https://www.econbiz.de/10011578976
Saved in:
7
Macroeconomics and the reality of mixed frequency data
Ghysels, Eric
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 294-314
Persistent link: https://www.econbiz.de/10011704951
Saved in:
8
Seasonal time series and autocorrelation function estimation
Lee, Hahn-shik
;
Ghysels, Eric
;
Bell, William R.
- In:
The Manchester School
70
(
2002
)
5
,
pp. 651-665
Persistent link: https://www.econbiz.de/10001699703
Saved in:
9
Time-series model with periodic stochastic regime switching: Part 2 : Applications to 16th- and 17th-century grain prices
Bac, Catherine
;
Chevet, Jean-Michel
;
Ghysels, Eric
- In:
Macroeconomic dynamics
5
(
2001
)
1
,
pp. 21-55
Persistent link: https://www.econbiz.de/10001570829
Saved in:
10
Time-series model with periodic stochastic regime switching: Part 1 : Theory
Ghysels, Eric
- In:
Macroeconomic dynamics
4
(
2000
)
4
,
pp. 467-486
Persistent link: https://www.econbiz.de/10001548619
Saved in:
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