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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"International journal of forecasting"
~subject:"Capital income"
~subject:"Economic growth"
~subject:"Panel"
~subject:"Schätztheorie"
~subject:"Unit root test"
~subject:"Wirtschaftswachstum"
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Time series analysis
United States
Capital income
Economic growth
Panel
Schätztheorie
Unit root test
Wirtschaftswachstum
Estimation
907
Schätzung
907
Theorie
229
Theory
229
Forecasting model
189
Prognoseverfahren
189
Zeitreihenanalyse
152
USA
120
Panel study
91
Volatility
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Volatilität
89
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Kointegration
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Gupta, Rangan
7
Herwartz, Helmut
5
Gil-Alaña, Luis A.
4
Koopman, Siem Jan
4
Baltagi, Badi H.
3
Caporale, Guglielmo Maria
3
Egger, Peter
3
Holmes, Mark J.
3
Kapetanios, George
3
Lee, Chien-chiang
3
Lux, Thomas
3
Meng, Ming
3
Murasawa, Yasutomo
3
Paleologou, Suzanna-Maria
3
Tiwari, Aviral Kumar
3
Westerlund, Joakim
3
Wohar, Mark E.
3
Athanasopoulos, George
2
Beard, Thomas Randolph
2
Bjørnland, Hilde Christiane
2
Blasques, Francisco
2
Chauvet, Marcelle
2
Christopulos, Dēmētrēs K.
2
Clements, Adam
2
Cross, Jamie
2
Edwards, Jeffrey A.
2
González-Rivera, Gloria
2
Hassan, Gazi M.
2
Hassler, Uwe
2
Herzer, Dierk
2
Huber, Florian
2
Juan Fernández, Aránzazu de
2
Jönsson, Kristian
2
Kanas, Angelos
2
Kim, Ji Uk
2
Krüger, Jens
2
Lahiri, Kajal
2
Lee, Hyejin
2
Liesenfeld, Roman
2
Lucas, André
2
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
International journal of forecasting
Working paper / National Bureau of Economic Research, Inc.
1,623
Applied economics
647
Discussion paper series / IZA
625
Applied economics letters
490
Discussion paper / Centre for Economic Policy Research
490
CESifo working papers
418
Economic modelling
414
NBER working paper series
383
Journal of econometrics
368
Economics letters
333
NBER Working Paper
311
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
273
Working paper
270
International review of economics & finance : IREF
236
Journal of banking & finance
232
Finance research letters
211
Energy economics
208
Applied financial economics
201
Finance and economics discussion series
199
The review of economics and statistics
185
Journal of applied econometrics
183
Journal of international money and finance
181
International review of financial analysis
169
Discussion paper
167
Journal of empirical finance
167
The North American journal of economics and finance : a journal of financial economics studies
167
Journal of financial economics
166
The American economic review
164
The empirical economics letters : a monthly international journal of economics
164
Discussion paper / Tinbergen Institute
160
The journal of finance : the journal of the American Finance Association
160
IZA Discussion Paper
146
International journal of economics and financial issues : IJEFI
144
International journal of economics and finance
129
International journal of finance & economics : IJFE
129
International Journal of Energy Economics and Policy : IJEEP
128
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
125
Journal of international financial markets, institutions & money
117
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ECONIS (ZBW)
460
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1
Accelerating peak dating in a dynamic factor Markov-switching model
Os, Bram van
;
Dijk, Dick van
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 313-323
Persistent link: https://www.econbiz.de/10014450273
Saved in:
2
2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns : Out-of-sample comparison of conditional EVT models
Tomlinson, Matthew F.
;
Greenwood, David
; …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 324-347
Persistent link: https://www.econbiz.de/10014450274
Saved in:
3
Forecasting in factor augmented regressions under structural change
Massacci, Daniele
;
Kapetanios, George
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 62-76
Persistent link: https://www.econbiz.de/10014450259
Saved in:
4
Real estate illiquidity and returns : a time-varying regional perspective
Ellington, Michael
;
Fu, Xi
;
Zhu, Yunyi
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 58-72
Persistent link: https://www.econbiz.de/10014462768
Saved in:
5
Daily news sentiment and monthly surveys : a mixed-frequency dynamic factor model for nowcasting consumer confidence
Algaba, Andres
;
Borms, Samuel
;
Boudt, Kris
;
Verbeken, Brecht
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 266-278
Persistent link: https://www.econbiz.de/10014462779
Saved in:
6
FRED-SD : a real-time database for state-level data with forecasting applications
Bokun, Kathryn O.
;
Jackson, Laura
;
Kliesen, Kevin L.
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 279-297
Persistent link: https://www.econbiz.de/10014462780
Saved in:
7
Nowcasting German GDP : foreign factors, financial markets, and model averaging
Andreini, Paolo
;
Hasenzagl, Thomas
;
Reichlin, Lucrezia
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 298-313
Persistent link: https://www.econbiz.de/10014462781
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8
Forecasting expected shortfall : should we use a multivariate model for stock market factors?
Fortin, Alain-Philippe
;
Simonato, Jean-Guy
;
Dionne, Georges
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 314-331
Persistent link: https://www.econbiz.de/10014462782
Saved in:
9
Does the Phillips curve help to forecast euro area inflation?
Bańbura, Marta
;
Bobeica, Elena
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 364-390
Persistent link: https://www.econbiz.de/10014462787
Saved in:
10
Non-Gaussian models for CoVaR estimation
Bianchi, Michele Leonardo
;
De Luca, Giovanni
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 391-404
Persistent link: https://www.econbiz.de/10014462788
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