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subject:"Time series analysis"
subject:"United States"
~isPartOf:"International journal of forecasting"
~subject:"EU countries"
~subject:"Prognoseverfahren"
~subject:"Share price"
~subject:"United Kingdom"
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Time series analysis
United States
EU countries
Prognoseverfahren
Share price
United Kingdom
Estimation
179
Schätzung
179
Forecasting model
151
Theorie
87
Theory
87
Zeitreihenanalyse
74
Volatility
46
Volatilität
46
Capital income
32
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Wirtschaftsprognose
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USA
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Koopman, Siem Jan
5
Athanasopoulos, George
3
Huber, Florian
3
Blasques, Francisco
2
Bräuning, Falk
2
Franses, Philip Hans
2
Gerlach, Richard
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Hou, Chenghan
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2
Kapetanios, George
2
Klein, Tony
2
Lahiri, Kajal
2
Lucas, André
2
Marcellino, Massimiliano
2
McAleer, Michael
2
Mumtaz, Haroon
2
Peña, Daniel
2
Proietti, Tommaso
2
Rapach, David E.
2
Rua, António
2
Ruiz, Esther
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Swanson, Norman R.
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Vahid, Farshid
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Witt, Stephen F.
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Zhao, Yongchen
2
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1
Adrian, Tobias
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1
Allaj, Erindi
1
Altuğ, Sumru
1
An, Zidong
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Anderson, Heather M.
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Andreini, Paolo
1
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1
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International journal of forecasting
Working paper / National Bureau of Economic Research, Inc.
1,589
Discussion paper series / IZA
724
Applied economics
612
Discussion paper / Centre for Economic Policy Research
579
Applied economics letters
392
CESifo working papers
389
NBER working paper series
367
Economic modelling
329
NBER Working Paper
290
Working paper
272
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
257
Applied financial economics
230
Journal of econometrics
219
Journal of banking & finance
218
Finance research letters
216
Economics letters
213
International review of economics & finance : IREF
208
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
208
Discussion paper
205
Finance and economics discussion series
198
Energy economics
183
Journal of international money and finance
183
The review of economics and statistics
181
International review of financial analysis
172
The North American journal of economics and finance : a journal of financial economics studies
169
The American economic review
165
Journal of applied econometrics
164
IZA Discussion Paper
162
The journal of finance : the journal of the American Finance Association
160
Journal of empirical finance
158
Discussion paper / Tinbergen Institute
157
Journal of financial economics
133
Journal of international financial markets, institutions & money
131
The journal of futures markets
131
Working paper series / European Central Bank
129
Journal of forecasting
125
Discussion papers / Deutsches Institut für Wirtschaftsforschung
115
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
113
Journal of money, credit and banking : JMCB
112
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ECONIS (ZBW)
168
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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
A time-varying skewness model for Growth-at-Risk
Iseringhausen, Martin
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 229-246
Persistent link: https://www.econbiz.de/10014450268
Saved in:
5
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:
6
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:
7
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:
8
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
Saved in:
9
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:
10
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
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