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subject:"Time series analysis"
subject:"United States"
~language:"eng"
~person:"Diebold, Francis X."
~person:"Kilian, Lutz"
~subject:"Forecasting model"
~type:"article"
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Time series analysis
United States
Forecasting model
Estimation
32
Schätzung
32
USA
16
Theorie
14
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14
Prognoseverfahren
11
Oil price
8
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8
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7
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Diebold, Francis X.
Kilian, Lutz
Gupta, Rangan
114
Gil-Alaña, Luis A.
95
Caporale, Guglielmo Maria
52
Bahmani-Oskooee, Mohsen
44
Wohar, Mark E.
36
Tiwari, Aviral Kumar
33
Chang, Tsangyao
32
Pierdzioch, Christian
32
Ma, Feng
31
McMillan, David G.
30
Moosa, Imad A.
30
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26
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25
Bollerslev, Tim
25
Narayan, Paresh Kumar
25
Wang, Yudong
24
Zhang, Yaojie
23
Salisu, Afees A.
22
McAleer, Michael
21
Koopman, Siem Jan
19
Nonejad, Nima
17
Todorov, Viktor
17
Apergēs, Nikolaos
16
Koop, Gary
16
Marcellino, Massimiliano
16
Miller, Stephen M.
16
Payne, James E.
16
Serletis, Apostolos
16
Österholm, Pär
16
Heckman, James J.
15
Herwartz, Helmut
15
Hsing, Yu
15
Jawadi, Fredj
15
Pesaran, M. Hashem
15
Swanson, Norman R.
15
Andersen, Torben
14
Bali, Turan G.
14
Ghysels, Eric
14
Sarno, Lucio
14
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Journal of money, credit and banking : JMCB
3
The review of economics and statistics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of econometrics
2
The review of economic studies
2
Brookings papers on economic activity : BPEA
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
Energy economics
1
Handbook of economic forecasting ; 1
1
International economic review
1
International journal of forecasting
1
Journal of applied econometrics
1
Journal of the American Statistical Association : JASA
1
Macroeconomic dynamics
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The American economic review
1
The journal of finance : the journal of the American Finance Association
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The risks of financial institutions : [...papers and comments presented at a conference held in Woodstock, Vermont, 22-23 October 2004]
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ECONIS (ZBW)
25
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1
Are product spreads useful for forecasting oil prices? : an empirical evaluation of the Verleger hypothesis
Baumeister, Christiane
;
Kilian, Lutz
;
Zhou, Xiaoqing
- In:
Macroeconomic dynamics
22
(
2018
)
3
,
pp. 562-580
Persistent link: https://www.econbiz.de/10011916657
Saved in:
2
The role of oil price shocks in causing U.S. recessions
Kilian, Lutz
;
Vigfusson, Robert J.
- In:
Journal of money, credit and banking : JMCB
49
(
2017
)
8
,
pp. 1747-1776
Persistent link: https://www.econbiz.de/10011946674
Saved in:
3
Improving GDP measurement : a measurement-error perspective
Aruoba, S. Borağan
;
Diebold, Francis X.
;
Nalewaik, Jeremy
- In:
Journal of econometrics
191
(
2016
)
2
,
pp. 384-397
Persistent link: https://www.econbiz.de/10011610607
Saved in:
4
Do high-frequency financial data help forcast oil prices? : the MIDAS touch at work
Baumeister, Christiane
;
Guérin, Pierre
;
Kilian, Lutz
- In:
International journal of forecasting
31
(
2015
)
2
,
pp. 238-252
Persistent link: https://www.econbiz.de/10011474035
Saved in:
5
Are there gains from pooling real-time oil price forecasts?
Baumeister, Christiane
;
Kilian, Lutz
;
Lee, Thomas
- In:
Energy economics
46
(
2014
),
pp. 33-43
Persistent link: https://www.econbiz.de/10011299353
Saved in:
6
On the correlation structure of microstructure noise : a financial economic approach
Diebold, Francis X.
;
Strasser, Georg
- In:
The review of economic studies
80
(
2013
)
4
,
pp. 1304-1337
Persistent link: https://www.econbiz.de/10010202113
Saved in:
7
The income- and expenditure-side estimates of US output growth
Nalewaik, Jeremy
- In:
Brookings papers on economic activity : BPEA
(
2010
)
1
,
pp. 71-106
Persistent link: https://www.econbiz.de/10008736558
Saved in:
8
Do actions speak louder than words? : household expectations of inflation based on micro consumption data
Inoue, Atsushi
;
Kilian, Lutz
;
Kiraz, Fatma Burcu
- In:
Journal of money, credit and banking : JMCB
41
(
2009
)
7
,
pp. 1331-1363
Persistent link: https://www.econbiz.de/10003887149
Saved in:
9
Exogenous oil supply shocks : how big are they and how much do they matter for the U. S. economy?
Kilian, Lutz
- In:
The review of economics and statistics
90
(
2008
)
2
,
pp. 216-240
Persistent link: https://www.econbiz.de/10003699428
Saved in:
10
How useful is bagging in forecasting economic time series? : a case study of U. S. consumer price inflation
Inoue, Atsushi
;
Kilian, Lutz
- In:
Journal of the American Statistical Association : JASA
103
(
2008
)
482
,
pp. 511-522
Persistent link: https://www.econbiz.de/10003751789
Saved in:
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