//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Time series analysis"
subject:"United States"
~language:"eng"
~person:"Kilian, Lutz"
~person:"Marcellino, Massimiliano"
~subject:"Forecasting model"
~type:"article"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
United States
Forecasting model
Estimation
39
Schätzung
39
Prognoseverfahren
16
Theorie
16
Theory
16
USA
13
VAR model
11
VAR-Modell
11
Oil price
10
Ölpreis
10
Zeitreihenanalyse
9
Schock
7
Shock
7
EU countries
6
EU-Staaten
6
Euro area
5
Eurozone
5
Frühindikator
5
Inflation
5
Leading indicator
5
Business cycle
4
Factor analysis
4
Faktorenanalyse
4
Geldpolitik
4
Konjunktur
4
Monetary policy
4
OECD countries
4
OECD-Staaten
4
Volatility
4
Volatilität
4
Cointegration
3
Estimation theory
3
Kaufkraftparität
3
Kointegration
3
Markov chain
3
Markov-Kette
3
Markov-switching
3
more ...
less ...
Online availability
All
Undetermined
11
Type of publication
All
Article
Book / Working Paper
87
Type of publication (narrower categories)
All
Article in journal
27
Aufsatz in Zeitschrift
27
Language
All
English
Author
All
Kilian, Lutz
Marcellino, Massimiliano
Gupta, Rangan
110
Gil-Alaña, Luis A.
93
Caporale, Guglielmo Maria
52
Bahmani-Oskooee, Mohsen
44
Wohar, Mark E.
36
Tiwari, Aviral Kumar
32
Pierdzioch, Christian
31
McMillan, David G.
30
Moosa, Imad A.
30
Chang, Tsangyao
29
Ma, Feng
29
Zaremba, Adam
26
Balcilar, Mehmet
25
Bollerslev, Tim
25
Narayan, Paresh Kumar
25
Wang, Yudong
22
McAleer, Michael
21
Salisu, Afees A.
21
Zhang, Yaojie
21
Koopman, Siem Jan
19
Nonejad, Nima
17
Todorov, Viktor
17
Apergēs, Nikolaos
16
Koop, Gary
16
Miller, Stephen M.
16
Serletis, Apostolos
16
Österholm, Pär
16
Heckman, James J.
15
Herwartz, Helmut
15
Hsing, Yu
15
Jawadi, Fredj
15
Payne, James E.
15
Pesaran, M. Hashem
15
Swanson, Norman R.
15
Andersen, Torben
14
Bali, Turan G.
14
Diebold, Francis X.
14
Sarno, Lucio
14
Tauchen, George Eugene
14
more ...
less ...
Published in...
All
Journal of applied econometrics
7
International journal of forecasting
3
Journal of money, credit and banking : JMCB
3
Oxford bulletin of economics and statistics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
The review of economics and statistics
2
Economics letters
1
Energy economics
1
International economic review
1
Journal of econometrics
1
Journal of forecasting
1
Journal of the American Statistical Association : JASA
1
Macroeconomic dynamics
1
more ...
less ...
Source
All
ECONIS (ZBW)
27
Showing
1
-
10
of
27
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Nowcasting tail risk to economic activity at a weekly frequency
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 843-866
Persistent link: https://www.econbiz.de/10013464633
Saved in:
2
Macroeconomic forecasting in a multi-country context
Bai, Yu
;
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, …
- In:
Journal of applied econometrics
37
(
2022
)
6
,
pp. 1230-1255
Persistent link: https://www.econbiz.de/10013464673
Saved in:
3
Markov-switching three-pass regression filter
Guérin, Pierre
;
Leiva-Leon, Danilo
;
Marcellino, …
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 285-302
Persistent link: https://www.econbiz.de/10012262467
Saved in:
4
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:
5
Explaining the time-varying effects of oil market shocks on US stock returns
Foroni, Claudia
;
Guérin, Pierre
;
Marcellino, Massimiliano
- In:
Economics letters
155
(
2017
),
pp. 84-88
Persistent link: https://www.econbiz.de/10011821575
Saved in:
6
Structural FECM : cointegration in large‐scale structural FAVAR models
Banerjee, Anindya
;
Marcellino, Massimiliano
;
Masten, Igor
- In:
Journal of applied econometrics
32
(
2017
)
6
,
pp. 1069-1086
Persistent link: https://www.econbiz.de/10011862314
Saved in:
7
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:
8
Time variation in macro-financial linkages
Prieto, Esteban
;
Eickmeier, Sandra
;
Marcellino, Massimiliano
- In:
Journal of applied econometrics
31
(
2016
)
7
,
pp. 1215-1233
Persistent link: https://www.econbiz.de/10011687454
Saved in:
9
Short-term GDP forecasting with a mixed-frequency dynamic factor model with stochastic volatility
Marcellino, Massimiliano
;
Porqueddu, Mario
;
Venditti, …
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
1
,
pp. 118-127
Persistent link: https://www.econbiz.de/10011691233
Saved in:
10
Monetary, fiscal and oil shocks : evidence based on mixed frequency structural FAVARs
Marcellino, Massimiliano
;
Sivec, Vasja
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 335-348
Persistent link: https://www.econbiz.de/10011704953
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->