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subject:"Time series analysis"
~person:"Beaumont, Adrian"
~person:"Franses, Philip Hans"
~person:"Harvey, Andrew C."
~person:"Martin, Gael M."
~subject:"Dynamic price and volatility jumps"
~subject:"Financial crisis"
~subject:"Prognoseverfahren"
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Time series analysis
Dynamic price and volatility jumps
Financial crisis
Prognoseverfahren
Theorie
393
Theory
393
Zeitreihenanalyse
205
Forecasting model
119
Saisonale Schwankungen
68
Seasonal variations
68
Estimation theory
57
Schätztheorie
57
Volatility
33
Volatilität
33
Schätzung
29
State space model
29
Zustandsraummodell
29
Estimation
28
Bayes-Statistik
23
Bayesian inference
23
Stochastic process
22
Stochastischer Prozess
22
USA
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United States
22
Großbritannien
19
Modellierung
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Scientific modelling
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Experten
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Experts
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Marketing
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Ökonometrie
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Cointegration
15
Kointegration
15
ARCH model
14
ARCH-Modell
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Econometrics
14
Market share
14
Marktanteil
14
Ökonometrisches Modell
14
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84
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Article
107
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129
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129
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114
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99
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English
270
German
1
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Beaumont, Adrian
Franses, Philip Hans
Harvey, Andrew C.
Martin, Gael M.
Diebold, Francis X.
142
Phillips, Peter C. B.
134
Koopman, Siem Jan
131
Gil-Alaña, Luis A.
109
Härdle, Wolfgang
103
Timmermann, Allan
102
Caporale, Guglielmo Maria
96
Pesaran, M. Hashem
91
Marcellino, Massimiliano
89
Clark, Todd E.
86
Swanson, Norman R.
85
Koop, Gary
82
Clements, Michael P.
81
Lütkepohl, Helmut
81
Granger, C. W. J.
80
Hendry, David F.
72
Caballero, Ricardo J.
71
McAleer, Michael
69
Teräsvirta, Timo
68
Gupta, Rangan
67
Dijk, Herman K. van
66
Hyndman, Rob J.
66
Kilian, Lutz
64
Schorfheide, Frank
64
Krishnamurthy, Arvind
63
Ravazzolo, Francesco
62
Ghysels, Eric
56
Maravall Herrero, Agustín
56
Sibbertsen, Philipp
56
Lucas, André
54
Kunst, Robert M.
53
Lux, Thomas
53
McCracken, Michael W.
53
Stock, James H.
53
Engle, Robert F.
52
Bollerslev, Tim
51
Giannone, Domenico
49
Kapetanios, George
49
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Econometrisch Instituut <Rotterdam>
6
Erasmus Research Institute of Management
3
University of Cambridge / Department of Applied Economics
2
Conference State Space and Unobserved Component Models <2002, Amsterdam>
1
European University Institute / Department of Economics
1
Institut für Höhere Studien
1
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Econometric Institute research papers
28
Report / Econometric Institute, Erasmus University Rotterdam
23
Working paper / Department of Econometrics and Business Statistics, Monash University
23
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
19
International journal of forecasting
15
Discussion paper / Tinbergen Institute
13
Cambridge working papers in economics
10
Economics letters
9
Journal of forecasting
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Discussion paper / Tinbergen Institute / Tinbergen Institute
6
Journal of applied econometrics
6
Report / Erasmus Center for Financial Research, Erasmus University
6
Econometric reviews
5
Advanced texts in econometrics
4
ERIM report series research in management
4
Journal of econometrics
4
Research memorandum series / Tinbergen Instituut
4
An Elgar reference collection
3
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Journal of economic surveys
3
Oxford bulletin of economics and statistics
3
Suntory and Toyota International Centres for Economics and Related Disciplines
3
The economic journal : the journal of the Royal Economic Society
3
The international library of critical writings in econometrics
3
The review of economics and statistics
3
Applied economics
2
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
2
Discussion paper / Department of Economics, University of California San Diego
2
Econometric theory
2
Handbook of economic forecasting ; Vol. 1
2
IHS economics series : working paper
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Reihe Ökonomie
2
SSE EFI working paper series in economics and finance
2
Technological forecasting & social change : an international journal
2
The econometrics journal
2
Working paper
2
A companion to economic forecasting
1
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ECONIS (ZBW)
271
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1
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1
Bayesian forecasting in the 21st century : a modern review
Martin, Gael M.
;
Frazier, David T.
;
Loiza-Maya, Ruben
; …
-
2023
Persistent link: https://www.econbiz.de/10014315412
Saved in:
2
ABC-based forecasting in state space models
Weerasinghe, Chaya
;
Loiza-Maya, Ruben
;
Martin, Gael M.
; …
-
2023
Persistent link: https://www.econbiz.de/10014452518
Saved in:
3
Solving the forecast combination puzzle
Frazier, David T.
;
Covey, Ryan
;
Martin, Gael M.
; …
-
2023
Persistent link: https://www.econbiz.de/10014452579
Saved in:
4
Variational Bayes in state space models : inferential and predictive accuracy
Frazier, David T.
;
Loiza-Maya, Ruben
;
Martin, Gael M.
-
2022
Persistent link: https://www.econbiz.de/10013193949
Saved in:
5
Interpolation and correlation
Franses, Philip Hans
- In:
Applied economics
54
(
2022
)
14
,
pp. 1562-1567
Persistent link: https://www.econbiz.de/10012875525
Saved in:
6
The impact of sampling variability on estimated combinations of distributional forecasts
Zischke, Ryan
;
Martin, Gael M.
;
Frazier, David T.
; …
-
2022
Persistent link: https://www.econbiz.de/10013494329
Saved in:
7
Bayesian forecasting in economics and finance : a modern review
Martin, Gael M.
;
Frazier, David T.
;
Maneesoonthorn, Worapree
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 811-839
Persistent link: https://www.econbiz.de/10014547209
Saved in:
8
Inclusion of older annual data into time series models for recent quarterly data
Franses, Philip Hans
- In:
Applied economics letters
28
(
2021
)
19
,
pp. 1717-1721
Persistent link: https://www.econbiz.de/10012652580
Saved in:
9
Time series modelling of epidemics : leading indicators, control groups and policy assessment
Harvey, Andrew C.
- In:
National Institute economic review : journal of the …
257
(
2021
),
pp. 83-100
Persistent link: https://www.econbiz.de/10012656420
Saved in:
10
Time series modeling of epidemics : leading indicators, control groups and policy assessment
Harvey, Andrew C.
-
2021
Persistent link: https://www.econbiz.de/10013254171
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