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subject:"USA"
~subject:"Bayes-Statistik"
~type_genre:"Article in journal"
~type_genre:"Conference paper"
~type_genre:"Festschrift"
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USA
Bayes-Statistik
Time series analysis
13,664
Zeitreihenanalyse
13,664
Theorie
5,666
Theory
5,666
Forecasting model
2,984
Prognoseverfahren
2,984
Estimation
2,929
Schätzung
2,924
Estimation theory
2,407
Schätztheorie
2,407
Volatility
1,781
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1,780
United States
1,540
Cointegration
1,248
Kointegration
1,242
Börsenkurs
1,097
Share price
1,097
Capital income
1,062
Kapitaleinkommen
1,062
ARCH model
1,051
ARCH-Modell
1,051
Business cycle
848
Konjunktur
845
Einheitswurzeltest
809
Unit root test
809
State space model
754
Zustandsraummodell
753
Structural break
735
Strukturbruch
735
VAR model
707
VAR-Modell
706
Stochastic process
639
Stochastischer Prozess
639
Aktienmarkt
627
Stock market
627
Economic growth
594
Wirtschaftswachstum
593
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574
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574
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94
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1,931
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6
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1,934
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1,126
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1,126
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1,065
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1,065
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150
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128
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Sammlung
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1,918
French
7
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Gil-Alaña, Luis A.
36
Gupta, Rangan
30
Koop, Gary
19
Caporale, Guglielmo Maria
16
Chan, Joshua
13
Franses, Philip Hans
13
Stock, James H.
12
Watson, Mark W.
12
Kim, Chang-jin
11
Koopman, Siem Jan
10
Canova, Fabio
9
Payne, James E.
9
Poon, Aubrey
9
Crespo Cuaresma, Jesús
8
Cuñado Eizaguirre, Juncal
8
Dijk, Herman K. van
8
Engle, Robert F.
8
Korobilis, Dimitris
8
Miller, Stephen M.
8
Piger, Jeremy Max
8
Lanne, Markku
7
Lesage, James P.
7
Potter, Simon M.
7
Ravazzolo, Francesco
7
Rothman, Philip
7
Wohar, Mark E.
7
Österholm, Pär
7
Dijk, Dick van
6
Ewing, Bradley T.
6
Ghysels, Eric
6
Lastrapes, William Dean
6
Lucas, André
6
Marcellino, Massimiliano
6
McNown, Robert F.
6
Nelson, Charles R.
6
Peel, David
6
Perron, Pierre
6
Rasche, Robert H.
6
Swanson, Norman R.
6
Baghestani, Hamid
5
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
114
International journal of forecasting
92
Journal of econometrics
57
Applied economics
47
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
47
Journal of applied econometrics
45
Economics letters
44
Journal of forecasting
40
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
39
Journal of macroeconomics
38
The review of economics and statistics
37
Journal of money, credit and banking : JMCB
32
The journal of futures markets
29
The journal of finance : the journal of the American Finance Association
27
Journal of monetary economics
26
Economic modelling
25
Energy economics
20
Econometric reviews
19
Journal of economic dynamics & control
19
Macroeconomic dynamics
19
Applied economics letters
17
Applied financial economics
17
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
17
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
17
The review of financial studies
17
Oxford bulletin of economics and statistics
16
American journal of agricultural economics
14
Computational economics
14
International review of financial analysis
12
Journal of empirical finance
12
Journal of international money and finance
12
Review / Federal Reserve Bank of St. Louis
12
Journal of financial economics
11
The North American journal of economics and finance : a journal of financial economics studies
11
Agricultural economics : the journal of the International Association of Agricultural Economists
9
Empirical economics : a quarterly journal of the Institute for Advanced Studies
9
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
9
Journal of economics and finance
9
Real estate economics : journal of the American Real Estate and Urban Economics Association
9
Review of quantitative finance and accounting
9
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ECONIS (ZBW)
1,937
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1
Local prediction pools
Oelrich, Oscar
;
Villani, Mattias
;
Ankargren, Sebastian
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 103-117
Persistent link: https://www.econbiz.de/10014443187
Saved in:
2
Multi-population mortality modelling : a Bayesian hierarchical approach
Shi, Jianjie
;
Shi, Yanlin
;
Wang, Pengjie
;
Zhu, Dan
- In:
ASTIN bulletin : the journal of the International …
54
(
2024
)
1
,
pp. 46-74
Persistent link: https://www.econbiz.de/10014485594
Saved in:
3
Bayesian nonparametric panel Markov-switching GARCH models
Casarin, Roberto
;
Costantini, Mauro
;
Osuntuyi, Anthony
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 135-146
Persistent link: https://www.econbiz.de/10014449842
Saved in:
4
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 626-640
Persistent link: https://www.econbiz.de/10014547190
Saved in:
5
Should I open to forecast? : implications from a multi-country unobserved components model with sparse factor stochastic volatility
Wu, Ping
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 903-917
Persistent link: https://www.econbiz.de/10014547224
Saved in:
6
Reservoir computing for macroeconomic forecasting with mixed-frequency data
Ballarin, Giovanni
;
Dellaportas, Petros
;
Grigoryeva, …
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1206-1237
Persistent link: https://www.econbiz.de/10014547272
Saved in:
7
Bayesian bilinear neural network for predicting the mid-price dynamics in limit-order book markets
Magris, Martin
;
Shabani, Mostafa
;
Iosifidis, Alexandros
- In:
Journal of forecasting
42
(
2023
)
6
,
pp. 1407-1428
Persistent link: https://www.econbiz.de/10014338908
Saved in:
8
Measuring the causal effect of Panama Canal expansion on Latin America and the Caribbean's economic growth : a Bayesian structural time series approach
Miller, Kahuina
;
Clayton, Andrea
- In:
Marine economics and management : MAEM
6
(
2023
)
2
,
pp. 37-58
Purpose - This study provides empirical evidence on the impact of the Panama Canal expansion (PCE) on the economies of Latin American and Caribbean (LAC) countries, particularly in light of the emergence of larger container ships such as neo-Panamax and post-Panamax vessels....
Persistent link: https://www.econbiz.de/10014445251
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9
Autoregressive conditional durations : an application to the Surinamese dollar versus the US dollar exchange rate
Ooft, Gavin
;
Franses, Philip Hans
;
Bhaghoe, Sailesh
- In:
Review of development economics : an essential resource …
27
(
2023
)
4
,
pp. 2618-2637
Persistent link: https://www.econbiz.de/10014427710
Saved in:
10
Trend inflation in Sweden
Österholm, Pär
;
Poon, Aubrey
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 4707-4716
Persistent link: https://www.econbiz.de/10014430060
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