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subject:"United States"
~person:"Bollerslev, Tim"
~person:"Franses, Philip Hans"
~subject:"Asymmetric information"
~subject:"Economic growth"
~subject:"Estimation theory"
~subject:"Forecasting model"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference proceedings"
~type_genre:"Systematic review"
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United States
Asymmetric information
Economic growth
Estimation theory
Forecasting model
Theorie
136
Theory
136
Time series analysis
61
Zeitreihenanalyse
61
Prognoseverfahren
44
Saisonale Schwankungen
27
Seasonal variations
27
USA
27
Volatility
25
Volatilität
25
Estimation
22
Schätzung
22
Schätztheorie
19
Capital income
14
Kapitaleinkommen
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Exchange rate
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ARCH model
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ARCH-Modell
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Autokorrelation
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Deutsche Mark
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Großbritannien
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Modellierung
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Scientific modelling
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United Kingdom
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Forecast
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6
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Aufsatz in Zeitschrift
Conference proceedings
Systematic review
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95
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95
Graue Literatur
88
Non-commercial literature
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79
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English
81
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Bollerslev, Tim
Franses, Philip Hans
Gupta, Rangan
47
Diebold, Francis X.
42
Phillips, Peter C. B.
40
Clements, Michael P.
39
Timmermann, Allan
35
Hendry, David F.
34
Heckman, James J.
33
Pesaran, M. Hashem
33
Andrews, Donald W. K.
32
Swanson, Norman R.
31
Baltagi, Badi H.
30
Newey, Whitney K.
30
Granger, C. W. J.
28
Li, Qi
28
Marcellino, Massimiliano
28
McAleer, Michael
28
Moosa, Imad A.
28
Turnovsky, Stephen J.
28
Koop, Gary
27
Petropoulos, Fotios
27
Chavas, Jean-Paul
24
Ghysels, Eric
24
Makridakis, Spyros G.
24
Pierdzioch, Christian
24
Ullah, Aman
24
Acemoglu, Daron
23
Afonso, Oscar
23
Stock, James H.
23
Batabyal, Amitrajeet A.
22
Engle, Robert F.
22
Hyndman, Rob J.
22
Krämer, Walter
22
Wang, Yudong
22
Giles, David E. A.
21
Gouriéroux, Christian
21
Ohtani, Kazuhiro
21
Perron, Pierre
21
West, Kenneth D.
21
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International journal of forecasting
8
Journal of econometrics
7
Journal of forecasting
7
Journal of applied econometrics
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
The journal of finance : the journal of the American Finance Association
4
The review of economics and statistics
4
Econometric reviews
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International economic review
2
Macroeconomic dynamics
2
Oxford bulletin of economics and statistics
2
Technological forecasting & social change : an international journal
2
Annals of financial economics
1
Applied economics
1
Applied economics letters
1
Applied financial economics
1
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
1
Econometric theory
1
Economic modelling
1
Economics letters
1
Handbook of economic forecasting ; Vol. 1
1
Interfaces : the INFORMS journal on the practice of operations research
1
Journal of economic dynamics & control
1
Journal of economic psychology : research in economic psychology and behavioral economics
1
Journal of economic surveys
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of international financial markets, institutions & money
1
Journal of international money and finance
1
Journal of macroeconomics
1
Journal of the Operational Research Society : OR
1
Journal of time series econometrics
1
Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
1
Nonparametric dynamic modelling
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
Testing integration and cointegration
1
The review of economic studies
1
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ECONIS (ZBW)
81
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1
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10
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81
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1
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:
2
Are African business cycles synchronized? : evidence from spatio-temporal modeling
Mattera, Raffaele
;
Franses, Philip Hans
- In:
Economic modelling
128
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014464318
Saved in:
3
Forecasting : theory and practice
Petropoulos, Fotios
;
Apiletti, Daniele
;
Assimakopoulos, V.
- In:
International journal of forecasting
38
(
2022
)
3
,
pp. 705-871
Persistent link: https://www.econbiz.de/10013349395
Saved in:
4
Forecasting annual inflation in Suriname
Ooft, Gavin
;
Bhaghoe, Sailesh
;
Franses, Philip Hans
- In:
Journal of international financial markets, …
73
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012802134
Saved in:
5
Simple Bayesian forecast combination
Franses, Philip Hans
- In:
Annals of financial economics
15
(
2020
)
4
,
pp. 1-7
Persistent link: https://www.econbiz.de/10012643023
Saved in:
6
Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
207
(
2018
)
1
,
pp. 71-91
Persistent link: https://www.econbiz.de/10012116125
Saved in:
7
Modeling intra-seasonal heterogeneity in hourly advertising-response models : Do forecasts improve?
Kiygi-Calli, Meltem
;
Weverbergh, Marcel
;
Franses, …
- In:
International journal of forecasting
33
(
2017
)
1
,
pp. 90-101
Persistent link: https://www.econbiz.de/10011754688
Saved in:
8
Exploiting spillovers to forecast crashes
Gresnigt, Francine
;
Kole, Erik
;
Franses, Philip Hans
- In:
Journal of forecasting
36
(
2017
)
8
,
pp. 936-955
Persistent link: https://www.econbiz.de/10011860928
Saved in:
9
Daily house price indices : construction, modeling, and longer-run predictions
Bollerslev, Tim
;
Patton, Andrew J.
;
Wang, Wenjing
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 1005-1025
Persistent link: https://www.econbiz.de/10011686220
Saved in:
10
A note on the Mean Absolute Scaled Error
Franses, Philip Hans
- In:
International journal of forecasting
32
(
2016
)
1
,
pp. 20-22
Persistent link: https://www.econbiz.de/10011596434
Saved in:
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