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subject:"United States"
~person:"Franses, Philip Hans"
~person:"MacDonald, Ronald"
~subject:"Prognoseverfahren"
~subject:"Schätztheorie"
~subject:"US dollar"
~type_genre:"Article in journal"
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United States
Prognoseverfahren
Schätztheorie
US dollar
Theorie
165
Theory
165
Time series analysis
57
Zeitreihenanalyse
57
Forecasting model
39
Saisonale Schwankungen
26
Seasonal variations
26
USA
26
Exchange rate
23
Wechselkurs
23
Estimation
22
Schätzung
22
Purchasing power parity
17
Großbritannien
16
Kaufkraftparität
16
United Kingdom
16
Estimation theory
13
Rational expectations
12
Rationale Erwartung
12
Deutschland
11
Germany
11
Welt
11
World
11
Cointegration
10
Devisenmarkt
10
Foreign exchange market
10
Kointegration
10
Monetary approach to exchange rates
10
Monetäre Wechselkurstheorie
10
US-Dollar
9
Forecast
8
Inflation
8
Prognose
8
Autocorrelation
7
Autokorrelation
7
Japan
7
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77
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81
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81
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78
Graue Literatur
73
Non-commercial literature
73
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6
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6
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3
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English
77
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Franses, Philip Hans
MacDonald, Ronald
Clements, Michael P.
40
Diebold, Francis X.
40
Gupta, Rangan
39
Phillips, Peter C. B.
38
Timmermann, Allan
35
Hendry, David F.
34
Heckman, James J.
33
Andrews, Donald W. K.
32
Pesaran, M. Hashem
32
Baltagi, Badi H.
30
Newey, Whitney K.
30
Swanson, Norman R.
29
Granger, C. W. J.
28
Koop, Gary
28
Marcellino, Massimiliano
28
McAleer, Michael
28
Moosa, Imad A.
28
Petropoulos, Fotios
28
Bollerslev, Tim
27
Li, Qi
27
Pierdzioch, Christian
25
Ghysels, Eric
24
Hyndman, Rob J.
24
Makridakis, Spyros G.
24
Ullah, Aman
24
Chavas, Jean-Paul
23
Engle, Robert F.
22
Krämer, Walter
22
Wang, Yudong
22
Christiano, Lawrence J.
21
Giles, David E. A.
21
Ohtani, Kazuhiro
21
Perron, Pierre
21
Satchell, Stephen
21
Stock, James H.
21
West, Kenneth D.
21
Gouriéroux, Christian
20
Linton, Oliver
20
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International journal of forecasting
8
Journal of forecasting
8
Journal of econometrics
5
Journal of applied econometrics
4
Journal of international financial markets, institutions & money
4
Journal of international money and finance
4
Economics letters
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Oxford bulletin of economics and statistics
3
Applied financial economics
2
Econometric reviews
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Macroeconomic dynamics
2
Staff papers / International Monetary Fund
2
Technological forecasting & social change : an international journal
2
Annals of financial economics
1
Applied economics
1
Applied economics letters
1
Australian economic papers
1
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
1
Econometric theory
1
Economie & prévision : EP
1
Economie appliquée : archives de l'Institut de Sciences Mathématiques et Economiques Appliquées ; an international journal of economic analysis
1
Global finance journal
1
Interfaces : the INFORMS journal on the practice of operations research
1
Japan and the world economy : international journal of theory and policy
1
Journal of economic psychology : research in economic psychology and behavioral economics
1
Journal of economic surveys
1
Journal of macroeconomics
1
Journal of multinational financial management
1
Journal of the Japanese and international economies : an international journal ; JJIE
1
Journal of the Operational Research Society : OR
1
Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
Nonparametric dynamic modelling
1
Open economies review
1
Oxford economic papers
1
Public finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Testing integration and cointegration
1
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ECONIS (ZBW)
78
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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
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:
3
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:
4
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:
5
The term structure of exchange rate predictability : commonality, scapegoat, and disagreement
Cao, Shuo
;
Huang, Huichou
;
Liu, Ruirui
;
MacDonald, Ronald
- In:
Journal of international money and finance
95
(
2019
),
pp. 379-401
Persistent link: https://www.econbiz.de/10012139588
Saved in:
6
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:
7
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:
8
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:
9
Does disagreement amongst forecasters have predictive value?
Legerstee, Rianne
;
Franses, Philip Hans
- In:
Journal of forecasting
34
(
2015
)
4
,
pp. 290-302
Persistent link: https://www.econbiz.de/10011305176
Saved in:
10
Asymmetric time aggregation and its potential benefits for forecasting annual data
Kunst, Robert M.
;
Franses, Philip Hans
- In:
Empirical economics : a journal of the Institute for …
49
(
2015
)
1
,
pp. 363-387
Persistent link: https://www.econbiz.de/10011326579
Saved in:
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