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type_genre:"Arbeitspapier"
type_genre:"Sammelwerk"
~isPartOf:"Finance and economics discussion series"
~isPartOf:"Temi di discussione / Banca d'Italia"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Prognoseverfahren"
~subject:"Zinsstruktur"
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Prognoseverfahren
Zinsstruktur
Theorie
990
Theory
990
Geldpolitik
166
Monetary policy
166
USA
160
United States
160
Forecasting model
122
Estimation
114
Schätzung
114
Time series analysis
101
Zeitreihenanalyse
101
Schock
56
Shock
56
Inflation
46
Business cycle
45
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CAPM
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Estimation theory
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Schätztheorie
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Yield curve
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Dynamic equilibrium
35
Dynamisches Gleichgewicht
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Nichtparametrisches Verfahren
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Nonparametric statistics
35
Stochastic process
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Stochastischer Prozess
35
Risikoprämie
33
Risk premium
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Bayes-Statistik
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Bayesian inference
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152
Graue Literatur
133
Non-commercial literature
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Forschungsbericht
2
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English
152
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Hyndman, Rob J.
31
Athanasopoulos, George
20
Martin, Gael M.
12
Snyder, Ralph D.
12
Frazier, David T.
8
Panagiotelis, Anastasios
8
Koehler, Anne B.
7
Gamakumara, Puwasala
5
Loiza-Maya, Ruben
5
Ord, John Keith
5
Beaumont, Adrian
4
McCabe, Brendan Peter Martin
4
Poskitt, Donald Stephen
4
Vahid, Farshid
4
Bekaert, Geert
3
Ben Taieb, Souhaib
3
Delle Monache, Davide
3
Engstrom, Eric
3
Kourentzes, Nikolaos
3
Maneesoonthorn, Worapree
3
Meldrum, Andrew
3
Nalewaik, Jeremy
3
Orphanides, Athanasios
3
Wei, Min
3
Wickramasuriya, Shanika L.
3
Zhou, Hao
3
Anderson, Heather M.
2
Andreasen, Martin Møller
2
Berkowitz, Jeremy
2
Bollerslev, Tim
2
Bomfim, Antúlio N.
2
Ceci, Donato
2
Clark, Todd E.
2
Durham, J. Benson
2
Fisher, Mark
2
Forbes, Catherine Scipione
2
Gao, Jiti
2
Guerrón-Quintana, Pablo A.
2
Harris, David
2
Herbst, Edward P.
2
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Federal Reserve System / Division of Research and Statistics
8
Monash University
1
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Finance and economics discussion series
Temi di discussione / Banca d'Italia
Working paper / Department of Econometrics and Business Statistics, Monash University
Working paper / National Bureau of Economic Research, Inc.
177
Discussion paper / Centre for Economic Policy Research
126
Discussion paper / Tinbergen Institute
101
Working paper
97
Working paper series / European Central Bank
74
CESifo working papers
70
CREATES research paper
57
SFB 649 discussion paper
54
Discussion papers / CEPR
51
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
51
Working papers
47
Research paper series / Swiss Finance Institute
44
Discussion paper
42
Federal Reserve Bank of Cleveland working paper series
40
IMF working papers
36
Staff reports / Federal Reserve Bank of New York
32
Econometric Institute research papers
31
Working paper series
31
Staff working paper / Bank of Canada
28
Working papers series / Federal Reserve Bank of San Francisco
28
Swiss Finance Institute Research Paper
25
Discussion paper / Deutsche Bundesbank
23
Discussion papers in economics
22
Staff working papers / Bank of England
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CFS working paper series
21
Discussion paper / Center for Economic Research, Tilburg University
21
Sveriges Riksbank working paper series
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Working papers / Federal Reserve Bank of Philadelphia, Research Department
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IMF working paper
20
Working papers / Rutgers University, Department of Economics
20
International finance discussion papers
18
Technical working paper / National Bureau of Economic Research
18
Discussion paper / Department of Economics, University of California San Diego
17
EUI working paper / ECO
17
Warwick economic research papers
16
Working paper / Norges Bank
16
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
16
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ECONIS (ZBW)
152
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1
Nowcasting Italian GDP growth : a Factor MIDAS approach
Ceci, Donato
;
Prifti, Orest
;
Silvestrini, Andrea
-
2024
Persistent link: https://www.econbiz.de/10014511858
Saved in:
2
Optimal forecast reconciliation with time series selection
Wang, Xiaoqian
;
Hyndman, Rob J.
;
Wickramasuriya, Shanika L.
-
2024
Persistent link: https://www.econbiz.de/10014534120
Saved in:
3
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:
4
Solving the forecast combination puzzle
Frazier, David T.
;
Covey, Ryan
;
Martin, Gael M.
; …
-
2023
Persistent link: https://www.econbiz.de/10014452579
Saved in:
5
Forecast reconciliation : a review
Athanasopoulos, George
;
Hyndman, Rob J.
;
Kouretzes, Nikolaos
-
2023
Persistent link: https://www.econbiz.de/10014451345
Saved in:
6
A comprehensive empirical evaluation of biases in expectation formation
Eva, Kenneth
;
Winkler, Fabian
-
2023
Persistent link: https://www.econbiz.de/10014384527
Saved in:
7
Why does the yield curve predict GDP growth? : the role of banks
Minoiu, Camelia
;
Schneider, Andrés
;
Wei, Min
-
2023
-
This draft: July 10, 2023
Persistent link: https://www.econbiz.de/10014384968
Saved in:
8
Uncovered interest rate, overshooting, and predictability reversal puzzles in an emerging economy
Kiliç, Rehim
-
2023
-
This draft: August 2023
Persistent link: https://www.econbiz.de/10014490739
Saved in:
9
Decomposing the monetary policy multiplier
Alessandri, Piergiorgio
;
Venditti, Fabrizio
;
Jordà, Òscar
-
2023
Persistent link: https://www.econbiz.de/10014483699
Saved in:
10
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
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