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~isPartOf:"Applied economics"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Discussion papers / CEPR"
~isPartOf:"Economics letters"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of forecasting"
~source:"econis"
~subject:"Bayes-Statistik"
~subject:"DSGE model"
~subject:"Forecasting model"
~subject:"Markov chain"
~subject:"Prognoseverfahren"
~subject:"Scientific modelling"
~subject:"VAR model"
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Bayes-Statistik
DSGE model
Forecasting model
Markov chain
Prognoseverfahren
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VAR model
Bayesian inference
583
Theorie
283
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283
Time series analysis
137
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Marcellino, Massimiliano
25
Carriero, Andrea
20
Koop, Gary
17
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14
Clark, Todd E.
13
Canova, Fabio
11
Zhang, Xinyu
11
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9
Dijk, Herman K. van
8
Huber, Florian
8
Kapetanios, George
8
Ravazzolo, Francesco
8
Casarin, Roberto
7
Giacomini, Raffaella
7
Giannone, Domenico
7
Korobilis, Dimitris
7
Fernández-Villaverde, Jesús
6
Lenza, Michele
6
Pettenuzzo, Davide
6
Timmermann, Allan
6
Ando, Tomohiro
5
Chan, Joshua
5
Gallant, A. Ronald
5
Gupta, Rangan
5
Havránek, Tomáš
5
Hoogerheide, Lennart
5
Jensen, Mark J.
5
Koopman, Siem Jan
5
Lahiri, Kajal
5
Maheu, John M.
5
Poon, Aubrey
5
Rubio-Ramírez, Juan Francisco
5
Zellner, Arnold
5
Österholm, Pär
5
Baumeister, Christiane
4
Billio, Monica
4
Blasques, Francisco
4
Chen, Cathy W. S.
4
Ciccarelli, Matteo
4
Del Negro, Marco
4
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Applied economics
Discussion paper / Centre for Economic Policy Research
Discussion papers / CEPR
Economics letters
International journal of forecasting
Journal of econometrics
Journal of forecasting
Discussion paper / Tinbergen Institute
132
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123
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123
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90
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88
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79
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73
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68
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67
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67
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66
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64
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62
CESifo working papers
59
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58
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58
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57
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56
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53
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49
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49
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46
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44
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43
NBER Working Paper
42
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40
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39
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38
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38
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1
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:
2
On the role of fundamentals, private signals, and beauty contests to predict exchange rates
Pignataro, Giuseppe
;
Raggi, Davide
;
Pancotto, Francesca
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 687-705
Persistent link: https://www.econbiz.de/10014547196
Saved in:
3
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:
4
A Bayesian realized threshold measurement GARCH framework for financial tail risk forecasting
Wang, Chao
;
Gerlach, Richard
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 40-57
Persistent link: https://www.econbiz.de/10014443184
Saved in:
5
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:
6
Probabilistic hierarchical forecasting with deep Poisson mixtures
Olivares, Kin G.
;
Nganba Meetei, O.
;
Ma, Ruijun
;
Reddy, …
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 470-489
Persistent link: https://www.econbiz.de/10014547171
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
Mixed-frequency predictive regressions with parameter learning
Leippold, Markus
;
Yang, Hanlin
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1955-1972
Persistent link: https://www.econbiz.de/10014432824
Saved in:
9
Modeling the relation between the US real economy and the corporate bond-yield spread in Bayesian VARs with non-Gaussian innovations
Kiss, Tamás
;
Mazur, Stepan
;
Nguyen, Hoang
;
Österholm, Pär
- In:
Journal of forecasting
42
(
2023
)
2
,
pp. 347-368
Persistent link: https://www.econbiz.de/10014292181
Saved in:
10
The effects of shocks to interest rate expectations in the euro area : estimates at the country level
Mandler, Martin
;
Scharnagl, Michael
- In:
Journal of forecasting
42
(
2023
)
3
,
pp. 643-656
Persistent link: https://www.econbiz.de/10014292222
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