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~isPartOf:"CEIS Working Paper"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Economic modelling"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of forecasting"
~person:"Gupta, Rangan"
~person:"Koopman, Siem Jan"
~person:"Taylor, James W."
~subject:"Autocorrelation"
~subject:"Einheitswurzeltest"
~subject:"Estimation theory"
~subject:"Factor analysis"
~subject:"Frühindikator"
~subject:"Saisonale Schwankungen"
~subject:"Theory"
~subject:"USA"
~subject:"Zeitreihenanalyse"
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Time series analysis
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Gupta, Rangan
Koopman, Siem Jan
Taylor, James W.
Proietti, Tommaso
26
Franses, Philip Hans
20
Hyndman, Rob J.
20
Cubadda, Gianluca
16
Marcellino, Massimiliano
15
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10
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8
Dijk, Dick van
7
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7
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7
Petropoulos, Fotios
7
Poncela, Pilar
7
Ruiz, Esther
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Shang, Han Lin
7
Snyder, Ralph D.
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Teräsvirta, Timo
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6
Harvey, Nigel
6
Hecq, Alain W. J.
6
Kang, Yanfei
6
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6
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CEIS Working Paper
Discussion paper / Centre for Economic Policy Research
Economic modelling
International journal of forecasting
Journal of forecasting
Discussion paper / Tinbergen Institute
102
Applied economics
13
Energy economics
8
Working papers / University of Connecticut, Department of Economics
8
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7
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7
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4
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
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4
Oxford bulletin of economics and statistics
4
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Working paper / Department of Econometrics and Business Statistics, Monash University
2
A history of market performance : from ancient Babylonia to the modern world
1
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1
Structural and predictive analyses with a mixed copula-based vector autoregression model
Woraphon Yamaka
;
Gupta, Rangan
;
Sukrit Thongkairat
; …
- In:
Journal of forecasting
42
(
2023
)
2
,
pp. 223-239
Persistent link: https://www.econbiz.de/10014292148
Saved in:
2
The ENSO cycle and forecastability of global inflation and output growth : evidence from standard and mixed-frequency multivariate singular spectrum analyses
Yeganegi, Mohammad Reza
;
Hassani, Hossein
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1690-1707
Persistent link: https://www.econbiz.de/10014432753
Saved in:
3
Dynamic factor models with clustered loadings : forecasting education flows using unemployment data
Blasques, Francisco
;
Hoogerkamp, Meindert Heres
; …
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1426-1441
Persistent link: https://www.econbiz.de/10013274289
Saved in:
4
Evaluating quantile-bounded and expectile-bounded interval forecasts
Taylor, James W.
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 800-811
Persistent link: https://www.econbiz.de/10012792870
Saved in:
5
Further empirical evidence on the forecasting of volatility with smooth transition exponential smoothing
Liu, Min
;
Taylor, James W.
;
Choo, Wei Chong
- In:
Economic modelling
93
(
2020
),
pp. 651-659
Persistent link: https://www.econbiz.de/10012430324
Saved in:
6
Forecasting economic time series using score-driven dynamic models with mixed-data sampling
Gorgi, Paolo
;
Koopman, Siem Jan
;
Li, Mengheng
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1735-1747
Persistent link: https://www.econbiz.de/10012305526
Saved in:
7
Forecasting football match results in national league competitions using score-driven time series models
Koopman, Siem Jan
;
Lit, Rutger
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 797-809
Persistent link: https://www.econbiz.de/10012300729
Saved in:
8
Forecasting key US macroeconomic variables with a factor‐augmented Qual VAR
Gupta, Rangan
;
Olson, Eric
;
Wohar, Mark E.
- In:
Journal of forecasting
36
(
2017
)
6
,
pp. 640-650
Persistent link: https://www.econbiz.de/10011861401
Saved in:
9
Intervention time series analysis of crime rates : the case of sentence reform in Virginia
Vujić, Sunčica
;
Commandeur, Jacques Jean François
; …
- In:
Economic modelling
57
(
2016
),
pp. 311-323
Persistent link: https://www.econbiz.de/10011646939
Saved in:
10
In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models
Blasques, Francisco
;
Koopman, Siem Jan
;
Łasak, Katarzyna
; …
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 875-887
Persistent link: https://www.econbiz.de/10011621857
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