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~isPartOf:"CREATES research paper"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of econometrics"
~person:"Clements, Michael P."
~person:"Kapetanios, George"
~subject:"VAR model"
~subject:"Zeitreihenanalyse"
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VAR model
Zeitreihenanalyse
Forecasting model
43
Prognoseverfahren
43
Economic forecast
17
Wirtschaftsprognose
17
Time series analysis
16
Theorie
15
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15
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9
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8
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8
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7
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Forecasting
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Clements, Michael P.
Kapetanios, George
Hyndman, Rob J.
15
Pesaran, M. Hashem
13
Marcellino, Massimiliano
12
Athanasopoulos, George
11
Koopman, Siem Jan
11
Makridakis, Spyros G.
11
Spiliotis, Evangelos
10
Assimakopoulos, V.
9
Hendry, David F.
9
Schuermann, Til
9
Smith, L. Vanessa
9
Swanson, Norman R.
9
Koop, Gary
8
Franses, Philip Hans
7
Giannone, Domenico
7
Petropoulos, Fotios
7
Proietti, Tommaso
7
Ravazzolo, Francesco
7
Ruiz, Esther
7
Teräsvirta, Timo
7
Carriero, Andrea
6
Castle, Jennifer
6
Grassi, Stefano
6
Kang, Yanfei
6
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6
Panagiotelis, Anastasios
6
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6
Bergmeir, Christoph
5
Dijk, Herman K. van
5
Galvão, Ana Beatriz C.
5
Goodwin, Paul
5
Harvey, Nigel
5
Kourentzes, Nikolaos
5
Lenza, Michele
5
McCabe, Brendan Peter Martin
5
Pinson, Pierre
5
Snyder, Ralph D.
5
Thomakos, Dimitrios D.
5
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CREATES research paper
International journal of forecasting
Journal of econometrics
Journal of applied econometrics
5
Working paper
5
Bank of England Working Paper
4
Discussion paper / Centre for Economic Policy Research
3
EUI working paper / ECO
3
CAMA Working Paper
2
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2
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2
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2
Journal of forecasting
2
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2
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2
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2
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2
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1
Department of Economics discussion paper series / University of Oxford
1
Econometric modelling : techniques and applications
1
Economics letters
1
FRB of New York Staff Report
1
Handbook of economic forecasting ; 1
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Journal of economic literature
1
Journal of empirical finance
1
Journal of money, credit and banking : JMCB
1
Kyklos : international review for social sciences
1
Spanish economic review : SER
1
Staff Report
1
Staff reports / Federal Reserve Bank of New York
1
Statistical working papers / Eurostat
1
Temi di discussione / Banca d'Italia
1
The Manchester School
1
The Marshall lectures on economic forecasting
1
The econometrics journal
1
The economic journal : the journal of the Royal Economic Society
1
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ECONIS (ZBW)
20
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1
Forecasting GDP growth rates in the United States and Brazil using Google Trends
Bantis, Evripidis
;
Clements, Michael P.
;
Urquhart, Andrew
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1909-1924
Persistent link: https://www.econbiz.de/10014465341
Saved in:
2
Forecasting in factor augmented regressions under structural change
Massacci, Daniele
;
Kapetanios, George
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 62-76
Persistent link: https://www.econbiz.de/10014450259
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
A comprehensive evaluation of macroeconomic forecasting methods
Carriero, Andrea
;
Galvão, Ana Beatriz C.
;
Kapetanios, …
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1226-1239
Persistent link: https://www.econbiz.de/10012305256
Saved in:
5
A new approach for detecting shifts in
forecast
accuracy
Chiu, Ching Wai Jeremy
;
Hayes, Simon
;
Kapetanios, George
; …
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1596-1612
Persistent link: https://www.econbiz.de/10012305469
Saved in:
6
Robust approaches to forecasting
Castle, Jennifer
;
Clements, Michael P.
;
Hendry, David F.
- In:
International journal of forecasting
31
(
2015
)
1
,
pp. 99-112
Persistent link: https://www.econbiz.de/10011327440
Saved in:
7
Forecasting with Bayesian multivariate vintage-based VARs
Carriero, Andrea
;
Clements, Michael P.
;
Galvão, Ana …
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 757-768
Persistent link: https://www.econbiz.de/10011474551
Saved in:
8
Forecasting medium and large datasets with Vector Autoregressive Moving Average (VARMA) models
Dias, Gustavo Fruet
;
Kapetanios, George
-
2014
Persistent link: https://www.econbiz.de/10010419000
Saved in:
9
Estimation and forecasting in vector autoregressive moving average models for rich datasets
Dias, Gustavo Fruet
;
Kapetanios, George
- In:
Journal of econometrics
202
(
2018
)
1
,
pp. 75-91
Persistent link: https://www.econbiz.de/10011974554
Saved in:
10
Forecasting data vintages
Sinclair, Tara M.
- In:
International journal of forecasting
29
(
2013
)
4
,
pp. 715-717
Persistent link: https://www.econbiz.de/10010221296
Saved in:
1
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