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~isPartOf:"CREATES research paper"
~isPartOf:"International journal of forecasting"
~person:"Clements, Michael P."
~person:"Franses, Philip Hans"
~person:"Kapetanios, George"
~subject:"VAR model"
~subject:"Zeitreihenanalyse"
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VAR model
Zeitreihenanalyse
Forecasting model
53
Prognoseverfahren
53
Economic forecast
20
Theorie
20
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20
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20
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Clements, Michael P.
Franses, Philip Hans
Kapetanios, George
Hyndman, Rob J.
15
Makridakis, Spyros G.
11
Athanasopoulos, George
10
Pesaran, M. Hashem
10
Spiliotis, Evangelos
10
Assimakopoulos, V.
9
Koopman, Siem Jan
9
Schuermann, Til
9
Smith, L. Vanessa
9
Marcellino, Massimiliano
8
Hendry, David F.
7
Petropoulos, Fotios
7
Proietti, Tommaso
7
Ruiz, Esther
7
Teräsvirta, Timo
7
Kang, Yanfei
6
Koehler, Anne B.
6
Panagiotelis, Anastasios
6
Sinclair, Tara M.
6
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5
Giannone, Domenico
5
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Ravazzolo, Francesco
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Thomakos, Dimitrios D.
5
Weron, Rafał
5
Carriero, Andrea
4
Castle, Jennifer
4
Foroni, Claudia
4
Galvão, Ana Beatriz C.
4
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4
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4
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CREATES research paper
International journal of forecasting
Econometric Institute research papers
12
Journal of forecasting
8
Working paper
8
Journal of applied econometrics
6
Discussion paper / Tinbergen Institute
5
Bank of England Working Paper
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4
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3
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2
Tinbergen Institute Discussion Paper
2
Warwick economic research papers
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2
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A companion to economic forecasting
1
Advanced texts in econometrics
1
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De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
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1
Econometric modelling : techniques and applications
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Econometric reviews
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Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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FRB of New York Staff Report
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ECONIS (ZBW)
21
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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
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:
10
Forecasting with vector autoregressive models of data vintages : US output growth and inflation
Clements, Michael P.
;
Galvão, Ana Beatriz C.
- In:
International journal of forecasting
29
(
2013
)
4
,
pp. 698-714
Persistent link: https://www.econbiz.de/10010221301
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