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~isPartOf:"CREATES research paper"
~isPartOf:"International journal of forecasting"
~person:"Clements, Michael P."
~person:"Hyndman, Rob J."
~person:"Kapetanios, George"
~subject:"VAR model"
~subject:"Zeitreihenanalyse"
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VAR model
Zeitreihenanalyse
Forecasting model
64
Prognoseverfahren
64
Theorie
28
Theory
28
Time series analysis
27
Economic forecast
20
Wirtschaftsprognose
20
Forecast
14
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14
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9
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7
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7
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Clements, Michael P.
Hyndman, Rob J.
Kapetanios, George
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
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8
Franses, Philip Hans
7
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
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6
Bergmeir, Christoph
5
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5
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5
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5
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5
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5
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
Working paper / Department of Econometrics and Business Statistics, Monash University
43
Journal of applied econometrics
5
Working paper
5
Bank of England Working Paper
4
European journal of operational research : EJOR
4
Journal of econometrics
4
Journal of forecasting
4
Discussion paper / Centre for Economic Policy Research
3
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3
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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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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
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1
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Kyklos : international review for social sciences
1
Spanish economic review : SER
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Springer series in statistics
1
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1
Staff reports / Federal Reserve Bank of New York
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ECONIS (ZBW)
31
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date (oldest first)
1
Cross-temporal probabilistic
forecast
reconciliation : Methodological and practical issues
Girolimetto, Daniele
;
Athanasopoulos, George
;
Di Fonzo, …
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1134-1151
Persistent link: https://www.econbiz.de/10014547263
Saved in:
2
Forecast
reconciliation : a review
Athanasopoulos, George
;
Hyndman, Rob J.
;
Kourentzes, …
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 430-456
Persistent link: https://www.econbiz.de/10014547168
Saved in:
3
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:
4
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:
5
Forecast
reconciliation : A geometric view with new insights on bias correction
Panagiotelis, Anastasios
;
Athanasopoulos, George
; …
- In:
International journal of forecasting
37
(
2021
)
1
,
pp. 343-359
Persistent link: https://www.econbiz.de/10012692725
Saved in:
6
Distributed ARIMA models for ultra-long time series
Wang, Xiaoqian
;
Kang, Yanfei
;
Hyndman, Rob J.
;
Li, Feng
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1163-1184
Persistent link: https://www.econbiz.de/10014465263
Saved in:
7
LoMEF : a framework to produce local explanations for global model time series forecasts
Rajapaksha, Dilini
;
Bergmeir, Christoph
;
Hyndman, Rob J.
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1424-1447
Persistent link: https://www.econbiz.de/10014465291
Saved in:
8
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:
9
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:
10
Macroeconomic forecasting for Australia using a large number of predictors
Panagiotelis, Anastasios
;
Athanasopoulos, George
; …
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 616-633
Persistent link: https://www.econbiz.de/10012300705
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