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~isPartOf:"CREATES research paper"
~isPartOf:"International journal of forecasting"
~person:"Kapetanios, George"
~person:"Smith, L. Vanessa"
~subject:"VAR model"
~subject:"Zeitreihenanalyse"
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VAR model
Zeitreihenanalyse
Forecasting model
19
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19
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12
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12
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12
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10
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Kapetanios, George
Smith, L. Vanessa
Hyndman, Rob J.
15
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11
Makridakis, Spyros G.
11
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10
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10
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10
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9
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9
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9
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8
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7
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7
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7
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7
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7
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7
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6
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6
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6
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6
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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
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5
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5
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5
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5
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4
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4
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4
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4
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4
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4
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CREATES research paper
International journal of forecasting
Working paper
5
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4
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3
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3
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ECONIS (ZBW)
14
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date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
Comment on "Forecasting economic and financial variables with global VARs"
Allen, P. G.
- In:
International journal of forecasting
25
(
2009
)
4
,
pp. 676-679
Persistent link: https://www.econbiz.de/10003921254
Saved in:
6
Comments on "Forecasting economic and financial variables with global VARs"
Clements, Michael P.
- In:
International journal of forecasting
25
(
2009
)
4
,
pp. 680-683
Persistent link: https://www.econbiz.de/10003921259
Saved in:
7
Comments on "Forecasting economic and financial variables with global VARs"
Giannone, Domenico
;
Reichlin, Lucrezia
- In:
International journal of forecasting
25
(
2009
)
4
,
pp. 684-686
Persistent link: https://www.econbiz.de/10003921271
Saved in:
8
Comments on "Forecasting economic and financial variables with global VARs"
Granger, C. W. J.
- In:
International journal of forecasting
25
(
2009
)
4
,
pp. 687-688
Persistent link: https://www.econbiz.de/10003921277
Saved in:
9
Comments on "Forecasting economic and financial variables with global VARs"
Lahiri, Kajal
- In:
International journal of forecasting
25
(
2009
)
4
,
pp. 689-692
Persistent link: https://www.econbiz.de/10003921317
Saved in:
10
Forecast
evaluation of AveAve forecasts in the global VAR context
Sinclair, Tara M.
;
Stekler, Herman O.
- In:
International journal of forecasting
25
(
2009
)
4
,
pp. 693-696
Persistent link: https://www.econbiz.de/10003921322
Saved in:
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