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~isPartOf:"Discussion paper"
~isPartOf:"Journal of forecasting"
~subject:"Business cycle synchronization"
~subject:"Konjunktur"
~subject:"Saisonkomponente"
~type:"article"
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Search: subject:"Zeitreihenanalyse"
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Business cycle synchronization
Konjunktur
Saisonkomponente
Time series analysis
331
Zeitreihenanalyse
331
Forecasting model
224
Prognoseverfahren
224
Theorie
223
Theory
223
Estimation theory
54
Schätztheorie
54
Estimation
49
Schätzung
49
Volatility
34
Volatilität
34
Economic forecast
23
Wirtschaftsprognose
23
forecasting
23
Capital income
22
Kapitaleinkommen
22
State space model
22
Zustandsraummodell
22
Bayes-Statistik
21
Bayesian inference
21
USA
20
United States
20
ARCH model
18
ARCH-Modell
18
VAR model
18
VAR-Modell
18
Forecast
17
Prognose
17
Markov chain
15
Markov-Kette
15
Börsenkurs
14
Saisonale Schwankungen
14
Seasonal variations
14
Share price
14
Autocorrelation
13
Autokorrelation
13
Frühindikator
13
Leading indicator
13
Nichtlineare Regression
13
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5
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Book / Working Paper
19
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Article in journal
17
Aufsatz in Zeitschrift
17
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English
17
Author
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Gupta, Rangan
2
Berge, Travis J.
1
Billio, Monica
1
Bondt, Gabe J. de
1
Brown, Laura
1
Bujosa, Marcos
1
Buss, Ginters
1
Caporale, Guglielmo Maria
1
Chang, Kun
1
Chen, Rong
1
Chou, Ping-Hung
1
Chou, Ta-Sheng
1
Darné, Olivier
1
Ferrara, Laurent
1
Fomby, Thomas B.
1
Franses, Philip Hans
1
García-Ferrer, Antonio
1
Gil-Alaña, Luis A.
1
Guiraud, Vivien
1
Guégan, Dominique
1
Hahn, Elke
1
Harvey, Andrew C.
1
Hassani, Hossein
1
Haywood, John
1
Juan Fernández, Aránzazu de
1
Kontolemēs, Zēnōn G.
1
Koop, Gary
1
Lin, Eric S.
1
Mazzi, Gian Luigi
1
Moshiri, Saeed
1
Olson, Eric
1
Shami, Roland G.
1
Snyder, Ralph D.
1
Terraza, Michel
1
Tunnicliffe-Wilson, Granville
1
Wohar, Mark E.
1
Yeganegi, Mohammad Reza
1
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Discussion paper
Journal of forecasting
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
40
Economic modelling
33
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
31
Applied economics
28
Economics letters
28
International journal of forecasting
28
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
27
Journal of macroeconomics
23
Macroeconomic dynamics
23
Applied economics letters
19
Journal of applied econometrics
19
Journal of economic dynamics & control
18
Journal of monetary economics
12
Journal of money, credit and banking : JMCB
10
Empirical economics : a quarterly journal of the Institute for Advanced Studies
9
Energy economics
9
Jahrbücher für Nationalökonomie und Statistik
9
Modern economy
9
Oxford bulletin of economics and statistics
9
Seasonal adjustment
9
Journal of business cycle measurement and analysis : a joint publication of OECD and CIRET
8
Journal of econometrics
8
The review of economics and statistics
8
Cliometrica : journal of historical economics and econometric history
7
Computational economics
7
Econometric reviews
7
International review of economics & finance : IREF
7
Journal of international money and finance
7
Tourism economics : the business and finance of tourism and recreation
7
Australian economic papers
6
Econometric theory
6
Econometrics : open access journal
6
International journal of finance & economics : IJFE
6
Classification and clustering in business cycle analysis
5
European economic review : EER
5
International economic journal
5
International review of financial analysis
5
New Zealand economic papers
5
Review / Federal Reserve Bank of St. Louis
5
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ECONIS (ZBW)
17
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1
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17
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date (oldest first)
1
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:
2
Prediction‐based adaptive compositional model for seasonal time series analysis
Chang, Kun
;
Chen, Rong
;
Fomby, Thomas B.
- In:
Journal of forecasting
36
(
2017
)
7
,
pp. 842-853
Persistent link: https://www.econbiz.de/10011860758
Saved in:
3
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:
4
Real-time signal extraction with regularized multivariate direct filter approach
Buss, Ginters
- In:
Journal of forecasting
35
(
2016
)
3
,
pp. 206-216
Persistent link: https://www.econbiz.de/10011580266
Saved in:
5
Improving the timeliness of turning signals for business cycles with monthly data
Chou, Ta-Sheng
;
Chou, Ping-Hung
;
Lin, Eric S.
- In:
Journal of forecasting
35
(
2016
)
8
,
pp. 669-689
Persistent link: https://www.econbiz.de/10011610407
Saved in:
6
Predicting recessions with leading indicators : model averaging and selection over the business cycle
Berge, Travis J.
- In:
Journal of forecasting
34
(
2015
)
6
,
pp. 455-471
Persistent link: https://www.econbiz.de/10011343630
Saved in:
7
Long-run and cyclical dynamics in the US stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Journal of forecasting
33
(
2014
)
2
,
pp. 147-161
Persistent link: https://www.econbiz.de/10010424845
Saved in:
8
Introducing the euro Area-wide Leading Indicator (ALI) : real-time signals of turning points in the growth cycle from 2007 to 2011
Bondt, Gabe J. de
;
Hahn, Elke
- In:
Journal of forecasting
33
(
2014
)
1
,
pp. 47-68
Persistent link: https://www.econbiz.de/10010424882
Saved in:
9
Evaluation of regime switching models for real-time business cycle analysis of the euro area
Billio, Monica
;
Ferrara, Laurent
;
Guégan, Dominique
; …
- In:
Journal of forecasting
32
(
2013
)
7
,
pp. 577-586
Persistent link: https://www.econbiz.de/10010202176
Saved in:
10
Predicting recessions with factor linear dynamic harmonic regressions
Bujosa, Marcos
;
García-Ferrer, Antonio
;
Juan …
- In:
Journal of forecasting
32
(
2013
)
6
,
pp. 481-499
Persistent link: https://www.econbiz.de/10009789700
Saved in:
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