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~isPartOf:"Economic modelling"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Bayesian inference"
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Search: subject_exact:"Prognosetechnik"
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Bayesian inference
Forecasting model
378
Prognoseverfahren
378
Theorie
153
Theory
153
Time series analysis
135
Zeitreihenanalyse
135
Estimation
70
Schätzung
70
Volatility
67
Volatilität
67
Forecast
55
Economic forecast
48
Forecasting
48
Prognose
48
Wirtschaftsprognose
48
Capital income
45
Kapitaleinkommen
45
Börsenkurs
36
Share price
36
State space model
32
Zustandsraummodell
32
ARCH model
28
ARCH-Modell
28
Estimation theory
28
Frühindikator
28
Leading indicator
28
Schätztheorie
28
Bayes-Statistik
25
Inflation
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VAR model
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VAR-Modell
24
Aktienmarkt
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21
China
18
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18
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Martin, Gael M.
10
Frazier, David T.
7
Loiza-Maya, Ruben
5
Maneesoonthorn, Worapree
4
Panagiotelis, Anastasios
4
Hyndman, Rob J.
3
McCabe, Brendan Peter Martin
3
Athanasopoulos, George
2
Forbes, Catherine Scipione
2
Gupta, Rangan
2
Jiang, Bin
2
Kocięcki, Andrzej
2
Vahid, Farshid
2
Balcilar, Mehmet
1
Bekiros, Stelios
1
Bojaj, Martin M.
1
Bracanovic, Andrej
1
Ca'Zorzi, Michele
1
Cross, Jamie
1
Eckert, Florian
1
Grose, Simone D.
1
Hu, Wentao
1
Huber, Florian
1
Jolicic, Ivan
1
Kolasa, Marcin
1
Koo, Bonsoo
1
Koop, Gary
1
Kortelainen, Mika
1
Kotzé, Kevin
1
Leung, Patrick
1
Maheu, John M.
1
McCabe, Brendon P. M.
1
Mihailovic, Andrej
1
Milacic, Veselin
1
Milosevic, Igor
1
Muhadinovic, Milica
1
Nalban, Valeriu
1
Nibbering, Didier
1
Paloviita, Maritta
1
Poon, Aubrey
1
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Economic modelling
Working paper / Department of Econometrics and Business Statistics, Monash University
International journal of forecasting
106
Discussion paper / Tinbergen Institute
49
Journal of forecasting
46
Journal of econometrics
36
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Working paper
24
Working paper series / European Central Bank
21
Federal Reserve Bank of Cleveland working paper series
19
Journal of applied econometrics
19
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
Working paper / Norges Bank
18
CAMA working paper series
16
Discussion papers / CEPR
16
Econometric reviews
14
European journal of operational research : EJOR
14
Discussion paper / Centre for Economic Policy Research
13
Insurance / Mathematics & economics
13
Energy economics
12
Econometrics : open access journal
11
Quantitative finance
11
Applied economics
10
Computational economics
10
Economics letters
10
CAMA Working Paper
9
CESifo working papers
9
Discussion papers / Adam Smith Business School, University of Glasgow
9
Journal of the American Statistical Association : JASA
9
Strathclyde discussion papers in economics
9
Journal of economic dynamics & control
8
Journal of international money and finance
8
Risks : open access journal
8
Discussion paper
7
ECB Working Paper
7
FRB of Cleveland Working Paper
7
Journal of macroeconomics
7
Staff reports / Federal Reserve Bank of New York
7
Staff working papers / Bank of England
7
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
7
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ABC-based forecasting in state space models
Weerasinghe, Chaya
;
Loiza-Maya, Ruben
;
Martin, Gael M.
; …
-
2023
Persistent link: https://www.econbiz.de/10014452518
Saved in:
2
Bayesian forecasting in the 21st century : a modern review
Martin, Gael M.
;
Frazier, David T.
;
Loiza-Maya, Ruben
; …
-
2023
Persistent link: https://www.econbiz.de/10014315412
Saved in:
3
Variational Bayes in state space models : inferential and predictive accuracy
Frazier, David T.
;
Loiza-Maya, Ruben
;
Martin, Gael M.
-
2022
Persistent link: https://www.econbiz.de/10013193949
Saved in:
4
Loss-based variational Bayes prediction
Frazier, David T.
;
Loiza-Maya, Ruben
;
Martin, Gael M.
; …
-
2021
Persistent link: https://www.econbiz.de/10012614593
Saved in:
5
Focused Bayesian prediction
Loiza-Maya, Ruben
;
Martin, Gael M.
;
Frazier, David T.
-
2020
Persistent link: https://www.econbiz.de/10012606751
Saved in:
6
Forecasting macroeconomic effects of stablecoin adoption : a Bayesian approach
Bojaj, Martin M.
;
Muhadinovic, Milica
;
Bracanovic, Andrej
; …
- In:
Economic modelling
109
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013348244
Saved in:
7
Economic recovery forecasts under impacts of COVID-19
Teng, Bin
;
Wang, Sicong
;
Shi, Yufeng
;
Sun, Yunchuan
; …
- In:
Economic modelling
110
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013348381
Saved in:
8
Forecasting Swiss exports using Bayesian forecast reconciliation
Eckert, Florian
;
Hyndman, Rob J.
;
Panagiotelis, Anastasios
-
2019
Persistent link: https://www.econbiz.de/10012593919
Saved in:
9
Forecasting observables with particle filters : any filter will do!
Leung, Patrick
;
Forbes, Catherine Scipione
;
Martin, Gael M.
-
2019
Persistent link: https://www.econbiz.de/10012606152
Saved in:
10
Approximate Bayesian forecasting
Frazier, David T.
;
Maneesoonthorn, Worapree
;
Martin, Gael M.
-
2018
Persistent link: https://www.econbiz.de/10012583287
Saved in:
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