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~isPartOf:"International journal of forecasting"
~subject:"EU countries"
~subject:"Time series analysis"
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Search: subject_exact:"Zustandsraummodell"
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Time series analysis
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109
Zustandsraummodell
109
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64
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Koopman, Siem Jan
4
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3
Ruiz, Esther
3
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2
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Economics letters
International journal of forecasting
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40
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37
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23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
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19
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ECONIS (ZBW)
64
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1
Should I open to forecast? : implications from a multi-country unobserved components model with sparse factor stochastic volatility
Wu, Ping
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 903-917
Persistent link: https://www.econbiz.de/10014547224
Saved in:
2
Optimal hierarchical EWMA forecasting
Sbrana, Giacomo
;
Pelagatti, Matteo
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 616-625
Persistent link: https://www.econbiz.de/10014547189
Saved in:
3
Network time series forecasting using spectral graph wavelet transform
Kim, Kyusoon
;
Oh, Hee-Seok
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 971-984
Persistent link: https://www.econbiz.de/10014547230
Saved in:
4
Ignoring cross-correlated idiosyncratic components when extracting factors in dynamic factor models
Fresoli, Diego
;
Poncela, Pilar
;
Ruiz, Esther
- In:
Economics letters
230
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014460331
Saved in:
5
Inflation dynamics in the frequency domain
Martins, Manuel Mota Freitas
;
Verona, Fabio
- In:
Economics letters
231
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014461250
Saved in:
6
Daily news sentiment and monthly surveys : a mixed-frequency dynamic factor model for nowcasting consumer confidence
Algaba, Andres
;
Borms, Samuel
;
Boudt, Kris
;
Verbeken, Brecht
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 266-278
Persistent link: https://www.econbiz.de/10014462779
Saved in:
7
Nowcasting German GDP : foreign factors, financial markets, and model averaging
Andreini, Paolo
;
Hasenzagl, Thomas
;
Reichlin, Lucrezia
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 298-313
Persistent link: https://www.econbiz.de/10014462781
Saved in:
8
The RWDAR model : a novel state-space approach to forecasting
Sbrana, Giacomo
;
Silvestrini, Andrea
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 922-937
Persistent link: https://www.econbiz.de/10014465165
Saved in:
9
Shrinkage estimator for exponential smoothing models
Pritularga, Kandrika F.
;
Svetunkov, Ivan
;
Kourentzes, …
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1351-1365
Persistent link: https://www.econbiz.de/10014465285
Saved in:
10
Nowcasting growth using Google Trends data : a Bayesian Structural Time Series model
Kohns, David
;
Bhattacharjee, Arnab
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1384-1412
Persistent link: https://www.econbiz.de/10014465289
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