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~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"Finance research letters"
~isPartOf:"International review of economics & finance : IREF"
~subject:"Forecasting model"
~subject:"Geldpolitik"
~type_genre:"Article in journal"
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Forecasting model
Geldpolitik
Structural break
60
Strukturbruch
60
Estimation
59
Schätzung
59
Volatility
50
Volatilität
50
Theorie
40
Theory
40
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29
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29
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28
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28
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26
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26
Structural breaks
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Börsenkurs
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20
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20
Prognoseverfahren
18
Regime switching
18
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Einheitswurzeltest
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Lang, Qiaoqi
2
Lu, Xinjie
2
Ma, Feng
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Perron, Pierre
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Qian, Lihua
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1
Ali, Syed Zahid
1
Altansukh, Gantungalag
1
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1
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1
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
Finance research letters
International review of economics & finance : IREF
Journal of international money and finance
32
International journal of forecasting
27
Economic modelling
24
Journal of forecasting
22
Energy economics
17
Journal of econometrics
16
Applied economics
14
The North American journal of economics and finance : a journal of financial economics studies
14
Journal of economic dynamics & control
13
Journal of macroeconomics
12
European economic review : EER
11
Applied economics letters
10
Economics letters
10
Journal of empirical finance
10
Journal of money, credit and banking : JMCB
10
Macroeconomic dynamics
10
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
9
International journal of finance & economics : IJFE
9
The Cato journal : an interdisciplinary journal of public policy analysis
9
Journal of international economics
8
Open economies review
8
International review of financial analysis
7
Journal of applied econometrics
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Eastern European economics
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
China & world economy
5
Economic systems
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Financial history review
5
International journal of economics and finance
5
Journal of economic studies
5
Journal of international financial markets, institutions & money
5
Journal of monetary economics
5
Journal of policy modeling : JPMOD ; a social science forum of world issues
5
Pacific-Basin finance journal
5
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ECONIS (ZBW)
31
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1
The choice of monetary regimes in emerging market economies : inflation targeting versus its alternatives
Stojanovikj, Martin
;
Petrevski, Goran
- In:
International review of economics & finance : IREF
93
(
2024
)
1
,
pp. 237-260
Persistent link: https://www.econbiz.de/10014535344
Saved in:
2
Using structural break inference for forecasting time series
Altansukh, Gantungalag
;
Osborn, Denise R.
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
1
,
pp. 1-41
Persistent link: https://www.econbiz.de/10013440260
Saved in:
3
Regime
-switching empirical similarity model : a comparison with baseline models
Bahromov, Jamol
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
5
,
pp. 2655-2674
Persistent link: https://www.econbiz.de/10013440509
Saved in:
4
Forecasting US stock market volatility : evidence from ESG and CPU indices
Ghani, Usman
;
Zhu, Bo
;
Qin, Quande
;
Ghani, Maria
- In:
Finance research letters
59
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014445411
Saved in:
5
Inflation uncertainty
Serletis, Apostolos
;
Xu, Libo
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 1903-1920
Persistent link: https://www.econbiz.de/10014520073
Saved in:
6
An empirical analysis of the volume-volatility nexus in crude oil markets under structural breaks : implications for forecasting
Patra, Saswat
- In:
International review of economics & finance : IREF
94
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014583719
Saved in:
7
Global economic policy uncertainty and oil futures volatility prediction
Zhao, Ling
- In:
Finance research letters
54
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014472626
Saved in:
8
Categorial economic policy uncertainty indices or Twitter-based uncertainty indices? : evidence from Chinese stock market
Lu, Xinjie
;
Lang, Qiaoqi
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-5
Persistent link: https://www.econbiz.de/10014473350
Saved in:
9
Forecasting in the presence of in-sample and out-of-sample breaks
Xu, Jiawen
;
Perron, Pierre
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 3001-3035
Persistent link: https://www.econbiz.de/10014329022
Saved in:
10
An artificial intelligence approach to forecasting when there are structural breaks : a reinforcement learning-based framework for fast switching
Marcondes Pinto, Jeronymo
;
Marçal, Emerson Fernandes
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
4
,
pp. 1729-1759
Persistent link: https://www.econbiz.de/10014388850
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