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~isPartOf:"IAB discussion paper : Beiträge zum wissenschaftlichen Dialog aus dem Institut für Arbeitsmarkt- und Berufsforschung"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of applied econometrics"
~subject:"Forecasting model"
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Forecasting model
Estimation
997
Schätzung
996
Theorie
284
Theory
284
USA
145
United States
145
Volatility
139
Volatilität
139
Capital income
130
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123
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Clark, Todd E.
4
Gupta, Rangan
3
Balcilar, Mehmet
2
Carriero, Andrea
2
Huang, Dengshi
2
Lee, Doowon
2
Lima, Luiz Renato
2
Marcellino, Massimiliano
2
McCracken, Michael W.
2
Shamsuddin, Abul
2
Sousa, Ricardo M.
2
Wang, Yudong
2
Wel, Michel van der
2
Wohar, Mark E.
2
Xu, Weiju
2
Zhu, Min
2
Abel, Joshua
1
Altavilla, Carlo
1
Amburgey, Aaron J.
1
Asai, Manabu
1
Atilgan, Yigit
1
Auer, Benjamin R.
1
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1
Bai, Jiancheng
1
Bai, Yu
1
Ball, Ryan T.
1
Bannigidadmath, Deepa
1
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1
Brooks, Robert
1
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1
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1
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1
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1
Chen, Chun-nan
1
Chen, Dongxu
1
Chen, Nan-kuang
1
Chen, Rui
1
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1
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IAB discussion paper : Beiträge zum wissenschaftlichen Dialog aus dem Institut für Arbeitsmarkt- und Berufsforschung
International review of economics & finance : IREF
Journal of applied econometrics
International journal of forecasting
157
Journal of forecasting
108
Finance research letters
94
Applied economics
78
Journal of banking & finance
77
Journal of empirical finance
66
International review of financial analysis
64
Economic modelling
63
Journal of econometrics
63
Journal of financial economics
58
Applied economics letters
56
Discussion paper / Centre for Economic Policy Research
55
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54
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53
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
51
Working paper / National Bureau of Economic Research, Inc.
49
The North American journal of economics and finance : a journal of financial economics studies
48
NBER working paper series
46
NBER Working Paper
45
Economics letters
42
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
38
CESifo working papers
36
Journal of international money and finance
36
Pacific-Basin finance journal
34
Discussion paper / Tinbergen Institute
33
Finance and economics discussion series
31
The European journal of finance
31
Journal of international financial markets, institutions & money
30
Management science : journal of the Institute for Operations Research and the Management Sciences
26
Discussion papers / CEPR
25
Discussion paper / Deutsche Bundesbank
24
International journal of finance & economics : IJFE
24
Applied financial economics
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
The journal of futures markets
23
Journal of risk and financial management : JRFM
22
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
22
Department of Economics working paper series
20
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ECONIS (ZBW)
87
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87
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1
The Federal Reserve's output gap : the unreliability of real-time reliability tests
Quast, Josefine
;
Wolters, Maik H.
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 1101-1111
Persistent link: https://www.econbiz.de/10014474421
Saved in:
2
Exchange rates and macroeconomic fundamentals : evidence of instabilities from time-varying factor loadings
Hillebrand, Eric
;
Mikkelsen, Jakob Guldbæk
;
Spreng, Lars
; …
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 857-877
Persistent link: https://www.econbiz.de/10014432197
Saved in:
3
Identifying the effects of sanctions on the Iranian economy using newspaper coverage
Laudati, Dario
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
38
(
2023
)
3
,
pp. 271-294
Persistent link: https://www.econbiz.de/10014287986
Saved in:
4
Robust inference under time-varying volatility : a real-time evaluation of professional forecasters
Demetrescu, Matei
;
Hanck, Christoph
;
Kruse-Becher, Robinson
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 1010-1030
Persistent link: https://www.econbiz.de/10013464645
Saved in:
5
Long-run predictability tests are even worse than you thought
Hjalmarsson, Erik
;
Kiss, Tamás
- In:
Journal of applied econometrics
37
(
2022
)
7
,
pp. 1334-1355
Persistent link: https://www.econbiz.de/10013473977
Saved in:
6
Reassessing growth vulnerability
Cho, Dooyeon
;
Rho, Seunghwa
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 225-234
Persistent link: https://www.econbiz.de/10014471730
Saved in:
7
Forecasting and stress testing with quantile vector autoregression
Chavleishvili, Sulkhan
;
Manganelli, Simone
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 66-85
Persistent link: https://www.econbiz.de/10014474437
Saved in:
8
Liquidity and realized volatility prediction in Chinese stock market : a time-varying transitional dynamic perspective
Xu, Yanyan
;
Liu, Jing
;
Ma, Feng
;
Chu, Jielei
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 543-560
Persistent link: https://www.econbiz.de/10014446494
Saved in:
9
Do the dynamics of macroeconomic attention drive the yen/dollar exchange market volatility?
Luo, Tao
;
Sun, Huaping
;
Zhang, Lixia
;
Bai, Jiancheng
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 597-611
Persistent link: https://www.econbiz.de/10014446795
Saved in:
10
Forecasting stock market realized volatility : the role of investor attention to the price of petroleum products
Li, Dakai
- In:
International review of economics & finance : IREF
90
(
2024
),
pp. 115-122
Persistent link: https://www.econbiz.de/10014446891
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