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~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of forecasting"
~isPartOf:"Journal of marketing research : JMR"
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Search: subject:"MCMC"
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Bayes-Statistik
212
Bayesian inference
212
Forecasting model
157
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157
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110
Theory
110
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74
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217
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Koop, Gary
6
Blasques, Francisco
4
Carriero, Andrea
4
Chen, Cathy W. S.
4
Gerlach, Richard
4
Koopman, Siem Jan
4
Lucas, André
4
Łasak, Katarzyna
4
Allenby, Greg M.
3
Ando, Tomohiro
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Bucklin, Randolph E.
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Giannone, Domenico
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Hou, Chenghan
3
Huber, Florian
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Kang, Yanfei
3
Korobilis, Dimitris
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Lenk, Peter J.
3
Lenza, Michele
3
Li, Feng
3
Lin, Edward M. H.
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Maneesoonthorn, Worapree
3
Martin, Gael M.
3
Onorante, Luca
3
Poon, Aubrey
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Ravazzolo, Francesco
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Rutz, Oliver J.
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2
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2
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2
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2
Crespo Cuaresma, Jesús
2
Cross, Jamie
2
DeSarbo, Wayne
2
Dijk, Herman K. van
2
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2
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International journal of forecasting
Journal of forecasting
Journal of marketing research : JMR
Journal of econometrics
177
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
121
Economic modelling
94
Journal of applied econometrics
88
European journal of operational research : EJOR
80
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73
Economics letters
69
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69
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68
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62
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59
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57
Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
54
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
51
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50
International journal of production research
49
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48
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46
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44
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40
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38
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Quantitative economics : QE ; journal of the Econometric Society
34
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32
Journal of international money and finance
31
Applied economics letters
29
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
28
Journal of financial econometrics : official journal of the Society for Financial Econometrics
28
Economic theory : official journal of the Society for the Advancement of Economic Theory
27
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Risks : open access journal
25
The econometrics journal
25
Theoretical economics : TE ; an open access journal in economic theory
25
Journal of economic behavior & organization : JEBO
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ECONIS (ZBW)
217
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1
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10
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217
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1
A Bayesian time-varying autoregressive model for improved short-term and long-term prediction
Berninger, Christoph
;
Stöcker, Almond
;
Rügamer, David
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 181-200
Persistent link: https://www.econbiz.de/10012796284
Saved in:
2
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 626-640
Persistent link: https://www.econbiz.de/10014547190
Saved in:
3
On the role of fundamentals, private signals, and beauty contests to predict exchange rates
Pignataro, Giuseppe
;
Raggi, Davide
;
Pancotto, Francesca
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 687-705
Persistent link: https://www.econbiz.de/10014547196
Saved in:
4
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:
5
A Bayesian realized threshold measurement GARCH framework for financial tail risk forecasting
Wang, Chao
;
Gerlach, Richard
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 40-57
Persistent link: https://www.econbiz.de/10014443184
Saved in:
6
Local prediction pools
Oelrich, Oscar
;
Villani, Mattias
;
Ankargren, Sebastian
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 103-117
Persistent link: https://www.econbiz.de/10014443187
Saved in:
7
Probabilistic hierarchical forecasting with deep Poisson mixtures
Olivares, Kin G.
;
Nganba Meetei, O.
;
Ma, Ruijun
;
Reddy, …
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 470-489
Persistent link: https://www.econbiz.de/10014547171
Saved in:
8
Bayesian bilinear neural network for predicting the mid-price dynamics in limit-order book markets
Magris, Martin
;
Shabani, Mostafa
;
Iosifidis, Alexandros
- In:
Journal of forecasting
42
(
2023
)
6
,
pp. 1407-1428
Persistent link: https://www.econbiz.de/10014338908
Saved in:
9
Mixed-frequency predictive regressions with parameter learning
Leippold, Markus
;
Yang, Hanlin
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1955-1972
Persistent link: https://www.econbiz.de/10014432824
Saved in:
10
Modeling the relation between the US real economy and the corporate bond-yield spread in Bayesian VARs with non-Gaussian innovations
Kiss, Tamás
;
Mazur, Stepan
;
Nguyen, Hoang
;
Österholm, Pär
- In:
Journal of forecasting
42
(
2023
)
2
,
pp. 347-368
Persistent link: https://www.econbiz.de/10014292181
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