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~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of forecasting"
~person:"Kapetanios, George"
~person:"Paccagnini, Alessia"
~person:"Rossi, Barbara"
~person:"So, Mike Ka-pui"
~person:"Wang, Yudong"
~subject:"Schätzung"
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Schätzung
Forecasting model
35
Prognoseverfahren
35
Volatility
12
Volatilität
12
Theorie
11
Theory
11
Time series analysis
11
Zeitreihenanalyse
11
ARCH model
9
ARCH-Modell
9
Economic forecast
9
Wirtschaftsprognose
9
Estimation
8
Estimation theory
6
Forecast
6
Prognose
6
Regression analysis
6
Regressionsanalyse
6
Schätztheorie
6
Capital income
5
Kapitaleinkommen
5
Oil price
5
Welt
5
World
5
Ölpreis
5
Factor analysis
4
Faktorenanalyse
4
Inflation
4
Structural break
4
Strukturbruch
4
Bayes-Statistik
3
Bayesian inference
3
Economic indicator
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Euro area
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Markov chain
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Markov-Kette
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English
8
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Kapetanios, George
Paccagnini, Alessia
Rossi, Barbara
So, Mike Ka-pui
Wang, Yudong
Koopman, Siem Jan
5
Gupta, Rangan
4
Athanasopoulos, George
3
Cepni, Oguzhan
3
Chan, Ngai Hang
3
Franses, Philip Hans
3
Gerlach, Richard
3
Herwartz, Helmut
3
Huber, Florian
3
Marcellino, Massimiliano
3
Schumacher, Christian
3
Vahid, Farshid
3
Zhang, Yaojie
3
Blasques, Francisco
2
Breitung, Jörg
2
Bräuning, Falk
2
Chen, Cathy W. S.
2
Chen, Langnan
2
Costantini, Mauro
2
Cross, Jamie
2
Gallo, Giampiero M.
2
Giovannelli, Alessandro
2
González-Rivera, Gloria
2
Guérin, Pierre
2
Hou, Chenghan
2
Hyndman, Rob J.
2
Kang, Kyu Ho
2
Klein, Tony
2
Korobilis, Dimitris
2
Lahiri, Kajal
2
Lin, Edward M. H.
2
Liu, Xiaoquan
2
Luciani, Matteo
2
McAleer, Michael
2
Morley, Bruce
2
Mumtaz, Haroon
2
O'Hare, Colin
2
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International journal of forecasting
Journal of forecasting
CAMA working paper series
5
Energy economics
5
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
5
Barcelona GSE working paper series : working paper
4
Journal of empirical finance
4
Discussion paper / Centre for Economic Policy Research
3
Working paper
3
Working paper series
3
CAMA Working Paper
2
Economic modelling
2
International review of economics & finance : IREF
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Temi di discussione / Banca d'Italia
2
Applied economics
1
Applied financial economics
1
Discussion papers / CEPR
1
Discussion papers / National Institute of Economic and Social Research
1
Discussion papers in economics
1
ERID working paper
1
Economic Research Initiatives at Duke Working Paper
1
Economics letters
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Finance research letters
1
Financial innovation : FIN
1
Handbook of economic forecasting ; Volume 2B
1
Journal of banking & finance
1
Journal of econometrics
1
Journal of macroeconomics
1
Macroeconomic dynamics
1
NBER International Seminar on Macroeconomics 2012
1
Pacific-Basin finance journal
1
Staff working papers / Bank of England
1
The journal of futures markets
1
University of Milan Bicocca Department of Economics, Management, and Statistics Working Paper
1
Working papers series / Federal Reserve Bank of San Francisco
1
quantf research Working Paper Series: WP06/2014
1
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ECONIS (ZBW)
8
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8
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date (oldest first)
1
Forecasting crude oil futures market returns : a principal component analysis combination approach
Zhang, Yaojie
;
Wang, Yudong
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 659-673
Persistent link: https://www.econbiz.de/10014465079
Saved in:
2
Testing the predictive accuracy of COVID-19 forecasts
Coroneo, Laura
;
Iacone, Fabrizio
;
Paccagnini, Alessia
; …
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 606-622
Persistent link: https://www.econbiz.de/10014465074
Saved in:
3
Forecasting in factor augmented regressions under structural change
Massacci, Daniele
;
Kapetanios, George
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 62-76
Persistent link: https://www.econbiz.de/10014450259
Saved in:
4
Out-of-sample volatility prediction : rolling window, expanding window, or both?
Feng, Yuqing
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 567-582
Persistent link: https://www.econbiz.de/10014532353
Saved in:
5
Uncertainty and the predictability of stock returns
Cai, Wensheng
;
Pan, Zhiyuan
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
4
,
pp. 765-792
Persistent link: https://www.econbiz.de/10013287857
Saved in:
6
Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models
Bekiros, Stelios D.
;
Paccagnini, Alessia
- In:
Journal of forecasting
35
(
2016
)
7
,
pp. 613-632
Persistent link: https://www.econbiz.de/10011610087
Saved in:
7
Evaluating predictive densities of US output growth and inflation in a large macroeconomic data set
Rossi, Barbara
;
Sekhposyan, Tatevik
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 662-682
Persistent link: https://www.econbiz.de/10010514762
Saved in:
8
Prediction from ARFIMA models : comparisons between MLE and semiparametric estimation procedures
Baillie, Richard
;
Chaleampong Kongcharoen
;
Kapetanios, …
- In:
International journal of forecasting
28
(
2012
)
1
,
pp. 46-53
Persistent link: https://www.econbiz.de/10009581412
Saved in:
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