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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"
~subject:"Schätzung"
~subject:"VAR-Modell"
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Schätzung
VAR-Modell
Forecasting model
23
Prognoseverfahren
23
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9
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9
Wirtschaftsprognose
9
Zeitreihenanalyse
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Kapetanios, George
Paccagnini, Alessia
Rossi, Barbara
So, Mike Ka-pui
Pesaran, M. Hashem
10
Schuermann, Til
9
Smith, L. Vanessa
9
Giannone, Domenico
7
Gupta, Rangan
7
Marcellino, Massimiliano
7
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5
Koop, Gary
5
Koopman, Siem Jan
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Lahiri, Kajal
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Hou, Chenghan
4
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4
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4
Swanson, Norman R.
4
Allen, P. G.
3
Athanasopoulos, George
3
Cepni, Oguzhan
3
Chan, Ngai Hang
3
Cross, Jamie
3
Foroni, Claudia
3
Franses, Philip Hans
3
Garratt, Anthony
3
Gerlach, Richard
3
Granger, C. W. J.
3
Guérin, Pierre
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Herwartz, Helmut
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Huber, Florian
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Hyndman, Rob J.
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Mitchell, James
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Mumtaz, Haroon
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Poon, Aubrey
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Reichlin, Lucrezia
3
Ruiz, Esther
3
Sinclair, Tara M.
3
Stekler, Herman O.
3
Vahid, Farshid
3
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International journal of forecasting
Journal of forecasting
Discussion paper / Centre for Economic Policy Research
7
Barcelona GSE working paper series : working paper
5
CAMA working paper series
5
Working paper
5
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
5
CAMA Working Paper
3
EUI working paper / ECO
3
Journal of econometrics
3
Working paper series
3
Bank of England Working Paper
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Temi di discussione / Banca d'Italia
2
Applied financial economics
1
CFM discussion paper series
1
CREATES research paper
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 journal of the Institute for Advanced Studies, Vienna, Austria
1
Handbook of economic forecasting ; Volume 2B
1
Journal of applied econometrics
1
Journal of banking & finance
1
Journal of empirical finance
1
Journal of macroeconomics
1
Journal of monetary economics
1
Macroeconomic dynamics
1
NBER International Seminar on Macroeconomics 2012
1
NBP working paper
1
Staff working papers / Bank of England
1
Statistical working papers / Eurostat
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
University of Milan Bicocca Department of Economics, Management, and Statistics Working Paper
1
VAR models in macroeconomics - new developments and applications : essays in honor of Christopher A. Sims
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)
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1
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:
2
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:
3
A comprehensive evaluation of macroeconomic forecasting methods
Carriero, Andrea
;
Galvão, Ana Beatriz C.
;
Kapetanios, …
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1226-1239
Persistent link: https://www.econbiz.de/10012305256
Saved in:
4
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:
5
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:
6
Forecasting exchange rates with a large Bayesian VAR
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
- In:
International journal of forecasting
25
(
2009
)
2
,
pp. 400-417
Persistent link: https://www.econbiz.de/10003870070
Saved in:
7
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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