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~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of forecasting"
~subject:"VAR-Modell"
~type_genre:"Aufsatz in Zeitschrift"
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VAR-Modell
Bayes-Statistik
175
Bayesian inference
175
Forecasting model
156
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156
Theorie
104
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104
Time series analysis
73
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Aufsatz in Zeitschrift
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45
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Carriero, Andrea
4
Koop, Gary
4
Giannone, Domenico
3
Hou, Chenghan
3
Lenza, Michele
3
Poon, Aubrey
3
Berg, Tim Oliver
2
Galvão, Ana Beatriz C.
2
Gefang, Deborah
2
Kapetanios, George
2
Marcellino, Massimiliano
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1
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1
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1
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1
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1
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1
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International journal of forecasting
Journal of forecasting
Journal of econometrics
28
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
23
Journal of applied econometrics
17
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
16
Economic modelling
15
Journal of economic dynamics & control
14
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
13
Applied economics
12
Economics letters
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Macroeconomic dynamics
10
Journal of international money and finance
9
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European economic review : EER
7
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7
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7
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7
Applied economics letters
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International review of economics & finance : IREF
6
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6
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5
Finance research letters
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The North American journal of economics and finance : a journal of financial economics studies
5
Economic research
4
Central European journal of economic modelling and econometrics
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
International economic journal
3
International journal of central banking : IJCB
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Journal of central banking theory and practice
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Theoretical and applied economics : GAER review
3
Acta oeconomica Pragensia : vědecký časopis Vysoke Školy Ekonomické v Praze
2
Cogent business & management
2
Cogent economics & finance
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Economia politica : journal of analytical and institutional economics
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Economic systems
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Economie & prévision : EP
2
Emerging markets review
2
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
45
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1
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:
2
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
Saved in:
3
The effects of shocks to interest rate expectations in the euro area : estimates at the country level
Mandler, Martin
;
Scharnagl, Michael
- In:
Journal of forecasting
42
(
2023
)
3
,
pp. 643-656
Persistent link: https://www.econbiz.de/10014292222
Saved in:
4
Macro-financial effects of monetary policy easing
Apostolakis, George N.
;
Giannellis, Nikolaos
; …
- In:
Journal of forecasting
42
(
2023
)
3
,
pp. 715-738
Persistent link: https://www.econbiz.de/10014292226
Saved in:
5
Bootstrap VAR forecasts : the effect of model uncertainties
Fresoli, Diego
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 279-293
Persistent link: https://www.econbiz.de/10012817747
Saved in:
6
Forecasts with Bayesian vector autoregressions under real time conditions
Pfarrhofer, Michael
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 771-801
Persistent link: https://www.econbiz.de/10014532388
Saved in:
7
Big data financial transactions and GDP nowcasting : the case of Turkey
Barlas, Ali B.
;
Mert, Seda Guler
;
Isa, Berk Orkun
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 227-248
Persistent link: https://www.econbiz.de/10014475297
Saved in:
8
Penalized estimation of panel vector autoregressive models : a panel LASSO approach
Camehl, Annika
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1185-1204
Persistent link: https://www.econbiz.de/10014465265
Saved in:
9
Data-based priors for vector error correction models
Prüser, Jan
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 209-227
Persistent link: https://www.econbiz.de/10014462776
Saved in:
10
FRED-SD : a real-time database for state-level data with forecasting applications
Bokun, Kathryn O.
;
Jackson, Laura
;
Kliesen, Kevin L.
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 279-297
Persistent link: https://www.econbiz.de/10014462780
Saved in:
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