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~isPartOf:"International journal of forecasting"
~language:"eng"
~language:"hun"
~person:"Blundell, Richard W."
~person:"De Grauwe, Paul"
~person:"Hagen, Jürgen von"
~person:"Koopman, Siem Jan"
~person:"Marcellino, Massimiliano"
~person:"Wohar, Mark E."
~subject:"Asien"
~subject:"Bootstrap-Verfahren"
~subject:"EU-Staaten"
~subject:"Konsumentenverhalten"
~subject:"Share price"
~subject:"Theory"
~subject:"Time series analysis"
~subject:"United Kingdom"
~type_genre:"Article in journal"
~type_genre:"Collection of articles written by one author"
~type_genre:"Konferenzschrift"
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Asien
Bootstrap-Verfahren
EU-Staaten
Konsumentenverhalten
Share price
Theory
Time series analysis
United Kingdom
Forecasting model
31
Prognoseverfahren
31
Theorie
18
Zeitreihenanalyse
15
Frühindikator
9
Leading indicator
9
Estimation
8
Schätzung
8
Factor analysis
7
Faktorenanalyse
7
State space model
7
Zustandsraummodell
7
EU countries
6
Bayes-Statistik
5
Bayesian inference
5
Economic forecast
5
Economic indicator
5
Euro area
5
Eurozone
5
Forecasting
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5
Maximum likelihood estimation
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4
VAR model
4
VAR-Modell
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Aggregation
3
Comparison
3
Dynamic factor models
3
Factor models
3
Großbritannien
3
Kalman filter
3
National income
3
Nationaleinkommen
3
Nowcasting
3
Simulation
3
USA
3
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11
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26
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Article in journal
Collection of articles written by one author
Konferenzschrift
Aufsatz in Zeitschrift
26
Language
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English
Hungarian
Author
All
Blundell, Richard W.
De Grauwe, Paul
Hagen, Jürgen von
Koopman, Siem Jan
Marcellino, Massimiliano
Wohar, Mark E.
Makridakis, Spyros G.
24
Hyndman, Rob J.
20
Clements, Michael P.
15
Franses, Philip Hans
14
Taylor, James W.
13
Hendry, David F.
12
Koehler, Anne B.
12
Petropoulos, Fotios
12
Spiliotis, Evangelos
12
Armstrong, Jon Scott
10
Assimakopoulos, V.
10
Goodwin, Paul
10
Ruiz, Esther
10
Athanasopoulos, George
9
Dijk, Dick van
8
Fildes, Robert
8
Ord, John Keith
8
Snyder, Ralph D.
8
Teräsvirta, Timo
8
Timmermann, Allan
8
Önkal, Dilek
8
Harvey, Nigel
7
Kang, Yanfei
7
Proietti, Tommaso
7
Stekler, Herman O.
7
Thomakos, Dimitrios D.
7
Weron, Rafał
7
Collopy, Frederick Lynch
6
Kapetanios, George
6
Li, Feng
6
Lucas, André
6
Medeiros, Marcelo C.
6
O'Connor, Marcus J.
6
Peña, Daniel
6
Pinson, Pierre
6
Reade, J. James
6
Alho, Juha M.
5
Bergmeir, Christoph
5
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International journal of forecasting
Journal of econometrics
24
Journal of applied econometrics
23
Open economies review
13
Intereconomics : review of European economic policy
12
The economic journal : the journal of the Royal Economic Society
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
Journal of macroeconomics
11
Fiscal studies : the journal of the Institute for Fiscal Studies
10
Journal of international money and finance
10
European economic review : EER
9
Oxford bulletin of economics and statistics
9
Applied economics
8
The review of economic studies
8
European journal of political economy
7
International journal of finance & economics : IJFE
7
International review of economics & finance : IREF
7
Journal of economic dynamics & control
7
Journal of forecasting
7
Applied financial economics
6
Econometric reviews
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
Empirica : journal of european economics
6
Energy economics
6
Finance research letters
6
Journal of common market studies : JCMS
6
The American economic review
6
The econometrics journal
6
The review of economics and statistics
6
Economic modelling
5
Economics letters
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
The European journal of finance
5
The North American journal of economics and finance : a journal of financial economics studies
5
International economic review
4
International finance
4
Journal of empirical finance
4
Journal of policy modeling : JPMOD ; a social science forum of world issues
4
Journal of the European Economic Association
4
Econometric Society monographs
3
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ECONIS (ZBW)
26
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1
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26
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date (oldest first)
1
Dynamic factor models with clustered loadings : forecasting education flows using unemployment data
Blasques, Francisco
;
Hoogerkamp, Meindert Heres
; …
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1426-1441
Persistent link: https://www.econbiz.de/10013274289
Saved in:
2
Forecasting economic time series using score-driven dynamic models with mixed-data sampling
Gorgi, Paolo
;
Koopman, Siem Jan
;
Li, Mengheng
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1735-1747
Persistent link: https://www.econbiz.de/10012305526
Saved in:
3
Forecasting football match results in national league competitions using score-driven time series models
Koopman, Siem Jan
;
Lit, Rutger
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 797-809
Persistent link: https://www.econbiz.de/10012300729
Saved in:
4
Using low frequency information for predicting high frequency variables
Foroni, Claudia
;
Guérin, Pierre
;
Marcellino, Massimiliano
- In:
International journal of forecasting
34
(
2018
)
4
,
pp. 774-787
Persistent link: https://www.econbiz.de/10012031105
Saved in:
5
Forecasting market returns : bagging or combining?
Jordan, Steven J.
;
Vivian, Andrew
;
Wohar, Mark E.
- In:
International journal of forecasting
33
(
2017
)
1
,
pp. 102-120
Persistent link: https://www.econbiz.de/10011754689
Saved in:
6
Comments on "In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation driven models"
Perron, Pierre
;
Xu, Jiawen
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 891-892
Persistent link: https://www.econbiz.de/10011621864
Saved in:
7
Forecasting and nowcasting economic growth in the euro area using factor models
Hindrayanto, Irma
;
Koopman, Siem Jan
;
Winter, Jasper de
- In:
International journal of forecasting
32
(
2016
)
4
,
pp. 1284-1305
Persistent link: https://www.econbiz.de/10011622152
Saved in:
8
In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models
Blasques, Francisco
;
Koopman, Siem Jan
;
Łasak, Katarzyna
; …
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 875-887
Persistent link: https://www.econbiz.de/10011621857
Saved in:
9
Rejoinder to the discussion "In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models"
Blasques, Francisco
;
Koopman, Siem Jan
;
Łasak, Katarzyna
; …
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 893-894
Persistent link: https://www.econbiz.de/10011621879
Saved in:
10
EuroMInd-C : a disaggregate monthly indicator of economic activity for the Euro area and member countries
Grassi, Stefano
;
Proietti, Tommaso
;
Frale, Cecilia
; …
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 712-738
Persistent link: https://www.econbiz.de/10011474534
Saved in:
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