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~isPartOf:"International journal of forecasting"
~subject:"VAR model"
~subject:"Wirtschaftswachstum"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Vector autoregressive process"
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VAR model
Wirtschaftswachstum
VAR-Modell
92
Forecasting model
84
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84
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39
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39
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35
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Aufsatz in Zeitschrift
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92
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92
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Pesaran, M. Hashem
9
Schuermann, Til
9
Smith, L. Vanessa
9
Giannone, Domenico
5
Carriero, Andrea
4
Clements, Michael P.
4
Koop, Gary
4
Lahiri, Kajal
4
Lenza, Michele
4
Marcellino, Massimiliano
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3
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3
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3
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3
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3
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2
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2
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2
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Hou, Chenghan
2
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2
Rubaszek, Michał
2
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2
Shields, Kalvinder K.
2
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2
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International journal of forecasting
Applied economics
195
Economic modelling
194
Economics letters
164
Energy economics
159
Journal of international money and finance
132
Journal of econometrics
124
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
117
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102
Journal of macroeconomics
88
Applied economics letters
87
Macroeconomic dynamics
80
Journal of applied econometrics
77
International Journal of Energy Economics and Policy : IJEEP
75
International review of economics & finance : IREF
72
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68
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66
The North American journal of economics and finance : a journal of financial economics studies
60
Finance research letters
54
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52
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47
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
47
European economic review : EER
46
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45
Oxford bulletin of economics and statistics
44
Open economies review
43
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42
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
40
Empirical economics : a quarterly journal of the Institute for Advanced Studies
39
International review of financial analysis
39
Journal of Asian economics
37
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34
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International journal of economics and finance
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ECONIS (ZBW)
92
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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
(Structural) VAR models with ignored changes in mean and volatility
Demetrescu, Matei
;
Salish, Nazarii
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 840-854
Persistent link: https://www.econbiz.de/10014547211
Saved in:
3
DeepTVAR : deep learning for a time-varying VAR model with extension to integrated VAR
Li, Xixi
;
Yuan, Jingsong
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1123-1133
Persistent link: https://www.econbiz.de/10014547261
Saved in:
4
Real estate illiquidity and returns : a time-varying regional perspective
Ellington, Michael
;
Fu, Xi
;
Zhu, Yunyi
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 58-72
Persistent link: https://www.econbiz.de/10014462768
Saved in:
5
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:
6
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:
7
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 346-363
Persistent link: https://www.econbiz.de/10014462786
Saved in:
8
The COVID-19 shock and challenges for inflation modelling
Bobeica, Elena
;
Hartwig, Benny
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 519-539
Persistent link: https://www.econbiz.de/10014462795
Saved in:
9
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:
10
Volatility analysis for the GARCH-Itô-Jumps model based on high-frequency and low-frequency financial data
Fu, Jin-Yu
;
Lin, Jin-Guan
;
Hao, Hong-Xia
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1698-1712
Persistent link: https://www.econbiz.de/10014465345
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