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Search: subject:"VAR-Modell"
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VAR model
92
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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Pesaran, M. Hashem
9
Schuermann, Til
9
Smith, L. Vanessa
9
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5
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4
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4
Koop, Gary
4
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4
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4
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3
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3
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2
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2
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International journal of forecasting
Applied economics
195
Economic modelling
194
Working paper series / European Central Bank
185
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182
Economics letters
165
Energy economics
159
ECB Working Paper
156
Discussion paper / Centre for Economic Policy Research
155
CESifo working papers
138
Journal of international money and finance
132
Journal of econometrics
125
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
117
CAMA working paper series
114
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112
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102
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91
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88
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87
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86
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80
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77
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75
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71
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70
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69
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
68
Journal of monetary economics
68
The North American journal of economics and finance : a journal of financial economics studies
60
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54
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52
Journal of forecasting
52
IMF Working Paper
48
European economic review : EER
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ECONIS (ZBW)
92
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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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