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~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of international money and finance"
~subject:"Prognoseverfahren"
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Prognoseverfahren
Bayes-Statistik
119
Bayesian inference
119
Theorie
55
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55
Estimation
44
Schätzung
44
Forecasting model
33
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29
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Carriero, Andrea
3
Huber, Florian
3
Koop, Gary
3
Marcellino, Massimiliano
3
Beckmann, Joscha
2
Ince, Onur
2
Kang, Kyu Ho
2
Schrimpf, Andreas
2
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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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1
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1
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1
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1
Corsello, Francesco
1
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1
Czudaj, Robert
1
Davidson, Sharada Nia
1
Eicher, Theo S.
1
Engel, Charles
1
Fagan, Gabriel
1
Feldkircher, Martin
1
Fischer, Manfred M.
1
Frey, Christoph
1
Galimberti, Jaqueson K.
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Galvão, Ana Beatriz C.
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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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Journal of applied econometrics
Journal of international money and finance
International journal of forecasting
107
Discussion paper / Tinbergen Institute
49
Journal of forecasting
48
Journal of econometrics
36
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Working paper
24
Working paper series / European Central Bank
23
Federal Reserve Bank of Cleveland working paper series
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
19
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18
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Econometric reviews
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European journal of operational research : EJOR
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Working paper / Department of Econometrics and Business Statistics, Monash University
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11
Quantitative finance
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Applied economics
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CESifo working papers
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Economics letters
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Discussion papers / Adam Smith Business School, University of Glasgow
9
Journal of the American Statistical Association : JASA
9
Strathclyde discussion papers in economics
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8
ECB Working Paper
8
Journal of economic dynamics & control
8
Journal of macroeconomics
8
Journal of money, credit and banking : JMCB
8
NBER Working Paper
8
Risks : open access journal
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
33
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1
General Bayesian time-varying parameter vector autoregressions for modeling government bond yields
Fischer, Manfred M.
;
Hauzenberger, Niko
;
Huber, Florian
; …
- In:
Journal of applied econometrics
38
(
2023
)
1
,
pp. 69-87
Persistent link: https://www.econbiz.de/10014287924
Saved in:
2
Density forecasting with Bayesian Vector Autoregressive models under macroeconomic data uncertainty
Clements, Michael P.
;
Galvão, Ana Beatriz C.
- In:
Journal of applied econometrics
38
(
2023
)
2
,
pp. 164-185
Persistent link: https://www.econbiz.de/10014287961
Saved in:
3
Subspace shrinkage in conjugate Bayesian vector autoregressions
Huber, Florian
;
Koop, Gary
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 556-576
Persistent link: https://www.econbiz.de/10014288019
Saved in:
4
Cross-country uncertainty spillovers : evidence from international survey data
Beckmann, Joscha
;
Davidson, Sharada Nia
;
Koop, Gary
; …
- In:
Journal of international money and finance
130
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014248782
Saved in:
5
The Bank of Korea watch
Kim, Hyerim
;
Kang, Kyu Ho
- In:
Journal of international money and finance
126
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013435485
Saved in:
6
Out-of-sample forecasting of foreign exchange rates : the band spectral regression and LASSO
Wada, Tatsuma
- In:
Journal of international money and finance
128
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013438380
Saved in:
7
The global component of inflation volatility
Carriero, Andrea
;
Corsello, Francesco
;
Marcellino, …
- In:
Journal of applied econometrics
37
(
2022
)
4
,
pp. 700-721
Persistent link: https://www.econbiz.de/10013332682
Saved in:
8
Is the Bank of Canada concerned about inflation or the state of the economy?
Pang, Ke
;
Shiamptanis, Christos
- In:
Journal of international money and finance
140
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014451379
Saved in:
9
Exchange rate predictability in a changing world
Byrne, Joseph P.
;
Korobilis, Dimitris
;
Ribeiro, Pinho J.
- In:
Journal of international money and finance
62
(
2016
),
pp. 1-24
Persistent link: https://www.econbiz.de/10011668284
Saved in:
10
Marginalized predictive likelihood comparisons of linear gaussian state-space models with applications to DSGE, DSGE-VAR, and VAR models
Warne, Anders
;
Coenen, Günter
;
Christoffel, Kai
- In:
Journal of applied econometrics
32
(
2017
)
1
,
pp. 103-119
Persistent link: https://www.econbiz.de/10011688267
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