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~isPartOf:"Journal of applied econometrics"
~person:"Clark, Todd E."
~subject:"Forecasting model"
~subject:"USA"
~subject:"Yield curve"
~subject:"Zinsstruktur"
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Forecasting model
USA
Yield curve
Zinsstruktur
Prognoseverfahren
8
Theorie
6
Theory
6
VAR model
5
VAR-Modell
5
Economic forecast
4
Estimation
4
Schätzung
4
Wirtschaftsprognose
4
Frühindikator
3
Leading indicator
3
Statistical test
2
Statistischer Test
2
Stochastic volatility
2
Time series analysis
2
Zeitreihenanalyse
2
forecasting
2
ARCH model
1
ARCH-Modell
1
Bayes-Statistik
1
Bayesian inference
1
Coronavirus
1
DSGE model
1
DSGE-Modell
1
Epidemic
1
Epidemie
1
GARCH
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Inflation expectations
1
Inflationserwartung
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Overlapping Generations
1
Overlapping generations
1
Regression analysis
1
Regressionsanalyse
1
Risikomaß
1
Risk measure
1
Statistical distribution
1
Statistische Verteilung
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Clark, Todd E.
Marcellino, Massimiliano
11
Clements, Michael P.
9
Galvão, Ana Beatriz C.
7
Carriero, Andrea
6
Dijk, Dick van
5
Franses, Philip Hans
4
Koop, Gary
4
Lahiri, Kajal
4
McCracken, Michael W.
4
Mitchell, James
4
Huber, Florian
3
Kapetanios, George
3
Koopman, Siem Jan
3
Lima, Luiz Renato
3
Pesaran, M. Hashem
3
Ravazzolo, Francesco
3
Sola, Martin
3
Tsionas, Efthymios G.
3
Wel, Michel van der
3
Wright, Jonathan H.
3
Aastveit, Knut Are
2
Audrino, Francesco
2
Banerjee, Anindya
2
Bollerslev, Tim
2
Castelnuovo, Efrem
2
Chan, Joshua
2
Dewachter, Hans
2
Diebold, Francis X.
2
Eisenstat, Eric
2
Everaert, Gerdie
2
Fosten, Jack
2
Gambetti, Luca
2
Giacomini, Raffaella
2
Harvey, David I.
2
Hautsch, Nikolaus
2
Hendry, David F.
2
Hubrich, Kirstin
2
Kaufmann, Sylvia
2
Kilian, Lutz
2
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Journal of applied econometrics
Federal Reserve Bank of Cleveland working paper series
23
FRB of Cleveland Working Paper
15
Working paper
14
Research working papers / Federal Reserve Bank of Kansas City
9
Discussion papers / CEPR
8
Journal of econometrics
7
Research working papers / Research Division, Federal Reserve Bank of Kansas City
7
Discussion paper / Centre for Economic Policy Research
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Finance and economics discussion series
3
Journal of forecasting
3
Discussion paper
2
FRB of Kansas City Working Paper
2
FRB of St. Louis Working Paper
2
Federal Reserve Bank of St. Louis Working Paper
2
International economic review
2
NBER Working Paper
2
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2
The review of economics and statistics
2
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2
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1
CAMP working paper series
1
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1
Econometric reviews
1
FEDS Working Paper
1
FRB St. Louis Working Paper
1
Federal Reserve Bank of Kansas City Economic Research Working Paper
1
Federal Reserve Bank of Kansas City, Economic Research Department Research Working Paper
1
Handbook of economic forecasting ; Volume 2B
1
International journal of forecasting
1
NBER technical working paper series
1
Norges Bank Working Paper 13 | 2014
1
Norges Bank Working Paper 2012/09
1
Oxford bulletin of economics and statistics
1
Strathclyde discussion papers in economics
1
The North American journal of economics and finance : a journal of financial economics studies
1
The Oxford handbook of economic forecasting
1
VAR models in macroeconomics - new developments and applications : essays in honor of Christopher A. Sims
1
Working papers / Bank for International Settlements
1
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ECONIS (ZBW)
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1
Macroeconomic forecasting in a multi-country context
Bai, Yu
;
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, …
- In:
Journal of applied econometrics
37
(
2022
)
6
,
pp. 1230-1255
Persistent link: https://www.econbiz.de/10013464673
Saved in:
2
Have standard VARS remained stable since the crisis?
Aastveit, Knut Are
;
Carriero, Andrea
;
Clark, Todd E.
; …
- In:
Journal of applied econometrics
32
(
2017
)
5
,
pp. 931-951
Persistent link: https://www.econbiz.de/10011862290
Saved in:
3
Tests of predictive ability for vector autoregressions used for conditional forecasting
Clark, Todd E.
;
McCracken, Michael W.
- In:
Journal of applied econometrics
32
(
2017
)
3
,
pp. 533-553
Persistent link: https://www.econbiz.de/10011694662
Saved in:
4
Nowcasting tail risk to economic activity at a weekly frequency
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 843-866
Persistent link: https://www.econbiz.de/10013464633
Saved in:
5
Bayesian VARs : specification choices and forecast accuracy
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of applied econometrics
30
(
2015
)
1
,
pp. 46-73
Persistent link: https://www.econbiz.de/10011327653
Saved in:
6
Macroeconomic forecasting performance under alternative specifications of time-varying volatility
Clark, Todd E.
;
Ravazzolo, Francesco
- In:
Journal of applied econometrics
30
(
2015
)
4
,
pp. 551-575
Persistent link: https://www.econbiz.de/10011332869
Saved in:
7
Tests of equal forecast accuracy for overlapping models
Clark, Todd E.
;
McCracken, Michael W.
- In:
Journal of applied econometrics
29
(
2014
)
3
,
pp. 415-430
Persistent link: https://www.econbiz.de/10010414888
Saved in:
8
Averaging forecasts from VARs with uncertain instabilities
Clark, Todd E.
;
McCracken, Michael W.
- In:
Journal of applied econometrics
25
(
2010
)
1
,
pp. 5-29
Persistent link: https://www.econbiz.de/10008666818
Saved in:
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