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~isPartOf:"Journal of forecasting"
~subject:"Estimation theory"
~subject:"Monetary policy"
~subject:"Time series analysis"
~type_genre:"Article in journal"
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Estimation theory
Monetary policy
Time series analysis
Forecasting model
46
Prognoseverfahren
46
Theorie
29
Theory
29
Zeitreihenanalyse
22
Estimation
11
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11
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10
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forecasting
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factor models
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Ai, Chunrong
1
Ardia, David
1
Athanasopoulos, George
1
Bekiros, Stelios D.
1
Berninger, Christoph
1
Billio, Monica
1
Chan, Wai-Sum
1
Cheung, Siu-hung
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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
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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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Journal of forecasting
Journal of econometrics
154
International journal of forecasting
99
Economic modelling
68
Economics letters
60
Econometric reviews
54
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
50
Applied economics
37
Journal of economic dynamics & control
37
Econometrics : open access journal
36
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
31
Journal of macroeconomics
27
Quantitative economics : QE ; journal of the Econometric Society
27
Computational economics
26
Energy economics
25
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
Applied economics letters
21
The econometrics journal
21
Journal of monetary economics
19
Journal of risk and financial management : JRFM
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Macroeconomic dynamics
16
Journal of international money and finance
15
Insurance / Mathematics & economics
14
Journal of applied econometrics
13
The empirical economics letters : a monthly international journal of economics
13
European economic review : EER
12
International journal of economics and finance
12
Risks : open access journal
12
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
11
Empirical economics : a quarterly journal of the Institute for Advanced Studies
11
International journal of economics and financial issues : IJEFI
11
Journal of banking & finance
11
Journal of financial econometrics
11
The North American journal of economics and finance : a journal of financial economics studies
11
Astin bulletin : the journal of the International Actuarial Association
10
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
10
Operations research
10
The European journal of finance
10
Econometric theory
9
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ECONIS (ZBW)
27
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1
Forecasting GDP growth : the economic impact of COVID-19 pandemic
Vrontos, Ioannis D.
;
Galakis, John
;
Panopulu, Aikaterinē
; …
- In:
Journal of forecasting
43
(
2024
)
4
,
pp. 1042-1086
Persistent link: https://www.econbiz.de/10014554062
Saved in:
2
A Bayesian time-varying autoregressive model for improved short-term and long-term prediction
Berninger, Christoph
;
Stöcker, Almond
;
Rügamer, David
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 181-200
Persistent link: https://www.econbiz.de/10012796284
Saved in:
3
A state-dependent linear recurrent formula with application to time series with structural breaks
Rahmani, Donya
;
Fay, Damien
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 43-63
Persistent link: https://www.econbiz.de/10012796267
Saved in:
4
Meta-learning how to forecast time series
Talagala, Thiyanga S.
;
Hyndman, Rob J.
;
Athanasopoulos, …
- In:
Journal of forecasting
42
(
2023
)
6
,
pp. 1476-1501
Persistent link: https://www.econbiz.de/10014338938
Saved in:
5
Large covariance estimation using a factor model with common and group-specific factors
Shi, Yafeng
;
Ai, Chunrong
;
Shi, Yanlong
;
Ying, Tingting
; …
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2217-2248
Persistent link: https://www.econbiz.de/10014432877
Saved in:
6
Forecasting base metal prices with exchange rate expectations
Pincheira, Pablo
;
Hardy, Nicolás
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2341-2362
Persistent link: https://www.econbiz.de/10014432904
Saved in:
7
Forecasting inflation : the use of dynamic factor analysis and nonlinear combinations
Hall, Stephen G.
;
Tavlas, George S.
;
Wang, Yongli
- In:
Journal of forecasting
42
(
2023
)
3
,
pp. 514-529
Persistent link: https://www.econbiz.de/10014292208
Saved in:
8
Competition can help predict sales
Fortsch, Sima M.
;
Choi, Jeong Hoon
;
Khapalova, Elena A.
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 331-344
Persistent link: https://www.econbiz.de/10012817763
Saved in:
9
Nowcasting world GDP growth with high-frequency data
Jardet, Caroline
;
Meunier, Baptiste
- In:
Journal of forecasting
41
(
2022
)
6
,
pp. 1181-1200
Persistent link: https://www.econbiz.de/10013465691
Saved in:
10
When are direct multi-step and iterative forecasts identical?
McElroy, Tucker
- In:
Journal of forecasting
34
(
2015
)
4
,
pp. 315-336
Persistent link: https://www.econbiz.de/10011305168
Saved in:
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