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Structural break
14
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Journal of forecasting
Applied economics
128
Economic modelling
94
Journal of econometrics
82
Economics letters
80
Energy economics
64
Applied economics letters
59
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
49
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
30
International review of economics & finance : IREF
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Econometric reviews
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International journal of forecasting
26
Working paper
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CESifo working papers
24
International Journal of Energy Economics and Policy : IJEEP
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
24
Oxford bulletin of economics and statistics
23
The empirical economics letters : a monthly international journal of economics
20
Discussion paper / Tinbergen Institute
19
Journal of banking & finance
19
Journal of international financial markets, institutions & money
19
The North American journal of economics and finance : a journal of financial economics studies
19
The econometrics journal
19
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18
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18
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17
Finance research letters
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International journal of economics and financial issues : IJEFI
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NBER working paper series
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
15
International review of financial analysis
15
Journal of economics and finance
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Journal of empirical finance
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CREATES research paper
14
International journal of economics and finance
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Journal of international money and finance
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1
Optimal forecasts in the presence of discrete structural breaks under long memory
Mboya, Mwasi Paza
;
Sibbertsen, Philipp
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1889-1908
Persistent link: https://www.econbiz.de/10014432798
Saved in:
2
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:
3
Inflation forecasting with rolling windows : an appraisal
Hall, Stephen G.
;
Tavlas, George S.
;
Wang, Yongli
; …
- In:
Journal of forecasting
43
(
2024
)
4
,
pp. 827-851
Persistent link: https://www.econbiz.de/10014554042
Saved in:
4
Forecasting the volatility of crude oil futures : a time-dependent weighted least squares with regularization constraint
Geng, Qianjie
;
Hao, Xianfeng
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 309-325
Persistent link: https://www.econbiz.de/10014475319
Saved in:
5
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:
6
A comparison of methods for forecasting value at risk and expected shortfall of cryptocurrencies
Trucíos, Carlos
;
Taylor, James W.
- In:
Journal of forecasting
42
(
2023
)
4
,
pp. 989-1007
Persistent link: https://www.econbiz.de/10014292894
Saved in:
7
Forecast robustness in macroeconometric models
Bårdsen, Gunnar
;
Kolsrud, Dag
;
Nymoen, Ragnar
- In:
Journal of forecasting
36
(
2017
)
6
,
pp. 629-639
Persistent link: https://www.econbiz.de/10011861399
Saved in:
8
Adaptive interest rate modelling
Guo, Mengmeng
;
Härdle, Wolfgang
- In:
Journal of forecasting
36
(
2017
)
3
,
pp. 241-256
Persistent link: https://www.econbiz.de/10011729251
Saved in:
9
Combination of forecasts across estimation windows : an application to air travel demand
Jungmittag, Andre
- In:
Journal of forecasting
35
(
2016
)
4
,
pp. 373-380
Persistent link: https://www.econbiz.de/10011580774
Saved in:
10
Realized volatility forecast of stock index under structural breaks
Yang, Ke
;
Chen, Langnan
;
Tian, Fengping
- In:
Journal of forecasting
34
(
2015
)
1
,
pp. 57-82
Persistent link: https://www.econbiz.de/10011305343
Saved in:
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