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~language:"eng"
~person:"Hendry, David F."
~person:"Koop, Gary"
~person:"Ma, Feng"
~person:"Narayan, Paresh Kumar"
~person:"Nijkamp, Peter"
~person:"Phillips, Peter C. B."
~person:"Westerlund, Joakim"
~subject:"Forecasting model"
~subject:"Kointegration"
~subject:"Panel study"
~type_genre:"Article in journal"
~type_genre:"Konferenzbeitrag"
~type_genre:"Non-commercial literature"
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Forecasting model
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Hendry, David F.
Koop, Gary
Ma, Feng
Narayan, Paresh Kumar
Nijkamp, Peter
Phillips, Peter C. B.
Westerlund, Joakim
Gupta, Rangan
325
Pesaran, M. Hashem
210
Marcellino, Massimiliano
201
Franses, Philip Hans
161
Caporale, Guglielmo Maria
152
Gil-Alaña, Luis A.
142
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136
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79
Koopman, Siem Jan
79
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77
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76
Rossi, Barbara
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Belke, Ansgar
75
Apergēs, Nikolaos
74
Siliverstovs, Boriss
74
Swanson, Norman R.
72
Dreger, Christian
69
Afonso, António
67
Johansen, Søren
66
Lahiri, Kajal
66
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66
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Cowles Foundation discussion paper
49
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28
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18
Department of Economics discussion paper series / University of Oxford
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10
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10
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Finance research letters
9
The econometrics journal
9
Emerging markets review
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8
Economics discussion papers
7
Federal Reserve Bank of Cleveland working paper series
7
International journal of finance & economics : IJFE
7
Pacific-Basin finance journal
7
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Department of Economics discussion papers / Monash University
6
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5
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5
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5
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ECONIS (ZBW)
613
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613
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1
Bayesian forecasting in economics and finance : a modern review
Martin, Gael M.
;
Frazier, David T.
;
Maneesoonthorn, Worapree
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 811-839
Persistent link: https://www.econbiz.de/10014547209
Saved in:
2
Can ChatGPT predict Chinese equity premiums?
Ma, Feng
;
Lyu, Zhichong
;
Li, Haibo
- In:
Finance research letters
65
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014563832
Saved in:
3
Changing determinant driver and oil volatility forecasting : a comprehensive analysis
Luo, Qin
;
Ma, Feng
;
Wang, Jiqian
;
Wu, You
- In:
Energy economics
129
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014558966
Saved in:
4
Do commodity futures have a steering effect on the spot stock market in China? : new evidence from volatility forecasting
Lu, Fei
;
Ma, Feng
;
Bouri, Elie
;
Liao, Yin
- In:
International review of financial analysis
94
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014543949
Saved in:
5
Does energy consumption play a key role? : re-evaluating the energy consumption-economic growth nexus from GDP growth rates forecasting
Lu, Fei
;
Ma, Feng
;
Hu, Shiyang
- In:
Energy economics
129
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014558951
Saved in:
6
Forecasting the Asian stock market volatility : evidence from WTI and INE oil futures
Ghani, Maria
;
Ma, Feng
;
Huang, Dengshi
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1496-1512
Persistent link: https://www.econbiz.de/10014533268
Saved in:
7
Forecasting the UK top 1% income share in a shifting world
Castle, Jennifer
;
Doornik, Jurgen A.
;
Hendry, David F.
- In:
Economica
91
(
2024
)
363
,
pp. 1047-1074
Persistent link: https://www.econbiz.de/10014557579
Saved in:
8
International commodity market and stock volatility predictability : evidence from G7 countries
Wang, Jiashun
;
Wang, Jiqian
;
Ma, Feng
- In:
International review of economics & finance : IREF
90
(
2024
),
pp. 62-71
Persistent link: https://www.econbiz.de/10014446887
Saved in:
9
Liquidity and realized volatility prediction in Chinese stock market : a time-varying transitional dynamic perspective
Xu, Yanyan
;
Liu, Jing
;
Ma, Feng
;
Chu, Jielei
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 543-560
Persistent link: https://www.econbiz.de/10014446494
Saved in:
10
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
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