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~person:"Ghysels, Eric"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Statistik"
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Time series analysis
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Ghysels, Eric
Gil-Alaña, Luis A.
173
Phillips, Peter C. B.
87
Gupta, Rangan
79
Franses, Philip Hans
75
Caporale, Guglielmo Maria
60
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59
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24
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23
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7
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ECONIS (ZBW)
26
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1
Machine learning time series regressions with an application to nowcasting
Babii, Andrii
;
Ghysels, Eric
;
Striaukas, Jonas
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1094-1106
Persistent link: https://www.econbiz.de/10013539458
Saved in:
2
Mixed-frequency macro-finance factor models : theory and applications
Andreou, Elena
;
Gagliardini, Patrick
;
Ghysels, Eric
; …
- In:
Journal of financial econometrics
18
(
2020
)
3
,
pp. 585-628
Persistent link: https://www.econbiz.de/10012316703
Saved in:
3
Automated earnings forecasts : beat analysts or combine and conquer?
Ball, Ryan T.
;
Ghysels, Eric
- In:
Management science : journal of the Institute for …
64
(
2018
)
10
,
pp. 4936-4952
Persistent link: https://www.econbiz.de/10011932653
Saved in:
4
Indirect inference estimation of mixed frequency stochastic volatility state space models using MIDAS regressions and ARCH models
Gagliardini, Patrick
;
Ghysels, Eric
;
Rubin, M.
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
4
,
pp. 509-560
Persistent link: https://www.econbiz.de/10011987633
Saved in:
5
A high-frequency assessment of the ECB securities markets programme
Ghysels, Eric
;
Idier, Julien
;
Manganelli, Simone
; …
- In:
Journal of the European Economic Association
15
(
2017
)
1
,
pp. 218-243
Persistent link: https://www.econbiz.de/10011665178
Saved in:
6
Testing for Granger causality with mixed frequency data
Ghysels, Eric
;
Hill, Jonathan B.
;
Motegi, Kaiji
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 207-230
Persistent link: https://www.econbiz.de/10011617146
Saved in:
7
Skewness in expected macro fundamentals and the predictability of equity returns : evidence and theory
Colacito, Riccardo
;
Ghysels, Eric
;
Meng, Jinghan
; …
- In:
The review of financial studies
29
(
2016
)
8
,
pp. 2069-2109
Persistent link: https://www.econbiz.de/10011578976
Saved in:
8
The econometric analysis of mixed frequency data sampling
Ghysels, Eric
;
Marcellino, Massimiliano
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 291-293
Persistent link: https://www.econbiz.de/10011704880
Saved in:
9
Macroeconomics and the reality of mixed frequency data
Ghysels, Eric
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 294-314
Persistent link: https://www.econbiz.de/10011704951
Saved in:
10
Real-time forecasting of the US federal government budget : a simple mixed frequency data regression approach
Ghysels, Eric
;
Ozkan, Nazire
- In:
International journal of forecasting
31
(
2015
)
4
,
pp. 1009-1020
Persistent link: https://www.econbiz.de/10011474768
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