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~person:"Koop, Gary"
~person:"Lux, Thomas"
~source:"econis"
~subject:"Börsenkurs"
~subject:"Schätzung"
~type_genre:"Working Paper"
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Börsenkurs
Schätzung
Forecasting model
67
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67
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42
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42
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forecasting
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Koop, Gary
Lux, Thomas
Marcellino, Massimiliano
40
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38
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33
Pesaran, M. Hashem
21
Pierdzioch, Christian
21
Timmermann, Allan
20
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18
Huber, Florian
18
Kilian, Lutz
18
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17
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17
Härdle, Wolfgang
17
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14
Kunst, Robert M.
14
Ravazzolo, Francesco
14
Schorfheide, Frank
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13
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12
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12
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12
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11
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11
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9
Cholodilin, Konstantin Arkadʹevič
9
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9
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9
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9
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9
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9
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9
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9
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8
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8
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8
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8
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ECONIS (ZBW)
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1
Macroeconomic forecasting with large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
-
2021
Persistent link: https://www.econbiz.de/10012628432
Saved in:
2
Investigating growth at risk using a multi-country non-parametric quantile factor model
Clark, Todd E.
;
Huber, Florian
;
Koop, Gary
;
Marcellino, …
-
2023
Persistent link: https://www.econbiz.de/10014316039
Saved in:
3
Bayesian modelling of TVP-VARs using regression trees
Hauzenberger, Niko
;
Huber, Florian
;
Koop, Gary
; …
-
2023
Persistent link: https://www.econbiz.de/10014316040
Saved in:
4
Incorporating short data into large mixed- frequency VARs for regional nowcasting
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
-
2023
Persistent link: https://www.econbiz.de/10014316254
Saved in:
5
Bayesian modeling of time-varying parameters using regression trees
Hauzenberger, Niko
;
Huber, Florian
;
Koop, Gary
; …
-
2023
Persistent link: https://www.econbiz.de/10014295302
Saved in:
6
Incorporating short data into large mixed-frequency VARs for regional nowcasting
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
-
2023
Persistent link: https://www.econbiz.de/10014295389
Saved in:
7
Investigating growth-at-risk using a multicountry non-parametric quantile factor model
Clark, Todd E.
;
Huber, Florian
;
Koop, Gary
;
Marcellino, …
-
2023
Persistent link: https://www.econbiz.de/10014384414
Saved in:
8
Forecasting the variability of stock index returns with the multifractal random walk model for realized volatilities
Sattarhoff, Cristina
;
Lux, Thomas
-
2021
clear message: The RV-MRW is throughout the best model for all
forecast
horizons under the MAE criterium as well as for … large
forecast
horizons h=50 and 100 days under the MSE criterion. Moreover, the RV-MRW provides most accurate 20-day ahead …
Persistent link: https://www.econbiz.de/10012672178
Saved in:
9
Inducing sparsity and shrinkage in time-varying parameter models
Huber, Florian
;
Koop, Gary
;
Onorante, Luca
-
2019
TVP regressions. In a macroeconomic
forecast
exercise, we find our approach to substantially improve
forecast
performance …
Persistent link: https://www.econbiz.de/10012031047
Saved in:
10
Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
-
2019
Persistent link: https://www.econbiz.de/10012115020
Saved in:
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