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~person:"Koopman, Siem Jan"
~person:"Pierdzioch, Christian"
~person:"Rossi, Barbara"
~source:"econis"
~subject:"Forecasting model"
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Forecasting model
Prognoseverfahren
321
Theorie
126
Theory
126
Forecast
92
Prognose
92
Estimation
86
Schätzung
86
USA
77
United States
77
Time series analysis
73
Zeitreihenanalyse
73
Economic forecast
72
Wirtschaftsprognose
72
Forecasting
67
Capital income
57
Kapitaleinkommen
57
Volatility
56
Volatilität
56
Welt
47
World
47
Exchange rate
46
Wechselkurs
46
Börsenkurs
45
Share price
45
State space model
38
Zustandsraummodell
38
Inflation
36
Oil price
34
Ölpreis
34
Aktienmarkt
27
Risiko
27
Risk
27
Stock market
27
Deutschland
24
Estimation theory
24
Germany
24
Schätztheorie
24
Frühindikator
23
Geldpolitik
23
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Free
149
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89
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Book / Working Paper
172
Article
149
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Article in journal
138
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138
Graue Literatur
127
Non-commercial literature
127
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125
Working Paper
125
Aufsatz im Buch
9
Book section
9
Systematic review
4
Übersichtsarbeit
4
Conference paper
2
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2
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2
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Language
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English
319
German
3
Author
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Koopman, Siem Jan
Pierdzioch, Christian
Rossi, Barbara
Gupta, Rangan
288
Marcellino, Massimiliano
190
Franses, Philip Hans
182
Diebold, Francis X.
173
Timmermann, Allan
170
Ravazzolo, Francesco
151
Clark, Todd E.
148
Clements, Michael P.
136
McAleer, Michael
119
McCracken, Michael W.
115
Hyndman, Rob J.
111
Kapetanios, George
108
Pesaran, M. Hashem
108
Swanson, Norman R.
105
Ma, Feng
104
Giannone, Domenico
95
Hendry, David F.
94
Koop, Gary
91
Lahiri, Kajal
91
Schorfheide, Frank
91
Fildes, Robert
87
McMillan, David G.
84
Kilian, Lutz
82
Ghysels, Eric
76
Dijk, Dick van
73
Siliverstovs, Boriss
70
Mitchell, James
69
Dijk, Herman K. van
66
Armstrong, J. Scott
64
Guidolin, Massimo
64
Wang, Yudong
64
Carriero, Andrea
60
Zhang, Yaojie
60
Athanasopoulos, George
59
Bollerslev, Tim
59
Watson, Mark W.
59
Baghestani, Hamid
58
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Discussion paper / Tinbergen Institute
39
International journal of forecasting
20
Department of Economics working paper series
17
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
14
Barcelona GSE working paper series : working paper
12
Applied economics letters
10
Finance research letters
8
Journal of econometrics
8
Discussion paper / Centre for Economic Policy Research
6
ERID working paper
5
The North American journal of economics and finance : a journal of financial economics studies
5
Working papers / Duke University, Department of Economics
5
Economic Research Initiatives at Duke (ERID) Working Paper
4
Journal of applied econometrics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of forecasting
4
Applied economics
3
DEP (Socioeconomics) discussion papers : macroeconomics and finance series
3
Discussion papers / CEPR
3
Economics letters
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Energy economics
3
International review of financial analysis
3
Kiel working paper
3
The European journal of finance
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Applied financial economics
2
Bundesbank Series 1 Discussion Paper
2
Discussion paper / Deutsche Bundesbank
2
ECB Working Paper
2
Finmap working paper
2
Handbook of economic forecasting ; Volume 2B
2
International review of economics & finance : IREF
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
2
Journal of economic literature
2
Journal of empirical finance
2
Journal of financial markets
2
Journal of international money and finance
2
Macroeconomic dynamics
2
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ECONIS (ZBW)
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1
Forecasting growth-at-risk of the United States : housing price versus housing sentiment or attention
Cepni, Oguzhan
;
Gupta, Rangan
;
Pierdzioch, Christian
-
2024
Persistent link: https://www.econbiz.de/10014483637
Saved in:
2
Forecasting stock returns volatility of the G7 over centuries : the role of climate risks
Bouri, Elie
;
Gupta, Rangan
;
Liphadzi, Asingamaanda
; …
-
2024
Persistent link: https://www.econbiz.de/10014553267
Saved in:
3
Multi-task forecasting of the realized volatilities of agricultural commodity prices
Gupta, Rangan
;
Pierdzioch, Christian
-
2024
Persistent link: https://www.econbiz.de/10014553246
Saved in:
4
Forecasting international financial stress : the role of climate risks
Del Fava, Santino
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
Journal of international financial markets, …
92
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014535723
Saved in:
5
Forecasting international financial stress : the role of climate risks
Del Fava, Santino
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
-
2023
Persistent link: https://www.econbiz.de/10014364827
Saved in:
6
Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
-
2023
Persistent link: https://www.econbiz.de/10014304985
Saved in:
7
Markov switching rationality
Odendahl, Florens
;
Rossi, Barbara
;
Sekhposyan, Tatevik
- In:
Essays in honor of Joon Y. Park : econometric …
,
(pp. 35-64)
.
2023
Persistent link: https://www.econbiz.de/10014315144
Saved in:
8
A bootstrap-based efficiency test of growth and inflation forecasts for Germany
Pierdzioch, Christian
- In:
Economics letters
224
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014307781
Saved in:
9
Uncertainty and forecastability of regional output growth in the UK : evidence from machine learning
Balcilar, Mehmet
;
Gabauer, David
;
Gupta, Rangan
; …
- In:
Journal of forecasting
41
(
2022
)
6
,
pp. 1049-1064
Persistent link: https://www.econbiz.de/10013465678
Saved in:
10
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
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