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~subject:"ARCH-Modell"
~subject:"Inflation"
~subject:"Share price"
~subject:"forecasting"
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ARCH-Modell
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forecasting
Prognoseverfahren
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6,142
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Gupta, Rangan
168
Pierdzioch, Christian
81
Ma, Feng
80
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75
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57
McMillan, David G.
57
Ravazzolo, Francesco
43
Zhang, Yaojie
43
Franses, Philip Hans
42
Timmermann, Allan
42
Giannone, Domenico
40
Medeiros, Marcelo C.
40
Rossi, Barbara
39
Liang, Chao
36
Lux, Thomas
36
Salisu, Afees A.
34
Kapetanios, George
33
Wang, Yudong
32
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31
Koop, Gary
31
Siliverstovs, Boriss
31
Korobilis, Dimitris
29
Pesaran, M. Hashem
29
Narayan, Paresh Kumar
27
Reichlin, Lucrezia
27
Scutaru, Cornelia
27
Allen, David E.
26
Balcilar, Mehmet
25
Bollerslev, Tim
24
Bouri, Elie
24
Fomin, Petre
24
Bekaert, Geert
23
Diebold, Francis X.
23
Kholodilin, Konstantin A.
23
Zaman, Saeed
23
Ciupagea, Constantin
21
Clark, Todd E.
21
Degiannakis, Stavros
21
Guidolin, Massimo
21
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107
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National Bureau of Economic Research
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Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
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Erasmus University Rotterdam, Econometric Institute
19
International Monetary Fund
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Department of Econometrics and Business Statistics, Monash Business School
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Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
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CESifo
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Tinbergen Instituut
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Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
6
de Nederlandsche Bank
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Česká Národní Banka
6
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5
Barcelona Graduate School of Economics (Barcelona GSE)
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Journal of forecasting
221
International journal of forecasting
186
IMF Working Papers
151
Finance research letters
140
Applied economics
123
MPRA Paper
105
Energy economics
101
International review of financial analysis
95
ECB Working Paper
88
Journal of empirical finance
78
Applied economics letters
77
International review of economics & finance : IREF
73
The North American journal of economics and finance : a journal of financial economics studies
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Economic modelling
72
Journal of banking & finance
64
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53
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50
Management science : journal of the Institute for Operations Research and the Management Sciences
48
Working paper series / European Central Bank
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Discussion paper / Tinbergen Institute
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The European journal of finance
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CEPR Discussion Papers
45
Journal for Economic Forecasting
45
Economics letters
43
Journal of financial economics
43
Management Science
43
NBER working paper series
43
Working Paper Series / European Central Bank
43
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
42
Pacific-Basin finance journal
42
Journal of econometrics
41
Journal of risk and financial management : JRFM
41
Risks : open access journal
41
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
38
Journal of international financial markets, institutions & money
38
Applied financial economics
37
Computational economics
37
Department of Economics working paper series
37
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
37
International journal of finance & economics : IJFE
35
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ECONIS (ZBW)
7,771
RePEc
1,649
EconStor
532
BASE
50
Other ZBW resources
20
USB Cologne (business full texts)
14
Showing
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date (oldest first)
1
Multivariate macroeconomic
forecasting
: from DSGE and BVAR to artificial neural networks
Tänzer, Alina
-
2024
This paper contributes a multivariate
forecasting
comparison between structural models and Machine-Learning-based tools … Greenbook and SPF forecasts. Model estimation and
forecasting
is based on an expanding window scheme using quarterly U.S. real … results indicate that nonlinear data-driven ANNs are a useful method when it comes to macroeconomic
forecasting
. …
Persistent link: https://www.econbiz.de/10014532351
Saved in:
2
Forecasting
realized US stock market volatility : is there a role for economic policy uncertainty?
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505046
Saved in:
3
The hybrid forecast of S&P 500 volatility ensembled from VIX, GARCH and LSTM models
Roszyk, Natalia
;
Ślepaczuk, Robert
-
2024
Persistent link: https://www.econbiz.de/10014634883
Saved in:
4
Realtime reliable output gap estimates based on a forecast augmented Hodrick-Prescott filter
Porcellotti, Giacomo
-
2024
Persistent link: https://www.econbiz.de/10014576791
Saved in:
5
Forecasting
unemployment in Finland : a flow approach
Lindblad, Annika
;
Gäddnäs, Niklas
-
2024
. Labour market flows improve forecasts over very short
forecasting
horizons. Additional labour market variables can improve … proves advantageous especially when
forecasting
two quarters ahead. …
Persistent link: https://www.econbiz.de/10014574000
Saved in:
6
Energy market uncertainties and US state-level stock market volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505054
Saved in:
7
Bayesian VARs and prior calibration in times of COVID-19
Hartwig, Benny
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014505189
Saved in:
8
ECB macroeconometric models for
forecasting
and policy analysis : development, current practices and prospective challenges
Ciccarelli, Matteo
(
ed.
);
Darracq Pariès, Matthieu
(
ed.
); …
-
2024
in the
Forecasting
and Policy Modelling Division. We focus on the guiding principles underpinning the current portfolio … of the main macroeconomic models and illustrate how they can in principle be used for economic
forecasting
, scenario and …
Persistent link: https://www.econbiz.de/10014507371
Saved in:
9
Challenges and opportunities for twenty first century Bayesian econometricians : a personal view
Dijk, Herman K. van
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
2
,
pp. 155-176
Persistent link: https://www.econbiz.de/10014631897
Saved in:
10
Staying positive : challenges and solutions in using pure multiplicative ETS models
Svetunkov, Ivan
;
Boylan, John Edward
- In:
IMA journal of management mathematics
35
(
2024
)
3
,
pp. 403-425
Persistent link: https://www.econbiz.de/10014634207
Saved in:
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