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~subject:"ARCH-Modell"
~subject:"Inflation"
~subject:"USA"
~subject:"forecasting"
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ARCH-Modell
Inflation
USA
forecasting
Prognoseverfahren
40,462
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40,078
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13,733
Theory
13,641
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6,502
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6,142
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5,982
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5,943
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5,778
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5,724
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4,697
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4,690
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4,374
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3,987
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3,934
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3,809
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3,803
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3,714
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3,508
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3,485
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2,462
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2,440
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1,876
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1,789
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Gupta, Rangan
185
Marcellino, Massimiliano
73
McAleer, Michael
72
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71
Ma, Feng
67
Ravazzolo, Francesco
56
Giannone, Domenico
49
Rossi, Barbara
47
Diebold, Francis X.
46
Franses, Philip Hans
41
Timmermann, Allan
41
Siliverstovs, Boriss
39
Medeiros, Marcelo C.
38
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36
Clark, Todd E.
35
Baghestani, Hamid
34
Clements, Michael P.
34
Zhang, Yaojie
34
Koop, Gary
33
Pesaran, M. Hashem
33
Ghysels, Eric
32
Koopman, Siem Jan
32
Balcilar, Mehmet
31
Swanson, Norman R.
31
Reichlin, Lucrezia
30
Salisu, Afees A.
30
Korobilis, Dimitris
29
Liang, Chao
29
McMillan, David G.
29
Sarno, Lucio
28
Stock, James H.
28
Scutaru, Cornelia
27
Watson, Mark W.
27
Bouri, Elie
25
Caporin, Massimiliano
25
Fomin, Petre
24
Kholodilin, Konstantin A.
24
Kilian, Lutz
23
Lux, Thomas
23
Zaman, Saeed
23
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107
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45
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45
European Central Bank
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EconWPA
38
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
25
Erasmus University Rotterdam, Econometric Institute
19
Federal Reserve Bank of St. Louis
18
International Monetary Fund
17
Department of Econometrics and Business Statistics, Monash Business School
15
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
13
CESifo
12
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Tinbergen Instituut
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Department of Agricultural and Resource Economics, University of California-Berkeley
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Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam
11
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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HAL
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Scottish Institute for Research in Economics (SIRE)
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Siirtymätalouksien tutkimuslaitos, Suomen Pankki
7
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6
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6
KOF Swiss Economic Institute, Department of Management, Technology and Economics (D-MTEC)
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6
Society for Computational Economics - SCE
6
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
6
de Nederlandsche Bank
6
Česká Národní Banka
6
Agricultural and Applied Economics Association - AAEA
5
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International journal of forecasting
277
Journal of forecasting
235
IMF Working Papers
151
Applied economics
129
MPRA Paper
105
Energy economics
96
Working paper / National Bureau of Economic Research, Inc.
95
ECB Working Paper
88
Finance research letters
81
Applied economics letters
77
Working paper
76
The review of financial studies
72
Discussion paper / Centre for Economic Policy Research
71
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
66
Economic modelling
63
Working paper series / European Central Bank
62
The North American journal of economics and finance : a journal of financial economics studies
60
International review of financial analysis
54
Economics letters
53
Journal of money, credit and banking : JMCB
53
Working Paper
52
Discussion paper / Tinbergen Institute
51
Journal of applied econometrics
48
International review of economics & finance : IREF
47
Journal of empirical finance
47
Applied financial economics
45
CEPR Discussion Papers
45
Journal for Economic Forecasting
45
Management Science
43
NBER working paper series
43
Working Paper Series / European Central Bank
43
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
42
Finance and economics discussion series
38
International journal of production research
38
CESifo working papers
37
Economic review
37
Risks : open access journal
37
Journal of econometrics
36
Management science : journal of the Institute for Operations Research and the Management Sciences
36
The journal of futures markets
36
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Source
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ECONIS (ZBW)
8,125
RePEc
1,657
EconStor
547
BASE
65
Other ZBW resources
29
USB Cologne (business full texts)
14
USB Cologne (EcoSocSci)
11
ArchiDok
1
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10
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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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