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Search: subject:"MIDAS"
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Subject
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Prognoseverfahren
248
Forecasting model
242
Volatility
211
MIDAS
209
Volatilität
205
ARCH-Modell
121
ARCH model
119
Theorie
110
Schätzung
109
Estimation
108
GARCH-MIDAS
108
Theory
108
Börsenkurs
83
Share price
81
Aktienmarkt
76
Risk
76
Stock market
76
Risiko
75
Welt
72
World
72
Economic forecast
64
Wirtschaftsprognose
64
Zeitreihenanalyse
60
Forecasting
58
Time series analysis
58
Regression analysis
55
Regressionsanalyse
55
Frühindikator
50
Leading indicator
50
Ölpreis
49
Capital income
48
China
48
Kapitaleinkommen
48
Oil price
48
USA
39
Prognose
37
Wirkungsanalyse
37
United States
36
Forecast
35
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35
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Undetermined
298
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241
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Article
368
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212
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330
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330
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133
Graue Literatur
95
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95
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90
Article
11
Conference paper
3
Konferenzbeitrag
3
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2
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2
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English
497
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74
German
5
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2
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1
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1
Author
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Marcellino, Massimiliano
33
Ghysels, Eric
24
Gupta, Rangan
23
Conrad, Christian
22
Foroni, Claudia
22
Salisu, Afees A.
20
Schumacher, Christian
16
Guérin, Pierre
15
Jiang, Cuixia
13
Ma, Feng
13
Xu, Qifa
13
Wang, Lu
11
Loch, Karin
9
Wu, Xinyu
9
Yin, Libo
9
Asgharian, Hossein
8
Bouri, Elie
8
Christiansen, Charlotte
8
Fang, Libing
8
Hou, Ai Jun
8
Javed, Farrukh
8
Liang, Chao
8
Mikosch, Heiner
8
Nguyen, Hoang
8
Ogbonna, Ahamuefula Ephraim
8
Siliverstovs, Boriss
8
Baumeister, Christiane
7
Candila, Vincenzo
7
Ferrara, Laurent
7
Marsilli, Clément
7
Yu, Honghai
7
Ji, Qiang
6
Neuwirth, Stefan
6
Ravazzolo, Francesco
6
Sensoy, Ahmet
6
Franses, Philip Hans
5
Hacihasanoglu, Erk
5
Heinisch, Katja
5
Kuzin, Vladimir
5
Liu, Yezheng
5
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C.E.P.R. Discussion Papers
8
Department of Economics, European University Institute
5
Banque de France
4
Deutsche Bundesbank
4
KOF Swiss Economic Institute, Department of Management, Technology and Economics (D-MTEC)
4
Alfred-Weber-Institut für Wirtschaftswissenschaften, Fakultät für Wirtschafts- und Sozialwissenschaften
3
EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X)
3
National Centre for Econometric Research (NCER)
3
Banca d'Italia
2
Dipartimento del Tesoro, Ministero dell'Economia e delle Finanze
2
Economics Department, University of Missouri
2
School of Economics and Management, University of Aarhus
2
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
2
Australian Agricultural and Resource Economics Society - AARES
1
Banco Central de Reserva del Perú
1
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
1
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
1
Departamento de Fundamentos del Análisis Económico II, Facultad de Ciencias Económicas y Empresariales
1
Department of Economics, International Business School, Brandeis University
1
Department of Economics, University of Warwick
1
Dipartimento di Scienze per l'Economia e l'Impresa, Università degli Studi di Firenze
1
Federal Reserve Bank of Philadelphia
1
Fundación BBVA
1
Henley Business School, University of Reading
1
Institut für Wirtschaftsforschung Halle (IWH)
1
Institute for Prospective Technological Studies (IPTS), Joint Research Centre
1
Nationalekonomiska Institutionen, Ekonomihögskolan
1
Norges Bank
1
Research Department, Borsa İstanbul
1
Rimini Centre for Economic Analysis (RCEA)
1
School of Agricultural and Resource Economics, University of Western Australia
1
School of Economics and Finance, Queen Mary
1
Schweizerische Nationalbank (SNB)
1
Siirtymätalouksien tutkimuslaitos, Suomen Pankki
1
University of Cyprus Department of Economics
1
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Finance research letters
40
Energy economics
22
Economic modelling
17
International journal of forecasting
17
International review of economics & finance : IREF
15
Department of Economics working paper series
12
International review of financial analysis
12
Applied economics
10
Applied economics letters
10
Working Paper
10
Journal of empirical finance
9
Journal of forecasting
9
CEPR Discussion Papers
8
International journal of finance & economics : IJFE
8
The North American journal of economics and finance : a journal of financial economics studies
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Global finance journal
6
Working paper
6
Discussion Paper Series
5
Discussion paper series / University of Heidelberg, Department of Economics
5
Economics Working Papers / Department of Economics, European University Institute
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
Journal of Empirical Finance
5
Journal of econometrics
5
KOF Working Papers
5
KOF working papers
5
Discussion paper
4
International Journal of Forecasting
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Journal of international financial markets, institutions & money
4
KOF Working papers
4
Romanian journal of economic forecasting
4
Tourism economics : the business and finance of tourism and recreation
4
Tourism management : research, policies, practice
4
Working paper series
4
Working papers / Banque de France
4
Agricultural Systems
3
Bundesbank Discussion Paper
3
CAMA working paper series
3
Discussion Paper Series 1
3
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Source
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ECONIS (ZBW)
429
RePEc
93
EconStor
57
Other ZBW resources
1
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1
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1
Proyecciones macroeconómicas con datos en frecuencias mixtas
Etchegaray Alvarez, Santiago
-
2022
Persistent link: https://www.econbiz.de/10013464507
Saved in:
2
Deterministic effects of volatility on mixed frequency GARCH in Means
MIDAS
model: Evidence from Turkey
Özsoy, Fehmi
;
Doğan, Nükhet
- In:
International Econometric Review (IER)
14
(
2022
)
1
,
pp. 1-20
GARCH-M
MIDAS
model. We formulate this model on stock prices and exchange rates, in which long run volatility is driven by …
Persistent link: https://www.econbiz.de/10014518992
Saved in:
3
Forecasting domestic tourism across regional destinations through
MIDAS
regressions
Nava, Consuelo Rubina
;
Osti, Linda
;
Zoia, Maria Grazia
-
2022
Persistent link: https://www.econbiz.de/10013366573
Saved in:
4
Deterministic effects of volatility on mixed frequency GARCH in Means
MIDAS
model : evidence from Turkey
Özsoy, Fehmi
;
Doğan, Nükhet
- In:
International econometric review
14
(
2022
)
1
,
pp. 1-20
GARCH-M
MIDAS
model. We formulate this model on stock prices and exchange rates, in which long run volatility is driven by …
Persistent link: https://www.econbiz.de/10013382406
Saved in:
5
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:
6
Nowcasting Italian GDP growth : a Factor
MIDAS
approach
Ceci, Donato
;
Prifti, Orest
;
Silvestrini, Andrea
-
2024
Persistent link: https://www.econbiz.de/10014511858
Saved in:
7
Nowcasting inflation at quantiles : causality from commodities
Boni, Sara
;
Caporin, Massimiliano
;
Ravazzolo, Francesco
-
2024
Persistent link: https://www.econbiz.de/10014514037
Saved in:
8
Reservoir computing for macroeconomic forecasting with mixed-frequency data
Ballarin, Giovanni
;
Dellaportas, Petros
;
Grigoryeva, …
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1206-1237
Persistent link: https://www.econbiz.de/10014547272
Saved in:
9
Can inflation predict energy price volatility?
Batten, Jonathan A.
;
Mo, Di
;
Pourkhanali, Armin
- In:
Energy economics
129
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014558888
Saved in:
10
A new ordinal mixed-data sampling model with an application to corporate credit rating levels
Goldmann, Leonie
;
Crook, Jonathan N.
;
Calabrese, Raffaella
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1111-1126
Persistent link: https://www.econbiz.de/10014456940
Saved in:
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