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~institution:"Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse"
~subject:"Prognoseverfahren"
~type_genre:"Working Paper"
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Prognoseverfahren
Theorie
242
Theory
242
Time series analysis
45
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39
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39
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29
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Breitung, Jörg
1
Candelon, Bertrand
1
Herwartz, Helmut
1
Härdle, Wolfgang
1
Klapper, Daniel
1
Lütkepohl, Helmut
1
Schmidt, Carsten
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
European University Institute / Department of Law
7
Ekonomiska forskningsinstitutet <Stockholm>
5
Federal Reserve System / Division of Research and Statistics
5
University of Strathclyde / Department of Economics
5
Econometrisch Instituut <Rotterdam>
4
European University Institute / Department of Economics
4
Federal Reserve Bank of San Francisco
4
Rutgers University / Department of Economics
4
Birkbeck College / Department of Economics
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
Erasmus Research Institute of Management
3
Federal Reserve Bank of St. Louis
3
Robert Schuman Centre for Advanced Studies
3
School of Economics and Finance <Brisbane>
3
The Wharton Financial Institutions Center
3
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3
Boston College / Department of Economics
2
Brown University / Department of Economics
2
Centre for Analytical Finance <Århus>
2
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2
Federal Reserve System / Board of Governors
2
Foerder Institute for Economic Research <Tēl-Āvîv>
2
Forschungsinstitut zur Zukunft der Arbeit
2
INSEAD
2
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2
International Monetary Fund
2
Internationaler Währungsfonds / Research Department
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National Bureau of Economic Research
2
National Institute of Economic and Social Research
2
Rodney L. White Center for Financial Research
2
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
2
Umeå universitet
2
University of Exeter / Department of Economics
2
University of Warwick / Department of Economics
2
Agricultural Land Markets - Efficiency and Regulation
1
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Bonn Graduate School of Economics
1
Center for Economic Research <Tilburg>
1
Centre for Economic Policy Research
1
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Discussion papers of interdisciplinary research project 373
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ECONIS (ZBW)
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1
Forecasting performance of market share attraction models : a comparison of different models assuming that competitors’ actions are forecasts
Klapper, Daniel
;
Herwartz, Helmut
-
1998
Persistent link: https://www.econbiz.de/10009578563
Saved in:
2
Forecasting cointegrated VARMA processes
Lütkepohl, Helmut
-
1999
Persistent link: https://www.econbiz.de/10009581104
Saved in:
3
How accurate do markets predict the outcome of an event? : the Euro 2000 soccer championships experiment
Schmidt, Carsten
;
Werwatz, Axel
-
2002
-
Rev.
For the Euro 2000 Soccer Championships an experimental asset market was condueted, with traders buying and selling contracts on the winners of individual matches. Market-generated probabilities are compared to professional bet quotas, and factors that are responsible for the quality of the...
Persistent link: https://www.econbiz.de/10009621415
Saved in:
4
Backtesting beyond VaR
Härdle, Wolfgang
;
Stahl, Gerhard
-
1999
VaR models are related to statistical forecast systems. Within that framework different forecast tasks including Value-at-
Risk
…
Persistent link: https://www.econbiz.de/10009582401
Saved in:
5
Testing for short and long-run causality : the case of the yield spread and economic growth
Breitung, Jörg
;
Candelon, Bertrand
-
2001
To assess the predictive content of the interest rate term spread for future economic growth, we distinguish short-run from long-run predictability by using two different approaches. First, following Dufour and Renault (1998) a test procedure is proposed to test for causality at different...
Persistent link: https://www.econbiz.de/10009617950
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