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~subject:"Forecasting model"
~subject:"Regression analysis"
~subject:"Schätzung"
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Price dividend ratio and long-run stock returns : a score driven state space model
Delle Monache, Davide
;
Petrella, Ivan
;
Venditti, Fabrizio
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2019
Persistent link: https://www.econbiz.de/10012205777
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2
Cash flow news and stock price dynamics
Pettenuzzo, Davide
;
Sabbatucci, Riccardo
;
Timmermann, Allan
-
2019
Persistent link: https://www.econbiz.de/10012206550
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3
A similarity-based approach for macroeconomic forecasting
Marcellino, Massimiliano
;
Kapetanios, George
; …
-
2020
Persistent link: https://www.econbiz.de/10012214041
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4
Forecasting in the presence of instabilities : how do we know whether models predict well and how to improve them
Rossi, Barbara
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2020
Persistent link: https://www.econbiz.de/10012214103
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5
Forecasting US inflation using bayesian nonparametric models
Clark, Todd E.
;
Huber, Florian
;
Koop, Gary
;
Marcellino, …
-
2023
Persistent link: https://www.econbiz.de/10014326677
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6
Time varying three pass regression filter
Marcellino, Massimiliano
;
Dendramis, Yiannis
; …
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2023
Persistent link: https://www.econbiz.de/10014383819
Saved in:
7
Real-time forecasting with a (standard) mixed-frequency VAR during a pandemic
Schorfheide, Frank
;
Song, Dongho
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2021
Persistent link: https://www.econbiz.de/10012821054
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8
High dimensional factor models with an application to mutual fund characteristics
Lettau, Martin
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2022
Persistent link: https://www.econbiz.de/10012887586
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9
Macroeconomic forecasting in a multi-country context
Bai, Yu
;
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, …
-
2022
Persistent link: https://www.econbiz.de/10012806332
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10
Monitoring the economy in real time : trends and gaps in real activity and prices
Hasenzagl, Thomas
;
Pellegrino, Filippo
;
Reichlin, Lucrezia
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2022
Persistent link: https://www.econbiz.de/10012939995
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