Narrow search
Showing 1 - 10 of 327
Cover Image
Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data
Schumacher, Christian; Breitung, Jörg - In: International journal of forecasting 24 (2008) 3, pp. 386-398
Persistent link: https://www.econbiz.de/10003764088
Cover Image
Structural VAR, MARMA and open economy models
Dhrymes, Phoebus J. - In: International journal of forecasting 14 (1998) 2, pp. 187-198
Persistent link: https://www.econbiz.de/10001338712
Cover Image
Predicting ordinary and severe recessions with a three-state Markov-switching dynamic factor model : an application to the German business cycle
Carstensen, Kai; Heinrich, Markus; Reif, Magnus; … - In: International journal of forecasting 36 (2020) 3, pp. 829-850
Persistent link: https://www.econbiz.de/10012496873
Cover Image
A three-frequency dynamic factor model for nowcasting Canadian provincial GDP growth
Chernis, Tony; Cheung, Calista; Velasco, Gabriella - In: International journal of forecasting 36 (2020) 3, pp. 851-872
Persistent link: https://www.econbiz.de/10012496875
Cover Image
Nowcasting German GDP : foreign factors, financial markets, and model averaging
Andreini, Paolo; Hasenzagl, Thomas; Reichlin, Lucrezia; … - In: International journal of forecasting 39 (2023) 1, pp. 298-313
Persistent link: https://www.econbiz.de/10014462781
Cover Image
25 years of time series forecasting
Gooijer, Jan G. de; Hyndman, Rob J. - In: International journal of forecasting 22 (2006) 3, pp. 443-473
Persistent link: https://www.econbiz.de/10003355894
Cover Image
Modulated cycles, an approach to modelling periodic components from rapidly sampled data
Pedregal, Diego J.; Young, Peter C. - In: International journal of forecasting 22 (2006) 1, pp. 181-194
Persistent link: https://www.econbiz.de/10003283986
Cover Image
Forecasting S&P 500 volatility : long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements
Martens, Martin; Dijk, Dick van; Pooter, Michiel de - In: International journal of forecasting 25 (2009) 2, pp. 282-303
Persistent link: https://www.econbiz.de/10003870055
Cover Image
Quantifying the quality of macroeconomic variables
Öller, Lars-Erik; Teterukovsky, Alex - In: International journal of forecasting 23 (2007) 2, pp. 205-217
Persistent link: https://www.econbiz.de/10003483772
Cover Image
Exponentially weighted methods for forecasting intraday time series with multiple seasonal cycles
Taylor, James W. - In: International journal of forecasting 26 (2010) 4, pp. 627-646
Persistent link: https://www.econbiz.de/10008806580