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~isPartOf:"International journal of forecasting"
~subject:"Strukturbruch"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Thesis"
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Kapetanios, George
2
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International journal of forecasting
Applied economics
41
Journal of econometrics
38
Economics letters
32
Economic modelling
31
Applied economics letters
25
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Energy economics
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International review of economics & finance : IREF
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Econometrics : open access journal
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Journal of forecasting
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International Journal of Energy Economics and Policy : IJEEP
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Journal of applied econometrics
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Journal of time series econometrics
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The econometrics journal
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7
Journal of macroeconomics
7
The empirical economics letters : a monthly international journal of economics
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CBN journal of applied statistics
6
Finance research letters
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Journal of quantitative economics : official journal of the Indian Econometric Society
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Oxford bulletin of economics and statistics
6
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Applied econometrics and international development
5
International journal of economics and financial issues : IJEFI
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Research in international business and finance
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The North American journal of economics and finance : a journal of financial economics studies
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International journal of economic perspectives : IJEP
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International journal of economics and finance
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ECONIS (ZBW)
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1
Forecasting return volatility : level shifts with varying jump probability and mean reversion
Xu, Jiawen
;
Perron, Pierre
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 449-463
Persistent link: https://www.econbiz.de/10010511565
Saved in:
2
How costly is it to ignore breaks when forecasting the direction of a time series?
Pesaran, M. Hashem
;
Timmermann, Allan
- In:
International journal of forecasting
20
(
2004
)
3
,
pp. 411-425
Persistent link: https://www.econbiz.de/10002169185
Saved in:
3
A new structural break model, with an application to Canadian inflation forecasting
Maheu, John M.
;
Song, Yong
- In:
International journal of forecasting
30
(
2013
)
1
,
pp. 144-160
Persistent link: https://www.econbiz.de/10010246985
Saved in:
4
Forecasting UK GDP growth and inflation under structural change : a comparison of models with time-varying parameters
Barnett, Alina
;
Mumtaz, Haroon
;
Theodoridis, Konstantinos
- In:
International journal of forecasting
30
(
2013
)
1
,
pp. 129-143
Persistent link: https://www.econbiz.de/10010247002
Saved in:
5
Multi-population mortality projection : the augmented common factor model with structural breaks
Wang, Pengjie
;
Pantelous, Athanasios A.
;
Vahid, Farshid
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 450-469
Persistent link: https://www.econbiz.de/10014462791
Saved in:
6
A new approach for detecting shifts in forecast accuracy
Chiu, Ching Wai Jeremy
;
Hayes, Simon
;
Kapetanios, George
; …
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1596-1612
Persistent link: https://www.econbiz.de/10012305469
Saved in:
7
Forecasting in factor augmented regressions under structural change
Massacci, Daniele
;
Kapetanios, George
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 62-76
Persistent link: https://www.econbiz.de/10014450259
Saved in:
8
Nowcasting unemployment insurance claims in the time of COVID-19
Larson, William
;
Sinclair, Tara M.
- In:
International journal of forecasting
38
(
2022
)
2
,
pp. 635-647
Persistent link: https://www.econbiz.de/10013348688
Saved in:
9
(Structural) VAR models with ignored changes in mean and volatility
Demetrescu, Matei
;
Salish, Nazarii
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 840-854
Persistent link: https://www.econbiz.de/10014547211
Saved in:
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