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~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of monetary economics"
~subject:"Forecasting model"
~subject:"VAR model"
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Forecasting model
VAR model
Theorie
3,043
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3,043
Estimation theory
389
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389
Geldpolitik
360
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359
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Swanson, Norman R.
7
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6
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6
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5
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5
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5
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3
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3
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3
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3
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3
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3
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3
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3
Ng, Serena
3
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3
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3
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3
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3
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3
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3
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
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Journal of econometrics
Journal of monetary economics
International journal of forecasting
708
Journal of forecasting
441
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
162
Economics letters
133
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122
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79
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76
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74
Applied economics letters
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71
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70
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66
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58
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57
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55
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53
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53
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
53
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ECONIS (ZBW)
228
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1
Using private forecasts to estimate the effects of monetary policy
Thapar, Aditi
- In:
Journal of monetary economics
55
(
2008
)
4
,
pp. 806-824
Persistent link: https://www.econbiz.de/10003764829
Saved in:
2
Trend/cycle decomposition of regime-switching processes
Morley, James C.
;
Piger, Jeremy Max
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 220-226
Persistent link: https://www.econbiz.de/10003782912
Saved in:
3
Efficient forecast tests for conditional policy forecasts
Faust, Jon
;
Wright, Jonathan H.
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 293-303
Persistent link: https://www.econbiz.de/10003782979
Saved in:
4
Forecasting economic time series using targeted predictors
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 304-317
Persistent link: https://www.econbiz.de/10003782981
Saved in:
5
Forecasting using a large number of predictors : is Bayesian shrinkage a valid alternative to principal components?
De Mol, Christine
;
Giannone, Domenico
;
Reichlin, Lucrezia
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 318-328
Persistent link: https://www.econbiz.de/10003782984
Saved in:
6
Forecasting the yield curve in a data-rich environment : a no-arbitrage factor-augmented VAR approach
Mönch, Emanuel
- In:
Journal of econometrics
146
(
2008
)
1
,
pp. 26-43
Persistent link: https://www.econbiz.de/10003778196
Saved in:
7
Evolution of forecast disagreement in a Bayesian learning model
Lahiri, Kajal
;
Sheng, Xuguang
- In:
Journal of econometrics
144
(
2008
)
2
,
pp. 325-340
Persistent link: https://www.econbiz.de/10003774622
Saved in:
8
Are more data always better for factor analysis?
Boivin, Jean
;
Ng, Serena
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 169-194
Persistent link: https://www.econbiz.de/10003320258
Saved in:
9
VARs, common factors and the empirical validation of equilibrium business cycle models
Giannone, Domenico
;
Reichlin, Lucrezia
;
Sala, Luca
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 257-279
Persistent link: https://www.econbiz.de/10003320265
Saved in:
10
On the selection of forecasting models
Inoue, Atsushi
;
Kilian, Lutz
- In:
Journal of econometrics
130
(
2006
)
2
,
pp. 273-306
Persistent link: https://www.econbiz.de/10003277965
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