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Forecasting model
296
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296
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138
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138
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92
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92
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78
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Timmermann, Allan
15
Diebold, Francis X.
11
Patton, Andrew J.
11
Swanson, Norman R.
10
Clark, Todd E.
7
Dijk, Herman K. van
7
Ghysels, Eric
7
Bollerslev, Tim
6
Corradi, Valentina
6
Elliott, Graham
6
McCracken, Michael W.
6
Schorfheide, Frank
6
Taylor, Robert
6
Andersen, Torben
5
Lee, Ji Hyung
5
Linton, Oliver
5
Pesaran, M. Hashem
5
Rossi, Barbara
5
Demetrescu, Matei
4
Fan, Jianqing
4
Giacomini, Raffaella
4
Hong, Yongmiao
4
Kapetanios, George
4
Koop, Gary
4
Marcellino, Massimiliano
4
Pettenuzzo, Davide
4
Rodrigues, Paulo M. M.
4
Rudebusch, Glenn D.
4
Sekhposyan, Tatevik
4
West, Kenneth D.
4
Xiu, Dacheng
4
Zhang, Xinyu
4
Cai, Zongwu
3
Carriero, Andrea
3
Georgiev, Iliyan
3
Geweke, John
3
Gonzalo, Jesús
3
Granger, C. W. J.
3
Hallin, Marc
3
Hansen, Bruce E.
3
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Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
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Journal of econometrics
International journal of forecasting
1,654
Journal of forecasting
904
NBER working paper series
414
Technological forecasting & social change : an international journal
400
Working paper / National Bureau of Economic Research, Inc.
382
Energy economics
356
Finance research letters
352
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351
Applied economics
328
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315
European journal of operational research : EJOR
273
Discussion paper / Centre for Economic Policy Research
266
Economic modelling
251
Applied economics letters
242
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
239
International review of financial analysis
237
Economics letters
228
Journal of banking & finance
219
Discussion paper / Tinbergen Institute
201
ECB Working Paper
189
Journal of empirical finance
188
Working paper series / European Central Bank
185
Management science : journal of the Institute for Operations Research and the Management Sciences
177
Computational economics
175
Studies on Russian economic development : the official journal of the Institute of Economic Forecasting, Russian Academy of Sciences
169
International review of economics & finance : IREF
167
CESifo working papers
160
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
160
IMF working papers
159
Journal of applied econometrics
159
The North American journal of economics and finance : a journal of financial economics studies
149
Working paper / Department of Econometrics and Business Statistics, Monash University
140
Journal of financial economics
138
International journal of production economics
132
Applied financial economics
129
Risks : open access journal
128
International journal of production research
126
Finance and economics discussion series
119
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118
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ECONIS (ZBW)
302
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302
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1
Properties of optimal forecasts under asymmetric loss and nonlinearity
Patton, Andrew J.
;
Timmermann, Allan
- In:
Journal of econometrics
140
(
2007
)
2
,
pp. 884-918
Persistent link: https://www.econbiz.de/10003570041
Saved in:
2
The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond markets
Busch, Thomas
;
Christensen, Bent Jesper
;
Nielsen, …
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 48-57
Persistent link: https://www.econbiz.de/10009242554
Saved in:
3
Determining the MSE-optimal cross section to
forecast
Arbués, Ignacio
- In:
Journal of econometrics
175
(
2013
)
2
,
pp. 61-70
Persistent link: https://www.econbiz.de/10009764428
Saved in:
4
Forecasting inflation using commodity price aggregates
Chen, Yu-chin
;
Turnovsky, Stephen J.
;
Zivot, Eric
- In:
Journal of econometrics
183
(
2014
)
1
,
pp. 117-134
Persistent link: https://www.econbiz.de/10010506079
Saved in:
5
Unpredictability in economic analysis, econometric modeling and forecasting
Hendry, David F.
;
Mizon, Grayham E.
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 186-195
Persistent link: https://www.econbiz.de/10010497091
Saved in:
6
Theory-coherent forecasting
Giacomini, Raffaella
;
Ragusa, Giuseppe
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 145-155
Persistent link: https://www.econbiz.de/10010497096
Saved in:
7
Augmented factor models with applications to validating market risk factors and forecasting bond risk premia
Fan, Jianqing
;
Ke, Yuan
;
Liao, Yuan
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 269-294
Persistent link: https://www.econbiz.de/10012619418
Saved in:
8
The wisdom of the crowd and prediction markets
Dai, Min
;
Jia, Yanwei
;
Kou, Steven
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 561-578
Persistent link: https://www.econbiz.de/10012619744
Saved in:
9
Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
207
(
2018
)
1
,
pp. 71-91
Persistent link: https://www.econbiz.de/10012116125
Saved in:
10
Scenario generation for long run interest rate risk assessment
Engle, Robert F.
;
Roussellet, Guillaume
;
Siriwardane, …
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 333-347
Persistent link: https://www.econbiz.de/10011920512
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