//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"NBER working paper series"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
A hybrid method to improve for...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Forecasting model
276
Prognoseverfahren
276
Time series analysis
162
Zeitreihenanalyse
162
Theorie
133
Theory
133
Capital income
56
Kapitaleinkommen
56
Estimation
54
Schätzung
54
Forecast
43
Prognose
43
Economic forecast
38
Wirtschaftsprognose
38
Börsenkurs
37
Share price
37
USA
35
United States
35
Business cycle
33
Estimation theory
33
Konjunktur
33
Schätztheorie
33
Frühindikator
24
Leading indicator
24
Volatility
24
Volatilität
24
Welt
23
World
23
Exchange rate
22
Wechselkurs
22
Inflation
19
Aktienmarkt
18
Stock market
18
CAPM
17
Risikoprämie
17
Risk premium
17
VAR model
16
VAR-Modell
16
Yield curve
16
Zinsstruktur
16
more ...
less ...
Online availability
All
Free
386
Undetermined
36
Type of publication
All
Book / Working Paper
422
Type of publication (narrower categories)
All
Arbeitspapier
57
Graue Literatur
57
Non-commercial literature
57
Working Paper
57
Systematic review
1
Übersichtsarbeit
1
Language
All
English
422
Author
All
Diebold, Francis X.
20
Watson, Mark W.
17
Stock, James H.
14
Schorfheide, Frank
11
Zarnowitz, Victor
10
Engle, Robert F.
9
Campbell, John Y.
8
Bekaert, Geert
7
Chinn, Menzie D.
7
Andersen, Torben G.
6
Shiller, Robert J.
6
Wolfers, Justin
6
Bollerslev, Tim
5
Song, Dongho
5
Zitzewitz, Eric
5
Cheung, Yin-Wong
4
Chinn, Menzie David
4
Fernández-Villaverde, Jesús
4
Kane, Alex
4
Lo, Andrew W.
4
Mankiw, N. Gregory
4
Manski, Charles F.
4
Shin, Minchul
4
Wright, Jonathan H.
4
Zha, Tao
4
Andersen, Torben
3
Ang, Andrew
3
Barsky, Robert B.
3
Brandt, Michael W.
3
Cecchetti, Stephen G.
3
Christiano, Lawrence J.
3
Christoffersen, Peter F.
3
Cochrane, John H.
3
Eichenbaum, Martin
3
Engel, Charles
3
Frankel, Jeffrey A.
3
Ghysels, Eric
3
Hamilton, James D.
3
Haubrich, Joseph G.
3
Hirshleifer, David
3
more ...
less ...
Institution
All
National Bureau of Economic Research
422
Published in...
All
NBER working paper series
International journal of forecasting
1,727
Journal of forecasting
992
Journal of econometrics
935
Economics letters
652
Applied economics
579
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
565
Discussion paper / Tinbergen Institute
463
Energy economics
460
Economic modelling
451
Applied economics letters
424
Finance research letters
411
Working paper
409
NBER Working Paper
381
Econometric theory
351
Technological forecasting & social change : an international journal
348
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
343
Working paper / National Bureau of Economic Research, Inc.
329
European journal of operational research : EJOR
306
Discussion paper / Centre for Economic Policy Research
290
Journal of applied econometrics
279
International review of financial analysis
271
Computational economics
267
Econometric reviews
264
Working paper / Department of Econometrics and Business Statistics, Monash University
263
Journal of banking & finance
262
Journal of empirical finance
257
CESifo working papers
248
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
248
CREATES research paper
234
International review of economics & finance : IREF
218
Working paper series / European Central Bank
207
ECB Working Paper
203
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
199
The North American journal of economics and finance : a journal of financial economics studies
196
Management science : journal of the Institute for Operations Research and the Management Sciences
193
Journal of economic dynamics & control
192
Applied financial economics
183
Journal of risk and financial management : JRFM
168
Journal of macroeconomics
167
more ...
less ...
Source
All
ECONIS (ZBW)
422
Showing
1
-
10
of
422
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Continuous-Time Linear Models
Cochrane, John H.
-
2012
I translate familiar concepts of discrete-time time-series to contnuous-time equivalent. I cover lag operators, ARMA models, the relation between levels and differences, integration and cointegration, and the Hansen-Sargent prediction formulas
Persistent link: https://www.econbiz.de/10012460479
Saved in:
2
Forecasting with Dynamic Panel Data Models
Liu, Laura
-
2018
This paper considers the problem of forecasting a collection of short time series using cross sectional information in panel data. We construct point predictors using Tweedie's formula for the posterior mean of heterogeneous coefficients under a correlated random effects distribution. This...
Persistent link: https://www.econbiz.de/10012480753
Saved in:
3
Forecasts in a Slightly Misspecified Finite Order VAR
Müller, Ulrich K.
-
2011
We propose a Bayesian procedure for exploiting small, possibly long-lag linear predictability in the innovations of a finite order autoregression. We model the innovations as having a log-spectral density that is a continuous mean-zero Gaussian process of order 1/√T. This local embedding makes...
Persistent link: https://www.econbiz.de/10012461943
Saved in:
4
DSGE Model-Based Forecasting of Non-modelled Variables
Schorfheide, Frank
-
2009
This paper develops and illustrates a simple method to generate a DSGE model-based forecast for variables that do not explicitly appear in the model (non-core variables). We use auxiliary regressions that resemble measurement equations in a dynamic factor model to link the non-core variables to...
Persistent link: https://www.econbiz.de/10012463776
Saved in:
5
Why Has U.S. Inflation Become Harder to Forecast?
Stock, James H.
-
2006
Forecasts of the rate of price inflation play a central role in the formulation of monetary policy, and forecasting inflation is a key job for economists at the Federal Reserve Board. This paper examines whether this job has become harder and, to the extent that it has, what changes in the...
Persistent link: https://www.econbiz.de/10012466341
Saved in:
6
Multi-Period Corporate Failure Prediction with Stochastic Covariates
Duffie, Darrell
-
2004
We provide maximum likelihood estimators of term structures of conditional probabilities of bankruptcy over relatively long time horizons, incorporating the dynamics of firm-specific and macroeconomic covariates. We find evidence in the U.S. industrial machinery and instruments sector, based on...
Persistent link: https://www.econbiz.de/10012467947
Saved in:
7
Testing for Parameter Instability and Structural Change in Persistent Predictive Regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
-
National Bureau of Economic Research
-
2021
This paper develops parameter instability and structural change tests within predictive regressions for economic systems governed by persistent vector autoregressive dynamics. Specifically, in a setting where all - or a subset - of the variables may be fractionally integrated and the predictive...
Persistent link: https://www.econbiz.de/10012496124
Saved in:
8
Are Macroeconomic Forecasts Informative? Cointegration Evidence from the ASA-NBER Surveys
Cheung, Yin-Wong
-
1999
We examine the properties of the ASA-NBER forecasts for several US macroeconomic variables, specifically: (i) are the actual and forecast series integrated of the same order; (ii) are they cointegrated, and; (iii) is the cointegrating vector consistent with long run unitary elasticity of...
Persistent link: https://www.econbiz.de/10012471881
Saved in:
9
A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series
Stock, James H.
-
1998
A forecasting comparison is undertaken in which 49 univariate forecasting methods, plus various forecast pooling procedures, are used to forecast 215 U.S. monthly macroeconomic time series at three forecasting horizons over the period 1959 - 1996. All forecasts simulate real time implementation,...
Persistent link: https://www.econbiz.de/10012472204
Saved in:
10
Answering the Critics : Yes, ARCH Models Do Provide Good Volatility Forecasts
Andersen, Torben G.
-
1997
Volatility permeates modern financial theories and decision making processes. As such, accurate measures and good forecasts of future volatility are critical for the implementation and evaluation of asset pricing theories. In response to this, a voluminous literature has emerged for modeling the...
Persistent link: https://www.econbiz.de/10012472795
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->