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~subject:"Forecasting model"
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Forecasting model
Theorie
628,329
Theory
613,427
USA
330,308
United States
291,717
Schätzung
131,184
Estimation
125,052
Deutschland
54,658
Germany
46,155
Konjunktur
46,061
Welt
45,233
World
43,670
Schweiz
42,588
Business cycle
40,135
Geldpolitik
34,957
Monetary policy
33,474
Wirtschaftswachstum
27,334
EU-Staaten
26,729
Economic growth
25,737
EU countries
25,512
Börsenkurs
23,346
Portfolio-Management
22,967
Share price
22,921
Portfolio selection
22,683
Risiko
22,475
Risk
22,121
Switzerland
22,105
Großbritannien
22,038
Prognoseverfahren
20,438
Wirkungsanalyse
20,358
Volatilität
19,980
Impact assessment
19,778
Volatility
19,516
United Kingdom
19,118
Zeitreihenanalyse
18,405
Produktivität
18,391
Kapitaleinkommen
18,208
Capital income
18,138
Time series analysis
17,867
Productivity
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7,352
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12
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9,914
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German
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French
49
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Gupta, Rangan
179
Diebold, Francis X.
144
Marcellino, Massimiliano
130
Franses, Philip Hans
111
Timmermann, Allan
111
Clark, Todd E.
102
Clements, Michael P.
92
Pierdzioch, Christian
86
Ravazzolo, Francesco
86
McCracken, Michael W.
76
Swanson, Norman R.
76
Pesaran, M. Hashem
71
Giannone, Domenico
68
Hyndman, Rob J.
67
Schorfheide, Frank
67
Koop, Gary
61
Kilian, Lutz
60
Koopman, Siem Jan
59
Rossi, Barbara
58
Hendry, David F.
56
Lahiri, Kajal
56
McAleer, Michael
56
McMillan, David G.
54
Ghysels, Eric
51
Siliverstovs, Boriss
51
Bollerslev, Tim
50
Ma, Feng
50
Watson, Mark W.
47
Wang, Yudong
46
Huber, Florian
45
Dijk, Herman K. van
44
Stock, James H.
44
Guidolin, Massimo
42
Härdle, Wolfgang
42
Dijk, Dick van
41
Granger, C. W. J.
40
Athanasopoulos, George
38
Korobilis, Dimitris
37
Mitchell, James
37
Armstrong, J. Scott
36
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National Bureau of Economic Research
156
Federal Reserve Bank of St. Louis
21
European University Institute / Department of Law
10
Christian-Albrechts-Universität zu Kiel
8
Federal Reserve System / Division of Research and Statistics
7
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
7
European University Institute / Department of Economics
6
Gottfried Wilhelm Leibniz Universität Hannover
6
Konjunkturforschungsstelle <Zürich>
6
University of Strathclyde / Department of Economics
6
Zakład Teorii Prognoz <Krakau>
6
Birkbeck College / Department of Economics
5
Centre for Quantitative Economics & Computing
5
Ekonomiska forskningsinstitutet <Stockholm>
5
Federal Reserve Bank of San Francisco
5
Innocenzo Gasparini Institute for Economic Research <Mailand>
5
OECD
5
Rutgers University / Department of Economics
5
Springer Fachmedien Wiesbaden
5
Centre for International Research on Economic Tendency Surveys
4
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
Econometrisch Instituut <Rotterdam>
4
Erasmus Research Institute of Management
4
Federal Reserve Bank of Cleveland
4
Institut für Weltwirtschaft
4
Umeå Universitet / Institutionen för Nationalekonomi
4
Boston College / Department of Economics
3
Brown University / Department of Economics
3
Centre for Analytical Finance <Århus>
3
IGI Global
3
Narodna Banka na Republika Makedonija
3
National Institute of Economic and Social Research
3
Rheinische Friedrich-Wilhelms-Universität Bonn
3
Robert Schuman Centre for Advanced Studies
3
School of Economics and Finance <Brisbane>
3
The Wharton Financial Institutions Center
3
Umeå universitet
3
University of Cambridge / Department of Applied Economics
3
University of Exeter / Department of Economics
3
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
3
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Published in...
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International journal of forecasting
887
Journal of forecasting
527
Journal of econometrics
183
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
177
Finance research letters
164
Applied economics
162
Working paper / National Bureau of Economic Research, Inc.
153
Economic modelling
145
NBER working paper series
143
Discussion paper / Centre for Economic Policy Research
139
Energy economics
138
Working paper
136
Economics letters
133
European journal of operational research : EJOR
128
Journal of banking & finance
127
NBER Working Paper
125
Discussion paper / Tinbergen Institute
122
Journal of empirical finance
120
Applied economics letters
119
Computational economics
104
International review of financial analysis
104
Journal of applied econometrics
96
Technological forecasting & social change : an international journal
94
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
92
The North American journal of economics and finance : a journal of financial economics studies
89
Working paper series / European Central Bank
87
CESifo working papers
85
Management science : journal of the Institute for Operations Research and the Management Sciences
85
Working paper / Department of Econometrics and Business Statistics, Monash University
84
Journal of financial economics
83
The review of financial studies
83
International review of economics & finance : IREF
81
Finance and economics discussion series
80
Risks : open access journal
78
Journal of international money and finance
72
The European journal of finance
72
CREATES research paper
64
Quantitative finance
64
Journal of economic dynamics & control
62
Journal of money, credit and banking : JMCB
62
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ECONIS (ZBW)
19,982
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1
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1
Stock return predictability and variance risk premia : statistical inference and international evidence
Bollerslev, Tim
;
Marrone, James
;
Xu, Lai
;
Zhou, Hao
-
2011
Persistent link: https://www.econbiz.de/10009406434
Saved in:
2
Stock return predictability and variance risk premia : statistical inference and international evidence
Bollerslev, Tim
;
Marrone, James
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
3
,
pp. 633-661
Persistent link: https://www.econbiz.de/10010487089
Saved in:
3
Prediction of financial downside-risk with heavy-tailed conditional distributions
Mittnik, Stefan
;
Paolella, Marc S.
-
2003
Persistent link: https://www.econbiz.de/10001788591
Saved in:
4
Prediction of financial downside-risk with heavy-tailed conditional distributions
Mittnik, Stefan
;
Paolella, Marc S.
- In:
Handbook of heavy tailed distributions in finance
,
(pp. 385-404)
.
2003
Persistent link: https://www.econbiz.de/10001882139
Saved in:
5
Forecasting exchange rates using TSMARS
Gooijer, Jan G. de
- In:
Journal of international money and finance
17
(
1998
)
3
,
pp. 513-534
Persistent link: https://www.econbiz.de/10001246594
Saved in:
6
Exchange rates and fundamentals : what do we learn from long-horizon regressions?
Kilian, Lutz
(
contributor
)
-
1997
Persistent link: https://www.econbiz.de/10000972191
Saved in:
7
Exchange rates and monetary fundamentals : what do we learn from long-horizon regressions?
Kilian, Lutz
- In:
Journal of applied econometrics
14
(
1999
)
5
,
pp. 491-510
Persistent link: https://www.econbiz.de/10001421490
Saved in:
8
Variable selection and inference for multi-period forecasting problems
Pesaran, M. Hashem
;
Pick, Andreas
;
Timmermann, Allan
-
2009
direct forecasts when
estimation
error is a first-order concern, i.e. in small samples and for long forecast horizons …
Persistent link: https://www.econbiz.de/10003807908
Saved in:
9
Variable selection and inference for multi-period forecasting problems
Pesaran, M. Hashem
;
Pick, Andreas
;
Timmermann, Allan
-
2009
Persistent link: https://www.econbiz.de/10003851191
Saved in:
10
Real-time detection of the business cycle using SETAR models
Ferrara, Laurent
;
Guégan, Dominique
- In:
Growth and cycle in the Euro-zone
,
(pp. 221-232)
.
2006
Persistent link: https://www.econbiz.de/10003412187
Saved in:
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