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Forecasting model
Theorie
625,599
Theory
610,697
USA
45,540
United States
44,311
Portfolio-Management
44,091
Portfolio selection
43,747
Schätzung
31,921
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Börsenkurs
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Spieltheorie
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Economic growth
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Share price
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Time series analysis
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Game theory
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Volatilität
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CAPM
11,421
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11,383
Asymmetrische Information
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Diebold, Francis X.
130
Timmermann, Allan
99
Franses, Philip Hans
90
Clark, Todd E.
86
Marcellino, Massimiliano
80
Clements, Michael P.
77
Swanson, Norman R.
62
Ravazzolo, Francesco
61
Hyndman, Rob J.
59
Gupta, Rangan
57
Pesaran, M. Hashem
54
Hendry, David F.
53
McCracken, Michael W.
53
Koopman, Siem Jan
48
Koop, Gary
47
Giannone, Domenico
45
Schorfheide, Frank
45
Dijk, Herman K. van
44
Kilian, Lutz
44
McAleer, Michael
39
Bollerslev, Tim
38
Granger, C. W. J.
37
Härdle, Wolfgang
37
Korobilis, Dimitris
36
Pierdzioch, Christian
36
Armstrong, J. Scott
35
Rossi, Barbara
35
Satchell, Stephen
35
Fildes, Robert
34
Makridakis, Spyros G.
34
Athanasopoulos, George
33
Dijk, Dick van
33
Petropoulos, Fotios
33
Lahiri, Kajal
32
Guidolin, Massimo
31
Patton, Andrew J.
31
Wang, Yudong
31
Ghysels, Eric
30
Giacomini, Raffaella
30
Shin, Minchul
30
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National Bureau of Economic Research
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European University Institute / Department of Law
7
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Zakład Teorii Prognoz <Krakau>
6
Birkbeck College / Department of Economics
5
European University Institute / Department of Economics
5
Federal Reserve System / Division of Research and Statistics
5
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
5
Springer Fachmedien Wiesbaden
5
University of Strathclyde / Department of Economics
5
Centre for International Research on Economic Tendency Surveys
4
Centre for Quantitative Economics & Computing
4
Christian-Albrechts-Universität zu Kiel
4
Econometrisch Instituut <Rotterdam>
4
Federal Reserve Bank of San Francisco
4
Gottfried Wilhelm Leibniz Universität Hannover
4
Rutgers University / Department of Economics
4
Umeå Universitet / Institutionen för Nationalekonomi
4
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
Erasmus Research Institute of Management
3
Federal Reserve Bank of St. Louis
3
IGI Global
3
Robert Schuman Centre for Advanced Studies
3
Rodney L. White Center for Financial Research
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School of Economics and Finance <Brisbane>
3
The Wharton Financial Institutions Center
3
Umeå universitet
3
University of Cambridge / Department of Applied Economics
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Verlag Dr. Kovač
3
Akademia Ekonomiczna w Krakowie
2
Boston College / Department of Economics
2
Brown University / Department of Economics
2
Centre for Analytical Finance <Århus>
2
Fachhochschule Jena / Fachbereich Betriebswirtschaft
2
Federal Reserve System / Board of Governors
2
Foerder Institute for Economic Research <Tēl-Āvîv>
2
Forschungsinstitut zur Zukunft der Arbeit
2
INSEAD
2
Institut für Höhere Studien
2
International Monetary Fund
2
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International journal of forecasting
724
Journal of forecasting
454
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
142
Journal of econometrics
137
European journal of operational research : EJOR
128
Finance research letters
109
Discussion paper / Tinbergen Institute
105
Computational economics
98
Journal of banking & finance
96
NBER working paper series
92
NBER Working Paper
91
Applied economics
90
Discussion paper / Centre for Economic Policy Research
90
Working paper / National Bureau of Economic Research, Inc.
88
Economic modelling
84
Economics letters
84
Journal of empirical finance
84
Energy economics
80
Working paper
78
Risks : open access journal
76
Technological forecasting & social change : an international journal
75
Working paper / Department of Econometrics and Business Statistics, Monash University
73
Management science : journal of the Institute for Operations Research and the Management Sciences
72
Applied economics letters
70
Journal of applied econometrics
67
International review of financial analysis
64
The European journal of finance
61
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
58
Quantitative finance
58
CESifo working papers
54
International journal of production economics
54
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
54
Journal of economic dynamics & control
52
The North American journal of economics and finance : a journal of financial economics studies
50
CREATES research paper
49
Journal of financial economics
48
Working paper series / European Central Bank
48
Insurance / Mathematics & economics
46
SFB 649 discussion paper
46
Finance and economics discussion series
45
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ECONIS (ZBW)
14,592
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1
Aggregation level in stress testing models
Hale, Galina
;
Krainer, John
;
McCarthy, Erin
-
2015
Persistent link: https://www.econbiz.de/10011529369
Saved in:
2
Accuracy of
mortgage
portfolio risk forecasts during financial crises
Lee, Yong Woong
;
Rösch, Daniel
;
Scheule, Harald
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 440-456
Persistent link: https://www.econbiz.de/10011436707
Saved in:
3
Sustainable profitability in volatile cyclical markets
Sarraf, Hanna
- In:
Journal of risk management in financial institutions
13
(
2019/2020
)
2
,
pp. 182-189
Persistent link: https://www.econbiz.de/10012250026
Saved in:
4
Mortgages : estimating default correlation and forecasting default risk
Neumann, Tobias
-
2018
Persistent link: https://www.econbiz.de/10011914364
Saved in:
5
The failure of models that predict failure : distance, incentives, and defaults
Rajan, Uday
;
Seru, Amit
;
Vig, Vikrant
- In:
Journal of financial economics
115
(
2015
)
2
,
pp. 237-260
Persistent link: https://www.econbiz.de/10011347528
Saved in:
6
Modelling and forecasting
mortgage
delinquency and foreclosure in the UK
Aron, Janine
;
Muellbauer, John
-
2016
Persistent link: https://www.econbiz.de/10011451644
Saved in:
7
Modelling and forecasting mortage delinquency and foreclosure in the UK
Aron, Janine
;
Muellbauer, John
-
2016
Persistent link: https://www.econbiz.de/10011494162
Saved in:
8
A proportional hazards model of commercial
mortgage
default with originator bias
Ciochetti, Brian A.
;
Deng, Yongheng
;
Lee, Gail
; …
- In:
The journal of real estate finance and economics
27
(
2003
)
1
,
pp. 5-23
Persistent link: https://www.econbiz.de/10001763275
Saved in:
9
The impact of data aggregation and risk attributes on stress testing models of
mortgage
default
Li, Feng
;
Zhang, Yan
- In:
The journal of credit risk : published quarterly by …
16
(
2020
)
3
,
pp. 35-74
Persistent link: https://www.econbiz.de/10012421199
Saved in:
10
Macroeconomic stress-testing of
mortgage
default rate using a vector error correction model and entropy pooling
Ardia, David
;
Guerrouaz, Anas
;
Rey, Jeanne
- In:
Assurances et gestion des risques : revue trimestrielle
83
(
2016
)
3/4
,
pp. 115-133
Persistent link: https://www.econbiz.de/10011637834
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