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Forecasting model
Theorie
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Gupta, Rangan
177
Diebold, Francis X.
131
Marcellino, Massimiliano
111
Clark, Todd E.
108
Timmermann, Allan
100
Franses, Philip Hans
90
Ma, Feng
87
Clements, Michael P.
81
Pesaran, M. Hashem
81
Pierdzioch, Christian
76
Swanson, Norman R.
73
Koop, Gary
67
McCracken, Michael W.
66
Ravazzolo, Francesco
65
McAleer, Michael
63
Hyndman, Rob J.
62
Schorfheide, Frank
60
Giannone, Domenico
58
Bollerslev, Tim
54
Kilian, Lutz
54
Carriero, Andrea
53
Hendry, David F.
53
Koopman, Siem Jan
49
Korobilis, Dimitris
49
Wang, Yudong
48
Athanasopoulos, George
45
Zhang, Yaojie
45
Huber, Florian
43
Dijk, Dick van
42
Ghysels, Eric
41
Granger, C. W. J.
40
Lahiri, Kajal
40
Patton, Andrew J.
39
Dijk, Herman K. van
38
Härdle, Wolfgang
38
McMillan, David G.
38
Rossi, Barbara
37
Watson, Mark W.
37
Kapetanios, George
36
Medeiros, Marcelo C.
36
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Zakład Teorii Prognoz <Krakau>
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Centre for Quantitative Economics & Computing
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Christian-Albrechts-Universität zu Kiel
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European University Institute / Department of Economics
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Federal Reserve System / Division of Research and Statistics
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Rutgers University / Department of Economics
5
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
5
Springer Fachmedien Wiesbaden
5
University of Strathclyde / Department of Economics
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Centre for International Research on Economic Tendency Surveys
4
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Econometrisch Instituut <Rotterdam>
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Federal Reserve Bank of San Francisco
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Umeå Universitet / Institutionen för Nationalekonomi
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IGI Global
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Verlag Dr. Kovač
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Akademia Ekonomiczna w Krakowie
2
Boston College / Department of Economics
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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
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International journal of forecasting
816
Journal of forecasting
520
Energy economics
181
Journal of econometrics
167
Finance research letters
164
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
152
Economic modelling
128
Applied economics
124
European journal of operational research : EJOR
123
Discussion paper / Tinbergen Institute
116
International review of financial analysis
111
Discussion paper / Centre for Economic Policy Research
106
Economics letters
106
Working paper
105
Computational economics
102
Journal of empirical finance
101
NBER working paper series
99
NBER Working Paper
98
Journal of banking & finance
97
Working paper / National Bureau of Economic Research, Inc.
95
Applied economics letters
91
International review of economics & finance : IREF
88
The North American journal of economics and finance : a journal of financial economics studies
87
Journal of applied econometrics
85
Working paper / Department of Econometrics and Business Statistics, Monash University
82
Technological forecasting & social change : an international journal
80
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
79
Risks : open access journal
78
Management science : journal of the Institute for Operations Research and the Management Sciences
72
The European journal of finance
68
CESifo working papers
67
Quantitative finance
67
Working paper series / European Central Bank
66
Journal of economic dynamics & control
58
CREATES research paper
57
Journal of international money and finance
56
International journal of production economics
55
Journal of risk and financial management : JRFM
53
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
53
Insurance / Mathematics & economics
51
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1
Macroeconomic forecasting with large stochastic
volatility
in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
-
2021
Persistent link: https://www.econbiz.de/10012628432
Saved in:
2
Large stochastic
volatility
in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
3
Forecasting market risk of portfolios: copula-Markov switching multifractal approach
Segnon, Mawuli
;
Trede, Mark
- In:
The European journal of finance
24
(
2018
)
14
,
pp. 1123-1143
Persistent link: https://www.econbiz.de/10012258877
Saved in:
4
Bayesian inference for a periodic stochastic
volatility
model of intraday electricity prices
Smith, Michael Stanley
- In:
Statistical modelling and regression structures : …
,
(pp. 353-376)
.
2010
Persistent link: https://www.econbiz.de/10003964500
Saved in:
5
Large vector autoregressions with asymmetric priors
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2015
-
This draft: November 2015
algorithm is based on a simple triangularisation which allows to simulate the conditional mean coefficients of the
VAR
by …
Persistent link: https://www.econbiz.de/10011389735
Saved in:
6
Forecasting with
VAR
models : fat tails and stochastic
volatility
Chiu, Ching Wai Jeremy
;
Mumtaz, Haroon
;
Pinter, Gabor
-
2015
Persistent link: https://www.econbiz.de/10011312174
Saved in:
7
Large vector autoregressions with stochastic
volatility
and flexible priors
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2016
Persistent link: https://www.econbiz.de/10011549652
Saved in:
8
Real-time density forecasts from Bayesian vector autoregressions with stochastic
volatility
Clark, Todd E.
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
3
,
pp. 327-341
Persistent link: https://www.econbiz.de/10009232552
Saved in:
9
Real-time density forecasts from VARs with stochastic
volatility
Clark, Todd E.
-
2009
Persistent link: https://www.econbiz.de/10003844506
Saved in:
10
Finanzmarkt-Ökonometrie : Basistechniken, fortgeschrittene Verfahren, Prognosemodelle
Schröder, Michael
(
ed.
);
Buscher, Herbert S.
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001629835
Saved in:
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