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~subject:"Forecasting model"
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Forecasting model
Theorie
625,588
Theory
610,686
USA
43,712
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42,544
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29,660
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28,923
Welt
25,420
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Mathematical programming
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Experiment
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Börsenkurs
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Share price
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Asymmetrische Information
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Asymmetric information
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Wettbewerb
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Wohlfahrtsanalyse
10,198
Volatilität
10,138
Welfare analysis
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Diebold, Francis X.
130
Timmermann, Allan
97
Franses, Philip Hans
90
Clark, Todd E.
86
Marcellino, Massimiliano
80
Clements, Michael P.
77
Swanson, Norman R.
62
Hyndman, Rob J.
59
Ravazzolo, Francesco
57
Gupta, Rangan
56
Hendry, David F.
53
McCracken, Michael W.
53
Pesaran, M. Hashem
50
Koop, Gary
47
Giannone, Domenico
45
Schorfheide, Frank
45
Kilian, Lutz
44
Koopman, Siem Jan
41
Bollerslev, Tim
38
Dijk, Herman K. van
38
Härdle, Wolfgang
38
Granger, C. W. J.
37
Korobilis, Dimitris
36
Armstrong, J. Scott
35
Pierdzioch, Christian
35
Rossi, Barbara
35
Fildes, Robert
34
Makridakis, Spyros G.
34
Athanasopoulos, George
33
Lahiri, Kajal
32
Petropoulos, Fotios
32
Dijk, Dick van
30
Ghysels, Eric
30
Giacomini, Raffaella
30
Shin, Minchul
30
Watson, Mark W.
30
Carriero, Andrea
29
Stock, James H.
29
Christoffersen, Peter F.
27
Patton, Andrew J.
27
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National Bureau of Economic Research
102
European University Institute / Department of Law
7
Ekonomiska forskningsinstitutet <Stockholm>
6
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
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
Gottfried Wilhelm Leibniz Universität Hannover
3
IGI Global
3
Rijksuniversiteit Gent / Faculteit Economie en Bedrijfskunde
3
Robert Schuman Centre for Advanced Studies
3
School of Economics and Finance <Brisbane>
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The Wharton Financial Institutions Center
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Umeå universitet
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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
713
Journal of forecasting
448
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
139
European journal of operational research : EJOR
131
Journal of econometrics
129
Computational economics
99
Discussion paper / Tinbergen Institute
92
NBER Working Paper
90
Finance research letters
89
NBER working paper series
89
Discussion paper / Centre for Economic Policy Research
87
Working paper / National Bureau of Economic Research, Inc.
87
Economic modelling
84
Applied economics
82
Economics letters
81
Risks : open access journal
79
Journal of empirical finance
77
Technological forecasting & social change : an international journal
77
Energy economics
74
Working paper / Department of Econometrics and Business Statistics, Monash University
73
Journal of banking & finance
72
Applied economics letters
70
Working paper
70
Management science : journal of the Institute for Operations Research and the Management Sciences
68
Journal of applied econometrics
64
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
56
Journal of risk and financial management : JRFM
56
International review of financial analysis
54
Quantitative finance
54
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
54
International journal of production economics
53
The European journal of finance
53
CESifo working papers
52
Journal of economic dynamics & control
50
SFB 649 discussion paper
47
Working paper series / European Central Bank
47
CREATES research paper
46
Insurance / Mathematics & economics
46
International journal of production research
44
The North American journal of economics and finance : a journal of financial economics studies
44
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ECONIS (ZBW)
14,409
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1
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14,409
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1
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:
2
Modelling and forecasting
mortgage
delinquency and foreclosure in the UK
Aron, Janine
;
Muellbauer, John
-
2016
Persistent link: https://www.econbiz.de/10011451644
Saved in:
3
Modelling and forecasting mortage delinquency and foreclosure in the UK
Aron, Janine
;
Muellbauer, John
-
2016
Persistent link: https://www.econbiz.de/10011494162
Saved in:
4
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:
5
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:
6
Mortgages : estimating default correlation and forecasting default risk
Neumann, Tobias
-
2018
Persistent link: https://www.econbiz.de/10011914364
Saved in:
7
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
Saved in:
8
Impact of
mortgage
soft information in loan pricing on default prediction using machine learning
Luong, Thi Mai
;
Scheule, Harald
;
Wanzare, Nitya
- In:
International review of finance : the official journal …
23
(
2023
)
1
,
pp. 158-186
Persistent link: https://www.econbiz.de/10014251350
Saved in:
9
Forecasting
mortgage
defaults : evidence from UK portfolio-level data
Makropoulos, Alexios
;
Savvopoulos, Anastasios
;
Jones, …
- In:
International journal of computational economics and …
5
(
2015
)
2
,
pp. 199-210
Persistent link: https://www.econbiz.de/10011342888
Saved in:
10
An empirical comparison of classification algorithms for
mortgage
default prediction : evidence from a distressed
mortgage
market
Fitzpatrick, Trevor
;
Mues, Christophe
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 427-439
Persistent link: https://www.econbiz.de/10011436704
Saved in:
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