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A Note on Forecasting Treasury...
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Time series analysis
Prognoseverfahren
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Hyndman, Rob J.
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Ravazzolo, Francesco
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McAleer, Michael
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Caporale, Guglielmo Maria
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Timmermann, Allan
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Proietti, Tommaso
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Croux, Christophe
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Giannone, Domenico
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Huber, Florian
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Lucas, André
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Teräsvirta, Timo
23
Costantini, Mauro
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Korobilis, Dimitris
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Pick, Andreas
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Federal Reserve Bank of Richmond
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Federal Reserve System / Board of Governors
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Forschungsinstitut zur Zukunft der Arbeit
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Hochschule Anhalt (FH)
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Innovation Research Interchange
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Institut für Angewandte Wirtschaftsforschung
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International journal of forecasting
458
Journal of forecasting
238
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
116
Journal of econometrics
115
Economic modelling
88
Energy economics
86
Applied economics
82
Discussion paper / Tinbergen Institute
77
Working paper / Department of Econometrics and Business Statistics, Monash University
76
Working paper
61
Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
58
Journal of empirical finance
55
Computational economics
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Finance research letters
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Applied economics letters
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
46
CESifo working papers
44
International Journal of Energy Economics and Policy : IJEEP
41
International review of economics & finance : IREF
38
CREATES research paper
37
International review of financial analysis
37
The North American journal of economics and finance : a journal of financial economics studies
37
NBER working paper series
36
European journal of operational research : EJOR
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Journal of applied econometrics
35
Econometric reviews
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NBER Working Paper
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Working paper series / European Central Bank
34
Journal of risk and financial management : JRFM
30
Working paper / National Bureau of Economic Research, Inc.
30
CAMA working paper series
28
Journal of banking & finance
28
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
27
International journal of production economics
26
Journal of financial econometrics
26
Applied financial economics
25
Discussion paper / Centre for Economic Policy Research
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Econometric Institute research papers
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ECONIS (ZBW)
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1
The U.S. Treasury term structure and the distribution of real GDP growth
Durham, J. Benson
- In:
Journal of investment management : JOIM
19
(
2021
)
4
,
pp. 58-78
Persistent link: https://www.econbiz.de/10013164705
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2
Machine learning treasury yields
Kakushadze, Zura
;
Yu, Willie
- In:
Bulletin of applied economics
7
(
2020
)
1
,
pp. 1-65
Persistent link: https://www.econbiz.de/10012807008
Saved in:
3
Regime transplants in GDP growth forecasting : a recipe for better predictions?
Gelder, Lennard van
;
Stokman, Ad C. J.
-
2006
Persistent link: https://www.econbiz.de/10003351774
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4
A time-series disaggregated model to forecast GDP in the Eurozone
Minguez, Roman
;
Espasa Terrades, Antoni
- In:
Growth and cycle in the Euro-zone
,
(pp. 213-220)
.
2006
Persistent link: https://www.econbiz.de/10003412185
Saved in:
5
Forecasting GDP over the business cycle in a multi-frequency and data-rich environment
Bessec, Marie
;
Bouabdallah, Othman
-
2012
Persistent link: https://www.econbiz.de/10009574423
Saved in:
6
Short-term forecasting of Czech quarterly GDP using monthly indicators
Arnoštová, Kateřina
;
Havrlant, David
;
Ru°žička, Luboš
-
2010
Persistent link: https://www.econbiz.de/10009157830
Saved in:
7
Tracking world trade and GDP in real time
Golinelli, Roberto
;
Parigi, Giuseppe
- In:
International journal of forecasting
30
(
2014
)
4
,
pp. 847-862
Persistent link: https://www.econbiz.de/10010517782
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8
Estimating and forecasting Bahrain quarterly GDP growth using simple regression and factor-based methods
Naser, Hanan
- In:
Empirical economics : a journal of the Institute for …
49
(
2015
)
2
,
pp. 449-479
Persistent link: https://www.econbiz.de/10011332866
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9
Modelling and predicting the real GDP rate in Romania
Bratu, Mihaela
- In:
Journal of academic research in economics
6
(
2014
)
3
,
pp. 305-314
Persistent link: https://www.econbiz.de/10011348112
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10
Forecasting Portuguese GDP with factor models : pre- and post-crisis evidence
Dias, Francisco C.
;
Pinheiro, Maximiano
;
Rua, António
- In:
Economic modelling
44
(
2015
),
pp. 266-272
Persistent link: https://www.econbiz.de/10011326229
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