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~type_genre:"Aufsatz in Zeitschrift"
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A new index of financial condi...
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Forecasting model
2,216
Prognoseverfahren
2,216
Forecasting
1,412
forecasting
957
Theorie
938
Theory
938
Time series analysis
720
Zeitreihenanalyse
720
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558
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556
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535
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534
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478
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478
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258
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258
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255
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255
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251
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251
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251
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251
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242
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242
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236
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236
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226
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226
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197
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196
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190
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190
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189
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188
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172
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171
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165
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165
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158
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158
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Undetermined
1,623
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1,356
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Article
3,500
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41
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Aufsatz in Zeitschrift
Working Paper
9,752
Graue Literatur
4,813
Non-commercial literature
4,813
Arbeitspapier
4,659
Article in journal
3,541
Article
1,014
Conference Paper
202
Conference paper
76
Konferenzbeitrag
76
Research Report
56
Thesis
44
Konferenzschrift
42
Aufsatz im Buch
35
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35
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23
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19
Amtsdruckschrift
17
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17
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13
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12
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12
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11
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10
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7
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7
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5
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5
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5
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3
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3
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3
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3
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66
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Gupta, Rangan
77
Pierdzioch, Christian
47
Petropoulos, Fotios
26
Kourentzes, Nikolaos
20
Cholodilin, Konstantin Arkadʹevič
18
Moosa, Imad A.
17
McAleer, Michael
15
Claveria, Oscar
14
Liang, Chao
14
Babai, M. Zied
13
Balcilar, Mehmet
13
Heinisch, Katja
13
Ma, Feng
13
Marcellino, Massimiliano
13
McMillan, David G.
13
Ravazzolo, Francesco
13
Ruelke, Jan-Christoph
13
Franses, Philip Hans
12
Holtemöller, Oliver
12
Salisu, Afees A.
12
Torra, Salvador
12
Zeddies, Götz
12
Monte, Enric
11
Gkonkas, Periklēs
10
Boylan, John E.
9
Bratu, Mihaela
9
Michelsen, Claus
9
Nikolopoulos, Konstantinos
9
Papadimitriou, Theophilos
9
Wang, Yudong
9
Burns, Kelly
8
Fildes, Robert
8
Gillas, Konstantinos Gkillas
8
Hyndman, Rob J.
8
Mustofa Usman
8
O'Hare, Colin
8
Rostami-Tabar, Bahman
8
Russel, Edwin
8
Sbrana, Giacomo
8
Assimakopoulos, V.
7
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Institut für Wirtschaftsforschung Halle
5
Arbeitskreis Konjunktur des IWH
1
Gender Audits Forecasting Collaboration
1
Slovensko društvo informatika
1
Published in...
All
International journal of forecasting
165
Econometrics : open access journal
113
European journal of operational research : EJOR
80
Journal of forecasting
76
Journal of risk and financial management : JRFM
64
Energy economics
63
Quantitative economics : QE ; journal of the Econometric Society
61
Cogent economics & finance
60
Applied economics
53
Economic modelling
50
International Journal of Energy Economics and Policy : IJEEP
49
Technological forecasting & social change : an international journal
48
Applied economics letters
43
CBN journal of applied statistics
42
International journal of production research
37
Financial innovation : FIN
36
Finance research letters
35
International journal of production economics
35
Journal of econometrics
35
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
33
International review of financial analysis
33
Risks : open access journal
33
Revista de métodos cuantitativos para la economía y la empresa
32
Economies : open access journal
31
Journal of empirical finance
31
Economics / Journal articles : the open-access, open-assessment journal
30
Management science : journal of the Institute for Operations Research and the Management Sciences
30
SERIEs : Journal of the Spanish Economic Association
27
Computational economics
26
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
25
DIW-Wochenbericht : Wirtschaft, Politik, Wissenschaft
23
Economics letters
22
Journal of business economics and management
22
The European journal of finance
21
Amfiteatru economic : an economic and business research periodical
20
International Journal of Financial Studies : open access journal
20
The North American journal of economics and finance : a journal of financial economics studies
20
Journal of banking & finance
19
Journal of international money and finance
19
International journal of finance & economics : IJFE
18
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ECONIS (ZBW)
3,541
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1
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10
of
3,541
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relevance
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date (newest first)
date (oldest first)
1
Forecasting
inflation in Mongolia : a dynamic model averaging approach
Doojav, Gan-Ochir
;
Luvsannyam, Davaajargal
- In:
Journal of time series econometrics
15
(
2023
)
1
,
pp. 27-48
Persistent link: https://www.econbiz.de/10014288359
Saved in:
2
Employing machine learning algorithms to build trading strategies with higher than risk-free returns
Uzunlu, Baris Yalin
;
Hussain, Syed Muzammil
- In:
International econometric review
12
(
2020
)
2
,
pp. 112-138
This research aims at exploring whether simple trading strategies developed using state-ofthe-art Machine Learning (ML) algorithms can guarantee more than the risk-free rate of return or not. For this purpose, the direction of S&P 500 Index returns on every 6th day (SPYRETDIR6) and magnitude of...
Persistent link: https://www.econbiz.de/10012432999
Saved in:
3
Forecasting
Spanish unemployment with Google Trends and dimension reduction techniques
Mulero, Rodrigo
;
Garcia-Hiernaux, Alfredo
- In:
SERIEs : Journal of the Spanish Economic Association
12
(
2021
)
3
,
pp. 329-349
variables or which ones to use. The results of a recursive
forecasting
exercise reveal a statistically significant increase in …
Persistent link: https://www.econbiz.de/10012612549
Saved in:
4
Learning from errors while
forecasting
inflation : a case for intercept correction
Malik, Muhammad Jahanzeb
;
Hanif, Muhammad Nadim
- In:
International econometric review
11
(
2019
)
1
,
pp. 24-38
.
Forecasting
from such a model assuming "no structural break" and "correct model" is tantamount to ignoring important aspects of …) a random walk model. Optimal IC approach, though computational intensive, outperforms in
forecasting
next period …
Persistent link: https://www.econbiz.de/10012040055
Saved in:
5
Forecasting
the unemployment rate using the degree of agreement in consumer unemployment expectations
Claveria, Oscar
- In:
Journal for labour market research
53
(
2019
)
3
,
pp. 1-10
as benchmark. Finally, we replicate the
forecasting
experiment including as predictors both an indicator of unemployment …
Persistent link: https://www.econbiz.de/10012147303
Saved in:
6
Testing volatility in Nigeria stock market using GARCH models
Atoi, Ngozi V.
- In:
CBN journal of applied statistics
5
(
2014
)
2
,
pp. 65-93
forecasting
volatility model with the most appropriate error distribution. The results suggest the presence of leverage effect …
forecasting
model that could guarantee a sound policy decisions. …
Persistent link: https://www.econbiz.de/10011489480
Saved in:
7
Forecasting
industrial production using its aggregated and disaggregated series or a combination of both : evidence from one emerging market economy
Prince, Diogo de
;
Marçal, Emerson Fernandes
;
Pereira, …
- In:
Econometrics : open access journal
10
(
2022
)
2
,
pp. 1-34
improves the
forecasting
of the aggregated series compared to using the aggregated series alone. We used econometric techniques …-horizon Superior Predictive Ability (uSPA) tests, used to select the best
forecasting
model by combining different horizons. Our sample …
forecasting
horizons that are more than one month ahead using the mean square error, and the aggregated ETS has better
forecasting
…
Persistent link: https://www.econbiz.de/10013355068
Saved in:
8
Model validation and DSGE modeling
Poudyal, Niraj
;
Spanos, Aris
- In:
Econometrics : open access journal
10
(
2022
)
2
,
pp. 1-25
, including statistical misspecification, non-identification of deep parameters, substantive inadequacy, weak
forecasting
…
Persistent link: https://www.econbiz.de/10013355187
Saved in:
9
Automatic time series modeling and
forecasting
: a replication case study of
forecasting
real GDP, the unemployment rate and the impact of leading economic indicators
Guerard, John Baynard
;
Thomakos, Dimitrios D.
;
Kyriazi, …
- In:
Cogent economics & finance
8
(
2020
)
1
,
pp. 1-20
We test and report on time series modelling and
forecasting
using several US. Leading economic indicators (LEI) as an … input to
forecasting
real US. GDP and the unemployment rate. These time series have been addressed before, but our results … unemployment rate series. We tested the
forecasting
ability of best univariate and best bivariate models over 60- and 120-period …
Persistent link: https://www.econbiz.de/10012214684
Saved in:
10
Bivariate volatility modeling with high-frequency data
Matei, Marius
;
Rovira, Xari
;
Agell, Núria
- In:
Econometrics : open access journal
7
(
2019
)
3/41
,
pp. 1-15
volatility information improves the day volatility estimation. The results indicate a
forecasting
improvement using bivariate …
Persistent link: https://www.econbiz.de/10012160811
Saved in:
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