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accessRights:"restricted"
isPartOf:"Journal of Multivariate Analysis"
~isPartOf:"International journal of forecasting"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
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Estimation
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Gupta, Rangan
8
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Journal of Multivariate Analysis
International journal of forecasting
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Discussion paper / Centre for Economic Policy Research
1,255
Working paper / National Bureau of Economic Research, Inc.
765
Applied economics
593
Economic modelling
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Discussion papers / CEPR
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Applied economics letters
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Economics letters
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International review of economics & finance : IREF
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Journal of econometrics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
250
The North American journal of economics and finance : a journal of financial economics studies
236
International review of financial analysis
221
Journal of international money and finance
219
SpringerLink / Bücher
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Journal of banking & finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
194
Research in international business and finance
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Labour economics : official journal of the European Association of Labour Economists
165
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
153
Journal of economic dynamics & control
152
Journal of empirical finance
149
Journal of financial economics
147
Journal of international financial markets, institutions & money
144
European economic review : EER
139
Journal of economic behavior & organization : JEBO
139
International journal of economics and finance
137
Journal of macroeconomics
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
130
Emerging markets, finance and trade : EMFT
115
International journal of finance & economics : IJFE
112
Pacific-Basin finance journal
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Management science : journal of the Institute for Operations Research and the Management Sciences
106
Macroeconomic dynamics
103
Economics of education review
100
American economic journal : a journal of the American Economic Association
99
Journal of international economics
99
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ECONIS (ZBW)
252
RePEc
3
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1
Forecasting in factor augmented regressions under structural change
Massacci, Daniele
;
Kapetanios, George
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 62-76
Persistent link: https://www.econbiz.de/10014450259
Saved in:
2
A time-varying skewness model for Growth-at-Risk
Iseringhausen, Martin
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 229-246
Persistent link: https://www.econbiz.de/10014450268
Saved in:
3
Decomposing the yield curve with linear regressions and survey information
Halberstadt, Arne
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 25-39
Persistent link: https://www.econbiz.de/10014461532
Saved in:
4
Dynamic inflation hedging performance and downside risk : a comparison between Islamic and conventional stock indices
Selmi, Refk
;
Wohar, Mark E.
;
Deisting, Florent
; …
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 56-67
Persistent link: https://www.econbiz.de/10014461539
Saved in:
5
Hedging demand and near-zero swap spreads : evidence from the Chinese interest rate swap market
Li, Shaoyu
;
Zhu, Chunhui
;
Shang, Yuhuang
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 170-185
Persistent link: https://www.econbiz.de/10014461557
Saved in:
6
Real estate illiquidity and returns : a time-varying regional perspective
Ellington, Michael
;
Fu, Xi
;
Zhu, Yunyi
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 58-72
Persistent link: https://www.econbiz.de/10014462768
Saved in:
7
Daily news sentiment and monthly surveys : a mixed-frequency dynamic factor model for nowcasting consumer confidence
Algaba, Andres
;
Borms, Samuel
;
Boudt, Kris
;
Verbeken, Brecht
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 266-278
Persistent link: https://www.econbiz.de/10014462779
Saved in:
8
FRED-SD : a real-time database for state-level data with forecasting applications
Bokun, Kathryn O.
;
Jackson, Laura
;
Kliesen, Kevin L.
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 279-297
Persistent link: https://www.econbiz.de/10014462780
Saved in:
9
Nowcasting German GDP : foreign factors, financial markets, and model averaging
Andreini, Paolo
;
Hasenzagl, Thomas
;
Reichlin, Lucrezia
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 298-313
Persistent link: https://www.econbiz.de/10014462781
Saved in:
10
Forecasting expected shortfall : should we use a multivariate model for stock market factors?
Fortin, Alain-Philippe
;
Simonato, Jean-Guy
;
Dionne, Georges
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 314-331
Persistent link: https://www.econbiz.de/10014462782
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