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isPartOf:"Journal of applied econometrics"
subject:"USA"
~isPartOf:"Journal of econometrics"
~subject:"Prognoseverfahren"
~subject:"Time series analysis"
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USA
Prognoseverfahren
Time series analysis
Theorie
2,167
Theory
2,167
Estimation theory
504
Schätztheorie
504
Zeitreihenanalyse
415
Estimation
308
Schätzung
308
Forecasting model
192
United States
188
Volatility
158
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158
Statistical test
154
Statistischer Test
154
Nichtparametrisches Verfahren
152
Nonparametric statistics
152
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134
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134
Bayes-Statistik
117
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Phillips, Peter C. B.
18
Koop, Gary
14
Pesaran, M. Hashem
11
Swanson, Norman R.
10
Diebold, Francis X.
9
Clark, Todd E.
8
Clements, Michael P.
8
Patton, Andrew J.
8
Franses, Philip Hans
7
Marcellino, Massimiliano
7
Mariano, Roberto S.
7
Yu, Jun
7
Giacomini, Raffaella
6
Schorfheide, Frank
6
Teräsvirta, Timo
6
Timmermann, Allan
6
Xiao, Zhijie
6
Bollerslev, Tim
5
Carriero, Andrea
5
Chen, Xiaohong
5
Corradi, Valentina
5
Dijk, Herman K. van
5
Elliott, Graham
5
Ghysels, Eric
5
Gonzalo, Jesús
5
Granger, C. W. J.
5
Hallin, Marc
5
Hendry, David F.
5
Hong, Yongmiao
5
Koopman, Siem Jan
5
Linton, Oliver
5
Lütkepohl, Helmut
5
McCracken, Michael W.
5
Nielsen, Morten Ørregaard
5
Rombouts, Jeroen V. K.
5
Steel, Mark F. J.
5
Taylor, Robert
5
Andersen, Torben
4
Aït-Sahalia, Yacine
4
Baillie, Richard
4
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Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
National Bureau of Economic Research
1
National Science Foundation
1
Sir Clive Granger Memorial Conference <2010, Nottingham>
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
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Journal of applied econometrics
Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
1,476
International journal of forecasting
731
Journal of forecasting
518
Economics letters
488
European journal of operational research : EJOR
467
Discussion paper / Centre for Economic Policy Research
446
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
432
The American economic review
325
Working paper
325
Applied economics
310
Discussion paper / Tinbergen Institute
279
The review of economics and statistics
268
American journal of agricultural economics
258
Computers & operations research : and their applications to problems of world concern ; an international journal
237
The review of financial studies
237
The journal of finance : the journal of the American Finance Association
224
CESifo working papers
220
Journal of monetary economics
215
Journal of banking & finance
210
Econometric theory
209
Economic modelling
209
Applied economics letters
208
NBER working paper series
208
Journal of economic dynamics & control
203
International journal of production research
195
Finance and economics discussion series
192
Discussion paper series / IZA
191
Journal of political economy
185
Econometric reviews
179
NBER Working Paper
175
Southern economic journal
175
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
174
Journal of money, credit and banking : JMCB
172
Journal of financial economics
168
Energy economics
155
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
154
Journal of macroeconomics
154
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
149
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ECONIS (ZBW)
683
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1
Exchange rates and macroeconomic fundamentals : evidence of instabilities from time-varying factor loadings
Hillebrand, Eric
;
Mikkelsen, Jakob Guldbæk
;
Spreng, Lars
; …
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 857-877
Persistent link: https://www.econbiz.de/10014432197
Saved in:
2
Nowcasting from cross-sectionally dependent panels
Fosten, Jack
;
Nandi, Shaoni
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 898-919
Persistent link: https://www.econbiz.de/10014432199
Saved in:
3
General Bayesian time-varying parameter vector autoregressions for modeling government bond yields
Fischer, Manfred M.
;
Hauzenberger, Niko
;
Huber, Florian
; …
- In:
Journal of applied econometrics
38
(
2023
)
1
,
pp. 69-87
Persistent link: https://www.econbiz.de/10014287924
Saved in:
4
Density forecasting with Bayesian Vector Autoregressive models under macroeconomic data uncertainty
Clements, Michael P.
;
Galvão, Ana Beatriz C.
- In:
Journal of applied econometrics
38
(
2023
)
2
,
pp. 164-185
Persistent link: https://www.econbiz.de/10014287961
Saved in:
5
Deep distributional time series models and the probabilistic forecasting of intraday electricity prices
Klein, Nadja
;
Smith, Michael S.
;
Nott, David J.
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 493-511
Persistent link: https://www.econbiz.de/10014288014
Saved in:
6
Subspace shrinkage in conjugate Bayesian vector autoregressions
Huber, Florian
;
Koop, Gary
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 556-576
Persistent link: https://www.econbiz.de/10014288019
Saved in:
7
Forecast uncertainty, disagreement, and the linear pool
Knüppel, Malte
;
Krüger, Fabian
- In:
Journal of applied econometrics
37
(
2022
)
1
,
pp. 23-41
Persistent link: https://www.econbiz.de/10013165163
Saved in:
8
Forecasting low-frequency macroeconomic events with high-frequency data
Galvão, Ana Beatriz C.
;
Owyang, Michael T.
- In:
Journal of applied econometrics
37
(
2022
)
7
,
pp. 1314-1333
Persistent link: https://www.econbiz.de/10013473971
Saved in:
9
Long-run predictability tests are even worse than you thought
Hjalmarsson, Erik
;
Kiss, Tamás
- In:
Journal of applied econometrics
37
(
2022
)
7
,
pp. 1334-1355
Persistent link: https://www.econbiz.de/10013473977
Saved in:
10
Forecasting and stress testing with quantile vector autoregression
Chavleishvili, Sulkhan
;
Manganelli, Simone
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 66-85
Persistent link: https://www.econbiz.de/10014474437
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