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isPartOf:"Journal of applied econometrics"
subject:"USA"
~isPartOf:"Southern economic journal"
~subject:"Prognoseverfahren"
~subject:"VAR model"
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USA
Prognoseverfahren
VAR model
Theorie
1,642
Theory
1,642
United States
262
Estimation
186
Schätzung
186
Estimation theory
144
Schätztheorie
144
Time series analysis
95
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95
Forecasting model
68
History of economic thought
59
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59
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48
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334
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Clements, Michael P.
7
Clark, Todd E.
6
Marcellino, Massimiliano
5
Pesaran, M. Hashem
4
Carriero, Andrea
3
Franses, Philip Hans
3
Galvão, Ana Beatriz C.
3
Lee, Tae-hwy
3
McCracken, Michael W.
3
Wright, Jonathan H.
3
Bollerslev, Tim
2
Butler, John S.
2
Cebula, Richard J.
2
Darrat, Ali F.
2
Diebold, Francis X.
2
Dijk, Dick van
2
Eakin, B. Kelly
2
Ewing, Bradley T.
2
Fleissig, Adrian R.
2
Giacomini, Raffaella
2
Granderson, Gerald
2
Hautsch, Nikolaus
2
Hendry, David F.
2
Huber, Florian
2
Jäger, Albert
2
Kapetanios, George
2
Kilian, Lutz
2
Koop, Gary
2
Koopman, Siem Jan
2
Kuan, Chung-ming
2
Laurent, Sébastien
2
MacKinnon, James G.
2
Mitchell, James
2
Payne, James E.
2
Phillips, Peter C. B.
2
Polachek, Solomon W.
2
Romeo, Charles J.
2
Sheehan, Richard Gerhard
2
Smyth, David J.
2
Urbain, Jean-Pierre
2
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Journal of applied econometrics
Southern economic journal
Working paper / National Bureau of Economic Research, Inc.
1,458
International journal of forecasting
691
Journal of forecasting
454
Discussion paper / Centre for Economic Policy Research
452
European journal of operational research : EJOR
446
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
322
The American economic review
321
Working paper
301
Economics letters
298
Journal of econometrics
265
Applied economics
251
The review of economics and statistics
251
American journal of agricultural economics
249
The review of financial studies
236
Computers & operations research : and their applications to problems of world concern ; an international journal
232
Journal of monetary economics
223
The journal of finance : the journal of the American Finance Association
222
CESifo working papers
221
Journal of banking & finance
200
Discussion paper series / IZA
195
Finance and economics discussion series
189
International journal of production research
185
Journal of political economy
184
NBER working paper series
184
Journal of economic dynamics & control
181
Journal of money, credit and banking : JMCB
172
Applied economics letters
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Discussion paper / Tinbergen Institute
161
Economic modelling
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Journal of financial economics
158
Journal of macroeconomics
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NBER Working Paper
149
Economic inquiry : journal of the Western Economic Association International
144
Discussion paper
141
International journal of production economics
140
Energy economics
137
International economic review
134
The economic journal : the journal of the Royal Economic Society
132
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ECONIS (ZBW)
334
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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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