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isPartOf:"The journal of economics"
subject:"Forecasting model"
~isPartOf:"Applied economics letters"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
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Forecasting model
Estimation
2,063
Schätzung
2,062
Theorie
473
Theory
473
USA
339
United States
339
Capital income
273
Kapitaleinkommen
273
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240
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240
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224
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220
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195
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Guo, Hui
3
Gupta, Rangan
3
Li, Junye
3
Ma, Feng
3
Pierdzioch, Christian
3
Carrasco, Marine
2
Chan, Joshua
2
Delle Monache, Davide
2
Diebold, Francis X.
2
Dueker, Michael
2
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2
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2
Koop, Gary
2
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2
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2
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2
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2
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2
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2
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2
Ravazzolo, Francesco
2
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2
Russo, Benjamin
2
Siliverstovs, Boriss
2
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2
Venditti, Fabrizio
2
Watson, Mark W.
2
Zaremba, Adam
2
Zhu, Jie
2
Zhu, Xiaoneng
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1
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1
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1
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1
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The journal of economics
Applied economics letters
Journal of banking & finance
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
International journal of forecasting
157
Journal of forecasting
108
Finance research letters
99
Applied economics
78
Journal of empirical finance
66
International review of financial analysis
64
Economic modelling
63
Journal of econometrics
63
Energy economics
61
Journal of financial economics
58
Discussion paper / Centre for Economic Policy Research
55
International review of economics & finance : IREF
55
Working paper
53
Working paper / National Bureau of Economic Research, Inc.
49
The North American journal of economics and finance : a journal of financial economics studies
48
NBER working paper series
46
NBER Working Paper
45
Economics letters
42
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
38
CESifo working papers
36
Journal of international money and finance
36
Discussion paper / Tinbergen Institute
34
Pacific-Basin finance journal
34
Finance and economics discussion series
32
The European journal of finance
32
Journal of applied econometrics
30
Journal of international financial markets, institutions & money
30
Discussion papers / CEPR
27
Management science : journal of the Institute for Operations Research and the Management Sciences
26
International journal of finance & economics : IJFE
25
Discussion paper / Deutsche Bundesbank
24
Applied financial economics
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Research in international business and finance
23
The journal of futures markets
23
Journal of risk and financial management : JRFM
22
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
195
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1
FNETS : factor-adjusted network estimation and forecasting for high-dimensional time series
Barigozzi, Matteo
;
Cho, Haeran
;
Owens, Dom
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
3
,
pp. 890-902
Persistent link: https://www.econbiz.de/10015053503
Saved in:
2
Modeling and forecasting macroeconomic downside risk
Delle Monache, Davide
;
De Polis, Andrea
;
Petrella, Ivan
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
3
,
pp. 1010-1025
Persistent link: https://www.econbiz.de/10015053528
Saved in:
3
SVARs identification through bounds on the forecast error variance
Volpicella, Alessio
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1291-1301
Persistent link: https://www.econbiz.de/10013539513
Saved in:
4
Does variance risk premium predict expected returns?
Kuang, Xian-Ji
;
Hsu, Yueh-Hua
;
Chang, Alan
;
Lin, Shih-kuei
- In:
Applied economics letters
31
(
2024
)
13
,
pp. 1227-1233
Persistent link: https://www.econbiz.de/10014558807
Saved in:
5
Powerful backtests for historical simulation expected shortfall models
Du, Zaichao
;
Pei, Pei
;
Wang, Xuhui
;
Yang, Tao
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
3
,
pp. 864-874
Persistent link: https://www.econbiz.de/10015053499
Saved in:
6
The sum of all fears : forecasting international returns using option-implied risk measures
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248207
Saved in:
7
Foreign exchange exposure and analysts' earnings forecasts
Yusoff, Iliyas
;
Chen, Chen
;
Lai, Karen
;
Naiker, Vic
; …
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014248219
Saved in:
8
So sue me! : the cross section of stock returns related to patent infringement allegations
Bereskin, Fred
;
Hsu, Po-Hsuan
;
Latham, William R.
; …
- In:
Journal of banking & finance
148
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014248279
Saved in:
9
Newspaper-based equity uncertainty or implied volatility index : new evidence from oil market volatility predictability
Lu, Xinjie
;
Ma, Feng
;
Li, Pan
;
Li, Tao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 960-964
Persistent link: https://www.econbiz.de/10014303607
Saved in:
10
Forecasting exchange rate markets' volatility of G7 countries : will stock market volatility help?
Zhang, Feipeng
;
Zhang, Zhao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 991-999
Persistent link: https://www.econbiz.de/10014303619
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