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isPartOf:"The journal of economics"
subject:"Forecasting model"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Exchange rate"
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Forecasting model
Exchange rate
Estimation
622
Schätzung
622
Theorie
266
Theory
266
Prognoseverfahren
210
Time series analysis
170
Zeitreihenanalyse
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Huber, Florian
5
Koopman, Siem Jan
5
Franses, Philip Hans
4
Marcellino, Massimiliano
4
Athanasopoulos, George
3
Chan, Joshua
3
Guérin, Pierre
3
Pesaran, M. Hashem
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2
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2
Gerlach, Richard
2
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2
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2
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2
Groen, Jan J. J.
2
Herwartz, Helmut
2
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Mitchell, James
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2
Nakajima, Jouchi
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2
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The journal of economics
International journal of forecasting
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Applied economics
134
Journal of international money and finance
117
Journal of forecasting
109
Economic modelling
107
Finance research letters
100
International review of economics & finance : IREF
99
Working paper / National Bureau of Economic Research, Inc.
89
NBER working paper series
87
Journal of banking & finance
85
Applied economics letters
84
NBER Working Paper
84
The North American journal of economics and finance : a journal of financial economics studies
82
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81
CESifo working papers
79
International review of financial analysis
79
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76
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74
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69
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69
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64
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63
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
60
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60
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54
Economics letters
54
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48
International journal of economics and financial issues : IJEFI
46
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International journal of economics and finance
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IMF working papers
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Pacific-Basin finance journal
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35
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ECONIS (ZBW)
233
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1
2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns : Out-of-sample comparison of conditional EVT models
Tomlinson, Matthew F.
;
Greenwood, David
; …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 324-347
Persistent link: https://www.econbiz.de/10014450274
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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
Saved in:
10
Does the Phillips curve help to forecast euro area inflation?
Bańbura, Marta
;
Bobeica, Elena
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 364-390
Persistent link: https://www.econbiz.de/10014462787
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