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isPartOf:"The journal of economics"
subject:"Forecasting model"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of econometrics"
~subject:"USA"
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Search: subject_exact:"Estimation"
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Forecasting model
USA
Estimation
894
Schätzung
889
Theorie
323
Theory
323
Estimation theory
255
Schätztheorie
255
United States
194
Time series analysis
151
Zeitreihenanalyse
151
Volatility
128
Volatilität
128
Nichtparametrisches Verfahren
126
Nonparametric statistics
126
Panel
120
Panel study
120
Regression analysis
102
Regressionsanalyse
102
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101
Börsenkurs
64
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64
Capital income
61
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61
Stochastic process
59
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59
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56
Bayesian inference
56
Factor analysis
49
Faktorenanalyse
49
Welt
49
World
49
Statistical test
43
Statistischer Test
43
VAR model
42
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42
Markov chain
40
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40
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38
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38
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Article
278
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2
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Collection of articles of several authors
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English
278
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Marcellino, Massimiliano
7
Koop, Gary
5
Pesaran, M. Hashem
5
Clark, Todd E.
4
Andersen, Torben
3
Bollerslev, Tim
3
Cortes, Bienvenido Santos
3
Fan, Jianqing
3
Ghysels, Eric
3
Kim, Donggyu
3
McCracken, Michael W.
3
Phillips, Peter C. B.
3
Todorov, Viktor
3
Andreou, Elena
2
Aruoba, S. Borağan
2
Aït-Sahalia, Yacine
2
Baltagi, Badi H.
2
Belzil, Christian
2
Carriero, Andrea
2
Catania, Leopoldo
2
Chesher, Andrew
2
Clark, William
2
Demetrescu, Matei
2
Diebold, Francis X.
2
Edgmand, Michael R.
2
Everaert, Gerdie
2
Ferrell, Dana
2
Fizel, John L.
2
Fleissig, Adrian R.
2
Fosten, Jack
2
Fulop, Andras
2
Hansen, Jörgen
2
Hong, Yongmiao
2
Inoue, Atsushi
2
Koopman, Siem Jan
2
Lee, Tae-hwy
2
Li, Mingliang
2
Lima, Luiz Renato
2
McAleer, Michael
2
Mroz, Thomas A.
2
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The journal of economics
Journal of applied econometrics
Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
1,509
Discussion paper series / IZA
424
Discussion paper / Centre for Economic Policy Research
419
Applied economics
320
Applied economics letters
187
NBER working paper series
187
CESifo working papers
183
Finance and economics discussion series
183
The review of economics and statistics
172
Working paper
162
International journal of forecasting
156
The American economic review
153
The journal of finance : the journal of the American Finance Association
148
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
139
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
135
NBER Working Paper
131
Journal of banking & finance
124
Economic modelling
123
Applied financial economics
117
Economics letters
112
Journal of forecasting
112
Journal of international money and finance
106
Finance research letters
105
Journal of financial economics
103
The journal of futures markets
101
The review of financial studies
94
International review of economics & finance : IREF
91
Journal of money, credit and banking : JMCB
90
Discussion paper
87
Energy economics
86
Journal of financial and quantitative analysis : JFQA
86
Journal of empirical finance
85
The North American journal of economics and finance : a journal of financial economics studies
85
International review of financial analysis
84
Journal of political economy
77
American economic journal : a journal of the American Economic Association
75
Journal of monetary economics
75
Discussion paper / Tinbergen Institute
71
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ECONIS (ZBW)
278
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1
The Federal Reserve's output gap : the unreliability of real-time reliability tests
Quast, Josefine
;
Wolters, Maik H.
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 1101-1111
Persistent link: https://www.econbiz.de/10014474421
Saved in:
2
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:
3
Identifying the effects of sanctions on the Iranian economy using newspaper coverage
Laudati, Dario
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
38
(
2023
)
3
,
pp. 271-294
Persistent link: https://www.econbiz.de/10014287986
Saved in:
4
Robust inference under time-varying volatility : a real-time evaluation of professional forecasters
Demetrescu, Matei
;
Hanck, Christoph
;
Kruse-Becher, Robinson
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 1010-1030
Persistent link: https://www.econbiz.de/10013464645
Saved in:
5
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:
6
Reassessing growth vulnerability
Cho, Dooyeon
;
Rho, Seunghwa
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 225-234
Persistent link: https://www.econbiz.de/10014471730
Saved in:
7
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
Saved in:
8
Panel data nowcasting : the case of price-earnings ratios
Babii, Andrii
;
Ball, Ryan T.
;
Ghysels, Eric
;
Striaukas, …
- In:
Journal of applied econometrics
39
(
2024
)
2
,
pp. 292-307
Persistent link: https://www.econbiz.de/10014517329
Saved in:
9
Penetrating sporadic return predictability
Tu, Yundong
;
Xie, Xinling
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471472
Saved in:
10
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
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