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isPartOf:"The journal of economics"
subject:"Forecasting model"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of econometrics"
~type:"article"
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Forecasting model
Estimation
891
Schätzung
886
Theorie
322
Theory
322
Estimation theory
254
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254
USA
194
United States
194
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101
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Clark, Todd E.
4
Fan, Jianqing
3
Ghysels, Eric
3
Kim, Donggyu
3
Marcellino, Massimiliano
3
McCracken, Michael W.
3
Todorov, Viktor
3
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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
Patton, Andrew J.
2
Pesaran, M. Hashem
2
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2
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2
Tu, Yundong
2
Valkanov, Rossen I.
2
Wel, Michel van der
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1
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1
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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
Journal of applied econometrics
Journal of econometrics
International journal of forecasting
151
Journal of forecasting
107
Finance research letters
88
Applied economics
78
Journal of banking & finance
77
Journal of empirical finance
65
Economic modelling
63
International review of financial analysis
63
Journal of financial economics
58
Applied economics letters
55
Energy economics
53
International review of economics & finance : IREF
53
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
51
The North American journal of economics and finance : a journal of financial economics studies
48
Economics letters
42
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
38
Journal of international money and finance
34
Pacific-Basin finance journal
32
Journal of international financial markets, institutions & money
30
The European journal of finance
29
Management science : journal of the Institute for Operations Research and the Management Sciences
25
Applied financial economics
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
The journal of futures markets
23
International journal of finance & economics : IJFE
22
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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Journal of financial markets
20
Quantitative finance
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Research in international business and finance
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Econometric reviews
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Journal of economic dynamics & control
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Journal of money, credit and banking : JMCB
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Journal of macroeconomics
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Journal of financial and quantitative analysis : JFQA
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Review of quantitative finance and accounting
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
15
International journal of economics and finance
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ECONIS (ZBW)
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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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