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isPartOf:"The journal of economics"
subject:"Forecasting model"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation"
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Forecasting model
Estimation
736
Schätzung
736
Theorie
217
Theory
217
USA
185
United States
185
Volatility
122
Volatilität
122
Capital income
97
Kapitaleinkommen
97
Börsenkurs
96
Share price
96
Prognoseverfahren
86
Welt
83
World
83
Time series analysis
70
Zeitreihenanalyse
70
Aktienmarkt
66
Stock market
66
Cointegration
53
Kointegration
53
Exchange rate
52
VAR model
52
VAR-Modell
52
Wechselkurs
52
Estimation theory
51
Schätztheorie
51
ARCH model
49
ARCH-Modell
49
Panel
43
Panel study
43
Geldpolitik
40
Monetary policy
40
Regression analysis
39
Regressionsanalyse
39
Spillover effect
39
Spillover-Effekt
39
Inflation
37
Bayes-Statistik
36
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Article
86
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Article in journal
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86
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English
86
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Gupta, Rangan
5
Clark, Todd E.
4
Dai, Zhifeng
4
Nonejad, Nima
3
Pierdzioch, Christian
3
Carriero, Andrea
2
Croushore, Dean Darrell
2
Lima, Luiz Renato
2
Marcellino, Massimiliano
2
McCracken, Michael W.
2
Russo, Benjamin
2
Wel, Michel van der
2
Wohar, Mark E.
2
Abel, Joshua
1
Ahmad, Nasir
1
Alemany, Nuria
1
Altavilla, Carlo
1
Amburgey, Aaron J.
1
Anjum, Hassan
1
Aragó, Vicent
1
Asai, Manabu
1
Babii, Andrii
1
Bai, Yu
1
Ball, Ryan T.
1
Baumeister, Christiane
1
Bec, Frédérique
1
Bellos, Sotirios K.
1
Brugal, Ivan
1
Caporin, Massimiliano
1
Chang, Carolyn C. W.
1
Chang, Chia-Lin
1
Chang, Hung-Chou
1
Chang, Xiaoming
1
Chavleishvili, Sulkhan
1
Chen, An-sing
1
Chen, Cathy W. S.
1
Chen, Zan
1
Cheng, Lee-Young
1
Cho, Dooyeon
1
Chong, Lee Lee
1
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The journal of economics
Journal of applied econometrics
The North American journal of economics and finance : a journal of financial economics studies
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 econometrics
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
50
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
22
Journal of financial markets
20
Quantitative finance
20
Research in international business and finance
20
Econometric reviews
19
Journal of economic dynamics & control
19
Journal of money, credit and banking : JMCB
19
Journal of macroeconomics
18
Journal of financial and quantitative analysis : JFQA
16
Review of quantitative finance and accounting
16
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
15
International journal of economics and finance
15
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ECONIS (ZBW)
86
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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
Forecasting VIX using two-component realized EGARCH model
Wu, Xinyu
;
Zhao, An
;
Liu, Li
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014484064
Saved in:
10
The time-varying risk-return trade-off and its explanatory and predictive factors
Alemany, Nuria
;
Aragó, Vicent
;
Salvador, Enrique
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-36
Persistent link: https://www.econbiz.de/10014485269
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