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subject:"Forecasting model"
subject:"Stock market"
~accessRights:"restricted"
~isPartOf:"International journal of forecasting"
~subject:"United States"
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Forecasting model
Stock market
United States
Estimation
113
Schätzung
113
Prognoseverfahren
103
Theorie
55
Theory
55
Time series analysis
50
Zeitreihenanalyse
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International journal of forecasting
Working paper / National Bureau of Economic Research, Inc.
466
Discussion paper / Centre for Economic Policy Research
399
Finance research letters
166
Applied economics
128
Economic modelling
128
International review of financial analysis
104
The North American journal of economics and finance : a journal of financial economics studies
102
International review of economics & finance : IREF
99
Energy economics
96
Research in international business and finance
78
Applied economics letters
73
Journal of banking & finance
69
Journal of empirical finance
61
Economics letters
58
Journal of financial economics
57
Journal of international financial markets, institutions & money
57
Journal of econometrics
55
American economic journal : a journal of the American Economic Association
54
Pacific-Basin finance journal
54
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
51
Discussion papers / CEPR
48
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
48
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
48
Journal of international money and finance
45
SpringerLink / Bücher
43
Journal of forecasting
40
The European journal of finance
38
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
35
The review of financial studies
35
Journal of applied econometrics
33
Emerging markets, finance and trade : EMFT
32
The American economic review
32
Journal of economic dynamics & control
31
International journal of finance & economics : IJFE
30
Journal of financial markets
29
Academy of Management journal : AMJ
28
Review of quantitative finance and accounting
28
Management science : journal of the Institute for Operations Research and the Management Sciences
25
Journal of financial and quantitative analysis : JFQA
24
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104
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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
Saved in:
9
Estimation of a dynamic multi-level factor model with possible long-range dependence
Ergemen, Yunus Emre
;
Rodríguez-Caballero, Carlos Vladimir
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 405-430
Persistent link: https://www.econbiz.de/10014462789
Saved in:
10
Multi-population mortality projection : the augmented common factor model with structural breaks
Wang, Pengjie
;
Pantelous, Athanasios A.
;
Vahid, Farshid
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 450-469
Persistent link: https://www.econbiz.de/10014462791
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