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subject:"Forecasting model"
subject:"Stock market"
~isPartOf:"International journal of forecasting"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"United States"
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Forecasting model
Stock market
United States
Estimation
371
Schätzung
371
Prognoseverfahren
173
Theorie
130
Theory
130
Time series analysis
86
Zeitreihenanalyse
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Gupta, Rangan
8
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3
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International journal of forecasting
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Working paper / National Bureau of Economic Research, Inc.
1,526
Discussion paper / Centre for Economic Policy Research
430
Discussion paper series / IZA
425
Applied economics
375
Applied economics letters
245
NBER working paper series
226
CESifo working papers
204
Economic modelling
191
Finance and economics discussion series
184
Finance research letters
177
The review of economics and statistics
172
NBER Working Paper
166
Working paper
166
Applied financial economics
163
The American economic review
155
International review of financial analysis
151
Journal of banking & finance
151
The journal of finance : the journal of the American Finance Association
150
International review of economics & finance : IREF
148
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
144
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
143
Journal of international money and finance
127
The North American journal of economics and finance : a journal of financial economics studies
126
Economics letters
124
Journal of applied econometrics
122
Journal of econometrics
119
Journal of financial economics
117
Energy economics
116
Journal of empirical finance
114
Journal of forecasting
113
The journal of futures markets
107
Journal of international financial markets, institutions & money
98
The review of financial studies
95
Discussion paper
92
Journal of money, credit and banking : JMCB
92
Research in international business and finance
91
Journal of financial and quantitative analysis : JFQA
89
Journal of political economy
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ECONIS (ZBW)
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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
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:
3
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:
4
Dynamic inflation hedging performance and downside risk : a comparison between Islamic and conventional stock indices
Selmi, Refk
;
Wohar, Mark E.
;
Deisting, Florent
; …
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 56-67
Persistent link: https://www.econbiz.de/10014461539
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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