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subject:"Forecasting model"
subject:"Stock market"
~isPartOf:"Journal of forecasting"
~subject:"Geldpolitik"
~type_genre:"Article in journal"
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Forecasting model
Stock market
Geldpolitik
Estimation
143
Schätzung
143
Prognoseverfahren
107
Theorie
74
Theory
74
Time series analysis
49
Zeitreihenanalyse
49
Capital income
31
Kapitaleinkommen
31
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28
Volatilität
28
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24
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24
Estimation theory
18
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18
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Forecast
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forecasting
14
Regression analysis
13
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13
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12
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11
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9
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Leading indicator
9
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VAR-Modell
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109
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Article in journal
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109
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109
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Chan, Ngai Hang
3
Gupta, Rangan
3
Cepni, Oguzhan
2
Karathanasopoulos, Andreas
2
O'Hare, Colin
2
Pierdzioch, Christian
2
Schumacher, Christian
2
Ullah, Wali
2
Wang, Yudong
2
Zhang, Yaojie
2
An, Yang
1
Andrews, Rick L.
1
Apostolakis, George N.
1
Asgharian, Hossein
1
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1
Basistha, Arabinda
1
Bekiros, Stelios D.
1
Belmonte, Miguel A. G.
1
Bikker, Jacob A.
1
Bisognin, C.
1
Black, Angela J.
1
Blanco-Fernández, Ángela
1
Bonato, Matteo
1
Bottomley, Paul A.
1
Boysen-Hogrefe, Jens
1
Breitung, Jörg
1
Brou, Jean Marcelin Bosson
1
Bruce, Andrew G.
1
Buchen, Teresa
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
Chen, Lu
1
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1
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1
Cheung, Stephen Y. L.
1
Cheung, Yin-Wong
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Journal of forecasting
Economic modelling
217
Applied economics
212
Finance research letters
174
Applied economics letters
159
International journal of forecasting
152
International review of economics & finance : IREF
147
International review of financial analysis
143
Journal of banking & finance
123
The North American journal of economics and finance : a journal of financial economics studies
123
Journal of international money and finance
111
Journal of empirical finance
102
Economics letters
94
Energy economics
93
Journal of international financial markets, institutions & money
92
Research in international business and finance
92
Applied financial economics
88
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
88
Journal of financial economics
80
Journal of macroeconomics
72
Journal of econometrics
70
Pacific-Basin finance journal
66
The European journal of finance
66
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
65
Journal of economic dynamics & control
65
International journal of finance & economics : IJFE
64
Journal of risk and financial management : JRFM
63
International journal of economics and finance
59
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
59
Journal of monetary economics
53
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
52
Journal of money, credit and banking : JMCB
51
Cogent economics & finance
48
Journal of applied econometrics
47
Macroeconomic dynamics
46
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
46
The empirical economics letters : a monthly international journal of economics
45
International journal of economics and financial issues : IJEFI
43
Review of quantitative finance and accounting
43
Journal of financial markets
34
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ECONIS (ZBW)
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
Risk-neutral moments and return predictability : international evidence
Zhang, Junyu
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1086-1111
Persistent link: https://www.econbiz.de/10014338814
Saved in:
3
The effects of shocks to interest rate expectations in the euro area : estimates at the country level
Mandler, Martin
;
Scharnagl, Michael
- In:
Journal of forecasting
42
(
2023
)
3
,
pp. 643-656
Persistent link: https://www.econbiz.de/10014292222
Saved in:
4
Macro-financial effects of monetary policy easing
Apostolakis, George N.
;
Giannellis, Nikolaos
; …
- In:
Journal of forecasting
42
(
2023
)
3
,
pp. 715-738
Persistent link: https://www.econbiz.de/10014292226
Saved in:
5
Spatial beta-convergence forecasting models : evidence from municipal homicide rates in Colombia
Santos-Marquez, Felipe
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 294-302
Persistent link: https://www.econbiz.de/10012817750
Saved in:
6
Forecasting value at risk and expected shortfall using high-frequency data of domestic and international stock markets
Wang, Man
;
Cheng, Yihan
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1595-1607
Persistent link: https://www.econbiz.de/10013465725
Saved in:
7
Forecasting VaR and ES in emerging markets : the role of time-varying higher moments
Trung Hai Le
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 402-414
Persistent link: https://www.econbiz.de/10014475347
Saved in:
8
Forecasting tourist flows in the COVID-19 era using nonparametric mixed-frequency VARs
You, Wan-hai
;
Huang, Yuming
;
Lee, Chien-chiang
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 473-489
Persistent link: https://www.econbiz.de/10014475363
Saved in:
9
Liquidity premiums, interest rate differentials, and nominal exchange rate prediction
Wang, Yi-Chiuan
;
Wu, Jyh-lin
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 138-158
Persistent link: https://www.econbiz.de/10014443191
Saved in:
10
Out-of-sample volatility prediction : rolling window, expanding window, or both?
Zhang, Yaojie
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 567-582
Persistent link: https://www.econbiz.de/10014532353
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