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subject:"Forecasting model"
subject:"United States"
~isPartOf:"Energy economics"
~isPartOf:"Journal of forecasting"
~subject:"VAR-Modell"
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Forecasting model
United States
VAR-Modell
Estimation
623
Schätzung
623
Oil price
197
Ölpreis
197
Volatility
170
Volatilität
170
Prognoseverfahren
160
Theorie
149
Theory
149
Welt
125
World
125
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84
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83
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77
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68
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66
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66
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64
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56
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56
USA
55
Commodity derivative
50
Rohstoffderivat
50
Economic growth
49
Oil market
49
VAR model
49
Wirtschaftswachstum
48
Erdöl
47
Petroleum
47
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English
235
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Wang, Yudong
8
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6
Ma, Feng
6
Lee, Chien-chiang
4
Liu, Li
4
Zhang, Yaojie
4
Balcilar, Mehmet
3
Chan, Ngai Hang
3
Nonejad, Nima
3
Thai-Ha Le
3
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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
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Miller, Stephen M.
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Pan, Zhiyuan
2
Park, Donghyun
2
Pierdzioch, Christian
2
Salisu, Afees A.
2
Schumacher, Christian
2
Shahzad, Syed Jawad Hussain
2
Ullah, Wali
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1
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1
Alam, Md. Samsul
1
An, Haizhong
1
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1
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1
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1
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Energy economics
Journal of forecasting
Working paper / National Bureau of Economic Research, Inc.
1,513
Discussion paper series / IZA
432
Discussion paper / Centre for Economic Policy Research
425
Applied economics
371
CESifo working papers
223
Applied economics letters
213
Working paper
211
NBER working paper series
200
Finance and economics discussion series
189
Economic modelling
176
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
172
The review of economics and statistics
172
International journal of forecasting
156
Economics letters
155
The American economic review
154
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
150
The journal of finance : the journal of the American Finance Association
148
NBER Working Paper
145
Journal of banking & finance
138
Journal of international money and finance
135
Journal of econometrics
130
Journal of applied econometrics
128
Applied financial economics
119
Finance research letters
118
International review of economics & finance : IREF
111
Discussion paper
105
Journal of financial economics
104
The North American journal of economics and finance : a journal of financial economics studies
104
The journal of futures markets
104
Journal of money, credit and banking : JMCB
102
Journal of macroeconomics
99
The review of financial studies
95
International review of financial analysis
94
Journal of economic dynamics & control
94
Journal of empirical finance
94
Journal of financial and quantitative analysis : JFQA
88
Journal of monetary economics
85
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ECONIS (ZBW)
235
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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
Modeling the relation between the US real economy and the corporate bond-yield spread in Bayesian VARs with non-Gaussian innovations
Kiss, Tamás
;
Mazur, Stepan
;
Nguyen, Hoang
;
Österholm, Pär
- In:
Journal of forecasting
42
(
2023
)
2
,
pp. 347-368
Persistent link: https://www.econbiz.de/10014292181
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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