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subject:"Forecasting model"
subject:"United States"
~isPartOf:"Finance and economics discussion series"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
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Forecasting model
United States
Estimation
900
Schätzung
899
USA
279
Theorie
220
Theory
220
Capital income
182
Kapitaleinkommen
182
Börsenkurs
148
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148
Volatility
141
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141
Stock market
103
Aktienmarkt
102
Prognoseverfahren
100
Welt
95
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Yield curve
73
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73
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69
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69
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63
Portfolio selection
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51
ARCH-Modell
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Kointegration
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Kim, Don H.
9
Zhou, Hao
9
D'Amico, Stefania
7
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5
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5
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5
Berger, Allen N.
4
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4
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4
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4
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4
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4
Santa-Clara, Pedro
4
Shan, Hui
4
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4
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3
Demiralp, Selva
3
Downing, Chris
3
Figura, Andrew
3
French, Mark W.
3
Kadyrzhanova, Dalida
3
Kiley, Michael T.
3
Maio, Paulo
3
Molloy, Raven S.
3
Nalewaik, Jeremy
3
Orphanides, Athanasios
3
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3
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3
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3
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3
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3
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3
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3
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3
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2
Balcilar, Mehmet
2
Bali, Turan G.
2
Bansal, Ravi
2
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2
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2
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Federal Reserve System / Division of Research and Statistics
10
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Finance and economics discussion series
International review of economics & finance : IREF
Journal of financial and quantitative analysis : JFQA
Working paper / National Bureau of Economic Research, Inc.
1,507
Discussion paper series / IZA
424
Discussion paper / Centre for Economic Policy Research
418
Applied economics
320
Applied economics letters
188
NBER working paper series
186
CESifo working papers
182
The review of economics and statistics
172
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162
International journal of forecasting
156
The American economic review
153
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148
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
138
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135
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131
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124
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123
Journal of applied econometrics
118
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117
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114
Economics letters
112
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112
Journal of international money and finance
106
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105
Journal of financial economics
103
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101
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90
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ECONIS (ZBW)
360
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1
The impact of uncertainty on investment : empirical challenges and a new estimator
Li, Delong
;
Sun, Yiguo
- In:
Journal of financial and quantitative analysis : JFQA
59
(
2024
)
1
,
pp. 307-338
Persistent link: https://www.econbiz.de/10014486462
Saved in:
2
Why does the yield curve predict GDP growth? : the role of banks
Minoiu, Camelia
;
Schneider, Andrés
;
Wei, Min
-
2023
-
This draft: July 10, 2023
Persistent link: https://www.econbiz.de/10014384968
Saved in:
3
Recession signals and business cycle dynamics : tying the pieces together
Kiley, Michael T.
-
2023
Persistent link: https://www.econbiz.de/10014282984
Saved in:
4
Financial and macroeconomic data through the lens of a nonlinear dynamic factor model
Guerrón-Quintana, Pablo A.
;
Khazanov, Alexey
;
Zhong, Molin
-
2023
Persistent link: https://www.econbiz.de/10014284236
Saved in:
5
Competition and R&D financing : evidence from the biopharmaceutical industry
Thakor, Richard T.
;
Lo, Andrew W.
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
5
,
pp. 1885-1928
Persistent link: https://www.econbiz.de/10013367043
Saved in:
6
Liquidity and realized volatility prediction in Chinese stock market : a time-varying transitional dynamic perspective
Xu, Yanyan
;
Liu, Jing
;
Ma, Feng
;
Chu, Jielei
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 543-560
Persistent link: https://www.econbiz.de/10014446494
Saved in:
7
Estimating U.S. housing price network connectedness : evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models
Gabauer, David
;
Gupta, Rangan
;
Marfatia, Hardik A.
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 349-362
Persistent link: https://www.econbiz.de/10014446771
Saved in:
8
Do the dynamics of macroeconomic attention drive the yen/dollar exchange market volatility?
Luo, Tao
;
Sun, Huaping
;
Zhang, Lixia
;
Bai, Jiancheng
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 597-611
Persistent link: https://www.econbiz.de/10014446795
Saved in:
9
Forecasting stock market realized volatility : the role of investor attention to the price of petroleum products
Li, Dakai
- In:
International review of economics & finance : IREF
90
(
2024
),
pp. 115-122
Persistent link: https://www.econbiz.de/10014446891
Saved in:
10
Forecasting stock volatility using pseudo-out-of-sample information
Li, Xiaodan
;
Gong, Xue
;
Ge, Futing
;
Huang, Jingjing
- In:
International review of economics & finance : IREF
90
(
2024
),
pp. 123-135
Persistent link: https://www.econbiz.de/10014446892
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