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subject:"Forecasting model"
subject:"United States"
~isPartOf:"Finance and economics discussion series"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Monetary policy"
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Forecasting model
United States
Monetary policy
Estimation
677
Schätzung
677
USA
263
Theorie
245
Theory
245
Estimation theory
151
Schätztheorie
151
Time series analysis
109
Zeitreihenanalyse
109
Prognoseverfahren
86
Volatility
80
Volatilität
80
Capital income
79
Kapitaleinkommen
79
Nichtparametrisches Verfahren
73
Nonparametric statistics
73
Börsenkurs
51
Share price
51
Inflation
50
Regression analysis
47
Regressionsanalyse
47
Geldpolitik
46
Yield curve
39
Zinsstruktur
39
Business cycle
37
Konjunktur
37
VAR model
36
VAR-Modell
36
Risikoprämie
34
Risk premium
34
Bayes-Statistik
32
Bayesian inference
32
Panel
32
Panel study
32
Factor analysis
29
Stochastic process
29
Stochastischer Prozess
29
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Free
183
Undetermined
41
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Book / Working Paper
201
Article
145
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Arbeitspapier
201
Working Paper
201
Graue Literatur
194
Non-commercial literature
194
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144
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English
346
Author
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Zhou, Hao
9
D'Amico, Stefania
7
Kim, Don H.
7
Laubach, Thomas
5
Li, Geng
5
Wei, Min
5
Berger, Allen N.
4
Bollerslev, Tim
4
Falato, Antonio
4
Han, Song
4
Nalewaik, Jeremy
4
Roberts, John M.
4
Shan, Hui
4
Vidangos, Ivan
4
Bansal, Ravi
3
Carlson, Mark
3
Carpenter, Seth B.
3
Demiralp, Selva
3
Downing, Chris
3
Durham, J. Benson
3
Figura, Andrew
3
Franses, Philip Hans
3
French, Mark W.
3
Kadyrzhanova, Dalida
3
Kiley, Michael T.
3
Molloy, Raven S.
3
Orphanides, Athanasios
3
Ravazzolo, Francesco
3
Rudd, Jeremy B.
3
Sack, Brian
3
Smith, Paul A.
3
Tetlow, Robert
3
Williams, John C.
3
Ahn, Hie Joo
2
Berge, Travis J.
2
Bomfim, Antúlio N.
2
Bricker, Jesse
2
Carrasco, Marine
2
Chan, Joshua
2
DeBacker, Jason
2
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Institution
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Federal Reserve System / Division of Research and Statistics
10
Published in...
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Finance and economics discussion series
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Working paper / National Bureau of Economic Research, Inc.
1,530
Discussion paper / Centre for Economic Policy Research
445
Discussion paper series / IZA
431
Applied economics
384
NBER working paper series
258
CESifo working papers
234
Applied economics letters
225
Working paper
207
Economic modelling
198
NBER Working Paper
192
The review of economics and statistics
176
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
174
International journal of forecasting
162
Journal of international money and finance
158
The American economic review
154
Economics letters
149
The journal of finance : the journal of the American Finance Association
149
Journal of banking & finance
140
Finance research letters
138
Discussion paper
127
Journal of applied econometrics
125
International review of economics & finance : IREF
123
Applied financial economics
120
Journal of macroeconomics
119
Journal of econometrics
116
Journal of forecasting
114
Journal of money, credit and banking : JMCB
111
Journal of financial economics
109
The North American journal of economics and finance : a journal of financial economics studies
107
Energy economics
106
Discussion papers / CEPR
102
Journal of monetary economics
102
The journal of futures markets
101
Working paper series / European Central Bank
101
Journal of economic dynamics & control
100
The review of financial studies
95
International review of financial analysis
93
Journal of empirical finance
91
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ECONIS (ZBW)
346
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1
Monetary policy shocks : data or methods?
Brennan, Connor M.
;
Jacobson, Margaret M.
;
Matthes, …
-
2024
Persistent link: https://www.econbiz.de/10014490892
Saved in:
2
FNETS : factor-adjusted network estimation and forecasting for high-dimensional time series
Barigozzi, Matteo
;
Cho, Haeran
;
Owens, Dom
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
3
,
pp. 890-902
Persistent link: https://www.econbiz.de/10015053503
Saved in:
3
Modeling and forecasting macroeconomic downside risk
Delle Monache, Davide
;
De Polis, Andrea
;
Petrella, Ivan
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
3
,
pp. 1010-1025
Persistent link: https://www.econbiz.de/10015053528
Saved in:
4
Tale about inflation tails
Grishchenko, Olesya V.
;
Wilcox, Laura
-
2024
Persistent link: https://www.econbiz.de/10015054044
Saved in:
5
Recession signals and business cycle dynamics : tying the pieces together
Kiley, Michael T.
-
2023
Persistent link: https://www.econbiz.de/10014282984
Saved in:
6
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:
7
Hawkish or dovish Fed? : estimating a time-varying reaction function of the Federal Open Market Committee's median participant
González-Astudillo, Manuel
;
Tanvir, Rakeen
-
2023
Persistent link: https://www.econbiz.de/10014490716
Saved in:
8
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:
9
The natural rate of interest through a hall of mirrors
Phurichai Rungcharoenkitkul
;
Winkler, Fabian
-
2022
Persistent link: https://www.econbiz.de/10013175579
Saved in:
10
SVARs identification through bounds on the forecast error variance
Volpicella, Alessio
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1291-1301
Persistent link: https://www.econbiz.de/10013539513
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