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subject:"Forecasting model"
subject:"United States"
~isPartOf:"Finance and economics discussion series"
~isPartOf:"Journal of international money and finance"
~subject:"Yield curve"
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Forecasting model
United States
Yield curve
Estimation
754
Schätzung
753
USA
237
Theorie
231
Theory
231
Welt
128
World
128
Exchange rate
104
Geldpolitik
104
Monetary policy
104
Wechselkurs
104
Volatility
88
Volatilität
88
Capital income
84
Kapitaleinkommen
84
Prognoseverfahren
68
Kaufkraftparität
65
Purchasing power parity
65
Schock
63
Shock
63
Inflation
62
Risikoprämie
58
Risk premium
58
Zinsstruktur
55
Börsenkurs
53
Share price
53
VAR model
51
VAR-Modell
50
Japan
46
EU countries
43
EU-Staaten
43
Business cycle
42
Deutschland
42
Germany
42
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42
Risk
39
Risiko
37
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Article
123
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Working Paper
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Graue Literatur
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Non-commercial literature
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123
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1
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English
317
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Kim, Don H.
10
Zhou, Hao
8
D'Amico, Stefania
6
Li, Geng
5
Wei, Min
5
Berger, Allen N.
4
Chinn, Menzie David
4
Downing, Chris
4
Falato, Antonio
4
Han, Song
4
Laubach, Thomas
4
Roberts, John M.
4
Shan, Hui
4
Vidangos, Ivan
4
Bollerslev, Tim
3
Carpenter, Seth B.
3
Demiralp, Selva
3
Durham, J. Benson
3
Figura, Andrew
3
French, Mark W.
3
Kadyrzhanova, Dalida
3
Kiley, Michael T.
3
López-Salido, José David
3
Meldrum, Andrew
3
Molloy, Raven S.
3
Nalewaik, Jeremy
3
Rudd, Jeremy B.
3
Sack, Brian
3
Smith, Paul A.
3
Tetlow, Robert
3
Williams, John C.
3
Wright, Jonathan H.
3
Amano, Robert A.
2
Bansal, Ravi
2
Beckmann, Joscha
2
Berge, Travis J.
2
Bomfim, Antúlio N.
2
Bricker, Jesse
2
Carlson, Mark
2
Cheung, Yin-Wong
2
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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 international money and finance
Working paper / National Bureau of Economic Research, Inc.
1,516
Discussion paper / Centre for Economic Policy Research
427
Discussion paper series / IZA
424
Applied economics
339
NBER working paper series
223
Applied economics letters
203
CESifo working papers
189
Working paper
178
The review of economics and statistics
173
International journal of forecasting
163
NBER Working Paper
156
The American economic review
153
Journal of banking & finance
152
The journal of finance : the journal of the American Finance Association
151
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
146
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
143
Economic modelling
140
Finance research letters
139
Applied financial economics
133
Journal of financial economics
125
Journal of applied econometrics
122
Journal of econometrics
120
International review of economics & finance : IREF
117
Journal of forecasting
116
Economics letters
115
The journal of futures markets
105
Journal of empirical finance
103
Discussion paper
100
Energy economics
100
Journal of money, credit and banking : JMCB
97
The North American journal of economics and finance : a journal of financial economics studies
96
The review of financial studies
95
International review of financial analysis
92
Journal of financial and quantitative analysis : JFQA
91
Journal of monetary economics
79
Discussion paper / Tinbergen Institute
78
Journal of political economy
77
Journal of macroeconomics
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ECONIS (ZBW)
317
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1
Exchange rates and fundamentals : forecasting with long maturity forward rates
Darvas, Zsolt M.
;
Schepp, Zoltán
- In:
Journal of international money and finance
143
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014551354
Saved in:
2
Tale about inflation tails
Grishchenko, Olesya V.
;
Wilcox, Laura
-
2024
Persistent link: https://www.econbiz.de/10015054044
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
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:
6
Estimating shadow policy rates in a small open economy and the role of foreign factors
Fornero, Jorge
;
Kirchner, Markus
;
Molina, Carlos
- In:
Journal of international money and finance
140
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014451378
Saved in:
7
Is the Bank of Canada concerned about inflation or the state of the economy?
Pang, Ke
;
Shiamptanis, Christos
- In:
Journal of international money and finance
140
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014451379
Saved in:
8
Inflation at risk in advanced and emerging market economies
Banerjee, Ryan
;
Contreras, Juan
;
Mehrotra, Aaron N.
; …
- In:
Journal of international money and finance
142
(
2024
),
pp. 1-36
Persistent link: https://www.econbiz.de/10014549838
Saved in:
9
Dynamic factor copula models with estimated cluster assignments
Oh, Dong Hwan
;
Patton, Andrew J.
-
2021
-
This draft: 21 January 2021
Persistent link: https://www.econbiz.de/10012608826
Saved in:
10
High-frequency estimates of the natural real rate and inflation expectations
Aronovich, Alex
;
Meldrum, Andrew
-
2021
Persistent link: https://www.econbiz.de/10012609199
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