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subject:"Forecasting model"
subject:"United States"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Causality analysis"
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Forecasting model
United States
Causality analysis
Estimation
550
Schätzung
550
Theorie
251
Theory
251
Prognoseverfahren
202
Time series analysis
169
Zeitreihenanalyse
169
Estimation theory
150
Schätztheorie
150
USA
116
Volatility
107
Volatilität
107
Capital income
77
Kapitaleinkommen
77
Nichtparametrisches Verfahren
70
Nonparametric statistics
70
Regression analysis
60
Regressionsanalyse
60
Bayes-Statistik
47
Bayesian inference
47
Börsenkurs
46
Share price
46
Factor analysis
45
ARCH model
44
ARCH-Modell
44
Faktorenanalyse
44
Exchange rate
37
Wechselkurs
37
Stochastic process
36
Stochastischer Prozess
36
Economic forecast
35
Statistical distribution
35
Statistische Verteilung
35
VAR model
35
VAR-Modell
35
Wirtschaftsprognose
35
Panel
32
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English
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Koopman, Siem Jan
6
Franses, Philip Hans
5
Huber, Florian
5
Marcellino, Massimiliano
4
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3
Chan, Joshua
3
Guérin, Pierre
3
Lucas, André
3
McCabe, Brendan Peter Martin
3
Mumtaz, Haroon
3
Ravazzolo, Francesco
3
Rossi, Barbara
3
Swanson, Norman R.
3
Vahid, Farshid
3
Anderson, Heather M.
2
Audrino, Francesco
2
Blasques, Francisco
2
Bräuning, Falk
2
Carrasco, Marine
2
Chen, Cathy W. S.
2
Clements, Michael P.
2
Coroneo, Laura
2
Delle Monache, Davide
2
Diebold, Francis X.
2
Enders, Walter
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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2
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2
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2
Hyndman, Rob J.
2
Jacobs, Kris
2
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2
Klein, Tony
2
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2
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International journal of forecasting
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Working paper / National Bureau of Economic Research, Inc.
1,517
Discussion paper series / IZA
481
Discussion paper / Centre for Economic Policy Research
425
Applied economics
352
Applied economics letters
217
NBER working paper series
207
CESifo working papers
199
Finance and economics discussion series
183
The review of economics and statistics
173
Working paper
167
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
160
Economic modelling
154
The American economic review
154
NBER Working Paper
150
The journal of finance : the journal of the American Finance Association
148
Journal of econometrics
139
Economics letters
130
Journal of banking & finance
127
Journal of applied econometrics
121
Finance research letters
120
Applied financial economics
119
Journal of forecasting
112
Journal of international money and finance
112
Energy economics
111
Journal of financial economics
105
International review of economics & finance : IREF
103
The journal of futures markets
101
International review of financial analysis
96
The review of financial studies
94
The North American journal of economics and finance : a journal of financial economics studies
92
Discussion paper
90
Journal of money, credit and banking : JMCB
90
Journal of empirical finance
86
Journal of financial and quantitative analysis : JFQA
86
Journal of political economy
77
American economic journal : a journal of the American Economic Association
76
Journal of monetary economics
76
Discussion paper / Tinbergen Institute
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ECONIS (ZBW)
317
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1
2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns : Out-of-sample comparison of conditional EVT models
Tomlinson, Matthew F.
;
Greenwood, David
; …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 324-347
Persistent link: https://www.econbiz.de/10014450274
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2
Estimating density ratio of marginals to joint : applications to causal inference
Matsushita, Yukitoshi
;
Otsu, Taisuke
;
Takahata, Keisuke
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 467-481
Persistent link: https://www.econbiz.de/10014448247
Saved in:
3
Local polynomial order in regression discontinuity designs
Pei, Zhuan
;
Lee, David S.
;
Card, David E.
;
Weber, Andrea
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1259-1267
Persistent link: https://www.econbiz.de/10013539508
Saved in:
4
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
Saved in:
5
Local composite quantile regression for regression discontinuity
Huang, Xiao
;
Zhan, Zhaoguo
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1863-1875
Persistent link: https://www.econbiz.de/10013540525
Saved in:
6
Forecasting in factor augmented regressions under structural change
Massacci, Daniele
;
Kapetanios, George
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 62-76
Persistent link: https://www.econbiz.de/10014450259
Saved in:
7
A time-varying skewness model for Growth-at-Risk
Iseringhausen, Martin
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 229-246
Persistent link: https://www.econbiz.de/10014450268
Saved in:
8
Real estate illiquidity and returns : a time-varying regional perspective
Ellington, Michael
;
Fu, Xi
;
Zhu, Yunyi
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 58-72
Persistent link: https://www.econbiz.de/10014462768
Saved in:
9
Daily news sentiment and monthly surveys : a mixed-frequency dynamic factor model for nowcasting consumer confidence
Algaba, Andres
;
Borms, Samuel
;
Boudt, Kris
;
Verbeken, Brecht
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 266-278
Persistent link: https://www.econbiz.de/10014462779
Saved in:
10
FRED-SD : a real-time database for state-level data with forecasting applications
Bokun, Kathryn O.
;
Jackson, Laura
;
Kliesen, Kevin L.
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 279-297
Persistent link: https://www.econbiz.de/10014462780
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