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subject:"Forecasting model"
subject:"United States"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of political economy"
~isPartOf:"The journal of futures markets"
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Forecasting model
United States
Estimation
493
Schätzung
493
Prognoseverfahren
181
Theorie
179
Theory
179
USA
175
Volatility
109
Volatilität
109
Time series analysis
82
Zeitreihenanalyse
82
Börsenkurs
57
Share price
57
Capital income
55
Kapitaleinkommen
55
ARCH model
46
ARCH-Modell
46
Welt
46
World
46
Commodity derivative
39
Rohstoffderivat
39
Option pricing theory
35
Optionspreistheorie
35
Index futures
33
Index-Futures
33
Economic forecast
28
Estimation theory
28
Forecast
28
Schätztheorie
28
Wirtschaftsprognose
28
Großbritannien
27
Prognose
27
Statistical distribution
27
Statistische Verteilung
27
United Kingdom
27
Derivat
26
Derivative
26
Hedging
25
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English
340
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Koopman, Siem Jan
5
Wang, George H. K.
4
Athanasopoulos, George
3
Huber, Florian
3
Sarno, Lucio
3
Bils, Mark
2
Blasques, Francisco
2
Bräuning, Falk
2
Ederington, Louis H.
2
Franses, Philip Hans
2
Gerlach, Richard
2
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2
Giovannelli, Alessandro
2
González-Rivera, Gloria
2
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2
Haigh, Michael S.
2
Heckman, James J.
2
Herwartz, Helmut
2
Hou, Chenghan
2
Hyndman, Rob J.
2
Kang, Jangkoo
2
Kapetanios, George
2
Klein, Tony
2
Klenow, Peter J.
2
Krishna, Pravin
2
Lahiri, Kajal
2
Lim, Kian-Guan
2
Marcellino, Massimiliano
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
Rua, António
2
Shrestha, Keshab
2
Simonato, Jean-Guy
2
Swanson, Norman R.
2
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2
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2
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International journal of forecasting
Journal of political economy
The journal of futures markets
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
NBER working paper series
194
Applied economics letters
190
Finance and economics discussion series
184
CESifo working papers
182
The review of economics and statistics
173
Working paper
165
The American economic review
153
The journal of finance : the journal of the American Finance Association
148
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
142
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
135
NBER Working Paper
131
Economic modelling
124
Journal of banking & finance
124
Finance research letters
121
Journal of applied econometrics
119
Applied financial economics
117
Journal of econometrics
114
Journal of forecasting
113
Economics letters
112
Journal of international money and finance
108
Journal of financial economics
103
Energy economics
98
International review of economics & finance : IREF
95
The review of financial studies
94
Journal of money, credit and banking : JMCB
90
Discussion paper
87
Journal of empirical finance
86
Journal of financial and quantitative analysis : JFQA
86
International review of financial analysis
85
The North American journal of economics and finance : a journal of financial economics studies
85
American economic journal : a journal of the American Economic Association
75
Journal of monetary economics
75
Discussion paper / Tinbergen Institute
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ECONIS (ZBW)
340
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1
Should I open to forecast? : implications from a multi-country unobserved components model with sparse factor stochastic volatility
Wu, Ping
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 903-917
Persistent link: https://www.econbiz.de/10014547224
Saved in:
2
DeepTVAR : deep learning for a time-varying VAR model with extension to integrated VAR
Li, Xixi
;
Yuan, Jingsong
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1123-1133
Persistent link: https://www.econbiz.de/10014547261
Saved in:
3
Reservoir computing for macroeconomic forecasting with mixed-frequency data
Ballarin, Giovanni
;
Dellaportas, Petros
;
Grigoryeva, …
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1206-1237
Persistent link: https://www.econbiz.de/10014547272
Saved in:
4
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
Saved in:
5
Term spreads of implied volatility smirk and variance risk premium
Guo, Wei
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
;
Zhang, …
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 829-857
Persistent link: https://www.econbiz.de/10014293246
Saved in:
6
Forecasting realized volatility : new evidence from time-varying jumps in VIX
Dutta, Anupam
;
Das, Debojyoti
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2165-2189
Persistent link: https://www.econbiz.de/10013465875
Saved in:
7
Counterfactual reconciliation : incorporating aggregation constraints for more accurate causal effect estimates
Cengiz, Doruk
;
Tekgüç, Hasan
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 564-580
Persistent link: https://www.econbiz.de/10014547183
Saved in:
8
Back to the present : learning about the euro area through a now-casting model
Cascaldi-Garcia, Danilo
;
Ferreira, Thiago R. T.
; …
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 661-686
Persistent link: https://www.econbiz.de/10014547195
Saved in:
9
A theory-based method to evaluate the impact of central bank inflation forecasts on private inflation expectations
Vereda, Luciano
;
Savignon, João
;
Silva, Tarciso Gouveia da
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1069-1084
Persistent link: https://www.econbiz.de/10014547257
Saved in:
10
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
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