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subject:"Forecasting model"
subject:"United States"
~isPartOf:"International journal of forecasting"
~isPartOf:"The European journal of finance"
~subject:"Capital income"
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Forecasting model
United States
Capital income
Estimation
373
Schätzung
373
Prognoseverfahren
181
Theorie
156
Theory
156
Kapitaleinkommen
99
Volatility
93
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92
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81
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81
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Koopman, Siem Jan
5
Gupta, Rangan
4
Athanasopoulos, George
3
Charemza, Wojciech
3
Huber, Florian
3
Pierdzioch, Christian
3
Algaba, Andres
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
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2
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2
Papadamou, Stephanos
2
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2
Rapach, David E.
2
Rua, António
2
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International journal of forecasting
The European journal of finance
Working paper / National Bureau of Economic Research, Inc.
1,534
Discussion paper series / IZA
429
Discussion paper / Centre for Economic Policy Research
426
Applied economics
395
NBER working paper series
262
Applied economics letters
248
CESifo working papers
212
Journal of banking & finance
203
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The review of economics and statistics
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168
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164
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164
International review of economics & finance : IREF
161
The journal of finance : the journal of the American Finance Association
158
Journal of empirical finance
154
The American economic review
154
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
147
Journal of econometrics
141
Journal of international money and finance
141
Economics letters
140
The North American journal of economics and finance : a journal of financial economics studies
137
Journal of applied econometrics
123
Journal of forecasting
115
Energy economics
111
The journal of futures markets
109
Journal of international financial markets, institutions & money
107
Journal of financial and quantitative analysis : JFQA
103
Discussion paper
98
Review of quantitative finance and accounting
97
Journal of money, credit and banking : JMCB
96
The review of financial studies
96
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
87
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ECONIS (ZBW)
254
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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
Saved in:
2
The information content of currency option-implied volatilities : implications for ex-ante forecasts of global equity correlations
Figueiredo, Antonio
;
Parhizgari, Ali M.
;
Dupoyet, Brice
- In:
The European journal of finance
29
(
2023
)
18
,
pp. 2128-2153
Persistent link: https://www.econbiz.de/10014418133
Saved in:
3
Do Divisia monetary aggregates help forecast exchange rates in a negative interest rate environment?
Molinas, Luis Antonio
;
Binner, Jane M.
;
Tong, Meng
- In:
The European journal of finance
29
(
2023
)
7
,
pp. 780-799
Persistent link: https://www.econbiz.de/10014322555
Saved in:
4
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:
5
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:
6
Pricing of foreign exchange rate and interest rate risks using short to long horizon returns
Joseph, Nathan Lael
;
Su, Chen
;
Huang, Winifred
;
Lai, Baoying
- In:
The European journal of finance
27
(
2021
)
17
,
pp. 1684-1713
Persistent link: https://www.econbiz.de/10012872913
Saved in:
7
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:
8
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:
9
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
Saved in:
10
Nowcasting German GDP : foreign factors, financial markets, and model averaging
Andreini, Paolo
;
Hasenzagl, Thomas
;
Reichlin, Lucrezia
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 298-313
Persistent link: https://www.econbiz.de/10014462781
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