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subject:"Forecasting model"
subject:"Welt"
~isPartOf:"International journal of forecasting"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Prognoseverfahren"
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Forecasting model
Welt
Prognoseverfahren
Estimation
486
Schätzung
486
Theorie
147
Theory
147
Volatility
142
Volatilität
142
Capital income
121
Kapitaleinkommen
121
Time series analysis
108
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108
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101
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69
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Gupta, Rangan
7
Koopman, Siem Jan
5
Dai, Zhifeng
4
Hau, Liya
4
Pierdzioch, Christian
4
Zhu, Huiming
4
Athanasopoulos, George
3
Huber, Florian
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Lee, Chien-chiang
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3
Nonejad, Nima
3
Salisu, Afees A.
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2
Asai, Manabu
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
Dash, Saumya Ranjan
2
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2
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2
Giovannelli, Alessandro
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
Maitra, Debasish
2
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2
Mumtaz, Haroon
2
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2
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2
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International journal of forecasting
The North American journal of economics and finance : a journal of financial economics studies
Working paper / National Bureau of Economic Research, Inc.
332
NBER working paper series
297
CESifo working papers
287
NBER Working Paper
278
Discussion paper / Centre for Economic Policy Research
248
Applied economics
239
Economic modelling
173
Applied economics letters
170
Energy economics
147
Journal of international money and finance
140
Finance research letters
139
Working paper
133
Discussion paper series / IZA
126
International review of economics & finance : IREF
121
Economics letters
119
Journal of banking & finance
119
Journal of forecasting
107
CESifo Working Paper Series
102
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
102
International review of financial analysis
98
Journal of empirical finance
85
Discussion papers / CEPR
78
IMF working papers
75
Discussion paper / Tinbergen Institute
74
Journal of financial economics
72
Discussion paper
71
Kiel working paper
71
Journal of international financial markets, institutions & money
70
Journal of econometrics
68
IZA Discussion Paper
64
Journal of applied econometrics
64
International Journal of Energy Economics and Policy : IJEEP
63
Research in international business and finance
59
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
57
International journal of finance & economics : IJFE
56
Journal of international economics
55
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
54
Applied financial economics
47
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ECONIS (ZBW)
238
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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
Saved in:
8
Forecasting expected shortfall : should we use a multivariate model for stock market factors?
Fortin, Alain-Philippe
;
Simonato, Jean-Guy
;
Dionne, Georges
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 314-331
Persistent link: https://www.econbiz.de/10014462782
Saved in:
9
Does the Phillips curve help to forecast euro area inflation?
Bańbura, Marta
;
Bobeica, Elena
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 364-390
Persistent link: https://www.econbiz.de/10014462787
Saved in:
10
Estimation of a dynamic multi-level factor model with possible long-range dependence
Ergemen, Yunus Emre
;
Rodríguez-Caballero, Carlos Vladimir
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 405-430
Persistent link: https://www.econbiz.de/10014462789
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