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subject:"Forecasting model"
subject:"Welt"
~isPartOf:"International journal of forecasting"
~subject:"Prognoseverfahren"
~subject:"Schätztheorie"
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Forecasting model
Welt
Prognoseverfahren
Schätztheorie
Estimation
179
Schätzung
179
Theorie
87
Theory
87
Time series analysis
74
Zeitreihenanalyse
74
Volatility
46
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46
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32
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32
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27
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Koopman, Siem Jan
5
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3
Huber, Florian
3
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2
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2
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2
Gerlach, Richard
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
Lahiri, Kajal
2
Marcellino, Massimiliano
2
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2
Mumtaz, Haroon
2
Proietti, Tommaso
2
Rapach, David E.
2
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2
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2
Vahid, Farshid
2
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2
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1
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1
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1
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1
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1
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1
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International journal of forecasting
Working paper / National Bureau of Economic Research, Inc.
360
NBER working paper series
339
NBER Working Paper
326
CESifo working papers
310
Applied economics
275
Discussion paper / Centre for Economic Policy Research
266
Journal of econometrics
259
Applied economics letters
222
Economic modelling
220
Economics letters
220
Discussion paper series / IZA
187
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
176
Energy economics
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162
Finance research letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
148
Journal of international money and finance
148
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144
International review of economics & finance : IREF
126
Journal of forecasting
117
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112
Discussion paper / Tinbergen Institute
107
Journal of empirical finance
105
International review of financial analysis
102
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100
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99
IZA Discussion Paper
96
The North American journal of economics and finance : a journal of financial economics studies
94
Journal of applied econometrics
93
IMF working papers
79
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78
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76
Econometric reviews
74
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74
International Journal of Energy Economics and Policy : IJEEP
66
Research in international business and finance
63
International journal of finance & economics : IJFE
60
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
58
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ECONIS (ZBW)
157
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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
Non-Gaussian models for CoVaR estimation
Bianchi, Michele Leonardo
;
De Luca, Giovanni
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 391-404
Persistent link: https://www.econbiz.de/10014462788
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