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subject:"Forecasting model"
subject:"Zeitreihenanalyse"
~isPartOf:"Finance and economics discussion series"
~subject:"Bank"
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Forecasting model
Zeitreihenanalyse
Bank
Estimation
289
Schätzung
289
USA
162
United States
162
Theorie
72
Theory
72
Geldpolitik
39
Monetary policy
39
Inflation
34
Capital income
32
Kapitaleinkommen
32
Prognoseverfahren
31
Yield curve
27
Zinsstruktur
27
Business cycle
25
Konjunktur
25
Börsenkurs
19
Share price
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Risikoprämie
18
Risk premium
18
Volatility
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Volatilität
18
Interest rate
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Zins
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Government securities
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Staatspapier
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Phillips curve
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Phillips-Kurve
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Bank lending
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Estimation theory
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Kreditgeschäft
14
Schätztheorie
14
Impact assessment
13
Schock
13
Shock
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Wirkungsanalyse
13
Inflation expectations
11
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Graue Literatur
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51
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Berge, Travis J.
3
Berger, Allen N.
3
Kim, Don H.
3
Carpenter, Seth B.
2
Demiralp, Selva
2
Herbst, Edward P.
2
Orphanides, Athanasios
2
Tetlow, Robert
2
Zhong, Molin
2
Zhou, Hao
2
Ahn, Hie Joo
1
Andreasen, Martin Møller
1
Aramonte, Sirio
1
Bansal, Ravi
1
Barbarino, Alessandro
1
Barigozzi, Matteo
1
Berkowitz, Jeremy
1
Bianchi, Francesco
1
Bollerslev, Tim
1
Budd, Jeremy B.
1
Cai, Michael
1
Calomiris, Charles W.
1
Carlson, Mark
1
Chen, Han
1
Clark, Todd E.
1
Cohen, Andrew M.
1
Covas, Francisco B.
1
DeYoung, Robert
1
Del Negro, Marco
1
Dick, Astrid A.
1
Duffee, Greg
1
Edge, Rochelle M.
1
Eichenbaum, Martin S.
1
Estevão, Marcelo M.
1
French, Mark W.
1
Giannone, Domenico
1
Goldberg, Lawrence G.
1
Gonzalez-Astudillo, Manuel
1
Grishchenko, Olesya
1
Guerrón-Quintana, Pablo A.
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Federal Reserve System / Division of Research and Statistics
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Finance and economics discussion series
Applied economics
179
International journal of forecasting
161
Economic modelling
160
Journal of econometrics
153
Applied economics letters
140
Journal of banking & finance
139
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
127
Finance research letters
120
Journal of forecasting
119
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
111
CESifo working papers
109
Economics letters
107
Working paper
100
International review of economics & finance : IREF
94
Energy economics
91
Discussion paper / Centre for Economic Policy Research
88
Discussion paper / Tinbergen Institute
88
Journal of empirical finance
88
International review of financial analysis
82
The North American journal of economics and finance : a journal of financial economics studies
78
Working paper / National Bureau of Economic Research, Inc.
76
NBER Working Paper
70
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
70
NBER working paper series
68
Applied financial economics
66
Journal of financial economics
66
Journal of international money and finance
66
Journal of applied econometrics
63
Journal of international financial markets, institutions & money
55
Econometric reviews
52
Research in international business and finance
52
International journal of finance & economics : IJFE
49
Discussion paper / Deutsche Bundesbank
48
Discussion papers / Deutsches Institut für Wirtschaftsforschung
48
Journal of economic dynamics & control
47
Discussion paper
46
Pacific-Basin finance journal
44
Journal of risk and financial management : JRFM
43
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ECONIS (ZBW)
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1
Inflation and real activity over the business cycle
Bianchi, Francesco
;
Nicolò, Giovanni
;
Song, Dongho
-
2023
Persistent link: https://www.econbiz.de/10014384491
Saved in:
2
Why does the yield curve predict GDP growth? : the role of banks
Minoiu, Camelia
;
Schneider, Andrés
;
Wei, Min
-
2023
-
This draft: July 10, 2023
Persistent link: https://www.econbiz.de/10014384968
Saved in:
3
Recession signals and business cycle dynamics : tying the pieces together
Kiley, Michael T.
-
2023
Persistent link: https://www.econbiz.de/10014282984
Saved in:
4
Financial and macroeconomic data through the lens of a nonlinear dynamic factor model
Guerrón-Quintana, Pablo A.
;
Khazanov, Alexey
;
Zhong, Molin
-
2023
Persistent link: https://www.econbiz.de/10014284236
Saved in:
5
Dynamic factor copula models with estimated cluster assignments
Oh, Dong Hwan
;
Patton, Andrew J.
-
2021
-
This draft: 21 January 2021
Persistent link: https://www.econbiz.de/10012608826
Saved in:
6
The factor structure of disagreement
Herbst, Edward P.
;
Winkler, Fabian
-
2021
Persistent link: https://www.econbiz.de/10012609412
Saved in:
7
Time-varying uncertainty of the Federal Reserve's output gap estimate
Berge, Travis J.
-
2020
Persistent link: https://www.econbiz.de/10012388292
Saved in:
8
Online estimation of DSGE models
Cai, Michael
;
Del Negro, Marco
;
Herbst, Edward P.
; …
-
2020
Persistent link: https://www.econbiz.de/10012388566
Saved in:
9
Are shadow rate models of the Treasury yield curve structurally stable?
Kim, Don H.
;
Priebsch, Marcel A.
-
2020
Persistent link: https://www.econbiz.de/10012389081
Saved in:
10
Revealing cluster structures based on mixed sampling frequencies
Rho, Yeonwoo
;
Liu, Yun
;
Ahn, Hie Joo
-
2020
Persistent link: https://www.econbiz.de/10012389465
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