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subject:"Inflationssteuerung"
subject:"Monetary policy"
~isPartOf:"International journal of forecasting"
~subject:"Forecasting model"
~subject:"Regressionsanalyse"
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Inflationssteuerung
Monetary policy
Forecasting model
Regressionsanalyse
Estimation
179
Schätzung
179
Prognoseverfahren
151
Theorie
87
Theory
87
Time series analysis
74
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46
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Koopman, Siem Jan
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International journal of forecasting
Applied economics
204
Economic modelling
193
Applied economics letters
138
Journal of econometrics
131
NBER working paper series
126
Discussion paper / Centre for Economic Policy Research
122
NBER Working Paper
122
CESifo working papers
120
Working paper / National Bureau of Economic Research, Inc.
120
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
117
Finance research letters
117
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115
Economics letters
114
Journal of forecasting
109
Discussion paper series / IZA
99
Journal of banking & finance
99
International review of economics & finance : IREF
97
Journal of international money and finance
95
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91
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
90
The North American journal of economics and finance : a journal of financial economics studies
90
Working paper series / European Central Bank
90
International review of financial analysis
83
Journal of macroeconomics
82
Discussion paper
81
Energy economics
80
Journal of empirical finance
78
Finance and economics discussion series
64
Journal of financial economics
64
Journal of economic dynamics & control
62
Journal of applied econometrics
60
Journal of money, credit and banking : JMCB
56
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
56
Discussion paper / Tinbergen Institute
55
Journal of monetary economics
53
IZA Discussion Paper
52
Journal of international financial markets, institutions & money
49
Macroeconomic dynamics
48
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ECONIS (ZBW)
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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
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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
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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
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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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