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subject:"Time series analysis"
~isPartOf:"International journal of forecasting"
~subject:"United Kingdom"
~subject:"Welt"
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Time series analysis
United Kingdom
Welt
Estimation
179
Schätzung
179
Forecasting model
151
Prognoseverfahren
151
Theorie
87
Theory
87
Zeitreihenanalyse
74
Volatility
46
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46
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32
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32
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Koopman, Siem Jan
4
Athanasopoulos, George
3
Blasques, Francisco
2
Huber, Florian
2
Hyndman, Rob J.
2
Lucas, André
2
Mumtaz, Haroon
2
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2
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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
Asai, Manabu
1
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1
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1
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1
Bauwens, Luc
1
Bańbura, Marta
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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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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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.
369
CESifo working papers
366
Applied economics
361
Discussion paper series / IZA
358
NBER working paper series
335
Discussion paper / Centre for Economic Policy Research
323
NBER Working Paper
316
Economic modelling
229
Applied economics letters
218
Economics letters
168
Working paper
167
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
162
Journal of international money and finance
162
Energy economics
158
IZA Discussion Paper
149
CESifo Working Paper Series
129
Journal of econometrics
129
Discussion paper
122
International review of economics & finance : IREF
120
Discussion paper / Tinbergen Institute
116
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
105
Applied financial economics
97
Finance research letters
94
Journal of applied econometrics
88
IMF working papers
79
Journal of banking & finance
79
The North American journal of economics and finance : a journal of financial economics studies
79
Discussion papers / CEPR
75
International journal of finance & economics : IJFE
75
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
75
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
73
Kiel working paper
72
International Journal of Energy Economics and Policy : IJEEP
70
International review of financial analysis
69
Journal of international financial markets, institutions & money
68
Discussion papers / Deutsches Institut für Wirtschaftsforschung
65
Journal of empirical finance
63
Journal of macroeconomics
63
Research in international business and finance
61
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ECONIS (ZBW)
91
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1
Accelerating peak dating in a dynamic factor Markov-switching model
Os, Bram van
;
Dijk, Dick van
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 313-323
Persistent link: https://www.econbiz.de/10014450273
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
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:
4
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:
5
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:
6
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:
7
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
Saved in:
8
Multi-population mortality projection : the augmented common factor model with structural breaks
Wang, Pengjie
;
Pantelous, Athanasios A.
;
Vahid, Farshid
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 450-469
Persistent link: https://www.econbiz.de/10014462791
Saved in:
9
Testing the predictive accuracy of COVID-19 forecasts
Coroneo, Laura
;
Iacone, Fabrizio
;
Paccagnini, Alessia
; …
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 606-622
Persistent link: https://www.econbiz.de/10014465074
Saved in:
10
Forecasting extreme financial risk : a score-driven approach
Fuentes, Fernanda
;
Herrera, Rodrigo
;
Clements, Adam
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 720-735
Persistent link: https://www.econbiz.de/10014465107
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