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subject:"Forecasting model"
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Forecasting model
Estimation
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392
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391
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357
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357
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203
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203
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Marcellino, Massimiliano
11
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5
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4
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4
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2
Bianchi, Francesco
2
Gargano, Antonio
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Discussion paper / Centre for Economic Policy Research
International journal of forecasting
157
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108
Finance research letters
99
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78
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77
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66
International review of financial analysis
64
Economic modelling
63
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63
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46
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42
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38
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36
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36
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35
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34
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32
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32
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30
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27
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26
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24
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23
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ECONIS (ZBW)
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1
Structural scenario analysis with SVARs
Antolin-Diaz, Juan
;
Petrella, Ivan
;
Rubio-Remírez, …
-
2018
Persistent link: https://www.econbiz.de/10011860276
Saved in:
2
Monetary policy and asset valuation
Bianchi, Francesco
;
Lettau, Martin
;
Ludvigson, Sydney C.
-
2018
Persistent link: https://www.econbiz.de/10011862029
Saved in:
3
Automated earnings forecasts : beat analysts or combine and conquer?
Ball, Ryan
;
Ghysels, Eric
-
2017
Persistent link: https://www.econbiz.de/10011715555
Saved in:
4
When to lean against the wind
Richter, Björn
;
Schularick, Moritz
;
Wachtel, Paul
-
2017
Persistent link: https://www.econbiz.de/10011716965
Saved in:
5
Deflating inflation expectations : the implications of inflation's simple dynamics
Cecchetti, Stephen G.
;
Feroli, Michael
;
Hooper, Peter
; …
-
2017
Persistent link: https://www.econbiz.de/10011655011
Saved in:
6
The quanto theory of exchange rates
Kremens, Lukas
;
Martin, Ian
-
2017
Persistent link: https://www.econbiz.de/10011670279
Saved in:
7
Canary in a coalmine : securities lending predicting the performance of securitized bonds
Kempf, Elisabeth
;
Manconi, Alberto
;
Massa, Massimo
-
2017
Persistent link: https://www.econbiz.de/10011670928
Saved in:
8
Monetary policy and asset valuation : evidence from a Markov-switching cay
Bianchi, Francesco
;
Lettau, Martin
;
Ludvigson, Sydney C.
-
2017
Persistent link: https://www.econbiz.de/10011739466
Saved in:
9
Monetary policy and the predictability of nominal exchange rates
Eichenbaum, Martin S.
;
Johannsen, Benjamin K.
;
Rebelo, …
-
2017
Persistent link: https://www.econbiz.de/10011637320
Saved in:
10
In-sample inference and forecasting in misspecified factor models
Carrasco, Marine
;
Rossi, Barbara
-
2016
Persistent link: https://www.econbiz.de/10011524318
Saved in:
11
The role of auctions and negotiation in housing prices
Genesove, David
;
Hansen, James
-
2016
Persistent link: https://www.econbiz.de/10011524499
Saved in:
12
Forecasting macroeconomic variables under model instability
Gargano, Antonio
;
Timmermann, Allan
-
2016
Persistent link: https://www.econbiz.de/10011521711
Saved in:
13
Modelling and forecasting mortage delinquency and foreclosure in the UK
Aron, Janine
;
Muellbauer, John
-
2016
Persistent link: https://www.econbiz.de/10011494162
Saved in:
14
Point, interval and density forecasts of exchange rates with time-varying parameter models
Abbate, Angela
;
Marcellino, Massimiliano
-
2016
Persistent link: https://www.econbiz.de/10011571313
Saved in:
15
Inside the crystal ball : new approaches to predicting the gasoline price at the pump
Baumeister, Christiane
;
Kilian, Lutz
;
Lee, Thomas
-
2015
Persistent link: https://www.econbiz.de/10011346927
Saved in:
16
Forecasting inflation using survey expectations and target inflation : evidence for Brazil and Turkey
Altuğ, Sumru
;
Çakmaklı, Cem
-
2015
Persistent link: https://www.econbiz.de/10010495498
Saved in:
17
No arbitrage priors, drifting volatilites, and the term structure of interest rates
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2014
Persistent link: https://www.econbiz.de/10010363319
Saved in:
18
Forty years, thirthy currencies and 21.000 trading rules : a large-scale, data-snooping robust analysis of technical trading in the foreign exchange market
Hsu, Po-Hsuan
;
Taylor, Mark P.
-
2014
Persistent link: https://www.econbiz.de/10010381964
Saved in:
19
Understanding uncertainty shocks and the role of black swans
Orlik, Anna
;
Veldkamp, Laura
-
2014
Persistent link: https://www.econbiz.de/10010416717
Saved in:
20
Window selection for out-of-sample forecasting with time-varying parameters
Inoue, Atsushi
;
Lu, Jin
;
Rossi, Barbara
-
2014
Persistent link: https://www.econbiz.de/10010416755
Saved in:
21
A general approach to recovering market expectations from futures prices with an application to crude oil
Baumeister, Christiane
;
Kilian, Lutz
-
2014
Persistent link: https://www.econbiz.de/10010416758
Saved in:
22
Bond return predictability : economic value and links to the macroeconomy
Gargano, Antonio
;
Pettenuzzo, Davide
;
Timmermann, Allan
-
2014
Persistent link: https://www.econbiz.de/10010409119
Saved in:
23
Are there gains from pooling real-time oil price forecasts?
Baumeister, Christiane
;
Kilian, Lutz
;
Lee, Thomas
-
2014
Persistent link: https://www.econbiz.de/10010393825
Saved in:
24
Markov-switching mixed-frequency VAR models
Foroni, Claudia
;
Guérin, Pierre
;
Marcellino, Massimiliano
-
2014
Persistent link: https://www.econbiz.de/10010342583
Saved in:
25
Can we automate earnings forecasts and beat analysts?
Ball, Ryan
;
Ghysels, Eric
;
Zhou, Huan
-
2014
Persistent link: https://www.econbiz.de/10010440189
Saved in:
26
Forecasting stock returns under economic constraints
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
-
2013
Persistent link: https://www.econbiz.de/10009734264
Saved in:
27
Macroeconomic forecasting during the great recession : the return of non-linearity?
Ferrara, Laurent
;
Marcellino, Massimiliano
;
Mogliani, Matteo
-
2013
Persistent link: https://www.econbiz.de/10009715172
Saved in:
28
Short-term GDP forecasting with a mixed frequency dynamic factor model with stochastic volatility
Marcellino, Massimiliano
;
Porqueddu, Mario
;
Venditti, …
-
2013
Persistent link: https://www.econbiz.de/10009724167
Saved in:
29
Which fundamentals drive exchange rates? : a cross-sectional perspective
Sarno, Lucio
;
Schmeling, Maik
-
2013
Persistent link: https://www.econbiz.de/10009760836
Saved in:
30
Anchoring the yield curve using survey expectations
Altavilla, Carlo
;
Giacomini, Raffaella
;
Ragusa, Giuseppe
-
2013
Persistent link: https://www.econbiz.de/10010230091
Saved in:
31
Do high-frequency financial data help forecast oil prices? : the MIDAS touch at work
Baumeister, Christiane
;
Guérin, Pierre
;
Kilian, Lutz
-
2013
Persistent link: https://www.econbiz.de/10010243731
Saved in:
32
Nonparametric predictive regression
Kasparis, Ioannis
;
Andreou, Elena
;
Phillips, Peter C. B.
-
2013
Persistent link: https://www.econbiz.de/10009784706
Saved in:
33
External imbalances and financial crises
Taylor, Alan M.
-
2012
Persistent link: https://www.econbiz.de/10009705803
Saved in:
34
Predicting lotto numbers
Jørgensen, Claus Bjørn
;
Suetens, Sigrid
;
Tyran, …
-
2011
Persistent link: https://www.econbiz.de/10008989330
Saved in:
35
Classical time-varying FAVAR models ; Estimation, forecasting and structural analysis
Eickmeier, Sandra
;
Lemke, Wolfgang
;
Marcellino, Massimiliano
-
2011
Persistent link: https://www.econbiz.de/10009012118
Saved in:
36
Empirical simultaneous confidence regions for path-forecasts
Jordà, Òscar
;
Knüppel, Malte
;
Marcellino, Massimiliano
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2010
Persistent link: https://www.econbiz.de/10003976664
Saved in:
37
The diversity of forecasts from macroeconomic models of the US economy
Wieland, Volker
;
Wolters, Maik H.
-
2010
Persistent link: https://www.econbiz.de/10003994007
Saved in:
38
Can parameter instability explain the Meese-Rogoff puzzle?
Bacchetta, Philippe
;
Van Wincoop, Eric
;
Beutler, Toni
-
2009
Persistent link: https://www.econbiz.de/10003875518
Saved in:
39
Variable selection and inference for multi-period forecasting problems
Pesaran, M. Hashem
;
Pick, Andreas
;
Timmermann, Allan
-
2009
Persistent link: https://www.econbiz.de/10003814581
Saved in:
40
Term-structure estimation with survey data on interest rate forecasts
Kim, Don H.
;
Orphanides, Athanasios
-
2005
Persistent link: https://www.econbiz.de/10003226092
Saved in:
41
Data revisions are not well-behaved
Aruoba, Boragan
-
2005
Persistent link: https://www.econbiz.de/10003182443
Saved in:
42
Forecast combination and model averaging using predictive measures
Eklund, Jana
;
Karlsson, Sune
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2005
Persistent link: https://www.econbiz.de/10003182455
Saved in:
43
Short-run Italian GDP forecasting and real-time data
Golinelli, Roberto
;
Parigi, Giuseppe
-
2005
Persistent link: https://www.econbiz.de/10003187574
Saved in:
44
How useful is bagging in forecasting economic time series? : A case study of US CPI inflation
Inoue, Atsushi
;
Kilian, Lutz
-
2005
Persistent link: https://www.econbiz.de/10003187611
Saved in:
45
Real-time model uncertainty in the United States : the fed from 1996 - 2003
Ironside, Brian
;
Tetlow, Robert
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2005
Persistent link: https://www.econbiz.de/10003187646
Saved in:
46
Nowcasting GDP and inflation : the real time informational content of macroeconomic data releases
Giannone, Domenico
;
Reichlin, Lucrezia
;
Small, David H.
-
2005
Persistent link: https://www.econbiz.de/10003094829
Saved in:
47
Pooling-based data interpolation and backdating
Marcellino, Massimiliano
-
2005
Persistent link: https://www.econbiz.de/10013424688
Saved in:
48
Modelling and forecasting fiscal variables for the Euro Area
Favero, Carlo A.
-
2005
Persistent link: https://www.econbiz.de/10013424689
Saved in:
49
Instability and non-linearity in the EMU
Marcellino, Massimiliano
-
2002
Persistent link: https://www.econbiz.de/10013423902
Saved in:
50
Forecast pooling for short time series of macroeconomic variables
Marcellino, Massimiliano
-
2002
Persistent link: https://www.econbiz.de/10013423903
Saved in:
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