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subject:"Forecasting model"
isPartOf:"Journal of money, credit and banking : JMCB"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
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Forecasting model
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Journal of money, credit and banking : JMCB
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
International journal of forecasting
151
Journal of forecasting
105
Finance research letters
85
Applied economics
78
Journal of banking & finance
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International review of financial analysis
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The North American journal of economics and finance : a journal of financial economics studies
48
NBER Working Paper
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42
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of international money and finance
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Discussion paper / Tinbergen Institute
33
Pacific-Basin finance journal
32
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Management science : journal of the Institute for Operations Research and the Management Sciences
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The journal of futures markets
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Journal of risk and financial management : JRFM
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ECONIS (ZBW)
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1
Recessions and flattening of the yield curve (1960-2021) : A two-way road under a regime switching approach
Cendejas Bueno, José Luis
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 8-20
Persistent link: https://www.econbiz.de/10014427895
Saved in:
2
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
3
Out of bounds : do SPF respondents have anchored inflation expectations?
Binder, Carola Conces
;
Janson, Wesley
;
Verbrugge, Randal
- In:
Journal of money, credit and banking : JMCB
55
(
2023
)
2/3
,
pp. 559-576
Persistent link: https://www.econbiz.de/10014305987
Saved in:
4
The term structure of uncertainty : new evidence from survey expectations
Binder, Carola Conces
;
McElroy, Tucker
;
Sheng, Xuguang
- In:
Journal of money, credit and banking : JMCB
54
(
2022
)
1
,
pp. 39-71
Persistent link: https://www.econbiz.de/10012819559
Saved in:
5
Revisiting the accuracy of standard VaR methods for risk assessment : using the Copula-EVT multidimensional approach for stock markets in the MENA region
Chebbi, Ali
;
Hedhli, Amel
- In:
The quarterly review of economics and finance : journal …
84
(
2022
),
pp. 430-445
Persistent link: https://www.econbiz.de/10013335886
Saved in:
6
Predicting stock returns from the pricing and mispricing of accounting fundamentals
Walkshäusl, Christian
- In:
The quarterly review of economics and finance : journal …
81
(
2021
),
pp. 253-260
Persistent link: https://www.econbiz.de/10012656290
Saved in:
7
The influence of real interest rates and risk premium effects on the ability of the nominal term structure to forecast inflation
Argyropoulos, Efthymios
;
Tzavalis, Elias
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 785-796
Persistent link: https://www.econbiz.de/10012655704
Saved in:
8
Does happiness forecast implied volatility? : evidence from nonparametric wave-based Granger causality testing
Li, Yue
;
Goodell, John W.
;
Shen, Dehua
- In:
The quarterly review of economics and finance : journal …
81
(
2021
),
pp. 113-122
Persistent link: https://www.econbiz.de/10012656244
Saved in:
9
Heterogeneous market hypothesis approach for modeling unbiased extreme value volatility estimator in presence of leverage effect : an individual stock level study with economic sig...
Zargar, Faisal Nazir
;
Kumar, Dilip
- In:
The quarterly review of economics and finance : journal …
77
(
2020
),
pp. 271-285
Persistent link: https://www.econbiz.de/10012431113
Saved in:
10
Forecasting equity premium in a panel of OECD countries : the role of economic policy uncertainty
Christou, Christina
;
Gupta, Rangan
- In:
The quarterly review of economics and finance : journal …
76
(
2020
),
pp. 243-248
Persistent link: https://www.econbiz.de/10012417600
Saved in:
11
How informative are variance risk premium and implied volatility for Value-at-Risk prediction? : international evidence
Slim, Skander
;
Dahmene, Meriam
;
Boughrara, Adel
- In:
The quarterly review of economics and finance : journal …
76
(
2020
),
pp. 22-37
Persistent link: https://www.econbiz.de/10012417081
Saved in:
12
Institutions and return predictability in oil-exporting countries
Aramonte, Sirio
;
Jahan-Parvar, Mohammad R.
;
Shugarman, …
- In:
The quarterly review of economics and finance : journal …
71
(
2019
),
pp. 14-26
Persistent link: https://www.econbiz.de/10012175820
Saved in:
13
Do industry returns predict the stock market? : A reprise using the random forest
Ciner, Cetin
- In:
The quarterly review of economics and finance : journal …
72
(
2019
),
pp. 152-158
Persistent link: https://www.econbiz.de/10012176169
Saved in:
14
Temporary price trends in the stock market with rational agents
Ichkitidze, Yuri
- In:
The quarterly review of economics and finance : journal …
68
(
2018
),
pp. 103-117
Persistent link: https://www.econbiz.de/10012034517
Saved in:
15
Stock return predictability and model instability : evidence from mainland China and Hong Kong
Hong, Hui
;
Chen, Naiwei
;
O'Brien, Fergal
;
Ryan, James
- In:
The quarterly review of economics and finance : journal …
68
(
2018
),
pp. 132-142
Persistent link: https://www.econbiz.de/10012034528
Saved in:
16
Comparing the forecasting ability of financial conditions indices : the case of South Africa
Balcilar, Mehmet
;
Gupta, Rangan
;
Van Eyden, Reneé
; …
- In:
The quarterly review of economics and finance : journal …
69
(
2018
),
pp. 245-259
Persistent link: https://www.econbiz.de/10012035015
Saved in:
17
Regime shifts in price-dividend ratios and expected stock returns : a present-value approach
Choi, Kwang Hun
;
Kim, Chang-jin
;
Park, Cheolbeom
- In:
Journal of money, credit and banking : JMCB
49
(
2017
)
2/3
,
pp. 417-441
Persistent link: https://www.econbiz.de/10011708028
Saved in:
18
Examining return predictability of industry style portfolios with prior return relative to a benchmark
Noman, Abdullah
;
Naka, Atsuyuki
;
Zirek, Duygu
- In:
The quarterly review of economics and finance : journal …
63
(
2017
),
pp. 193-203
Persistent link: https://www.econbiz.de/10011792014
Saved in:
19
Do terror attacks predict gold returns? : evidence from a quantile-predictive-regression approach
Gupta, Rangan
;
Majumdar, Anandamayee
;
Pierdzioch, Christian
- In:
The quarterly review of economics and finance : journal …
65
(
2017
),
pp. 276-284
Persistent link: https://www.econbiz.de/10011792493
Saved in:
20
A new time-varying parameter autoregressive model for U.S. inflation expectations
Lanne, Markku
;
Luoto, Jani
- In:
Journal of money, credit and banking : JMCB
49
(
2017
)
5
,
pp. 969-995
Persistent link: https://www.econbiz.de/10011946516
Saved in:
21
Do data revisions matter for DSGE estimation?
Givens, Gregory E.
- In:
Journal of money, credit and banking : JMCB
49
(
2017
)
6
,
pp. 1385-1407
Persistent link: https://www.econbiz.de/10011946614
Saved in:
22
Forecasting stock market volatility using Realized GARCH model : international evidence
Sharma, Prateek
;
Vipul
- In:
The quarterly review of economics and finance : journal …
59
(
2016
),
pp. 222-230
Persistent link: https://www.econbiz.de/10011627288
Saved in:
23
U.S. stock markets and the role of real interest rates
Huang, Wanling
;
Mollick, André Varella
;
Nguyen Khoa Huu
- In:
The quarterly review of economics and finance : journal …
59
(
2016
),
pp. 231-242
Persistent link: https://www.econbiz.de/10011627292
Saved in:
24
Local trends in price-to-dividend ratios : assessment, predictive value, and determinants
Herwartz, Helmut
;
Rengel, Malte
;
Fang, Xu
- In:
Journal of money, credit and banking : JMCB
48
(
2016
)
8
,
pp. 1655-1690
Persistent link: https://www.econbiz.de/10011707949
Saved in:
25
Which fundamentals drive exchange rates? : a cross-sectional perspective
Sarno, Lucio
;
Schmeling, Maik
- In:
Journal of money, credit and banking : JMCB
46
(
2014
)
2/3
,
pp. 267-292
Persistent link: https://www.econbiz.de/10010464116
Saved in:
26
Estimating the output gap in real time : a factor model approach
Aastveit, Knut Are
;
Trovik, Tørres
- In:
The quarterly review of economics and finance : journal …
54
(
2014
)
2
,
pp. 180-193
Persistent link: https://www.econbiz.de/10010466564
Saved in:
27
The consumption-income ratio, entrepreneurial risk, and the U.S. stock market
Hoffmann, Mathias
- In:
Journal of money, credit and banking : JMCB
46
(
2014
)
6
,
pp. 1259-1292
Persistent link: https://www.econbiz.de/10010466585
Saved in:
28
The international business cycle and gold-price fluctuations
Pierdzioch, Christian
;
Risse, Marian
;
Rohloff, Sebastian
- In:
The quarterly review of economics and finance : journal …
54
(
2014
)
2
,
pp. 292-305
Persistent link: https://www.econbiz.de/10010468016
Saved in:
29
Bubble-like housing boom-bust cycles : evidence from the predictive power of households’ expectations
Huang, MeiChi
- In:
The quarterly review of economics and finance : journal …
54
(
2014
)
1
,
pp. 2-16
Persistent link: https://www.econbiz.de/10010468805
Saved in:
30
How do anticipated changes to short-term market rates influence banks' retail interest rates? : evidence from the four major euro area economies
Banerjee, Anindya
;
Bystrov, Victor
;
Mizen, Paul
- In:
Journal of money, credit and banking : JMCB
45
(
2013
)
7
,
pp. 1375-1414
Persistent link: https://www.econbiz.de/10010197460
Saved in:
31
Disappearing dividends : implications for the dividend-price ratio and return predictability
Kim, Chang-jin
;
Park, Cheolbeom
- In:
Journal of money, credit and banking : JMCB
45
(
2013
)
5
,
pp. 933-952
Persistent link: https://www.econbiz.de/10010197598
Saved in:
32
Time-varying risk-returm trade-off in the stock market
Guo, Hui
;
Wang, Zijun
;
Yang, Jian
- In:
Journal of money, credit and banking : JMCB
45
(
2013
)
4
,
pp. 623-650
Persistent link: https://www.econbiz.de/10009759991
Saved in:
33
The liquidity effect in the federal funds market : evidence at the monthly frequency
Carpenter, Seth B.
;
Demiralp, Selva
- In:
Journal of money, credit and banking : JMCB
40
(
2008
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10003635990
Saved in:
34
Real-time model uncertainty in the United States : the Fed, 1996 - 2003
Tetlow, Robert
;
Ironside, Brian
- In:
Journal of money, credit and banking : JMCB
39
(
2007
)
7
,
pp. 1533-1561
Persistent link: https://www.econbiz.de/10003549201
Saved in:
35
A generalized extreme value approach to financial risk measurement
Bali, Turan G.
- In:
Journal of money, credit and banking : JMCB
39
(
2007
)
7
,
pp. 1613-1649
Persistent link: https://www.econbiz.de/10003549211
Saved in:
36
The liquidity effect in the federal funds market : evidence from daily open market operations
Carpenter, Seth B.
;
Demiralp, Selva
- In:
Journal of money, credit and banking : JMCB
38
(
2006
)
4
,
pp. 901-920
Persistent link: https://www.econbiz.de/10003343656
Saved in:
37
Evaluating the predictability of exchange rates using long-horizon regressions : mind your p's and q's!
McCracken, Michael W.
;
Sapp, Stephen G.
- In:
Journal of money, credit and banking : JMCB
37
(
2005
)
3
,
pp. 473-494
Persistent link: https://www.econbiz.de/10003012706
Saved in:
38
Nonlinear forecasting analysis using diffusion indexes : an application to Japan
Shintani, Mototsugu
- In:
Journal of money, credit and banking : JMCB
37
(
2005
)
3
,
pp. 517-538
Persistent link: https://www.econbiz.de/10003012730
Saved in:
39
A reexamination of the predictability of economic activity using the yield spread
Hamilton, James D.
;
Kim, Dong-heon
- In:
Journal of money, credit and banking : JMCB
34
(
2002
)
2
,
pp. 340-360
Persistent link: https://www.econbiz.de/10001686022
Saved in:
40
Do cash flow variables improve the predictive accuracy of a Cox proportional hazards model for bank failure?
Henebry, Kathleen L.
- In:
The quarterly review of economics and finance : journal …
36
(
1996
)
3
,
pp. 395-409
Persistent link: https://www.econbiz.de/10001209964
Saved in:
41
Were financial crises predictable?
Canova, Fabio
- In:
Journal of money, credit and banking : JMCB
26
(
1994
)
1
,
pp. 102-124
Persistent link: https://www.econbiz.de/10001162946
Saved in:
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