//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Forecasting model"
isPartOf:"The journal of economics"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Forecasting model
Estimation
1,923
Schätzung
1,922
Theorie
491
Theory
491
USA
490
United States
489
Welt
251
World
251
Impact assessment
200
Wirkungsanalyse
200
Capital income
165
Kapitaleinkommen
165
Börsenkurs
148
Share price
148
Prognoseverfahren
141
Volatility
134
Volatilität
134
Deutschland
123
Germany
121
Großbritannien
119
United Kingdom
119
EU countries
109
EU-Staaten
109
Business cycle
103
Konjunktur
103
Schock
95
Shock
95
Portfolio selection
83
Portfolio-Management
83
Risikoprämie
83
Risk premium
83
Wirtschaftswachstum
81
Geldpolitik
77
Economic growth
76
Monetary policy
74
OECD countries
73
OECD-Staaten
73
Produktivität
66
Bank
65
more ...
less ...
Online availability
All
Undetermined
98
Type of publication
All
Article
85
Book / Working Paper
55
Type of publication (narrower categories)
All
Article in journal
85
Aufsatz in Zeitschrift
85
Arbeitspapier
55
Working Paper
55
Graue Literatur
52
Non-commercial literature
52
Language
All
English
140
Author
All
Marcellino, Massimiliano
11
Kilian, Lutz
5
Baumeister, Christiane
4
Timmermann, Allan
4
Guo, Hui
3
Ball, Ryan
2
Bianchi, Francesco
2
Gargano, Antonio
2
Ghysels, Eric
2
Guérin, Pierre
2
Hsu, Po-Hsuan
2
Huang, Tao
2
Inoue, Atsushi
2
Lee, Thomas
2
Lettau, Martin
2
Li, Junye
2
Liu, Xiaochun
2
Ludvigson, Sydney C.
2
Maio, Paulo
2
Møller, Stig Vinther
2
Pettenuzzo, Davide
2
Rossi, Barbara
2
Russo, Benjamin
2
Sarno, Lucio
2
Taylor, Mark P.
2
Zaremba, Adam
2
Zhu, Jie
2
Zhu, Xiaoneng
2
Abbate, Angela
1
Ahmed, Shamim
1
Altavilla, Carlo
1
Altuğ, Sumru
1
Andreou, Elena
1
Antolin-Diaz, Juan
1
Aron, Janine
1
Artis, Michael J.
1
Aruoba, Boragan
1
Atanasov, Victoria
1
Bacchetta, Philippe
1
Barinov, Alexander
1
more ...
less ...
Published in...
All
The journal of economics
Journal of banking & finance
Discussion paper / Centre for Economic Policy Research
International journal of forecasting
151
Journal of forecasting
105
Finance research letters
86
Applied economics
78
Journal of empirical finance
65
Economic modelling
63
International review of financial analysis
63
Journal of econometrics
63
Journal of financial economics
58
Applied economics letters
55
Energy economics
53
International review of economics & finance : IREF
53
Working paper
52
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
51
Working paper / National Bureau of Economic Research, Inc.
49
The North American journal of economics and finance : a journal of financial economics studies
48
NBER Working Paper
45
NBER working paper series
44
Economics letters
42
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
38
CESifo working papers
36
Journal of international money and finance
34
Discussion paper / Tinbergen Institute
33
Pacific-Basin finance journal
32
Finance and economics discussion series
31
Journal of applied econometrics
30
Journal of international financial markets, institutions & money
30
The European journal of finance
30
Management science : journal of the Institute for Operations Research and the Management Sciences
25
Discussion paper / Deutsche Bundesbank
24
Discussion papers / CEPR
24
Applied financial economics
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
The journal of futures markets
23
International journal of finance & economics : IJFE
22
Journal of risk and financial management : JRFM
22
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
22
Journal of financial markets
20
more ...
less ...
Source
All
ECONIS (ZBW)
140
Showing
1
-
50
of
140
Sort
Relevance
Date (newest first)
Date (oldest first)
1
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
- In:
Journal of banking & finance
155
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014490508
Saved in:
2
Does public corruption affect analyst forecast quality?
El Ghoul, Sadok
;
Guedhami, Omrane
;
Wei, Zuobao
;
Zhu, Yicheng
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014486661
Saved in:
3
Why does option-implied volatility forecast realized volatility? : evidence from news events
Chen, Sipeng
;
Li, Gang
- In:
Journal of banking & finance
156
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014487208
Saved in:
4
Downside variance premium, firm fundamentals, and expected corporate bond returns
Huang, Tao
;
Jiang, Liang
;
Li, Junye
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014488900
Saved in:
5
The sum of all fears : forecasting international returns using option-implied risk measures
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248207
Saved in:
6
Foreign exchange exposure and analysts' earnings forecasts
Yusoff, Iliyas
;
Chen, Chen
;
Lai, Karen
;
Naiker, Vic
; …
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014248219
Saved in:
7
So sue me! : the cross section of stock returns related to patent infringement allegations
Bereskin, Fred
;
Hsu, Po-Hsuan
;
Latham, William R.
; …
- In:
Journal of banking & finance
148
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014248279
Saved in:
8
Heterogeneous beliefs in macroeconomic growth prospects and the carry risk premium
Park, Sunjin
- In:
Journal of banking & finance
136
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013448752
Saved in:
9
The correlation risk premium : international evidence
Faria, Gonçalo
;
Kosowski, Robert L.
;
Wang, Tianyu
- In:
Journal of banking & finance
136
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013448802
Saved in:
10
The illusion of oil return predictability : the choice of data matters!
Conlon, Thomas
;
Cotter, John
;
Eyiah-Donkor, Emmanuel
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013400116
Saved in:
11
Life-cycle portfolio choice with imperfect predictors
Michaelides, Alexander G.
;
Zhang, Yuxin
- In:
Journal of banking & finance
135
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013401786
Saved in:
12
Unemployment and aggregate stock returns
Atanasov, Victoria
- In:
Journal of banking & finance
129
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012822081
Saved in:
13
Breaking VIX at open : Evidence of uncertainty creation and resolution
Chen, Jingjing
;
Jiang, George J.
;
Yuan, Chaowen
;
Zhu, …
- In:
Journal of banking & finance
124
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012816579
Saved in:
14
The ordering of historical returns and the cross-section of subsequent returns
Mohrschladt, Hannes
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012819532
Saved in:
15
Local logit regression for loan recovery rate
Sopitpongstorn, Nithi
;
Silvapulle, Paramsothy
;
Gao, Jiti
; …
- In:
Journal of banking & finance
126
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012820172
Saved in:
16
Liquidity and the cross-section of international stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of banking & finance
127
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012820574
Saved in:
17
Downside risk and the cross-section of cryptocurrency returns
Zhang, Wei
;
Li, Yi
;
Xiong, Xiong
;
Wang, Pengfei
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013256328
Saved in:
18
Forecasting VaR and ES using a joint quantile regression and its implications in portfolio allocation
Merlo, Luca
;
Petrella, Lea
;
Raponi, Valentina
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013256440
Saved in:
19
Aggregate distress risk and equity returns
Guo, Hui
;
Jiang, Xiaowen
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013257367
Saved in:
20
Modeling asset returns under time-varying semi-nonparametric distributions
León Valle, Ángel Manuel
;
Ñíguez, Trino-Manuel
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012520880
Saved in:
21
Local demand shocks, excess comovement and return predictability
Broman, Markus S.
- In:
Journal of banking & finance
119
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012521271
Saved in:
22
Where have the profits gone? : market efficiency and the disappearing equity anomalies in country and industry returns
Zaremba, Adam
;
Umutlu, Mehmet
;
Maydybura, Alina
- In:
Journal of banking & finance
121
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012521610
Saved in:
23
Factor based commodity investing
Sakkas, Athanasios
;
Tessaromatis, Nikolaos P.
- In:
Journal of banking & finance
115
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012489156
Saved in:
24
Forecasting short-run exchange rate volatility with monetary fundamentals : a GARCH-MIDAS approach
You, Yu
;
Liu, Xiaochun
- In:
Journal of banking & finance
116
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012489245
Saved in:
25
Option-Implied variance asymmetry and the cross-section of stock returns
Huang, Tao
;
Li, Junye
- In:
Journal of banking & finance
101
(
2019
),
pp. 21-36
Persistent link: https://www.econbiz.de/10012162590
Saved in:
26
A new measure of financial constraints applicable to private and public firms
Schauer, Catharina
;
Elsas, Ralf
;
Breitkopf, Nikolas
- In:
Journal of banking & finance
101
(
2019
),
pp. 270-295
Persistent link: https://www.econbiz.de/10012162705
Saved in:
27
Country-level analyst recommendations and international stock market returns
Berkman, Henk
;
Yang, Wanyi
- In:
Journal of banking & finance
103
(
2019
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012163765
Saved in:
28
Put-call parity violations and return predictability : evidence from the 2008 short sale ban
Nishiotis, George P.
;
Rompolis, Leonidas S.
- In:
Journal of banking & finance
106
(
2019
),
pp. 276-297
Persistent link: https://www.econbiz.de/10012224284
Saved in:
29
Implied volatility surface predictability : the case of commodity markets
Kearney, Fearghal
;
Shang, Han Lin
;
Sheenan, Lisa
- In:
Journal of banking & finance
108
(
2019
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012224756
Saved in:
30
Structural scenario analysis with SVARs
Antolin-Diaz, Juan
;
Petrella, Ivan
;
Rubio-Remírez, …
-
2018
Persistent link: https://www.econbiz.de/10011860276
Saved in:
31
Monetary policy and asset valuation
Bianchi, Francesco
;
Lettau, Martin
;
Ludvigson, Sydney C.
-
2018
Persistent link: https://www.econbiz.de/10011862029
Saved in:
32
Multinomial VaR backtests : a simple implicit approach to backtesting expected shortfall
Kratz, Marie
;
Lok, Yen H.
;
McNeil, Alexander J.
- In:
Journal of banking & finance
88
(
2018
),
pp. 393-407
Persistent link: https://www.econbiz.de/10011962940
Saved in:
33
Economic activity and momentum profits : further evidence
Maio, Paulo
;
Philip, Dennis
- In:
Journal of banking & finance
88
(
2018
),
pp. 466-482
Persistent link: https://www.econbiz.de/10011962964
Saved in:
34
Unobservable systematic risk, economic activity and stock market
De Santis, Roberto A.
- In:
Journal of banking & finance
97
(
2018
),
pp. 51-69
Persistent link: https://www.econbiz.de/10011967305
Saved in:
35
Time-series momentum in nearly 100 years of stock returns
Lim, Bryan Y.
;
Wang, Jiaguo
;
Yao, Yaqiong
- In:
Journal of banking & finance
97
(
2018
),
pp. 283-296
Persistent link: https://www.econbiz.de/10011968748
Saved in:
36
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:
37
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:
38
Do extreme returns matter in emerging markets? : evidence from the Chinese stock market
Nartea, Gilbert V.
;
Kong, Dongmin
;
Wu, Ji
- In:
Journal of banking & finance
76
(
2017
),
pp. 189-197
Persistent link: https://www.econbiz.de/10011814322
Saved in:
39
Dividends, earnings, and predictability
Møller, Stig Vinther
;
Sander, Magnus
- In:
Journal of banking & finance
78
(
2017
),
pp. 153-163
Persistent link: https://www.econbiz.de/10011815127
Saved in:
40
Do oil futures prices predict stock returns?
Chiang, I-Hsuan Ethan
;
Hughen, W. Keener
- In:
Journal of banking & finance
79
(
2017
),
pp. 129-141
Persistent link: https://www.econbiz.de/10011815141
Saved in:
41
Unfolded risk-return trade-offs and links to Macroeconomic Dynamics
Liu, Xiaochun
- In:
Journal of banking & finance
82
(
2017
),
pp. 1-19
Persistent link: https://www.econbiz.de/10011816457
Saved in:
42
Unemployment fluctuations and the predictability of currency returns
Nucera, Federico
- In:
Journal of banking & finance
84
(
2017
),
pp. 88-106
Persistent link: https://www.econbiz.de/10011816838
Saved in:
43
The quanto theory of exchange rates
Kremens, Lukas
;
Martin, Ian
-
2017
Persistent link: https://www.econbiz.de/10011670279
Saved in:
44
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:
45
Automated earnings forecasts : beat analysts or combine and conquer?
Ball, Ryan
;
Ghysels, Eric
-
2017
Persistent link: https://www.econbiz.de/10011715555
Saved in:
46
When to lean against the wind
Richter, Björn
;
Schularick, Moritz
;
Wachtel, Paul
-
2017
Persistent link: https://www.econbiz.de/10011716965
Saved in:
47
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:
48
Forecasting macroeconomic variables under model instability
Gargano, Antonio
;
Timmermann, Allan
-
2016
Persistent link: https://www.econbiz.de/10011521711
Saved in:
49
In-sample inference and forecasting in misspecified factor models
Carrasco, Marine
;
Rossi, Barbara
-
2016
Persistent link: https://www.econbiz.de/10011524318
Saved in:
50
The role of auctions and negotiation in housing prices
Genesove, David
;
Hansen, James
-
2016
Persistent link: https://www.econbiz.de/10011524499
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->