//--> //--> //-->
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"
~type_genre:"Article in journal"
~isPartOf:"Journal of applied econometrics"
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
429
Schätzung
429
Theorie
157
Theory
157
USA
140
United States
140
Welt
41
World
41
Estimation theory
39
Schätztheorie
39
Prognoseverfahren
38
Time series analysis
36
Zeitreihenanalyse
36
Panel
27
Panel study
27
Volatility
26
Volatilität
26
Großbritannien
24
United Kingdom
24
Deutschland
23
Germany
23
VAR model
23
VAR-Modell
23
Bayes-Statistik
22
Bayesian inference
22
Monte Carlo simulation
22
Monte-Carlo-Simulation
22
Regression analysis
21
Regressionsanalyse
21
Cointegration
20
Kointegration
20
Nichtparametrisches Verfahren
20
Nonparametric statistics
20
Impact assessment
18
Wirkungsanalyse
18
Economic growth
17
Inflation
17
Wirtschaftswachstum
17
Netherlands
16
more ...
less ...
Online availability
All
Undetermined
15
Free
5
Type of publication
All
Article
38
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
38
Language
All
English
38
Author
All
Clark, Todd E.
4
Carriero, Andrea
2
Lima, Luiz Renato
2
Marcellino, Massimiliano
2
McCracken, Michael W.
2
Russo, Benjamin
2
Wel, Michel van der
2
Abel, Joshua
1
Altavilla, Carlo
1
Amburgey, Aaron J.
1
Babii, Andrii
1
Bai, Yu
1
Ball, Ryan T.
1
Baumeister, Christiane
1
Chavleishvili, Sulkhan
1
Cho, Dooyeon
1
Chou, Nan-ting
1
Copley, Ronald E.
1
Croushore, Dean Darrell
1
Demetrescu, Matei
1
Dijk, Dick van
1
Everaert, Gerdie
1
Ferrell, Dana
1
Fosten, Jack
1
Fu, Jiarong
1
Gaglianone, Wagner Piazza
1
Garratt, Anthony
1
Ghysels, Eric
1
Giacomini, Raffaella
1
Hanck, Christoph
1
Hautsch, Nikolaus
1
Hillebrand, Eric
1
Hjalmarsson, Erik
1
Härdle, Wolfgang
1
Jungbacker, Borus
1
Kilian, Lutz
1
Killian, Lutz
1
Kiss, Tamás
1
Koopman, Siem Jan
1
Kruse-Becher, Robinson
1
more ...
less ...
Published in...
All
The journal of economics
Journal of applied econometrics
International journal of forecasting
151
Journal of forecasting
105
Finance research letters
85
Applied economics
78
Journal of banking & finance
77
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
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
50
The North American journal of economics and finance : a journal of financial economics studies
48
Economics letters
42
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
38
Journal of international money and finance
34
Pacific-Basin finance journal
32
Journal of international financial markets, institutions & money
30
The European journal of finance
29
Management science : journal of the Institute for Operations Research and the Management Sciences
25
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
Quantitative finance
20
Research in international business and finance
20
Econometric reviews
19
Journal of economic dynamics & control
19
Journal of money, credit and banking : JMCB
19
Journal of macroeconomics
18
Journal of financial and quantitative analysis : JFQA
16
Review of quantitative finance and accounting
16
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
15
International journal of economics and finance
15
more ...
less ...
Source
All
ECONIS (ZBW)
38
Showing
1
-
38
of
38
Sort
Relevance
Date (newest first)
Date (oldest first)
1
The Federal Reserve's output gap : the unreliability of real-time reliability tests
Quast, Josefine
;
Wolters, Maik H.
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 1101-1111
Persistent link: https://www.econbiz.de/10014474421
Saved in:
2
Exchange rates and macroeconomic fundamentals : evidence of instabilities from time-varying factor loadings
Hillebrand, Eric
;
Mikkelsen, Jakob Guldbæk
;
Spreng, Lars
; …
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 857-877
Persistent link: https://www.econbiz.de/10014432197
Saved in:
3
Identifying the effects of sanctions on the Iranian economy using newspaper coverage
Laudati, Dario
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
38
(
2023
)
3
,
pp. 271-294
Persistent link: https://www.econbiz.de/10014287986
Saved in:
4
Robust inference under time-varying volatility : a real-time evaluation of professional forecasters
Demetrescu, Matei
;
Hanck, Christoph
;
Kruse-Becher, Robinson
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 1010-1030
Persistent link: https://www.econbiz.de/10013464645
Saved in:
5
Long-run predictability tests are even worse than you thought
Hjalmarsson, Erik
;
Kiss, Tamás
- In:
Journal of applied econometrics
37
(
2022
)
7
,
pp. 1334-1355
Persistent link: https://www.econbiz.de/10013473977
Saved in:
6
Reassessing growth vulnerability
Cho, Dooyeon
;
Rho, Seunghwa
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 225-234
Persistent link: https://www.econbiz.de/10014471730
Saved in:
7
Forecasting and stress testing with quantile vector autoregression
Chavleishvili, Sulkhan
;
Manganelli, Simone
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 66-85
Persistent link: https://www.econbiz.de/10014474437
Saved in:
8
Panel data nowcasting : the case of price-earnings ratios
Babii, Andrii
;
Ball, Ryan T.
;
Ghysels, Eric
;
Striaukas, …
- In:
Journal of applied econometrics
39
(
2024
)
2
,
pp. 292-307
Persistent link: https://www.econbiz.de/10014517329
Saved in:
9
On the real-time predictive content of financial condition indices for growth
Amburgey, Aaron J.
;
McCracken, Michael W.
- In:
Journal of applied econometrics
38
(
2023
)
2
,
pp. 137-163
Persistent link: https://www.econbiz.de/10014287960
Saved in:
10
Information gains from using short-dated options for measuring and forecasting volatility
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of applied econometrics
37
(
2022
)
2
,
pp. 368-391
Persistent link: https://www.econbiz.de/10013165240
Saved in:
11
Nowcasting tail risk to economic activity at a weekly frequency
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 843-866
Persistent link: https://www.econbiz.de/10013464633
Saved in:
12
Macroeconomic forecasting in a multi-country context
Bai, Yu
;
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, …
- In:
Journal of applied econometrics
37
(
2022
)
6
,
pp. 1230-1255
Persistent link: https://www.econbiz.de/10013464673
Saved in:
13
Inside the crystal ball : new approaches to predicting the gasoline price at the pump
Baumeister, Christiane
;
Killian, Lutz
;
Lee, Thomas
- In:
Journal of applied econometrics
32
(
2017
)
2
,
pp. 275-295
Persistent link: https://www.econbiz.de/10011689781
Saved in:
14
Spotting the danger zone : forecasting financial crises with classification tree ensembles and many predictors
Ward, Felix
- In:
Journal of applied econometrics
32
(
2017
)
2
,
pp. 359-378
Persistent link: https://www.econbiz.de/10011690208
Saved in:
15
Out‐of-sample return predictability : a quantile combination approach
Lima, Luiz Renato
;
Meng, Fanning
- In:
Journal of applied econometrics
32
(
2017
)
4
,
pp. 877-895
Persistent link: https://www.econbiz.de/10011862253
Saved in:
16
Anchoring the yield curve using survey expectations
Altavilla, Carlo
;
Giacomini, Raffaella
;
Ragusa, Giuseppe
- In:
Journal of applied econometrics
32
(
2017
)
6
,
pp. 1055-1068
Persistent link: https://www.econbiz.de/10011862313
Saved in:
17
Model selection with estimated factors and idiosyncratic components
Fosten, Jack
- In:
Journal of applied econometrics
32
(
2017
)
6
,
pp. 1087-1106
Persistent link: https://www.econbiz.de/10011862567
Saved in:
18
Combining density forecasts using focused scoring rules
Opschoor, Anne
;
Dijk, Dick van
;
Wel, Michel van der
- In:
Journal of applied econometrics
32
(
2017
)
7
,
pp. 1298-1313
Persistent link: https://www.econbiz.de/10011862725
Saved in:
19
The measurement and behavior of uncertainty : evidence from the ECB Survey of Professional Forecasters
Abel, Joshua
;
Rich, Robert W.
;
Song, Joseph
;
Tracy, …
- In:
Journal of applied econometrics
31
(
2016
)
3
,
pp. 533-550
Persistent link: https://www.econbiz.de/10011642628
Saved in:
20
Reassessing the relative power of the yield spread in forecasting recessions
Croushore, Dean Darrell
;
Marsten, Katherine
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 1183-1191
Persistent link: https://www.econbiz.de/10011687424
Saved in:
21
Macroeconomic forecasting performance under alternative specifications of time-varying volatility
Clark, Todd E.
;
Ravazzolo, Francesco
- In:
Journal of applied econometrics
30
(
2015
)
4
,
pp. 551-575
Persistent link: https://www.econbiz.de/10011332869
Saved in:
22
Local adaptive multiplicative error models for high-frequency forecasts
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Mihoci, Andrija
- In:
Journal of applied econometrics
30
(
2015
)
4
,
pp. 529-550
Persistent link: https://www.econbiz.de/10011332871
Saved in:
23
Smooth dynamic factor analysis with application to the US term structure of interest rates
Jungbacker, Borus
;
Koopman, Siem Jan
;
Wel, Michel van der
- In:
Journal of applied econometrics
29
(
2014
)
1
,
pp. 65-90
Persistent link: https://www.econbiz.de/10010414251
Saved in:
24
Constructing optimal density forecasts from point forecast combinations
Gaglianone, Wagner Piazza
;
Lima, Luiz Renato
- In:
Journal of applied econometrics
29
(
2014
)
5
,
pp. 736-757
Persistent link: https://www.econbiz.de/10010414854
Saved in:
25
The predictability of aggregate consumption growth in OECD countries : a panel data analysis
Everaert, Gerdie
;
Pozzi, Lorenzo
- In:
Journal of applied econometrics
29
(
2014
)
3
,
pp. 431-453
Persistent link: https://www.econbiz.de/10010414886
Saved in:
26
Averaging forecasts from VARs with uncertain instabilities
Clark, Todd E.
;
McCracken, Michael W.
- In:
Journal of applied econometrics
25
(
2010
)
1
,
pp. 5-29
Persistent link: https://www.econbiz.de/10008666818
Saved in:
27
Forecasting realized volatility : a Bayesian model-averaging approach
Liu, Chun
;
Maheu, John M.
- In:
Journal of applied econometrics
24
(
2009
)
5
,
pp. 709-733
Persistent link: https://www.econbiz.de/10003931571
Saved in:
28
Permanent vs transitory components and economic fundamentals
Garratt, Anthony
;
Robertson, Donald
;
Wright, Stephen
- In:
Journal of applied econometrics
21
(
2006
)
4
,
pp. 521-542
Persistent link: https://www.econbiz.de/10003338662
Saved in:
29
Can inflation data improve the real-time reliability of output gap estimates?
Planas, Christophe
;
Rossi, Alessandro
- In:
Journal of applied econometrics
19
(
2004
)
1
,
pp. 121-133
Persistent link: https://www.econbiz.de/10001924696
Saved in:
30
Exchange rates and monetary fundamentals : what do we learn from long-horizon regressions?
Kilian, Lutz
- In:
Journal of applied econometrics
14
(
1999
)
5
,
pp. 491-510
Persistent link: https://www.econbiz.de/10001421490
Saved in:
31
A neural network forecast of economic growth and recession
Fu, Jiarong
- In:
The journal of economics
24
(
1998
)
1
,
pp. 51-66
Persistent link: https://www.econbiz.de/10001249342
Saved in:
32
Calculating betas with daily data : estimation period effects on prediction error
Weinraub, Herbert J.
- In:
The journal of economics
23
(
1997
)
1
,
pp. 95-101
Persistent link: https://www.econbiz.de/10001233076
Saved in:
33
Bayesian estimation of inflation expectations and uncertainty
Russo, Benjamin
- In:
The journal of economics
19
(
1993
)
1
,
pp. 43-49
Persistent link: https://www.econbiz.de/10001236311
Saved in:
34
Bayesian estimation of inflation expectations and uncertainty
Russo, Benjamin
- In:
The journal of economics
13
(
1987
),
pp. 74-79
Persistent link: https://www.econbiz.de/10001250103
Saved in:
35
Comparing the predictive ability of simple-sum and divisia monetary aggregates
Chou, Nan-ting
- In:
The journal of economics
13
(
1987
),
pp. 30-36
Persistent link: https://www.econbiz.de/10001250112
Saved in:
36
"Forecasting Kansas macro variables using vector autoregressive methodology"
Ferrell, Dana
;
Meador, Mark
;
Rhodes, James R.
- In:
The journal of economics
11
(
1985
),
pp. 99-101
Persistent link: https://www.econbiz.de/10001438810
Saved in:
37
Interest rate expectations and short-term hedging
Copley, Ronald E.
- In:
The journal of economics
11
(
1985
),
pp. 122-126
Persistent link: https://www.econbiz.de/10001438829
Saved in:
38
An application of the Kalman filtering technique to the modelling of price expectations
Margaritis, Dimitris
- In:
The journal of economics
11
(
1985
),
pp. 156-159
Persistent link: https://www.econbiz.de/10001438844
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->