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subject:"Forecasting model"
subject:"United States"
~isPartOf:"Journal of forecasting"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
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Forecasting model
United States
Estimation
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410
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211
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156
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135
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131
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123
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118
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ECONIS (ZBW)
528
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
Risk-neutral moments and return predictability : international evidence
Zhang, Junyu
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1086-1111
Persistent link: https://www.econbiz.de/10014338814
Saved in:
3
Modeling the relation between the US real economy and the corporate bond-yield spread in Bayesian VARs with non-Gaussian innovations
Kiss, Tamás
;
Mazur, Stepan
;
Nguyen, Hoang
;
Österholm, Pär
- In:
Journal of forecasting
42
(
2023
)
2
,
pp. 347-368
Persistent link: https://www.econbiz.de/10014292181
Saved in:
4
Macro-financial effects of monetary policy easing
Apostolakis, George N.
;
Giannellis, Nikolaos
; …
- In:
Journal of forecasting
42
(
2023
)
3
,
pp. 715-738
Persistent link: https://www.econbiz.de/10014292226
Saved in:
5
Spatial beta-convergence forecasting models : evidence from municipal homicide rates in Colombia
Santos-Marquez, Felipe
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 294-302
Persistent link: https://www.econbiz.de/10012817750
Saved in:
6
Forecasting value at risk and expected shortfall using high-frequency data of domestic and international stock markets
Wang, Man
;
Cheng, Yihan
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1595-1607
Persistent link: https://www.econbiz.de/10013465725
Saved in:
7
Forecasting VaR and ES in emerging markets : the role of time-varying higher moments
Trung Hai Le
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 402-414
Persistent link: https://www.econbiz.de/10014475347
Saved in:
8
Forecasting tourist flows in the COVID-19 era using nonparametric mixed-frequency VARs
You, Wan-hai
;
Huang, Yuming
;
Lee, Chien-chiang
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 473-489
Persistent link: https://www.econbiz.de/10014475363
Saved in:
9
Liquidity premiums, interest rate differentials, and nominal exchange rate prediction
Wang, Yi-Chiuan
;
Wu, Jyh-lin
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 138-158
Persistent link: https://www.econbiz.de/10014443191
Saved in:
10
Forecasting the exchange rate with the Taylor rule model during times of alternative monetary policies
Wang, Rudan
;
Morley, Bruce
- In:
Journal of forecasting
42
(
2023
)
6
,
pp. 1341-1359
Persistent link: https://www.econbiz.de/10014338891
Saved in:
11
Forecasting stock return volatility : realized volatility-type or duration-based estimators
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
Saved in:
12
The ENSO cycle and forecastability of global inflation and output growth : evidence from standard and mixed-frequency multivariate singular spectrum analyses
Yeganegi, Mohammad Reza
;
Hassani, Hossein
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1690-1707
Persistent link: https://www.econbiz.de/10014432753
Saved in:
13
Yield spread selection in predicting recession probabilities
Choi, Jaehyuk
;
Ge, Desheng
;
Kang, Kyu Ho
;
Sohn, Sungbin
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1772-1785
Persistent link: https://www.econbiz.de/10014432757
Saved in:
14
Default return spread : a powerful predictor of crude oil price returns
Han, Qingxiang
;
He, Mengxi
;
Zhang, Yaojie
;
Umar, Muhammad
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1786-1804
Persistent link: https://www.econbiz.de/10014432770
Saved in:
15
Estimation of short-run predictive factor for US growth using state employment data
Basistha, Arabinda
- In:
Journal of forecasting
42
(
2023
)
1
,
pp. 34-50
Persistent link: https://www.econbiz.de/10013465759
Saved in:
16
Forecasting inflation and output growth with credit-card-augmented Divisia monetary aggregates
Barnett, William A.
;
Park, Sohee
- In:
Journal of forecasting
42
(
2023
)
2
,
pp. 331-346
Persistent link: https://www.econbiz.de/10014292178
Saved in:
17
A new Markov regime-switching count time series approach for forecasting initial public offering volumes and detecting issue cycles
Wang, Xinyu
;
Ning, Cathy Q.
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 118-133
Persistent link: https://www.econbiz.de/10012796275
Saved in:
18
Time-varying trend models for forecasting inflation in Australia
Guo, Na
;
Zhang, Bo
;
Cross, Jamie
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 316-330
Persistent link: https://www.econbiz.de/10012817762
Saved in:
19
Forecasting expected shortfall and value at risk with a joint elicitable mixed data sampling model
Xu, Qifa
;
Chen, Lu
;
Jiang, Cuixia
;
Liu, Yezheng
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 407-421
Persistent link: https://www.econbiz.de/10013166148
Saved in:
20
The global latent factor and international index futures returns predictability
Chang, Shu-Lien
;
Lee, Hsiu-chuan
;
Lien, Da-hsiang Donald
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 514-538
Persistent link: https://www.econbiz.de/10013166158
Saved in:
21
The role of investor sentiment in forecasting housing returns in China : a machine learning approach
Cepni, Oguzhan
;
Gupta, Rangan
;
Onay, Yigit
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1725-1740
Persistent link: https://www.econbiz.de/10013465745
Saved in:
22
Uncertainty and the predictability of stock returns
Cai, Wensheng
;
Pan, Zhiyuan
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
4
,
pp. 765-792
Persistent link: https://www.econbiz.de/10013287857
Saved in:
23
A model sufficiency test using permutation entropy
Huang, Xin
;
Shang, Han Lin
;
Pitt, David C.
- In:
Journal of forecasting
41
(
2022
)
5
,
pp. 1017-1036
Persistent link: https://www.econbiz.de/10013287897
Saved in:
24
Missing events in event studies : identifying the effects of partially-measured news surprises
Gürkaynak, Refet S.
;
Kısacıkoğlu, Burçin
;
Wright, …
-
2018
Persistent link: https://www.econbiz.de/10011981002
Saved in:
25
Long-term changes in married couples' labor supply and taxes : evidence from the US and Europe since the 1980s
Bick, Alexander
;
Brüggemann, Bettina
; …
-
2018
Persistent link: https://www.econbiz.de/10011981919
Saved in:
26
Common ownership, competition, and top management incentives
Antón, Miguel
;
Ederer, Florian
;
Giné, Mireia
; …
-
2018
Persistent link: https://www.econbiz.de/10011884118
Saved in:
27
Size matters, if you control your junk
Asness, Cliff
;
Frazzini, Andrea
;
Israel, Ronen
; …
-
2018
Persistent link: https://www.econbiz.de/10011884243
Saved in:
28
Measuring monetary policy deviations from the taylor rule
Madeira, João
;
Palma, Nuno
-
2018
Persistent link: https://www.econbiz.de/10011859433
Saved in:
29
A model of the Fed's view on inflation
Hasenzagl, Thomas
;
Pellegrino, Filippo
;
Reichlin, Lucrezia
-
2018
Persistent link: https://www.econbiz.de/10011860155
Saved in:
30
International evidence on firm level decisions in response to the crisis : shareholders vs. other stakeholders
Allen, Franklin
;
Carletti, Elena
;
Grinstein, Yaniv
-
2018
Persistent link: https://www.econbiz.de/10011860183
Saved in:
31
Structural scenario analysis with SVARs
Antolin-Diaz, Juan
;
Petrella, Ivan
;
Rubio-Remírez, …
-
2018
Persistent link: https://www.econbiz.de/10011860276
Saved in:
32
Unionization, cash, and leverage
Schmalz, Martin C.
-
2018
Persistent link: https://www.econbiz.de/10011860611
Saved in:
33
Are CEOs more likely to be first-borns?
Custodio, Claudia
;
Siegel, Stephan
-
2018
Persistent link: https://www.econbiz.de/10011860767
Saved in:
34
Declining business dynamism
Bijnens, Gert
;
Konings, Jozef
-
2018
Persistent link: https://www.econbiz.de/10011860782
Saved in:
35
Government debt and the returns to innovation
Croce, Mariano M.
;
Nguyen, Thien T.
;
Raymond, Steve
; …
-
2018
Persistent link: https://www.econbiz.de/10011860821
Saved in:
36
The (self-)funding of intangibles
Döttling, Robin
;
Ladika, Tomislav
;
Perotti, Enrico C.
-
2018
Persistent link: https://www.econbiz.de/10011860830
Saved in:
37
Capital share risk in U.S. asset pricing
Lettau, Martin
;
Ludvigson, Sydney C.
;
Ma, Sai
-
2018
Persistent link: https://www.econbiz.de/10011861000
Saved in:
38
Monetary policy and asset valuation
Bianchi, Francesco
;
Lettau, Martin
;
Ludvigson, Sydney C.
-
2018
Persistent link: https://www.econbiz.de/10011862029
Saved in:
39
How long do healthy habits last? : the role of prices
Hinnosaar, Marit
-
2018
Persistent link: https://www.econbiz.de/10011896133
Saved in:
40
How much consumption insurance in Bewley models with endogenous family labor supply?
Krueger, Dirk
;
Wu, Chunzan
-
2018
Persistent link: https://www.econbiz.de/10011900165
Saved in:
41
Housing constraints and spatial misallocation
Hsieh, Chang-tai
;
Moretti, Enrico
-
2018
Persistent link: https://www.econbiz.de/10011916345
Saved in:
42
Who benefits from productivity growth? : direct and indirect effects of local TFP growth on wages, rents, and inequality
Hornbeck, Richard
;
Moretti, Enrico
-
2018
Persistent link: https://www.econbiz.de/10011919085
Saved in:
43
Accounting for mismatch unemployment
Rens, Thijs van
;
Herz, Benedikt
-
2018
Persistent link: https://www.econbiz.de/10011933881
Saved in:
44
Managing trade : evidence from China and the US
Manova, Kalina
;
Bloom, Nicholas
;
Sun, Stephen Teng
;
Van …
-
2018
Persistent link: https://www.econbiz.de/10011934156
Saved in:
45
Large and state-dependent effects of quasi-random monetary experiments
Jordà, Òscar
;
Schularick, Moritz
;
Taylor, Alan M.
-
2017
Persistent link: https://www.econbiz.de/10011621748
Saved in:
46
The macroeconomic effects of government asset purchases : evidence from postwar US housing credit policy
Fieldhouse, Andrew
;
Mertens, Karel
;
Ravn, Morten O.
-
2017
Persistent link: https://www.econbiz.de/10011636273
Saved in:
47
Company stock reactions to the 2016 election shock : Trump, taxes and trade
Wagner, Alexander F.
;
Zeckhauser, Richard
;
Ziegler, …
-
2017
Persistent link: https://www.econbiz.de/10011636428
Saved in:
48
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:
49
Who receives Medicaid in old age? : rules and reality
Borella, Margherita
;
De Nardi, Mariacristina
;
French, Eric
-
2017
Persistent link: https://www.econbiz.de/10011637360
Saved in:
50
Forecasting with micro panels : the case of health care costs
Fiebig, Denzil G.
;
Johar, Meliyanni
- In:
Journal of forecasting
36
(
2017
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011725711
Saved in:
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