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subject:"Prognoseverfahren"
isPartOf:"Journal of applied econometrics"
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Prognoseverfahren
Estimation
357
Schätzung
357
Theorie
142
Theory
142
USA
95
United States
95
Welt
39
World
39
Estimation theory
38
Schätztheorie
38
Time series analysis
35
Zeitreihenanalyse
35
Forecasting model
30
Panel
27
Panel study
27
Volatility
24
Volatilität
24
Bayes-Statistik
22
Bayesian inference
22
Monte Carlo simulation
22
Monte-Carlo-Simulation
22
VAR model
22
VAR-Modell
22
Deutschland
21
Germany
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Großbritannien
21
Regression analysis
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Regressionsanalyse
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United Kingdom
21
Nichtparametrisches Verfahren
20
Nonparametric statistics
20
Cointegration
18
Kointegration
18
Impact assessment
17
Wirkungsanalyse
17
Economic growth
16
Wirtschaftswachstum
16
Bildungsertrag
14
EU countries
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English
30
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Clark, Todd E.
4
Carriero, Andrea
2
Lima, Luiz Renato
2
Marcellino, Massimiliano
2
McCracken, Michael W.
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
Croushore, Dean Darrell
1
Demetrescu, Matei
1
Dijk, Dick van
1
Everaert, Gerdie
1
Fosten, Jack
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
Laudati, Dario
1
Lee, Thomas
1
Liu, Chun
1
Maheu, John M.
1
Manganelli, Simone
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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
Discussion paper / Centre for Economic Policy Research
56
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 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
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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:
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