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~isPartOf:"International journal of forecasting"
~subject:"VAR model"
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VAR model
Estimation
117
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117
Forecasting model
106
Prognoseverfahren
106
Theorie
56
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56
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50
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1
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International journal of forecasting
Economic modelling
52
Economics letters
49
Applied economics
40
Energy economics
36
Discussion papers / CEPR
33
Journal of economic dynamics & control
31
Journal of international money and finance
29
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
26
Applied economics letters
25
Discussion paper / Centre for Economic Policy Research
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
24
The North American journal of economics and finance : a journal of financial economics studies
24
Journal of macroeconomics
23
Finance research letters
20
International review of economics & finance : IREF
20
Macroeconomic dynamics
20
European economic review : EER
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
Open economies review
14
Empirical economics : a quarterly journal of the Institute for Advanced Studies
13
Journal of applied econometrics
12
Journal of econometrics
12
Journal of international economics
12
Journal of banking & finance
11
International journal of finance & economics : IJFE
10
Journal of policy modeling : JPMOD ; a social science forum of world issues
10
Journal of quantitative economics
10
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9
Journal of monetary economics
9
Research in international business and finance
9
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
8
Journal of international financial markets, institutions & money
8
The B.E. journal of macroeconomics
8
Structural change and economic dynamics : SC+ED
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
International review of financial analysis
6
Jahrbücher für Nationalökonomie und Statistik
6
Journal of Asian economics
6
Macroeconomics and finance in emerging market economies
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ECONIS (ZBW)
11
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1
Penalized estimation of panel vector autoregressive models : a panel LASSO approach
Camehl, Annika
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1185-1204
Persistent link: https://www.econbiz.de/10014465265
Saved in:
2
Volatility analysis for the GARCH-Itô-Jumps model based on high-frequency and low-frequency financial data
Fu, Jin-Yu
;
Lin, Jin-Guan
;
Hao, Hong-Xia
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1698-1712
Persistent link: https://www.econbiz.de/10014465345
Saved in:
3
Real estate illiquidity and returns : a time-varying regional perspective
Ellington, Michael
;
Fu, Xi
;
Zhu, Yunyi
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 58-72
Persistent link: https://www.econbiz.de/10014462768
Saved in:
4
FRED-SD : a real-time database for state-level data with forecasting applications
Bokun, Kathryn O.
;
Jackson, Laura
;
Kliesen, Kevin L.
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 279-297
Persistent link: https://www.econbiz.de/10014462780
Saved in:
5
International propagation of shocks : a dynamic factor model using survey forecasts
Lahiri, Kajal
;
Zhao, Yongchen
- In:
International journal of forecasting
35
(
2019
)
3
,
pp. 929-947
Persistent link: https://www.econbiz.de/10012305192
Saved in:
6
Macroeconomic forecasting for Australia using a large number of predictors
Panagiotelis, Anastasios
;
Athanasopoulos, George
; …
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 616-633
Persistent link: https://www.econbiz.de/10012300705
Saved in:
7
Infinite hidden markov switching VARs with application to macroeconomic forecast
Hou, Chenghan
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 1025-1043
Persistent link: https://www.econbiz.de/10011746941
Saved in:
8
Forecasting with VAR models : fat tails and stochastic volatility
Chiu, Ching Wai Jeremy
;
Mumtaz, Haroon
;
Pintér, Gábor
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 1124-1143
Persistent link: https://www.econbiz.de/10011746951
Saved in:
9
Density forecasting using Bayesian global vector autoregressions with stochastic volatility
Huber, Florian
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 818-837
Persistent link: https://www.econbiz.de/10011621824
Saved in:
10
Macroeconomic forecasting and structural analysis through regularized reduced-rank regression
Bernardini, Emmanuela
;
Cubadda, Gianluca
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 682-691
Persistent link: https://www.econbiz.de/10011474523
Saved in:
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