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Search: subject_exact:"Bayes-Statistik"
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Bayes-Statistik
392
Bayesian inference
392
Theorie
190
Theory
190
Forecasting model
184
Prognoseverfahren
184
Time series analysis
104
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104
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Koop, Gary
12
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8
Dijk, Herman K. van
8
Zhang, Xinyu
8
Tsangarides, Charalambos G.
7
Korobilis, Dimitris
6
Marcellino, Massimiliano
6
Ravazzolo, Francesco
6
Taheri Sanjani, Marzie
6
Ando, Tomohiro
5
Casarin, Roberto
5
Gallant, A. Ronald
5
Hoogerheide, Lennart
5
Jensen, Mark J.
5
Koopman, Siem Jan
5
Maheu, John M.
5
Schorfheide, Frank
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Zellner, Arnold
5
Billio, Monica
4
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4
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4
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4
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4
Hou, Chenghan
4
Kohn, Robert
4
Lahiri, Kajal
4
Lenza, Michele
4
Li, Yong
4
Lucas, André
4
Mirestean, Alin
4
Onorante, Luca
4
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4
Tobias, Justin L.
4
Tsay, Ruey S.
4
Yu, Jun
4
Zou, Guohua
4
Österholm, Pär
4
Łasak, Katarzyna
4
Bauwens, Luc
3
Chan, Joshua
3
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IMF working papers
International journal of forecasting
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132
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121
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116
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87
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87
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77
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69
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64
Working paper / Department of Econometrics and Business Statistics, Monash University
64
Journal of economic theory
61
CESifo working papers
59
Management science : journal of the Institute for Operations Research and the Management Sciences
58
Working papers
58
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
57
Tinbergen Institute Discussion Paper
55
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Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
52
NBER working paper series
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International journal of production research
47
Insurance / Mathematics & economics
46
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45
Games and economic behavior
43
Working paper / National Bureau of Economic Research, Inc.
43
NBER Working Paper
42
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
39
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38
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ECONIS (ZBW)
392
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392
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1
A Bayesian realized threshold measurement GARCH framework for financial tail risk forecasting
Wang, Chao
;
Gerlach, Richard
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 40-57
Persistent link: https://www.econbiz.de/10014443184
Saved in:
2
Local prediction pools
Oelrich, Oscar
;
Villani, Mattias
;
Ankargren, Sebastian
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 103-117
Persistent link: https://www.econbiz.de/10014443187
Saved in:
3
Bayesian bilinear neural network for predicting the mid-price dynamics in limit-order book markets
Magris, Martin
;
Shabani, Mostafa
;
Iosifidis, Alexandros
- In:
Journal of forecasting
42
(
2023
)
6
,
pp. 1407-1428
Persistent link: https://www.econbiz.de/10014338908
Saved in:
4
Mixed-frequency predictive regressions with parameter learning
Leippold, Markus
;
Yang, Hanlin
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1955-1972
Persistent link: https://www.econbiz.de/10014432824
Saved in:
5
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:
6
The effects of shocks to interest rate expectations in the euro area : estimates at the country level
Mandler, Martin
;
Scharnagl, Michael
- In:
Journal of forecasting
42
(
2023
)
3
,
pp. 643-656
Persistent link: https://www.econbiz.de/10014292222
Saved in:
7
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:
8
A Bayesian time-varying autoregressive model for improved short-term and long-term prediction
Berninger, Christoph
;
Stöcker, Almond
;
Rügamer, David
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 181-200
Persistent link: https://www.econbiz.de/10012796284
Saved in:
9
Bootstrap VAR forecasts : the effect of model uncertainties
Fresoli, Diego
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 279-293
Persistent link: https://www.econbiz.de/10012817747
Saved in:
10
Big data financial transactions and GDP nowcasting : the case of Turkey
Barlas, Ali B.
;
Mert, Seda Guler
;
Isa, Berk Orkun
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 227-248
Persistent link: https://www.econbiz.de/10014475297
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