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isPartOf:"International journal of forecasting"
subject:"Forecasting model"
~subject:"Factor analysis"
~subject:"Inflation"
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Forecasting model
Factor analysis
Inflation
Estimation
179
Schätzung
179
Prognoseverfahren
151
Theorie
87
Theory
87
Time series analysis
74
Zeitreihenanalyse
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46
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Koopman, Siem Jan
5
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1
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1
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1
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International journal of forecasting
Applied economics
143
Economic modelling
110
Journal of forecasting
109
Finance research letters
99
Economics letters
96
Journal of econometrics
96
Applied economics letters
95
Working paper
90
Journal of banking & finance
88
CESifo working papers
84
Discussion paper / Centre for Economic Policy Research
83
International review of economics & finance : IREF
82
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
80
Working paper / National Bureau of Economic Research, Inc.
80
NBER working paper series
79
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77
Journal of empirical finance
73
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
71
International review of financial analysis
69
The North American journal of economics and finance : a journal of financial economics studies
69
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64
Journal of financial economics
61
Journal of international money and finance
61
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59
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54
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50
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49
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49
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48
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45
Journal of economic dynamics & control
41
Journal of money, credit and banking : JMCB
39
Kiel working paper
39
International journal of finance & economics : IJFE
37
Discussion paper / Deutsche Bundesbank
36
International journal of economics and financial issues : IJEFI
35
Journal of international financial markets, institutions & money
35
Pacific-Basin finance journal
34
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ECONIS (ZBW)
154
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1
2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns : Out-of-sample comparison of conditional EVT models
Tomlinson, Matthew F.
;
Greenwood, David
; …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 324-347
Persistent link: https://www.econbiz.de/10014450274
Saved in:
2
Forecasting in factor augmented regressions under structural change
Massacci, Daniele
;
Kapetanios, George
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 62-76
Persistent link: https://www.econbiz.de/10014450259
Saved in:
3
A time-varying skewness model for Growth-at-Risk
Iseringhausen, Martin
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 229-246
Persistent link: https://www.econbiz.de/10014450268
Saved in:
4
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:
5
Daily news sentiment and monthly surveys : a mixed-frequency dynamic factor model for nowcasting consumer confidence
Algaba, Andres
;
Borms, Samuel
;
Boudt, Kris
;
Verbeken, Brecht
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 266-278
Persistent link: https://www.econbiz.de/10014462779
Saved in:
6
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:
7
Nowcasting German GDP : foreign factors, financial markets, and model averaging
Andreini, Paolo
;
Hasenzagl, Thomas
;
Reichlin, Lucrezia
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 298-313
Persistent link: https://www.econbiz.de/10014462781
Saved in:
8
Forecasting expected shortfall : should we use a multivariate model for stock market factors?
Fortin, Alain-Philippe
;
Simonato, Jean-Guy
;
Dionne, Georges
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 314-331
Persistent link: https://www.econbiz.de/10014462782
Saved in:
9
Does the Phillips curve help to forecast euro area inflation?
Bańbura, Marta
;
Bobeica, Elena
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 364-390
Persistent link: https://www.econbiz.de/10014462787
Saved in:
10
Estimation of a dynamic multi-level factor model with possible long-range dependence
Ergemen, Yunus Emre
;
Rodríguez-Caballero, Carlos Vladimir
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 405-430
Persistent link: https://www.econbiz.de/10014462789
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