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isPartOf:"Journal of applied econometrics"
subject:"Prognoseverfahren"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Pacific-Basin finance journal"
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Prognoseverfahren
Estimation
971
Schätzung
970
Theorie
278
Theory
278
Capital income
192
Kapitaleinkommen
192
Volatility
167
Volatilität
167
Börsenkurs
166
Share price
166
USA
146
United States
146
Stock market
133
Aktienmarkt
132
Welt
121
World
121
Forecasting model
115
Time series analysis
85
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Panel study
69
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68
Wechselkurs
66
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64
ARCH-Modell
64
Cointegration
64
Kointegration
64
Risiko
63
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63
CAPM
61
China
61
Portfolio selection
60
Portfolio-Management
60
Economic growth
51
Wirtschaftswachstum
51
Risikoprämie
49
Risk premium
49
VAR model
49
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49
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115
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115
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115
Conference paper
2
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2
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English
115
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Clark, Todd E.
4
Gupta, Rangan
3
Long, Huaigang
3
Shamsuddin, Abul
3
Wang, Yudong
3
Balcilar, Mehmet
2
Bannigidadmath, Deepa
2
Carriero, Andrea
2
Huang, Dengshi
2
Jiang, Yuexiang
2
Lee, Doowon
2
Lima, Luiz Renato
2
Marcellino, Massimiliano
2
McCracken, Michael W.
2
Narayan, Paresh Kumar
2
Sousa, Ricardo M.
2
Wel, Michel van der
2
Wohar, Mark E.
2
Wu, Xinyu
2
Xu, Weiju
2
Yin, Libo
2
Zaremba, Adam
2
Zhu, Min
2
Abel, Joshua
1
Altavilla, Carlo
1
Amburgey, Aaron J.
1
Ang, Tze Chuan
1
Asai, Manabu
1
Atilgan, Yigit
1
Auer, Benjamin R.
1
Babii, Andrii
1
Bahrami, Afsaneh
1
Bai, Jiancheng
1
Bai, Yu
1
Ball, Ryan T.
1
Baumeister, Christiane
1
Boulter, Terry
1
Brooks, Robert
1
Bu, Jinfeng
1
Caporin, Massimiliano
1
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Journal of applied econometrics
International review of economics & finance : IREF
Pacific-Basin finance journal
International journal of forecasting
151
Journal of forecasting
107
Finance research letters
88
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
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
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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ECONIS (ZBW)
115
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115
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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
Forecasting Chinese stock market volatility with option-implied risk aversion : evidence from extended realized EGARCH-MIDAS approach
Wu, Xinyu
;
Qian, Jia
;
Zhao, Xiaohan
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014491122
Saved in:
9
Liquidity and realized volatility prediction in Chinese stock market : a time-varying transitional dynamic perspective
Xu, Yanyan
;
Liu, Jing
;
Ma, Feng
;
Chu, Jielei
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 543-560
Persistent link: https://www.econbiz.de/10014446494
Saved in:
10
Do the dynamics of macroeconomic attention drive the yen/dollar exchange market volatility?
Luo, Tao
;
Sun, Huaping
;
Zhang, Lixia
;
Bai, Jiancheng
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 597-611
Persistent link: https://www.econbiz.de/10014446795
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