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isPartOf:"Journal of applied econometrics"
subject:"United States"
~isPartOf:"International journal of forecasting"
~subject:"Zeitreihenanalyse"
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United States
Zeitreihenanalyse
Estimation
536
Schätzung
536
Theorie
229
Theory
229
Forecasting model
181
Prognoseverfahren
181
USA
111
Time series analysis
109
Volatility
70
Volatilität
70
Estimation theory
59
Schätztheorie
59
Welt
53
World
53
Bayes-Statistik
42
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42
Regression analysis
40
Regressionsanalyse
40
Capital income
39
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39
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35
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35
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ARCH-Modell
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Deutschland
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28
Monte Carlo simulation
28
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28
United Kingdom
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Marcellino, Massimiliano
7
Koopman, Siem Jan
5
Pesaran, M. Hashem
5
Vahid, Farshid
4
Athanasopoulos, George
3
Baumeister, Christiane
2
Blasques, Francisco
2
Carriero, Andrea
2
Catania, Leopoldo
2
Chan, Joshua
2
Chesher, Andrew
2
Clark, Todd E.
2
Fleissig, Adrian R.
2
Galvão, Ana Beatriz C.
2
Kapetanios, George
2
Kilian, Lutz
2
Koop, Gary
2
Li, Mingliang
2
Lucas, André
2
Mumtaz, Haroon
2
Nielsen, Morten Ørregaard
2
Phillips, Peter C. B.
2
Schumacher, Christian
2
Serletis, Apostolos
2
Sola, Martin
2
Song, Haiyan
2
Song, Yong
2
Tsionas, Efthymios G.
2
Urbain, Jean-Pierre
2
Aassve, Arnstein
1
Ahelegbey, Daniel Felix
1
Ahmed, Shamim
1
Algaba, Andres
1
Allaj, Erindi
1
Altavilla, Carlo
1
Andersen, Torben
1
Anderson, Gordon
1
Anderson, Heather M.
1
Ando, Tomohiro
1
Andreini, Paolo
1
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Journal of applied econometrics
International journal of forecasting
Working paper / National Bureau of Economic Research, Inc.
1,490
Discussion paper series / IZA
432
Discussion paper / Centre for Economic Policy Research
400
Applied economics
337
CESifo working papers
211
Applied economics letters
209
The review of economics and statistics
172
Finance and economics discussion series
169
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
168
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
167
Journal of econometrics
163
Working paper
162
Economic modelling
157
NBER working paper series
156
The American economic review
151
The journal of finance : the journal of the American Finance Association
148
Economics letters
137
Applied financial economics
118
NBER Working Paper
103
Discussion paper / Tinbergen Institute
99
Journal of international money and finance
92
The review of financial studies
92
Journal of money, credit and banking : JMCB
88
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
87
Energy economics
86
The journal of futures markets
85
Discussion paper
81
International review of economics & finance : IREF
81
Journal of banking & finance
77
Journal of political economy
76
The North American journal of economics and finance : a journal of financial economics studies
76
American economic journal : a journal of the American Economic Association
75
Journal of financial and quantitative analysis : JFQA
74
Journal of economic dynamics & control
72
Journal of macroeconomics
72
Journal of monetary economics
70
Southern economic journal
65
Journal of labor economics
61
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ECONIS (ZBW)
200
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1
Accelerating peak dating in a dynamic factor Markov-switching model
Os, Bram van
;
Dijk, Dick van
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 313-323
Persistent link: https://www.econbiz.de/10014450273
Saved in:
2
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:
3
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:
4
The macroeconomy as a random forest
Goulet Coulombe, Philippe
- In:
Journal of applied econometrics
39
(
2024
)
3
,
pp. 401-421
Persistent link: https://www.econbiz.de/10014517490
Saved in:
5
Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time-varying instrument relevance
Liao, Wenting
;
Ma, Jun
;
Zhang, Chengsi
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 989-1006
Persistent link: https://www.econbiz.de/10014474382
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6
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:
7
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:
8
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:
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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