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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets"
~isPartOf:"International journal of forecasting"
~subject:"China"
~subject:"Forecasting model"
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Kapitaleinkommen
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Forecasting model
Estimation
352
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Prognoseverfahren
166
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106
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106
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84
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Koopman, Siem Jan
5
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Huber, Florian
3
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2
Gerlach, Richard
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2
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2
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2
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2
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2
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2
Mumtaz, Haroon
2
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2
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2
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2
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1
Adrian, Tobias
1
Ahmed, Shamim
1
Alba, Joseph D.
1
Algaba, Andres
1
Altuğ, Sumru
1
An, Zidong
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
International journal of forecasting
Applied economics
218
Finance research letters
203
Working paper / National Bureau of Economic Research, Inc.
175
Applied economics letters
166
NBER working paper series
165
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163
International review of financial analysis
162
Economic modelling
161
International review of economics & finance : IREF
158
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142
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141
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133
The North American journal of economics and finance : a journal of financial economics studies
125
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118
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111
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108
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104
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97
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90
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84
The European journal of finance
84
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82
Economics letters
80
Pacific-Basin finance journal
80
Research in international business and finance
80
China economic review : an international journal
72
Review of quantitative finance and accounting
66
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
62
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
62
International journal of finance & economics : IJFE
61
Discussion paper series / IZA
60
Emerging markets, finance and trade : EMFT
60
Journal of risk and financial management : JRFM
57
International journal of economics and finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
56
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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
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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
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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
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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
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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
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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
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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
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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
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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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