//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Deutschland"
~isPartOf:"International journal of forecasting"
~subject:"Cointegration"
~subject:"Forecast"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Vector autoregressive model"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Deutschland
Cointegration
Forecast
VAR model
89
VAR-Modell
89
Forecasting model
81
Prognoseverfahren
81
Theorie
36
Theory
36
Time series analysis
33
Zeitreihenanalyse
33
Bayes-Statistik
30
Bayesian inference
30
Economic forecast
30
Wirtschaftsprognose
30
Forecasting
21
Frühindikator
16
Leading indicator
16
Welt
14
World
14
Estimation
13
Schätzung
13
Prognose
12
Estimation theory
9
Schätztheorie
9
Statistical distribution
9
Statistische Verteilung
9
Structural break
9
Strukturbruch
9
Financial market
8
Finanzmarkt
8
Inflation
8
Macroeconomics
8
Makroökonomik
8
Kointegration
7
Volatility
7
Volatilität
7
Bayesian VAR
6
Euro area
6
Eurozone
6
Modellierung
6
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
20
Type of publication (narrower categories)
All
Article in journal
20
Aufsatz in Zeitschrift
20
Language
All
English
20
Author
All
Pesaran, M. Hashem
8
Schuermann, Til
8
Smith, L. Vanessa
8
Allen, P. G.
3
Clements, Michael P.
2
Giannone, Domenico
2
Granger, C. W. J.
2
Lahiri, Kajal
2
Reichlin, Lucrezia
2
Sinclair, Tara M.
2
Stekler, Herman O.
2
Swanson, Norman R.
2
Angelini, Elena
1
Bonham, Carl Stanley
1
Carriero, Andrea
1
Chang, Le
1
Feng, Lingbing
1
Gangnes, Byron
1
Garratt, Anthony
1
Gianfreda, Angelica
1
Gooijer, Jan G. de
1
Guerrero, Víctor M.
1
Guillén, Osmani Teixeira de Carvalho
1
Gómez, Nicolás
1
Hecq, Alain W. J.
1
Issler, João Victor
1
Kapetanios, George
1
Lalik, Magdalena
1
Lenza, Michele
1
Marcellino, Massimiliano
1
Mitchell, James
1
Morzuch, Bernard J.
1
Paredes, Joan
1
Prüser, Jan
1
Ravazzolo, Francesco
1
Rossini, Luca
1
Saraiva, Diogo
1
Shi, Yanlin
1
Tallman, Ellis W.
1
Vahey, Shaun P.
1
more ...
less ...
Published in...
All
International journal of forecasting
Applied economics
33
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
32
Journal of econometrics
31
Discussion papers / Department of Economics, University of Copenhagen
30
Economic modelling
25
CREATES research paper
20
International Journal of Energy Economics and Policy : IJEEP
20
Economics letters
19
CESifo working papers
18
Working paper series / European Central Bank
17
Discussion papers of interdisciplinary research project 373
15
Energy economics
15
Working paper
15
EUI working paper / ECO
14
Econometrics : open access journal
14
Discussion paper / Centre for Economic Policy Research
13
Journal of international money and finance
13
Econometric reviews
12
Journal of forecasting
12
Journal of macroeconomics
12
Macroeconomic dynamics
12
Queen's Economics Department working paper
12
Econometric theory
11
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
10
The econometrics journal
10
Theoretical and applied economics : GAER review
10
Discussion papers / Deutsches Institut für Wirtschaftsforschung
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Ruhr economic papers
9
Discussion paper / Tinbergen Institute
8
International journal of economics and financial issues : IJEFI
8
Journal of economic dynamics & control
8
Journal of monetary economics
8
Oxford bulletin of economics and statistics
8
Cogent economics & finance
7
ECB Working Paper
7
Economics / Discussion papers : the open-access, open-assessment e-journal
7
Sveriges Riksbank working paper series
7
The North American journal of economics and finance : a journal of financial economics studies
7
more ...
less ...
Source
All
ECONIS (ZBW)
20
Showing
1
-
10
of
20
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Data-based priors for vector error correction models
Prüser, Jan
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 209-227
Persistent link: https://www.econbiz.de/10014462776
Saved in:
2
Forecasting mortality with a hyperbolic spatial temporal VAR model
Feng, Lingbing
;
Shi, Yanlin
;
Chang, Le
- In:
International journal of forecasting
37
(
2021
)
1
,
pp. 255-273
Persistent link: https://www.econbiz.de/10012692702
Saved in:
3
Combining survey long-run forecasts and nowcasts with BVAR forecasts using relative entropy
Tallman, Ellis W.
;
Zaman, Saeed
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 373-398
Persistent link: https://www.econbiz.de/10012414806
Saved in:
4
Comparing the forecasting performances of linear models for electricity prices with high RES penetration
Gianfreda, Angelica
;
Ravazzolo, Francesco
;
Rossini, Luca
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 974-986
Persistent link: https://www.econbiz.de/10012497125
Saved in:
5
Mind the gap : a multi-country BVAR benchmark for the Eurosystem projections
Angelini, Elena
;
Lalik, Magdalena
;
Lenza, Michele
; …
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1658-1668
Persistent link: https://www.econbiz.de/10012305510
Saved in:
6
Forecasting multivariate time series under present-value model short- and long-run co-movement restrictions
Guillén, Osmani Teixeira de Carvalho
;
Hecq, Alain W. J.
; …
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 862-875
Persistent link: https://www.econbiz.de/10011474611
Saved in:
7
Measuring output gap nowcast uncertainty
Garratt, Anthony
;
Mitchell, James
;
Vahey, Shaun P.
- In:
International journal of forecasting
30
(
2014
)
2
,
pp. 268-279
Persistent link: https://www.econbiz.de/10010510911
Saved in:
8
Forecasting exchange rates with a large Bayesian VAR
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
- In:
International journal of forecasting
25
(
2009
)
2
,
pp. 400-417
Persistent link: https://www.econbiz.de/10003870070
Saved in:
9
Comment on "Forecasting economic and financial variables with global VARs"
Allen, P. G.
- In:
International journal of forecasting
25
(
2009
)
4
,
pp. 676-679
Persistent link: https://www.econbiz.de/10003921254
Saved in:
10
Comments on "Forecasting economic and financial variables with global VARs"
Clements, Michael P.
- In:
International journal of forecasting
25
(
2009
)
4
,
pp. 680-683
Persistent link: https://www.econbiz.de/10003921259
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->