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subject:"Forecasting model"
subject:"Stock market"
~isPartOf:"International journal of forecasting"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"United States"
~subject:"Wirtschaftsprognose"
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Forecasting model
Stock market
United States
Wirtschaftsprognose
Estimation
378
Schätzung
378
Prognoseverfahren
179
Theorie
133
Theory
133
Time series analysis
88
Zeitreihenanalyse
88
Volatility
86
Volatilität
86
Capital income
77
Kapitaleinkommen
77
Börsenkurs
59
Share price
59
USA
57
ARCH model
44
ARCH-Modell
44
Aktienmarkt
40
Exchange rate
33
Wechselkurs
33
Welt
31
World
31
Economic forecast
28
Estimation theory
28
Schätztheorie
28
Regression analysis
26
Regressionsanalyse
26
Business cycle
25
Factor analysis
25
Faktorenanalyse
25
Forecast
25
Bayes-Statistik
24
Bayesian inference
24
Inflation
24
Konjunktur
24
VAR model
24
VAR-Modell
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Gupta, Rangan
8
Koopman, Siem Jan
5
Athanasopoulos, George
3
Bohl, Martin T.
3
Bouri, Elie
3
Caporale, Guglielmo Maria
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Gil-Alaña, Luis A.
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2
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2
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2
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Klein, Tony
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2
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2
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2
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International journal of forecasting
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Working paper / National Bureau of Economic Research, Inc.
1,527
Discussion paper / Centre for Economic Policy Research
430
Discussion paper series / IZA
425
Applied economics
375
Applied economics letters
248
NBER working paper series
235
CESifo working papers
208
Finance research letters
199
Economic modelling
193
Finance and economics discussion series
185
The review of economics and statistics
173
Working paper
169
NBER Working Paper
167
Applied financial economics
163
International review of economics & finance : IREF
156
International review of financial analysis
155
The American economic review
155
Journal of banking & finance
151
The journal of finance : the journal of the American Finance Association
150
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
149
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
143
Energy economics
130
Journal of international money and finance
130
The North American journal of economics and finance : a journal of financial economics studies
126
Economics letters
124
Journal of applied econometrics
123
Journal of econometrics
119
Journal of financial economics
117
Journal of empirical finance
115
Journal of forecasting
115
The journal of futures markets
107
Journal of international financial markets, institutions & money
99
Research in international business and finance
96
The review of financial studies
95
Discussion paper
93
Journal of money, credit and banking : JMCB
92
Journal of financial and quantitative analysis : JFQA
89
The European journal of finance
80
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ECONIS (ZBW)
243
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1
Should I open to forecast? : implications from a multi-country unobserved components model with sparse factor stochastic volatility
Wu, Ping
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 903-917
Persistent link: https://www.econbiz.de/10014547224
Saved in:
2
DeepTVAR : deep learning for a time-varying VAR model with extension to integrated VAR
Li, Xixi
;
Yuan, Jingsong
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1123-1133
Persistent link: https://www.econbiz.de/10014547261
Saved in:
3
Reservoir computing for macroeconomic forecasting with mixed-frequency data
Ballarin, Giovanni
;
Dellaportas, Petros
;
Grigoryeva, …
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1206-1237
Persistent link: https://www.econbiz.de/10014547272
Saved in:
4
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:
5
Counterfactual reconciliation : incorporating aggregation constraints for more accurate causal effect estimates
Cengiz, Doruk
;
Tekgüç, Hasan
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 564-580
Persistent link: https://www.econbiz.de/10014547183
Saved in:
6
Back to the present : learning about the euro area through a now-casting model
Cascaldi-Garcia, Danilo
;
Ferreira, Thiago R. T.
; …
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 661-686
Persistent link: https://www.econbiz.de/10014547195
Saved in:
7
A theory-based method to evaluate the impact of central bank inflation forecasts on private inflation expectations
Vereda, Luciano
;
Savignon, João
;
Silva, Tarciso Gouveia da
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1069-1084
Persistent link: https://www.econbiz.de/10014547257
Saved in:
8
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:
9
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:
10
Testing the predictive accuracy of COVID-19 forecasts
Coroneo, Laura
;
Iacone, Fabrizio
;
Paccagnini, Alessia
; …
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 606-622
Persistent link: https://www.econbiz.de/10014465074
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