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subject:"Forecasting model"
~isPartOf:"Journal of forecasting"
~subject:"Bayesian estimation"
~type_genre:"Article in journal"
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Search: subject_exact:"Bayessche Statistik"
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Forecasting model
Bayesian estimation
Bayes-Statistik
57
Bayesian inference
57
Prognoseverfahren
46
Theorie
35
Theory
35
Time series analysis
21
Zeitreihenanalyse
21
VAR model
14
VAR-Modell
14
Estimation
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10
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6
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5
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State space model
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Zustandsraummodell
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stochastic volatility
5
ARCH model
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ARCH-Modell
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4
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Article
46
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Article in journal
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46
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English
46
Author
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Chen, Cathy W. S.
3
Gerlach, Richard
3
Lin, Edward M. H.
3
Smith, Jim Q.
2
Zhang, Bo
2
Amisano, Gianni
1
Angers, Jean-François
1
Ankargren, Sebastian
1
Apostolakis, George N.
1
Ardia, David
1
Bagudu, Aliyu
1
Barlas, Ali B.
1
Bekiros, Stelios D.
1
Belmonte, Miguel A. G.
1
Berg, Tim Oliver
1
Berge, Travis J.
1
Berninger, Christoph
1
Biswas, Atanu
1
Blattenberger, Gail
1
Cepni, Oguzhan
1
Chin, Kuo-Hsuan
1
Chow, William W.
1
Chua, Chew Lian
1
Crespo Cuaresma, Jesús
1
Cross, Jamie
1
Di Filippo, Gabriele
1
Diallo, Boubacar
1
Dijk, Herman K. van
1
Feldkircher, Martin
1
Fowles, Richard
1
Franses, Philip Hans
1
Freeman, G.
1
Fresoli, Diego
1
Galakis, John
1
Gaskell, Paul
1
Giannellis, Nikolaos
1
Grün, Bettina
1
Guo, Na
1
Gupta, Rangan
1
Hofmarcher, Paul
1
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Journal of forecasting
International journal of forecasting
107
Journal of econometrics
43
Economic modelling
41
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
33
Journal of economic dynamics & control
28
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
24
Journal of applied econometrics
24
Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
18
Econometric reviews
16
Journal of macroeconomics
16
Insurance / Mathematics & economics
15
Economics letters
14
European journal of operational research : EJOR
14
Journal of international money and finance
14
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
14
Quantitative economics : QE ; journal of the Econometric Society
13
Computational economics
12
Econometrics : open access journal
12
Energy economics
12
Applied economics
11
Quantitative finance
11
European economic review : EER
10
The North American journal of economics and finance : a journal of financial economics studies
10
Journal of economic behavior & organization : JEBO
9
Journal of the American Statistical Association : JASA
9
Risks : open access journal
9
International review of economics & finance : IREF
8
Journal of monetary economics
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Finance research letters
7
International journal of research in marketing : IJRM ; official journal of the European Marketing Academy
7
Journal of empirical finance
7
Journal of money, credit and banking : JMCB
7
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
6
International economic journal
6
International journal of production research
6
International review of financial analysis
6
Journal of banking & finance
6
Journal of risk and financial management : JRFM
6
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ECONIS (ZBW)
46
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46
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1
A Bayesian realized threshold measurement GARCH framework for financial tail risk forecasting
Wang, Chao
;
Gerlach, Richard
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 40-57
Persistent link: https://www.econbiz.de/10014443184
Saved in:
2
Local prediction pools
Oelrich, Oscar
;
Villani, Mattias
;
Ankargren, Sebastian
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 103-117
Persistent link: https://www.econbiz.de/10014443187
Saved in:
3
Bayesian bilinear neural network for predicting the mid-price dynamics in limit-order book markets
Magris, Martin
;
Shabani, Mostafa
;
Iosifidis, Alexandros
- In:
Journal of forecasting
42
(
2023
)
6
,
pp. 1407-1428
Persistent link: https://www.econbiz.de/10014338908
Saved in:
4
Mixed-frequency predictive regressions with parameter learning
Leippold, Markus
;
Yang, Hanlin
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1955-1972
Persistent link: https://www.econbiz.de/10014432824
Saved in:
5
Macro-financial effects of monetary policy easing
Apostolakis, George N.
;
Giannellis, Nikolaos
; …
- In:
Journal of forecasting
42
(
2023
)
3
,
pp. 715-738
Persistent link: https://www.econbiz.de/10014292226
Saved in:
6
Bootstrap VAR forecasts : the effect of model uncertainties
Fresoli, Diego
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 279-293
Persistent link: https://www.econbiz.de/10012817747
Saved in:
7
A Bayesian time-varying autoregressive model for improved short-term and long-term prediction
Berninger, Christoph
;
Stöcker, Almond
;
Rügamer, David
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 181-200
Persistent link: https://www.econbiz.de/10012796284
Saved in:
8
Forecasts with Bayesian vector autoregressions under real time conditions
Pfarrhofer, Michael
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 771-801
Persistent link: https://www.econbiz.de/10014532388
Saved in:
9
Forecasting GDP growth : the economic impact of COVID-19 pandemic
Vrontos, Ioannis D.
;
Galakis, John
;
Panopulu, Aikaterinē
; …
- In:
Journal of forecasting
43
(
2024
)
4
,
pp. 1042-1086
Persistent link: https://www.econbiz.de/10014554062
Saved in:
10
Big data financial transactions and GDP nowcasting : the case of Turkey
Barlas, Ali B.
;
Mert, Seda Guler
;
Isa, Berk Orkun
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 227-248
Persistent link: https://www.econbiz.de/10014475297
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