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subject:"Forecasting model"
~subject:"VAR-Modell"
~type_genre:"Article in journal"
~type_genre:"Übersichtsarbeit"
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Search: subject_exact:"Bayessche Statistik"
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Forecasting model
VAR-Modell
Bayes-Statistik
4,538
Bayesian inference
4,538
Theorie
1,902
Theory
1,902
Estimation
853
Schätzung
851
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766
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521
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521
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476
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425
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425
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420
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420
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355
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352
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352
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319
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319
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283
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277
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1,054
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7
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1,057
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933
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933
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895
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42
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Koop, Gary
27
Gupta, Rangan
25
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19
Österholm, Pär
18
Schorfheide, Frank
17
Carriero, Andrea
14
Korobilis, Dimitris
14
Dijk, Herman K. van
12
Marcellino, Massimiliano
12
Ravazzolo, Francesco
12
Casarin, Roberto
10
Chan, Joshua
10
Poon, Aubrey
10
Clark, Todd E.
8
Feldkircher, Martin
8
Gerlach, Richard
7
Hoogerheide, Lennart
7
Kang, Kyu Ho
7
Rubaszek, Michał
7
Beckmann, Joscha
6
Billio, Monica
6
Canova, Fabio
6
Chen, Cathy W. S.
6
Kapetanios, George
6
Onorante, Luca
6
Zhang, Xinyu
6
An, Sungbae
5
Cross, Jamie
5
Czudaj, Robert
5
Del Negro, Marco
5
Giacomini, Raffaella
5
Hou, Chenghan
5
Karlsson, Sune
5
Koopman, Siem Jan
5
Matthes, Christian
5
Paccagnini, Alessia
5
Satopää, Ville A.
5
Soave, Gian Paulo
5
Villani, Mattias
5
West, Mike
5
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International journal of forecasting
101
Journal of econometrics
53
Journal of forecasting
47
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
40
Journal of applied econometrics
25
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
24
Econometric reviews
21
Economic modelling
21
Journal of economic dynamics & control
20
Energy economics
18
Economics letters
17
Applied economics
16
Econometrics : open access journal
14
Journal of international money and finance
14
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
14
European journal of operational research : EJOR
13
Insurance / Mathematics & economics
13
Journal of macroeconomics
12
Macroeconomic dynamics
12
Quantitative finance
11
Quantitative economics : QE ; journal of the Econometric Society
10
Computational economics
9
European economic review : EER
9
Journal of money, credit and banking : JMCB
9
Journal of the American Statistical Association : JASA
9
Applied economics letters
8
Risks : open access journal
8
The North American journal of economics and finance : a journal of financial economics studies
8
Journal of empirical finance
7
Journal of monetary economics
7
International journal of production research
6
International review of economics & finance : IREF
6
International review of financial analysis
6
Journal of economic behavior & organization : JEBO
6
Journal of risk and financial management : JRFM
6
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
Finance research letters
5
International economic journal
5
International journal of production economics
5
The econometrics journal
5
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ECONIS (ZBW)
1,061
Showing
1
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10
of
1,061
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date (newest first)
date (oldest first)
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
Estimating a time-varying distribution-led regime
Carrillo-Maldonado, Paul
;
Nikiforos, Michalis
- In:
Structural change and economic dynamics
68
(
2024
),
pp. 163-176
Persistent link: https://www.econbiz.de/10014495200
Saved in:
4
Bayesian VARs and prior calibration in times of COVID-19
Hartwig, Benny
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014505189
Saved in:
5
The macroeconomic impact of global and country-specific climate risk
Byrne, Joseph P.
;
Vitenu-Sackey, Prince Asare
- In:
Environmental and resource economics
87
(
2024
)
3
,
pp. 655-682
Persistent link: https://www.econbiz.de/10014500378
Saved in:
6
Revealing priors from posteriors with an application to inflation forecasting in the UK
Ikefuji, Masako
;
Magnus, Jan R.
;
Yamagata, Takashi
- In:
The econometrics journal
27
(
2024
)
1
,
pp. 151-170
Persistent link: https://www.econbiz.de/10014528096
Saved in:
7
Simultaneous identification of fiscal and monetary policy shocks
Mansur, Alfan
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
2
,
pp. 697-728
Persistent link: https://www.econbiz.de/10014329081
Saved in:
8
Financial ratios, corporate governance and bank-firm information : a Bayesian approach to predict SMEs' default
Gallucci, Carmen
;
Santullli, Rosalia
;
Modina, Michele
; …
- In:
Journal of management & governance
27
(
2023
)
3
,
pp. 873-892
Persistent link: https://www.econbiz.de/10014334338
Saved in:
9
Accounting for uncertainty : an application of Bayesian methods to accruals models
Breuer, Matthias
;
Schütt, Harm H.
- In:
Review of accounting studies
28
(
2023
)
2
,
pp. 726-768
Persistent link: https://www.econbiz.de/10014335928
Saved in:
10
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
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