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type_genre:"Arbeitspapier"
type_genre:"Sammelwerk"
~isPartOf:"Finance and economics discussion series"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Prognoseverfahren"
~subject:"Zinsstruktur"
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Prognoseverfahren
Zinsstruktur
Theorie
846
Theory
846
USA
158
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158
Geldpolitik
129
Monetary policy
129
Forecasting model
108
Estimation
96
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96
Time series analysis
93
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93
Volatility
39
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Yield curve
31
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Hyndman, Rob J.
30
Athanasopoulos, George
20
Martin, Gael M.
12
Snyder, Ralph D.
12
Frazier, David T.
8
Panagiotelis, Anastasios
8
Koehler, Anne B.
7
Gamakumara, Puwasala
5
Loiza-Maya, Ruben
5
Ord, John Keith
5
Beaumont, Adrian
4
McCabe, Brendan Peter Martin
4
Poskitt, Donald Stephen
4
Vahid, Farshid
4
Bekaert, Geert
3
Ben Taieb, Souhaib
3
Engstrom, Eric
3
Kourentzes, Nikolaos
3
Maneesoonthorn, Worapree
3
Meldrum, Andrew
3
Nalewaik, Jeremy
3
Orphanides, Athanasios
3
Wei, Min
3
Zhou, Hao
3
Anderson, Heather M.
2
Andreasen, Martin Møller
2
Berkowitz, Jeremy
2
Bollerslev, Tim
2
Bomfim, Antúlio N.
2
Clark, Todd E.
2
Durham, J. Benson
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Fisher, Mark
2
Forbes, Catherine Scipione
2
Gao, Jiti
2
Guerrón-Quintana, Pablo A.
2
Harris, David
2
Herbst, Edward P.
2
Inder, Brett A.
2
Kang, Yanfei
2
King, Maxwell L.
2
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8
Monash University
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Finance and economics discussion series
Working paper / Department of Econometrics and Business Statistics, Monash University
Working paper / National Bureau of Economic Research, Inc.
177
Discussion paper / Centre for Economic Policy Research
126
Discussion paper / Tinbergen Institute
101
Working paper
95
Working paper series / European Central Bank
74
CESifo working papers
70
CREATES research paper
57
SFB 649 discussion paper
54
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
51
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49
Working papers
45
Research paper series / Swiss Finance Institute
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Discussion paper
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IMF working papers
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Discussion papers in economics
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Technical working paper / National Bureau of Economic Research
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Discussion paper / Department of Economics, University of California San Diego
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EUI working paper / ECO
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Temi di discussione / Banca d'Italia
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Warwick economic research papers
16
Working paper / Norges Bank
16
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ECONIS (ZBW)
134
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1
ABC-based forecasting in state space models
Weerasinghe, Chaya
;
Loiza-Maya, Ruben
;
Martin, Gael M.
; …
-
2023
Persistent link: https://www.econbiz.de/10014452518
Saved in:
2
Solving the forecast combination puzzle
Frazier, David T.
;
Covey, Ryan
;
Martin, Gael M.
; …
-
2023
Persistent link: https://www.econbiz.de/10014452579
Saved in:
3
Forecast reconciliation : a review
Athanasopoulos, George
;
Hyndman, Rob J.
;
Kouretzes, Nikolaos
-
2023
Persistent link: https://www.econbiz.de/10014451345
Saved in:
4
A comprehensive empirical evaluation of biases in expectation formation
Eva, Kenneth
;
Winkler, Fabian
-
2023
Persistent link: https://www.econbiz.de/10014384527
Saved in:
5
Why does the yield curve predict GDP growth? : the role of banks
Minoiu, Camelia
;
Schneider, Andrés
;
Wei, Min
-
2023
-
This draft: July 10, 2023
Persistent link: https://www.econbiz.de/10014384968
Saved in:
6
Uncovered interest rate, overshooting, and predictability reversal puzzles in an emerging economy
Kiliç, Rehim
-
2023
-
This draft: August 2023
Persistent link: https://www.econbiz.de/10014490739
Saved in:
7
Bayesian forecasting in the 21st century : a modern review
Martin, Gael M.
;
Frazier, David T.
;
Loiza-Maya, Ruben
; …
-
2023
Persistent link: https://www.econbiz.de/10014315412
Saved in:
8
Cross-temporal probabilistic forecast reconciliation
Girolimetto, Daniele
;
Athanasopoulos, George
;
Di Fonzo, …
-
2023
Persistent link: https://www.econbiz.de/10014316407
Saved in:
9
Financial and macroeconomic data through the lens of a nonlinear dynamic factor model
Guerrón-Quintana, Pablo A.
;
Khazanov, Alexey
;
Zhong, Molin
-
2023
Persistent link: https://www.econbiz.de/10014284236
Saved in:
10
Variational Bayes in state space models : inferential and predictive accuracy
Frazier, David T.
;
Loiza-Maya, Ruben
;
Martin, Gael M.
-
2022
Persistent link: https://www.econbiz.de/10013193949
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