//--> //--> //--> //-->
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
type_genre:"Article in journal"
~person:"Koopman, Siem Jan"
~person:"Ruelke, Jan-Christoph"
~subject:"Forecasting model"
~subject:"Prognoseverfahren"
~type_genre:"Reprint"
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:"Theory"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Forecasting model
Prognoseverfahren
Theorie
60
Theory
60
Time series analysis
24
Zeitreihenanalyse
24
Estimation
14
Schätzung
14
State space model
14
Zustandsraummodell
14
Forecast
11
Prognose
11
Economic forecast
8
USA
8
United States
8
Volatility
8
Volatilität
8
Wirtschaftsprognose
8
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Factor analysis
6
Faktorenanalyse
6
Forecasting
6
Stochastic process
6
Stochastischer Prozess
6
Bayes-Statistik
5
Bayesian inference
5
Correlation
5
Exchange rate
5
Kalman filter
5
Korrelation
5
Multivariate Analyse
5
Multivariate analysis
5
Wechselkurs
5
ARCH model
4
ARCH-Modell
4
Börsenkurs
4
Credit risk
4
EU countries
4
EU-Staaten
4
more ...
less ...
Online availability
All
Undetermined
11
Free
1
Type of publication
All
Article
24
Type of publication (narrower categories)
All
Article in journal
Reprint
Arbeitspapier
24
Aufsatz in Zeitschrift
24
Graue Literatur
24
Non-commercial literature
24
Working Paper
24
Aufsatz im Buch
2
Book section
2
more ...
less ...
Language
All
English
24
Author
All
Koopman, Siem Jan
Ruelke, Jan-Christoph
Clements, Michael P.
38
Gupta, Rangan
37
Franses, Philip Hans
32
Timmermann, Allan
31
Diebold, Francis X.
28
Petropoulos, Fotios
28
Marcellino, Massimiliano
24
Pierdzioch, Christian
24
Makridakis, Spyros G.
23
Swanson, Norman R.
23
Hyndman, Rob J.
22
Wang, Yudong
22
Fildes, Robert
21
Hendry, David F.
21
Moosa, Imad A.
18
Assimakopoulos, V.
17
Clark, Todd E.
17
Kourentzes, Nikolaos
17
Armstrong, Jon Scott
16
Babai, M. Zied
16
Koop, Gary
16
Spiliotis, Evangelos
15
Taylor, James W.
15
Sermpinis, Georgios
14
Goodwin, Paul
13
Karathanasopoulos, Andreas
13
Dijk, Dick van
12
Granger, C. W. J.
12
Ma, Feng
12
Ravazzolo, Francesco
12
Athanasopoulos, George
11
Bollerslev, Tim
11
Boylan, John E.
11
Kang, Yanfei
11
Korobilis, Dimitris
11
McCracken, Michael W.
11
Patton, Andrew J.
11
Weron, Rafał
11
more ...
less ...
Published in...
All
International journal of forecasting
10
Applied economics letters
2
International economic journal
2
Economic modelling
1
Economies : open access journal
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy economics
1
Journal of applied econometrics
1
The econometrics journal
1
The journal of behavioral finance : a publication of the Institute of Behavioral Finance
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
The review of economics and statistics
1
more ...
less ...
Source
All
ECONIS (ZBW)
24
Showing
1
-
10
of
24
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Testing for the rationality of central bank interest rate forecasts
Frenkel, Michael
;
Jung, Jin-Kyu
;
Ruelke, Jan-Christoph
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
3
,
pp. 1037-1078
Persistent link: https://www.econbiz.de/10012819522
Saved in:
2
Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors
Bennedsen, Mikkel
;
Hillebrand, Eric
;
Koopman, Siem Jan
- In:
Energy economics
96
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012818590
Saved in:
3
Dynamic factor models with clustered loadings : forecasting education flows using unemployment data
Blasques, Francisco
;
Hoogerkamp, Meindert Heres
; …
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1426-1441
Persistent link: https://www.econbiz.de/10013274289
Saved in:
4
Do forecasters of major exchange rates herd?
Frenkel, Michael
;
Mauch, Matthias
;
Ruelke, Jan-Christoph
- In:
Economic modelling
84
(
2020
),
pp. 214-221
Persistent link: https://www.econbiz.de/10012210347
Saved in:
5
Forecasting economic time series using score-driven dynamic models with mixed-data sampling
Gorgi, Paolo
;
Koopman, Siem Jan
;
Li, Mengheng
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1735-1747
Persistent link: https://www.econbiz.de/10012305526
Saved in:
6
Forecasting football match results in national league competitions using score-driven time series models
Koopman, Siem Jan
;
Lit, Rutger
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 797-809
Persistent link: https://www.econbiz.de/10012300729
Saved in:
7
Forecaster rationality and expectation formation in foreign exchange markets : do emerging countries differ from industrialized economies?
Frenkel, Michael
;
Ruelke, Jan-Christoph
;
Mauch, Matthias
- In:
International economic journal
33
(
2019
)
3
,
pp. 383-407
Persistent link: https://www.econbiz.de/10012201641
Saved in:
8
Do foreign exchange forecasters apply asymmetric loss functions? : evidence from three major exchange rates
Frenkel, Michael
;
Ruelke, Jan-Christoph
;
Mauch, Matthias
- In:
Applied economics letters
26
(
2019
)
9
,
pp. 731-735
Persistent link: https://www.econbiz.de/10012204340
Saved in:
9
Predicting time-varying parameters with parameter-driven and observation-driven models
Koopman, Siem Jan
;
Lucas, André
;
Scharth, Marcel
- In:
The review of economics and statistics
98
(
2016
)
1
,
pp. 97-110
Persistent link: https://www.econbiz.de/10011477094
Saved in:
10
Comments on "In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation driven models"
Perron, Pierre
;
Xu, Jiawen
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 891-892
Persistent link: https://www.econbiz.de/10011621864
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->