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~isPartOf:"CREATES research paper"
~isPartOf:"International journal of forecasting"
~subject:"Schätzung"
~subject:"VAR model"
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Schätzung
VAR model
Forecasting model
1,646
Prognoseverfahren
1,646
Theorie
764
Theory
764
Time series analysis
475
Zeitreihenanalyse
475
Forecast
316
Prognose
309
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294
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294
Estimation
169
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150
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146
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Pesaran, M. Hashem
10
Schuermann, Til
9
Smith, L. Vanessa
9
Giannone, Domenico
6
Clements, Michael P.
5
Kapetanios, George
5
Koopman, Siem Jan
5
Lahiri, Kajal
5
Marcellino, Massimiliano
5
Carriero, Andrea
4
Galvão, Ana Beatriz C.
4
Lenza, Michele
4
Swanson, Norman R.
4
Allen, P. G.
3
Athanasopoulos, George
3
Engsted, Tom
3
Foroni, Claudia
3
Garratt, Anthony
3
Guérin, Pierre
3
Hou, Chenghan
3
Huber, Florian
3
Hyndman, Rob J.
3
Koop, Gary
3
Mumtaz, Haroon
3
Reichlin, Lucrezia
3
Ruiz, Esther
3
Sinclair, Tara M.
3
Stekler, Herman O.
3
Zaman, Saeed
3
Andreasen, Martin Møller
2
Bańbura, Marta
2
Blasques, Francisco
2
Bobeica, Elena
2
Bollerslev, Tim
2
Bräuning, Falk
2
Catania, Leopoldo
2
Chan, Joshua
2
Cross, Jamie
2
Cubadda, Gianluca
2
Franses, Philip Hans
2
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CREATES research paper
International journal of forecasting
Journal of forecasting
142
Applied economics
109
Discussion paper / Centre for Economic Policy Research
100
Finance research letters
92
Economic modelling
89
Working paper / National Bureau of Economic Research, Inc.
85
Journal of econometrics
81
Journal of banking & finance
80
Working paper
80
NBER working paper series
74
Applied economics letters
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NBER Working Paper
72
International review of financial analysis
70
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69
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65
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
65
Economics letters
60
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60
The North American journal of economics and finance : a journal of financial economics studies
56
Journal of applied econometrics
55
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
54
CESifo working papers
53
Working paper series / European Central Bank
52
Journal of international money and finance
44
Discussion papers / CEPR
37
Discussion paper / Tinbergen Institute
36
Federal Reserve Bank of Cleveland working paper series
35
The European journal of finance
35
Finance and economics discussion series
34
Pacific-Basin finance journal
34
CAMA working paper series
32
Journal of international financial markets, institutions & money
31
Journal of macroeconomics
31
ECB Working Paper
30
Journal of money, credit and banking : JMCB
30
Applied financial economics
28
Discussion paper
28
Discussion paper / Deutsche Bundesbank
28
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ECONIS (ZBW)
245
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245
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1
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:
2
Nowcasting German GDP : foreign factors, financial markets, and model averaging
Andreini, Paolo
;
Hasenzagl, Thomas
;
Reichlin, Lucrezia
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 298-313
Persistent link: https://www.econbiz.de/10014462781
Saved in:
3
Does the Phillips curve help to
forecast
euro area inflation?
Bańbura, Marta
;
Bobeica, Elena
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 364-390
Persistent link: https://www.econbiz.de/10014462787
Saved in:
4
Forecasting crude oil futures market returns : a principal component analysis combination approach
Zhang, Yaojie
;
Wang, Yudong
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 659-673
Persistent link: https://www.econbiz.de/10014465079
Saved in:
5
Nowcasting GDP with a pool of factor models and a fast estimation algorithm
Eraslan, Sercan
;
Schröder, Maximilian
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1460-1476
Persistent link: https://www.econbiz.de/10014465295
Saved in:
6
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
-
2021
-
This version: June 28, 2021
Persistent link: https://www.econbiz.de/10012621334
Saved in:
7
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
Saved in:
8
Forecasting extreme financial risk : a score-driven approach
Fuentes, Fernanda
;
Herrera, Rodrigo
;
Clements, Adam
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 720-735
Persistent link: https://www.econbiz.de/10014465107
Saved in:
9
Forecasting macroeconomic risks
Adams, Patrick A.
;
Adrian, Tobias
;
Boyarchenko, Nina
; …
- In:
International journal of forecasting
37
(
2021
)
3
,
pp. 1173-1191
Persistent link: https://www.econbiz.de/10012794835
Saved in:
10
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
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