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~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"International review of economics & finance : IREF"
~subject:"Forecasting model"
~subject:"Geldpolitik"
~type_genre:"Article in journal"
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Forecasting model
Geldpolitik
Estimation
43
Schätzung
43
Structural break
42
Strukturbruch
42
Theorie
30
Theory
30
Volatility
28
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28
Exchange rate regime
25
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25
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21
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18
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18
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Perron, Pierre
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Ali, Syed Zahid
1
Altansukh, Gantungalag
1
Anwar, Sajid
1
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1
Bahromov, Jamol
1
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1
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1
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1
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
International review of economics & finance : IREF
Journal of international money and finance
31
International journal of forecasting
26
Economic modelling
23
Journal of forecasting
22
Energy economics
17
Journal of econometrics
16
Applied economics
14
The North American journal of economics and finance : a journal of financial economics studies
14
Journal of economic dynamics & control
12
Journal of macroeconomics
12
European economic review : EER
11
Applied economics letters
10
Economics letters
10
Journal of empirical finance
10
Journal of money, credit and banking : JMCB
10
Macroeconomic dynamics
10
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
9
Finance research letters
9
The Cato journal : an interdisciplinary journal of public policy analysis
9
International journal of finance & economics : IJFE
8
Journal of international economics
8
Open economies review
8
International review of financial analysis
7
Journal of applied econometrics
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Eastern European economics
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
China & world economy
5
Economic systems
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Financial history review
5
International journal of economics and finance
5
Journal of economic studies
5
Journal of monetary economics
5
Journal of policy modeling : JPMOD ; a social science forum of world issues
5
Research in international business and finance
5
Review of international economics
5
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ECONIS (ZBW)
19
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1
Using structural break inference for forecasting time series
Altansukh, Gantungalag
;
Osborn, Denise R.
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
1
,
pp. 1-41
Persistent link: https://www.econbiz.de/10013440260
Saved in:
2
Regime
-switching empirical similarity model : a comparison with baseline models
Bahromov, Jamol
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
5
,
pp. 2655-2674
Persistent link: https://www.econbiz.de/10013440509
Saved in:
3
Inflation uncertainty
Serletis, Apostolos
;
Xu, Libo
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 1903-1920
Persistent link: https://www.econbiz.de/10014520073
Saved in:
4
Forecasting in the presence of in-sample and out-of-sample breaks
Xu, Jiawen
;
Perron, Pierre
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 3001-3035
Persistent link: https://www.econbiz.de/10014329022
Saved in:
5
An artificial intelligence approach to forecasting when there are structural breaks : a reinforcement learning-based framework for fast switching
Marcondes Pinto, Jeronymo
;
Marçal, Emerson Fernandes
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
4
,
pp. 1729-1759
Persistent link: https://www.econbiz.de/10014388850
Saved in:
6
The great moderation : updated evidence with joint tests for multiple structural changes in variance and persistence
Perron, Pierre
;
Yamamoto, Yohei
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
3
,
pp. 1193-1218
Persistent link: https://www.econbiz.de/10012819527
Saved in:
7
Geopolitical risk and oil price volatility : evidence from Markov-switching model
Qian, Lihua
;
Zeng, Qing
;
Li, Tao
- In:
International review of economics & finance : IREF
81
(
2022
),
pp. 29-38
Persistent link: https://www.econbiz.de/10013343484
Saved in:
8
House price decoupling in East Asia and the Pacific : trilemma versus dilemma revisited
Cheng, Ruijie
;
Rajan, Ramkishen S.
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 518-539
Persistent link: https://www.econbiz.de/10013345753
Saved in:
9
Risk-premium shocks and the prudent exchange rate policy
Ali, Syed Zahid
;
Anwar, Sajid
- In:
International review of economics & finance : IREF
77
(
2022
),
pp. 97-122
Persistent link: https://www.econbiz.de/10013330739
Saved in:
10
Let's take a smooth break : stock return predictability revisited
Luo, Shikong
;
Yan, Xinyan
;
Yang, Haoyi
- In:
International review of economics & finance : IREF
75
(
2021
),
pp. 300-314
Persistent link: https://www.econbiz.de/10012692492
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