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~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Prognoseverfahren"
~subject:"Volatilität"
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Prognoseverfahren
Volatilität
Bayes-Statistik
177
Bayesian inference
177
Forecasting model
110
Theorie
93
Theory
93
Time series analysis
57
Zeitreihenanalyse
57
Estimation
48
Schätzung
47
VAR model
44
VAR-Modell
44
Dynamic equilibrium
31
Dynamisches Gleichgewicht
31
Economic forecast
27
Wirtschaftsprognose
27
Bayesian estimation
25
Estimation theory
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Schätztheorie
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DSGE model
19
Forecasting
19
Business cycle
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DSGE-Modell
17
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17
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16
Monetary policy
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16
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15
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USA
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United States
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Modellierung
14
Scientific modelling
14
DSGE models
13
Bayesian methods
12
Forecast
12
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12
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115
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116
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English
116
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Blasques, Francisco
4
Carriero, Andrea
4
Koopman, Siem Jan
4
Lucas, André
4
Łasak, Katarzyna
4
Giannone, Domenico
3
Huber, Florian
3
Koop, Gary
3
Lenza, Michele
3
Onorante, Luca
3
Poon, Aubrey
3
Rubaszek, Michał
3
Satopää, Ville A.
3
Ando, Tomohiro
2
Chan, Joshua
2
Clements, Michael P.
2
Forbes, Catherine Scipione
2
Galvão, Ana Beatriz C.
2
Gefang, Deborah
2
Hou, Chenghan
2
Hyndman, Rob J.
2
Kang, Yanfei
2
Kapetanios, George
2
Kolasa, Marcin
2
Li, Feng
2
Maneesoonthorn, Worapree
2
Martin, Gael M.
2
McCabe, Brendan Peter Martin
2
Momferatou, Daphne
2
Mumtaz, Haroon
2
Perron, Pierre
2
Ravazzolo, Francesco
2
Rossini, Luca
2
Schorfheide, Frank
2
Vahid, Farshid
2
Warne, Anders
2
West, Mike
2
Xu, Jiawen
2
Zaman, Saeed
2
Abeywardana, Sachin
1
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International journal of forecasting
Journal of economic dynamics & control
Discussion paper / Tinbergen Institute
58
Journal of econometrics
56
Journal of forecasting
47
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
44
Working paper
33
CAMA working paper series
26
Econometric reviews
25
Journal of applied econometrics
24
Federal Reserve Bank of Cleveland working paper series
23
Working paper series / European Central Bank
23
Energy economics
21
Working paper / Department of Econometrics and Business Statistics, Monash University
20
Discussion papers / CEPR
18
Economic modelling
18
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
Working paper / Norges Bank
18
Computational economics
15
Discussion paper / Centre for Economic Policy Research
15
Applied economics
14
Economics letters
14
European journal of operational research : EJOR
14
CAMA Working Paper
13
Econometrics : open access journal
13
Insurance / Mathematics & economics
13
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
12
Quantitative finance
11
FRB of Cleveland Working Paper
10
Journal of international money and finance
10
Journal of macroeconomics
10
CESifo working papers
9
Discussion paper
9
Discussion papers / Adam Smith Business School, University of Glasgow
9
Journal of the American Statistical Association : JASA
9
Strathclyde discussion papers in economics
9
Sveriges Riksbank working paper series
9
The North American journal of economics and finance : a journal of financial economics studies
9
Working papers
9
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ECONIS (ZBW)
116
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11
A Markov chain model for forecasting results of mixed martial arts contests
Holmes, Benjamin
;
McHale, Ian
;
Żychaluk, Kamila
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 623-640
Persistent link: https://www.econbiz.de/10014465075
Saved in:
12
Bayesian model averaging for mortality forecasting using leave-future-out validation
Barigou, Karim
;
Goffard, Pierre-Olivier
;
Loisel, Stéphane
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 674-690
Persistent link: https://www.econbiz.de/10014465104
Saved in:
13
Forecasting short-term defaults of firms in a commercial network via Bayesian spatial and spatio-temporal methods
Berloco, Claudia
;
Argiento, Raffaele
;
Montagna, Silvia
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1065-1077
Persistent link: https://www.econbiz.de/10014465243
Saved in:
14
Penalized estimation of panel vector autoregressive models : a panel LASSO approach
Camehl, Annika
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1185-1204
Persistent link: https://www.econbiz.de/10014465265
Saved in:
15
A fully Bayesian tracking algorithm for mitigating disparate prediction misclassification
Short, Martin B.
;
Mohler, George O.
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1238-1252
Persistent link: https://www.econbiz.de/10014465280
Saved in:
16
Bayesian forecast combination using time-varying features
Li, Li
;
Kang, Yanfei
;
Li, Feng
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1287-1302
Persistent link: https://www.econbiz.de/10014465281
Saved in:
17
Nowcasting growth using Google Trends data : a Bayesian Structural Time Series model
Kohns, David
;
Bhattacharjee, Arnab
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1384-1412
Persistent link: https://www.econbiz.de/10014465289
Saved in:
18
Testing big data in a big crisis : nowcasting under Covid-19
Barbaglia, Luca
;
Frattarolo, Lorenzo
;
Onorante, Luca
; …
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1548-1563
Persistent link: https://www.econbiz.de/10014465326
Saved in:
19
Macroeconomic forecasting in the Euro area using predictive combinations of DSGE models
Čapek, Jan
;
Crespo Cuaresma, Jesús
;
Hauzenberger, Niko
; …
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1820-1838
Persistent link: https://www.econbiz.de/10014465357
Saved in:
20
Disciplining expectations and the forward guidance puzzle
Müller, Tobias
;
Christoffel, Kai
;
Mazelis, Falk
; …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-39
Persistent link: https://www.econbiz.de/10013464694
Saved in:
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