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~isPartOf:"International journal of forecasting"
~subject:"HJM models"
~subject:"Zustandsraummodell"
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HJM models
Zustandsraummodell
Forecasting model
10
Prognoseverfahren
10
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9
Time series analysis
8
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8
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Altuğ, Sumru
1
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1
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1
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1
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1
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1
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International journal of forecasting
Discussion paper / Tinbergen Institute
10
SSE/EFI Working Paper Series in Economics and Finance
6
Economic modelling
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Journal of econometrics
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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1
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:
2
Stochastic volatility models with ARMA innovations : an application to G7 inflation forecasts
Zhang, Bo
;
Chan, Joshua
;
Cross, Jamie
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1318-1328
Persistent link: https://www.econbiz.de/10012546706
Saved in:
3
Can Google search data help predict macroeconomic series?
Niesert, Robin F.
;
Oorschot, Jochem A.
;
Veldhuisen, …
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 1163-1172
Persistent link: https://www.econbiz.de/10012498584
Saved in:
4
Short-term inflation forecasting : the M.E.T.A. approach
Sbrana, Giacomo
;
Silvestrini, Andrea
;
Venditti, Fabrizio
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 1065-1081
Persistent link: https://www.econbiz.de/10011746944
Saved in:
5
Models for optimising the theta method and their relationship to
state
space
models
Fiorucci, Jose A.
;
Pellegrini, Tiago R.
;
Louzada, Francisco
- In:
International journal of forecasting
32
(
2016
)
4
,
pp. 1151-1161
Persistent link: https://www.econbiz.de/10011622119
Saved in:
6
Forecasting inflation using survey expectations and target inflation : evidence for Brazil and Turkey
Altuğ, Sumru
;
Çakmaklı, Cem
- In:
International journal of forecasting
32
(
2016
)
1
,
pp. 138-153
Persistent link: https://www.econbiz.de/10011596492
Saved in:
7
Using time-stamped survey responses to measure expectations at a daily frequency
Mokinski, Frieder
- In:
International journal of forecasting
32
(
2016
)
2
,
pp. 271-282
Persistent link: https://www.econbiz.de/10011596746
Saved in:
8
EuroMInd-C : a disaggregate monthly indicator of economic activity for the Euro area and member countries
Grassi, Stefano
;
Proietti, Tommaso
;
Frale, Cecilia
; …
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 712-738
Persistent link: https://www.econbiz.de/10011474534
Saved in:
9
Data transforms with exponential smoothing methods of forecasting
Beaumont, Adrian N.
- In:
International journal of forecasting
30
(
2014
)
4
,
pp. 918-927
Persistent link: https://www.econbiz.de/10010517778
Saved in:
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