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~isPartOf:"Journal of applied econometrics"
~subject:"Prognoseverfahren"
~subject:"VAR model"
~type_genre:"Aufsatz in Zeitschrift"
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Search: ("1995-2006" OR "Estimation" OR "EU countries" OR "Inequality" OR "Power" OR "Social inequality" OR "Trade unions") AND NOT isPartOf:Intereconomics
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Prognoseverfahren
VAR model
Estimation
357
Schätzung
357
Theorie
342
Theory
342
Estimation theory
218
Schätztheorie
218
USA
159
United States
159
Time series analysis
147
Zeitreihenanalyse
147
Forecasting model
65
Welt
48
World
48
Bayes-Statistik
44
Bayesian inference
44
Nichtparametrisches Verfahren
41
Nonparametric statistics
41
Panel
40
Panel study
40
Großbritannien
39
United Kingdom
39
Volatility
38
Volatilität
38
EU countries
37
EU-Staaten
37
Regression analysis
35
Regressionsanalyse
35
Monte Carlo simulation
34
Monte-Carlo-Simulation
34
VAR-Modell
32
Business cycle
30
Konjunktur
30
Economic growth
29
Wirtschaftswachstum
29
Statistical test
28
Statistischer Test
28
Cointegration
27
Kointegration
27
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34
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9
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Article
90
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Aufsatz in Zeitschrift
Article in journal
90
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English
90
Author
All
Marcellino, Massimiliano
6
Clark, Todd E.
4
Koop, Gary
3
Carriero, Andrea
2
Chan, Joshua
2
Clements, Michael P.
2
Galvão, Ana Beatriz C.
2
Giacomini, Raffaella
2
Hautsch, Nikolaus
2
Kilian, Lutz
2
Lanne, Markku
2
Lima, Luiz Renato
2
Luoto, Jani
2
McCracken, Michael W.
2
Pesaran, M. Hashem
2
Warne, Anders
2
Wel, Michel van der
2
Abel, Joshua
1
Ahelegbey, Daniel Felix
1
Altavilla, Carlo
1
Amburgey, Aaron J.
1
Artis, Michael J.
1
Babii, Andrii
1
Bai, Yu
1
Ball, Ryan T.
1
Banerjee, Anindya
1
Bao Hoang Nguyen
1
Barbaglia, Luca
1
Basu, Anirban
1
Baumeister, Christiane
1
Bauwens, Luc
1
Bańbura, Marta
1
Benati, Luca
1
Billio, Monica
1
Caggiano, Giovanni
1
Campolieti, Michele
1
Casarin, Roberto
1
Castelnuovo, Efrem
1
Chavleishvili, Sulkhan
1
Cho, Dooyeon
1
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Journal of applied econometrics
International journal of forecasting
648
Journal of forecasting
384
Journal of econometrics
233
Economic modelling
212
Applied economics
208
Energy economics
192
Economics letters
172
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
162
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
153
Finance research letters
132
Applied economics letters
123
Journal of banking & finance
123
Journal of empirical finance
114
Journal of international money and finance
107
International review of economics & finance : IREF
102
The North American journal of economics and finance : a journal of financial economics studies
98
International review of financial analysis
97
Journal of economic dynamics & control
89
International Journal of Energy Economics and Policy : IJEEP
85
Journal of risk and financial management : JRFM
73
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
72
Journal of macroeconomics
71
Journal of financial economics
68
Computational economics
62
Econometric reviews
59
European journal of operational research : EJOR
56
Journal of international financial markets, institutions & money
54
Macroeconomic dynamics
52
Technological forecasting & social change : an international journal
51
The European journal of finance
51
Applied financial economics
50
Management science : journal of the Institute for Operations Research and the Management Sciences
49
Risks : open access journal
48
International journal of finance & economics : IJFE
47
Research in international business and finance
46
Econometrics : open access journal
45
Empirical economics : a quarterly journal of the Institute for Advanced Studies
45
Journal of money, credit and banking : JMCB
43
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
42
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90
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1
Reassessing the relative
power
of the yield spread in forecasting recessions
Croushore, Dean Darrell
;
Marsten, Katherine
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 1183-1191
Persistent link: https://www.econbiz.de/10011687424
Saved in:
2
Monetary policy and exchange rate anomalies in set-identified SVARs : revisited
Rüth, Sebastian
;
Van der Veken, Wouter
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 1085-1092
Persistent link: https://www.econbiz.de/10014474414
Saved in:
3
Maximum likelihood
estimation
of factor models on datasets with arbitrary pattern of missing data
Bańbura, Marta
;
Modugno, Michele
- In:
Journal of applied econometrics
29
(
2014
)
1
,
pp. 133-160
Persistent link: https://www.econbiz.de/10010414234
Saved in:
4
The measurement and behavior of uncertainty : evidence from the ECB Survey of Professional Forecasters
Abel, Joshua
;
Rich, Robert W.
;
Song, Joseph
;
Tracy, …
- In:
Journal of applied econometrics
31
(
2016
)
3
,
pp. 533-550
Persistent link: https://www.econbiz.de/10011642628
Saved in:
5
Time variation in the dynamics of worker flows : evidence from North America and Europe
Campolieti, Michele
;
Gefang, Deborah
;
Koop, Gary
- In:
Journal of applied econometrics
29
(
2014
)
2
,
pp. 265-290
Persistent link: https://www.econbiz.de/10010414898
Saved in:
6
The Federal Reserve's output gap : the unreliability of real-time reliability tests
Quast, Josefine
;
Wolters, Maik H.
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 1101-1111
Persistent link: https://www.econbiz.de/10014474421
Saved in:
7
Exchange rates and macroeconomic fundamentals : evidence of instabilities from time-varying factor loadings
Hillebrand, Eric
;
Mikkelsen, Jakob Guldbæk
;
Spreng, Lars
; …
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 857-877
Persistent link: https://www.econbiz.de/10014432197
Saved in:
8
Identifying the effects of sanctions on the Iranian economy using newspaper coverage
Laudati, Dario
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
38
(
2023
)
3
,
pp. 271-294
Persistent link: https://www.econbiz.de/10014287986
Saved in:
9
The role of precautionary and speculative demand in the global market for crude oil
Cross, Jamie
;
Bao Hoang Nguyen
;
Trung Duc Tran
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 882-895
Persistent link: https://www.econbiz.de/10013464638
Saved in:
10
Robust inference under time-varying volatility : a real-time evaluation of professional forecasters
Demetrescu, Matei
;
Hanck, Christoph
;
Kruse-Becher, Robinson
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 1010-1030
Persistent link: https://www.econbiz.de/10013464645
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