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~subject:"Forecasting model"
~subject:"Geldpolitik"
~subject:"Regression analysis"
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Forecasting model
Geldpolitik
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McAleer, Michael
44
Ravazzolo, Francesco
28
Caporin, Massimiliano
19
Franses, Philip Hans
18
Costantini, Mauro
16
Casarin, Roberto
14
Kunst, Robert M.
14
Swanson, Norman R.
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Chernozhukov, Victor
13
Phillips, Peter C. B.
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Dette, Holger
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Zhang, Xinyu
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Lütkepohl, Helmut
11
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Cesa-Bianchi, Ambrogio
10
Chang, Chia-Lin
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10
Dijk, Herman K. van
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10
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Schorfheide, Frank
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Castelnuovo, Efrem
9
Durlauf, Steven N.
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9
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Lewbel, Arthur
9
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9
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Timmermann, Allan
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Alemán, Christian
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Massachusetts Institute of Technology / Department of Economics
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Meždunarodnaja Naučno-Praktičeskaja Konferencija Ėkonomičeskoe Prognozirovanie: Modeli i Metody <11., 2015, Woronesch>
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Narodna Banka na Republika Makedonija
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Naučno-Issledovatelʹ'kij Ėkonomičeskij Institut <Minsk>
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Springer International Publishing
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Universität Trier
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Vereinte Nationen
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Voronežskij Gosudarstvennyj Universitet
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Journal of econometrics
62
International journal of forecasting
40
Working paper
31
Econometric Institute research papers
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Econometric reviews
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Economic modelling
24
Working paper series / European Central Bank
24
Discussion paper / Tinbergen Institute
23
Economics letters
21
Journal of forecasting
21
CESifo working papers
18
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
Journal of macroeconomics
17
Discussion paper / Centre for Economic Policy Research
16
CEMMAP working papers / Centre for Microdata Methods and Practice
15
Working paper / Norges Bank
15
Applied economics
14
CREATES research paper
14
Discussion papers / CEPR
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Journal of applied econometrics
13
NBER Working Paper
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NBER working paper series
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Quantitative economics : QE ; journal of the Econometric Society
13
Journal of economic dynamics & control
12
Journal of money, credit and banking : JMCB
12
Working paper / National Bureau of Economic Research, Inc.
12
Econometrics : open access journal
11
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
11
Tinbergen Institute research series
11
Discussion paper
10
Discussion paper series / IZA
10
Energy economics
10
European economic review : EER
10
European journal of operational research : EJOR
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Staff working papers / Bank of England
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ECONIS (ZBW)
1,861
EconStor
12
RePEc
1
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1
Is there an information channel of monetary policy?
Holtemöller, Oliver
;
Kriwoluzky, Alexander
;
Kwak, Boreum
-
2024
Persistent link: https://www.econbiz.de/10014633013
Saved in:
2
Identifying the volatility risk price through the leverage effect
Cheng, Xu
;
Renault, Eric
;
Sangrey, Paul
-
2024
-
This version: April 23, 2024
Persistent link: https://www.econbiz.de/10014580927
Saved in:
3
Is there an information channel of monetary policy?
Holtemöller, Oliver
;
Kriwoluzky, Alexander
;
Kwak, Boreum
-
2024
Exploiting the heteroscedasticity of the changes in short-term and long-term interest rates and exchange rates around the FOMC announcement, we identify three structural monetary policy shocks. We eliminate the predictable part of the shocks and study their effects on financial variables and...
Persistent link: https://www.econbiz.de/10014560738
Saved in:
4
Structural volatility impulse response analysis
Fengler, Matthias
;
Polivka, Jeannine
-
2022
Persistent link: https://www.econbiz.de/10013399810
Saved in:
5
Model validation and DSGE modeling
Poudyal, Niraj
;
Spanos, Aris
- In:
Econometrics : open access journal
10
(
2022
)
2
,
pp. 1-25
, including statistical misspecification, non-
identification
of deep parameters, substantive inadequacy, weak forecasting …
Persistent link: https://www.econbiz.de/10013355187
Saved in:
6
(Structural) VAR models with ignored changes in mean and volatility
Demetrescu, Matei
;
Salish, Nazarii
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 840-854
Persistent link: https://www.econbiz.de/10014547211
Saved in:
7
How oil shocks propagate: evidence on the monetary policy channel
Miyamoto, Wataru
;
Nguyen, Thuy Lan
;
Sergeyev, Dmitriy
-
2024
Persistent link: https://www.econbiz.de/10014533433
Saved in:
8
A hybrid econometrics and machine learning based modeling of realized volatility of natural gas
Kristjanpoller Rodríguez, Werner
- In:
Financial innovation : FIN
10
(
2024
),
pp. 1-32
Determining which variables afect price realized volatility has always been challenging. This paper proposes to explain how fnancial assets infuence realized volatility by developing an optimal day-to-day forecast. The methodological proposal is based on using the best econometric and machine...
Persistent link: https://www.econbiz.de/10014535318
Saved in:
9
Can you hear me now? : identifying the effect of Chinese monetary policy announcements
Shieh, Harrison
- In:
Journal of international money and finance
144
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014551386
Saved in:
10
The term structure of judgement : interpreting survey disagreement
Brenna, Federica
;
Budrys, Žymantas
-
2024
Persistent link: https://www.econbiz.de/10014553879
Saved in:
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