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~subject:"Forecasting model"
~subject:"state-space model"
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Search: subject:"Macroeconomic Fundamentals"
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Forecasting model
state-space model
macroeconomic fundamentals
66
Macroeconomic fundamentals
42
Schätzung
27
Estimation
26
Yield curve
21
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20
Zinsstruktur
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Rudebusch, Glenn D.
4
Aruoba, S. Boragan
3
Diebold, Francis X.
3
Gupta, Rangan
3
Dick, Christian D.
2
Hammoudeh, Shawkat
2
Kim, Won Joong
2
MacDonald, Ronald
2
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2
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2
Albuquerque, Pedro H.
1
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1
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1
Aye, Goodness C.
1
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1
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1
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1
Dong, Qingma
1
Drudi, Maria Ludovica
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Francis X. Diebold
1
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1
Panopulu, Aikaterinē
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1
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Simo-Kengne, Beatrice D.
1
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
International review of financial analysis
1
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1
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1
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ECONIS (ZBW)
14
RePEc
2
EconStor
1
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1
Fundamentals, real-time uncertainty and CDS index spreads
Audzeyeva, Alena
;
Wang, Xu
- In:
Review of quantitative finance and accounting
61
(
2023
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10014341007
Saved in:
2
Economic fundamentals and stock market valuation : a CAPE-based approach
Drudi, Maria Ludovica
;
Calogero Nucera, Federico
-
2022
Persistent link: https://www.econbiz.de/10013465230
Saved in:
3
Oil volatility forecasting and risk allocation : evidence from an extended mixed-frequency volatility model
Shang, Yuhuang
;
Dong, Qingma
- In:
Applied economics
53
(
2021
)
10
,
pp. 1127-1142
Persistent link: https://www.econbiz.de/10012425453
Saved in:
4
The role of technical indicators in exchange rate forecasting
Panopulu, Aikaterinē
;
Souropanis, Ioannis
- In:
Journal of empirical finance
53
(
2019
),
pp. 197-221
Persistent link: https://www.econbiz.de/10012171693
Saved in:
5
Non-Linear interactions and exchange rate prediction : empirical evidence using support vector regression
Peng, Yaohao
;
Albuquerque, Pedro H.
- In:
Applied mathematical finance
26
(
2019
)
1
,
pp. 69-100
Persistent link: https://www.econbiz.de/10012210260
Saved in:
6
Affine term structure model with macroeconomic factors : do no-arbitrage restriction and macroeconomic factors imply better out-of-sample forecasts?
Ullah, Wali
- In:
Journal of forecasting
35
(
2016
)
4
,
pp. 329-346
Persistent link: https://www.econbiz.de/10011580766
Saved in:
7
Exchange rates forecasting : can jump models combined with
macroeconomic
fundamentals
help?
Bunčák, Tomáš
- In:
Prague economic papers : a bimonthly journal of …
25
(
2016
)
5
,
pp. 527-546
Persistent link: https://www.econbiz.de/10011643619
Saved in:
8
Forecasting the price of gold using dynamic model averaging
Aye, Goodness C.
;
Gupta, Rangan
;
Hammoudeh, Shawkat
; …
- In:
International review of financial analysis
41
(
2015
),
pp. 257-266
Persistent link: https://www.econbiz.de/10011508954
Saved in:
9
Exchange rate forecasts and expected fundamentals
Dick, Christian D.
;
MacDonald, Ronald
;
Menkhoff, Lukas
- In:
Journal of international money and finance
53
(
2015
),
pp. 235-256
Persistent link: https://www.econbiz.de/10011475961
Saved in:
10
Can we beat the random-walk model for the South African rand-US dollar and South African rand-UK pound exchange rates? : evidence from dynamic model averaging
De Bruyn, Riané
;
Gupta, Rangan
;
Van Eyden, Reneé
- In:
Emerging markets finance & trade : a journal of the …
51
(
2015
)
3
,
pp. 502-524
Persistent link: https://www.econbiz.de/10011403785
Saved in:
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