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  • Search: subject:"Data sampling"
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Year of publication
Subject
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Forecasting model 56 Prognoseverfahren 56 Mixed data sampling 35 Theorie 34 Theory 33 Sampling 32 Stichprobenerhebung 32 Schätzung 29 Estimation 28 Volatility 24 Volatilität 23 Time series analysis 21 Zeitreihenanalyse 21 Regression analysis 20 Regressionsanalyse 20 ARCH model 18 ARCH-Modell 18 Estimation theory 18 Schätztheorie 18 Aktienmarkt 14 Economic forecast 14 Stock market 14 Wirtschaftsprognose 14 Mixed Data Sampling 13 National income 13 Nationaleinkommen 13 Nowcasting 13 Frühindikator 12 USA 12 VAR model 12 VAR-Modell 12 mixed data sampling 12 Börsenkurs 11 Capital income 11 Kapitaleinkommen 11 Leading indicator 11 United States 11 Forecasting 10 Gross domestic product 10 Mixed Data Sampling (MIDAS) 10
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Online availability
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Undetermined 69 Free 67 CC license 5
Type of publication
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Article 87 Book / Working Paper 56
Type of publication (narrower categories)
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Article in journal 76 Aufsatz in Zeitschrift 76 Working Paper 35 Graue Literatur 25 Non-commercial literature 25 Arbeitspapier 23 Article 2 Aufsatz im Buch 1 Book section 1 Konferenzschrift 1
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Language
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English 122 Undetermined 17 German 3 Spanish 1
Author
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Ghysels, Eric 11 Foroni, Claudia 9 Schumacher, Christian 8 Walther, Thomas 8 Klein, Tony 7 Ravazzolo, Francesco 6 Marcellino, Massimiliano 5 Miller, J. Isaac 5 Motegi, Kaiji 5 Hill, Jonathan B. 4 Jiang, Cuixia 4 Valadkhani, Abbas 4 Xu, Qifa 4 Aastveit, Knut Are 3 Audrino, Francesco 3 Bouri, Elie 3 Golosnoy, Vasyl 3 Gribisch, Bastian 3 Javed, Farrukh 3 Liesenfeld, Roman 3 Nguyen, Duc Khuong 3 Pan, Zhiyuan 3 Wang, Yudong 3 Wu, Xinyu 3 Yang, Lixiong 3 Alessi, Lucia 2 Andreani, Mila 2 Asgharian, Hossein 2 Asimakopoulos, Panagiotis 2 Asimakopoulos, Stylianos 2 Ben Rhomdhane, Hagher 2 Ben Romdhane, Hager 2 Benlallouna, Brahim Mehdi 2 Candila, Vincenzo 2 Casarin, Roberto 2 Charfeddine, Lanouar 2 Chen, Qiang 2 Chikamatsu, Kyosuke 2 Deschamps, Bruno 2 Dudda, Tom L. 2
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Institution
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Deutsche Bundesbank 3 Economics Department, University of Missouri 3 C.E.P.R. Discussion Papers 2 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 1 Centre for Applied Macro- and Petroleum economics (CAMP), BI Handelshøyskolen 1 East Asian Bureau of Economic Research (EABER) 1 European Central Bank 1 Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues - GEWISOLA 1 Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel 1 Knut Wicksells centrum för finansvetenskap, Ekonomihögskolan 1 Norges Bank 1 School of Economics and Political Science, Universität St. Gallen 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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Published in...
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Energy economics 5 International review of economics & finance : IREF 5 International journal of forecasting 4 Journal of forecasting 4 Journal of econometrics 3 QMS Research Paper 3 The energy journal 3 Working Papers / Economics Department, University of Missouri 3 Applied economics 2 Applied economics letters 2 BOFIT discussion papers 2 CEPR Discussion Papers 2 DIW Wochenbericht 2 Discussion Paper Series 1 2 Discussion Paper Series 1: Economic Studies 2 Discussion paper / Centre for Economic Policy Research 2 Economic modelling 2 Empirical economics : a quarterly journal of the Institute for Advanced Studies 2 Finance research letters 2 Graduate Institute of International and Development Studies Working Paper 2 International review of financial analysis 2 Journal of empirical finance 2 Journal of financial and quantitative analysis : JFQA 2 Journal of risk 2 The North American journal of economics and finance : a journal of financial economics studies 2 Working paper / Graduate Institute of International and Development Studies 2 Working paper / Norges Bank 2 Working papers on finance 2 53rd Annual Conference, Berlin, Germany, September 25-27, 2013 1 BNR economic review 1 BOK working paper 1 Bank of Japan working paper series 1 Bundesbank Discussion Paper 1 CAMA working paper series 1 CIRANO Working Papers 1 CORE discussion papers : DP 1 Computational Statistics & Data Analysis 1 Czech Economic Review 1 DEM working papers 1 Department of Economics working paper series 1
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Source
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ECONIS (ZBW) 103 RePEc 25 EconStor 14 Other ZBW resources 1
Showing 91 - 100 of 143
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Density forecasts with MIDAS models
Aastveit, Knut Are; Foroni, Claudia; Ravazzolo, Francesco - Centre for Applied Macro- and Petroleum economics … - 2014
mixed-data sampling (MIDAS) regressions. We consider both classical and unrestricted MIDAS regressions with and without an …
Persistent link: https://www.econbiz.de/10010937989
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Central bank macroeconomic forecasting during the global financial crisis: the European Central Bank and Federal Reserve Bank of New York experiences
Alessi, Lucia; Ghysels, Eric; Onorante, Luca; Peach, Richard - 2014
This paper documents macroeconomic forecasting during the global financial crisis by two key central banks: the European Central Bank and the Federal Reserve Bank of New York. The paper is the result of a collaborative effort between staff at the two institutions, allowing us to study the...
Persistent link: https://www.econbiz.de/10011605733
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Density forecasts with MIDAS models
Aastveit, Knut Are; Foroni, Claudia; Ravazzolo, Francesco - Norges Bank - 2014
mixed-data sampling (MIDAS) regressions. We consider both classical and unrestricted MIDAS regressions with and without an …
Persistent link: https://www.econbiz.de/10010835403
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Mixed frequency structural VARs
Foroni, Claudia; Marcellino, Massimiliano - 2014
Persistent link: https://www.econbiz.de/10010238420
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MIDAS and bridge equations
Schumacher, Christian - 2014
This paper compares two single-equation approaches from the recent nowcast literature: Mixed-data sampling (MIDAS …
Persistent link: https://www.econbiz.de/10010432327
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MIDAS regressions with time-varying parameters : an application to corporate bond spreads and GDP in the Euro area ; conference paper
Schumacher, Christian - 2014 - 3 February 2014
Mixed-data sampling (MIDAS) regressions allow to estimate dynamic equations that explain a low-frequency variable by …
Persistent link: https://www.econbiz.de/10010481353
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Importance of the macroeconomic variables for variance prediction A GARCH-MIDAS approach
Asgharian, Hossein; Hou, Ai Jun; Javed, Farrukh - Knut Wicksells centrum för finansvetenskap, … - 2013
This paper applies the GARCH-MIDAS (Mixed Data Sampling) model to examine whether information contained in …
Persistent link: https://www.econbiz.de/10010818798
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Organic Data Network: Harmonising Organic Market Data Collection in Europe
Feldmann, Corinna; Hamm, Ulrich - Gesellschaft für Wirtschafts- und Sozialwissenschaften … - 2013
This contribution emerged as part of the collaborative project “Data network for better European organic market information” carried out in the 7th Framework Programme of the EU. Data from a survey among organic market data collectors form the basis for the analysis of the current situation...
Persistent link: https://www.econbiz.de/10011069509
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Forecasting U.S. real GDP using oil prices : a time-varying parameter MIDAS model
Pan, Zhiyuan; Wang, Qing; Wang, Yudong; Li, Yang - In: Energy economics 72 (2018), pp. 177-187
Persistent link: https://www.econbiz.de/10011972301
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Sluggish private investment in Japan's Lost Decade : mixed frequency vector autoregression approach
Motegi, Kaiji; Sadahiro, Akira - In: The North American journal of economics and finance : a … 43 (2018), pp. 118-128
Persistent link: https://www.econbiz.de/10012036270
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