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Search: subject:"Data sampling"
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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
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24
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23
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21
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21
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20
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20
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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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Undetermined
69
Free
67
CC license
5
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Article
87
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56
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76
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35
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25
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23
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English
122
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17
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3
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1
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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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Deutsche Bundesbank
3
Economics Department, University of Missouri
3
C.E.P.R. Discussion Papers
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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
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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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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
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2
CEPR Discussion Papers
2
DIW Wochenbericht
2
Discussion Paper Series 1
2
Discussion Paper Series 1: Economic Studies
2
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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
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CORE discussion papers : DP
1
Computational Statistics & Data Analysis
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Czech Economic Review
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ECONIS (ZBW)
103
RePEc
25
EconStor
14
Other ZBW resources
1
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91
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
Saved in:
92
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
Saved in:
93
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
Saved in:
94
Mixed frequency structural VARs
Foroni, Claudia
;
Marcellino, Massimiliano
-
2014
Persistent link: https://www.econbiz.de/10010238420
Saved in:
95
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
Saved in:
96
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
Saved in:
97
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
Saved in:
98
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
Saved in:
99
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
Saved in:
100
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
Saved in:
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