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  • Search: subject:"Dynamic Model Averaging"
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Year of publication
Subject
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Forecasting model 57 Prognoseverfahren 57 dynamic model averaging 39 Dynamic model averaging 38 Theorie 28 Theory 28 Time series analysis 19 Volatility 19 Volatilität 19 Zeitreihenanalyse 19 forecasting 17 Bayes-Statistik 16 Bayesian inference 16 Estimation 16 Schätzung 16 Dynamic Model Averaging 15 Dynamische Wirtschaftstheorie 15 Economic dynamics 15 Forecast 15 Prognose 15 Welt 13 World 13 Forecasting 12 Exchange rate 11 Wechselkurs 11 Oil price 10 Ölpreis 10 ARCH model 9 ARCH-Modell 9 Capital income 9 Kapitaleinkommen 9 VAR model 7 VAR-Modell 7 Bayesian 6 Dynamic Model Selection 6 Inflation 6 Oil market 6 Phillips curve 6 Realized Variance 6 Self-Perturbed Kalman Filter 6
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Online availability
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Undetermined 49 Free 45 CC license 1
Type of publication
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Article 60 Book / Working Paper 41
Type of publication (narrower categories)
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Article in journal 56 Aufsatz in Zeitschrift 56 Working Paper 25 Arbeitspapier 18 Graue Literatur 18 Non-commercial literature 18 Article 2 Aufsatz im Buch 2 Book section 2
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Language
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English 87 Undetermined 14
Author
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Korobilis, Dimitris 11 Grassi, Stefano 9 Koop, Gary 9 Wang, Wenhao 8 Cheung, Yin-Wong 6 Kapounek, Svatopluk 6 Nonejad, Nima 6 Westermann, Frank 5 Baur, Dirk G. 4 Beckmann, Joscha 4 Czudaj, Robert 4 Kočenda, Evžen 4 Onorante, Luca 4 Santucci de Magistris, Paolo 4 Wei, Yu 4 Cao, Shuo 3 Degiannakis, Stavros 3 Delis, Panagiotis 3 Dong, Xiyong 3 Filis, George 3 Gupta, Rangan 3 Kučerová, Zuzana 3 Moretti, Laura 3 Balcilar, Mehmet 2 Bianchi, Daniele 2 Broadstock, David C. 2 Byrne, Joseph P. 2 Drachal, Krzysztof 2 Guidolin, Massimo 2 He, Shi 2 Hwang, Youngjin 2 Le Ha Thu 2 Leon-Gonzalez, Roberto 2 Liu, Jing 2 Ma, Feng 2 Magistris, Paolo Santucci de 2 Majumdar, Anandamayee 2 Muglia, Camilla 2 Pedio, Manuela 2 Plasil, Miroslav 2
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Institution
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Economics Department, University of Strathclyde 3 Scottish Institute for Research in Economics (SIRE) 3 Department of Economics, Faculty of Economic and Management Sciences 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Česká Národní Banka 2 Department of Economics, Adam Smith Business School 1 Rheinisch-Westfälisches Institut für Wirtschaftsforschung (RWI) 1 School of Economics and Management, University of Aarhus 1 School of Economics, University of Kent 1
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Published in...
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Energy economics 9 Journal of forecasting 6 CESifo working papers 3 Journal of empirical finance 3 SIRE Discussion Papers 3 Working Papers / Economics Department, University of Strathclyde 3 CESifo Working Paper 2 Discussion papers / Adam Smith Business School, University of Glasgow 2 Economic modelling 2 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 2 Finance research letters 2 International review of financial analysis 2 MPRA Paper 2 Ruhr Economic Papers 2 The European journal of finance 2 The North American journal of economics and finance : a journal of financial economics studies 2 The energy journal 2 Working Papers / Department of Economics, Faculty of Economic and Management Sciences 2 Working Papers / Česká Národní Banka 2 Annals of financial economics 1 Applied economics 1 Asia-Pacific journal of accounting & economics : publication of the City University of Hong Kong and National Taiwan University 1 BAFFI CAREFIN Centre Research Paper 1 Bank of Japan working paper series 1 CREATES Research Papers 1 CREATES research paper 1 Discussion papers / University of Kent, School of Economics 1 ECB Working Paper 1 Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets 1 Empirical economics : a quarterly journal of the Institute for Advanced Studies 1 Energy Forecasting 1 Energy policy : the international journal of the political, economic, planning, environmental and social aspects of energy 1 GRIPS discussion papers 1 Global business & economics review 1 IES Working Paper 1 IES working paper 1 International journal of economic sciences : IJES 1 International journal of forecasting 1 International review of economics & finance : IREF 1 Journal of Asian economics 1
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Source
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ECONIS (ZBW) 76 RePEc 16 EconStor 9
Showing 1 - 10 of 101
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Time-varying exchange rate pass-through over 2005-2021 using dynamic model averaging
Colak, Yasemin; Erden, Lutfi; Ozkan, Ibrahim - In: International review of economics & finance : IREF 96 (2024) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10015202580
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An in-sample evaluation of exchange rate models : in search of scapegoats
Cheung, Yin-Wong; Wang, Wenhao; Westermann, Frank - 2025
A modified dynamic model averaging framework, which allows for inferences regarding the shifting relevance and …
Persistent link: https://www.econbiz.de/10015394320
Saved in:
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Cholesky GAS models for large time-varying covariance matrices
Zheng, Tingguo; Ye, Shiqi - In: Journal of management science and engineering 9 (2024) 1, pp. 115-142
-wise dynamic model averaging or selection algorithm which simultaneously extracts model and parameter uncertainties, equipped with …
Persistent link: https://www.econbiz.de/10014504757
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Cover Image
An in-sample evaluation of exchange rate models : in search of scapegoats
Cheung, Yin-Wong; Wang, Wenhao; Westermann, Frank - 2025
A modified dynamic model averaging framework, which allows for inferences regarding the shifting relevance and …
Persistent link: https://www.econbiz.de/10015396820
Saved in:
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Navigating crude oil volatility forecasts : assessing the contribution of geopolitical risk
Delis, Panagiotis; Degiannakis, Stavros; Filis, George - 2025
Persistent link: https://www.econbiz.de/10015422736
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Global spillovers of US climate policy risk : evidence from EU carbon emissions futures
Fields, Micah; Lindequist, David - In: Energy economics 139 (2024), pp. 1-21
Persistent link: https://www.econbiz.de/10015533107
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The dynamics of returns predictability in cryptocurrency markets
Bianchi, Daniele; Guidolin, Massimo; Pedio, Manuela - In: The European journal of finance 29 (2023) 6, pp. 583-611
Persistent link: https://www.econbiz.de/10014322544
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Cover Image
An in-sample evaluation of exchange rate models: In search of scapegoats
Cheung, Yin-Wong; Wang, Wenhao; Westermann, Frank - 2025
A modified dynamic model averaging framework, which allows for inferences regarding the shifting relevance and …
Persistent link: https://www.econbiz.de/10015407569
Saved in:
Cover Image
What drives currency connectedness? : Evidence from the BRICS currencies
He, Shi; Cheng, Zhengtao; Wang, Wenhao; Luo, Zihao - In: Applied economics 57 (2025) 1, pp. 67-85
Persistent link: https://www.econbiz.de/10015145382
Saved in:
Cover Image
An in-sample evaluation of exchange rate models: In search of scapegoats
Cheung, Yin-Wong; Wang, Wenhao; Westermann, Frank - 2025
We employ a modified dynamic model averaging framework which permits inferences about the shifting relevance and …
Persistent link: https://www.econbiz.de/10015616013
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