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  • Search: subject:"Dynamic model averaging"
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Year of publication
Subject
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Forecasting model 55 Prognoseverfahren 55 dynamic model averaging 39 Dynamic model averaging 37 Theorie 27 Theory 27 Time series analysis 19 Zeitreihenanalyse 19 Volatility 18 Volatilität 18 forecasting 17 Bayes-Statistik 15 Bayesian inference 15 Dynamic Model Averaging 15 Dynamische Wirtschaftstheorie 15 Economic dynamics 15 Estimation 15 Forecast 15 Prognose 15 Schätzung 15 Forecasting 12 Welt 12 World 12 Exchange rate 10 Wechselkurs 10 Capital income 9 Kapitaleinkommen 9 Oil price 9 Ölpreis 9 ARCH model 8 ARCH-Modell 8 VAR model 7 VAR-Modell 7 Bayesian 6 Dynamic Model Selection 6 Inflation 6 Phillips curve 6 Realized Variance 6 Self-Perturbed Kalman Filter 6 TVP models 6
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Online availability
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Undetermined 48 Free 44 CC license 1
Type of publication
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Article 59 Book / Working Paper 40
Type of publication (narrower categories)
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Article in journal 55 Aufsatz in Zeitschrift 55 Working Paper 24 Arbeitspapier 17 Graue Literatur 17 Non-commercial literature 17 Article 2 Aufsatz im Buch 2 Book section 2
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Language
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English 85 Undetermined 14
Author
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Korobilis, Dimitris 11 Grassi, Stefano 9 Koop, Gary 9 Wang, Wenhao 7 Kapounek, Svatopluk 6 Nonejad, Nima 6 Cheung, Yin-Wong 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 Westermann, Frank 4 Cao, Shuo 3 Dong, Xiyong 3 Gupta, Rangan 3 Kučerová, Zuzana 3 Moretti, Laura 3 Balcilar, Mehmet 2 Bianchi, Daniele 2 Broadstock, David C. 2 Byrne, Joseph P. 2 Degiannakis, Stavros 2 Delis, Panagiotis 2 Drachal, Krzysztof 2 Filis, George 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 8 Journal of forecasting 6 Journal of empirical finance 3 SIRE Discussion Papers 3 Working Papers / Economics Department, University of Strathclyde 3 CESifo Working Paper 2 CESifo working papers 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) 74 RePEc 16 EconStor 9
Showing 61 - 70 of 99
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Forecasting realized volatility dynamically based on adjusted dynamic model averaging (AMDA) approach : evidence from China's stock market
Ping, Yuan - In: Annals of financial economics 14 (2019) 4, pp. 1-21
Persistent link: https://www.econbiz.de/10012226658
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Forecasting cryptocurrencies under model and parameter instability
Catania, Leopoldo; Grassi, Stefano; Ravazzolo, Francesco - In: International journal of forecasting 35 (2019) 2, pp. 485-501
Persistent link: https://www.econbiz.de/10012300691
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Forecasting recessions with time-varying models
Hwang, Youngjin - In: Journal of macroeconomics 62 (2019), pp. 1-17
Persistent link: https://www.econbiz.de/10012243476
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Macroeconomic nowcasting using Google probabilities
Koop, Gary; Onorante, Luca - 2019
Persistent link: https://www.econbiz.de/10012244142
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Gold Price Forecasts in a Dynamic Model Averaging Framework – Have the Determinants Changed Over Time?
Baur, Dirk G.; Beckmann, Joscha; Czudaj, Robert - 2014
in time. This combination of model and parameter uncertainty is explicitly accounted for by Dynamic Model Averaging which …
Persistent link: https://www.econbiz.de/10010420994
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Forecasting with the Standardized Self-Perturbed Kalman Filter
Grassi, Stefano; Nonejad, Nima; Santucci de Magistris, Paolo - 2014
increases. The proposed estimation method, coupled with dynamic model averaging and selection, is adopted to forecast S&P 500 …
Persistent link: https://www.econbiz.de/10010456954
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The Impact of Financial Variables on Czech Macroeconomic Developments: An Empirical Investigation
Adam, Tomas; Plasil, Miroslav - Česká Národní Banka - 2014
end, the dynamic model averaging/selection framework is applied to a universe of (potentially large) time …
Persistent link: https://www.econbiz.de/10011161629
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Gold Price Forecasts in a Dynamic Model Averaging Framework – Have the Determinants Changed Over Time?
Baur, Dirk G.; Beckmann, Joscha; Czudaj, Robert - Rheinisch-Westfälisches Institut für … - 2014
in time. This combination of model and parameter uncertainty is explicitly accounted for by Dynamic Model Averaging which …
Persistent link: https://www.econbiz.de/10010934836
Saved in:
Cover Image
Forecasting with the Standardized Self-Perturbed Kalman Filter
Grassi, Stefano; Nonejad, Nima; Magistris, Paolo Santucci de - School of Economics and Management, University of Aarhus - 2014
increases. The proposed estimation method, coupled with dynamic model averaging and selection, is adopted to forecast S&P500 …
Persistent link: https://www.econbiz.de/10010851262
Saved in:
Cover Image
Forecasting with the standardized self-perturbed Kalman filter
Grassi, Stefano; Nonejad, Nima; Santucci de Magistris, Paolo - 2014
increases. The proposed estimation method, coupled with dynamic model averaging and selection, is adopted to forecast S & P 500 …
Persistent link: https://www.econbiz.de/10010402289
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