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  • Search: subject:"MIDAS models"
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Year of publication
Subject
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MIDAS models 21 Forecasting model 19 Prognoseverfahren 19 Forecast 9 Prognose 9 Volatility 9 Volatilität 9 Frühindikator 8 Leading indicator 8 Forecasting 7 Theorie 7 Theory 7 ARCH model 6 ARCH-Modell 6 Time series analysis 6 Welt 6 World 6 Zeitreihenanalyse 6 ARMA models 5 Business cycle 5 Economic forecast 5 GARCH-MIDAS models 5 Konjunktur 5 Temporal aggregation 5 Wirtschaftsprognose 5 Comparison 4 Economic growth 4 Economic indicator 4 National income 4 Nationaleinkommen 4 VAR model 4 VAR-Modell 4 Vergleich 4 Wirtschaftsindikator 4 Wirtschaftswachstum 4 global economic conditions 4 world GDP growth 4 Aggregation 3 component variance forecasts 3 data snooping 3
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Online availability
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Free 18 Undetermined 10
Type of publication
All
Book / Working Paper 15 Article 14
Type of publication (narrower categories)
All
Article in journal 14 Aufsatz in Zeitschrift 14 Working Paper 13 Arbeitspapier 7 Graue Literatur 7 Non-commercial literature 7 Conference paper 1 Konferenzbeitrag 1
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Language
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English 27 Spanish 1 Undetermined 1
Author
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Foroni, Claudia 9 Guérin, Pierre 6 Marcellino, Massimiliano 6 Baumeister, Christiane 5 Stevanović, Dalibor 4 Awartani, Basel 3 Gupta, Rangan 3 Javed, Farrukh 3 Ravazzolo, Francesco 3 Rossini, Luca 3 Virk, Nader 3 Clements, Michael P. 2 Demirer, Rıza 2 Galvão, Ana Beatriz C. 2 Salisu, Afees A. 2 Batten, Jonathan A. 1 Bian, Huabin 1 Boffelli, Simona 1 Bouri, Elie 1 Carriero, Andrea 1 Dhesi, Gurjeet 1 Galvão, Ana Beatriz 1 Gao, Qiujin 1 Hecq, Alain W. J. 1 Hua, Renhai 1 Hyde, Stuart 1 Kapetanios, George 1 Liu, Qingfu 1 Lu, Hengzhen 1 Mo, Di 1 Pourkhanali, Armin 1 Rodríguez Vargas, Adolfo 1 Rossini, Lua 1 Skintzi, Vasiliki D. 1 Stevanovic, Dalibor 1 Ternes, Marie 1 Urga, Giovanni 1 Wilms, Ines 1 Xiao, Ling 1 Zhang, Ping 1
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Institution
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Henley Business School, University of Reading 1
Published in...
All
International journal of forecasting 4 ECB Working Paper 2 Energy economics 2 Working paper series / European Central Bank 2 Bundesbank Discussion Paper 1 CAMA working paper series 1 CESifo Working Paper 1 CESifo working papers 1 Department of Economics working paper series 1 Discussion paper 1 Discussion papers / CEPR 1 Document de travail 1 Economic modelling 1 Global finance journal 1 ICMA Centre Discussion Papers in Finance 1 Journal of financial econometrics : official journal of the Society for Financial Econometrics 1 Journal of forecasting 1 Review of managerial science : RMS 1 Revista de ciencias económicas 1 The European journal of finance 1 The journal of futures markets 1 Working Paper 1 Working paper 1
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Source
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ECONIS (ZBW) 22 EconStor 6 RePEc 1
Showing 1 - 10 of 29
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Hierarchical regularizers for reverse unrestricted mixed data sampling regressions
Hecq, Alain W. J.; Ternes, Marie; Wilms, Ines - In: Journal of forecasting 44 (2025) 6, pp. 1946-1968
Persistent link: https://www.econbiz.de/10015464746
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Can inflation predict energy price volatility?
Batten, Jonathan A.; Mo, Di; Pourkhanali, Armin - In: Energy economics 129 (2024), pp. 1-18
Persistent link: https://www.econbiz.de/10014558888
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Forecasting EUA futures volatility with geopolitical risk : evidence from GARCH-MIDAS models
Lu, Hengzhen; Gao, Qiujin; Xiao, Ling; Dhesi, Gurjeet - In: Review of managerial science : RMS 18 (2024) 7, pp. 1917-1943
Persistent link: https://www.econbiz.de/10015134051
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The role of the monthly ENSO in forecasting the Daily Baltic Dry Index
Bouri, Elie; Gupta, Rangan; Rossini, Lua - 2022
Persistent link: https://www.econbiz.de/10013253754
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Petroleum market volatility tracker in China
Bian, Huabin; Hua, Renhai; Liu, Qingfu; Zhang, Ping - In: The journal of futures markets 42 (2022) 11, pp. 2022-2040
Persistent link: https://www.econbiz.de/10013465839
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A reality check on the GARCH-MIDAS volatility models
Virk, Nader; Javed, Farrukh; Awartani, Basel; Hyde, Stuart - In: The European journal of finance 30 (2024) 6, pp. 575-596
Persistent link: https://www.econbiz.de/10014547966
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A reality check on the GARCH-MIDAS volatility models
Virk, Nader; Javed, Farrukh; Awartani, Basel - 2021
Persistent link: https://www.econbiz.de/10012604771
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A reality check on the GARCH-MIDAS volatility models
Virk, Nader; Javed, Farrukh; Awartani, Basel - 2021
We employ a battery of model evaluation tests for a broad-set of GARCH-MIDAS models and account for data snooping bias …
Persistent link: https://www.econbiz.de/10012654473
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A comparison of monthly global indicators for forecasting growth
Baumeister, Christiane; Guérin, Pierre - 2020
This paper evaluates the predictive content of a set of alternative monthly indicators of global economic activity for nowcasting and forecasting quarterly world GDP using mixed-frequency models. We find that a recently proposed indicator that covers multiple dimensions of the global economy...
Persistent link: https://www.econbiz.de/10012306598
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A comparison of monthly global indicators for forecasting growth
Baumeister, Christiane; Guérin, Pierre - 2020 - Revised October 20, 2020
Persistent link: https://www.econbiz.de/10012533938
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