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  • Search: subject:"Model averaging"
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Year of publication
Subject
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Bayesian model averaging 583 Bayes-Statistik 474 Bayesian inference 455 Theorie 248 Prognoseverfahren 236 Theory 233 Forecasting model 219 model averaging 205 Bayesian Model Averaging 182 Model averaging 176 Schätzung 162 Estimation 151 Welt 124 World 118 Schätztheorie 113 Estimation theory 111 Zeitreihenanalyse 90 Wirtschaftswachstum 88 Modellierung 83 meta-analysis 83 Economic growth 81 Meta-analysis 80 Time series analysis 79 Scientific modelling 76 Meta-Analyse 73 model uncertainty 69 Regressionsanalyse 68 Regression analysis 67 publication bias 56 Model uncertainty 49 Prognose 49 Forecast 48 Volatility 48 Volatilität 47 Forecasting 44 VAR-Modell 42 economic growth 42 Inflation 41 Model Averaging 41 dynamic model averaging 39
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Online availability
All
Free 816 Undetermined 435 CC license 31
Type of publication
All
Book / Working Paper 740 Article 620 Other 13
Type of publication (narrower categories)
All
Article in journal 457 Aufsatz in Zeitschrift 457 Working Paper 388 Graue Literatur 209 Non-commercial literature 209 Arbeitspapier 206 Article 40 research-article 6 Aufsatz im Buch 5 Book section 5 Thesis 4 Conference Paper 3 Hochschulschrift 3 Collection of articles of several authors 1 Collection of articles written by one author 1 Conference paper 1 Konferenzbeitrag 1 Konferenzschrift 1 Sammelwerk 1 Sammlung 1 Systematic review 1 Übersichtsarbeit 1
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Language
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English 1,032 Undetermined 337 German 2 French 1 Portuguese 1
Author
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Havránek, Tomáš 60 Havranek, Tomas 31 Zhang, Xinyu 31 Koop, Gary 30 Moral-Benito, Enrique 29 Havránková, Zuzana 26 Horváth, Roman 26 Dijk, Herman K. van 24 Korobilis, Dimitris 24 Magnus, Jan R. 22 Ravazzolo, Francesco 22 Crespo Cuaresma, Jesús 18 Irsova, Zuzana 18 Leon-Gonzalez, Roberto 18 Peracchi, Franco 16 Feldkircher, Martin 15 Karlsson, Sune 15 Strachan, Rodney W. 14 van Dijk, Herman K. 14 Cheung, Yin-Wong 13 Vašíček, Bořek 13 Xie, Tian 13 Bajzik, Josef 12 De Luca, Giuseppe 12 Babecký, Jan 11 Bajzík, Josef 11 Jochmann, Markus 11 Kitagawa, Toru 11 Rusnak, Marek 11 Rusnák, Marek 11 Sokolova, Anna 11 Wang, Wenhao 11 Šmídková, Kateřina 11 Elminejad, Ali 10 Li, Degui 10 Linton, Oliver 10 Tondl, Gabriele 10 Ullah, Aman 10 Zigraiova, Diana 10 Eklund, Jana 9
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 24 Institut ekonomických studií, Univerzita Karlova v Praze 11 Scottish Institute for Research in Economics (SIRE) 11 CESifo 10 Česká Národní Banka 10 European Central Bank 9 Banco de España 8 C.E.P.R. Discussion Papers 8 Economics Department, University of Strathclyde 8 Erasmus University Rotterdam, Econometric Institute 8 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 8 Tinbergen Instituut 8 Faculty of Economics, University of Cambridge 7 Tilburg University, Center for Economic Research 7 Economics Department, Organisation de Coopération et de Développement Économiques (OCDE) 6 School of Economics, Finance and Management, University of Bristol 6 Tinbergen Institute 6 William Davidson Institute, University of Michigan 6 EconWPA 5 Rimini Centre for Economic Analysis (RCEA) 5 Zentrum für Europäische Wirtschaftsforschung (ZEW) 5 BANCO DE LA REPÚBLICA 4 Department of Econometrics and Business Statistics, Monash Business School 4 Econometric Society 4 Birkbeck, Department of Economics, Mathematics & Statistics 3 Centro de Estudios Monetarios y Financieros (CEMFI) 3 Department of Economics, Adam Smith Business School 3 Department of Economics, Leicester University 3 Department of Economics, University of Pennsylvania 3 EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X) 3 Economics Section, Cardiff Business School 3 FIW 3 HAL 3 Handelshögskolan, Örebro Universitet 3 Norges Bank 3 School of Economics and Management, University of Aarhus 3 Sveriges Riksbank 3 Vienna University of Economics and Business, Department of Economics 3 Bank for International Settlements (BIS) 2 Barcelona Graduate School of Economics (Barcelona GSE) 2
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Published in...
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IES Working Paper 36 IES working paper 30 Journal of econometrics 25 Econometrics 22 Economic modelling 22 MPRA Paper 22 Economics letters 20 CESifo Working Paper 19 International journal of forecasting 19 Econometrics : open access journal 18 ECB Working Paper 16 Econometric reviews 14 Energy economics 14 Tinbergen Institute Discussion Papers 14 Working Paper 13 Applied economics 11 Discussion paper / Tinbergen Institute 11 Journal of macroeconomics 11 SIRE Discussion Papers 11 Tinbergen Institute Discussion Paper 11 Working Papers IES 11 CESifo Working Paper Series 10 CESifo working papers 10 Working Papers / Česká Národní Banka 10 ZEW Discussion Papers 10 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 9 Journal of forecasting 9 Working Paper Series / European Central Bank 9 Banco de España Working Papers 8 CEPR Discussion Papers 8 Computational Statistics & Data Analysis 8 Discussion papers / CEPR 8 Econometric Institute Report 8 Econometric Institute Research Papers 8 Economic systems 8 European economic review : EER 8 Working Papers / Economics Department, University of Strathclyde 8 Applied economics letters 7 Cambridge Working Papers in Economics 7 Cardiff Economics Working Papers 7
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Source
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ECONIS (ZBW) 680 RePEc 446 EconStor 225 BASE 15 Other ZBW resources 7
Showing 1 - 10 of 1,373
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A Bayesian stochastic discount factor for the cross-section of individual equity options
Käfer, Niclas; Mörke, Mathis; Weigert, Florian; … - 2025
We utilize Bayesian model averaging to estimate a stochastic discount factor (SDF) for single-stock options. A Bayesian … model averaging SDF outperforms reduced-form benchmark models in-sample and out-of-sample in pricing option return anomalies …
Persistent link: https://www.econbiz.de/10015209790
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A Bayesian stochastic discount factor for the cross-section of individual equity options
Käfer, Niclas; Mörke, Mathis; Weigert, Florian; … - 2025 - This version: April 23, 2024
We utilize Bayesian model averaging to estimate a stochastic discount factor (SDF) for single-stock options. A Bayesian … model averaging SDF outperforms reduced-form benchmark models in-sample and out-of-sample in pricing option return anomalies …
Persistent link: https://www.econbiz.de/10015204018
Saved in:
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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/10015407569
Saved in:
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/10015394320
Saved in:
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/10015409749
Saved in:
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Estimation and forecast of carbon emission market volatility based on model averaging method
Wang, Nianling; Wang, Qianchao; Li, Yong - In: Economic modelling 143 (2025), pp. 1-10
Persistent link: https://www.econbiz.de/10015193412
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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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Drivers of migration flows in the European Union : earnings or unemployment?
Afonso, António; Alves, José; Beck, Krzysztof - In: International labour review 164 (2025) 2, pp. 1-23
countries in Bayesian model averaging and quantile regression. Our findings reveal that the association between differences in …
Persistent link: https://www.econbiz.de/10015417642
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Heterogeneity of institutions and model uncertainty in the income inequality nexus
Deniz, Pinar; Stengos, Thanasēs - In: European journal of political economy 87 (2025), pp. 1-28
Persistent link: https://www.econbiz.de/10015422746
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Uncertainty in heteroscedastic Bayesian model averaging
Jessup, Sébastien; Mailhot, Mélina; Pigeon, Mathieu - In: Insurance : mathematics and economics 121 (2025), pp. 63-78
Persistent link: https://www.econbiz.de/10015432031
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