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Search: subject:"Out‐of‐Sample Forecast"
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Prognoseverfahren
92
Forecasting model
90
Theorie
51
Theory
49
Forecast
44
Out-of-sample forecast
44
Prognose
44
Out-of-Sample Forecast
35
Capital income
22
Estimation
22
Kapitaleinkommen
22
Schätzung
22
out-of-sample forecast
19
Hauptkomponentenanalyse
18
Principal component analysis
18
Zeitreihenanalyse
18
Time series analysis
17
Factor analysis
15
Faktorenanalyse
15
Principal Component Analysis
15
Volatility
14
Volatilität
14
Frühindikator
13
Leading indicator
13
Partial Least Squares
13
Exchange rate
12
Wechselkurs
12
Welt
12
World
12
out-of-sample forecast evaluation
10
China
9
Diebold-Mariano-West Statistic
9
Economic indicator
9
Financial crisis
9
Finanzkrise
9
Kaufkraftparität
9
Kullback-Leibler Information Criterion
9
Purchasing power parity
9
USA
9
United States
9
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Online availability
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Free
68
Undetermined
49
CC license
1
Type of publication
All
Article
67
Book / Working Paper
64
Type of publication (narrower categories)
All
Article in journal
58
Aufsatz in Zeitschrift
58
Working Paper
37
Graue Literatur
33
Non-commercial literature
33
Arbeitspapier
32
Article
2
Preprint
1
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Language
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English
104
Undetermined
26
French
1
Author
All
Kim, Hyeongwoo
40
Shi, Wen
13
Panchenko, Valentyn
10
Dai, Zhifeng
8
Behera, Sarthak
7
Dijk, Dick van
7
Diks, Cees
7
Kim, Soohyon
7
Son, Jisoo
6
Sokolinskiy, Oleg
5
Timmermann, Allan
5
Yin, Libo
5
Chen, Shu-Ling
4
Jackson, John D.
4
Resiandini, Pramesti
4
Diks, Cees G. H.
3
Duong, Diep
3
Durmaz, Nazif
3
Feng, Jiabao
3
Hansen, Peter Reinhard
3
Kang, Jie
3
Kilian, Lutz
3
Ko, Kyunghwan
3
Zhu, Huan
3
van Dijk, Dick
3
Al Rahahleh, Naseem M.
2
Bruneau, C.
2
De Bandt, O.
2
Flageollet, A.
2
Gao, Liping
2
Gargano, Antonio
2
Han, Liyan
2
Hülsewig, Oliver
2
Kao, Robert
2
Kim, Hyun Hak
2
Kreye, Tom Jannik
2
Lee, Yun Shin
2
Liu, Xiaochun
2
Mayr, Johannes
2
Nonejad, Nima
2
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Institution
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Department of Economics, Auburn University
5
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
4
Banque de France
3
School of Economics and Management, University of Aarhus
3
C.E.P.R. Discussion Papers
2
Tinbergen Instituut
2
BANCO DE LA REPÚBLICA
1
Banco de la Republica de Colombia
1
Department of Economics, Rutgers University-New Brunswick
1
School of Economics, UNSW Business School
1
Tinbergen Institute
1
ifo Leibniz-Institut für Wirtschaftsforschung an der Universität München e.V.
1
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Published in...
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Working paper series / Department of Economics, Auburn University
24
The North American journal of economics and finance : a journal of financial economics studies
6
Auburn Economics Working Paper Series
5
Economic modelling
4
International journal of forecasting
4
MPRA Paper
4
Pacific-Basin finance journal
4
CREATES Research Papers
3
International Journal of Forecasting
3
International journal of finance & economics : IJFE
3
International review of economics & finance : IREF
3
Tinbergen Institute Discussion Papers
3
Working papers / Banque de France
3
Applied economics
2
CEPR Discussion Papers
2
Discussion paper / Tinbergen Institute
2
Economic Modelling
2
Energy economics
2
Finance research letters
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of economic development
2
Tinbergen Institute Discussion Paper
2
Advances in Pacific Basin business, economics, and finance
1
American journal of agricultural economics
1
BOK working paper
1
BORRADORES DE ECONOMIA
1
Borradores de Economia
1
Computational economics
1
Departmental Working Papers / Department of Economics, Rutgers University-New Brunswick
1
Discussion Papers / School of Economics, UNSW Business School
1
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
Emerging markets review
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Finance a úvěr
1
Financial markets and portfolio management
1
Hannover Economic Papers (HEP)
1
Ifo Working Paper Series
1
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ECONIS (ZBW)
91
RePEc
32
EconStor
8
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81
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90
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131
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81
Forecasting the CNY-CNH pricing differential : the role of investor attention
Han, Liyan
;
Xu, Yang
;
Yin, Libo
- In:
Pacific-Basin finance journal
49
(
2018
),
pp. 232-247
Persistent link: https://www.econbiz.de/10012117700
Saved in:
82
What Drives Commodity Prices?
Chen, Shu-Ling
;
Jackson, John D.
;
Kim, Hyeongwoo
; …
-
Volkswirtschaftliche Fakultät, …
-
2012
exchange rate. In particular, our simple factor-based model outperforms the random walk model in
out-of-sample
forecast
for the …
Persistent link: https://www.econbiz.de/10011114502
Saved in:
83
Choice of Sample Split in
Out-of-Sample
Forecast
Evaluation
Hansen, Peter Reinhard
;
Timmermann, Allan
-
School of Economics and Management, University of Aarhus
-
2012
predictabil- ity of stock returns and in?ation demonstrate that
out-of-sample
forecast
evaluation results can critically depend on …
Persistent link: https://www.econbiz.de/10010851187
Saved in:
84
Equivalence Between
Out-of-Sample
Forecast
Comparisons and Wald Statistics
Hansen, Peter Reinhard
;
Timmermann, Allan
-
School of Economics and Management, University of Aarhus
-
2012
weaknesses associated with using
out-of-sample
forecast
comparison tests to conduct inference about nested regression models. …
Persistent link: https://www.econbiz.de/10010851239
Saved in:
85
Do oil prices help forecast U.S. real GDP? : the role of nonlinearities and asymmetries
Kilian, Lutz
;
Vigfusson, Robert J.
-
2012
Persistent link: https://www.econbiz.de/10014287125
Saved in:
86
An integrated macro-financial risk-based approach to the stressed capital requirement
Liu, Xiaochun
- In:
Review of financial economics : RFE
34
(
2017
),
pp. 86-98
Persistent link: https://www.econbiz.de/10011876797
Saved in:
87
Predictive models for disaggregate stock market volatility
Chong, Terence Tai-Leung
;
Ling, Shiyun
- In:
Financial markets and portfolio management
31
(
2017
)
3
,
pp. 261-288
Persistent link: https://www.econbiz.de/10011951759
Saved in:
88
Oil volatility risk and stock market volatility predictability : evidence from G7 countries
Feng, Jiabao
;
Wang, Yudong
;
Yin, Libo
- In:
Energy economics
68
(
2017
),
pp. 240-254
Persistent link: https://www.econbiz.de/10011905699
Saved in:
89
Modeling the time-varying skewness via decomposition for
out-of-sample
forecast
Liu, Xiaochun
-
Volkswirtschaftliche Fakultät, …
-
2011
estimate the dynamic nonlinear dependence between absolute returns and signs, which governs time- varying skewness for
out-of-sample
…
forecast
of financial returns. The empirical results in this paper show that the proposed models with dynamic dependence obtain …
Persistent link: https://www.econbiz.de/10011114130
Saved in:
90
Flow of conjunctural information and forecast of euro area economic activity
Drechsel, Katja
;
Maurin, Laurent
- In:
Journal of Forecasting
30
(
2011
)
3
,
pp. 336-354
Combining forecasts, we analyse the role of information flow in computing short-term forecasts up to one quarter ahead for the euro area GDP and its main components. A dataset of 114 monthly indicators is set up and simple bridge equations are estimated. The individual forecasts are then pooled,...
Persistent link: https://www.econbiz.de/10009002323
Saved in:
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