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  • Search: subject:"dynamic model averaging"
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Year of publication
Subject
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Forecasting model 53 Prognoseverfahren 53 dynamic model averaging 39 Dynamic model averaging 33 Theorie 26 Theory 26 Time series analysis 18 Zeitreihenanalyse 18 Volatility 17 Volatilität 17 forecasting 17 Bayes-Statistik 15 Bayesian inference 15 Dynamic Model Averaging 15 Dynamische Wirtschaftstheorie 15 Economic dynamics 15 Estimation 15 Schätzung 15 Forecast 14 Prognose 14 Forecasting 12 Exchange rate 10 Wechselkurs 10 Welt 10 World 10 Capital income 9 Kapitaleinkommen 9 Oil price 8 Ölpreis 8 ARCH model 7 ARCH-Modell 7 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 46 Free 42 CC license 1
Type of publication
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Article 56 Book / Working Paper 39
Type of publication (narrower categories)
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Article in journal 53 Aufsatz in Zeitschrift 53 Working Paper 23 Arbeitspapier 16 Graue Literatur 16 Non-commercial literature 16 Article 2 Aufsatz im Buch 1 Book section 1
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Language
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English 81 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 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 Risse, Marian 2 Saber, Shayan Zakipour 2 Santabarbara, Luca 2 Thompson, Kirsten 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 7 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 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 Journal of Forecasting 1 Journal of Risk and Financial Management 1
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Source
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ECONIS (ZBW) 70 RePEc 16 EconStor 9
Showing 41 - 50 of 95
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Does the belt and road initiative resolve the steel overcapacity in China? : evidence from a dynamic model averaging approach
Ni, Zhongxin; Lu, Xing; Xue, Wenjun - In: Empirical economics : a quarterly journal of the … 61 (2021) 1, pp. 279-307
Persistent link: https://www.econbiz.de/10012585907
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Soybean futures price forecasting using dynamic model averaging : do the predictors change over time?
Xiong, Tao; Hu, Zhongyi - In: Emerging markets, finance & trade : a journal of the … 57 (2021) 4, pp. 1198-1214
Persistent link: https://www.econbiz.de/10012483322
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Forecasting macroeconomic variables in emerging economies
Le Ha Thu; Leon-Gonzalez, Roberto - In: Journal of Asian economics 77 (2021), pp. 1-22
Persistent link: https://www.econbiz.de/10013276085
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Do China's macro-financial factors determine the Shanghai crude oil futures market?
Lin, Boqiang; Su, Tong - In: International review of financial analysis 78 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10013254489
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How have the dependence structures between stock markets and economic factors changed during the COVID-19 pandemic?
Dong, Xiyong; Song, Li; Yoon, Seong-min - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10013188194
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Measuring underlying inflation using dynamic model averaging
Iwasaki, Yuto; Kaihatsu, Sohei - 2016
Persistent link: https://www.econbiz.de/10012178723
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Forecasting interconnections in international housing markets : evidence from the dynamic model averaging approach
Marfatia, Hardik A. - In: Journal of real estate research : JRER ; a publication … 42 (2020) 1, pp. 37-104
Persistent link: https://www.econbiz.de/10012313451
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Forecasting unemployment rate in Poland with dynamic model averaging and internet searches
Drachal, Krzysztof - In: Global business & economics review 23 (2020) 4, pp. 368-389
Persistent link: https://www.econbiz.de/10012316242
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A new index of housing sentiment
Bork, Lasse; Møller, Stig Vinther; Pedersen, Thomas Q. - In: Management science : journal of the Institute for … 66 (2020) 4, pp. 1563-1583
Persistent link: https://www.econbiz.de/10012268436
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The (time-varying) importance of oil prices to U.S. stock returns : a tale of two beauty-contests
Broadstock, David C.; Filis, George - In: The energy journal 41 (2020) 6, pp. 1-31
Persistent link: https://www.econbiz.de/10012546974
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