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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
All
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 1 - 10 of 95
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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:
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:
Cover Image
Time-varying exchange rate pass-through over 2005-2021 using dynamic model averaging
Colak, Yasemin; Erden, Lutfi; Ozkan, Ibrahim - In: International review of economics & finance : IREF 96 (2024) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10015202580
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Cholesky GAS models for large time-varying covariance matrices
Zheng, Tingguo; Ye, Shiqi - In: Journal of management science and engineering 9 (2024) 1, pp. 115-142
-wise dynamic model averaging or selection algorithm which simultaneously extracts model and parameter uncertainties, equipped with …
Persistent link: https://www.econbiz.de/10014504757
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The dynamics of returns predictability in cryptocurrency markets
Bianchi, Daniele; Guidolin, Massimo; Pedio, Manuela - In: The European journal of finance 29 (2023) 6, pp. 583-611
Persistent link: https://www.econbiz.de/10014322544
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What drives currency connectedness? : Evidence from the BRICS currencies
He, Shi; Cheng, Zhengtao; Wang, Wenhao; Luo, Zihao - In: Applied economics 57 (2025) 1, pp. 67-85
Persistent link: https://www.econbiz.de/10015145382
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Hedge fund return predictability in the presence of model risk
Argyropoulos, Christos; Panopulu, Aikaterinē; … - In: The European journal of finance 28 (2022) 18, pp. 1892-1916
Persistent link: https://www.econbiz.de/10013532365
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Forecasting CPI with multisource data : the value of media and internet information
Zheng, Tingguo; Fan, Xinyue; Jin, Wei; Fang, Kuangnan - In: Journal of forecasting 43 (2024) 3, pp. 702-753
Persistent link: https://www.econbiz.de/10014532380
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