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Search: subject:"impulse indicator saturation"
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Autometrics
15
Impulse-indicator saturation
15
Model selection
9
Impulse indicator saturation
7
impulse indicator saturation
7
impulse-indicator saturation
7
Forecast
5
Forecasting
5
Forecasting model
5
New-Keynesian Phillips curve
5
Prognose
5
Prognoseverfahren
5
Structural breaks
5
USA
5
United States
5
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4
Economic indicator
4
Estimation
4
Schätzung
4
Theorie
4
Theory
4
Time series analysis
4
Wirtschaftsindikator
4
Zeitreihenanalyse
4
credit growth
4
house prices
4
macro panel
4
open economies
4
robust estimation
4
1-step Huber-skip M-estimators
3
Economic forecast
3
Factor models
3
Forecasts
3
Forward Search
3
Huber-skip M-estimators
3
Impulse Indicator Saturation
3
Inflation expectations
3
Monetary policy
3
Systematischer Fehler
3
Wirtschaftsprognose
3
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Free
23
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11
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1
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Book / Working Paper
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Article
18
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11
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3
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Hendry, David
10
Hendry, David F.
9
Castle, Jennifer L.
8
Nymoen, Ragnar
8
Castle, Jennifer
7
Doornik, Jurgen A.
5
Ericsson, Neil R.
5
Pedersen, Kari
4
Sjåberg, Jon Ivar
4
Johansen, Søren
3
Nielsen, Bent
3
Clements, Michael P.
2
Gamber, Edward N.
2
Liebner, Jeffrey P.
2
Panday, Anjan
2
Pelipas, Igor
2
A. Doornik, Jurgen
1
Abdullaev, Bekzod
1
Aivaz, Kamer-Ainur
1
Condrea, Elena
1
Duhnea, Cristina
1
Ericsson, Neil
1
F. Hendry, David
1
Fawcett, Nicholas W.P.
1
Johansen, Soren
1
Jula, Dorin
1
Kónya, László
1
L. Castle, Jennifer
1
Mastac, Lavinia
1
Mizon, Grayham E.
1
Mukanjari, Samson
1
Pretis, Felix
1
Reisman, Erica
1
Reisman, Erica L.
1
Vancea, Diane Paula Corina
1
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Department of Economics, Oxford University
10
Belarusian Economic Research and Outreach Center
2
Department of Economics, George Washington University
1
Economics Group, Nuffield College, University of Oxford
1
Rimini Centre for Economic Analysis (RCEA)
1
School of Economics and Management, University of Aarhus
1
Økonomisk Institut, Københavns Universitet
1
Økonomisk institutt, Universitetet i Oslo
1
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Economics Series Working Papers / Department of Economics, Oxford University
10
International journal of forecasting
4
Journal of Econometrics
3
BEROC Working Paper Series
2
Journal of econometrics
2
Memorandum
2
CREATES Research Papers
1
Discussion Papers / Økonomisk Institut, Københavns Universitet
1
Econometric reviews
1
Economic studies
1
Economics Papers / Economics Group, Nuffield College, University of Oxford
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International Advances in Economic Research
1
International Journal of Financial Studies
1
International Journal of Financial Studies : open access journal
1
Journal of Asian Economics
1
Journal of Asian economics
1
Memorandum / Department of Economics, University of Oslo
1
Memorandum / Økonomisk institutt, Universitetet i Oslo
1
National Institute Economic Review
1
Risks : open access journal
1
Working Paper Series / Rimini Centre for Economic Analysis (RCEA)
1
Working Papers / Department of Economics, George Washington University
1
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RePEc
24
ECONIS (ZBW)
13
EconStor
3
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1
Volatility spillovers between the U.S. and Romanian markets : the BET-SFT-500 dynamic under political uncertainty
Aivaz, Kamer-Ainur
;
Mastac, Lavinia
;
Jula, Dorin
; …
- In:
Risks : open access journal
13
(
2025
)
8
,
pp. 1-38
Impulse
Indicator
Saturation
(IIS) technique to identify structural breaks and outliers, without imposing exogenous …
Persistent link: https://www.econbiz.de/10015448926
Saved in:
2
Climate policy and financial markets
Mukanjari, Samson
-
2020
Persistent link: https://www.econbiz.de/10012293022
Saved in:
3
Estimation of effects of recent macroprudential policies in a sample of advanced open economies
Nymoen, Ragnar
;
Pedersen, Kari
;
Sjåberg, Jon Ivar
- In:
International Journal of Financial Studies : open …
7
(
2019
)
2/23
,
pp. 1-20
CCyB from the empirical models. The main results are also robust to controls in the form of
impulse
indicator
saturation
…
Persistent link: https://www.econbiz.de/10012039586
Saved in:
4
Estimation of effects of recent macroprudential policies in a sample of advanced open economies
Nymoen, Ragnar
;
Pedersen, Kari
;
Sjåberg, Jon Ivar
- In:
International Journal of Financial Studies
7
(
2019
)
2
,
pp. 1-20
CCyB from the empirical models. The main results are also robust to controls in the form of
impulse
indicator
saturation
…
Persistent link: https://www.econbiz.de/10013200201
Saved in:
5
How biased are U.S. government forecasts of the federal debt?
Ericsson, Neil R.
- In:
International journal of forecasting
33
(
2017
)
2
,
pp. 543-559
Persistent link: https://www.econbiz.de/10011922925
Saved in:
6
Estimation of effects of recent macroprudential policies in a sample of advanced open economies
Nymoen, Ragnar
;
Pedersen, Kari
;
Sjåberg, Jon Ivar
-
2018
empirical models. The results are also robust to controls in the form of
impulse
indicator
saturation
(IIS). …
Persistent link: https://www.econbiz.de/10011899877
Saved in:
7
Comment on "how biased are US government forecasts of the federal debt?"
Gamber, Edward N.
;
Liebner, Jeffrey P.
- In:
International journal of forecasting
33
(
2017
)
2
,
pp. 560-562
Persistent link: https://www.econbiz.de/10011922926
Saved in:
8
Estimation of effects of recent macroprudential policies in a sample of advanced open economies
Nymoen, Ragnar
;
Pedersen, Kari
;
Sjåberg, Jon Ivar
-
2018
empirical models. The results are also robust to controls in the form of
impulse
indicator
saturation
(IIS). …
Persistent link: https://www.econbiz.de/10012058696
Saved in:
9
Optimal hedging with the cointegrated vector autoregressive model
Johansen, Søren
;
Nielsen, Bent
-
Økonomisk Institut, Københavns Universitet
-
2014
-skip M-estimators, in particular the
Impulse
Indicator
Saturation
, iterated 1-step Huber-skip M-estimators and the Forward …
Persistent link: https://www.econbiz.de/10010937950
Saved in:
10
Interpreting estimates of forecast bias
Ericsson, Neil R.
- In:
International journal of forecasting
33
(
2017
)
2
,
pp. 563-568
Persistent link: https://www.econbiz.de/10011922928
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