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  • Search: subject:"mixed data"
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Year of publication
Subject
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Forecasting model 54 Prognoseverfahren 54 Mixed data sampling 35 Theorie 35 Theory 34 Sampling 30 Stichprobenerhebung 30 Volatility 28 Volatilität 27 Schätzung 24 Estimation 23 ARCH model 20 ARCH-Modell 20 Regression analysis 19 Regressionsanalyse 19 Estimation theory 18 Schätztheorie 18 Time series analysis 18 Zeitreihenanalyse 18 Aktienmarkt 13 Mixed Data Sampling 13 Stock market 13 USA 12 mixed data sampling 12 VAR model 11 VAR-Modell 11 Wirtschaftsprognose 11 Börsenkurs 10 Economic forecast 10 Forecasting 10 Mixed Data Sampling (MIDAS) 10 National income 10 Nationaleinkommen 10 United States 10 Share price 9 Welt 9 World 9 Capital income 8 Frühindikator 8 Kapitaleinkommen 8
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Online availability
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Undetermined 78 Free 67 CC license 5
Type of publication
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Article 97 Book / Working Paper 59
Type of publication (narrower categories)
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Article in journal 80 Aufsatz in Zeitschrift 80 Working Paper 35 Graue Literatur 26 Non-commercial literature 26 Arbeitspapier 23 Article 3 Aufsatz im Buch 1 Book section 1 Konferenzschrift 1 Thesis 1 research-article 1
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Language
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English 129 Undetermined 23 German 3 Spanish 1
Author
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Foroni, Claudia 9 Ghysels, Eric 9 Schumacher, Christian 8 Walther, Thomas 8 Klein, Tony 7 Marcellino, Massimiliano 6 Ravazzolo, Francesco 6 Bouri, Elie 5 Miller, J. Isaac 5 Motegi, Kaiji 5 Hill, Jonathan B. 4 Jiang, Cuixia 4 Neuwirth, Stefan 4 Valadkhani, Abbas 4 Xu, Qifa 4 Aastveit, Knut Are 3 Audrino, Francesco 3 Golosnoy, Vasyl 3 Gribisch, Bastian 3 Gupta, Rangan 3 Javed, Farrukh 3 Liesenfeld, Roman 3 Nguyen, Duc Khuong 3 Wu, Xinyu 3 Yang, Lixiong 3 Andreani, Mila 2 Aouadni, Sourour 2 Asgharian, Hossein 2 Asimakopoulos, Panagiotis 2 Asimakopoulos, Stylianos 2 Bach, Philipp 2 Candila, Vincenzo 2 Casarin, Roberto 2 Charfeddine, Lanouar 2 Chen, Qiang 2 Chikamatsu, Kyosuke 2 Chorfi, Zoubida 2 Clements, Michael P. 2 Deschamps, Bruno 2 Drechsel, Dirk 2
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Institution
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Deutsche Bundesbank 3 Economics Department, University of Missouri 3 C.E.P.R. Discussion Papers 2 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 1 Centre for Applied Macro- and Petroleum economics (CAMP), BI Handelshøyskolen 1 East Asian Bureau of Economic Research (EABER) 1 Econometric Society 1 Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel 1 Knut Wicksells centrum för finansvetenskap, Ekonomihögskolan 1 Norges Bank 1 School of Economics and Finance, Queen Mary 1 School of Economics and Political Science, Universität St. Gallen 1 UNIVERSIDAD EAFIT 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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Published in...
All
International review of economics & finance : IREF 5 Computational Statistics & Data Analysis 4 International journal of forecasting 4 Journal of forecasting 4 Energy economics 3 Journal of econometrics 3 Journal of risk 3 QMS Research Paper 3 The energy journal 3 Working Papers / Economics Department, University of Missouri 3 Applied economics 2 Applied economics letters 2 BOFIT discussion papers 2 CEPR Discussion Papers 2 DIW Wochenbericht 2 Department of Economics working paper series 2 Discussion Paper Series 1 2 Discussion Paper Series 1: Economic Studies 2 Discussion paper / Centre for Economic Policy Research 2 Economic modelling 2 Empirical economics : a quarterly journal of the Institute for Advanced Studies 2 Finance research letters 2 International review of financial analysis 2 Journal of Classification 2 Journal of financial and quantitative analysis : JFQA 2 KOF working papers 2 Logistics 2 Socio-economic planning sciences : the international journal of public sector decision-making 2 The North American journal of economics and finance : a journal of financial economics studies 2 The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association 2 Tourism management : research, policies, practice 2 Working Paper 2 Working paper / Norges Bank 2 Working papers on finance 2 BOK working paper 1 Bank of Japan working paper series 1 Bundesbank Discussion Paper 1 CAMA working paper series 1 CIRANO Working Papers 1 CORE discussion papers : DP 1
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Source
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ECONIS (ZBW) 108 RePEc 31 EconStor 15 BASE 1 Other ZBW resources 1
Showing 11 - 20 of 156
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Common Drivers of Commodity Futures?
Dudda, Tom L.; Klein, Tony; Nguyen, Duc Khuong; … - 2022
We study potential drivers for a large cross-section of commodity futures. Unlike previous studies, we examine the effect of monthly drivers on daily returns using mixed-frequency Granger causality tests. We find real economic activity as a main driver on a monthly basis, whereas financial...
Persistent link: https://www.econbiz.de/10014284489
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Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach
Salisu, Afees A.; Gupta, Rangan; Bouri, Elie - 2022
Persistent link: https://www.econbiz.de/10012820363
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Using integrated MMD-TOPSIS to solve the supplier selection and fair order allocation problem : a Tunisian case study
Aouadni, Sourour; Euchi, Jalel - In: Logistics 6 (2022) 1, pp. 1-18
Currently, the supplier selection process is considered as an integral part of the supply chain. The appropriate selection of suppliers plays a preponderant role in the performance chain of supply as it determines relevant aspects such as cost management and flexibility of most production...
Persistent link: https://www.econbiz.de/10012818377
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Commodity risk in European dairy firms
Bagnarosa, Guillaume; Cummins, Mark; Dowling, Michael; … - In: European review of agricultural economics 49 (2022) 1, pp. 151-181
Persistent link: https://www.econbiz.de/10012798755
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Nowcasting industrial production using linear and non-linear models of electricity demand
Galdi, Giulio; Casarin, Roberto; Ferrari, Davide; … - 2022
Persistent link: https://www.econbiz.de/10013366791
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Common drivers of commodity futures?
Dudda, Tom L.; Klein, Tony; Nguyen, Duc Khuong; … - 2022
Persistent link: https://www.econbiz.de/10013454563
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Tourism and economic growth : multi-country evidence from mixed-frequency Granger causality tests
Enilov, Martin; Wang, Yuan - In: Tourism economics : the business and finance of tourism … 28 (2022) 5, pp. 1216-1239
Persistent link: https://www.econbiz.de/10013392307
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Diaspora investments in low & high interest rate environments
Adediran, Idris A.; Okunade, Solomon O.; Aor, Raymond L. - In: Research in globalization 5 (2022), pp. 1-10
rate environment causes diaspora investment inflows. Third, we employ the Autoregressive Distributed Lag-Mixed Data …
Persistent link: https://www.econbiz.de/10014330969
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The role of the monthly ENSO in forecasting the Daily Baltic Dry Index
Bouri, Elie; Gupta, Rangan; Rossini, Lua - 2022
Persistent link: https://www.econbiz.de/10013253754
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Cryptocurrency returns and consumption-based asset pricing
Hwang, Injun; Kwon, Ji Ho - In: Applied economics 56 (2024) 55, pp. 7393-7408
Persistent link: https://www.econbiz.de/10015132980
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