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~isPartOf:"International journal of forecasting"
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Forecasting model
1,594
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1,594
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752
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752
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482
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482
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266
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Fildes, Robert
29
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28
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23
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22
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21
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20
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17
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17
Önkal, Dilek
16
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15
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14
Dijk, Dick van
14
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14
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14
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13
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12
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12
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12
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11
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10
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9
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9
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9
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9
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9
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9
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8
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8
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8
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8
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Workshop on Nonlinearities, Business Cycles and Forecasting <2003, Madrid>
1
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International journal of forecasting
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3,433
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1,651
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Physica A: Statistical Mechanics and its Applications
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Technological forecasting & social change : an international journal
1,123
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Management science : journal of the Institute for Operations Research and the Management Sciences
1,032
Journal of forecasting
1,002
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
967
International review of economics & finance : IREF
941
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
936
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922
Journal of economic behavior & organization : JEBO
875
Journal of business research : JBR
869
Journal of macroeconomics
836
International review of financial analysis
820
Games and economic behavior
819
Journal of international money and finance
796
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ECONIS (ZBW)
1,718
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1
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1,718
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1
(Structural) VAR models with ignored changes in mean and volatility
Demetrescu, Matei
;
Salish, Nazarii
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 840-854
Persistent link: https://www.econbiz.de/10014547211
Saved in:
2
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 626-640
Persistent link: https://www.econbiz.de/10014547190
Saved in:
3
On the role of fundamentals, private signals, and beauty contests to predict exchange rates
Pignataro, Giuseppe
;
Raggi, Davide
;
Pancotto, Francesca
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 687-705
Persistent link: https://www.econbiz.de/10014547196
Saved in:
4
A False Discovery Rate approach to optimal volatility forecasting
model
selection
Hassanniakalager, Arman
;
Baker, Paul L.
;
Platanakis, …
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 881-902
Persistent link: https://www.econbiz.de/10014547223
Saved in:
5
DeepTVAR : deep learning for a time-varying VAR
model
with extension to integrated VAR
Li, Xixi
;
Yuan, Jingsong
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1123-1133
Persistent link: https://www.econbiz.de/10014547261
Saved in:
6
Should I open to forecast? : implications from a multi-country unobserved components
model
with sparse factor stochastic volatility
Wu, Ping
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 903-917
Persistent link: https://www.econbiz.de/10014547224
Saved in:
7
Accelerating peak dating in a dynamic factor Markov-switching
model
Os, Bram van
;
Dijk, Dick van
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 313-323
Persistent link: https://www.econbiz.de/10014450273
Saved in:
8
2T-POT Hawkes
model
for left- and right-tail conditional quantile forecasts of financial log returns : Out-of-sample comparison of conditional EVT models
Tomlinson, Matthew F.
;
Greenwood, David
; …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 324-347
Persistent link: https://www.econbiz.de/10014450274
Saved in:
9
Data-based priors for vector error correction models
Prüser, Jan
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 209-227
Persistent link: https://www.econbiz.de/10014462776
Saved in:
10
Demand forecasting under lost sales stock policies
Trapero, Juan R.
;
Holgado de Frutos, Enrique
;
Pedregal, …
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1055-1068
Persistent link: https://www.econbiz.de/10014547255
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