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Prognoseverfahren
Bayes-Statistik
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55
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34
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34
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20
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3
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Journal of forecasting
International journal of forecasting
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Discussion paper / Tinbergen Institute
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36
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29
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ECONIS (ZBW)
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1
A Bayesian realized threshold measurement GARCH framework for financial tail risk forecasting
Wang, Chao
;
Gerlach, Richard
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 40-57
Persistent link: https://www.econbiz.de/10014443184
Saved in:
2
Local prediction pools
Oelrich, Oscar
;
Villani, Mattias
;
Ankargren, Sebastian
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 103-117
Persistent link: https://www.econbiz.de/10014443187
Saved in:
3
Bayesian bilinear neural network for predicting the mid-price dynamics in limit-order book markets
Magris, Martin
;
Shabani, Mostafa
;
Iosifidis, Alexandros
- In:
Journal of forecasting
42
(
2023
)
6
,
pp. 1407-1428
Persistent link: https://www.econbiz.de/10014338908
Saved in:
4
Mixed-frequency predictive regressions with parameter learning
Leippold, Markus
;
Yang, Hanlin
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1955-1972
Persistent link: https://www.econbiz.de/10014432824
Saved in:
5
Macro-financial effects of monetary policy easing
Apostolakis, George N.
;
Giannellis, Nikolaos
; …
- In:
Journal of forecasting
42
(
2023
)
3
,
pp. 715-738
Persistent link: https://www.econbiz.de/10014292226
Saved in:
6
A Bayesian time-varying autoregressive model for improved short-term and long-term prediction
Berninger, Christoph
;
Stöcker, Almond
;
Rügamer, David
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 181-200
Persistent link: https://www.econbiz.de/10012796284
Saved in:
7
Bootstrap VAR forecasts : the effect of model uncertainties
Fresoli, Diego
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 279-293
Persistent link: https://www.econbiz.de/10012817747
Saved in:
8
Big data financial transactions and GDP nowcasting : the case of Turkey
Barlas, Ali B.
;
Mert, Seda Guler
;
Isa, Berk Orkun
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 227-248
Persistent link: https://www.econbiz.de/10014475297
Saved in:
9
Fama-French three versus five, which model is better? : a machine learning approach
Diallo, Boubacar
;
Bagudu, Aliyu
;
Zhang, Qi
- In:
Journal of forecasting
42
(
2023
)
6
,
pp. 1461-1475
Persistent link: https://www.econbiz.de/10014338932
Saved in:
10
Real-time forecasting of the Australian macroeconomy using flexible Bayesian VARs
Hou, Chenghan
;
Nguyen, Bao
;
Zhang, Bo
- In:
Journal of forecasting
42
(
2023
)
2
,
pp. 418-451
Persistent link: https://www.econbiz.de/10014292196
Saved in:
11
Time-varying trend models for forecasting inflation in Australia
Guo, Na
;
Zhang, Bo
;
Cross, Jamie
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 316-330
Persistent link: https://www.econbiz.de/10012817762
Saved in:
12
Forecast evaluation of DSGE models : linear and nonlinear likelihood
Chin, Kuo-Hsuan
- In:
Journal of forecasting
41
(
2022
)
6
,
pp. 1099-1130
Persistent link: https://www.econbiz.de/10013465683
Saved in:
13
Bayesian quantile forecasting via the realized hysteretic GARCH model
Chen, Cathy W. S.
;
Lin, Edward M. H.
;
Huang, Tara F. J.
- In:
Journal of forecasting
41
(
2022
)
7
,
pp. 1317-1337
Persistent link: https://www.econbiz.de/10013465697
Saved in:
14
The role of investor sentiment in forecasting housing returns in China : a machine learning approach
Cepni, Oguzhan
;
Gupta, Rangan
;
Onay, Yigit
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1725-1740
Persistent link: https://www.econbiz.de/10013465745
Saved in:
15
Treed avalanche forecasting : mitigating avalanche danger utilizing Bayesian additive regression trees
Blattenberger, Gail
;
Fowles, Richard
- In:
Journal of forecasting
36
(
2017
)
2
,
pp. 165-180
Persistent link: https://www.econbiz.de/10011729133
Saved in:
16
Bayesian forecasting for time series of categorical data
Angers, Jean-François
;
Biswas, Atanu
;
Maiti, Raju
- In:
Journal of forecasting
36
(
2017
)
3
,
pp. 217-229
Persistent link: https://www.econbiz.de/10011729239
Saved in:
17
Multi-model forecasts of the West Texas intermediate crude oil spot price
Ryan, Laura
;
Whiting, Bronwen
- In:
Journal of forecasting
36
(
2017
)
4
,
pp. 395-406
Persistent link: https://www.econbiz.de/10011860454
Saved in:
18
Forecasting with specification‐switching VARs
Hwang, Youngjin
- In:
Journal of forecasting
36
(
2017
)
5
,
pp. 581-596
Persistent link: https://www.econbiz.de/10011860701
Saved in:
19
The impact of parameter and model uncertainty on market risk predictions from GARCH‐type models
Ardia, David
;
Kolly, Jeremy
;
Trottier, Denis‐Alexandre
- In:
Journal of forecasting
36
(
2017
)
7
,
pp. 808-823
Persistent link: https://www.econbiz.de/10011860735
Saved in:
20
Signal diffusion mapping : optimal forecasting with time-varying lags
Gaskell, Paul
;
McGroarty, Frank
;
Tiropanis, Thanassis
- In:
Journal of forecasting
35
(
2016
)
1
,
pp. 70-85
Persistent link: https://www.econbiz.de/10011417716
Saved in:
21
Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models
Bekiros, Stelios D.
;
Paccagnini, Alessia
- In:
Journal of forecasting
35
(
2016
)
7
,
pp. 613-632
Persistent link: https://www.econbiz.de/10011610087
Saved in:
22
Multivariate forecasting with BVARs and DSGE models
Berg, Tim Oliver
- In:
Journal of forecasting
35
(
2016
)
8
,
pp. 718-740
Persistent link: https://www.econbiz.de/10011610468
Saved in:
23
Bayesian model averaging under regime switching with application to cyclical macro variable forecasting
Shi, Jianmin
- In:
Journal of forecasting
35
(
2016
)
3
,
pp. 250-262
Persistent link: https://www.econbiz.de/10011580285
Saved in:
24
Bayesian analysis of a threshold stochastic volatility model
Wirjanto, Tony S.
;
Kolkiewicz, Adam W.
;
Men, Zhongxian
- In:
Journal of forecasting
35
(
2016
)
5
,
pp. 462-476
Persistent link: https://www.econbiz.de/10011580989
Saved in:
25
Bayesian assessment of dynamic quantile forecasts
Gerlach, Richard
;
Chen, Cathy W. S.
;
Lin, Edward M. H.
- In:
Journal of forecasting
35
(
2016
)
8
,
pp. 751-764
Persistent link: https://www.econbiz.de/10011633826
Saved in:
26
Dynamic model averaging and CPI inflation forecasts : a comparison between the euro area and the United States
Di Filippo, Gabriele
- In:
Journal of forecasting
34
(
2015
)
8
,
pp. 619-648
Persistent link: https://www.econbiz.de/10011397637
Saved in:
27
Last night a shrinkage saved my life : economic growth, model uncertainty and correlated regressors
Hofmarcher, Paul
;
Crespo Cuaresma, Jesús
;
Grün, Bettina
; …
- In:
Journal of forecasting
34
(
2015
)
2
,
pp. 133-144
Persistent link: https://www.econbiz.de/10011305284
Saved in:
28
Empirical Bayesian density forecasting in Iowa and shrinkage for the Monte Carlo era
Lewis, Kurt F.
;
Whiteman, Charles H.
- In:
Journal of forecasting
34
(
2015
)
1
,
pp. 15-35
Persistent link: https://www.econbiz.de/10011305372
Saved in:
29
Predicting recessions with leading indicators : model averaging and selection over the business cycle
Berge, Travis J.
- In:
Journal of forecasting
34
(
2015
)
6
,
pp. 455-471
Persistent link: https://www.econbiz.de/10011343630
Saved in:
30
Forecasting the term structure of interest rates using integrated nested Laplace approximations
Laurini, Márcio Poletti
;
Hotta, Luiz K.
- In:
Journal of forecasting
33
(
2014
)
3
,
pp. 214-230
Persistent link: https://www.econbiz.de/10010424830
Saved in:
31
Hierarchical shrinkage in time-varying parameter models
Belmonte, Miguel A. G.
;
Koop, Gary
;
Korobilis, Dimitris
- In:
Journal of forecasting
33
(
2014
)
1
,
pp. 80-94
Persistent link: https://www.econbiz.de/10010424876
Saved in:
32
Do experts' SKU forecasts improve after feedback?
Legerstee, Rianne
;
Franses, Philip Hans
- In:
Journal of forecasting
33
(
2014
)
1
,
pp. 69-79
Persistent link: https://www.econbiz.de/10010424880
Saved in:
33
Forecasting with a DSGE model of a small open economy within the Monetary Union
Marcellino, Massimiliano
;
Rychalovska, Yuliya
- In:
Journal of forecasting
33
(
2014
)
5
,
pp. 315-338
Persistent link: https://www.econbiz.de/10010425650
Saved in:
34
Forecast combination and Bayesian model averaging : a prior sensitivity analysis
Feldkircher, Martin
- In:
Journal of forecasting
31
(
2012
)
4
,
pp. 361-376
Persistent link: https://www.econbiz.de/10009576368
Saved in:
35
Bayesian forecasting for financial risk management, pre and post the global financial crisis
Chen, Cathy W. S.
;
Gerlach, Richard
;
Lin, Edward M. H.
; …
- In:
Journal of forecasting
31
(
2012
)
8
,
pp. 661-687
Persistent link: https://www.econbiz.de/10009722645
Saved in:
36
Distributional Kalman filters for Bayesian forecasting and closed form recurrences
Smith, Jim Q.
;
Freeman, G.
- In:
Journal of forecasting
30
(
2011
)
1
,
pp. 210-224
Persistent link: https://www.econbiz.de/10009233908
Saved in:
37
Forecasting time-varying covariance with a robust Bayesian threshold model
Wu, Chih-chiang
;
Lee, Jack C.
- In:
Journal of forecasting
30
(
2011
)
5
,
pp. 451-468
Persistent link: https://www.econbiz.de/10009354721
Saved in:
38
Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights
Hoogerheide, Lennart
;
Kleijn, Richard
;
Ravazzolo, Francesco
- In:
Journal of forecasting
29
(
2010
)
1/2
,
pp. 251-269
Persistent link: https://www.econbiz.de/10003951847
Saved in:
39
Can consumer sentiment and its components forecast Australian GDP and consumption?
Chua, Chew Lian
;
Tsiaplias, Sarantis
- In:
Journal of forecasting
28
(
2009
)
8
,
pp. 698-711
Persistent link: https://www.econbiz.de/10003918206
Saved in:
40
An outlier robust hierarchical bayes model for forecasting : the case of Hong Kong
Chow, William W.
- In:
Journal of forecasting
23
(
2004
)
2
,
pp. 99-114
Persistent link: https://www.econbiz.de/10001980715
Saved in:
41
Bayesian forecasts for cointegrated models
Liu, Shu-ing
- In:
Journal of forecasting
21
(
2002
)
3
,
pp. 167-180
Persistent link: https://www.econbiz.de/10001662953
Saved in:
42
Forecasting output growth rates and median output growth rates : a hierarchical Bayesian approach
Tobias, Justin L.
- In:
Journal of forecasting
20
(
2001
)
5
,
pp. 297-314
Persistent link: https://www.econbiz.de/10001611285
Saved in:
43
A comparison of approximate Bayesian forecasting methods for non-Gaussian times series
Settimi, Raffaella
;
Smith, Jim Q.
- In:
Journal of forecasting
19
(
2000
)
2
,
pp. 135-148
Persistent link: https://www.econbiz.de/10001464879
Saved in:
44
Forecasting cointegrated series with BVAR models
Amisano, Gianni
;
Serati, Massimiliano
- In:
Journal of forecasting
18
(
1999
)
7
,
pp. 463-476
Persistent link: https://www.econbiz.de/10001437768
Saved in:
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