//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Forecasting model"
~isPartOf:"Journal of forecasting"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Bayessche Statistik"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Forecasting model
Bayes-Statistik
55
Bayesian inference
55
Prognoseverfahren
44
Theorie
34
Theory
34
Time series analysis
20
Zeitreihenanalyse
20
VAR model
13
VAR-Modell
13
Estimation
12
Schätzung
12
Modellierung
9
Scientific modelling
9
Markov chain
8
Markov-Kette
8
Economic forecast
6
Regression analysis
6
Regressionsanalyse
6
Volatility
6
Volatilität
6
Wirtschaftsprognose
6
Estimation theory
5
Frühindikator
5
Leading indicator
5
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
Risikomaß
5
Risk measure
5
Schätztheorie
5
State space model
5
Stochastic process
5
Stochastischer Prozess
5
Zustandsraummodell
5
ARCH model
4
ARCH-Modell
4
Correlation
4
Dynamic equilibrium
4
Dynamisches Gleichgewicht
4
Euro area
4
more ...
less ...
Online availability
All
Undetermined
18
Free
7
Type of publication
All
Article
44
Type of publication (narrower categories)
All
Article in journal
44
Aufsatz in Zeitschrift
44
Language
All
English
44
Author
All
Chen, Cathy W. S.
3
Gerlach, Richard
3
Lin, Edward M. H.
3
Smith, Jim Q.
2
Zhang, Bo
2
Amisano, Gianni
1
Angers, Jean-François
1
Ankargren, Sebastian
1
Apostolakis, George N.
1
Ardia, David
1
Bagudu, Aliyu
1
Barlas, Ali B.
1
Bekiros, Stelios D.
1
Belmonte, Miguel A. G.
1
Berg, Tim Oliver
1
Berge, Travis J.
1
Berninger, Christoph
1
Biswas, Atanu
1
Blattenberger, Gail
1
Cepni, Oguzhan
1
Chin, Kuo-Hsuan
1
Chow, William W.
1
Chua, Chew Lian
1
Crespo Cuaresma, Jesús
1
Cross, Jamie
1
Di Filippo, Gabriele
1
Diallo, Boubacar
1
Dijk, Herman K. van
1
Feldkircher, Martin
1
Fowles, Richard
1
Franses, Philip Hans
1
Freeman, G.
1
Fresoli, Diego
1
Gaskell, Paul
1
Giannellis, Nikolaos
1
Grün, Bettina
1
Guo, Na
1
Gupta, Rangan
1
Hofmarcher, Paul
1
Hoogerheide, Lennart
1
more ...
less ...
Published in...
All
Journal of forecasting
International journal of forecasting
101
Discussion paper / Tinbergen Institute
49
Journal of econometrics
36
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Working paper
24
Working paper series / European Central Bank
21
Federal Reserve Bank of Cleveland working paper series
19
Journal of applied econometrics
19
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
Working paper / Norges Bank
18
CAMA working paper series
16
Discussion papers / CEPR
14
Econometric reviews
14
Discussion paper / Centre for Economic Policy Research
13
European journal of operational research : EJOR
13
Insurance / Mathematics & economics
13
Working paper / Department of Econometrics and Business Statistics, Monash University
13
Economic modelling
12
Econometrics : open access journal
11
Energy economics
11
Quantitative finance
11
Applied economics
10
Economics letters
10
CAMA Working Paper
9
CESifo working papers
9
Computational economics
9
Discussion papers / Adam Smith Business School, University of Glasgow
9
Journal of the American Statistical Association : JASA
9
Strathclyde discussion papers in economics
9
Journal of economic dynamics & control
8
Journal of international money and finance
8
Risks : open access journal
8
ECB Working Paper
7
FRB of Cleveland Working Paper
7
Journal of macroeconomics
7
Staff reports / Federal Reserve Bank of New York
7
Staff working papers / Bank of England
7
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
7
Sveriges Riksbank working paper series
7
more ...
less ...
Source
All
ECONIS (ZBW)
44
Showing
1
-
44
of
44
Sort
Relevance
Date (newest first)
Date (oldest first)
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->