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Forecasting model
882
Prognoseverfahren
882
Theorie
436
Theory
436
Time series analysis
224
Zeitreihenanalyse
224
Volatility
114
Volatilität
114
Estimation
108
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108
Forecast
86
Prognose
86
Capital income
81
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81
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73
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73
Estimation theory
73
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73
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66
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66
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64
forecasting
64
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60
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50
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50
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46
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46
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46
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46
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45
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41
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41
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38
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878
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4
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880
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880
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9
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9
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882
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Gupta, Rangan
15
Franses, Philip Hans
12
Clements, Michael P.
7
Hall, Stephen G.
7
Marcellino, Massimiliano
7
Wang, Yudong
7
Chen, Cathy W. S.
6
Tavlas, George S.
6
Chan, Ngai Hang
5
García-Ferrer, Antonio
5
Kunst, Robert M.
5
McAleer, Michael
5
O'Hare, Colin
5
Zhang, Yaojie
5
Ashiya, Masahiro
4
Baltagi, Badi H.
4
Cepni, Oguzhan
4
Chevallier, Julien
4
Cholodilin, Konstantin Arkadʹevič
4
Gerlach, Richard
4
Granger, C. W. J.
4
Herwartz, Helmut
4
Hyndman, Rob J.
4
Jiang, He
4
Kapetanios, George
4
Kouassi, Eugène
4
Kouretas, Georgios P.
4
Lee, Jack C.
4
Lien, Da-hsiang Donald
4
Lin, Edward M. H.
4
Ma, Feng
4
Mazzi, Gian Luigi
4
McMillan, David G.
4
Panopulu, Aikaterinē
4
Peel, David
4
Pierdzioch, Christian
4
Salisu, Afees A.
4
So, Mike Ka-pui
4
Taylor, Nicholas
4
Bessler, David A.
3
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Journal of forecasting
International journal of forecasting
1,594
Finance research letters
339
Technological forecasting & social change : an international journal
333
Energy economics
318
Applied economics
293
Journal of econometrics
280
NBER working paper series
275
European journal of operational research : EJOR
267
Working paper
262
Economic modelling
241
NBER Working Paper
235
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
232
Applied economics letters
224
International review of financial analysis
221
Economics letters
204
Journal of banking & finance
202
Working paper / National Bureau of Economic Research, Inc.
201
Discussion paper / Centre for Economic Policy Research
193
Discussion paper / Tinbergen Institute
191
Journal of empirical finance
179
Working paper series / European Central Bank
167
Computational economics
165
Journal of applied econometrics
154
Management science : journal of the Institute for Operations Research and the Management Sciences
153
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
152
International review of economics & finance : IREF
152
The North American journal of economics and finance : a journal of financial economics studies
146
CESifo working papers
140
Working paper / Department of Econometrics and Business Statistics, Monash University
137
International journal of production economics
131
IMF working papers
130
International journal of production research
127
Risks : open access journal
124
Journal of risk and financial management : JRFM
115
Journal of financial economics
113
Applied financial economics
110
ECB Working Paper
110
Finance and economics discussion series
105
Pacific-Basin finance journal
105
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ECONIS (ZBW)
882
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1
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882
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
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:
3
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:
4
Forecast combination puzzle in the HAR model
Clements, Adam
;
Vasnev, Andrey L
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 118-137
Persistent link: https://www.econbiz.de/10014443188
Saved in:
5
Comparison of improved relevance vector machines for streamflow predictions
Adnan, Rana Muhammad
;
Mostafa, Reham R.
;
Dai, Hong-Liang
; …
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 159-181
Persistent link: https://www.econbiz.de/10014443193
Saved in:
6
Assessing the economy using faster indicators
Kapetanios, George
;
Papailias, Fotis
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 208-223
Persistent link: https://www.econbiz.de/10014443196
Saved in:
7
Reference class selection in similarity-based forecasting of corporate sales growth
Theising, Etienne
;
Wied, Dominik
;
Ziggel, Daniel
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1069-1085
Persistent link: https://www.econbiz.de/10014338812
Saved in:
8
Risk-neutral moments and return predictability : international evidence
Zhang, Junyu
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1086-1111
Persistent link: https://www.econbiz.de/10014338814
Saved in:
9
Early prediction of Ibex 35 movements
García, I. Marta Miranda
;
Segovia-Vargas, María-Jesús
; …
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1150-1166
Persistent link: https://www.econbiz.de/10014338829
Saved in:
10
Forecasting term structure of the Japanese bond yields in the presence of a liquidity trap
Tsui, Albert K.
;
Wu, Junxiang
;
Zhang, Zhaoyong
;
Zheng, …
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1205-1227
Persistent link: https://www.econbiz.de/10014338847
Saved in:
11
An investigation into the probability that this is the last year of the economic expansion
Keil, Manfred W.
;
Leamer, Edward E.
;
Li, Yao
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1228-1244
Persistent link: https://www.econbiz.de/10014338865
Saved in:
12
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:
13
Assessing components of uncertainty in demographic forecasts with an application to fiscal sustainability
Alho, Juha M.
;
Lassila, Jukka
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1560-1568
Persistent link: https://www.econbiz.de/10014432721
Saved in:
14
Modeling uncertainty in financial tail risk : a forecast combination and weighted quantile approach
Storti, Giuseppe
;
Wang, Chao
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1648-1663
Persistent link: https://www.econbiz.de/10014432743
Saved in:
15
On bootstrapping tests of equal forecast accuracy for nested models
Doko Tchatoka, Firmin
;
Haque, Qazi
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1844-1864
Persistent link: https://www.econbiz.de/10014432792
Saved in:
16
Optimal forecasts in the presence of discrete structural breaks under long memory
Mboya, Mwasi Paza
;
Sibbertsen, Philipp
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1889-1908
Persistent link: https://www.econbiz.de/10014432798
Saved in:
17
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:
18
Forecasting intraday financial time series with sieve bootstrapping and dynamic updating
Shang, Han Lin
;
Ji, Kaiying
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1973-1988
Persistent link: https://www.econbiz.de/10014432826
Saved in:
19
Analyzing and forecasting electricity price using regime-switching models : the case of New Zealand market
Kapoor, Gaurav
;
Wichitaksorn, Nuttanan
;
Zhang, WenJun
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2011-2026
Persistent link: https://www.econbiz.de/10014432832
Saved in:
20
Portfolio optimization based on forecasting models using vine copulas : an empirical assessment for global financial crises
Sahamkhadam, Maziar
;
Stephan, Andreas
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2139-2166
Persistent link: https://www.econbiz.de/10014432866
Saved in:
21
Time-varying partial-directed coherence approach to forecast global energy prices with stochastic volatility model
Dhifaoui, Zouhaier
;
Jabeur, Sami Ben
;
Khalfaoui, Rabeh
; …
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2292-2306
Persistent link: https://www.econbiz.de/10014432894
Saved in:
22
Policy uncertainty and stock market volatility revisited : the predictive role of signal quality
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2307-2321
Persistent link: https://www.econbiz.de/10014432898
Saved in:
23
Structural and predictive analyses with a mixed copula-based vector autoregression model
Woraphon Yamaka
;
Gupta, Rangan
;
Sukrit Thongkairat
; …
- In:
Journal of forecasting
42
(
2023
)
2
,
pp. 223-239
Persistent link: https://www.econbiz.de/10014292148
Saved in:
24
Nonlinear inflation forecasting with recurrent neural networks
Almosova, Anna
;
Andresen, Niek
- In:
Journal of forecasting
42
(
2023
)
2
,
pp. 240-259
Persistent link: https://www.econbiz.de/10014292150
Saved in:
25
Nowcasting inflation with Lasso-regularized vector autoregressions and mixed frequency data
Aliaj, Tesi
;
Ciganovic, Milos
;
Tancioni, Massimiliano
- In:
Journal of forecasting
42
(
2023
)
3
,
pp. 464-480
Persistent link: https://www.econbiz.de/10014292204
Saved in:
26
Assessing the informational content of card transactions for nowcasting retail trade : evidence for Latvia
Brinke, Anete
;
Fadejeva, Ludmila
;
Siliverstovs, Boriss
; …
- In:
Journal of forecasting
42
(
2023
)
3
,
pp. 566-577
Persistent link: https://www.econbiz.de/10014292215
Saved in:
27
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:
28
A dynamic performance evaluation of distress prediction models
Mousavi, Mohammad Mahdi
;
Ouenniche, Jamal
;
Tone, Kaoru
- In:
Journal of forecasting
42
(
2023
)
4
,
pp. 756-784
Persistent link: https://www.econbiz.de/10014292806
Saved in:
29
Forecasting and trading Bitcoin with machine learning techniques and a hybrid volatility/sentiment leverage
Wei, Mingzhe
;
Sermpinis, Georgios
;
Stasinakis, Charalampos
- In:
Journal of forecasting
42
(
2023
)
4
,
pp. 852-871
Persistent link: https://www.econbiz.de/10014292835
Saved in:
30
The mutual predictability of Bitcoin and web search dynamics
Süssmuth, Bernd
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 435-454
Persistent link: https://www.econbiz.de/10013166153
Saved in:
31
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:
32
Spatial beta-convergence forecasting models : evidence from municipal homicide rates in Colombia
Santos-Marquez, Felipe
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 294-302
Persistent link: https://www.econbiz.de/10012817750
Saved in:
33
Step-ahead spot price densities using daily synchronously reported prices and wind forecasts
Solibakke, Per Bjarte
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 17-42
Persistent link: https://www.econbiz.de/10012796266
Saved in:
34
A state-dependent linear recurrent formula with application to time series with structural breaks
Rahmani, Donya
;
Fay, Damien
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 43-63
Persistent link: https://www.econbiz.de/10012796267
Saved in:
35
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:
36
Recession forecasting with high-dimensional data
Nevasalmi, Lauri
- In:
Journal of forecasting
41
(
2022
)
4
,
pp. 752-764
Persistent link: https://www.econbiz.de/10013287849
Saved in:
37
Evaluating heterogeneous forecasts for vintages of macroeconomic variables
Franses, Philip Hans
;
Welz, Max
- In:
Journal of forecasting
41
(
2022
)
4
,
pp. 829-839
Persistent link: https://www.econbiz.de/10013287864
Saved in:
38
Uncertainty and forecastability of regional output growth in the UK : evidence from machine learning
Balcilar, Mehmet
;
Gabauer, David
;
Gupta, Rangan
; …
- In:
Journal of forecasting
41
(
2022
)
6
,
pp. 1049-1064
Persistent link: https://www.econbiz.de/10013465678
Saved in:
39
Distributional modeling and forecasting of natural gas prices
Berrisch, Jonathan
;
Ziel, Florian
- In:
Journal of forecasting
41
(
2022
)
6
,
pp. 1065-1086
Persistent link: https://www.econbiz.de/10013465681
Saved in:
40
Subsampled factor models for asset pricing : the rise of Vasa
De Nard, Gianluca
;
Hediger, Simon
;
Leippold, Markus
- In:
Journal of forecasting
41
(
2022
)
6
,
pp. 1217-1247
Persistent link: https://www.econbiz.de/10013465694
Saved in:
41
Are internally consistent forecasts rational?
Tian, Jing
;
Doko Tchatoka, Firmin
;
Goodwin, Thomas
- In:
Journal of forecasting
41
(
2022
)
7
,
pp. 1338-1355
Persistent link: https://www.econbiz.de/10013465698
Saved in:
42
Central bank information and private-sector expectations
Güntner, Jochen
- In:
Journal of forecasting
41
(
2022
)
7
,
pp. 1372-1385
Persistent link: https://www.econbiz.de/10013465700
Saved in:
43
Interest rate uncertainty and the predictability of bank revenues
Cepni, Oguzhan
;
Demirer, Rıza
;
Gupta, Rangan
;
Sensoy, Ahmet
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1559-1569
Persistent link: https://www.econbiz.de/10013465714
Saved in:
44
Forecasting value at risk and expected shortfall using high-frequency data of domestic and international stock markets
Wang, Man
;
Cheng, Yihan
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1595-1607
Persistent link: https://www.econbiz.de/10013465725
Saved in:
45
A generalized two-factor square-root framework for modeling occurrences of natural catastrophes
Orlando, Giuseppe
;
Bufalo, Michele
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1608-1622
Persistent link: https://www.econbiz.de/10013465727
Saved in:
46
High-frequency data and stock-bond investing
Lai, Yu-Sheng
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1623-1638
Persistent link: https://www.econbiz.de/10013465728
Saved in:
47
A comparison of Range Value at Risk (RVaR) forecasting models
Müller, Fernanda Maria
;
Gössling, Thalles Weber
; …
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 509-543
Persistent link: https://www.econbiz.de/10014532345
Saved in:
48
Volatility forecasting for stock market index based on complex network and hybrid deep learning model
Song, Yuping
;
Lei, Bolin
;
Tang, Xiaolong
;
Li, Chen
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 544-566
Persistent link: https://www.econbiz.de/10014532346
Saved in:
49
Out-of-sample volatility prediction : rolling window, expanding window, or both?
Feng, Yuqing
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 567-582
Persistent link: https://www.econbiz.de/10014532353
Saved in:
50
A Markov chain model of crop conditions and intrayear crop yield forecasting
Stokes, Jeffrey R.
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 583-592
Persistent link: https://www.econbiz.de/10014532364
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