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~subject:"Prognoseverfahren"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
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Prognoseverfahren
Bayes-Statistik
121
Bayesian inference
121
Theorie
67
Theory
67
Forecasting model
29
Estimation
27
Schätzung
27
Markov chain
26
Markov-Kette
26
Time series analysis
26
Zeitreihenanalyse
26
Estimation theory
23
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23
VAR model
23
VAR-Modell
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Volatility
22
Volatilität
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Monte Carlo simulation
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Monte-Carlo-Simulation
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Nichtparametrisches Verfahren
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Stochastic volatility
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Induktive Statistik
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Statistical distribution
8
Statistical inference
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Statistische Verteilung
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Forecasting
7
Markov chain Monte Carlo
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29
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Koop, Gary
4
Clark, Todd E.
3
Ravazzolo, Francesco
3
Aastveit, Knut Are
2
Chan, Joshua
2
Dijk, Herman K. van
2
Huber, Florian
2
Song, Dongho
2
West, Mike
2
Alba, Enrique de
1
Arnold, Steven F.
1
Bauwens, Luc
1
Berry, Lindsay R.
1
Billio, Monica
1
Bäurle, Gregor
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Carpantier, Jean-François
1
Carriero, Andrea
1
Casarin, Roberto
1
Chan, Joshua C. C.
1
Chan, Nancy Y. C.
1
Chen, Cathy W. S.
1
Cross, Jamie
1
Demircan, Hamza
1
Dufays, Arnaud
1
Feldkircher, Martin
1
Fong, Duncan K. H.
1
Garratt, Anthony
1
Gerlach, Richard H.
1
Griffin, Jim E.
1
Groen, Jan J. J.
1
Iacopini, Matteo
1
Kaufmann, Sylvia
1
Korobilis, Dimitris
1
Krüger, Fabian
1
Liu, Huihang
1
Ma, Yanyuan
1
Marcellino, Massimiliano
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McIntyre, Stuart
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Mendoza, Manuel
1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
International journal of forecasting
101
Discussion paper / Tinbergen Institute
49
Journal of forecasting
44
Journal of econometrics
36
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
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Staff reports / Federal Reserve Bank of New York
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Staff working papers / Bank of England
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
7
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ECONIS (ZBW)
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1
Bayesian dynamic tensor regression
Billio, Monica
;
Casarin, Roberto
;
Iacopini, Matteo
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 429-439
Persistent link: https://www.econbiz.de/10014448234
Saved in:
2
Quantifying time-varying forecast uncertainty and risk for the real price of oil
Aastveit, Knut Are
;
Cross, Jamie
;
Dijk, Herman K. van
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 523-537
Persistent link: https://www.econbiz.de/10014448307
Saved in:
3
Prediction using many samples with models possibly containing partially shared parameters
Zhang, Xinyu
;
Liu, Huihang
;
Wei, Yizheng
;
Ma, Yanyuan
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 187-196
Persistent link: https://www.econbiz.de/10014449883
Saved in:
4
Reconciled estimates of monthly GDP in the United States
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 563-577
Persistent link: https://www.econbiz.de/10014448358
Saved in:
5
Using survey information for improving the density nowcasting of U.S. GDP
Çakmaklı, Cem
;
Demircan, Hamza
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 667-682
Persistent link: https://www.econbiz.de/10014448419
Saved in:
6
Structural breaks in grouped heterogeneity
Smith, Simon C.
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 752-764
Persistent link: https://www.econbiz.de/10014448432
Saved in:
7
Large hybrid time-varying parameter VARs
Chan, Joshua
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 890-905
Persistent link: https://www.econbiz.de/10014448455
Saved in:
8
News-driven uncertainty fluctuations
Song, Dongho
;
Tang, Jenny
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 968-982
Persistent link: https://www.econbiz.de/10014448482
Saved in:
9
A Bayesian quantile time series model for asset returns
Griffin, Jim E.
;
Mitrodima, Gelly
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 16-27
Persistent link: https://www.econbiz.de/10012804077
Saved in:
10
High-dimensional macroeconomic forecasting using message passing algorithms
Korobilis, Dimitris
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
2
,
pp. 493-504
Persistent link: https://www.econbiz.de/10012499094
Saved in:
11
Inducing sparsity and shrinkage in time-varying parameter models
Huber, Florian
;
Koop, Gary
;
Onorante, Luca
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 669-683
Persistent link: https://www.econbiz.de/10012588006
Saved in:
12
Large Bayesian VARs : a flexible Kronecker error covariance structure
Chan, Joshua
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 68-79
Persistent link: https://www.econbiz.de/10012179513
Saved in:
13
Bayesian forecasting of many count-valued time series
Berry, Lindsay R.
;
West, Mike
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
4
,
pp. 872-887
Persistent link: https://www.econbiz.de/10012313376
Saved in:
14
Adaptive shrinkage in Bayesian vector autoregressive models
Huber, Florian
;
Feldkircher, Martin
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
1
,
pp. 27-39
Persistent link: https://www.econbiz.de/10012175868
Saved in:
15
Combined density nowcasting in an uncertain economic environment
Aastveit, Knut Are
;
Ravazzolo, Francesco
;
Dijk, Herman …
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
1
,
pp. 131-145
Persistent link: https://www.econbiz.de/10011894481
Saved in:
16
Autoregressive moving average infinite hidden Markov-switching models
Bauwens, Luc
;
Carpantier, Jean-François
;
Dufays, Arnaud
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 162-182
Persistent link: https://www.econbiz.de/10011704161
Saved in:
17
Using entropic tilting to combine BVAR forecasts with external nowcasts
Krüger, Fabian
;
Clark, Todd E.
;
Ravazzolo, Francesco
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
3
,
pp. 470-485
Persistent link: https://www.econbiz.de/10011705954
Saved in:
18
Common drifting volatility in large Bayesian VARs
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
3
,
pp. 375-390
Persistent link: https://www.econbiz.de/10011691646
Saved in:
19
Real-time forecasting with a mixed-frequency VAR
Schorfheide, Frank
;
Song, Dongho
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
3
,
pp. 366-380
Persistent link: https://www.econbiz.de/10011390382
Saved in:
20
Bayesian analysis of latent threshold dynamic models
Nakajima, Jouchi
;
West, Mike
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
2
,
pp. 151-164
Persistent link: https://www.econbiz.de/10009754013
Saved in:
21
Structural dynamic factors analysis using prior information from macroeconomic theory
Bäurle, Gregor
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
2
,
pp. 136-150
Persistent link: https://www.econbiz.de/10009754017
Saved in:
22
A new model of trend inflation
Chan, Joshua C. C.
;
Koop, Gary
;
Potter, Simon M.
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
1
,
pp. 94-106
Persistent link: https://www.econbiz.de/10009715072
Saved in:
23
Real-time inflation forecasting in a changing world
Groen, Jan J. J.
;
Paap, Richard
;
Ravazzolo, Francesco
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
1
,
pp. 29-44
Persistent link: https://www.econbiz.de/10009715102
Saved in:
24
Real-time density forecasts from Bayesian vector autoregressions with stochastic volatility
Clark, Todd E.
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
3
,
pp. 327-341
Persistent link: https://www.econbiz.de/10009232552
Saved in:
25
Bayesian time-varying quantile forecasting for value-at-risk in financial markets
Gerlach, Richard H.
;
Chen, Cathy W. S.
;
Chan, Nancy Y. C.
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
4
,
pp. 481-492
Persistent link: https://www.econbiz.de/10009355672
Saved in:
26
Real-time prediction with UK monetary aggregates in the presence of model uncertainty
Garratt, Anthony
;
Koop, Gary
;
Mise, Emi
;
Vahey, Shaun P.
- In:
Journal of business & economic statistics : JBES ; a …
27
(
2009
)
4
,
pp. 480-491
Persistent link: https://www.econbiz.de/10003913414
Saved in:
27
Forecasting the penetration of a new product : a Bayesian approach
Pammer, Scott E.
;
Fong, Duncan K. H.
;
Arnold, Steven F.
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
4
,
pp. 428-435
Persistent link: https://www.econbiz.de/10001521497
Saved in:
28
Forecasting an accumulated series based on partial accumulation : a Bayesian method for short series with seasonal patterns
Alba, Enrique de
;
Mendoza, Manuel
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
1
,
pp. 95-102
Persistent link: https://www.econbiz.de/10001543458
Saved in:
29
Bayesian forecasting with stable seasonal patterns
Oliver, Robert M.
- In:
Journal of business & economic statistics : JBES ; a …
5
(
1987
)
1
,
pp. 77-85
Persistent link: https://www.econbiz.de/10001019324
Saved in:
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