//--> //--> //--> //-->
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
~isPartOf:"CREATES research paper"
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:"Prognoseverfahren"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Forecasting model
98
Prognoseverfahren
98
Theorie
46
Theory
46
Time series analysis
28
Zeitreihenanalyse
28
Capital income
22
Kapitaleinkommen
22
Volatility
17
Volatilität
17
Estimation
15
Schätzung
15
USA
12
United States
12
Forecast
10
Prognose
10
Economic forecast
9
Estimation theory
9
Schätztheorie
9
Wirtschaftsprognose
9
VAR model
8
VAR-Modell
8
Yield curve
8
Zinsstruktur
8
Börsenkurs
7
Factor analysis
7
Faktorenanalyse
7
Risikoprämie
7
Risk premium
7
Share price
7
Anleihe
5
Bayes-Statistik
5
Bayesian inference
5
Bond
5
Business cycle
5
CAPM
5
Frühindikator
5
Konjunktur
5
Leading indicator
5
Modellierung
5
more ...
less ...
Online availability
All
Free
98
Type of publication
All
Book / Working Paper
98
Type of publication (narrower categories)
All
Arbeitspapier
98
Graue Literatur
98
Non-commercial literature
98
Working Paper
98
Language
All
English
98
Author
All
Hillebrand, Eric
6
Bollerslev, Tim
5
Borup, Daniel
5
Engsted, Tom
5
Teräsvirta, Timo
5
Christiansen, Charlotte
4
Christoffersen, Peter F.
4
Lunde, Asger
4
Pedersen, Thomas Q.
4
Proietti, Tommaso
4
Varneskov, Rasmus Tangsgaard
4
Boldrini, Lorenzo
3
Bredahl Kock, Anders
3
Christensen, Bent Jesper
3
Ergemen, Yunus Emre
3
Eriksen, Jonas Nygaard
3
Exterkate, Peter
3
Hansen, Peter Reinhard
3
Kallestrup-Lamb, Malene
3
Kruse, Robinson
3
Lee, Tae-hwy
3
Nyberg, Henri
3
Timmermann, Allan
3
Voev, Valeri
3
Amaya, Diego
2
Andreasen, Martin Møller
2
Bennedsen, Mikkel
2
Callot, Laurent
2
Chini, Emilio Zanetti
2
Dias, Gustavo Fruet
2
Grassi, Stefano
2
Hillebrand, Eric T.
2
Jacobs, Kris
2
Kjær, Mads Markvart
2
Kjærgaard, Søren
2
Knapik, Oskar
2
Lanne, Markku
2
Lukas, Manuel
2
Marczak, Martyna
2
Møller, Stig Vinther
2
more ...
less ...
Published in...
All
CREATES research paper
International journal of forecasting
1,594
Journal of forecasting
882
Finance research letters
336
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
194
Discussion paper / Tinbergen Institute
190
Journal of empirical finance
179
ECB Working Paper
169
Working paper series / European Central Bank
168
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
Advances in business and management forecasting
107
Finance and economics discussion series
105
more ...
less ...
Source
All
ECONIS (ZBW)
98
Showing
1
-
50
of
98
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
-
2021
-
This version: June 28, 2021
Persistent link: https://www.econbiz.de/10012621334
Saved in:
2
Inference and forecasting for continuous-time integervalued trawl processes and their use in financial economics
Bennedsen, Mikkel
;
Lunde, Asger
;
Shephard, Neil G.
; …
-
2021
Persistent link: https://www.econbiz.de/10012621491
Saved in:
3
Estimating the variance of a combined forecast : bootstrap-based approach
Hounyo, Ulrich
;
Lahiri, Kajal
-
2021
Persistent link: https://www.econbiz.de/10012815973
Saved in:
4
A machine learning approach to volatility forecasting
Christensen, Kim
;
Siggaard, Mathias Voldum
;
Veliyev, …
-
2021
Persistent link: https://www.econbiz.de/10012434010
Saved in:
5
Exchange rates and macroeconomic fundamentals : evidence of instabilities from time-varying factor loadings
Hillebrand, Eric
;
Mikkelsen, Jakob Guldbæk
;
Spreng, Lars
; …
-
2020
Persistent link: https://www.econbiz.de/10012433967
Saved in:
6
Targeting predictors in random forest regression
Borup, Daniel
;
Christensen, Bent Jesper
;
Mühlbach, …
-
2020
-
This version: May 5, 2020
Persistent link: https://www.econbiz.de/10012317696
Saved in:
7
Predicting bond return predictability
Borup, Daniel
;
Eriksen, Jonas Nygaard
;
Kjær, Mads Markvart
-
2020
-
This version: July 7, 2020
Persistent link: https://www.econbiz.de/10012317813
Saved in:
8
Forecasting causes of death using compositional data analysis : the case of cancer deaths
Kjærgaard, Søren
;
Ergemen, Yunus Emre
; …
-
2019
Persistent link: https://www.econbiz.de/10012063970
Saved in:
9
Longevity forecasting by socio-economic groups using compositional data analysis
Kjærgaard, Søren
;
Ergemen, Yunus Emre
;
Boucher, …
-
2019
Persistent link: https://www.econbiz.de/10012063977
Saved in:
10
Bond risk premiums at the zero lower bound
Andreasen, Martin Møller
;
Jørgensen, Kasper
;
Meldrum, …
-
2019
Persistent link: https://www.econbiz.de/10012063987
Saved in:
11
Explaining bond return predictability in an estimated New Keynesian model
Andreasen, Martin Møller
-
2019
Persistent link: https://www.econbiz.de/10012063989
Saved in:
12
In search of a job : forecasting employment growth using Google Trends
Borup, Daniel
;
Montes Schütte, Erik Christian
-
2019
Persistent link: https://www.econbiz.de/10012063999
Saved in:
13
Assessing predictive accuracy in panel data models with long-range dependence
Borup, Daniel
;
Christensen, Bent Jesper
;
Ergemen, Yunus Emre
-
2019
Persistent link: https://www.econbiz.de/10011991275
Saved in:
14
Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors
Bennedsen, Mikkel
;
Hillebrand, Eric
;
Koopman, Siem Jan
-
2019
Persistent link: https://www.econbiz.de/10012316908
Saved in:
15
A mixed-frequency Bayesian vector autoregression with a steady-state prior
Ankargren, Sebastian
;
Unosson, Måns
;
Yang, Yukai
-
2018
Persistent link: https://www.econbiz.de/10011946422
Saved in:
16
Economic significance of commodity return forecasts from the fractionally cointegrated VAR model
Dolatabadim, Sepideh
;
Narayan, Kumar Paresh
;
Nielsen, …
-
2018
Persistent link: https://www.econbiz.de/10011946486
Saved in:
17
Forecasters' utility and forecast coherence
Zanetti Chini, Emilio
-
2018
Persistent link: https://www.econbiz.de/10011913756
Saved in:
18
In search of a job : forecasting employment growth in the US using Google trends
Schütte, Erik Christian Montes
-
2018
Persistent link: https://www.econbiz.de/10011913761
Saved in:
19
Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium
Casas, Isabel
;
Mao, Xiuping
;
Veiga, Helena
-
2018
Persistent link: https://www.econbiz.de/10011864851
Saved in:
20
Forecasting dynamically asymmetric fluctuations of the U.S. business cycle
Chini, Emilio Zanetti
-
2018
Persistent link: https://www.econbiz.de/10011864895
Saved in:
21
Forecaster' utility and forecasts coherence
Chini, Emilio Zanetti
-
2018
Persistent link: https://www.econbiz.de/10011797475
Saved in:
22
Consistent inference for predictive regressions in persistent VAR economies
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
-
2018
Persistent link: https://www.econbiz.de/10011797682
Saved in:
23
A regime-switching stochastic volatility model for forecasting electricity prices
Exterkate, Peter
;
Knapik, Oskar
-
2017
Persistent link: https://www.econbiz.de/10011624014
Saved in:
24
Modeling and forecasting electricity price jumps in the Nord Pool power market
Knapik, Oskar
-
2017
Persistent link: https://www.econbiz.de/10011624099
Saved in:
25
Dynamics of variance risk premia, investors' sentiment and return predictability
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Francesco
-
2017
Persistent link: https://www.econbiz.de/10011624137
Saved in:
26
Modelling and forecasting WIG20 daily returns
Amado, Cristina
;
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2017
Persistent link: https://www.econbiz.de/10011721046
Saved in:
27
Predicting bond betas using macro-finance variables
Aslanidis, Nektarios
;
Christiansen, Charlotte
; …
-
2017
Persistent link: https://www.econbiz.de/10011587625
Saved in:
28
Statistical tests for equal predictive ability across multiple forecasting methods
Borup, Daniel
;
Thyrsgaard, Martin
-
2017
Persistent link: https://www.econbiz.de/10011648639
Saved in:
29
The qualitative expectations hypothesis : model ambiguity, consistent representations of market forecasts, and sentiment
Frydman, Roman
;
Johansen, Søren
;
Rahbek, Anders
;
Nyboe …
-
2017
Persistent link: https://www.econbiz.de/10011706104
Saved in:
30
The predictive power of dividend yields for future infl‡ation : money illusion or rational causes?
Engsted, Tom
;
Pedersen, Thomas Q.
-
2016
Persistent link: https://www.econbiz.de/10011474702
Saved in:
31
Comparing predictive accuracy under long memory : with an application to volatility forecasting
Kruse, Robinson
;
Leschinski, Christian
;
Will, Michael
-
2016
Persistent link: https://www.econbiz.de/10011474820
Saved in:
32
Forecasting daily political opinion polls using the fractionally cointegrated VAR model
Nielsen, Morten Ørregaard
;
Shibaev, Sergei S.
-
2016
Persistent link: https://www.econbiz.de/10011573274
Saved in:
33
Expected business conditions and bond risk premia
Eriksen, Jonas Nygaard
-
2015
Persistent link: https://www.econbiz.de/10011343492
Saved in:
34
Forecasting the global mean sea level, a continuous-time state-space approach
Boldrini, Lorenzo
-
2015
Persistent link: https://www.econbiz.de/10011327705
Saved in:
35
The forecasting power of the yield curve, a supervised factor model approach
Boldrini, Lorenzo
;
Hillebrand, Eric T.
-
2015
Persistent link: https://www.econbiz.de/10011327706
Saved in:
36
Supervision in factor models using a large number of predictors
Boldrini, Lorenzo
;
Hillebrand, Eric T.
-
2015
Persistent link: https://www.econbiz.de/10011327708
Saved in:
37
International sign predictability of stock returns : the role of the United States
Nyberg, Henri
;
Pönkä, Harri
-
2015
Persistent link: https://www.econbiz.de/10010529457
Saved in:
38
Unbalanced regressions and the predictive equation
Osterrieder, Daniela
;
Ventosa-Santaulària, Daniel
; …
-
2015
Persistent link: https://www.econbiz.de/10011516995
Saved in:
39
EuroMInd-D : a density estimate of monthly gross domestic product for the Euro Area
Proietti, Tommaso
;
Marczak, Martyna
;
Mazzi, Gian Luigi
-
2015
Persistent link: https://www.econbiz.de/10011516998
Saved in:
40
Exploiting the errors : a simple approach for improved volatility forecasting
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
-
2015
Persistent link: https://www.econbiz.de/10011517000
Saved in:
41
Oil volatility risk and expected stock returns
Christoffersen, Peter F.
;
Pan, Xuhui
-
2015
Persistent link: https://www.econbiz.de/10010499508
Saved in:
42
The role of credit in predicting US recessions
Pönkä, Harri
-
2015
Persistent link: https://www.econbiz.de/10011387597
Saved in:
43
Exponential smoothing, long memory and volatility prediction
Proietti, Tommaso
-
2015
Persistent link: https://www.econbiz.de/10011387619
Saved in:
44
Daily house price indices : construction, modeling, and longer-run predictions
Bollerslev, Tim
;
Patton, Andrew J.
;
Wang, Wenjing
-
2015
-
2. version
Persistent link: https://www.econbiz.de/10010464688
Saved in:
45
Generalized forecast error variance decomposition for linear and nonlinear multivariate models
Lanne, Markku
;
Nyberg, Henri
-
2014
Persistent link: https://www.econbiz.de/10010358974
Saved in:
46
Bagging weak predictors
Lukas, Manuel
;
Hillebrand, Eric
-
2014
Persistent link: https://www.econbiz.de/10010237812
Saved in:
47
Forecasting with the standardized self-perturbed kalman filter
Grassi, Stefano
;
Nonejad, Nima
;
Santucci de Magistris, Paolo
-
2014
Persistent link: https://www.econbiz.de/10010339076
Saved in:
48
Forecasting medium and large datasets with Vector Autoregressive Moving Average (VARMA) models
Dias, Gustavo Fruet
;
Kapetanios, George
-
2014
Persistent link: https://www.econbiz.de/10010419000
Saved in:
49
Deterministic and stochastic trends in the Lee-Carter mortality model
Callot, Laurent
;
Haldrup, Niels
;
Kallestrup-Lamb, Malene
-
2014
Persistent link: https://www.econbiz.de/10010433248
Saved in:
50
Estimation and forecasting of large realized covariance matrices and portfolio choice
Callot, Laurent
;
Kock, Anders B.
;
Medeiros, Marcelo C.
-
2014
Persistent link: https://www.econbiz.de/10010433252
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->