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isPartOf:"Journal of applied econometrics"
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1
Deep distributional time series models and the probabilistic forecasting of intraday electricity prices
Klein, Nadja
;
Smith, Michael S.
;
Nott, David J.
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 493-511
Persistent link: https://www.econbiz.de/10014288014
Saved in:
2
Robust inference under time-varying volatility : a real-time evaluation of professional forecasters
Demetrescu, Matei
;
Hanck, Christoph
;
Kruse-Becher, Robinson
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 1010-1030
Persistent link: https://www.econbiz.de/10013464645
Saved in:
3
An automated prior robustness analysis in Bayesian model comparison
Chan, Joshua
;
Jacobi, Liana
;
Zhu, Dan
- In:
Journal of applied econometrics
37
(
2022
)
3
,
pp. 583-602
Persistent link: https://www.econbiz.de/10013186701
Saved in:
4
Forecasting low-frequency macroeconomic events with high-frequency data
Galvão, Ana Beatriz C.
;
Owyang, Michael T.
- In:
Journal of applied econometrics
37
(
2022
)
7
,
pp. 1314-1333
Persistent link: https://www.econbiz.de/10013473971
Saved in:
5
US weekly economic index : replication and extension
Wegmüller, Philipp
;
Glocker, Christian
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 977-985
Persistent link: https://www.econbiz.de/10014432206
Saved in:
6
Nowcasting tail risk to economic activity at a weekly frequency
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 843-866
Persistent link: https://www.econbiz.de/10013464633
Saved in:
7
Macroeconomic forecasting in a multi-country context
Bai, Yu
;
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, …
- In:
Journal of applied econometrics
37
(
2022
)
6
,
pp. 1230-1255
Persistent link: https://www.econbiz.de/10013464673
Saved in:
8
Individual forecaster perceptions of the persistence of shocks to GDP
Clements, Michael P.
- In:
Journal of applied econometrics
37
(
2022
)
3
,
pp. 640-656
Persistent link: https://www.econbiz.de/10013186706
Saved in:
9
Identifying factor-augmented vector autoregression models via changes in shock variances
Yamamoto, Yohei
;
Hara, Naoko
- In:
Journal of applied econometrics
37
(
2022
)
4
,
pp. 722-745
Persistent link: https://www.econbiz.de/10013332683
Saved in:
10
Marginalized predictive likelihood comparisons of linear gaussian state-space models with applications to DSGE, DSGE-VAR, and VAR models
Warne, Anders
;
Coenen, Günter
;
Christoffel, Kai
- In:
Journal of applied econometrics
32
(
2017
)
1
,
pp. 103-119
Persistent link: https://www.econbiz.de/10011688267
Saved in:
11
Forecasting with the standardized self-perturbed Kalman filter
Grassi, Stefano
;
Nonejad, Nima
;
Santucci de Magistris, Paolo
- In:
Journal of applied econometrics
32
(
2017
)
2
,
pp. 318-341
Persistent link: https://www.econbiz.de/10011689787
Saved in:
12
Bayesian graphical models for structural vector autoregressive processes
Ahelegbey, Daniel Felix
;
Billio, Monica
;
Casarin, Roberto
- In:
Journal of applied econometrics
31
(
2016
)
2
,
pp. 357-386
Persistent link: https://www.econbiz.de/10011644349
Saved in:
13
Noncausal Bayesian vector autoregression
Lanne, Markku
;
Luoto, Jani
- In:
Journal of applied econometrics
31
(
2016
)
7
,
pp. 1392-1406
Persistent link: https://www.econbiz.de/10011687545
Saved in:
14
The contribution of structural break models to forecasting macroeconomic series
Bauwens, Luc
;
Koop, Gary
;
Korobilis, Dimitris
; …
- In:
Journal of applied econometrics
30
(
2015
)
4
,
pp. 596-620
Persistent link: https://www.econbiz.de/10011332857
Saved in:
15
Sparse partial least squares in time series for macroeconomic forecasting
Fuentes, Julieta
;
Poncela, Pilar
;
Rodríguez, Julio
- In:
Journal of applied econometrics
30
(
2015
)
4
,
pp. 576-595
Persistent link: https://www.econbiz.de/10011332861
Saved in:
16
Do high-frequency data improve high-dimensional portfolio allocations?
Hautsch, Nikolaus
;
Kyj, Lada M.
;
Malec, Peter
- In:
Journal of applied econometrics
30
(
2015
)
2
,
pp. 263-290
Persistent link: https://www.econbiz.de/10011327609
Saved in:
17
A theoretical foundation for the Nelson-Siegel class of yield curve models
Krippner, Leo
- In:
Journal of applied econometrics
30
(
2015
)
1
,
pp. 97-118
Persistent link: https://www.econbiz.de/10011327646
Saved in:
18
Mixed-frequency structural models : identification, estimation, and policy analysis
Foroni, Claudia
;
Marcellino, Massimiliano
- In:
Journal of applied econometrics
29
(
2014
)
7
,
pp. 1118-1144
Persistent link: https://www.econbiz.de/10010492703
Saved in:
19
A moment-matching method for approximating vector autoregressive processes by finite-state Markov chains
Gospodinov, Nikolaj
;
Lkhagvasuren, Damba
- In:
Journal of applied econometrics
29
(
2014
)
5
,
pp. 843-859
Persistent link: https://www.econbiz.de/10010414842
Saved in:
20
Time variation in the dynamics of worker flows : evidence from North America and Europe
Campolieti, Michele
;
Gefang, Deborah
;
Koop, Gary
- In:
Journal of applied econometrics
29
(
2014
)
2
,
pp. 265-290
Persistent link: https://www.econbiz.de/10010414898
Saved in:
21
Forecasting with medium and large Bayesian VARs
Koop, Gary
- In:
Journal of applied econometrics
28
(
2013
)
2
,
pp. 177-203
Persistent link: https://www.econbiz.de/10009733340
Saved in:
22
Bayesian model selection and forecasting in noncausal autoregressive models
Lanne, Markku
;
Luoma, Arto
;
Luoto, Jani
- In:
Journal of applied econometrics
27
(
2012
)
5
,
pp. 812-830
Persistent link: https://www.econbiz.de/10010219731
Saved in:
23
EViews 7.2
McKenzie, Colin
;
Takaoka, Sumiko
- In:
Journal of applied econometrics
27
(
2012
)
7
,
pp. 1205-1210
Persistent link: https://www.econbiz.de/10009677965
Saved in:
24
Modelling and forecasting multivariate realized volatility
Halbleib, Roxana
;
Voev, Valeri
- In:
Journal of applied econometrics
26
(
2011
)
6
,
pp. 922-947
Persistent link: https://www.econbiz.de/10009408883
Saved in:
25
Estimating time variation in measurement error from data revisions : an application to backcasting and forecasting in dynamic models
Kapetanios, George
;
Yates, Anthony
- In:
Journal of applied econometrics
25
(
2010
)
5
,
pp. 869-893
Persistent link: https://www.econbiz.de/10008667439
Saved in:
26
A comparison of forecast performance between Federal Reserve staff forecasts, simple reduced-form models, and a DSGE model
Edge, Rochelle M.
;
Kiley, Michael T.
;
Laforte, Jean-Philippe
- In:
Journal of applied econometrics
25
(
2010
)
4
,
pp. 720-754
Persistent link: https://www.econbiz.de/10008667459
Saved in:
27
Combining forecast densities from VARs with uncertain instabilities
Jore, Anne Sofie
;
Mitchell, James
;
Vahey, Shaun P.
- In:
Journal of applied econometrics
25
(
2010
)
4
,
pp. 621-634
Persistent link: https://www.econbiz.de/10008667470
Saved in:
28
Forecast comparisons in unstable environments
Giacomini, Raffaella
;
Rossi, Barbara
- In:
Journal of applied econometrics
25
(
2010
)
4
,
pp. 595-620
Persistent link: https://www.econbiz.de/10008667472
Saved in:
29
Dating and forecasting turning points by Bayesian clustering with dynamic structure : a suggestion with an application to Austrian data
Kaufmann, Sylvia
- In:
Journal of applied econometrics
25
(
2010
)
2
,
pp. 309-344
Persistent link: https://www.econbiz.de/10008667598
Saved in:
30
Censored latent effects autoregression, with an application to US unemployment
Franses, Philip Hans
;
Paap, Richard
- In:
Journal of applied econometrics
17
(
2002
)
4
,
pp. 347-366
Persistent link: https://www.econbiz.de/10001690455
Saved in:
31
Tests for multiple forecast encompassing
Harvey, David I.
;
Newbold, Paul
- In:
Journal of applied econometrics
15
(
2000
)
5
,
pp. 471-482
Persistent link: https://www.econbiz.de/10001533562
Saved in:
32
A Monte Carlo study of the forecasting performance of empirical SETAR models
Clements, Michael P.
;
Smith, Jeremy
- In:
Journal of applied econometrics
14
(
1999
)
2
,
pp. 123-141
Persistent link: https://www.econbiz.de/10001387355
Saved in:
33
The effect of parameter uncertainty on forecast variances and confidence intervals for unit root and trend stationary time-series models
Sampson, Michael J.
- In:
Journal of applied econometrics
6
(
1991
)
1
,
pp. 67-76
Persistent link: https://www.econbiz.de/10001100785
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