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International journal of forecasting
Journal of econometrics
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Total quality management & business excellence : an official journal of the European Society for Organisational Excellence
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ECONIS (ZBW)
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1
Weekly economic activity : measurement and informational content
Wegmüller, Philipp
;
Glocker, Christian
;
Guggia, Valentino
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 228-243
Persistent link: https://www.econbiz.de/10014462777
Saved in:
2
Daily news sentiment and monthly surveys : a mixed-frequency dynamic factor model for nowcasting consumer confidence
Algaba, Andres
;
Borms, Samuel
;
Boudt, Kris
;
Verbeken, Brecht
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 266-278
Persistent link: https://www.econbiz.de/10014462779
Saved in:
3
Nowcasting German GDP : foreign factors, financial markets, and model averaging
Andreini, Paolo
;
Hasenzagl, Thomas
;
Reichlin, Lucrezia
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 298-313
Persistent link: https://www.econbiz.de/10014462781
Saved in:
4
Estimation of a dynamic multi-level factor model with possible long-range dependence
Ergemen, Yunus Emre
;
Rodríguez-Caballero, Carlos Vladimir
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 405-430
Persistent link: https://www.econbiz.de/10014462789
Saved in:
5
Multi-population mortality projection : the augmented common factor model with structural breaks
Wang, Pengjie
;
Pantelous, Athanasios A.
;
Vahid, Farshid
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 450-469
Persistent link: https://www.econbiz.de/10014462791
Saved in:
6
Factor models for large and incomplete data sets with unknown group structure
Camacho, Maximo
;
López-Buenache, Germán
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1205-1220
Persistent link: https://www.econbiz.de/10014465266
Saved in:
7
Nowcasting GDP with a pool of factor models and a fast estimation algorithm
Eraslan, Sercan
;
Schröder, Maximilian
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1460-1476
Persistent link: https://www.econbiz.de/10014465295
Saved in:
8
Forecasting GDP growth rates in the United States and Brazil using Google Trends
Bantis, Evripidis
;
Clements, Michael P.
;
Urquhart, Andrew
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1909-1924
Persistent link: https://www.econbiz.de/10014465341
Saved in:
9
The Kernel trick for nonlinear factor modeling
Kutateladze, Varlam
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 165-177
Persistent link: https://www.econbiz.de/10013347745
Saved in:
10
30 years of cointegration and dynamic factor models forecasting and its future with big data : editorial
Escribano, Álvaro
;
Peña, Daniel
;
Ruiz, Esther
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1333-1337
Persistent link: https://www.econbiz.de/10013274271
Saved in:
11
Nowcasting GDP and its components in a data-rich environment : the merits of the indirect approach
Proietti, Tommaso
;
Giovannelli, Alessandro
;
Ricchi, Ottavio
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1376-1398
Persistent link: https://www.econbiz.de/10013274282
Saved in:
12
Factor extraction using Kalman filter and smoothing : this is not just another survey
Poncela, Pilar
;
Ruiz, Esther
;
Miranda, Karen
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1399-1425
Persistent link: https://www.econbiz.de/10013274284
Saved in:
13
Dynamic factor models with clustered loadings : forecasting education flows using unemployment data
Blasques, Francisco
;
Hoogerkamp, Meindert Heres
; …
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1426-1441
Persistent link: https://www.econbiz.de/10013274289
Saved in:
14
Sparse estimation of dynamic principal components for forecasting high-dimensional time series
Peña, Daniel
;
Smucler, Ezequiel
;
Yohai, Victor J.
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1498-1508
Persistent link: https://www.econbiz.de/10013274304
Saved in:
15
Optimal combination of Arctic sea ice extent measures : a dynamic factor modeling approach
Diebold, Francis X.
;
Göbel, Maximilian
;
Goulet …
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1509-1519
Persistent link: https://www.econbiz.de/10013274310
Saved in:
16
Robustness and the general dynamic factor model with infinite-dimensional space : identification, estimation, and forecasting
Trucíos, Carlos
;
Mazzeu, João H. G.
;
Hotta, Luiz K.
; …
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1520-1534
Persistent link: https://www.econbiz.de/10013274311
Saved in:
17
Modeling high-dimensional unit-root time series
Gao, Zhaoxing
;
Tsay, Ruey S.
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1535-1555
Persistent link: https://www.econbiz.de/10013274312
Saved in:
18
Special section : 30 years of cointegration and dynamic factor models
Escribano, Álvaro
(
ed.
);
Peña, Daniel
(
ed.
); …
-
2021
Persistent link: https://www.econbiz.de/10013274618
Saved in:
19
Forecasting exchange rates with elliptically symmetric principal components
Solat, Karo
;
Tsang, Kwok Ping
- In:
International journal of forecasting
37
(
2021
)
3
,
pp. 1085-1091
Persistent link: https://www.econbiz.de/10012794807
Saved in:
20
Predicting ordinary and severe recessions with a three-state Markov-switching dynamic factor model : an application to the German business cycle
Carstensen, Kai
;
Heinrich, Markus
;
Reif, Magnus
; …
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 829-850
Persistent link: https://www.econbiz.de/10012496873
Saved in:
21
Macroeconomic forecasting using approximate factor models with outliers
Chou, Ray Yeutien
;
Yen, Tso-Jung
;
Yen, Yu-min
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 267-291
Persistent link: https://www.econbiz.de/10012414745
Saved in:
22
Nowcasting and forecasting GDP in emerging markets using global financial and macroeconomic diffusion indexes
Cepni, Oguzhan
;
Güney, Ethem
;
Swanson, Norman R.
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 555-572
Persistent link: https://www.econbiz.de/10012300700
Saved in:
23
International propagation of shocks : a dynamic factor model using survey forecasts
Lahiri, Kajal
;
Zhao, Yongchen
- In:
International journal of forecasting
35
(
2019
)
3
,
pp. 929-947
Persistent link: https://www.econbiz.de/10012305192
Saved in:
24
Growth in stress
González-Rivera, Gloria
;
Maldonado, Javier
;
Ruiz, Esther
- In:
International journal of forecasting
35
(
2019
)
3
,
pp. 948-966
Persistent link: https://www.econbiz.de/10012305193
Saved in:
25
A comprehensive evaluation of macroeconomic forecasting methods
Carriero, Andrea
;
Galvão, Ana Beatriz C.
;
Kapetanios, …
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1226-1239
Persistent link: https://www.econbiz.de/10012305256
Saved in:
26
Macroeconomic news and market reaction : surprise indexes meet nowcasting
Caruso, Alberto
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1725-1734
Persistent link: https://www.econbiz.de/10012305522
Saved in:
27
Mining big data using parsimonious factor, machine learning, variable selection and shrinkage methods
Kim, Hyun Hak
;
Swanson, Norman R.
- In:
International journal of forecasting
34
(
2018
)
2
,
pp. 339-354
Persistent link: https://www.econbiz.de/10012030940
Saved in:
28
A wavelet-based multivariate multiscale approach for forecasting
Rua, António
- In:
International journal of forecasting
33
(
2017
)
3
,
pp. 581-590
Persistent link: https://www.econbiz.de/10011746191
Saved in:
29
A now-casting model for Canada : Do U.S. variables matter?
Bragoli, Daniela
;
Modugno, Michele
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 786-800
Persistent link: https://www.econbiz.de/10011746907
Saved in:
30
Business tendency surveys and macroeconomic fluctuations
Kaufmann, Daniel
;
Scheufele, Rolf
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 878-893
Persistent link: https://www.econbiz.de/10011746922
Saved in:
31
Nowcasting BRIC+M in real time
Dahlhaus, Tatjana
;
Guénette, Justin-Damien
;
Vasishtha, …
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 915-935
Persistent link: https://www.econbiz.de/10011746926
Saved in:
32
When does the yield curve contain predictive power? : evidence from a data-rich environment
Hännikäinen, Jari
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 1044-1064
Persistent link: https://www.econbiz.de/10011746943
Saved in:
33
Now-casting the Japanese economy
Bragoli, Daniela
- In:
International journal of forecasting
33
(
2017
)
2
,
pp. 390-402
Persistent link: https://www.econbiz.de/10011922069
Saved in:
34
Aggregate versus disaggregate information in dynamic factor models
Álvarez, Rocío
;
Camacho, Maximo
;
Pérez-Quirós, Gabriel
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 680-694
Persistent link: https://www.econbiz.de/10011621772
Saved in:
35
Forecasting and nowcasting economic growth in the euro area using factor models
Hindrayanto, Irma
;
Koopman, Siem Jan
;
Winter, Jasper de
- In:
International journal of forecasting
32
(
2016
)
4
,
pp. 1284-1305
Persistent link: https://www.econbiz.de/10011622152
Saved in:
36
Nowcasting Turkish GDP and news decomposition
Modugno, Michele
;
Soybilgen, Barış
;
Yazgan, Mustafa Ege
- In:
International journal of forecasting
32
(
2016
)
4
,
pp. 1369-1384
Persistent link: https://www.econbiz.de/10011622169
Saved in:
37
A dynamic factor model of the yield curve components as a predictor of the economy
Chauvet, Marcelle
;
Senyuz, Zeynep
- In:
International journal of forecasting
32
(
2016
)
2
,
pp. 324-343
Persistent link: https://www.econbiz.de/10011596830
Saved in:
38
EuroMInd-C : a disaggregate monthly indicator of economic activity for the Euro area and member countries
Grassi, Stefano
;
Proietti, Tommaso
;
Frale, Cecilia
; …
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 712-738
Persistent link: https://www.econbiz.de/10011474534
Saved in:
39
Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections
Bańbura, Marta
;
Giannone, Domenico
;
Lenza, Michele
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 739-756
Persistent link: https://www.econbiz.de/10011474544
Saved in:
40
Forecasting economic activity with targeted predictors
Bulligan, Guido
;
Marcellino, Massimiliano
;
Venditti, …
- In:
International journal of forecasting
31
(
2015
)
1
,
pp. 188-206
Persistent link: https://www.econbiz.de/10011327372
Saved in:
41
Discussion of "Forecasting macroeconomic variables using collapsed dynamic factor analysis" by Falk Bräuning and Siem Jan Koopman
Mitchell, James
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 585-588
Persistent link: https://www.econbiz.de/10010513602
Saved in:
42
Forecasting macroeconomic variables using collapsed dynamic factor analysis
Bräuning, Falk
;
Koopman, Siem Jan
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 572-584
Persistent link: https://www.econbiz.de/10010513606
Saved in:
43
A comparison of mixed frequency approaches for nowcasting Euro area macroeconomic aggregates
Foroni, Claudia
;
Marcellino, Massimiliano
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 554-568
Persistent link: https://www.econbiz.de/10010513618
Saved in:
44
Forecasting macroeconomic time series : LASSO-based approaches and their forecast combinations with dynamic factor models
Li, Jiahan
;
Chen, Weiye
- In:
International journal of forecasting
30
(
2014
)
4
,
pp. 996-1015
Persistent link: https://www.econbiz.de/10010517772
Saved in:
45
Bayesian forecasting and portfolio decisions using dynamic dependent sparse factor models
Zhou, Xiaocong
;
Nakajima, Jouchi
;
West, Mike
- In:
International journal of forecasting
30
(
2014
)
4
,
pp. 963-980
Persistent link: https://www.econbiz.de/10010517774
Saved in:
46
Forecasting macroeconomic variables using disaggregate survey data
Martinsen, Kjetil
;
Ravazzolo, Francesco
;
Wulfsberg, Fredrik
- In:
International journal of forecasting
30
(
2013
)
1
,
pp. 65-77
Persistent link: https://www.econbiz.de/10010243640
Saved in:
47
Forecasting with approximate dynamic factor models : the role of non-pervasive shocks
Luciani, Matteo
- In:
International journal of forecasting
30
(
2013
)
1
,
pp. 20-29
Persistent link: https://www.econbiz.de/10010243647
Saved in:
48
Now-casting inflation using high frequency data
Modugno, Michele
- In:
International journal of forecasting
29
(
2013
)
4
,
pp. 664-675
Persistent link: https://www.econbiz.de/10010221306
Saved in:
49
A comparison of periodic autoregressive and dynamic factor models in intraday energy demand forecasting
Mestekemper, Thomas
;
Kauermann, Göran
;
Smith, Michael S.
- In:
International journal of forecasting
29
(
2013
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10009706183
Saved in:
50
A conditionally heteroskedastic independent factor model with an application to financial stock returns
García-Ferrer, Antonio
;
González-Prieto, Ester
; …
- In:
International journal of forecasting
28
(
2012
)
1
,
pp. 70-93
Persistent link: https://www.econbiz.de/10009582082
Saved in:
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