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Measuring international uncertainty using global vector autoregressions with drifting parameters
Pfarrhofer, Michael
- In:
Macroeconomic dynamics
27
(
2023
)
3
,
pp. 770-793
Persistent link: https://www.econbiz.de/10014247550
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
The RWDAR model : a novel state-space approach to forecasting
Sbrana, Giacomo
;
Silvestrini, Andrea
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 922-937
Persistent link: https://www.econbiz.de/10014465165
Saved in:
4
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:
5
Variational Bayes approximation of factor stochastic volatility models
Gunawan, David
;
Kohn, Robert
;
Nott, David
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1355-1375
Persistent link: https://www.econbiz.de/10013274279
Saved in:
6
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:
7
Detecting scapegoat effects in the relationship between exchange rates and macroeconomic fundamentals : a new approach
Pozzi, Lorenzo
;
Sadaba, Barbara
- In:
Macroeconomic dynamics
24
(
2020
)
4
,
pp. 951-994
Persistent link: https://www.econbiz.de/10012241042
Saved in:
8
Forecasting bulk prices of Bordeaux wines using leading indicators
Paroissien, Emmanuel
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 292-309
Persistent link: https://www.econbiz.de/10012414766
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9
Stochastic volatility models with ARMA innovations : an application to G7 inflation forecasts
Zhang, Bo
;
Chan, Joshua
;
Cross, Jamie
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1318-1328
Persistent link: https://www.econbiz.de/10012546706
Saved in:
10
Can Google search data help predict macroeconomic series?
Niesert, Robin F.
;
Oorschot, Jochem A.
;
Veldhuisen, …
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 1163-1172
Persistent link: https://www.econbiz.de/10012498584
Saved in:
11
Approximate Bayesian forecasting
Frazier, David T.
;
Maneesoonthorn, Worapree
;
Martin, Gael M.
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 521-539
Persistent link: https://www.econbiz.de/10012300696
Saved in:
12
Combining wavelet decomposition with machine learning to forecast gold returns
Risse, Marian
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 601-615
Persistent link: https://www.econbiz.de/10012300704
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13
Forecasting realized variance measures using time-varying coefficient models
Bekierman, Jeremias
;
Manner, Hans
- In:
International journal of forecasting
34
(
2018
)
2
,
pp. 276-287
Persistent link: https://www.econbiz.de/10012030902
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14
Inversion copulas from nonlinear state space models with an application to inflation forecasting
Smith, Michael S.
;
Maneesoonthorn, Worapree
- In:
International journal of forecasting
34
(
2018
)
3
,
pp. 389-407
Persistent link: https://www.econbiz.de/10012030987
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15
Determining analogies based on the integration of multiple information sources
Lu, Emiao
;
Handl, Julia
;
Xu, Dong-ling
- In:
International journal of forecasting
34
(
2018
)
3
,
pp. 507-528
Persistent link: https://www.econbiz.de/10012031032
Saved in:
16
Short-term inflation forecasting : the M.E.T.A. approach
Sbrana, Giacomo
;
Silvestrini, Andrea
;
Venditti, Fabrizio
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 1065-1081
Persistent link: https://www.econbiz.de/10011746944
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17
Models for optimising the theta method and their relationship to state space models
Fiorucci, Jose A.
;
Pellegrini, Tiago R.
;
Louzada, Francisco
- In:
International journal of forecasting
32
(
2016
)
4
,
pp. 1151-1161
Persistent link: https://www.econbiz.de/10011622119
Saved in:
18
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:
19
Outlier detection in structural time series models : the indicator saturation approach
Marczak, Martyna
;
Proietti, Tommaso
- In:
International journal of forecasting
32
(
2016
)
1
,
pp. 180-202
Persistent link: https://www.econbiz.de/10011596512
Saved in:
20
Using time-stamped survey responses to measure expectations at a daily frequency
Mokinski, Frieder
- In:
International journal of forecasting
32
(
2016
)
2
,
pp. 271-282
Persistent link: https://www.econbiz.de/10011596746
Saved in:
21
Macroprudential policy and forecasting using hybrid DSGE models with financial frictions and state space Markov-Switching TVP-VARS
Bekiros, Stelios D.
;
Paccagnini, Alessia
- In:
Macroeconomic dynamics
19
(
2015
)
7
,
pp. 1565-1592
Persistent link: https://www.econbiz.de/10011515386
Saved in:
22
Forecasting return volatility : level shifts with varying jump probability and mean reversion
Xu, Jiawen
;
Perron, Pierre
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 449-463
Persistent link: https://www.econbiz.de/10010511565
Saved in:
23
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:
24
Data transforms with exponential smoothing methods of forecasting
Beaumont, Adrian N.
- In:
International journal of forecasting
30
(
2014
)
4
,
pp. 918-927
Persistent link: https://www.econbiz.de/10010517778
Saved in:
25
Imperfect transmission of technology shocks and the business cycle consequences
Fout, Hamilton B.
;
Francis, Neville
- In:
Macroeconomic dynamics
18
(
2014
)
2
,
pp. 418-437
Persistent link: https://www.econbiz.de/10010356795
Saved in:
26
Non-parametric estimation of forecast distributions in non-Gaussian, non-linear state space models
Ng, Jason
;
Forbes, Catherine Scipione
;
Martin, Gael M.
; …
- In:
International journal of forecasting
29
(
2013
)
3
,
pp. 411-430
Persistent link: https://www.econbiz.de/10009787038
Saved in:
27
Bayesian forecasting of parts demand
Yelland, Phillip M.
- In:
International journal of forecasting
26
(
2010
)
2
,
pp. 374-396
Persistent link: https://www.econbiz.de/10003980389
Saved in:
28
State space models for estimating and forecasting fertility
Rueda, Cristina
;
Rodríguez, Pilar
- In:
International journal of forecasting
26
(
2010
)
4
,
pp. 712-724
Persistent link: https://www.econbiz.de/10008807741
Saved in:
29
Incorporating a tracking signal into a state space model
Snyder, Ralph D.
;
Koehler, Anne B.
- In:
International journal of forecasting
25
(
2009
)
3
,
pp. 526-530
Persistent link: https://www.econbiz.de/10003877642
Saved in:
30
An hourly periodic state space model for modelling French national electricity load
Dordonnat, V.
;
Koopman, Siem Jan
;
Ooms, Marius
; …
- In:
International journal of forecasting
24
(
2008
)
4
,
pp. 566-587
Persistent link: https://www.econbiz.de/10003808308
Saved in:
31
Statistical learning with time-varying parameters
McGough, Bruce
- In:
Macroeconomic dynamics
7
(
2003
)
1
,
pp. 119-139
Persistent link: https://www.econbiz.de/10001750287
Saved in:
32
A state space framework for automatic forecasting using exponential smoothing methods
Hyndman, Rob J.
;
Koehler, Anne B.
;
Snyder, Ralph D.
; …
- In:
International journal of forecasting
18
(
2002
)
3
,
pp. 439-454
Persistent link: https://www.econbiz.de/10001690087
Saved in:
33
Exact smoothing for stationary and non-stationary time series
Casals, José
;
Jerez, Miguel
;
Sotoca, Sonia
- In:
International journal of forecasting
16
(
2000
)
1
,
pp. 59-69
Persistent link: https://www.econbiz.de/10001451769
Saved in:
34
Comparing seasonal components for structural time series models
Proietti, Tommaso
- In:
International journal of forecasting
16
(
2000
)
2
,
pp. 247-260
Persistent link: https://www.econbiz.de/10001476898
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