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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~subject:"Prognoseverfahren"
~subject:"VAR model"
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Prognoseverfahren
VAR model
USA
1,865
United States
1,859
Estimation
392
Schätzung
392
Theorie
363
Theory
363
Konjunktur
157
Business cycle
155
Geldpolitik
143
Monetary policy
136
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125
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121
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121
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114
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78
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VAR-Modell
60
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58
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58
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54
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51
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114
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114
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Marcellino, Massimiliano
15
Gambetti, Luca
10
Kilian, Lutz
7
Favero, Carlo A.
5
Forni, Mario
5
Giannone, Domenico
5
Minford, Patrick
5
Sarno, Lucio
5
Timmermann, Allan
5
Wickens, Michael R.
5
Canova, Fabio
4
Lettau, Martin
4
Valente, Giorgio
4
Antolin-Diaz, Juan
3
Bianchi, Francesco
3
Carriero, Andrea
3
Eickmeier, Sandra
3
Ghysels, Eric
3
Kapetanios, George
3
Le, Vo Phuong Mai
3
Ludvigson, Sydney C.
3
Pappa, Euē
3
Reichlin, Lucrezia
3
Rossi, Barbara
3
Sala, Luca
3
Ball, Ryan
2
Baumeister, Christiane
2
Clark, Todd E.
2
Gargano, Antonio
2
Giavazzi, Francesco
2
Guérin, Pierre
2
Inoue, Atsushi
2
Lemke, Wolfgang
2
Lippi, Marco
2
Massa, Massimo
2
Orphanides, Athanasios
2
Ou, Zhirong
2
Petrella, Ivan
2
Polito, Vito
2
Rubio-Ramírez, Juan Francisco
2
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Discussion paper / Centre for Economic Policy Research
Working paper / National Bureau of Economic Research, Inc.
120
International journal of forecasting
114
The review of financial studies
74
Working paper
73
Journal of forecasting
68
Applied economics
67
Working paper series / European Central Bank
57
Journal of money, credit and banking : JMCB
55
Economics letters
52
Journal of applied econometrics
46
The review of economics and statistics
46
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
44
Economic modelling
38
Finance and economics discussion series
38
CAMA working paper series
35
Economic review
35
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
35
Energy economics
35
Journal of macroeconomics
35
CESifo working papers
34
Applied financial economics
32
The journal of futures markets
32
International finance discussion papers
29
Review / Federal Reserve Bank of St. Louis
29
Journal of monetary economics
28
The North American journal of economics and finance : a journal of financial economics studies
28
Journal of economics & business
27
NBER working paper series
27
Discussion paper / Tinbergen Institute
26
Journal of international money and finance
26
Advances in business and management forecasting
25
Journal of banking & finance
24
Journal of financial and quantitative analysis : JFQA
24
The journal of finance : the journal of the American Finance Association
24
The journal of real estate finance and economics
24
Applied economics letters
23
Oxford bulletin of economics and statistics
23
Macroeconomic dynamics
22
Journal of economic dynamics & control
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ECONIS (ZBW)
114
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11
Short selling meets hedge fund 13F : an anatomy of informed demand
Jiao, Yawan
;
Massa, Massimo
;
Zhang, Hong
-
2015
Persistent link: https://www.econbiz.de/10010509459
Saved in:
12
Understanding uncertainty shocks and the role of black swans
Orlik, Anna
;
Veldkamp, Laura
-
2014
Persistent link: https://www.econbiz.de/10010416717
Saved in:
13
Window selection for out-of-sample forecasting with time-varying parameters
Inoue, Atsushi
;
Lu, Jin
;
Rossi, Barbara
-
2014
Persistent link: https://www.econbiz.de/10010416755
Saved in:
14
Can we automate earnings forecasts and beat analysts?
Ball, Ryan
;
Ghysels, Eric
;
Zhou, Huan
-
2014
Persistent link: https://www.econbiz.de/10010440189
Saved in:
15
Momentum trading, return chasing, and predictable chrashes
Chabot, Benjamin
;
Ghysels, Eric
;
Jagannathan, Ravi
-
2014
Persistent link: https://www.econbiz.de/10010440192
Saved in:
16
Following the trend : tracking GDP when long-run growth is uncertain
Antolin-Diaz, Juan
;
Drechsel, Thomas
;
Petrella, Ivan
-
2014
Persistent link: https://www.econbiz.de/10010461803
Saved in:
17
A multivariate model of strategic asset allocation with longevity risk
Bisetti, Emilio
;
Favero, Carlo A.
;
Nocera, Giacomo
; …
-
2015
Persistent link: https://www.econbiz.de/10011290880
Saved in:
18
Monetary policy and asset valuation : evidence from a Markov-switching cay
Bianchi, Francesco
;
Lettau, Martin
;
Ludvigson, Sydney C.
-
2017
Persistent link: https://www.econbiz.de/10011739466
Saved in:
19
The combination of monetary and fiscal policy shocks : a TVP-FAVAR approach
Molteni, Francesco
;
Pappa, Euē
-
2017
Persistent link: https://www.econbiz.de/10011821276
Saved in:
20
Risk everywhere : modeling and managing volatility
Bollerslev, Tim
;
Hood, Benjamin
;
Huss, John
;
Pedersen, …
-
2018
Persistent link: https://www.econbiz.de/10011884274
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