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~subject:"VAR-Modell"
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VAR-Modell
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International journal of forecasting
Journal of econometrics
57
Economics letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
25
Economic modelling
23
Journal of forecasting
22
Econometrics : open access journal
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of economic dynamics & control
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Applied economics
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Energy economics
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International Journal of Energy Economics and Policy : IJEEP
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Journal of applied econometrics
11
Journal of macroeconomics
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Macroeconomic dynamics
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Applied economics letters
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Econometric reviews
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Econometric theory
8
Central European journal of economic modelling and econometrics
6
Oxford bulletin of economics and statistics
6
Quantitative economics : QE ; journal of the Econometric Society
6
The North American journal of economics and finance : a journal of financial economics studies
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The econometrics journal
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
International review of economics & finance : IREF
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CBN journal of applied statistics
4
Cogent economics & finance
4
Economies : open access journal
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European economic review : EER
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Journal of banking & finance
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Journal of empirical finance
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Journal of international financial markets, institutions & money
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Journal of money, credit and banking : JMCB
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Journal of time series econometrics
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International journal of economics and finance
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International journal of economics and financial issues : IJEFI
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International journal of finance & economics : IJFE
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International review of financial analysis
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ECONIS (ZBW)
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1
Comparison of methods for constructing joint confidence bands for impulse response functions
Lütkepohl, Helmut
;
Staszewska-Bystrova, Anna
;
Winker, Peter
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 782-798
Persistent link: https://www.econbiz.de/10011474568
Saved in:
2
Bootstrap multi-step forecasts of non-Gaussian VAR models
Fresoli, Diego
;
Ruiz, Esther
;
Pascual, Lorenzo
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 834-848
Persistent link: https://www.econbiz.de/10011474590
Saved in:
3
Bootstrap prediction intervals for autoregression using asymptotically mean-unbiased estimators
Kim, Jae H.
- In:
International journal of forecasting
20
(
2004
)
1
,
pp. 85-97
Persistent link: https://www.econbiz.de/10001918297
Saved in:
4
Forecasting with vector autoregressive models of data vintages : US output growth and inflation
Clements, Michael P.
;
Galvão, Ana Beatriz C.
- In:
International journal of forecasting
29
(
2013
)
4
,
pp. 698-714
Persistent link: https://www.econbiz.de/10010221301
Saved in:
5
Forecasting multivariate time series under present-value model short- and long-run co-movement restrictions
Guillén, Osmani Teixeira de Carvalho
;
Hecq, Alain W. J.
; …
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 862-875
Persistent link: https://www.econbiz.de/10011474611
Saved in:
6
Using low frequency information for predicting high frequency variables
Foroni, Claudia
;
Guérin, Pierre
;
Marcellino, Massimiliano
- In:
International journal of forecasting
34
(
2018
)
4
,
pp. 774-787
Persistent link: https://www.econbiz.de/10012031105
Saved in:
7
Forecasting with dimension switching VARs
Koop, Gary
- In:
International journal of forecasting
30
(
2014
)
2
,
pp. 280-290
Persistent link: https://www.econbiz.de/10010510910
Saved in:
8
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:
9
Short-term inflation projections : a Bayesian vector autoregressive approach
Giannone, Domenico
;
Lenza, Michele
;
Momferatou, Daphne
; …
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 635-644
Persistent link: https://www.econbiz.de/10010514782
Saved in:
10
VARX-L : structured regularization for large vector autoregressions with exogenous variables
Nicholson, William B.
;
Matteson, David S.
;
Bien, Jacob
- In:
International journal of forecasting
33
(
2017
)
3
,
pp. 627-651
Persistent link: https://www.econbiz.de/10011746195
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