Narrow search
Showing 1 - 10 of 532
Cover Image
Real-time signal extraction with regularized multivariate direct filter approach
Buss, Ginters - In: Journal of forecasting 35 (2016) 3, pp. 206-216
Persistent link: https://www.econbiz.de/10011580266
Cover Image
Constructing a high-frequency World Economic Gauge using a mixed-frequency dynamic factor model
Chua, Chew Lian; Tsiaplias, Sarantis; Zhou, Ruining - In: Journal of forecasting 43 (2024) 6, pp. 2212-2227
Persistent link: https://www.econbiz.de/10015110401
Cover Image
Multistage optimization filter for trend-based short-term forecasting
Zafar, Usman; Kellard, Neil; Vinogradov, Dmitri V. - In: Journal of forecasting 41 (2022) 2, pp. 345-360
Persistent link: https://www.econbiz.de/10012817774
Cover Image
The transmission of stocks between Europe, Japan and the United States
Papanyan, Shushanik - In: Journal of forecasting 29 (2010) 1/2, pp. 54-70
Persistent link: https://www.econbiz.de/10003951713
Cover Image
Hierarchical shrinkage in time-varying parameter models
Belmonte, Miguel A. G.; Koop, Gary; Korobilis, Dimitris - In: Journal of forecasting 33 (2014) 1, pp. 80-94
Persistent link: https://www.econbiz.de/10010424876
Cover Image
Monthly employment indicators of the euro area and larger member states : real-time analysis of indirect estimates
Moauro, Filippo - In: Journal of forecasting 33 (2014) 5, pp. 339-349
Persistent link: https://www.econbiz.de/10010425640
Cover Image
The effects of disaggregation on forecasting nonstationary time series
Poncela, Pilar; García-Ferrer, Antonio - In: Journal of forecasting 33 (2014) 4, pp. 300-314
Persistent link: https://www.econbiz.de/10010425715
Cover Image
Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models
Bekiros, Stelios D.; Paccagnini, Alessia - In: Journal of forecasting 35 (2016) 7, pp. 613-632
Persistent link: https://www.econbiz.de/10011610087
Cover Image
Affine term structure model with macroeconomic factors : do no-arbitrage restriction and macroeconomic factors imply better out-of-sample forecasts?
Ullah, Wali - In: Journal of forecasting 35 (2016) 4, pp. 329-346
Persistent link: https://www.econbiz.de/10011580766
Cover Image
Forecasting based on decomposed financial return series : a wavelet analysis
Berger, Theo - In: Journal of forecasting 35 (2016) 5, pp. 419-433
Persistent link: https://www.econbiz.de/10011580976