UB Paderborn / Katalog / Suche / in CDI

Sortiert nach

Einfacher Volltextzugriff von (fast) überall

Installieren Sie die LibKey Nomad-Browsererweiterung und erhalten Sie von vielen Webseiten einfachen Zugriff auf lizenzierte Volltexte oder Open Access Publikationen. Mehr erfahren...

Macroeconomic forecasting and structural change

Journal of applied econometrics (Chichester, England), 2013-01, Vol.28 (1), p.82-101

2013

Volltextzugriff (PDF)

Information Rigidity and the Expectations Formation Process: A Simple Framework and New Facts

The American economic review, 2015-08, Vol.105 (8), p.2644-2678

2015

Volltextzugriff (PDF)

Generalized Shrinkage Methods for Forecasting Using Many Predictors

Journal of business & economic statistics, 2012-10, Vol.30 (4), p.481-493

2012

Volltextzugriff (PDF)

Overreaction in Macroeconomic Expectations

The American economic review, 2020-09, Vol.110 (9), p.2748-2782

2020

Volltextzugriff (PDF)

Exchange Rate Predictability

Journal of economic literature, 2013-12, Vol.51 (4), p.1063-1119

Rossi, Barbara

2013

Volltextzugriff (PDF)

Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy

The Review of financial studies, 2010-02, Vol.23 (2), p.821-862

2010

Volltextzugriff (PDF)

Large time-varying parameter VARs

Journal of econometrics, 2013-12, Vol.177 (2), p.185-198

2013

Volltextzugriff (PDF)

Tests of Conditional Predictive Ability

Econometrica, 2006-11, Vol.74 (6), p.1545-1578

2006

Volltextzugriff (PDF)

FORECASTING INFLATION USING DYNAMIC MODEL AVERAGING

International economic review (Philadelphia), 2012-08, Vol.53 (3), p.867-886

2012

Volltextzugriff (PDF)

Forecasting Time Series With Complex Seasonal Patterns Using Exponential Smoothing

Journal of the American Statistical Association, 2011-12, Vol.106 (496), p.1513-1527

2011

Volltextzugriff (PDF)

Macroeconomic Uncertainty Indices Based on Nowcast and Forecast Error Distributions

The American economic review, 2015-05, Vol.105 (5), p.650-655

2015

Volltextzugriff (PDF)

Forecasting with temporal hierarchies

European journal of operational research, 2017-10, Vol.262 (1), p.60-74

2017

Volltextzugriff (PDF)

Measuring forecast uncertainty by disagreement: The missing link

Journal of applied econometrics (Chichester, England), 2010-06, Vol.25 (4), p.514-538

2010

Volltextzugriff (PDF)

VAR FORECASTING USING BAYESIAN VARIABLE SELECTION

Journal of applied econometrics (Chichester, England), 2013-03, Vol.28 (2), p.204-230

Korobilis, Dimitris

2013

Volltextzugriff (PDF)

Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility

Journal of business & economic statistics, 2011-07, Vol.29 (3), p.327-341

Clark, Todd E.

2011

Volltextzugriff (PDF)

Forecast comparisons in unstable environments

Journal of applied econometrics (Chichester, England), 2010-06, Vol.25 (4), p.595-620

2010

Volltextzugriff (PDF)

Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting

Journal of the American Statistical Association, 2020-07, Vol.115 (531), p.1092-1110

2020

Volltextzugriff (PDF)

Forecasting macroeconomic time series: LASSO-based approaches and their forecast combinations with dynamic factor models

International journal of forecasting, 2014-10, Vol.30 (4), p.996-1015

2014

Volltextzugriff (PDF)

Macroeconomic Forecasting Performance under Alternative Specifications of Time-Varying Volatility

Journal of applied econometrics (Chichester, England), 2015-06, Vol.30 (4), p.551-575

2015

Volltextzugriff (PDF)

Rolling window selection for out-of-sample forecasting with time-varying parameters

Journal of econometrics, 2017-01, Vol.196 (1), p.55-67

2017

Volltextzugriff (PDF)

Out-of-Sample Forecast Tests Robust to the Choice of Window Size

Journal of business & economic statistics, 2012-07, Vol.30 (3), p.432-453

2012

Volltextzugriff (PDF)

Expectations, learning, and business cycle fluctuations

The American economic review, 2011-10, Vol.101 (6), p.2844-2872

2011

Volltextzugriff (PDF)

Forecasting with Medium and Large Bayesian VARS

Journal of applied econometrics (Chichester, England), 2013-03, Vol.28 (2), p.177-203

Koop, Gary M.

2013

Volltextzugriff (PDF)

ECONOMIC PREDICTIONS WITH BIG DATA: THE ILLUSION OF SPARSITY

Econometrica, 2021-09, Vol.89 (5), p.2409-2437

2021

Volltextzugriff (PDF)

Roughing It up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility

The review of economics and statistics, 2007-11, Vol.89 (4), p.701-720

2007

Volltextzugriff (PDF)

1 – 25 von 112.331

Menü

Weitere Dienste

Einstellungen

Macroeconomic forecasting and structural change

Information Rigidity and the Expectations Formation Process: A Simple Framework and New Facts

Generalized Shrinkage Methods for Forecasting Using Many Predictors

Overreaction in Macroeconomic Expectations

Exchange Rate Predictability

Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy

Large time-varying parameter VARs

Tests of Conditional Predictive Ability

FORECASTING INFLATION USING DYNAMIC MODEL AVERAGING

Forecasting Time Series With Complex Seasonal Patterns Using Exponential Smoothing

Macroeconomic Uncertainty Indices Based on Nowcast and Forecast Error Distributions

Forecasting with temporal hierarchies

Measuring forecast uncertainty by disagreement: The missing link

VAR FORECASTING USING BAYESIAN VARIABLE SELECTION

Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility

Forecast comparisons in unstable environments

Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting

Forecasting macroeconomic time series: LASSO-based approaches and their forecast combinations with dynamic factor models

Macroeconomic Forecasting Performance under Alternative Specifications of Time-Varying Volatility

Rolling window selection for out-of-sample forecasting with time-varying parameters

Out-of-Sample Forecast Tests Robust to the Choice of Window Size

Expectations, learning, and business cycle fluctuations

Forecasting with Medium and Large Bayesian VARS

ECONOMIC PREDICTIONS WITH BIG DATA: THE ILLUSION OF SPARSITY

Roughing It up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility

Suchergebnisse filtern