Showing 1 - 20 results of 20,867 for search '"Forecasting models"' Skip to content
Are you a member of Bonn University? Yes: Then connect to the University network via VPN client in order to access the licensed contents. No: You can then access licensed contents using the Service Pcs within the ULB Bonn. Bitte buchen Sie den Arbeitsplatz 'Service-PC o. Scanner'
Lesen Sie bitte unsere aktuellen Informationen zur ULB im geschützten Betrieb.
  • Help
  • Feedback
  • My account
  • My account

    Favorites  Checked out items  Requests / Reservations  Fees Personal data My saved searches
  • Log Out
  • Log In
  • 0 Results in book bag (Full)
  • Language
    • English
    • Deutsch
Advanced |Search History
  • Your search results: "Forecasting models"
Showing 1 - 20 results of 20,867 for search '"Forecasting models"', query time: 2.21s Narrow search
  • 1
    Cover Image Journal Article
    Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy
    by David E. Rapach   Jack K. Strauss   Guofu Zhou Published in The Review of financial studies (01.02.2010)
    “...Welch and Goyal (2008) find that numerous economic variables with in-sample predictive ability for the equity premium fail to deliver consistent out-of-sample...”
    Fulltext

    Add to book bag Remove from book bag
    Add to favourites
    Saved in:
  • 2
    Cover Image Journal Article
    Information Rigidity and the Expectations Formation Process: A Simple Framework and New Facts
    by Olivier Coibion   Yuriy Gorodnichenko Published in The American economic review (01.08.2015)
    “...We propose a new approach to test the full-information rational expectations hypothesis which can identify whether rejections of the null arise from...”
    Fulltext

    Add to book bag Remove from book bag
    Add to favourites
    Saved in:
  • 3
    Cover Image Journal Article
    Exchange Rate Predictability
    by Barbara Rossi Published in Journal of economic literature (01.12.2013)
    “...The main goal of this article is to provide an answer to the question: does anything forecast exchange rates, and if so, which variables? It is well known that...”
    Fulltext

    Add to book bag Remove from book bag
    Add to favourites
    Saved in:
  • 4
    Cover Image Journal Article
    FORECASTING INFLATION USING DYNAMIC MODEL AVERAGING
    by Gary Koop   Dimitris Korobilis Published in International economic review (Philadelphia) (01.08.2012)
    “...We forecast quarterly US inflation based on the generalized Phillips curve using econometric methods that incorporate dynamic model averaging. These methods...”
    Fulltext

    Add to book bag Remove from book bag
    Add to favourites
    Saved in:
  • 5
    Cover Image Journal Article
    Macroeconomic Uncertainty Indices Based on Nowcast and Forecast Error Distributions
    by Barbara Rossi   Tatevik Sekhposyan Published in The American economic review (01.05.2015)
    “...We propose new indices to measure macroeconomic uncertainty. The indices measure how unexpected a realization of a representative macroeconomic variable is...”
    Fulltext

    Add to book bag Remove from book bag
    Add to favourites
    Saved in:
  • 6
    Cover Image Journal Article
    Roughing It up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility
    by Torben G. Andersen   Tim Bollerslev   Francis X. Diebold Published in The review of economics and statistics (01.11.2007)
    “...A growing literature documents important gains in asset return volatility forecasting via use of realized variation measures constructed from high-frequency...”
    Fulltext

    Add to book bag Remove from book bag
    Add to favourites
    Saved in:
  • 7
    Cover Image Journal Article
    WHAT DO WE LEARN FROM THE PRICE OF CRUDE OIL FUTURES?
    by RON ALQUIST   LUTZ KILIAN Published in Journal of applied econometrics (Chichester, England) (01.06.2010)
    “...Despite their widespread use as predictors of the spot price of oil, oil futures prices tend to be less accurate in the mean-squared prediction error sense...”
    Fulltext

    Add to book bag Remove from book bag
    Add to favourites
    Saved in:
  • 8
    Cover Image Journal Article
    Tests of Conditional Predictive Ability
    by Raffaella Giacomini   Halbert White Published in Econometrica (01.11.2006)
    “...We propose a framework for out-of-sample predictive ability testing and forecast selection designed for use in the realistic situation in which the forecasting...”
    Fulltext

    Add to book bag Remove from book bag
    Add to favourites
    Saved in:
  • 9
    Cover Image Journal Article
    Out-of-Sample Forecast Tests Robust to the Choice of Window Size
    by Rossi, Barbara   Inoue, Atsushi Published in Journal of business & economic statistics (01.07.2012)
    “...This article proposes new methodologies for evaluating economic models' out-of-sample forecasting performance that are robust to the choice of the estimation...”
    Fulltext

    Add to book bag Remove from book bag
    Add to favourites
    Saved in:
  • 10
    Cover Image Journal Article
    Forecasting the Equity Risk Premium: The Role of Technical Indicators
    by Christopher J. Neely   David E. Rapach   Jun Tu   Guofu Zhou Published in Management science (01.07.2014)
    “...Academic research relies extensively on macroeconomic variables to forecast the U.S. equity risk premium, with relatively little attention paid to the...”
    Fulltext

    Add to book bag Remove from book bag
    Add to favourites
    Saved in:
  • 11
    Cover Image Journal Article
    Expectations, learning, and business cycle fluctuations
    by Eusepi, Stefano   Preston, Bruce Published in The American economic review (2011)
    “...This paper develops a theory of expectations-driven business cycles based on learning. Agents have incomplete knowledge about how market prices are determined...”
    Fulltext

    Add to book bag Remove from book bag
    Add to favourites
    Saved in:
  • 12
    Cover Image Journal Article
    FORECAST COMPARISONS IN UNSTABLE ENVIRONMENTS
    by RAFFAELLA GIACOMINI   BARBARA ROSSI Published in Journal of applied econometrics (Chichester, England) (01.06.2010)
    “...We propose new methods for comparing the out-of-sample forecasting performance of two competing models in the presence of possible instabilities. The main idea...”
    Fulltext

    Add to book bag Remove from book bag
    Add to favourites
    Saved in:
  • 13
    Cover Image Journal Article
    MACROECONOMIC FORECASTING AND STRUCTURAL CHANGE
    by ANTONELLO D'AGOSTINO   LUCA GAMBETTI   DOMENICO GIANNONE Published in Journal of applied econometrics (Chichester, England) (01.02.2013)
    “...The aim of this paper is to assess whether modeling structural change can help improving the accuracy of macroeconomic forecasts. We conduct a simulated...”
    Fulltext

    Add to book bag Remove from book bag
    Add to favourites
    Saved in:
  • 14
    Cover Image Journal Article
    Forecasting Default with the Merton Distance to Default Model
    by Sreedhar T. Bharath   Tyler Shumway Published in The Review of financial studies (01.05.2008)
    “...We examine the accuracy and contribution of the Merton distance to default (DD) model, which is based on Merton's (1974) bond pricing model. We compare the...”
    Fulltext

    Add to book bag Remove from book bag
    Add to favourites
    Saved in:
  • 15
    Cover Image Journal Article
    Comparison of static and adaptive models for short-term residential natural gas forecasting in Croatia
    by Potočnik, Primož   Soldo, Božidar   Šimunović, Goran   Šarić, Tomislav   Jeromen, Andrej   Govekar, Edvard Published in Applied energy (15.09.2014)
    “...•Comparisons of static and adaptive models for natural gas consumption forecasting.•Comparisons of linear and nonlinear forecasting models (ARX, neural...”
    Fulltext
    Add to book bag Remove from book bag
    Add to favourites
    Saved in:
  • 16
    Cover Image Journal Article
    Modeling and Forecasting Realized Volatility
    by Torben G. Andersen   Tim Bollerslev   Francis X. Diebold   Paul Labys Published in Econometrica (01.03.2003)
    “...We provide a framework for integration of high-frequency intraday data into the measurement, modeling, and forecasting of daily and lower frequency return...”
    Fulltext

    Add to book bag Remove from book bag
    Add to favourites
    Saved in:
  • 17
    Cover Image Journal Article
    Macroeconomic Expectations of Households and Professional Forecasters
    by Christopher D. Carroll Published in The Quarterly journal of economics (01.02.2003)
    “...Economists have long emphasized the importance of expectations in determining macroeconomic outcomes. Yet there has been almost no recent effort to model...”
    Fulltext

    Add to book bag Remove from book bag
    Add to favourites
    Saved in:
  • 18
    Cover Image Journal Article
    Generalized Shrinkage Methods for Forecasting Using Many Predictors
    by Stock, James H   Watson, Mark W Published in Journal of business & economic statistics (01.10.2012)
    “...This article provides a simple shrinkage representation that describes the operational characteristics of various forecasting methods designed for a large...”
    Fulltext

    Add to book bag Remove from book bag
    Add to favourites
    Saved in:
  • 19
    Cover Image Journal Article
    Economic Forecasting
    by Elliott, Graham   Timmermann, Allan Published in Journal of economic literature (01.03.2008)
    “...Forecasts guide decisions in all areas of economics and finance and their value can only be understood in relation to, and in the context of, such decisions...”
    Fulltext

    Add to book bag Remove from book bag
    Add to favourites
    Saved in:
  • 20
    Cover Image Journal Article
    What Can Survey Forecasts Tell Us about Information Rigidities?
    by Olivier Coibion   Yuriy Gorodnichenko Published in The Journal of political economy (01.02.2012)
    “...A lot. We derive common and conflicting predictions from models in which agents face information constraints and then assess their validity using surveys of...”
    Fulltext

    Add to book bag Remove from book bag
    Add to favourites
    Saved in:
  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • 7
  • 8
  • 9
  • 10
  • 11
  • Next »
  • [50]
Search Tools: Email this search — Save search

Narrow search

Fulltext + Libraries Uni Bonn Fulltext only Uni Bonn Libraries only
  • Journal Article 18,791
  • Conference Proceeding 480
  • Book Chapter 428
  • Publication 302
  • Data Set 279
  • Paper 141
  • more ...
  • Dissertation 125
  • Magazine Article 104
  • Book / eBook 80
  • Web Resource 63
  • Report 38
  • Technical Report 28
  • Book Review 2
  • Government Document 2
  • Student Thesis 2
  • Journal / eJournal 1
  • Presentation 1
  • see all ... less ...
  • economics 9,141
  • business 4,729
  • engineering 3,326
  • social sciences 2,314
  • mathematics 2,053
  • statistics 1,975
  • more ...
  • meteorology & climatology 1,796
  • computer science 935
  • applied sciences 807
  • chemistry 804
  • oceanography 755
  • environmental sciences 751
  • sciences 683
  • political science 518
  • physics 507
  • agriculture 454
  • biology 419
  • geography 415
  • law 366
  • ecology 295
  • geology 179
  • international relations 172
  • medicine 161
  • sociology & social history 153
  • education 150
  • government 148
  • public health 136
  • history & archaeology 96
  • psychology 82
  • pharmacy, therapeutics, & pharmacology 74
  • philosophy 65
  • diet & clinical nutrition 61
  • military & naval science 61
  • architecture 55
  • library & information science 45
  • anatomy & physiology 35
  • zoology 25
  • social welfare & social work 24
  • forestry 23
  • anthropology 14
  • astronomy & astrophysics 12
  • botany 10
  • visual arts 9
  • languages & literatures 8
  • religion 6
  • women's studies 6
  • journalism & communications 5
  • music 4
  • recreation & sports 4
  • film 3
  • nursing 2
  • occupational therapy & rehabilitation 2
  • dance 1
  • dentistry 1
  • veterinary medicine 1
  • see all ... less ...
  • English 20,535
  • Chinese 104
  • Portuguese 90
  • Japanese 57
  • Korean 49
  • Czech 40
  • more ...
  • German 36
  • Russian 29
  • Spanish 23
  • French 21
  • Turkish 15
  • Ukrainian 14
  • Italian 12
  • Swedish 6
  • Slovak 5
  • Lithuanian 4
  • Slovenian 4
  • Dutch 3
  • Greek 3
  • Norwegian 3
  • Polish 3
  • Croatian 2
  • Hungarian 2
  • Indonesian 2
  • Bulgarian 1
  • Finnish 1
  • Norwegian Bokmål 1
  • Serbian 1
  • Thai 1
  • see all ... less ...

    Further Searchtools

    • Journals - ZDB
    • eJournals - EZB
    • Databases - DBIS
    • Metasearch - DigiBib

    Interlibrary loan service

    • Interlibrary loan - Books
    • Interlibrary loan - Article
    • FAQ Interlibrary loan

    Searchtools

    • Search History
    • Recommandation for acquisition

    Legal Details

    • Privacy Policy
    • Legal Notice
    Help
    News ULB
    Facebook
    Twitter
    Instagram
    Powered by Summon™ from Serials Solutions, a division of ProQuest.@131.220.74.21
    Loading...