Keywords: Energy futures; Electricity; Forward premium; VAR; Regime switching; C53; G14; L94;
مقالات ISI (ترجمه نشده)
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Keywords: C22; C52; C53; Predictive density; Dynamic mis-specification; Instability; Structural change; Forecast evaluation;
Keywords: C22; C53; Forecasting; Long memory process; Structural break; HAR model;
Keywords: C52; C53; E37; Inflation; Short-term forecasting; Forecast combination;
Keywords: C14; C51; C53; Q47; Electricity spot price; Long-term seasonal component; Robust modeling; Forecasting; Wavelets;
Keywords: G10; G12; G14; C13; C53; Q43; Stock returns; Volatility; Spillovers; Vector autoregression; Variance decomposition;
Keywords: Forecast errors; Fiscal policies; Fiscal forecasting; Political economy; H6; E62; C53;
Keywords: Macro-econometric modelling; Macroeconomics; Fiscal policy; South Africa; C51; C53; C32; E20; E62; H60;
Keywords: C53; Q26; Q57; R12; Built coastal environment; Natural coastal environment; Ecosystem service valuation; GIS; Spatial economic valuation; Meta-analytical value transfer;
Keywords: D84; E44; F30; G17; C53; Earnings per share; Analyst forecast; Corporate social responsibility;
Keywords: C14; C53; G10; Semiparametric conditional; Correlation model; Nonparametric correlations; DCC; Local linear estimator; Portfolio evaluation; Carry trade;
Keywords: C58; C53; G12; G14; Liquidity; Commonality; Vine copulas; Liquidity-adjusted intraday Value-at-Risk;
Keywords: C70; C72; C73; C91; C52; C53; Learning; Pattern recognition; Beliefs; Repeated games; Memory; Cognitive models; Behavioral game theory; ACT-R;
Keywords: C22; C53; Forecasting; Structural breaks; Optimal weights; Robust optimal weights; Exponential smoothing;
Keywords: C11; C15; C53; E37; Density forecast combination; Survey forecast; Bayesian filtering; Sequential Monte Carlo;
Keywords: J63; J64; C51; C53; Unemployment; Search theory; Vacancies; Matching efficiency; Econometric models;
Keywords: C14; C22; C53; Realized volatility; Quantile regression; Density forecast; Value-at-risk;
Keywords: C53; D8; D84; E27; E42; E52; G12; G14; New Keynesian Model; Heterogenous beliefs; Market state of belief; Bayesian learning; Updating beliefs; Rational beliefs; Monetary policy rule;
Keywords: G11; G17; C53; C58; High and low prices; Range; Fractional cointegration; Exit/entry trading signals; Chart/technical analysis;
Keywords: C22; C53; G11; G12; Stock returns; Predictability; Regime switching; Uncertainty; Time-varying predictability;
Keywords: C13; C22; C53; Volatility forecast; Realized volatility; Risk-neutral skewness;
Keywords: C12; C22; C52; C53; C55; Factor model; Idiosyncratic component; Inference; Confidence intervals;
Keywords: C22; C52; C53; E17; Forecast bias; Asymmetric loss function; Expectations; SPF; Bloomberg survey;
Keywords: C53; C65; G14; G15; Efficient market hypothesis (EMH); CDS; Permutation entropy;
Keywords: Risk management; Maximum drawdown; ARMA-GARCH; Simulations; C14; C15; C53; C58; G32;
Keywords: C32; C53; E370; L73; Q230; Forecasts for German forest sector; Forest sector models; VECM; Raw timber; German timber market;
Keywords: C53; E17; O47Long-term economic growth; Environmental pressure; Optimal path; Convergence; Divergence
Keywords: C53; E44Volatility of gold-price fluctuations; Forecasting; Boosting approach
Keywords: C22; C53; G11; G12; G17Volatility forecasting; U.S. economic variables; Out-of-sample forecasting; Combination forecast; Chinese stock market
Keywords: C13; C32; C53; E17; Systemic risk contribution; Risk rankings; Forecast combination; Financial regulation; Banking supervision;
Keywords: C32; C53; R30House prices; Dynamic model averaging; Forecasting; Europe
Keywords: C53; G14; Q54; Q58Cap-and-trade; EU ETS; Allowance supply; Political uncertainty; Event study; Bayesian
Keywords: C33; C53; D31; G01Early warning indicators; Bank loans; Income inequality; Fixed effects logit
Keywords: Artificial neural networks; Realized volatility; Multiple-step-ahead forecasts; Energy marketsC14; C53; G17
Keywords: C53; E17; E27; E37; F17EOS, end-of-sample vintage; FOMC, Federal Open Market Committee; MDE, mean directional error; RTV, real-time vintageBayesian model averaging; Federal Open Market Committee; Forecast accuracy; Greenbook; National income and product a
Keywords: Foreclosures; Mortgage repossessions; Mortgage payment delinquencies; Mortgage arrears; Credit risk stress testing; Latent variables modelG21; G28; G17; R28; R21; C51; C53; E27
Keywords: C53; E44Quantile regression; Forecasting; Asymmetric loss; Gold returns
Keywords: Equity premium; Eurozone; ForecastC22; C53; G11; G17
Keywords: C53; C22; G17Macro announcements; Long memory; Linearity; Heterogeneity; Jumps
Keywords: Equity premium predictability; Factor models; Macroeconomic variables; Adaptive Lasso; Sign restrictions; Forecast combination; Asset allocation; G12; G17; C53; E44;
Forecasting the KOSPI200 spot volatility using various volatility measures
Keywords: C52; C53; G14; G15; Encompassing regression; GARCH; Implied volatility; Volatility forecasting; VKOSPI;
Forecasting realized volatility based on the truncated two-scales realized volatility estimator (TTSRV): Evidence from China's stock market
Keywords: Realized volatility; Truncated two-scale; Forecast; C22; C52; C53;
Can Google econometrics predict unemployment? Evidence from Spain
Keywords: E24; E27; J64; G17; C53; Google econometrics; Unemployment; Spain; Forecasting;
Individual-specific point and interval conditional estimates of latent class logit parameters
Keywords: Discrete choice; Discrete heterogeneity; Random parameters; Standard errors; C25; C53;
Forecasting with DSGE models: What frictions are important?
Keywords: C11; C53; D58; E37; DSGE model; Macroeconomic forecasting; Forecast evaluation; Model confidence set;
Stochastic convergence in per capita CO2 emissions. An approach from nonlinear stationarity analysis
Keywords: C12; C22; C53; Q28; Q53; Q56; Stationarity testing; Quadratic trends; Structural change; Smooth transition; Stochastic convergence; β-convergence; Per capita CO2 emissions;
Modelling stock price-exchange rate nexus in OECD countries: A new perspective
Keywords: OECD; Stock price; Exchange rate; Portfolio balance theory; Asymmetry; Global financial crisis; C53; F31; G11;
Natural gas consumption forecast with MARS and CMARS models for residential users
Keywords: C02; C53; C6; C61; C14; E17; Natural gas consumption; Multivariate Adaptive Regression Splines; Conic Multivariate Adaptive Regression Splines; Conic Quadratic Programming; Multiple Linear Regression; Neural Network; One-day ahead forecasting;
Model Complexity and Out-of-Sample Performance: Evidence from S&P 500 Index Returns
Keywords: Out-of-sample specification tests; Jump-diffusion models; Lévy-jump models; Non-affine variance models; Forecasting; G12; G15; C53;
Forecasting the WTI crude oil price by a hybrid-refined method
Keywords: C11; C15; C53; E31; Q43; Q47; Crude oil price; Combination forecasting; PPM; BMA; TVTP-MRS; TVP-STSM;