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language:"nor"
subject:"Estimation"
~isPartOf:"Applied economics letters"
~isPartOf:"CAMA working paper series"
~isPartOf:"Finance research letters"
~isPartOf:"Kieler Arbeitspapiere"
~language:"bos"
~language:"eng"
~language:"fra"
~language:"hun"
~language:"rus"
~person:"Pesaran, M. Hashem"
~person:"Pierdzioch, Christian"
~person:"Riphahn, Regina T."
~person:"Su, Chi-Wei"
~subject:"Capital income"
~subject:"Makroökonometrie"
~subject:"Share price"
~subject:"USA"
~subject:"Volatilität"
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Estimation
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45
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14
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14
Einheitswurzeltest
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Pesaran, M. Hashem
Pierdzioch, Christian
Riphahn, Regina T.
Su, Chi-Wei
Chang, Tsangyao
35
Buch, Claudia M.
18
Döpke, Jörg
17
Gupta, Rangan
17
Chan, Joshua
15
Gil-Alaña, Luis A.
15
Tiwari, Aviral Kumar
11
Bahmani-Oskooee, Mohsen
10
Caporale, Guglielmo Maria
10
Wong, Benjamin
10
Woessmann, Ludger
9
Bhaskara Rao, Buddhavarapu
8
Chang, Hsu-Ling
8
Gottschalk, Jan
8
Gundlach, Erich
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Haque, Qazi
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Wagner, Joachim
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Afonso, António
7
Fry-McKibbin, Renée
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Huang, Ho-chuan
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Lee, Chia-hao
7
Thornton, John
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Castelnuovo, Efrem
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Ma, Feng
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Nunnenkamp, Peter
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Sosvilla-Rivero, Simón
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Eisenstat, Eric
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Hamori, Shigeyuki
5
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ECONIS (ZBW)
45
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1
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45
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1
A counterfactual economic analysis of Covid-19 using a threshold augmented multi-country model
Chudik, Alexander
;
Mohaddes, Kamiar
;
Pesaran, M. Hashem
; …
-
2020
Persistent link: https://www.econbiz.de/10012533916
Saved in:
2
Oil tail risks and the forecastability of the realized variance of oil-price : evidence from over 150 years of data
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013341577
Saved in:
3
Business-cycle reports and the efficiency of macroeconomic forecasts for Germany
Foltas, Alexander
;
Pierdzioch, Christian
- In:
Applied economics letters
29
(
2022
)
10
,
pp. 867-872
Persistent link: https://www.econbiz.de/10013411808
Saved in:
4
Identifying global and national output and fiscal policy shocks using a GVAR
Chudik, Alexander
;
Pesaran, M. Hashem
;
Mohaddes, Kamiar
-
2019
Persistent link: https://www.econbiz.de/10012223662
Saved in:
5
A note on investor happiness and the predictability of realized volatility of gold
Bonato, Matteo
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
Finance research letters
39
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012805333
Saved in:
6
A note on oil price shocks and the forecastability of gold realized volatility
Demirer, Rıza
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
Applied economics letters
28
(
2021
)
21
,
pp. 1889-1897
Persistent link: https://www.econbiz.de/10012697706
Saved in:
7
The predictive value of inequality measures for stock returns : an analysis of long-span UK data using quantile random forests
Gupta, Rangan
;
Pierdzioch, Christian
;
Vivian, Andrew J.
; …
- In:
Finance research letters
29
(
2019
),
pp. 315-322
Persistent link: https://www.econbiz.de/10012419133
Saved in:
8
On REIT returns and (un-)expected inflation : empirical evidence based on Bayesian additive regression trees
Pierdzioch, Christian
;
Risse, Marian
;
Gupta, Rangan
; …
- In:
Finance research letters
30
(
2019
),
pp. 160-169
Persistent link: https://www.econbiz.de/10012420355
Saved in:
9
On the short-term predictability of stock returns : a quantile boosting approach
Demirer, Rıza
;
Pierdzioch, Christian
;
Zhang, Huacheng
- In:
Finance research letters
22
(
2017
),
pp. 35-41
Persistent link: https://www.econbiz.de/10011807952
Saved in:
10
Measuring the cyclicality of labour market flows using individual transitions
Riphahn, Regina T.
;
Schrader, Rebecca
- In:
Applied economics letters
24
(
2017
)
7/9
,
pp. 643-647
Persistent link: https://www.econbiz.de/10011713075
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