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person:"Hayo, Bernd"
subject:"Geldpolitik"
~person:"Christiano, Lawrence J."
~person:"Gupta, Rangan"
~person:"Müller, Gernot J."
~subject:"Forecasting model"
~subject:"Stock market"
~subject:"United States"
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Geldpolitik
Forecasting model
Stock market
United States
Schätzung
442
Estimation
441
USA
132
Monetary policy
93
Volatility
92
Volatilität
92
Prognoseverfahren
88
Capital income
85
Kapitaleinkommen
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Welt
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284
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Hayo, Bernd
Christiano, Lawrence J.
Gupta, Rangan
Müller, Gernot J.
Caporale, Guglielmo Maria
160
Gil-Alaña, Luis A.
107
Belke, Ansgar
86
Marcellino, Massimiliano
71
Pesaran, M. Hashem
69
Heckman, James J.
66
Pierdzioch, Christian
66
McAleer, Michael
64
Wohar, Mark E.
57
Schorfheide, Frank
56
Timmermann, Allan
47
Balcilar, Mehmet
46
Diebold, Francis X.
46
McMillan, David G.
46
Zaremba, Adam
45
Koopman, Siem Jan
44
Siklos, Pierre L.
44
Bollerslev, Tim
43
Kilian, Lutz
43
Hamermesh, Daniel S.
42
Chinn, Menzie David
41
Engle, Robert F.
40
Cheung, Yin-Wong
39
Eickmeier, Sandra
39
Herwartz, Helmut
39
Miller, Stephen M.
39
Mumtaz, Haroon
39
Bahmani-Oskooee, Mohsen
38
Huber, Florian
37
Härdle, Wolfgang
37
Galí, Jordi
36
Ma, Feng
36
Narayan, Paresh Kumar
35
Leeper, Eric M.
34
Tiwari, Aviral Kumar
34
Karanassou, Marika
33
Wolters, Jürgen
33
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National Bureau of Economic Research
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Department of Economics working paper series
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The North American journal of economics and finance : a journal of financial economics studies
11
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9
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8
Research in international business and finance
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
6
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5
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5
Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
International review of economics & finance : IREF
5
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4
International finance discussion papers
4
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2
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2
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ECONIS (ZBW)
284
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284
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1
The effects of uncertainty on economic conditions across US states : the role of climate risks
Sheng, Xin
;
Gupta, Rangan
;
Liao, Wenting
;
Cepni, Oguzhan
-
2024
Persistent link: https://www.econbiz.de/10014505055
Saved in:
2
Forecasting gold returns volatility over 1258-2023 : the role of moments
Muddana, Thanoj K.
;
Bhimreddy, Komal S. R.
;
Majumdar, …
-
2024
Persistent link: https://www.econbiz.de/10014536233
Saved in:
3
Long-span multi-layer spillovers between moments of advanced equity markets : the role of climate risks
Foglia, Matteo
;
Plakandaras, Vasilios
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014515694
Saved in:
4
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
5
Can municipal bonds hedge US state-level climate risks?
Polat, Onur
;
Gupta, Rangan
;
Cepni, Oguzhan
;
Ji, Qiang
-
2024
Persistent link: https://www.econbiz.de/10014521269
Saved in:
6
Climate risks and forecastability of US inflation : evidence from dynamic quantile model averaging
Luo, Jiawen
;
Fu, Shengjie
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014529004
Saved in:
7
Does climate policy uncertainty affect tourism demand? : evidence from time-varying causality tests
Apergēs, Nikolaos
;
Gavriilidis, Konstantinos
;
Gupta, Rangan
- In:
Tourism economics : the business and finance of tourism …
29
(
2023
)
6
,
pp. 1484-1498
Persistent link: https://www.econbiz.de/10014384510
Saved in:
8
Estimating policy-corrected long-term and short-term tax elasticities for the USA, Germany, and the United Kingdom
Hayo, Bernd
;
Mierzwa, Sascha
;
Ünal, Umut
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
1
,
pp. 465-504
Persistent link: https://www.econbiz.de/10014226297
Saved in:
9
The role of oil and risk shocks in the high-frequency movements of the term structure of interest rates : evidence from the U.S. Treasury market
Gupta, Rangan
;
Shahzad, Syed Jawad Hussain
;
Sheng, Xin
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1845-1857
Persistent link: https://www.econbiz.de/10014253453
Saved in:
10
Economic conditions and predictability of US stock returns volatility : local factor versus national factor in a GARCH-MIDAS model
Salisu, Afees A.
;
Liao, Wenting
;
Gupta, Rangan
;
Cepni, …
-
2023
Persistent link: https://www.econbiz.de/10014329743
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