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person:"Marcellino, Massimiliano"
subject:"Prognoseverfahren"
~language:"eng"
~person:"Gupta, Rangan"
~subject:"Theory"
~type_genre:"Working Paper"
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Prognoseverfahren
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Schätzung
130
Estimation
129
Forecasting model
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USA
53
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53
Theorie
36
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28
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28
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26
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Marcellino, Massimiliano
Gupta, Rangan
Pesaran, M. Hashem
49
Härdle, Wolfgang
44
Caporale, Guglielmo Maria
42
Gil-Alaña, Luis A.
39
McAleer, Michael
33
Kilian, Lutz
29
Hautsch, Nikolaus
28
Koopman, Siem Jan
26
Pierdzioch, Christian
26
Berg, Gerard J. van den
24
Timmermann, Allan
24
Heckman, James J.
22
Rubio-Ramírez, Juan Francisco
22
Huber, Florian
21
Jenkins, Stephen
20
Schorfheide, Frank
20
Blundell, Richard W.
19
Clark, Todd E.
18
Kapetanios, George
18
Baumeister, Christiane
17
Döpke, Jörg
17
Herwartz, Helmut
17
Jordà, Òscar
17
Kim, Hyeongwoo
17
Basu, Susanto
16
Dijk, Herman K. van
16
Franses, Philip Hans
16
Linton, Oliver
16
Lucas, André
16
Mittnik, Stefan
16
Belke, Ansgar
15
Belzil, Christian
15
Egger, Peter
15
Gylfi Zoega
15
Lütkepohl, Helmut
15
Ravazzolo, Francesco
15
Rose, Andrew
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Teulings, Coen N.
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Innocenzo Gasparini Institute for Economic Research <Mailand>
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Department of Economics working paper series
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ECONIS (ZBW)
75
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1
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:
2
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:
3
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
Saved in:
4
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443108
Saved in:
5
Forecasting volatility of commodity, currency, and stock markets : evidence from Markov switching multifractal models
Liu, Ruipeng
;
Segnon, Mawuli
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014448138
Saved in:
6
Investigating growth at risk using a multi-country non-parametric quantile factor model
Clark, Todd E.
;
Huber, Florian
;
Koop, Gary
;
Marcellino, …
-
2023
Persistent link: https://www.econbiz.de/10014316039
Saved in:
7
Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
-
2023
Persistent link: https://www.econbiz.de/10014304985
Saved in:
8
Forecasting returns of major cryptocurrencies : evidence from regime-switching factor models
Bouri, Elie
;
Christou, Christina
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10012820409
Saved in:
9
Climate risks and predictability of the trading volume of gold : evidence from an INGARCH model
Karmakar, Sayar
;
Gupta, Rangan
;
Ҫepni, Oğuzhan
; …
-
2022
Persistent link: https://www.econbiz.de/10013366552
Saved in:
10
Climate risks and forecastability of the weekly state-level economic conditions of the United States
Ҫepni, Oğuzhan
;
Gupta, Rangan
;
Liao, Wenting
;
Ma, Jun
-
2022
Persistent link: https://www.econbiz.de/10013435217
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