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person:"Marcellino, Massimiliano"
subject:"Prognoseverfahren"
~person:"Fritsche, Ulrich"
~person:"Gupta, Rangan"
~type_genre:"Graue Literatur"
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Prognoseverfahren
Schätzung
170
Estimation
169
Forecasting model
74
USA
55
United States
55
Theorie
42
Theory
42
Volatility
30
Volatilität
30
VAR model
29
VAR-Modell
29
Risiko
28
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28
Time series analysis
28
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28
Frühindikator
26
Leading indicator
26
Deutschland
25
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25
Welt
21
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20
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20
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19
Economic indicator
18
Estimation theory
18
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18
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17
Shock
17
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16
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Free
50
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74
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Graue Literatur
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75
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75
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75
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74
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English
73
German
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Marcellino, Massimiliano
Fritsche, Ulrich
Gupta, Rangan
McAleer, Michael
26
Clark, Todd E.
17
Huber, Florian
17
Kilian, Lutz
17
Baumeister, Christiane
16
Härdle, Wolfgang
16
Pesaran, M. Hashem
14
Pierdzioch, Christian
14
Timmermann, Allan
14
Siliverstovs, Boriss
13
Franses, Philip Hans
12
Döpke, Jörg
11
Herwartz, Helmut
11
Kim, Hyeongwoo
11
Schorfheide, Frank
11
Cholodilin, Konstantin Arkadʹevič
10
Kapetanios, George
10
Koop, Gary
10
Kunst, Robert M.
10
Ravazzolo, Francesco
10
Rossi, Barbara
9
Wolters, Maik H.
9
Carriero, Andrea
8
Craig, Ben R.
8
Diebold, Francis X.
8
Guidolin, Massimo
8
Guérin, Pierre
8
Jumah, Adusei
8
Koopman, Siem Jan
8
Lux, Thomas
8
Asai, Manabu
7
Audrino, Francesco
7
Breitung, Jörg
7
Caporin, Massimiliano
7
Cheung, Yin-Wong
7
Medeiros, Marcelo C.
7
Mönch, Emanuel
7
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Innocenzo Gasparini Institute for Economic Research <Mailand>
2
European University Institute / Department of Law
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Department of Economics working paper series
19
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11
Discussion papers / CEPR
6
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5
DEP (Socioeconomics) discussion papers : macroeconomics and finance series
4
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4
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3
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ECONIS (ZBW)
74
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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
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
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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