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person:"Swanson, Norman R."
subject:"Prognoseverfahren"
~person:"Chinn, Menzie David"
~person:"Gupta, Rangan"
~subject:"Schätztheorie"
~subject:"United States"
~subject:"Volatilität"
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Prognoseverfahren
Schätztheorie
United States
Volatilität
Schätzung
398
Estimation
397
USA
131
Forecasting model
127
Volatility
87
Capital income
80
Kapitaleinkommen
80
Börsenkurs
75
Share price
75
Time series analysis
68
Zeitreihenanalyse
68
Theorie
67
Theory
67
Welt
66
World
66
Risiko
57
Risk
57
Aktienmarkt
50
Stock market
50
Wechselkurs
44
VAR model
43
VAR-Modell
43
Exchange rate
42
Kaufkraftparität
41
Purchasing power parity
41
Inflation
39
Schock
38
Shock
38
Geldpolitik
35
Monetary policy
35
Economic growth
33
Wirtschaftswachstum
33
Cointegration
28
Immobilienpreis
28
Kointegration
28
Real estate price
28
Climate change
27
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Undetermined
105
Free
99
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Article
140
Book / Working Paper
103
Type of publication (narrower categories)
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Article in journal
136
Aufsatz in Zeitschrift
136
Arbeitspapier
75
Working Paper
75
Graue Literatur
74
Non-commercial literature
74
Aufsatz im Buch
5
Book section
5
Conference paper
1
Konferenzbeitrag
1
Reprint
1
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Language
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English
243
Author
All
Swanson, Norman R.
Chinn, Menzie David
Gupta, Rangan
Caporale, Guglielmo Maria
151
McAleer, Michael
110
Gil-Alaña, Luis A.
98
Pesaran, M. Hashem
96
Heckman, James J.
80
Marcellino, Massimiliano
80
Pierdzioch, Christian
79
Koopman, Siem Jan
65
Diebold, Francis X.
63
Bollerslev, Tim
61
Belke, Ansgar
60
Härdle, Wolfgang
60
Wohar, Mark E.
58
Herwartz, Helmut
56
Bahmani-Oskooee, Mohsen
54
Hautsch, Nikolaus
53
Kapetanios, George
52
McMillan, David G.
51
Engle, Robert F.
49
Schorfheide, Frank
49
Timmermann, Allan
49
Cheung, Yin-Wong
47
Balcilar, Mehmet
46
Döpke, Jörg
45
Gao, Jiti
45
Kilian, Lutz
45
Hamermesh, Daniel S.
42
Miller, Stephen M.
42
Koop, Gary
41
Linton, Oliver
39
Todorov, Viktor
39
Mumtaz, Haroon
37
Franses, Philip Hans
36
Ghysels, Eric
35
Huber, Florian
35
Lütkepohl, Helmut
35
Ma, Feng
35
Narayan, Paresh Kumar
35
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Federal Reserve Bank of San Francisco / Center for Pacific Basin Monetary and Economic Studies
1
Rutgers University / Department of Economics
1
Social Systems Research Institute
1
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All
Department of Economics working paper series
32
Working papers / University of Connecticut, Department of Economics
11
The North American journal of economics and finance : a journal of financial economics studies
10
Working papers / Rutgers University, Department of Economics
8
Finance research letters
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Working paper / National Bureau of Economic Research, Inc.
7
Applied economics letters
6
Economic modelling
5
Economics letters
5
International review of economics & finance : IREF
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
International journal of finance & economics : IJFE
4
Journal of international money and finance
4
NBER Working Paper
4
Applied economics
3
Economics and Business Letters : EBL
3
International journal of forecasting
3
Journal of forecasting
3
Journal of policy modeling : JPMOD ; a social science forum of world issues
3
Open economies review
3
Research in international business and finance
3
The European journal of finance
3
Applied financial economics
2
CESifo working papers
2
Economics, management and financial markets
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Energy economics
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of economics and finance
2
Journal of macroeconomics
2
Journal of multinational financial management
2
Structural change and economic dynamics : SC+ED
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
BIS Working Paper
1
BIS working papers
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
CESifo Working Paper Series
1
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
1
Cardiff economics working papers
1
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ECONIS (ZBW)
243
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1
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:
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
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:
4
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:
5
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:
6
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:
7
Housing search activity and quantiles-based predictability of housing price movements in the United States
Gupta, Rangan
;
Moodley, Damien
-
2023
Persistent link: https://www.econbiz.de/10014443107
Saved in:
8
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:
9
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:
10
Predicting multi-scale positive and negative stock market bubbles in a panel of G7 countries : the role of oil price uncertainty
Van Eyden, Reneé
;
Gupta, Rangan
;
Sheng, Xin
;
Nielsen, …
-
2023
Persistent link: https://www.econbiz.de/10014369400
Saved in:
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