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person:"Zimmermann, Klaus F."
subject:"Zeitreihenanalyse"
~person:"Chang, Tsangyao"
~person:"Gupta, Rangan"
~person:"Swanson, Norman R."
~subject:"United States"
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Zeitreihenanalyse
United States
Schätzung
484
Estimation
482
Forecasting model
121
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121
USA
113
Time series analysis
98
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87
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87
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English
178
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Zimmermann, Klaus F.
Chang, Tsangyao
Gupta, Rangan
Swanson, Norman R.
Gil-Alaña, Luis A.
210
Caporale, Guglielmo Maria
206
Heckman, James J.
65
Koopman, Siem Jan
61
Pesaran, M. Hashem
61
McAleer, Michael
54
Bahmani-Oskooee, Mohsen
44
Marcellino, Massimiliano
44
Hamermesh, Daniel S.
42
Miller, Stephen M.
41
Bollerslev, Tim
38
Diebold, Francis X.
36
Gil-Alana, Luis A.
36
Timmermann, Allan
34
Wohar, Mark E.
34
Belke, Ansgar
33
Watson, Mark W.
33
Balcilar, Mehmet
32
Engle, Robert F.
32
Härdle, Wolfgang
32
Kapetanios, George
31
Kilian, Lutz
31
Koop, Gary
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Tiwari, Aviral Kumar
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Basu, Susanto
30
Hautsch, Nikolaus
30
Eickmeier, Sandra
29
Gao, Jiti
29
Glaeser, Edward L.
29
Karanassou, Marika
29
Neumark, David
29
Schorfheide, Frank
29
Weber, Enzo
29
Cheung, Yin-Wong
28
Malley, James R.
28
Chan, Joshua
27
Chinn, Menzie David
27
Lütkepohl, Helmut
27
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The North American journal of economics and finance : a journal of financial economics studies
7
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5
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4
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ECONIS (ZBW)
180
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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
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:
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
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:
5
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:
6
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:
7
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:
8
The effects of climate risks on economic activity in a panel of US states : the role of uncertainty
Sheng, Xin
;
Gupta, Rangan
;
Çepni, Oğuzhan
-
2022
Persistent link: https://www.econbiz.de/10012803668
Saved in:
9
Persistence of state-level uncertainty of the United States : the role of climate risks
Sheng, Xin
;
Gupta, Rangan
;
Çepni, Oğuzhan
-
2022
Persistent link: https://www.econbiz.de/10012806400
Saved in:
10
Technical Appendix to Consistent Estimation, Variable Selection, and Forecasting in FAVAR Models
Chao, John C.
;
Swanson, Norman R.
-
2022
Persistent link: https://www.econbiz.de/10013306503
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