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source:"econis"
subject:"Theorie"
~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of forecasting"
~isPartOf:"Macroeconomic dynamics"
~isPartOf:"Open economies review"
~person:"Apostolakis, George N."
~person:"Attanasio, Orazio P."
~person:"Balcilar, Mehmet"
~person:"Brooks, Robert"
~person:"Camarero Olivas, Mariam"
~person:"Gupta, Rangan"
~person:"Lindé, Jesper"
~person:"McAleer, Michael"
~person:"Pierdzioch, Christian"
~person:"Semmler, Willi"
~person:"Serletis, Apostolos"
~person:"Timmermann, Allan"
~subject:"Bayesian shrinkage"
~subject:"Forecasting model"
~subject:"Hedging"
~subject:"Real estate price"
~subject:"Schätzung"
~subject:"USA"
~subject:"VAR model"
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Theorie
Bayesian shrinkage
Forecasting model
Hedging
Real estate price
Schätzung
USA
VAR model
Estimation
72
Volatility
25
Volatilität
25
Capital income
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Apostolakis, George N.
Attanasio, Orazio P.
Balcilar, Mehmet
Brooks, Robert
Camarero Olivas, Mariam
Gupta, Rangan
Lindé, Jesper
McAleer, Michael
Pierdzioch, Christian
Semmler, Willi
Serletis, Apostolos
Timmermann, Allan
Koopman, Siem Jan
38
Nijkamp, Peter
22
Lucas, André
21
Groot, Henri L. F. de
16
Bos, Charles S.
13
Engle, Robert F.
13
Ommeren, Jos van
13
Praag, Bernard M. S. van
13
Wohar, Mark E.
13
Dijk, Herman K. van
12
Berg, Gerard J. van den
11
Gil-Alaña, Luis A.
11
Pozzi, Lorenzo
11
Teulings, Coen N.
11
Praag, Mirjam van
10
Alessie, Rob
9
Blasques, Francisco
9
Dijk, Dick van
9
Lee, Chien-chiang
9
Thurik, Adriaan R.
9
Ferrer-i-Carbonell, Ada
8
Granger, C. W. J.
8
Klaauw, Bas van der
8
Chang, Chia-Lin
7
Francois, Joseph F.
7
Franses, Philip Hans
7
Hartog, Joop
7
Herwartz, Helmut
7
Holmes, Mark J.
7
Hoogerheide, Lennart
7
Klaassen, Franc
7
Lindeboom, Maarten
7
Rietveld, Piet
7
Vries, Casper G. de
7
Wijnbergen, Sweder van
7
Xuan Vinh Vo
7
Allen, David E.
6
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Discussion paper / Department of Economics, University of California San Diego
Discussion paper / Tinbergen Institute
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
International review of economics & finance : IREF
Journal of forecasting
Macroeconomic dynamics
Open economies review
Department of Economics working paper series
38
Econometric Institute research papers
38
Working paper
29
Applied economics
19
Kiel working paper
19
Kieler Arbeitspapiere
18
The North American journal of economics and finance : a journal of financial economics studies
16
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12
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Sveriges Riksbank working paper series
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Research in international business and finance
9
Economic modelling
8
NBER working paper series
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
International journal of finance & economics : IJFE
7
Journal of international financial markets, institutions & money
7
Journal of macroeconomics
7
CESifo working papers
6
Econometric reviews
6
Energy economics
6
Cambridge working papers in economics
5
Diskussionsarbeit
5
Empirica : journal of european economics
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
Journal of econometrics
5
The European journal of finance
5
Discussion paper series / LSE Financial Markets Group
4
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ECONIS (ZBW)
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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
Macro-financial effects of monetary policy easing
Apostolakis, George N.
;
Giannellis, Nikolaos
; …
- In:
Journal of forecasting
42
(
2023
)
3
,
pp. 715-738
Persistent link: https://www.econbiz.de/10014292226
Saved in:
3
Estimating U.S. housing price network connectedness : evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models
Gabauer, David
;
Gupta, Rangan
;
Marfatia, Hardik A.
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 349-362
Persistent link: https://www.econbiz.de/10014446771
Saved in:
4
Macroeconomic fluctuations in the United States : the role of monetary and fiscal policy shocks
Dery, Cosmas
;
Serletis, Apostolos
- In:
Open economies review
34
(
2023
)
5
,
pp. 961-977
Persistent link: https://www.econbiz.de/10014439842
Saved in:
5
The ENSO cycle and forecastability of global inflation and output growth : evidence from standard and mixed-frequency multivariate singular spectrum analyses
Yeganegi, Mohammad Reza
;
Hassani, Hossein
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1690-1707
Persistent link: https://www.econbiz.de/10014432753
Saved in:
6
Is there a national housing market bubble brewing in the United States?
Gupta, Rangan
;
Ma, Jun
;
Theodoridis, Konstantinos
; …
- In:
Macroeconomic dynamics
27
(
2023
)
8
,
pp. 2191-2228
Persistent link: https://www.econbiz.de/10014436663
Saved in:
7
Market shocks in the G7 countries
Azad, Nahiyan
;
Serletis, Apostolos
- In:
Open economies review
33
(
2022
)
1
,
pp. 33-60
Persistent link: https://www.econbiz.de/10013172019
Saved in:
8
The role of investor sentiment in forecasting housing returns in China : a machine learning approach
Cepni, Oguzhan
;
Gupta, Rangan
;
Onay, Yigit
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1725-1740
Persistent link: https://www.econbiz.de/10013465745
Saved in:
9
Dependence structure between money and economic activity : a Markov-switching copula VEC approach
Serletis, Apostolos
;
Xu, Libo
- In:
Macroeconomic dynamics
26
(
2022
)
8
,
pp. 2141-2160
Persistent link: https://www.econbiz.de/10013469790
Saved in:
10
Credit cards, the demand for money, and monetary aggregation
Liu, Jinan
;
Serletis, Apostolos
- In:
Macroeconomic dynamics
26
(
2022
)
8
,
pp. 2161-2203
Persistent link: https://www.econbiz.de/10013469791
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