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source:"econis"
subject:"Theorie"
~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:"Journal of macroeconomics"
~person:"Apostolakis, George N."
~person:"Attanasio, Orazio P."
~person:"Gupta, Rangan"
~person:"Lindé, Jesper"
~person:"McAleer, Michael"
~person:"Pierdzioch, Christian"
~person:"Semmler, Willi"
~person:"Serletis, Apostolos"
~person:"Timmermann, Allan"
~person:"Wang, Yudong"
~subject:"Bayesian shrinkage"
~subject:"Business cycle"
~subject:"Hedging"
~subject:"Real estate price"
~subject:"Schätzung"
~subject:"VAR-Modell"
~type_genre:"Article in journal"
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Theorie
Bayesian shrinkage
Business cycle
Hedging
Real estate price
Schätzung
VAR-Modell
Estimation
33
Forecasting model
14
Prognoseverfahren
14
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Apostolakis, George N.
Attanasio, Orazio P.
Gupta, Rangan
Lindé, Jesper
McAleer, Michael
Pierdzioch, Christian
Semmler, Willi
Serletis, Apostolos
Timmermann, Allan
Wang, Yudong
Wohar, Mark E.
12
Gil-Alaña, Luis A.
10
Lee, Chien-chiang
8
Xuan Vinh Vo
7
Egger, Peter
6
Holmes, Mark J.
6
Salisu, Afees A.
6
Balcilar, Mehmet
5
Baltagi, Badi H.
5
Hayo, Bernd
5
Herwartz, Helmut
5
Kutan, Ali Mustafa
5
Miller, Stephen M.
5
Xie, Zixiong
5
Beckmann, Joscha
4
Caporale, Guglielmo Maria
4
Chang, Tsangyao
4
Chen, Shyh-Wei
4
Hammoudeh, Shawkat
4
Junttila, Juha
4
Kempa, Bernd
4
Kim, Hyeongwoo
4
Korhonen, Marko
4
Kumbhakar, Subal
4
Yin, Libo
4
Österholm, Pär
4
Aguiar-Conraria, Luís
3
Arize, Augustine Chuck
3
Balli, Faruk
3
Belaire-Franch, Jorge
3
Berger, Tino
3
Bohl, Martin T.
3
Brooks, Robert
3
Camarero Olivas, Mariam
3
Caporin, Massimiliano
3
Chan, Ngai Hang
3
Chen, Shiu-sheng
3
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
International review of economics & finance : IREF
Journal of forecasting
Journal of macroeconomics
Applied economics
17
The North American journal of economics and finance : a journal of financial economics studies
16
Energy economics
14
Finance research letters
12
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11
Macroeconomic dynamics
11
Applied economics letters
10
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9
Research in international business and finance
9
Open economies review
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
Econometric reviews
6
Applied financial economics
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
Journal of econometrics
5
The European journal of finance
5
International journal of forecasting
4
Journal of economic dynamics & control
4
Journal of empirical finance
4
Economic systems
3
Economics and Business Letters : EBL
3
Empirica : journal of european economics
3
Journal of applied econometrics
3
Journal of economic behavior & organization : JEBO
3
Journal of economic studies
3
Journal of financial economics
3
Journal of international financial markets, institutions & money
3
Journal of multinational financial management
3
Journal of policy modeling : JPMOD ; a social science forum of world issues
3
Journal of risk and financial management : JRFM
3
Structural change and economic dynamics : SC+ED
3
The American economic review
3
The economic journal : the journal of the Royal Economic Society
3
The energy journal
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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
Out-of-sample volatility prediction : rolling window, expanding window, or both?
Feng, Yuqing
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 567-582
Persistent link: https://www.econbiz.de/10014532353
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
Exchange rate predictability with nine alternative models for BRICS countries
Salisu, Afees A.
;
Gupta, Rangan
;
Kim, Won Joong
- In:
Journal of macroeconomics
71
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013328218
Saved in:
7
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:
8
Uncertainty and the predictability of stock returns
Cai, Wensheng
;
Pan, Zhiyuan
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
4
,
pp. 765-792
Persistent link: https://www.econbiz.de/10013287857
Saved in:
9
On bank return and volatility spillovers : identifying transmitters and receivers during crisis periods
Apostolakis, George N.
;
Floros, Christos
;
Giannellis, …
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 156-176
Persistent link: https://www.econbiz.de/10013542907
Saved in:
10
Good oil volatility, bad oil volatility, and stock return predictability
Xiao, Jihong
;
Wang, Yudong
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 953-966
Persistent link: https://www.econbiz.de/10013342796
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