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source:"econis"
subject:"Theorie"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of forecasting"
~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"
~person:"Wu, Chunchi"
~person:"Wu, Po-chin"
~person:"Yin, Libo"
~subject:"Bayesian shrinkage"
~subject:"Business cycle"
~subject:"Forecasting model"
~subject:"Real estate price"
~subject:"Schätzung"
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Theorie
Bayesian shrinkage
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Schätzung
Estimation
33
Capital income
16
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16
Prognoseverfahren
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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
Wu, Chunchi
Wu, Po-chin
Yin, Libo
Gil-Alaña, Luis A.
8
Wohar, Mark E.
7
Xuan Vinh Vo
7
Balcilar, Mehmet
6
Apergēs, Nikolaos
5
Salisu, Afees A.
5
Chen, Shyh-Wei
4
Hammoudeh, Shawkat
4
Kutan, Ali Mustafa
4
Lee, Chien-chiang
4
Sosvilla-Rivero, Simón
4
Xie, Zixiong
4
Arize, Augustine Chuck
3
Balli, Faruk
3
Beckmann, Joscha
3
Brooks, Robert
3
Caporin, Massimiliano
3
Chan, Ngai Hang
3
Chang, Tsangyao
3
Chiang, Thomas C.
3
Giannellis, Nikolaos
3
Holmes, Mark J.
3
Härdle, Wolfgang
3
Kang, Sang Hoon
3
Karathanasopoulos, Andreas
3
Malindretos, John
3
Mensi, Walid
3
Miller, Stephen M.
3
Narayan, Seema
3
Otero, Jesús G.
3
Shi, Yanlin
3
Zeaiter, Hussein
3
Zhang, Yaojie
3
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
International review of economics & finance : IREF
Journal of forecasting
Econometric Institute research papers
38
Department of Economics working paper series
37
Working paper
29
Applied economics
20
Kiel working paper
19
Discussion paper / Tinbergen Institute
18
Kieler Arbeitspapiere
18
Energy economics
17
The North American journal of economics and finance : a journal of financial economics studies
17
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15
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
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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
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5
CESifo working papers
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Cambridge working papers in economics
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Diskussionsarbeit
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The European journal of finance
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The empirical economics letters : a monthly international journal of economics
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Discussion paper series / LSE Financial Markets Group
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International journal of forecasting
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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
Inflation uncertainty
Serletis, Apostolos
;
Xu, Libo
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 1903-1920
Persistent link: https://www.econbiz.de/10014520073
Saved in:
6
Forecasting the equity premium using weighted regressions : Does the jump variation help?
Zhang, Zhikai
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 2049-2082
Persistent link: https://www.econbiz.de/10014520108
Saved in:
7
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:
8
Productivity and GDP : international evidence of persistence and trends over 130 years of data
Gil-Alaña, Luis A.
;
Solarin Sakiru Adebola
;
Balcilar, …
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
3
,
pp. 1219-1246
Persistent link: https://www.econbiz.de/10014226350
Saved in:
9
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:
10
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
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