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source:"econis"
subject:"Theorie"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of economic behavior & organization : JEBO"
~isPartOf:"Journal of forecasting"
~isPartOf:"Journal of policy modeling : JPMOD ; a social science forum of world issues"
~isPartOf:"Structural change and economic dynamics : SC+ED"
~language:"eng"
~person:"Apostolakis, George N."
~person:"Attanasio, Orazio P."
~person:"Gupta, Rangan"
~person:"Karathanasopoulos, Andreas"
~person:"Lindé, Jesper"
~person:"McAleer, Michael"
~person:"Pierdzioch, Christian"
~person:"Semmler, Willi"
~person:"Serletis, Apostolos"
~person:"Wang, Yudong"
~person:"Wu, Po-chin"
~subject:"Bayesian shrinkage"
~subject:"Forecasting model"
~subject:"Real estate price"
~subject:"Schock"
~type_genre:"Article in journal"
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Theorie
Bayesian shrinkage
Forecasting model
Real estate price
Schock
Estimation
34
Schätzung
34
Prognoseverfahren
15
Capital income
14
Kapitaleinkommen
14
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13
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Apostolakis, George N.
Attanasio, Orazio P.
Gupta, Rangan
Karathanasopoulos, Andreas
Lindé, Jesper
McAleer, Michael
Pierdzioch, Christian
Semmler, Willi
Serletis, Apostolos
Wang, Yudong
Wu, Po-chin
Wohar, Mark E.
6
Balcilar, Mehmet
5
Chan, Ngai Hang
3
Feldkircher, Martin
3
Kim, Hyeongwoo
3
Lima, Gilberto Tadeu
3
Alexiou, Constantinos
2
Ali, Syed Zahid
2
Brooks, Robert
2
Cavallo, Antonella
2
Cepni, Oguzhan
2
Chen, Shyh-Wei
2
Gabauer, David
2
Gao, Bin
2
García-Ferrer, Antonio
2
Giannellis, Nikolaos
2
Golpe, Antonio A.
2
Gong, Gang
2
Guo, Na
2
Hautsch, Nikolaus
2
Huang, Dengshi
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Iglesias, Jesús
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Junttila, Juha
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Kim, Sŏng-hyŏn
2
Korhonen, Marko
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Lee, Doowon
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Marques, André de Mattos
2
McMillan, David G.
2
Milani, Fabio
2
Miller, Stephen M.
2
Narayan, Paresh Kumar
2
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2
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2
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International review of economics & finance : IREF
Journal of economic behavior & organization : JEBO
Journal of forecasting
Journal of policy modeling : JPMOD ; a social science forum of world issues
Structural change and economic dynamics : SC+ED
The North American journal of economics and finance : a journal of financial economics studies
10
Economic modelling
9
Finance research letters
9
Applied economics letters
7
Energy economics
7
Macroeconomic dynamics
7
Applied economics
6
Economics letters
6
International journal of finance & economics : IJFE
6
Open economies review
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Journal of macroeconomics
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
Econometric reviews
4
Journal of economic dynamics & control
4
Journal of empirical finance
4
The European journal of finance
4
Applied financial economics
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
International journal of forecasting
3
Journal of economic studies
3
The empirical economics letters : a monthly international journal of economics
3
Economics and Business Letters : EBL
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
International review of financial analysis
2
Jahrbücher für Nationalökonomie und Statistik
2
Journal of econometrics
2
Journal of money, credit and banking : JMCB
2
Research in international business and finance
2
The energy journal
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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Annals of economics and finance
1
Annals of financial economics
1
Applied economics quarterly
1
Carnegie Rochester conference series on public policy : a bi-annual conference proceedings
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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
Forecasting realized volatility of Bitcoin : the informative role of price duration
Slim, Skander
;
Tabche, Ibrahim
;
Koubaa, Yosra
;
Osman, …
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1909-1929
Persistent link: https://www.econbiz.de/10014432802
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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