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source:"econis"
subject:"Theorie"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of forecasting"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~person:"Apostolakis, George N."
~person:"Attanasio, Orazio P."
~person:"Gupta, Rangan"
~person:"Lee, Chien-chiang"
~person:"Lindé, Jesper"
~person:"McAleer, Michael"
~person:"Pierdzioch, Christian"
~person:"Semmler, Willi"
~person:"Serletis, Apostolos"
~person:"Timmermann, Allan"
~subject:"Aktienmarkt"
~subject:"Bayesian shrinkage"
~subject:"Capital income"
~subject:"Forecasting model"
~subject:"Real estate price"
~subject:"Risiko"
~subject:"Schätzung"
~subject:"VAR model"
~type_genre:"Aufsatz in Zeitschrift"
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Theorie
Aktienmarkt
Bayesian shrinkage
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Forecasting model
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Estimation
26
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15
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Aufsatz in Zeitschrift
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26
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Apostolakis, George N.
Attanasio, Orazio P.
Gupta, Rangan
Lee, Chien-chiang
Lindé, Jesper
McAleer, Michael
Pierdzioch, Christian
Semmler, Willi
Serletis, Apostolos
Timmermann, Allan
Wohar, Mark E.
10
Gil-Alaña, Luis A.
9
Xuan Vinh Vo
8
Balcilar, Mehmet
7
Salisu, Afees A.
6
Bohl, Martin T.
5
Bouri, Elie
5
Kutan, Ali Mustafa
5
Sosvilla-Rivero, Simón
5
Wang, Yudong
5
Beckmann, Joscha
4
Caporale, Guglielmo Maria
4
Hammoudeh, Shawkat
4
Arize, Augustine Chuck
3
Bahmani-Oskooee, Mohsen
3
Balli, Faruk
3
Boughrara, Adel
3
Brooks, Robert
3
Chan, Ngai Hang
3
Chang, Tsangyao
3
Chen, Shyh-Wei
3
Chiang, Thomas C.
3
Giannellis, Nikolaos
3
Ho, Tsung-wu
3
Kang, Sang Hoon
3
Karathanasopoulos, Andreas
3
Kumar, Dilip
3
Lien, Da-hsiang Donald
3
Majumdar, Anandamayee
3
Malik, Farooq
3
Malindretos, John
3
McMillan, David G.
3
Narayan, Seema
3
Roubaud, David
3
Slim, Skander
3
Sousa, Ricardo M.
3
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International review of economics & finance : IREF
Journal of forecasting
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Applied economics
19
The North American journal of economics and finance : a journal of financial economics studies
19
Applied economics letters
13
Economic modelling
13
Finance research letters
12
Macroeconomic dynamics
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Energy economics
11
Research in international business and finance
10
Economics letters
9
International journal of finance & economics : IJFE
8
Open economies review
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
Journal of macroeconomics
7
Econometric reviews
6
The European journal of finance
6
Applied financial economics
5
Journal of econometrics
5
Defence and peace economics
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
Journal of economic dynamics & control
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Structural change and economic dynamics : SC+ED
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Economic systems
3
Economics and Business Letters : EBL
3
Emerging markets, finance and trade : EMFT
3
Empirica : journal of european economics
3
International journal of forecasting
3
International review of financial analysis
3
Journal of applied econometrics
3
Journal of applied economics
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 international money and finance
3
Journal of multinational financial management
3
Journal of policy modeling : JPMOD ; a social science forum of world issues
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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
Forecasting tourist flows in the COVID-19 era using nonparametric mixed-frequency VARs
You, Wan-hai
;
Huang, Yuming
;
Lee, Chien-chiang
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 473-489
Persistent link: https://www.econbiz.de/10014475363
Saved in:
4
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:
5
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
6
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:
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
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:
9
Linking U.S. state-level housing market returns, and the consumption-(dis)aggregate wealth ratio
Balcilar, Mehmet
;
Gupta, Rangan
;
Sousa, Ricardo M.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 779-810
Persistent link: https://www.econbiz.de/10012630699
Saved in:
10
The effects of investor attention and policy uncertainties on cross-border country exchange-traded fund returns
Lee, Chien-chiang
;
Chen, Mei-Ping
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 830-852
Persistent link: https://www.econbiz.de/10012630771
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