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source:"econis"
subject:"Theorie"
~language:"eng"
~person:"Attanasio, Orazio P."
~person:"Constant, Amelie"
~person:"Gupta, Rangan"
~person:"Herwartz, Helmut"
~person:"Huber, Florian"
~person:"Lindé, Jesper"
~person:"Ma, Feng"
~person:"Pierdzioch, Christian"
~person:"Semmler, Willi"
~subject:"Deutschland"
~subject:"Forecasting model"
~subject:"Time series analysis"
~subject:"Zeitreihenanalyse"
~type_genre:"Arbeitspapier"
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Theorie
Deutschland
Forecasting model
Time series analysis
Zeitreihenanalyse
Estimation
274
Schätzung
274
Theory
79
USA
78
United States
78
Germany
70
Prognoseverfahren
55
Volatility
55
Volatilität
55
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42
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Attanasio, Orazio P.
Constant, Amelie
Gupta, Rangan
Herwartz, Helmut
Huber, Florian
Lindé, Jesper
Ma, Feng
Pierdzioch, Christian
Semmler, Willi
Wagner, Joachim
127
Caporale, Guglielmo Maria
107
Gil-Alaña, Luis A.
106
Schnabel, Claus
65
Härdle, Wolfgang
54
Pesaran, M. Hashem
54
Marcellino, Massimiliano
51
Bauer, Thomas K.
50
Riphahn, Regina T.
49
Fitzenberger, Bernd
48
Kaiser, Ulrich
44
Buch, Claudia M.
43
Fritsch, Michael
42
Schmidt, Christoph M.
42
Zimmermann, Klaus F.
42
Döpke, Jörg
41
McAleer, Michael
38
Berg, Gerard J. van den
37
Schank, Thorsten
37
Koopman, Siem Jan
36
Puhani, Patrick A.
35
Belke, Ansgar
34
Lechner, Michael
33
Winkelmann, Rainer
33
Addison, John T.
32
Czarnitzki, Dirk
32
Jenkins, Stephen
32
Hautsch, Nikolaus
31
Kilian, Lutz
30
Steiner, Viktor
29
Biewen, Martin
28
Dustmann, Christian
28
Frondel, Manuel
28
Caliendo, Marco
27
Fritsche, Ulrich
26
Lütkepohl, Helmut
26
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Forschungsinstitut zur Zukunft der Arbeit
7
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
7
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2
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Ekonomiska forskningsinstitutet <Stockholm>
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Kieler Arbeitspapiere
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12
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9
Discussion paper / Centre for Economic Policy Research
8
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7
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7
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7
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CESifo working papers
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Cambridge working papers in economics
3
Discussion papers / CEPR
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3
Finmap working paper
3
SFB 649 discussion paper
3
Cambridge-INET working papers
2
Cege discussion paper
2
DEP (Socioeconomics) discussion papers : macroeconomics and finance series
2
Discussion paper / Deutsche Bundesbank
2
IMF working papers
2
SSE EFI working paper series in economics and finance
2
Strathclyde discussion papers in economics
2
Cardiff economics working papers
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper / Universität Sankt Gallen, School of Economics and Political Science, Department of Economics
1
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
1
Economics / Discussion papers : the open-access, open-assessment e-journal
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Federal Reserve Bank of Cleveland working paper series
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1
IFS working paper series
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KOF working papers
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WIFO working papers
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ECONIS (ZBW)
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1
Climate risks and forecastability of US inflation : evidence from dynamic quantile model averaging
Luo, Jiawen
;
Fu, Shengjie
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014529004
Saved in:
2
Long-span multi-layer spillovers between moments of advanced equity markets : the role of climate risks
Foglia, Matteo
;
Plakandaras, Vasilios
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014515694
Saved in:
3
Economic conditions and predictability of US stock returns volatility : local factor versus national factor in a GARCH-MIDAS model
Salisu, Afees A.
;
Liao, Wenting
;
Gupta, Rangan
;
Cepni, …
-
2023
Persistent link: https://www.econbiz.de/10014329743
Saved in:
4
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443108
Saved in:
5
Forecasting volatility of commodity, currency, and stock markets : evidence from Markov switching multifractal models
Liu, Ruipeng
;
Segnon, Mawuli
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014448138
Saved in:
6
Understanding post-COVID inflation dynamics
Harding Affeld, Martín Ignacio
;
Lindé, Jesper
; …
-
2023
Persistent link: https://www.econbiz.de/10014249592
Saved in:
7
Investigating growth at risk using a multi-country non-parametric quantile factor model
Clark, Todd E.
;
Huber, Florian
;
Koop, Gary
;
Marcellino, …
-
2023
Persistent link: https://www.econbiz.de/10014316039
Saved in:
8
Bayesian modelling of TVP-VARs using regression trees
Hauzenberger, Niko
;
Huber, Florian
;
Koop, Gary
; …
-
2023
Persistent link: https://www.econbiz.de/10014316040
Saved in:
9
Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
-
2023
Persistent link: https://www.econbiz.de/10014304985
Saved in:
10
Bayesian modeling of time-varying parameters using regression trees
Hauzenberger, Niko
;
Huber, Florian
;
Koop, Gary
; …
-
2023
Persistent link: https://www.econbiz.de/10014295302
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