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source:"econis"
subject:"Theorie"
~person:"Apostolakis, George N."
~person:"Attanasio, Orazio P."
~person:"Camarero Olivas, Mariam"
~person:"Gupta, Rangan"
~person:"Lindé, Jesper"
~person:"McAleer, Michael"
~person:"Pierdzioch, Christian"
~person:"Semmler, Willi"
~person:"Timmermann, Allan"
~person:"Xuan Vinh Vo"
~subject:"Bayesian shrinkage"
~subject:"Forecasting model"
~subject:"Real estate price"
~subject:"Schätzung"
~subject:"VAR model"
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Theorie
Bayesian shrinkage
Forecasting model
Real estate price
Schätzung
VAR model
Estimation
768
Volatility
226
Volatilität
226
USA
219
United States
219
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207
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183
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167
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167
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104
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68
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64
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61
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60
Stochastic process
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Stochastischer Prozess
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48
Shock
48
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Kointegration
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291
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English
762
German
6
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2
Author
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Apostolakis, George N.
Attanasio, Orazio P.
Camarero Olivas, Mariam
Gupta, Rangan
Lindé, Jesper
McAleer, Michael
Pierdzioch, Christian
Semmler, Willi
Timmermann, Allan
Xuan Vinh Vo
Caporale, Guglielmo Maria
369
Wagner, Joachim
272
Gil-Alaña, Luis A.
263
Belke, Ansgar
242
Schneider, Friedrich
194
Pesaran, M. Hashem
182
Heckman, James J.
177
Bahmani-Oskooee, Mohsen
162
Schnabel, Claus
147
Buch, Claudia M.
144
Woessmann, Ludger
139
Addison, John T.
137
Narayan, Paresh Kumar
135
Riphahn, Regina T.
126
Cheung, Yin-Wong
121
Fitzenberger, Bernd
120
Bauer, Thomas K.
117
Herwartz, Helmut
117
Görg, Holger
115
Nunnenkamp, Peter
115
Egger, Peter
114
Blundell, Richard W.
113
Lechner, Michael
113
Berg, Gerard J. van den
108
Dreger, Christian
108
Van Reenen, John
106
Dreher, Axel
104
Fritsch, Michael
104
Chinn, Menzie David
102
Rycx, François
101
Winter-Ebmer, Rudolf
101
Ours, Jan C. van
100
Chang, Tsangyao
98
Puhani, Patrick A.
97
Zimmermann, Klaus F.
96
Czarnitzki, Dirk
95
Hayo, Bernd
95
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8
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5
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4
Birkbeck College / Department of Economics
2
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1
Federal Reserve Bank of Cleveland
1
Federal Reserve Bank of St. Louis
1
Institute for Fiscal Studies
1
Instituto de Estudios Fiscales
1
Task Force on Low Inflation (LIFT)
1
University of Western Australia / Department of Economics
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Econometric Institute research papers
38
Department of Economics working paper series
37
Working paper
29
Kiel working paper
19
The North American journal of economics and finance : a journal of financial economics studies
19
Discussion paper / Tinbergen Institute
18
Kieler Arbeitspapiere
18
Applied economics
17
International review of economics & finance : IREF
16
Working papers / University of Connecticut, Department of Economics
15
Finance research letters
14
Discussion paper / Centre for Economic Policy Research
12
Working paper / National Bureau of Economic Research, Inc.
12
Applied economics letters
11
Research in international business and finance
10
Sveriges Riksbank working paper series
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Economics letters
8
International journal of finance & economics : IJFE
8
NBER working paper series
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
Economic modelling
7
International review of financial analysis
7
CESifo working papers
6
Econometric reviews
6
Journal of macroeconomics
6
Applied financial economics
5
Cambridge working papers in economics
5
Discussion paper / Department of Economics, University of California San Diego
5
Diskussionsarbeit
5
Journal of econometrics
5
Journal of forecasting
5
The European journal of finance
5
Discussion paper series / LSE Financial Markets Group
4
Economics and Business Letters : EBL
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
Energy economics
4
Journal of economic behavior & organization : JEBO
4
Journal of international financial markets, institutions & money
4
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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
Time-frequency comovements between environmental cryptocurrency sentiment and faith-based sectoral stocks
Bossman, Ahmed
;
Gubareva, Mariya
;
Agyei, Samuel Kwaku
; …
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 699-719
Persistent link: https://www.econbiz.de/10014492252
Saved in:
3
Can municipal bonds hedge US state-level climate risks?
Polat, Onur
;
Gupta, Rangan
;
Cepni, Oguzhan
;
Ji, Qiang
-
2024
Persistent link: https://www.econbiz.de/10014521269
Saved in:
4
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:
5
The effects of uncertainty on economic conditions across US states : the role of climate risks
Sheng, Xin
;
Gupta, Rangan
;
Liao, Wenting
;
Cepni, Oguzhan
-
2024
Persistent link: https://www.econbiz.de/10014505055
Saved in:
6
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:
7
Unraveling the multiscale comovement of green bonds and structural shocks : an oil-driven analysis
Ur Rehman, Mobeen
;
Nautiyal, Neeraj
;
Zeitun, Rami
;
Xuan …
- In:
The North American journal of economics and finance : a …
72
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014534803
Saved in:
8
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:
9
Housing search activity and quantiles-based predictability of housing price movements in the United States
Gupta, Rangan
;
Moodley, Damien
-
2023
Persistent link: https://www.econbiz.de/10014443107
Saved in:
10
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443108
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