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subject:"Impact assessment"
~isPartOf:"American Economic Review papers and proceedings"
~isPartOf:"Finance and economics discussion series"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of forecasting"
~person:"Bali, Turan G."
~person:"Bollerslev, Tim"
~person:"Clark, Todd E."
~person:"Gupta, Rangan"
~person:"Härdle, Wolfgang"
~person:"O'Hare, Colin"
~person:"Pierdzioch, Christian"
~person:"Wright, Jonathan H."
~subject:"1990-2005"
~subject:"Aktienindex"
~subject:"Estimation theory"
~subject:"Forecasting model"
~subject:"Kapitaleinkommen"
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Impact assessment
1990-2005
Aktienindex
Estimation theory
Forecasting model
Kapitaleinkommen
Estimation
25
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25
Prognoseverfahren
15
Theorie
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Bali, Turan G.
Bollerslev, Tim
Clark, Todd E.
Gupta, Rangan
Härdle, Wolfgang
O'Hare, Colin
Pierdzioch, Christian
Wright, Jonathan H.
Kim, Don H.
5
Marcellino, Massimiliano
4
Pesaran, M. Hashem
4
Zhou, Hao
4
Chan, Ngai Hang
3
Doppelhofer, Gernot
3
Hautsch, Nikolaus
3
Herbst, Edward P.
3
Koop, Gary
3
McCracken, Michael W.
3
Weeks, Melvyn
3
Wu, Chunchi
3
Andersen, Torben
2
Berge, Travis J.
2
Blundell, Richard W.
2
Carpenter, Seth B.
2
Carriero, Andrea
2
Cepni, Oguzhan
2
D'Amico, Stefania
2
Demiralp, Selva
2
Diebold, Francis X.
2
Durham, J. Benson
2
Escanciano, Juan Carlos
2
Guerrón-Quintana, Pablo A.
2
Karathanasopoulos, Andreas
2
King, Thomas B.
2
Lima, Luiz Renato
2
Luciani, Matteo
2
Nalewaik, Jeremy
2
Nielsen, Morten Ørregaard
2
Orphanides, Athanasios
2
Pendakur, Krishna
2
Schumacher, Christian
2
Strachan, Rodney W.
2
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American Economic Review papers and proceedings
Finance and economics discussion series
Journal of applied econometrics
Journal of forecasting
SFB 649 discussion paper
23
Department of Economics working paper series
22
Finance research letters
9
Kiel working paper
9
The North American journal of economics and finance : a journal of financial economics studies
9
Journal of financial economics
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Journal of econometrics
7
Applied economics letters
5
Kieler Arbeitspapiere
5
The European journal of finance
5
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4
CREATES research paper
4
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
4
Discussion papers of interdisciplinary research project 373
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Economic modelling
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Economics letters
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Federal Reserve Bank of Cleveland working paper series
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Georgetown McDonough School of Business Research Paper
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International journal of finance & economics : IJFE
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Research in international business and finance
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Economics and Business Letters : EBL
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Finmap working paper
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International review of economics & finance : IREF
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Journal of financial and quantitative analysis : JFQA
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NBER Working Paper
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NBER working paper series
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Applied financial economics
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CFS working paper series
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ECONIS (ZBW)
22
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22
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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
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:
3
Nowcasting tail risk to economic activity at a weekly frequency
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 843-866
Persistent link: https://www.econbiz.de/10013464633
Saved in:
4
Macroeconomic forecasting in a multi-country context
Bai, Yu
;
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, …
- In:
Journal of applied econometrics
37
(
2022
)
6
,
pp. 1230-1255
Persistent link: https://www.econbiz.de/10013464673
Saved in:
5
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:
6
Adaptive interest rate modelling
Guo, Mengmeng
;
Härdle, Wolfgang
- In:
Journal of forecasting
36
(
2017
)
3
,
pp. 241-256
Persistent link: https://www.econbiz.de/10011729251
Saved in:
7
Stock return predictability and variance risk premia : statistical inference and international evidence
Bollerslev, Tim
;
Marrone, James
;
Xu, Lai
;
Zhou, Hao
-
2011
Persistent link: https://www.econbiz.de/10009406434
Saved in:
8
Risk, uncertainty, and expected returns
Bali, Turan G.
;
Zhou, Hao
-
2011
Persistent link: https://www.econbiz.de/10009406481
Saved in:
9
Two-dimensional kernel smoothing of mortality surface : an evaluation of cohort strength
Li, Han
;
O'Hare, Colin
;
Vahid, Farshid
- In:
Journal of forecasting
35
(
2016
)
6
,
pp. 553-563
Persistent link: https://www.econbiz.de/10011595980
Saved in:
10
Macroeconomic forecasting performance under alternative specifications of time-varying volatility
Clark, Todd E.
;
Ravazzolo, Francesco
- In:
Journal of applied econometrics
30
(
2015
)
4
,
pp. 551-575
Persistent link: https://www.econbiz.de/10011332869
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