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subject:"Prognoseverfahren"
~isPartOf:"Applied economics"
~isPartOf:"Department of Economics working paper series"
~isPartOf:"Discussion paper series / IZA"
~isPartOf:"Discussion papers / CEPR"
~isPartOf:"Southern economic journal"
~person:"Gil-Alaña, Luis A."
~person:"Ҫepni, Oğuzhan"
~subject:"Aktienmarkt"
~subject:"Bayes-Statistik"
~subject:"Geldpolitik"
~subject:"Immobilienpreis"
~subject:"Monetary transmission"
~subject:"Theory"
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Prognoseverfahren
Aktienmarkt
Bayes-Statistik
Geldpolitik
Immobilienpreis
Monetary transmission
Theory
Estimation
19
Schätzung
19
Time series analysis
10
Zeitreihenanalyse
10
fractional integration
7
Arbeitslosigkeit
5
Climate change
5
Forecasting model
5
Klimawandel
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Unemployment
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Cointegration
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Forecasting
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Kointegration
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OECD countries
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OECD-Staaten
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USA
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Volatility
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long memory
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persistence
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Großbritannien
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Hysterese
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Hysteresis
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Prognose
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Risiko
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Risk
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Strukturbruch
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United Kingdom
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Welt
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World
3
1982-2002
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Gil-Alaña, Luis A.
Ҫepni, Oğuzhan
Gupta, Rangan
34
Moosa, Imad A.
10
Jenkins, Stephen
8
Bouri, Elie
7
Gambetti, Luca
7
Kudlyak, Marianna
7
Marcellino, Massimiliano
7
Wohar, Mark E.
7
Forni, Mario
6
Heckman, James J.
6
Müller, Gernot J.
6
Pierdzioch, Christian
6
Sala, Luca
6
Belzil, Christian
5
Berg, Gerard J. van den
5
Hansen, Jörgen
5
Pesaran, M. Hashem
5
Van Eyden, Reneé
5
Zaremba, Adam
5
Choe, Chung
4
Corsetti, Giancarlo
4
Dustmann, Christian
4
Hartog, Joop
4
Henderson, Daniel J.
4
Kniesner, Thomas J.
4
Ma, Feng
4
McMillin, W. Douglas
4
Nielsen, Joshua
4
Patacchini, Eleonora
4
Petrella, Ivan
4
Polachek, Solomon W.
4
Sala, Hector
4
Simsek, Alp
4
Stüber, Heiko
4
Tawadros, George B.
4
Turner, Paul
4
Wellschmied, Felix
4
Yoon, Seong-min
4
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Applied economics
Department of Economics working paper series
Discussion paper series / IZA
Discussion papers / CEPR
Southern economic journal
CESifo working papers
19
Economics and finance working paper series
11
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
8
Discussion papers of interdisciplinary research project 373
7
Applied economics letters
5
Discussion papers / Deutsches Institut für Wirtschaftsforschung
4
Research in international business and finance
4
EUI working paper / ECO
3
Economic modelling
3
Finance research letters
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Department of Economics working papers
2
Empirica : journal of european economics
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International journal of finance & economics : IJFE
2
Journal of economics and finance : JEF
2
Oxford bulletin of economics and statistics
2
African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
1
Applied financial economics letters
1
Asian Journal of Empirical Research
1
Computational economics
1
Defence and peace economics
1
Discussion papers / The Centre for International Macroeconomics
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Energy economics
1
HWWA discussion paper
1
International advances in economic research
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of economics and finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
1
Journal of international money and finance
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Journal of quantitative economics
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
Recent econometric techniques for macroeconomic and financial data
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ECONIS (ZBW)
10
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1
Climate risks and forecastability of the weekly state-level economic conditions of the United States
Ҫepni, Oğuzhan
;
Gupta, Rangan
;
Liao, Wenting
;
Ma, Jun
-
2022
Persistent link: https://www.econbiz.de/10013435217
Saved in:
2
Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Ҫepni, Oğuzhan
;
Christou, Christina
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10013435218
Saved in:
3
Climate risks and predictability of the trading volume of gold : evidence from an INGARCH model
Karmakar, Sayar
;
Gupta, Rangan
;
Ҫepni, Oğuzhan
; …
-
2022
Persistent link: https://www.econbiz.de/10013366552
Saved in:
4
Climate risks and state-level stock-market realized volatility
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013448268
Saved in:
5
Unemployment and COVID-19 : an analysis of change in persistence
Bermejo Muñoz, Lorenzo
;
Malmierca-Ordoqui, Maria
; …
- In:
Applied economics
55
(
2023
)
39
,
pp. 4511-4521
Persistent link: https://www.econbiz.de/10014301998
Saved in:
6
Climate risks and state-level stock-market realized volatility
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013387633
Saved in:
7
Are central bank policy rates in Africa cointegrated? : evidence from a fractional cointegration approach
Gil-Alaña, Luis A.
;
Mudida, Robert
;
Abakah, Emmanuel …
- In:
Applied economics
52
(
2020
)
57
,
pp. 6171-6182
Persistent link: https://www.econbiz.de/10012308840
Saved in:
8
Testing Okun's Law : theoretical and empirical considerations using fractional integration
Gil-Alaña, Luis A.
;
Škare, Marinko
;
Blazevic Buric, Sanja
- In:
Applied economics
52
(
2020
)
5
,
pp. 459-474
Persistent link: https://www.econbiz.de/10012197424
Saved in:
9
Persistence, mean reversion and non-linearities in the US housing prices over 1830–2013
Gil-Alaña, Luis A.
;
Gupta, Rangan
;
Perez de Gracia, …
- In:
Applied economics
48
(
2016
)
34/36
,
pp. 3244-3252
Persistent link: https://www.econbiz.de/10011617196
Saved in:
10
Long memory and fractional integration in the housing price series of London and Paris
Gil-Alaña, Luis A.
;
Barros, Carlos Pestana
;
Peypoch, …
- In:
Applied economics
46
(
2014
)
25/27
,
pp. 3377-3388
Persistent link: https://www.econbiz.de/10010419087
Saved in:
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