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subject:"Prognoseverfahren"
~person:"Gupta, Rangan"
~subject:"Geldpolitik"
~subject:"United States"
~subject:"Volatility"
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Prognoseverfahren
Geldpolitik
United States
Volatility
Estimation
252
Schätzung
252
USA
89
Forecasting model
86
Volatilität
82
Capital income
74
Kapitaleinkommen
74
Börsenkurs
71
Share price
71
Risiko
57
Risk
57
Aktienmarkt
49
Stock market
49
Welt
49
World
49
Time series analysis
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Zeitreihenanalyse
48
Inflation
36
VAR model
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VAR-Modell
36
Theorie
30
Theory
30
Immobilienpreis
28
Real estate price
28
Climate change
27
Klimawandel
27
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25
ARCH-Modell
25
Causality analysis
24
Cointegration
24
Kausalanalyse
24
Kointegration
24
Monetary policy
23
Schock
23
Shock
23
Nichtparametrisches Verfahren
22
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67
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Article
123
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62
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English
185
Author
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Gupta, Rangan
Caporale, Guglielmo Maria
165
Belke, Ansgar
106
McAleer, Michael
106
Gil-Alaña, Luis A.
104
Pierdzioch, Christian
82
Pesaran, M. Hashem
77
Marcellino, Massimiliano
75
Heckman, James J.
66
Koopman, Siem Jan
62
Bollerslev, Tim
61
Wohar, Mark E.
60
Bahmani-Oskooee, Mohsen
59
Schorfheide, Frank
54
Diebold, Francis X.
53
Mumtaz, Haroon
53
Herwartz, Helmut
51
McMillan, David G.
50
Hautsch, Nikolaus
49
Härdle, Wolfgang
49
Balcilar, Mehmet
48
Engle, Robert F.
48
Miller, Stephen M.
46
Siklos, Pierre L.
46
Timmermann, Allan
46
Cheung, Yin-Wong
43
Döpke, Jörg
43
Kilian, Lutz
43
Christiano, Lawrence J.
42
Hamermesh, Daniel S.
42
Chinn, Menzie David
41
Bohl, Martin T.
39
Eickmeier, Sandra
39
Huber, Florian
39
Todorov, Viktor
39
Galí, Jordi
37
Ma, Feng
37
Buch, Claudia M.
35
Bouri, Elie
34
Chang, Chia-Lin
34
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Department of Economics working paper series
34
Working papers / University of Connecticut, Department of Economics
11
The North American journal of economics and finance : a journal of financial economics studies
10
Finance research letters
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Applied economics letters
6
Economic modelling
5
Economics letters
5
International review of economics & finance : IREF
5
Applied economics
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
International journal of finance & economics : IJFE
4
Research in international business and finance
4
Economics and Business Letters : EBL
3
Journal of forecasting
3
Journal of macroeconomics
3
The European journal of finance
3
Economics, management and financial markets
2
Energy economics
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of economics and finance
2
Journal of multinational financial management
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Open economies review
2
Structural change and economic dynamics : SC+ED
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
Applied financial economics
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
CESifo Working Paper Series
1
CESifo working papers
1
Cardiff economics working papers
1
Contemporary economics
1
DIW Berlin Discussion Paper
1
Defence and peace economics
1
Discussion papers / Deutsches Institut für Wirtschaftsforschung
1
Economic systems
1
Economics / Discussion papers : the open-access, open-assessment e-journal
1
Economics / Journal articles : the open-access, open-assessment journal
1
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ECONIS (ZBW)
185
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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
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:
3
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:
4
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:
5
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:
6
Forecasting gold returns volatility over 1258-2023 : the role of moments
Muddana, Thanoj K.
;
Bhimreddy, Komal S. R.
;
Majumdar, …
-
2024
Persistent link: https://www.econbiz.de/10014536233
Saved in:
7
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:
8
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:
9
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:
10
Does climate policy uncertainty affect tourism demand? : evidence from time-varying causality tests
Apergēs, Nikolaos
;
Gavriilidis, Konstantinos
;
Gupta, Rangan
- In:
Tourism economics : the business and finance of tourism …
29
(
2023
)
6
,
pp. 1484-1498
Persistent link: https://www.econbiz.de/10014384510
Saved in:
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