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subject:"Theorie"
~isPartOf:"Department of Economics working paper series"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Essays on the effects of fiscal and monetary policy"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of forecasting"
~person:"Attanasio, Orazio P."
~person:"Camarero Olivas, Mariam"
~person:"Lindé, Jesper"
~person:"McAleer, Michael"
~person:"Pierdzioch, Christian"
~person:"Semmler, Willi"
~person:"Serletis, Apostolos"
~person:"Timmermann, Allan"
~person:"Van Eyden, Reneé"
~subject:"Bayesian shrinkage"
~subject:"Real estate price"
~subject:"Schätzung"
~subject:"Volatility"
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Theorie
Bayesian shrinkage
Real estate price
Schätzung
Volatility
Estimation
29
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10
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Attanasio, Orazio P.
Camarero Olivas, Mariam
Lindé, Jesper
McAleer, Michael
Pierdzioch, Christian
Semmler, Willi
Serletis, Apostolos
Timmermann, Allan
Van Eyden, Reneé
Gupta, Rangan
52
Gil-Alaña, Luis A.
11
Wohar, Mark E.
11
Bouri, Elie
8
Lee, Chien-chiang
8
Salisu, Afees A.
8
Balcilar, Mehmet
7
Cepni, Oguzhan
7
Xuan Vinh Vo
7
Egger, Peter
6
Herwartz, Helmut
6
Sheng, Xin
6
Baltagi, Badi H.
5
Holmes, Mark J.
5
Wang, Yudong
5
Xie, Zixiong
5
Zhou, Qiankun
5
Österholm, Pär
5
Ҫepni, Oğuzhan
5
Aguiar-Conraria, Luís
4
Balli, Faruk
4
Beckmann, Joscha
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Berger, Tino
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Bonato, Matteo
4
Caporale, Guglielmo Maria
4
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4
Chen, Shyh-Wei
4
Everaert, Gerdie
4
Gabauer, David
4
Hammoudeh, Shawkat
4
Hayo, Bernd
4
Ji, Qiang
4
Kutan, Ali Mustafa
4
Malley, James R.
4
Miller, Stephen M.
4
Nielsen, Joshua
4
Otero, Jesús G.
4
Plakandaras, Vasilios
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Department of Economics working paper series
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Essays on the effects of fiscal and monetary policy
International review of economics & finance : IREF
Journal of economic dynamics & control
Journal of forecasting
Econometric Institute research papers
38
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29
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School of Accounting, Finance and Economics & FEMARC working paper series
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The European journal of finance
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
3
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ECONIS (ZBW)
29
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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
Monetary policy effectiveness in the face of uncertainty : the real macroeconomic impact of a monetary policy shock in South Africa during high and low uncertainty states
Van Der Westhuizen, Chevaughn
;
Van Eyden, Reneé
;
Aye, …
-
2023
Persistent link: https://www.econbiz.de/10014369392
Saved in:
3
Predicting multi-scale positive and negative stock market bubbles in a panel of G7 countries : the role of oil price uncertainty
Van Eyden, Reneé
;
Gupta, Rangan
;
Sheng, Xin
;
Nielsen, …
-
2023
Persistent link: https://www.econbiz.de/10014369400
Saved in:
4
Stock market volatility and multi-scale positive and negative bubbles
Gupta, Rangan
;
Nel, Jacobus
;
Nielsen, Joshua
; …
-
2023
Persistent link: https://www.econbiz.de/10014281697
Saved in:
5
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:
6
Is inflation uncertainty a self-fulfilling prophecy? : the inflation-inflation uncertainty nexus and inflation targeting in South Africa
Van Der Westhuizen, Chevaughn
;
Van Eyden, Reneé
;
Aye, …
-
2022
Persistent link: https://www.econbiz.de/10013435220
Saved in:
7
Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries
Van Eyden, Reneé
;
Gupta, Rangan
;
Nielsen, Joshua
; …
-
2022
Persistent link: https://www.econbiz.de/10013462272
Saved in:
8
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:
9
Climate risks and predictability of commodity returns and volatility : evidence from over 750 years of data
Nel, Jacobus
;
Gupta, Rangan
;
Wohar, Mark E.
; …
-
2022
Persistent link: https://www.econbiz.de/10013387607
Saved in:
10
The heterogeneous impact of temperature growth on real house price returns across the US states
Van Eyden, Reneé
;
Ngene, Geoffrey
;
Çepni, Oğuzhan
; …
-
2022
Persistent link: https://www.econbiz.de/10013341336
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