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subject:"Theorie"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of forecasting"
~isPartOf:"Journal of macroeconomics"
~person:"Apostolakis, George N."
~person:"Attanasio, Orazio P."
~person:"Camarero Olivas, Mariam"
~person:"Lindé, Jesper"
~person:"McAleer, Michael"
~person:"Miller, Stephen M."
~person:"Pierdzioch, Christian"
~person:"Semmler, Willi"
~person:"Timmermann, Allan"
~subject:"Bayesian shrinkage"
~subject:"Real estate price"
~subject:"Schätzung"
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Theorie
Bayesian shrinkage
Real estate price
Schätzung
Estimation
15
Capital income
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6
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Prognoseverfahren
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Apostolakis, George N.
Attanasio, Orazio P.
Camarero Olivas, Mariam
Lindé, Jesper
McAleer, Michael
Miller, Stephen M.
Pierdzioch, Christian
Semmler, Willi
Timmermann, Allan
Gupta, Rangan
11
Wohar, Mark E.
10
Xuan Vinh Vo
7
Salisu, Afees A.
6
Balcilar, Mehmet
5
Berger, Tino
5
Gil-Alaña, Luis A.
5
Hammoudeh, Shawkat
5
Ireland, Peter N.
5
Kutan, Ali Mustafa
5
Wang, Yudong
5
Balli, Faruk
4
Choi, Sangyup
4
Junttila, Juha
4
Lee, Chien-chiang
4
Serletis, Apostolos
4
Aguiar-Conraria, Luís
3
Arize, Augustine Chuck
3
Balli, Hatice Ozer
3
Beckmann, Joscha
3
Belongia, Michael T.
3
Bohl, Martin T.
3
Brooks, Robert
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Chan, Ngai Hang
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3
Chen, Shyh-Wei
3
Chiang, Thomas C.
3
Everaert, Gerdie
3
Furceri, Davide
3
Giannellis, Nikolaos
3
Giri, Federico
3
Holmes, Mark J.
3
Härdle, Wolfgang
3
Kang, Kyu Ho
3
Kang, Sang Hoon
3
Karathanasopoulos, Andreas
3
Kempa, Bernd
3
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3
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3
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International review of economics & finance : IREF
Journal of economic dynamics & control
Journal of forecasting
Journal of macroeconomics
Econometric Institute research papers
38
Working papers / University of Connecticut, Department of Economics
30
Working paper
29
Kiel working paper
19
Discussion paper / Tinbergen Institute
18
Kieler Arbeitspapiere
18
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12
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12
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9
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8
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The North American journal of economics and finance : a journal of financial economics studies
7
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6
Econometric reviews
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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CESifo working papers
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Discussion paper / Department of Economics, University of California San Diego
5
Diskussionsarbeit
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Finance research letters
5
Journal of econometrics
5
Discussion paper series / LSE Financial Markets Group
4
Journal of economic behavior & organization : JEBO
4
School of Accounting, Finance and Economics & FEMARC working paper series
4
The European journal of finance
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Applied financial economics
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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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3
Discussion papers / CEPR
3
Economic modelling
3
Energy economics
3
Essays on the effects of fiscal and monetary policy
3
IFS working paper series
3
International journal of forecasting
3
Journal of financial economics
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ECONIS (ZBW)
15
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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
Macro-financial effects of monetary policy easing
Apostolakis, George N.
;
Giannellis, Nikolaos
; …
- In:
Journal of forecasting
42
(
2023
)
3
,
pp. 715-738
Persistent link: https://www.econbiz.de/10014292226
Saved in:
3
Estimating U.S. housing price network connectedness : evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models
Gabauer, David
;
Gupta, Rangan
;
Marfatia, Hardik A.
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 349-362
Persistent link: https://www.econbiz.de/10014446771
Saved in:
4
On bank return and volatility spillovers : identifying transmitters and receivers during crisis periods
Apostolakis, George N.
;
Floros, Christos
;
Giannellis, …
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 156-176
Persistent link: https://www.econbiz.de/10013542907
Saved in:
5
The micro-foundations of an open economy money demand : an application to central and eastern European countries
Albulescu, Claudiu Tiberiu
;
Pépin, Dominique
;
Miller, …
- In:
Journal of macroeconomics
60
(
2019
),
pp. 33-45
Persistent link: https://www.econbiz.de/10012242573
Saved in:
6
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
Saved in:
7
Predicting stock market movements with a time-varying consumption-aggregate wealth ratio
Chang, Tsangyao
;
Gupta, Rangan
;
Majumdar, Anandamayee
; …
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 458-467
Persistent link: https://www.econbiz.de/10012203261
Saved in:
8
Financial stress, regime switching and spillover effects : evidence from a multi-regime global VAR model
Chen, Pu
;
Semmler, Willi
- In:
Journal of economic dynamics & control
91
(
2018
),
pp. 318-348
Persistent link: https://www.econbiz.de/10011974207
Saved in:
9
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 40-50
Persistent link: https://www.econbiz.de/10011571858
Saved in:
10
Precious metals-exchange rate volatility transmissions and hedging strategies
Hammoudeh, Shawkat
;
Yuan, Yuan
;
McAleer, Michael
; …
- In:
International review of economics & finance : IREF
19
(
2010
)
4
,
pp. 633-647
Persistent link: https://www.econbiz.de/10009007004
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