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subject:"Theorie"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of forecasting"
~person:"Apostolakis, George N."
~person:"Attanasio, Orazio P."
~person:"Gupta, Rangan"
~person:"Lindé, Jesper"
~person:"McAleer, Michael"
~person:"Pierdzioch, Christian"
~person:"Semmler, Willi"
~person:"Timmermann, Allan"
~person:"Wang, Yudong"
~subject:"Bayesian shrinkage"
~subject:"Business cycle"
~subject:"Forecasting model"
~subject:"Hedging"
~subject:"Schätzung"
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Theorie
Bayesian shrinkage
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Hedging
Schätzung
Estimation
19
Prognoseverfahren
13
Capital income
12
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12
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Apostolakis, George N.
Attanasio, Orazio P.
Gupta, Rangan
Lindé, Jesper
McAleer, Michael
Pierdzioch, Christian
Semmler, Willi
Timmermann, Allan
Wang, Yudong
Wohar, Mark E.
7
Xuan Vinh Vo
7
Balcilar, Mehmet
5
Gil-Alaña, Luis A.
5
Hammoudeh, Shawkat
5
Salisu, Afees A.
5
Balli, Faruk
4
Kutan, Ali Mustafa
4
Lee, Chien-chiang
4
Arize, Augustine Chuck
3
Balli, Hatice Ozer
3
Beckmann, Joscha
3
Brooks, Robert
3
Chan, Ngai Hang
3
Chang, Tsangyao
3
Chen, Shyh-Wei
3
Chiang, Thomas C.
3
Giannellis, Nikolaos
3
Kang, Sang Hoon
3
Karathanasopoulos, Andreas
3
Malindretos, John
3
Narayan, Seema
3
Sosvilla-Rivero, Simón
3
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3
Xie, Zixiong
3
Yin, Libo
3
Zeaiter, Hussein
3
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2
Ahmad, Wasim
2
Ali, Syed Zahid
2
Bikker, Jacob A.
2
Bissoondoyal-Bheenick, Emawtee
2
Bouri, Elie
2
Caporin, Massimiliano
2
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International review of economics & finance : IREF
Journal of forecasting
Department of Economics working paper series
39
Econometric Institute research papers
38
Working paper
29
Kiel working paper
19
Discussion paper / Tinbergen Institute
18
Kieler Arbeitspapiere
18
Energy economics
16
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15
The North American journal of economics and finance : a journal of financial economics studies
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15
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12
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10
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8
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7
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7
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Journal of macroeconomics
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5
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5
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Diskussionsarbeit
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Journal of econometrics
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The European journal of finance
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International journal of forecasting
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Journal of empirical finance
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School of Accounting, Finance and Economics & FEMARC working paper series
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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
Out-of-sample volatility prediction : rolling window, expanding window, or both?
Feng, Yuqing
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 567-582
Persistent link: https://www.econbiz.de/10014532353
Saved in:
4
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:
5
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:
6
Uncertainty and the predictability of stock returns
Cai, Wensheng
;
Pan, Zhiyuan
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
4
,
pp. 765-792
Persistent link: https://www.econbiz.de/10013287857
Saved in:
7
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:
8
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:
9
Good oil volatility, bad oil volatility, and stock return predictability
Xiao, Jihong
;
Wang, Yudong
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 953-966
Persistent link: https://www.econbiz.de/10013342796
Saved in:
10
Linking U.S. state-level housing market returns, and the consumption-(dis)aggregate wealth ratio
Balcilar, Mehmet
;
Gupta, Rangan
;
Sousa, Ricardo M.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 779-810
Persistent link: https://www.econbiz.de/10012630699
Saved in:
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