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subject:"Time series analysis"
subject:"United States"
~accessRights:"restricted"
~person:"Balcilar, Mehmet"
~person:"Gupta, Rangan"
~person:"Timmermann, Allan"
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Time series analysis
United States
Estimation
174
Schätzung
174
Forecasting model
67
Prognoseverfahren
67
Volatility
64
Volatilität
64
Capital income
58
Kapitaleinkommen
58
USA
54
Börsenkurs
53
Share price
53
Risiko
41
Risk
41
Welt
39
World
39
Aktienmarkt
38
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38
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31
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29
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29
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22
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22
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20
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20
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20
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19
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19
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19
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17
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17
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17
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16
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16
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16
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16
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7
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English
72
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Balcilar, Mehmet
Gupta, Rangan
Timmermann, Allan
Gil-Alaña, Luis A.
41
Marcellino, Massimiliano
22
Bahmani-Oskooee, Mohsen
21
Chang, Tsangyao
17
Tiwari, Aviral Kumar
15
Wohar, Mark E.
15
Forni, Mario
13
Gambetti, Luca
13
Ghysels, Eric
13
Massa, Massimo
13
Salisu, Afees A.
13
Caporale, Guglielmo Maria
11
Ranjbar, Omid
11
Chan, Joshua
10
Heckman, James J.
10
Li, Jia
10
Miller, Stephen M.
10
Hamermesh, Daniel S.
9
Kelly, Bryan T.
9
Lettau, Martin
9
Ludvigson, Sydney C.
9
Ma, Feng
9
Moosa, Imad A.
9
Stulz, René M.
9
Adrian, Tobias
8
Apergēs, Nikolaos
8
Koopman, Siem Jan
8
Nonejad, Nima
8
Sala, Luca
8
Todorov, Viktor
8
Autor, David H.
7
Beaudry, Paul
7
Bianchi, Francesco
7
Canarella, Giorgio
7
Edmans, Alex
7
Guérin, Pierre
7
Haltiwanger, John C.
7
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The North American journal of economics and finance : a journal of financial economics studies
7
Discussion paper / Centre for Economic Policy Research
6
Applied economics
4
Applied economics letters
4
Economics letters
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
International review of economics & finance : IREF
4
Finance research letters
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Energy economics
2
International journal of finance & economics : IJFE
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
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
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1
Economic systems
1
Emerging markets review
1
Empirica : journal of european economics
1
Eurasian economic review : a journal in applied macroeconomics and finance
1
International journal of strategic property management
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economics and finance : JEF
1
Journal of forecasting
1
Journal of international financial markets, institutions & money
1
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1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
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1
Open economies review
1
Panoeconomicus
1
Research in international business and finance
1
Structural change and economic dynamics : SC+ED
1
The American economic review
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
1
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1
The journal of real estate finance and economics
1
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ECONIS (ZBW)
72
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1
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:
2
Climate risks and forecastability of the weekly state-level economic conditions of the United States
Cepni, Oguzhan
;
Gupta, Rangan
;
Liao, Wenting
;
Ma, Jun
- In:
International review of finance : the official journal …
24
(
2024
)
1
,
pp. 154-162
Persistent link: https://www.econbiz.de/10014507523
Saved in:
3
Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Cepni, Oguzhan
;
Christou, Christina
;
Gupta, Rangan
- In:
Economics letters
227
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014335747
Saved in:
4
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
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
Is there a national housing market bubble brewing in the United States?
Gupta, Rangan
;
Ma, Jun
;
Theodoridis, Konstantinos
; …
- In:
Macroeconomic dynamics
27
(
2023
)
8
,
pp. 2191-2228
Persistent link: https://www.econbiz.de/10014436663
Saved in:
7
Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
Saved in:
8
Productivity and GDP : international evidence of persistence and trends over 130 years of data
Gil-Alaña, Luis A.
;
Solarin Sakiru Adebola
;
Balcilar, …
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
3
,
pp. 1219-1246
Persistent link: https://www.econbiz.de/10014226350
Saved in:
9
A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market : evidence from over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula E.
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 384-400
Persistent link: https://www.econbiz.de/10012814585
Saved in:
10
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
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