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subject:"Time series analysis"
subject:"United States"
~accessRights:"restricted"
~person:"Chang, Tsangyao"
~person:"Gil-Alaña, Luis A."
~person:"Salisu, Afees A."
~subject:"Forecasting model"
~subject:"Zeitreihenanalyse"
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Time series analysis
United States
Forecasting model
Zeitreihenanalyse
Estimation
121
Schätzung
121
Cointegration
39
Kointegration
39
Fractional integration
33
Börsenkurs
30
Share price
30
Aktienmarkt
22
Stock market
22
Theorie
21
Theory
21
USA
21
Einheitswurzeltest
20
Unit root test
20
Capital income
16
Kapitaleinkommen
16
Volatility
16
Volatilität
16
Persistence
15
Prognoseverfahren
14
Structural break
14
Strukturbruch
14
Fractional cointegration
13
Inflation
12
Interest rate
12
Welt
12
World
12
Zins
12
fractional integration
12
Long memory
11
Risiko
11
Risk
11
Kaufkraftparität
10
Nichtlineare Regression
10
Nonlinear regression
10
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10
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78
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78
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English
78
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Chang, Tsangyao
Gil-Alaña, Luis A.
Salisu, Afees A.
Gupta, Rangan
96
Marcellino, Massimiliano
33
Ma, Feng
30
Zaremba, Adam
24
Balcilar, Mehmet
22
Pierdzioch, Christian
22
Bahmani-Oskooee, Mohsen
21
Wang, Yudong
21
Wohar, Mark E.
20
Zhang, Yaojie
20
Nonejad, Nima
17
Forni, Mario
16
Gambetti, Luca
16
Ghysels, Eric
16
Narayan, Paresh Kumar
16
Tiwari, Aviral Kumar
15
Massa, Massimo
13
Todorov, Viktor
13
Kelly, Bryan T.
12
McMillan, David G.
12
Wei, Yu
12
Baumeister, Christiane
11
Caporale, Guglielmo Maria
11
Chan, Joshua
11
Heckman, James J.
11
Jawadi, Fredj
11
Moosa, Imad A.
11
Ranjbar, Omid
11
Timmermann, Allan
11
Apergēs, Nikolaos
10
Bollerslev, Tim
10
Bouri, Elie
10
Demirer, Rıza
10
Huber, Florian
10
Kilian, Lutz
10
Li, Jia
10
Miller, Stephen M.
10
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Applied economics
7
Applied economics letters
7
Finance research letters
6
International review of economics & finance : IREF
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Energy economics
3
International journal of finance & economics : IJFE
3
Economic modelling
2
International review of financial analysis
2
The North American journal of economics and finance : a journal of financial economics studies
2
Annals of financial economics
1
Eastern economic journal
1
Economic change & restructuring
1
Economic change and restructuring : empirical and policy research on the transitional and emerging economies
1
Economic systems
1
Economics letters
1
Emerging markets, finance and trade : EMFT
1
Empirica : journal of european economics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
1
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
1
International journal of strategic property management
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Iranian economic review : journal of University of Tehran
1
Journal of banking & finance
1
Journal of economic studies
1
Journal of economics and finance
1
Journal of international development : the journal of the Development Studies Association
1
Journal of macroeconomics
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Journal of quantitative economics
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
Research in international business and finance
1
Review of development finance
1
The European journal of finance
1
The Manchester School
1
The North American journal of economics and finance : a journal of theory and practice
1
The South African journal of economics
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ECONIS (ZBW)
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1
Measuring the persistence degree of shocks to the US tourism markets : new evidence for COVID-19 pandemic period
Peng, Yi-Ting
;
Chang, Tsangyao
;
Ranjbar, Omid
;
Li, Fangjhy
- In:
Applied economics letters
31
(
2024
)
5
,
pp. 422-431
Persistent link: https://www.econbiz.de/10014469924
Saved in:
2
Time-varying causal impacts of the continental US weather risks on food price
Cai, Yifei
;
Chang, Hao Wen
;
Chang, Tsangyao
;
Țăran, …
- In:
Applied economics letters
31
(
2024
)
14
,
pp. 1298-1304
Persistent link: https://www.econbiz.de/10014558853
Saved in:
3
Has the COVID-19 pandemic shock transmitted to the U.S. stock market : evidence using bootstrap (a)symmetric fourier granger causality test in quantiles
Peng, Yi-Ting
;
Chang, Tsangyao
;
Ranjbar, Omid
;
Xiang, Feiyun
- In:
The North American journal of economics and finance : a …
72
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014534846
Saved in:
4
Predictability of economic slowdowns in advanced countries over eight centuries : the role of climate risks
Gupta, Rangan
;
Nel, Jacobus
;
Salisu, Afees A.
;
Ji, Qiang
- In:
Finance research letters
54
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014472761
Saved in:
5
Term premium in a fractionally cointegrated yield curve
Abbritti, Mirko
;
Carcel, Hector
;
Gil-Alaña, Luis A.
; …
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014462435
Saved in:
6
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:
7
Tail risks and forecastability of stock returns of advanced economies : evidence from centuries of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula Ephraim
- In:
The European journal of finance
29
(
2023
)
4
,
pp. 466-481
Persistent link: https://www.econbiz.de/10014322538
Saved in:
8
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:
9
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:
10
Unemployment and COVID-19 : an analysis of change in persistence
Bermejo Muñoz, Lorenzo
;
Malmierca-Ordoqui, Maria
; …
- In:
Applied economics
55
(
2023
)
39
,
pp. 4511-4521
Persistent link: https://www.econbiz.de/10014301998
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