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subject:"Time series analysis"
subject:"United States"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Afonso, António"
~person:"Brooks, Robert"
~person:"Gupta, Rangan"
~person:"MacDonald, Ronald"
~person:"Puhani, Patrick A."
~person:"Rycx, François"
~person:"Su, Chi-Wei"
~subject:"Schätzung"
~subject:"Unemployment"
~type:"article"
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Time series analysis
United States
Schätzung
Unemployment
Estimation
14
Volatility
7
Volatilität
7
Börsenkurs
6
Capital income
6
Kapitaleinkommen
6
Share price
6
USA
6
Aktienmarkt
5
Forecasting model
5
Prognoseverfahren
5
Stock market
5
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Risikomaß
3
Risk measure
3
ARCH model
2
ARCH-Modell
2
Bayes-Statistik
2
Bayesian inference
2
Geldpolitik
2
Großbritannien
2
Immobilienpreis
2
Impact assessment
2
Monetary policy
2
Nonparametric causality-in-quantiles test
2
Real estate price
2
Realized volatility
2
Regression analysis
2
Regressionsanalyse
2
Risikoprämie
2
Risk premium
2
Schock
2
Shock
2
Spillover effect
2
Spillover-Effekt
2
United Kingdom
2
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English
14
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Afonso, António
Brooks, Robert
Gupta, Rangan
MacDonald, Ronald
Puhani, Patrick A.
Rycx, François
Su, Chi-Wei
Kang, Sang Hoon
7
Zhu, Huiming
7
Hau, Liya
6
Mensi, Walid
6
Pierdzioch, Christian
5
Chen, Mei-Ping
4
Dai, Zhifeng
4
Salisu, Afees A.
4
Xuan Vinh Vo
4
Yoon, Seong-min
4
Al-Yahyaee, Khamis Hamed
3
Balcilar, Mehmet
3
Beckmann, Joscha
3
Belke, Ansgar
3
Ji, Qiang
3
Lee, Chien-chiang
3
Lien, Da-hsiang Donald
3
Nonejad, Nima
3
Ur Rehman, Mobeen
3
Wohar, Mark E.
3
Yang, Chunpeng
3
Zhou, Liyun
3
Adediran, Idris A.
2
Ahmed, Walid M. A.
2
Caporin, Massimiliano
2
Chang, Chia-Lin
2
Chen, Na
2
Chen, Qitong
2
Chen, Wen-Yi
2
Cho, Hoon
2
Dash, Saumya Ranjan
2
Dong, Xiyong
2
Guerello, Chiara
2
Hamori, Shigeyuki
2
Ho, Kin-Yip
2
Jiang, Cuixia
2
Jiang, Yong
2
Jin, Xiu
2
Jung, Hojin
2
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The North American journal of economics and finance : a journal of financial economics studies
Applied economics letters
29
Applied economics
18
Finance research letters
11
International journal of finance & economics : IJFE
11
International review of economics & finance : IREF
10
Journal of international financial markets, institutions & money
10
Economics letters
9
Research in international business and finance
9
Economic modelling
8
Open economies review
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Applied financial economics
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Journal of international money and finance
7
Economic research
5
Energy economics
5
Pacific-Basin finance journal
5
Economic systems
4
International journal of economics
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Argumenta oeconomica
3
Defence and peace economics
3
Economics and Business Letters : EBL
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Global finance journal
3
International journal of manpower
3
International review of financial analysis
3
Journal of economic studies
3
Journal of forecasting
3
Journal of macroeconomics
3
Journal of multinational financial management
3
Macroeconomic dynamics
3
Structural change and economic dynamics : SC+ED
3
The European journal of finance
3
The South African journal of economics
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
The journal of international trade & economic development
3
Advances in investment analysis and portfolio management : a research annual
2
Annals of economics and finance
2
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ECONIS (ZBW)
14
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1
Evolving United States stock market volatility : the role of conventional and unconventional monetary policies
Plakandaras, Vasilios
;
Gupta, Rangan
;
Balcilar, Mehmet
; …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013449139
Saved in:
2
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
Saved in:
3
Time-varying cyclicality of fiscal policy : the case of the Euro area
Afonso, António
;
Carvalho, Francisco Tiago
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-26
Persistent link: https://www.econbiz.de/10013538981
Saved in:
4
House price synchronization across the US states : the role of structural oil shocks
Sheng, Xin
;
Marfatia, Hardik A.
;
Gupta, Rangan
;
Ji, Qiang
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012821423
Saved in:
5
Does inequality help in forecasting equity premium in a panel of G7 countries?
Christou, Christina
;
Gupta, Rangan
;
Jawadi, Fredj
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012822273
Saved in:
6
Time-varying impact of monetary policy shocks on US stock returns : the role of investor sentiment
Cepni, Oguzhan
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013188349
Saved in:
7
Contagion between real estate and financial markets : a Bayesian quantile-on-quantile approach
Caporin, Massimiliano
;
Gupta, Rangan
;
Ravazzolo, Francesco
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012667335
Saved in:
8
Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching : evidence from over a century of data
Ji, Qiang
;
Liu, Bing-Yue
;
Cuñado Eizaguirre, Juncal
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012658792
Saved in:
9
Time-varying risk aversion and realized gold volatility
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
50
(
2019
)
101048
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012204443
Saved in:
10
The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom : evidence from a nonparametric causality-in-quantiles test using over...
Gupta, Rangan
;
Risse, Marian
;
Volkman, David A.
;
Wohar, …
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 391-405
Persistent link: https://www.econbiz.de/10012117890
Saved in:
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