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subject:"Time series analysis"
subject:"United States"
~person:"Balcilar, Mehmet"
~person:"Gupta, Rangan"
~person:"Timmermann, Allan"
~type_genre:"Working Paper"
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Time series analysis
United States
Estimation
99
Schätzung
99
USA
59
Forecasting model
37
Prognoseverfahren
37
Capital income
32
Kapitaleinkommen
32
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27
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27
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24
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24
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22
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Balcilar, Mehmet
Gupta, Rangan
Timmermann, Allan
Gil-Alaña, Luis A.
116
Caporale, Guglielmo Maria
113
Heckman, James J.
49
Pesaran, M. Hashem
38
McAleer, Michael
37
Koopman, Siem Jan
32
Marcellino, Massimiliano
31
Hamermesh, Daniel S.
29
Härdle, Wolfgang
25
Malley, James R.
21
Miller, Stephen M.
21
Stulz, René M.
21
Bloom, Nicholas
20
Christiano, Lawrence J.
20
Eichenbaum, Martin S.
20
Hautsch, Nikolaus
20
Karanassou, Marika
20
Kilian, Lutz
20
Belke, Ansgar
19
Eickmeier, Sandra
19
Belzil, Christian
18
Glaeser, Edward L.
18
Weber, Enzo
18
Angrist, Joshua D.
17
Autor, David H.
17
Campbell, John Y.
17
Engle, Robert F.
17
Gao, Jiti
17
Haltiwanger, John C.
17
Kapetanios, George
17
Lucas, André
17
Ludvigson, Sydney C.
17
Lütkepohl, Helmut
17
Massa, Massimo
17
Neumark, David
17
Schorfheide, Frank
17
Basu, Susanto
16
Diebold, Francis X.
16
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6
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ECONIS (ZBW)
69
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1
Can municipal bonds hedge US state-level climate risks?
Polat, Onur
;
Gupta, Rangan
;
Cepni, Oguzhan
;
Ji, Qiang
-
2024
Persistent link: https://www.econbiz.de/10014521269
Saved in:
2
The effects of uncertainty on economic conditions across US states : the role of climate risks
Sheng, Xin
;
Gupta, Rangan
;
Liao, Wenting
;
Cepni, Oguzhan
-
2024
Persistent link: https://www.econbiz.de/10014505055
Saved in:
3
Economic conditions and predictability of US stock returns volatility : local factor versus national factor in a GARCH-MIDAS model
Salisu, Afees A.
;
Liao, Wenting
;
Gupta, Rangan
;
Cepni, …
-
2023
Persistent link: https://www.econbiz.de/10014329743
Saved in:
4
Housing search activity and quantiles-based predictability of housing price movements in the United States
Gupta, Rangan
;
Moodley, Damien
-
2023
Persistent link: https://www.econbiz.de/10014443107
Saved in:
5
Forecasting volatility of commodity, currency, and stock markets : evidence from Markov switching multifractal models
Liu, Ruipeng
;
Segnon, Mawuli
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014448138
Saved in:
6
The effects of climate risks on economic activity in a panel of US states : the role of uncertainty
Sheng, Xin
;
Gupta, Rangan
;
Çepni, Oğuzhan
-
2022
Persistent link: https://www.econbiz.de/10012803668
Saved in:
7
Persistence of state-level uncertainty of the United States : the role of climate risks
Sheng, Xin
;
Gupta, Rangan
;
Çepni, Oğuzhan
-
2022
Persistent link: https://www.econbiz.de/10012806400
Saved in:
8
Climate risks and forecastability of the weekly state-level economic conditions of the United States
Ҫepni, Oğuzhan
;
Gupta, Rangan
;
Liao, Wenting
;
Ma, Jun
-
2022
Persistent link: https://www.econbiz.de/10013435217
Saved in:
9
Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Ҫepni, Oğuzhan
;
Christou, Christina
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10013435218
Saved in:
10
Bitcoin prices and the realized volatility of US sectoral stock returns
Bouri, Elie
;
Salisu, Afees A.
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10013270159
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