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subject:"USA"
type_genre:"Arbeitspapier"
~person:"Gupta, Rangan"
~person:"Karanassou, Marika"
~person:"Koopman, Siem Jan"
~subject:"United States"
~subject:"Zeitreihenanalyse"
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USA
United States
Zeitreihenanalyse
Estimation
144
Schätzung
144
Time series analysis
39
Theorie
34
Theory
34
Volatility
34
Volatilität
34
Forecasting model
29
Prognoseverfahren
29
Börsenkurs
22
Share price
22
State space model
22
Zustandsraummodell
22
Business cycle
21
Konjunktur
21
Capital income
20
Kapitaleinkommen
20
Risiko
20
Risk
20
ARCH model
17
ARCH-Modell
17
Economic growth
17
Phillips curve
17
Phillips-Kurve
17
Welt
17
Wirtschaftswachstum
17
World
17
Arbeitslosigkeit
16
Climate change
16
Klimawandel
16
Unemployment
16
EU countries
15
EU-Staaten
15
Schock
14
Shock
14
Großbritannien
13
United Kingdom
13
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Free
84
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Book / Working Paper
90
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Arbeitspapier
Article in journal
96
Aufsatz in Zeitschrift
96
Graue Literatur
91
Non-commercial literature
91
Working Paper
90
Aufsatz im Buch
1
Book section
1
Collection of articles of several authors
1
Konferenzschrift
1
Sammelwerk
1
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English
90
Author
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Gupta, Rangan
Karanassou, Marika
Koopman, Siem Jan
Gil-Alaña, Luis A.
117
Caporale, Guglielmo Maria
114
Heckman, James J.
49
Pesaran, M. Hashem
38
McAleer, Michael
37
Marcellino, Massimiliano
31
Hamermesh, Daniel S.
29
Härdle, Wolfgang
25
Timmermann, Allan
23
Kilian, Lutz
21
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
Belke, Ansgar
19
Eickmeier, Sandra
19
Belzil, Christian
18
Glaeser, Edward L.
18
Haltiwanger, John C.
18
Weber, Enzo
18
Angrist, Joshua D.
17
Autor, David H.
17
Campbell, John Y.
17
Engle, Robert F.
17
Gao, Jiti
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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Queen Mary College / Department of Economics
2
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Discussion paper / Tinbergen Institute
28
Department of Economics working paper series
19
Working papers / University of Connecticut, Department of Economics
12
Discussion paper series / IZA
6
Working paper
5
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
2
CESifo working papers
1
CREATES research paper
1
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1
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1
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1
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1
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ECONIS (ZBW)
90
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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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