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subject:"USA"
type_genre:"Arbeitspapier"
~person:"Gupta, Rangan"
~person:"Malley, James R."
~person:"McAleer, Michael"
~subject:"Zeitreihenanalyse"
~type_genre:"Rezension"
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Search: subject_exact:"Estimation"
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USA
Zeitreihenanalyse
Estimation
178
Schätzung
178
United States
76
Volatility
67
Volatilität
67
Forecasting model
47
Prognoseverfahren
47
Welt
38
World
38
ARCH model
37
ARCH-Modell
37
Börsenkurs
32
Share price
32
Time series analysis
29
Capital income
27
Kapitaleinkommen
27
Theorie
25
Theory
25
Stochastic process
21
Stochastischer Prozess
21
Risiko
18
Risk
18
Climate change
16
Klimawandel
16
Modellierung
15
Scientific modelling
15
Risikomaß
14
Risk measure
14
Business cycle
13
Inflation
13
Konjunktur
13
Capital market returns
12
Forecasting
12
Kapitalmarktrendite
12
Taiwan
12
Wirtschaftswachstum
12
Economic growth
11
International tourism
11
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Free
80
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Book / Working Paper
96
Type of publication (narrower categories)
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Arbeitspapier
Rezension
Working Paper
96
Article in journal
95
Aufsatz in Zeitschrift
95
Graue Literatur
95
Non-commercial literature
95
Language
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English
96
Author
All
Gupta, Rangan
Malley, James R.
McAleer, Michael
Gil-Alaña, Luis A.
117
Caporale, Guglielmo Maria
114
Heckman, James J.
49
Pesaran, M. Hashem
38
Koopman, Siem Jan
32
Marcellino, Massimiliano
31
Hamermesh, Daniel S.
29
Härdle, Wolfgang
25
Timmermann, Allan
23
Kilian, Lutz
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
Belke, Ansgar
19
Eickmeier, Sandra
19
Belzil, Christian
18
Engle, Robert F.
18
Glaeser, Edward L.
18
Haltiwanger, John C.
18
Weber, Enzo
18
Angrist, Joshua D.
17
Autor, David H.
17
Campbell, John Y.
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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University of Glasgow / Department of Economics
6
University of Canterbury / Dept. of Economics and Finance
2
University of Dundee / Department of Economic Studies
1
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Department of Economics working paper series
19
Econometric Institute research papers
18
Working papers / University of Connecticut, Department of Economics
12
Working paper
10
Discussion paper / Tinbergen Institute
8
CESifo working papers
6
Discussion papers / Adam Smith Business School, University of Glasgow
5
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
4
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
2
Discussion paper series / IZA
2
Discussion papers in economics
2
Cardiff economics working papers
1
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1
Dundee discussion papers in economics
1
Economics / Discussion papers : the open-access, open-assessment e-journal
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ECONIS (ZBW)
96
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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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