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subject:"United States"
type_genre:"Article in journal"
~language:"eng"
~person:"Gupta, Rangan"
~person:"Koopman, Siem Jan"
~subject:"Faktorenanalyse"
~subject:"Multivariate Analyse"
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Search: subject_exact:"Estimation"
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United States
Faktorenanalyse
Multivariate Analyse
Estimation
195
Schätzung
195
Forecasting model
68
Prognoseverfahren
68
Volatility
63
Volatilität
63
USA
61
Capital income
59
Kapitaleinkommen
59
Börsenkurs
55
Share price
55
Time series analysis
46
Zeitreihenanalyse
46
Aktienmarkt
39
Stock market
39
Risiko
35
Risk
35
Theorie
33
Theory
33
Welt
31
World
31
VAR model
28
VAR-Modell
28
Inflation
23
Immobilienpreis
21
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21
ARCH model
20
ARCH-Modell
20
Schock
20
Shock
20
Causality analysis
19
Geldpolitik
19
Kausalanalyse
19
Monetary policy
19
South Africa
19
Südafrika
19
Nichtparametrisches Verfahren
18
Nonparametric statistics
18
Cointegration
16
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6
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Article
69
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Article in journal
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70
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57
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57
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57
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English
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Gupta, Rangan
Koopman, Siem Jan
Gil-Alaña, Luis A.
33
Bahmani-Oskooee, Mohsen
31
Caporale, Guglielmo Maria
27
Wohar, Mark E.
21
Heckman, James J.
15
Payne, James E.
14
Apergēs, Nikolaos
13
Hsing, Yu
13
Balcilar, Mehmet
12
Neumark, David
12
Sarno, Lucio
12
Serletis, Apostolos
12
Bollerslev, Tim
11
Cebula, Richard J.
11
Chang, Tsangyao
10
Cheung, Yin-Wong
10
Glaeser, Edward L.
10
Hamermesh, Daniel S.
10
Miller, Stephen M.
10
Bali, Turan G.
9
Basu, Susanto
9
Engle, Robert F.
9
Gruber, Jonathan
9
Hess, Gregory D.
9
Marcellino, Massimiliano
9
Moretti, Enrico
9
Pesaran, M. Hashem
9
Salisu, Afees A.
9
Schorfheide, Frank
9
Stock, James H.
9
Swanson, Norman R.
9
Tiwari, Aviral Kumar
9
Attanasio, Orazio P.
8
Bekaert, Geert
8
Belke, Ansgar
8
Blundell, Richard W.
8
Chavas, Jean-Paul
8
Diebold, Francis X.
8
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The North American journal of economics and finance : a journal of financial economics studies
6
Economics letters
5
Applied economics letters
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Finance research letters
4
International journal of forecasting
4
International review of economics & finance : IREF
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Economics and Business Letters : EBL
2
International journal of finance & economics : IJFE
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Oxford bulletin of economics and statistics
2
Applied economics
1
Econometric reviews
1
Economic systems
1
Economics / Journal articles : the open-access, open-assessment journal
1
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1
Empirica : journal of european economics
1
Energy economics
1
Eurasian economic review : a journal in applied macroeconomics and finance
1
International journal of strategic property management
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of economics and finance
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of forecasting
1
Journal of macroeconomics
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Macroeconomic dynamics
1
Open economies review
1
Panoeconomicus
1
Research in international business and finance
1
Structural change and economic dynamics : SC+ED
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
1
The journal of real estate finance and economics
1
The review of economics and statistics
1
Tourism economics : the business and finance of tourism and recreation
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ECONIS (ZBW)
70
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1
Does climate policy uncertainty affect tourism demand? : evidence from time-varying causality tests
Apergēs, Nikolaos
;
Gavriilidis, Konstantinos
;
Gupta, Rangan
- In:
Tourism economics : the business and finance of tourism …
29
(
2023
)
6
,
pp. 1484-1498
Persistent link: https://www.econbiz.de/10014384510
Saved in:
2
The role of oil and risk shocks in the high-frequency movements of the term structure of interest rates : evidence from the U.S. Treasury market
Gupta, Rangan
;
Shahzad, Syed Jawad Hussain
;
Sheng, Xin
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1845-1857
Persistent link: https://www.econbiz.de/10014253453
Saved in:
3
Estimating U.S. housing price network connectedness : evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models
Gabauer, David
;
Gupta, Rangan
;
Marfatia, Hardik A.
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 349-362
Persistent link: https://www.econbiz.de/10014446771
Saved in:
4
Climate risks and forecastability of the weekly state-level economic conditions of the United States
Cepni, Oguzhan
;
Gupta, Rangan
;
Liao, Wenting
;
Ma, Jun
- In:
International review of finance : the official journal …
24
(
2024
)
1
,
pp. 154-162
Persistent link: https://www.econbiz.de/10014507523
Saved in:
5
Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Cepni, Oguzhan
;
Christou, Christina
;
Gupta, Rangan
- In:
Economics letters
227
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014335747
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
The ENSO cycle and forecastability of global inflation and output growth : evidence from standard and mixed-frequency multivariate singular spectrum analyses
Yeganegi, Mohammad Reza
;
Hassani, Hossein
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1690-1707
Persistent link: https://www.econbiz.de/10014432753
Saved in:
8
Is there a national housing market bubble brewing in the United States?
Gupta, Rangan
;
Ma, Jun
;
Theodoridis, Konstantinos
; …
- In:
Macroeconomic dynamics
27
(
2023
)
8
,
pp. 2191-2228
Persistent link: https://www.econbiz.de/10014436663
Saved in:
9
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:
10
Predicting firm-level volatility in the United States : the role of monetary policy uncertainty
Clance, Matthew W.
;
Demirer, Rıza
;
Gupta, Rangan
; …
- In:
Economics and Business Letters : EBL
9
(
2020
)
3
,
pp. 167-177
Persistent link: https://www.econbiz.de/10012420480
Saved in:
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