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subject:"United States"
type_genre:"Article in journal"
~person:"Gupta, Rangan"
~person:"Pierdzioch, Christian"
~subject:"Forecasting model"
~subject:"Prognoseverfahren"
~type_genre:"Forschungsbericht"
~type_genre:"Reprint"
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United States
Forecasting model
Prognoseverfahren
Estimation
205
Schätzung
205
Börsenkurs
66
Share price
66
Volatility
66
Volatilität
66
Capital income
65
Kapitaleinkommen
65
USA
55
Aktienmarkt
43
Stock market
43
Risiko
35
Risk
35
Time series analysis
33
Welt
33
World
33
Zeitreihenanalyse
33
VAR model
30
VAR-Modell
30
Theorie
28
Theory
28
Inflation
25
Schock
22
Shock
22
Geldpolitik
21
Immobilienpreis
21
Monetary policy
21
Real estate price
21
Business cycle
19
Causality analysis
19
Kausalanalyse
19
Konjunktur
19
South Africa
19
Südafrika
19
Nichtparametrisches Verfahren
18
Nonparametric statistics
18
Cointegration
17
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8
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Article
107
Book / Working Paper
1
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Article in journal
Forschungsbericht
Reprint
Aufsatz in Zeitschrift
108
Arbeitspapier
62
Graue Literatur
62
Non-commercial literature
62
Working Paper
62
Aufsatz im Buch
2
Book section
2
Conference paper
1
Hochschulschrift
1
Konferenzbeitrag
1
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English
108
Author
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Gupta, Rangan
Pierdzioch, Christian
Bahmani-Oskooee, Mohsen
31
Ma, Feng
31
Gil-Alaña, Luis A.
30
Wohar, Mark E.
30
Caporale, Guglielmo Maria
26
Zaremba, Adam
26
McMillan, David G.
25
Wang, Yudong
22
Zhang, Yaojie
21
Balcilar, Mehmet
20
Narayan, Paresh Kumar
20
Moosa, Imad A.
19
Bollerslev, Tim
18
Salisu, Afees A.
17
Marcellino, Massimiliano
16
Apergēs, Nikolaos
15
McAleer, Michael
15
Nonejad, Nima
15
Bali, Turan G.
14
Heckman, James J.
14
Hsing, Yu
14
Swanson, Norman R.
14
Koopman, Siem Jan
13
Payne, James E.
13
Sarno, Lucio
13
Wei, Yu
13
Cebula, Richard J.
12
Jawadi, Fredj
12
Neumark, David
12
Andersen, Torben
11
Chang, Tsangyao
11
Cheung, Yin-Wong
11
Franses, Philip Hans
11
Glaeser, Edward L.
11
Kilian, Lutz
11
Koop, Gary
11
Kumar, Dilip
11
Miller, Stephen M.
11
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Finance research letters
9
The North American journal of economics and finance : a journal of financial economics studies
9
Applied economics letters
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Economics letters
6
International review of economics & finance : IREF
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
International journal of finance & economics : IJFE
4
Journal of forecasting
4
Applied economics
3
Economic modelling
3
Economics and Business Letters : EBL
3
The European journal of finance
3
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
International review of financial analysis
2
Journal of macroeconomics
2
Open economies review
2
Research in international business and finance
2
Annals of financial economics
1
Applied economics quarterly
1
Applied financial economics
1
Contemporary economics
1
Defence and peace economics
1
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1
Economics / Journal articles : the open-access, open-assessment journal
1
Economics, management and financial markets
1
Emerging markets review
1
Empirica : journal of european economics
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy economics
1
Eurasian economic review : a journal in applied macroeconomics and finance
1
International journal of forecasting
1
International journal of strategic property management
1
Journal of economics & business
1
Journal of economics and finance
1
Journal of financial markets
1
Journal of multinational financial management
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Journal of the Operational Research Society
1
Macroeconomic dynamics
1
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ECONIS (ZBW)
108
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
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:
3
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:
4
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:
5
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:
6
Predictability of economic slowdowns in advanced countries over eight centuries : the role of climate risks
Gupta, Rangan
;
Nel, Jacobus
;
Salisu, Afees A.
;
Ji, Qiang
- In:
Finance research letters
54
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014472761
Saved in:
7
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:
8
On the predictive value of the (shadow) real interest rate for the realized volatility of gold-price returns
Pierdzioch, Christian
;
Rohloff, Sebastian
;
Campe, Roland von
- In:
Annals of financial economics
18
(
2023
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014442354
Saved in:
9
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:
10
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
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