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subject:"United States"
type_genre:"Article in journal"
~person:"Haltiwanger, John C."
~person:"Lanne, Markku"
~person:"Miller, Stephen M."
~person:"Moretti, Enrico"
~person:"Salisu, Afees A."
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Search: subject_exact:"Estimation"
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United States
Estimation
95
Schätzung
95
USA
44
Time series analysis
18
Zeitreihenanalyse
18
Forecasting model
17
Prognoseverfahren
17
Theorie
17
Theory
17
Börsenkurs
16
Share price
16
Volatility
16
Volatilität
16
Welt
13
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13
Capital income
12
Kapitaleinkommen
12
Inflation
11
Aktienmarkt
10
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10
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Article
44
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Article in journal
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63
Graue Literatur
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Aufsatz in Zeitschrift
44
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1
Book section
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English
44
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Haltiwanger, John C.
Lanne, Markku
Miller, Stephen M.
Moretti, Enrico
Salisu, Afees A.
Gupta, Rangan
53
Bahmani-Oskooee, Mohsen
31
Gil-Alaña, Luis A.
30
Caporale, Guglielmo Maria
25
Wohar, Mark E.
21
Heckman, James J.
14
Apergēs, Nikolaos
13
Hsing, Yu
13
Balcilar, Mehmet
12
Cebula, Richard J.
12
Neumark, David
12
Payne, James E.
12
Bollerslev, Tim
11
Sarno, Lucio
11
Serletis, Apostolos
11
Chang, Tsangyao
10
Glaeser, Edward L.
10
Hamermesh, Daniel S.
10
Bali, Turan G.
9
Basu, Susanto
9
Belke, Ansgar
9
Cheung, Yin-Wong
9
Engle, Robert F.
9
Gruber, Jonathan
9
Hess, Gregory D.
9
Stock, James H.
9
Attanasio, Orazio P.
8
Blundell, Richard W.
8
Chavas, Jean-Paul
8
Diebold, Francis X.
8
Hegerty, Scott W.
8
Klenow, Peter J.
8
Koopman, Siem Jan
8
Lubik, Thomas A.
8
Millimet, Daniel L.
8
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The review of economics and statistics
5
The American economic review
4
American economic journal : a journal of the American Economic Association
2
Energy economics
2
International journal of finance & economics : IJFE
2
International review of economics & finance : IREF
2
Journal of economic studies
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Southern economic journal
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Annals of financial economics
1
Brookings papers on economic activity : BPEA
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Finance research letters
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Journal of human resources : JHR
1
Journal of international money and finance
1
Journal of labor economics
1
Journal of money, credit and banking : JMCB
1
Journal of political economy
1
Journal of public economics
1
Journal of risk and uncertainty : JRU
1
The Manchester School
1
The North American journal of economics and finance : a journal of financial economics studies
1
The econometrics journal
1
The journal of real estate finance and economics
1
The quarterly journal of economics
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
The review of economic studies
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ECONIS (ZBW)
44
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1
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:
2
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:
3
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:
4
A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market : evidence from over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula E.
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 384-400
Persistent link: https://www.econbiz.de/10012814585
Saved in:
5
A firm level analysis of asymmetric response of U.S. stock returns to exchange rate movements
Salisu, Afees A.
;
Isah, Kazeem
;
Ogbonnaya-Orji, Nnenna
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1220-1239
Persistent link: https://www.econbiz.de/10012815021
Saved in:
6
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
7
Oil tail risk and the tail risk of the US Dollar exchange rates
Salisu, Afees A.
;
Olaniran, Abeeb
;
Tchankam, Jean Paul
- In:
Energy economics
109
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013283764
Saved in:
8
Long-memory modeling and forecasting : evidence from the U.S. historical series of inflation
Boubaker, Heni
;
Canarella, Giorgio
;
Gupta, Rangan
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 289-310
Persistent link: https://www.econbiz.de/10012806531
Saved in:
9
Volatility spillovers and hedging effectiveness between health and tourism stocks : empirical evidence from the US
Salisu, Afees A.
;
Akanni, Lateef O.
;
Xuan Vinh Vo
- In:
International review of economics & finance : IREF
74
(
2021
),
pp. 150-159
Persistent link: https://www.econbiz.de/10012792946
Saved in:
10
The effects of U.S. monetary policy uncertainty shock on international equity markets
Aor, Raymond L.
;
Salisu, Afees A.
;
Okpe, Isah J.
- In:
Annals of financial economics
16
(
2021
)
4
,
pp. 1-14
Persistent link: https://www.econbiz.de/10013185494
Saved in:
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