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subject:"Volatilität"
~person:"Gupta, Rangan"
~person:"Kilian, Lutz"
~subject:"Business cycle"
~subject:"Cointegration"
~subject:"Geldpolitik"
~subject:"Inflation"
~subject:"Risk"
~subject:"Theory"
~subject:"Welt"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
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Volatilität
Business cycle
Cointegration
Geldpolitik
Inflation
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Welt
Estimation
304
Schätzung
304
USA
111
United States
110
Forecasting model
107
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107
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86
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Gupta, Rangan
Kilian, Lutz
Caporale, Guglielmo Maria
215
Gil-Alaña, Luis A.
208
Belke, Ansgar
159
Bahmani-Oskooee, Mohsen
96
McAleer, Michael
88
Pesaran, M. Hashem
85
Schneider, Friedrich
81
Pierdzioch, Christian
75
Buch, Claudia M.
72
Marcellino, Massimiliano
66
Wohar, Mark E.
62
Rose, Andrew
61
Härdle, Wolfgang
60
Cheung, Yin-Wong
57
Herwartz, Helmut
57
Tiwari, Aviral Kumar
56
Apergēs, Nikolaos
55
Hautsch, Nikolaus
55
MacDonald, Ronald
54
Beckmann, Joscha
50
Dreher, Axel
50
Koopman, Siem Jan
50
Döpke, Jörg
49
Berg, Gerard J. van den
48
Mumtaz, Haroon
48
Woessmann, Ludger
47
Van Reenen, John
46
Balcilar, Mehmet
44
Narayan, Paresh Kumar
44
Bollerslev, Tim
43
Chang, Tsangyao
43
Lee, Chien-chiang
43
Voigt, Stefan
43
Haan, Jakob de
42
Afonso, António
41
Hayo, Bernd
41
Jordà, Òscar
41
Shahbaz, Muhammad
41
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Centre for Economic Policy Research
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Department of Economics working paper series
34
The North American journal of economics and finance : a journal of financial economics studies
10
Discussion paper / Centre for Economic Policy Research
9
Working papers / University of Connecticut, Department of Economics
9
Finance research letters
8
Research in international business and finance
7
Economics letters
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
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6
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5
CFS working paper series
5
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5
Applied economics letters
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Journal of applied econometrics
4
Working papers / University of Michigan, Department of Economics
4
Applied economics
3
Discussion papers / Research Seminar in International Economics, University of Michigan, School of Public Policy - Department of Economics
3
International journal of finance & economics : IJFE
3
International review of economics & finance : IREF
3
Journal of macroeconomics
3
Staff working paper / Bank of Canada
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The European journal of finance
3
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2
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2
Economics and Business Letters : EBL
2
Emerging markets review
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
FRB of Dallas Working Paper
2
International journal of forecasting
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of applied economics
2
Journal of economic studies
2
Journal of economics and finance
2
Journal of forecasting
2
Journal of money, credit and banking : JMCB
2
Journal of multinational financial management
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
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ECONIS (ZBW)
232
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232
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1
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:
2
Forecasting gold returns volatility over 1258-2023 : the role of moments
Muddana, Thanoj K.
;
Bhimreddy, Komal S. R.
;
Majumdar, …
-
2024
Persistent link: https://www.econbiz.de/10014536233
Saved in:
3
Long-span multi-layer spillovers between moments of advanced equity markets : the role of climate risks
Foglia, Matteo
;
Plakandaras, Vasilios
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014515694
Saved in:
4
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:
5
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:
6
Climate risks and forecastability of US inflation : evidence from dynamic quantile model averaging
Luo, Jiawen
;
Fu, Shengjie
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014529004
Saved in:
7
Climate risks and real gold returns over 750 years
Gupta, Rangan
;
Majumdar, Anandamayee
;
Pierdzioch, Christian
-
2024
Persistent link: https://www.econbiz.de/10015051330
Saved in:
8
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:
9
State-dependent local projections
Gonçalves, Sílvia
;
Herrera, Ana María
;
Kilian, Lutz
; …
-
2023
Persistent link: https://www.econbiz.de/10014311197
Saved in:
10
Jointly estimating macroeconomic news and surprise shocks
Kilian, Lutz
;
Plante, Michael D.
;
Richter, Alexander W.
-
2023
Persistent link: https://www.econbiz.de/10014311457
Saved in:
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