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subject:"Volatility"
~isPartOf:"Economics letters"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Energy economics"
~isPartOf:"International economics and economic policy : IEEP"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"Journal of policy modeling : JPMOD ; a social science forum of world issues"
~person:"Clark, Todd E."
~person:"Gupta, Rangan"
~person:"Stengos, Thanasēs"
~subject:"Causality analysis"
~subject:"Nonparametric statistics"
~subject:"Portfolio-Management"
~subject:"Time series analysis"
~subject:"USA"
~subject:"Wirtschaftswachstum"
~type_genre:"Aufsatz in Zeitschrift"
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Volatility
Causality analysis
Nonparametric statistics
Portfolio-Management
Time series analysis
USA
Wirtschaftswachstum
Estimation
29
Schätzung
29
United States
11
Zeitreihenanalyse
9
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8
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8
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Aufsatz in Zeitschrift
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Clark, Todd E.
Gupta, Rangan
Stengos, Thanasēs
Tiwari, Aviral Kumar
9
Ma, Feng
8
Marcellino, Massimiliano
8
Bouri, Elie
7
Gil-Alaña, Luis A.
7
Narayan, Paresh Kumar
7
Shahbaz, Muhammad
7
Wohar, Mark E.
7
Apergēs, Nikolaos
6
Caporale, Guglielmo Maria
6
Hammoudeh, Shawkat
6
Lee, Chien-chiang
6
Pesaran, M. Hashem
6
Serletis, Apostolos
6
Balcilar, Mehmet
5
Kanas, Angelos
5
Kapetanios, George
5
Smyth, Russell
5
Wang, Yudong
5
Wei, Yu
5
Yoon, Seong-min
5
Österholm, Pär
5
Gozgor, Giray
4
Herwartz, Helmut
4
Kumbhakar, Subal
4
Nonejad, Nima
4
Park, Sung Y.
4
Ren, Xiaohang
4
Shahzad, Syed Jawad Hussain
4
Sosvilla-Rivero, Simón
4
Aloui, Chaker
3
Arin, Kerim Peren
3
Beckmann, Joscha
3
Casarin, Roberto
3
Chan, Joshua
3
Chevallier, Julien
3
Cho, Dooyeon
3
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Economics letters
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Energy economics
International economics and economic policy : IEEP
Journal of applied econometrics
Journal of international financial markets, institutions & money
Journal of policy modeling : JPMOD ; a social science forum of world issues
The North American journal of economics and finance : a journal of financial economics studies
11
Applied economics
8
Finance research letters
6
Applied economics letters
5
International review of economics & finance : IREF
5
International journal of finance & economics : IJFE
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Economic systems
3
Economics and Business Letters : EBL
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Journal of forecasting
3
Journal of multinational financial management
3
Research in international business and finance
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Defence and peace economics
2
Economic modelling
2
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2
Emerging markets review
2
Empirica : journal of european economics
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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Journal of applied economics
2
Journal of economics and finance
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Journal of risk and financial management : JRFM
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Open economies review
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Structural change and economic dynamics : SC+ED
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The European journal of finance
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Econometrics : open access journal
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Economics / Journal articles : the open-access, open-assessment journal
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Emerging markets, finance and trade : EMFT
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Eurasian economic review : a journal in applied macroeconomics and finance
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of forecasting
1
International journal of strategic property management
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ECONIS (ZBW)
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1
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:
2
Nowcasting tail risk to economic activity at a weekly frequency
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 843-866
Persistent link: https://www.econbiz.de/10013464633
Saved in:
3
Macroeconomic forecasting in a multi-country context
Bai, Yu
;
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, …
- In:
Journal of applied econometrics
37
(
2022
)
6
,
pp. 1230-1255
Persistent link: https://www.econbiz.de/10013464673
Saved in:
4
Persistence of state-level uncertainty of the United States : the role of climate risks
Sheng, Xin
;
Gupta, Rangan
;
Cepni, Oguzhan
- In:
Economics letters
215
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013448252
Saved in:
5
The effects of climate risks on economic activity in a panel of US states : the role of uncertainty
Sheng, Xin
;
Gupta, Rangan
;
Çepni, Oğuzhan
- In:
Economics letters
213
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013442110
Saved in:
6
Quantile eco-efficiency estimation and convergence : a nonparametric frontier approach
Polemis, Michael
;
Stengos, Thanasēs
;
Tzeremes, Panayiotis
- In:
Economics letters
202
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012607127
Saved in:
7
Time-varying role of macroeconomic shocks on house prices in the US and UK : evidence from over 150 years of data
Plakandaras, Vasilios
;
Gupta, Rangan
;
Katrakilides, K.
; …
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
5
,
pp. 2249-2285
Persistent link: https://www.econbiz.de/10012254637
Saved in:
8
Unemployment rate hysteresis and the great recession : exploring the metropolitan evidence
Canarella, Giorgio
;
Gupta, Rangan
;
Miller, Stephen M.
; …
- In:
Empirical economics : a journal of the Institute for …
56
(
2019
)
1
,
pp. 61-79
Persistent link: https://www.econbiz.de/10012040714
Saved in:
9
Time-varying impact of uncertainty shocks on the US housing market
Christou, Christina
;
Gupta, Rangan
;
Nyakabawo, Wendy
- In:
Economics letters
180
(
2019
),
pp. 15-20
Persistent link: https://www.econbiz.de/10012121736
Saved in:
10
Identification of common factors in panel data growth model
Deniz, Pinar
;
Stengos, Thanasēs
;
Yazgan, Mustafa Ege
- In:
Economics letters
168
(
2018
),
pp. 94-97
Persistent link: https://www.econbiz.de/10012016745
Saved in:
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