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~accessRights:"free"
~isPartOf:"Department of Economics working paper series"
~language:"eng"
~language:"ita"
~language:"slk"
~subject:"Prognoseverfahren"
~type:"book"
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Prognoseverfahren
Volatility
52
Volatilität
52
Estimation
46
Forecasting model
46
Schätzung
46
Welt
38
World
38
Risiko
33
Risk
33
USA
32
United States
32
Börsenkurs
31
Share price
31
Climate change
29
Klimawandel
29
Capital income
26
Forecasting
26
Kapitaleinkommen
26
ARCH model
24
ARCH-Modell
24
Aktienmarkt
24
Stock market
24
Theorie
21
Theory
21
Climate risks
12
Geldpolitik
12
Monetary policy
12
Business cycle
11
Forecast
11
Impact assessment
11
Konjunktur
11
Prognose
11
Schock
11
Shock
11
South Africa
11
Südafrika
11
Wirkungsanalyse
11
Oil price
10
Ölpreis
10
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Arbeitspapier
46
Graue Literatur
46
Non-commercial literature
46
Working Paper
46
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Italian
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Gupta, Rangan
46
Pierdzioch, Christian
14
Salisu, Afees A.
10
Bouri, Elie
9
Cepni, Oguzhan
8
Ҫepni, Oğuzhan
6
Karmakar, Sayar
5
Bonato, Matteo
4
Demirer, Rıza
4
Ogbonna, Ahamuefula Ephraim
4
Nielsen, Joshua
3
Christou, Christina
2
Gabauer, David
2
Ji, Qiang
2
Liao, Wenting
2
Liu, Ruipeng
2
Luo, Jiawen
2
Plakandaras, Vasilios
2
Rognone, Lavinia
2
Segnon, Mawuli
2
Wu, Kejin
2
Çepni, Oğuzhan
2
Bhimreddy, Komal S. R.
1
Candila, Vincenzo
1
Caporin, Massimiliano
1
Caraiani, Petre
1
Del Fava, Santino
1
Foglia, Matteo
1
Fu, Shengjie
1
Gallo, Giampiero M.
1
Hassani, Hossein
1
Ivashchenko, Sergey
1
Liphadzi, Asingamaanda
1
Ma, Feng
1
Ma, Jun
1
Majumdar, Anandamayee
1
Muddana, Thanoj K.
1
Nel, Jacobus
1
Polat, Onur
1
Rossini, Lua
1
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Department of Economics working paper series
NBER working paper series
253
NBER Working Paper
235
Working paper
199
Discussion paper / Tinbergen Institute
170
ECB Working Paper
169
Working paper series / European Central Bank
158
IMF working papers
134
Working paper / Department of Econometrics and Business Statistics, Monash University
127
CESifo working papers
120
CREATES research paper
98
Econometric Institute research papers
94
Working paper / National Bureau of Economic Research, Inc.
91
Working papers
91
Finance and economics discussion series
87
Tinbergen Institute Discussion Paper
78
CESifo Working Paper
70
CAMA working paper series
66
Discussion paper
66
IMF Working Paper
66
Federal Reserve Bank of Cleveland working paper series
65
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
65
Working paper series
65
SFB 649 discussion paper
58
Working Paper
58
Working paper / Norges Bank
54
Research paper series / Swiss Finance Institute
53
CESifo Working Paper Series
46
FEDS Working Paper
45
Staff working paper / Bank of Canada
45
Temi di discussione / Banca d'Italia
44
Discussion paper series / IZA
41
Cambridge working papers in economics
40
International finance discussion papers
40
Staff reports / Federal Reserve Bank of New York
39
CAMA Working Paper
38
Working papers / Federal Reserve Bank of Philadelphia, Research Department
37
CFS working paper series
35
FRB of Cleveland Working Paper
35
Discussion papers / Deutsches Institut für Wirtschaftsforschung
34
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ECONIS (ZBW)
46
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1
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:
2
Climate risks and prediction of sectoral REITs volatility : international evidence
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Bouri, Elie
-
2024
Persistent link: https://www.econbiz.de/10014635867
Saved in:
3
Energy market uncertainties and exchange rate volatility : a GARCHMIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014521267
Saved in:
4
Energy market uncertainties and US state-level stock market volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505054
Saved in:
5
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:
6
Forecasting growth-at-risk of the United States : housing price versus housing sentiment or attention
Cepni, Oguzhan
;
Gupta, Rangan
;
Pierdzioch, Christian
-
2024
Persistent link: https://www.econbiz.de/10014483637
Saved in:
7
Forecasting realized US stock market volatility : is there a role for economic policy uncertainty?
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505046
Saved in:
8
Forecasting stock returns volatility of the G7 over centuries : the role of climate risks
Bouri, Elie
;
Gupta, Rangan
;
Liphadzi, Asingamaanda
; …
-
2024
Persistent link: https://www.econbiz.de/10014553267
Saved in:
9
Forecasting U.S. recessions using over 150 years of data : stock-market moments versus oil-market moments
Bouri, Elie
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
-
2024
Persistent link: https://www.econbiz.de/10014635879
Saved in:
10
GARCHX-NoVaS : a model-free approach to incorporate exogenous variables
Wu, Kejin
;
Karmakar, Sayar
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014553270
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