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~isPartOf:"Department of Economics working paper series"
~isPartOf:"Temi di discussione / Banca d'Italia"
~subject:"Forecasting model"
~subject:"Monetary policy"
~type_genre:"Graue Literatur"
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Forecasting model
Monetary policy
Welt
83
World
83
Volatility
24
Volatilität
24
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22
Estimation
20
Schätzung
20
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Graue Literatur
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32
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32
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Gupta, Rangan
19
Pierdzioch, Christian
8
Bouri, Elie
4
Cova, Pietro
3
Karmakar, Sayar
3
Salisu, Afees A.
3
Ferrari, Alessandro
2
Landi, Valerio Nispi
2
Nielsen, Joshua
2
Pagano, Patrizio
2
Pisani, Massimiliano
2
Plakandaras, Vasilios
2
Rognone, Lavinia
2
Çepni, Oğuzhan
2
Ҫepni, Oğuzhan
2
Angelico, Cristina
1
Balcilar, Mehmet
1
Bonato, Matteo
1
Buono, Ines
1
Cantelmo, Alessandro
1
Carriero, Andrea
1
Christou, Christina
1
Corneli, Flavia
1
Corrado, Luisa
1
Corsello, Francesco
1
De Marchi, Raffaele
1
Del Fava, Santino
1
Di Stefano, Enrica
1
Fantozzi, Daniela
1
Ferrero, Giuseppe
1
Foglia, Matteo
1
Gabauer, David
1
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1
Groß, Marco
1
Hassani, Hossein
1
Ji, Qiang
1
Ma, Feng
1
Marcellino, Massimiliano
1
Marcucci, Juri
1
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Department of Economics working paper series
Temi di discussione / Banca d'Italia
Working paper / National Bureau of Economic Research, Inc.
109
Discussion papers / CEPR
68
IMF working papers
67
Discussion paper / Centre for Economic Policy Research
66
CESifo working papers
61
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53
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48
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46
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42
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35
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32
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31
IMF country report
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22
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IMES discussion paper series / Englische Ausgabe
17
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14
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12
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11
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Koç University - TÜSİAD Economic Research Forum working paper series
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ECONIS (ZBW)
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1
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443108
Saved in:
2
Safe havens, machine learning, and the sources of geopolitical risk : a forecasting analysis using over a century of data
Gupta, Rangan
;
Karmakar, Sayar
;
Pierdzioch, Christian
-
2022
Persistent link: https://www.econbiz.de/10012794059
Saved in:
3
Multi-task forecasting of the realized volatilities of agricultural commodity prices
Gupta, Rangan
;
Pierdzioch, Christian
-
2024
Persistent link: https://www.econbiz.de/10014553246
Saved in:
4
Stock market bubbles and the realized volatility of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
-
2023
Persistent link: https://www.econbiz.de/10014329736
Saved in:
5
Multi-layer spillovers between volatility and skewness in international stock markets over a century of data : the role of disaster risks
Foglia, Matteo
;
Plakandaras, Vasilios
;
Gupta, Rangan
; …
-
2023
Persistent link: https://www.econbiz.de/10014443110
Saved in:
6
Oil price returns skewness and forecastability of international stock returns over one century of data
Salisu, Afees A.
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443111
Saved in:
7
Forecasting international financial stress : the role of climate risks
Del Fava, Santino
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
-
2023
Persistent link: https://www.econbiz.de/10014364827
Saved in:
8
Drivers of large recessions and monetary policy responses
Melina, Giovanni
;
Villa, Stefania
-
2023
Persistent link: https://www.econbiz.de/10014483711
Saved in:
9
Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
-
2023
Persistent link: https://www.econbiz.de/10014304985
Saved in:
10
Forecasting fiscal crises in emerging markets and low-income countries with machine learning models
De Marchi, Raffaele
;
Moro, Alessandro
-
2023
Persistent link: https://www.econbiz.de/10014293336
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