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~language:"eng"
~language:"swe"
~person:"Campbell, John Y."
~person:"Gao, Jiti"
~person:"Gupta, Rangan"
~person:"Koopman, Siem Jan"
~person:"Nijkamp, Peter"
~subject:"Europe"
~subject:"Forecasting model"
~subject:"Stock market"
~subject:"Time series analysis"
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Campbell, John Y.
Gao, Jiti
Gupta, Rangan
Koopman, Siem Jan
Nijkamp, Peter
Caporale, Guglielmo Maria
432
Gil-Alaña, Luis A.
391
Franses, Philip Hans
336
Phillips, Peter C. B.
258
McAleer, Michael
246
Diebold, Francis X.
240
Marcellino, Massimiliano
224
Timmermann, Allan
188
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178
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Pierdzioch, Christian
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151
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Koop, Gary
143
Hendry, David F.
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Lütkepohl, Helmut
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Swanson, Norman R.
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Teräsvirta, Timo
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Hyndman, Rob J.
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Watson, Mark W.
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Dijk, Dick van
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Ghysels, Eric
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Härdle, Wolfgang
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Stock, James H.
118
Dijk, Herman K. van
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Engle, Robert F.
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116
Schorfheide, Frank
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112
Ma, Feng
111
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Economic modelling
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Tinbergen Institute Discussion Paper
8
International review of economics & finance : IREF
7
Research memoranda / Vrije Universiteit, Faculteit der Economische Wetenschappen en Bedrijfskunde
7
School of Economics working papers / The University of Adelaide, School of Economics
7
Applied economics letters
6
Econometric theory
6
Economics letters
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of real estate finance and economics
6
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5
Econometric reviews
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ECONIS (ZBW)
1,051
EconStor
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1
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1
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:
2
Climate risks and forecastability of the weekly state-level economic conditions of the United States
Cepni, Oguzhan
;
Gupta, Rangan
;
Liao, Wenting
;
Ma, Jun
- In:
International review of finance : the official journal …
24
(
2024
)
1
,
pp. 154-162
Persistent link: https://www.econbiz.de/10014507523
Saved in:
3
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:
4
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:
5
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:
6
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:
7
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 280-293
Persistent link: https://www.econbiz.de/10014631538
Saved in:
8
Estimation and inference for three-dimensional panel data models
Feng, Guohua
;
Gao, Jiti
;
Liu, Fei
;
Peng, Bin
-
2024
Persistent link: https://www.econbiz.de/10014584601
Saved in:
9
Estimation, inference, and empirical analysis for time-varying var models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 310-321
Persistent link: https://www.econbiz.de/10014449933
Saved in:
10
Forecasting a nonstationary time series using a mixture of stationary and nonstationary factors as predictors
Hannadige, Sium Bodha
;
Gao, Jiti
;
Silvapulle, Mervyn J.
; …
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 122-134
Persistent link: https://www.econbiz.de/10014449839
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