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~language:"eng"
~language:"swe"
~person:"Clements, Michael P."
~person:"Gupta, Rangan"
~person:"Nijkamp, Peter"
~subject:"Forecasting model"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Multi-volume publication"
~type_genre:"Non-commercial literature"
~type_genre:"Sammelwerk"
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Forecasting model
Theorie
261
Theory
261
Prognoseverfahren
258
Estimation
200
Schätzung
200
Volatility
154
Volatilität
154
USA
149
United States
149
Capital income
121
Kapitaleinkommen
121
Börsenkurs
116
Share price
116
Welt
109
World
109
South Africa
103
Südafrika
103
Risiko
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Risk
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Time series analysis
97
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97
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80
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Oil price
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Niederlande
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Impact assessment
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7
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Clements, Michael P.
Gupta, Rangan
Nijkamp, Peter
Ma, Feng
91
Pierdzioch, Christian
82
Franses, Philip Hans
63
Baghestani, Hamid
58
Wang, Yudong
58
Fildes, Robert
57
Zhang, Yaojie
57
McMillan, David G.
52
Timmermann, Allan
51
Marcellino, Massimiliano
50
Stekler, Herman O.
45
Wohar, Mark E.
44
Petropoulos, Fotios
42
Goodwin, Paul
40
Nikolopoulos, Konstantinos
39
Narayan, Paresh Kumar
38
Ruelke, Jan-Christoph
38
Song, Haiyan
38
Wang, Shouyang
37
Zaremba, Adam
37
Swanson, Norman R.
36
Hendry, David F.
35
Hyndman, Rob J.
35
Liang, Chao
35
Taylor, James W.
35
Salisu, Afees A.
34
Bratu, Mihaela
33
Diebold, Francis X.
33
Kourentzes, Nikolaos
31
Armstrong, Jon Scott
30
Kapetanios, George
30
Balcilar, Mehmet
29
Lahiri, Kajal
29
Michelsen, Claus
29
Pesaran, M. Hashem
29
Wei, Yu
29
Makridakis, Spyros G.
28
Moosa, Imad A.
28
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International journal of forecasting
28
Journal of forecasting
22
Applied economics
15
Finance research letters
11
Economic modelling
9
Journal of applied econometrics
9
Energy economics
8
The North American journal of economics and finance : a journal of financial economics studies
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
International review of economics & finance : IREF
5
The South African journal of economics
5
Annals of financial economics
4
Applied economics letters
4
Economics letters
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
4
The journal of real estate finance and economics
4
Computational economics
3
Emerging markets, finance and trade : EMFT
3
Financial innovation : FIN
3
International journal of finance & economics : IJFE
3
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
3
International review of financial analysis
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of financial markets
3
Journal of macroeconomics
3
Research in international business and finance
3
The European journal of finance
3
The econometrics journal
3
The economic journal : the journal of the Royal Economic Society
3
Applied financial economics
2
Economics and Business Letters : EBL
2
Journal of economic studies
2
Journal of international money and finance
2
Journal of money, credit and banking : JMCB
2
Open economies review
2
Oxford bulletin of economics and statistics
2
Spatial economic analysis : the journal of the Regional Studies Association
2
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ECONIS (ZBW)
258
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91
Historical forecasting of interest rate mean and volatility of the United States : is there a role of uncertainty?
Hassani, Hossein
;
Yeganegi, Mohammad Reza
;
Gupta, Rangan
- In:
Annals of financial economics
15
(
2020
)
4
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012643036
Saved in:
92
Predicting firm-level volatility in the United States : the role of monetary policy uncertainty
Clance, Matthew W.
;
Demirer, Rıza
;
Gupta, Rangan
; …
- In:
Economics and Business Letters : EBL
9
(
2020
)
3
,
pp. 167-177
Persistent link: https://www.econbiz.de/10012420480
Saved in:
93
Predicting international equity returns: evidence from time-varying parameter vector autoregressive models
Gupta, Rangan
;
Huber, Florian
;
Piribauer, Philipp
- In:
International review of financial analysis
68
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012300967
Saved in:
94
The role of an aligned investor sentiment index in predicting bond risk premia of the U.S
Çepni, Oğuzhan
;
Güney, Ethem
;
Gupta, Rangan
;
Wohar, …
- In:
Journal of financial markets
51
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013536291
Saved in:
95
The role of global economic conditions in forecasting gold market volatility : evidence from a GARCH-MIDAS approach
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
;
Ji, Qiang
- In:
Research in international business and finance
54
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012581489
Saved in:
96
The role of real estate uncertainty in predicting US home sales growth : evidence from a quantiles-based Bayesian model averaging approach
Çepni, Oğuzhan
;
Gupta, Rangan
;
Wohar, Mark E.
- In:
Applied economics
52
(
2020
)
5
,
pp. 528-536
Persistent link: https://www.econbiz.de/10012197432
Saved in:
97
Text-based data and forecasting : editor's introduction
Clements, Michael P.
;
Fritsche, Ulrich
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1476-1477
Persistent link: https://www.econbiz.de/10012546805
Saved in:
98
Time-varying risk aversion and the predictability of bond premia
Çepni, Oğguzhan
;
Demirer, Rıza
;
Gupta, Rangan
; …
- In:
Finance research letters
34
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012436600
Saved in:
99
Uncertainty and forecasts of U.S. recessions
Pierdzioch, Christian
;
Gupta, Rangan
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
4
,
pp. 1-21
Persistent link: https://www.econbiz.de/10012299545
Saved in:
100
Do forecasters target first or later releases of national accounts data?
Clements, Michael P.
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1240-1249
Persistent link: https://www.econbiz.de/10012305258
Saved in:
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