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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
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149
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121
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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
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2
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ECONIS (ZBW)
258
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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
Forecasting stock market volatility with regime-switching GARCH-MIDAS : the role of geopolitical risks
Segnon, Mawuli
;
Gupta, Rangan
;
Wilfling, Bernd
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 29-43
Persistent link: https://www.econbiz.de/10014450235
Saved in:
4
Climate risks and realized volatility of major commodity currency exchange rates
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
62
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014226734
Saved in:
5
Climate risks and state-level stock market realized volatility
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014473150
Saved in:
6
Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
Saved in:
7
Density forecasting with Bayesian Vector Autoregressive models under macroeconomic data uncertainty
Clements, Michael P.
;
Galvão, Ana Beatriz C.
- In:
Journal of applied econometrics
38
(
2023
)
2
,
pp. 164-185
Persistent link: https://www.econbiz.de/10014287961
Saved in:
8
Do U.S. economic conditions at the state level predict the realized volatility of oil-price returns? : a quantile machine-learning approach
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Financial innovation : FIN
9
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014288917
Saved in:
9
The ENSO cycle and forecastability of global inflation and output growth : evidence from standard and mixed-frequency multivariate singular spectrum analyses
Yeganegi, Mohammad Reza
;
Hassani, Hossein
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1690-1707
Persistent link: https://www.econbiz.de/10014432753
Saved in:
10
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
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