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~language:"eng"
~language:"swe"
~person:"Gao, Jiti"
~person:"Gupta, Rangan"
~person:"Koopman, Siem Jan"
~person:"Nijkamp, Peter"
~person:"Teräsvirta, Timo"
~subject:"Europe"
~subject:"Forecasting model"
~subject:"Niederlande"
~subject:"Projektmanagement"
~subject:"Stock market"
~subject:"Time series analysis"
~type_genre:"Working Paper"
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Europe
Forecasting model
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Theorie
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Theory
399
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290
Schätzung
202
Estimation
185
Prognoseverfahren
147
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144
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141
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129
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Gao, Jiti
Gupta, Rangan
Koopman, Siem Jan
Nijkamp, Peter
Teräsvirta, Timo
Caporale, Guglielmo Maria
228
Franses, Philip Hans
189
Gil-Alaña, Luis A.
175
Ours, Jan C. van
159
McAleer, Michael
152
Marcellino, Massimiliano
148
Pesaran, M. Hashem
90
Ravazzolo, Francesco
88
Dijk, Herman K. van
86
Härdle, Wolfgang
86
Hyndman, Rob J.
85
Phillips, Peter C. B.
82
Diebold, Francis X.
81
Lindeboom, Maarten
78
Berg, Gerard J. van den
76
Clark, Todd E.
76
Timmermann, Allan
74
Dijk, Dick van
73
Grip, Andries de
71
Kapetanios, George
71
Rietveld, Piet
69
Brunello, Giorgio
68
Klaauw, Bas van der
68
Lucas, André
67
Lütkepohl, Helmut
66
Kilian, Lutz
65
Koop, Gary
61
Sibbertsen, Philipp
60
Soest, Arthur van
60
Oosterbeek, Hessel
54
Hartog, Joop
52
Johansen, Søren
52
Rossi, Barbara
52
Euwals, Rob
51
Giannone, Domenico
51
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Ekonomiska forskningsinstitutet <Stockholm>
16
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2
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Vrije Universiteit Amsterdam / Faculteit der Economische Wetenschappen en Econometrie
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1
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Discussion paper / Tinbergen Institute
180
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56
Working paper / Department of Econometrics and Business Statistics, Monash University
54
Serie research memoranda / Vrije Universiteit, Faculteit der Economische Wetenschappen en Econometrie
41
Research memoranda / Vrije Universiteit, Faculteit der Economische Wetenschappen en Bedrijfskunde
29
Serie research memoranda / Vrije Universiteit, Faculteit der Economische Wetenschappen en Bedrijfskunde
24
CREATES research paper
22
SSE EFI working paper series in economics and finance
19
Tinbergen Institute Discussion Paper
16
Working papers / University of Connecticut, Department of Economics
16
Discussion paper / Tinbergen Institute / Tinbergen Institute
8
Working paper series in economics and finance
8
School of Economics working papers / The University of Adelaide, School of Economics
7
Research memorandum / Vrije Universiteit, Faculteit der Economische Wetenschappen en Econometrie / Vrije Universiteit, Faculteit der Economische Wetenschappen en Econometrie
5
DNB working paper
4
Discussion paper / Center for Economic Research, Tilburg University
4
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4
Finmap working paper
3
TRACE discussion papers / Tinbergen Institute
3
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2
Arbeidsnotat / Norges Bank / Norges Bank
2
Cowles Foundation discussion paper
2
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2
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
2
Economics / Discussion papers : the open-access, open-assessment e-journal
2
Economics working paper
2
IZA Discussion Papers
2
School of Accounting, Finance and Economics & FEMARC working paper series
2
Serie research memoranda / Vrije Universiteit, Faculty of Economics, Business Administration and Econometrics / Vrije Universiteit, Faculteit der Economische Wetenschappen en Econometrie
2
Suntory and Toyota International Centres for Economics and Related Disciplines
2
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
2
Working paper series / European Central Bank
2
CEMMAP working papers / Centre for Microdata Methods and Practice
1
CESifo working papers
1
CORE discussion papers : DP
1
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1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion paper series / LSE Financial Markets Group
1
Discussion papers / Deutsches Institut für Wirtschaftsforschung
1
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ECONIS (ZBW)
511
EconStor
18
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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
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:
3
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:
4
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:
5
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:
6
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:
7
Long-span multi-layer spillovers between moments of advanced equity markets : the role of climate risks
Foglia, Matteo
;
Plakandaras, Vasilios
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014515694
Saved in:
8
Political geography and stock market volatility : the role of political alignment across sentiment regimes
Cepni, Oguzhan
;
Demirer, Rıza
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505058
Saved in:
9
Predicting the conditional distribution of US stock market systemic stress : the role of climate risks
Caporin, Massimiliano
;
Caraiani, Petre
;
Cepni, Oguzhan
; …
-
2024
Persistent link: https://www.econbiz.de/10014496364
Saved in:
10
Presidential approval ratings and stock market performance in Latin America
Jaichand, Yuvana
;
Van Eyden, Reneé
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505056
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