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~language:"eng"
~person:"Aghion, Philippe"
~person:"Fabozzi, Frank J."
~person:"Gupta, Rangan"
~person:"Long, Ngo Van"
~person:"Miceli, Thomas J."
~person:"Pesaran, M. Hashem"
~person:"Tirole, Jean"
~subject:"Estimation"
~subject:"Haftung"
~subject:"Inflation"
~subject:"Prognoseverfahren"
~subject:"Theory"
~subject:"Time series analysis"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Conference paper"
~type_genre:"Multi-volume publication"
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Estimation
Haftung
Inflation
Prognoseverfahren
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788
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254
United States
254
Schätzung
239
Forecasting model
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Aghion, Philippe
Fabozzi, Frank J.
Gupta, Rangan
Long, Ngo Van
Miceli, Thomas J.
Pesaran, M. Hashem
Tirole, Jean
Gil-Alaña, Luis A.
240
Nijkamp, Peter
219
Bahmani-Oskooee, Mohsen
196
Phillips, Peter C. B.
195
Beladi, Hamid
173
Güth, Werner
166
Creedy, John
163
Pestieau, Pierre
157
Stiglitz, Joseph E.
155
Franses, Philip Hans
153
Wohar, Mark E.
150
Caporale, Guglielmo Maria
146
Lai, Ching-chong
144
Tsionas, Efthymios G.
144
McAleer, Michael
142
Marjit, Sugata
140
Turnovsky, Stephen J.
136
Kumbhakar, Subal
135
Cremer, Helmuth
130
Frey, Bruno S.
130
Thisse, Jacques-François
130
Pierdzioch, Christian
128
Tiwari, Aviral Kumar
128
Acemoglu, Daron
126
Färe, Rolf
126
Lambertini, Luca
126
Serletis, Apostolos
124
Lien, Da-hsiang Donald
123
Chang, Tsangyao
121
Mukherjee, Arijit
118
Apergēs, Nikolaos
117
MacDonald, Ronald
117
Moosa, Imad A.
117
Heckman, James J.
116
Barnett, William A.
115
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Applied economics
32
European economic review : EER
24
Economics letters
23
Finance research letters
18
Journal of econometrics
18
Journal of forecasting
18
The North American journal of economics and finance : a journal of financial economics studies
18
The review of economic studies
18
International review of law and economics
17
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
16
Energy economics
16
International journal of forecasting
16
Journal of economic dynamics & control
15
The Rand journal of economics
15
The handbook of fixed income securities
15
Valuation, financial modeling, and quantitative tools
15
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
14
Economic modelling
14
Research in international business and finance
13
The American economic review
13
The journal of real estate finance and economics
13
Journal of political economy
12
The quarterly journal of economics
12
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
12
Journal of applied econometrics
11
Papers and proceedings of the ... annual congress of the European Economic Association
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
Investment management and financial management
10
Journal of the European Economic Association
10
The economic journal : the journal of the Royal Economic Society
10
Applied economics letters
9
International review of economics & finance : IREF
9
The journal of law, economics, & organization
9
European journal of law and economics
8
Journal of economic behavior & organization : JEBO
8
Journal of public economics
8
Review of international economics
8
Review of law and economics : publ. in cooperation with European Association of Law and Economics ...
8
The journal of portfolio management : a publication of Institutional Investor
8
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1,134
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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
Estimating U.S. housing price network connectedness : evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models
Gabauer, David
;
Gupta, Rangan
;
Marfatia, Hardik A.
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 349-362
Persistent link: https://www.econbiz.de/10014446771
Saved in:
4
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:
5
Testing for alpha in linear factor pricing models with a large number of securities
Pesaran, M. Hashem
;
Yamagata, Takashi
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 407-460
Persistent link: https://www.econbiz.de/10014526327
Saved in:
6
What difference do new factor models make in portfolio allocation?
Fabozzi, Frank J.
;
Huang, Dashan
;
Jiang, Fuwei
;
Wang, Jiexun
- In:
Journal of international money and finance
140
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014451422
Saved in:
7
Are real interest rates a monetary phenomenon? : evidence from 700 years of data
Plakandaras, Vasilios
;
Gupta, Rangan
;
Karmakar, Sayar
; …
- In:
Research in international business and finance
66
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014463176
Saved in:
8
The battle of the factors : macroeconomic variables or investor sentiment?
Mascio, David A.
;
Molyboga, Marat
;
Fabozzi, Frank J.
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2280-2291
Persistent link: https://www.econbiz.de/10014432891
Saved in:
9
Climate risk and the volatility of agricultural commodity price fluctuations : a prediction experiment
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Behavioral Finance and Asset Prices : The Influence of …
,
(pp. 23-44)
.
2023
Persistent link: https://www.econbiz.de/10014282545
Saved in:
10
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
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