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~language:"eng"
~person:"Koopman, Siem Jan"
~person:"Pierdzioch, Christian"
~person:"Rossi, Barbara"
~source:"econis"
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Forecasting model
319
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Koopman, Siem Jan
Pierdzioch, Christian
Rossi, Barbara
Gupta, Rangan
305
Marcellino, Massimiliano
208
Diebold, Francis X.
196
Franses, Philip Hans
190
Timmermann, Allan
181
Clark, Todd E.
157
Clements, Michael P.
156
Svensson, Lars E. O.
154
Ravazzolo, Francesco
151
McAleer, Michael
130
Kapetanios, George
118
McCracken, Michael W.
118
Hyndman, Rob J.
113
Pesaran, M. Hashem
112
Giannone, Domenico
109
Swanson, Norman R.
106
Hendry, David F.
105
Koop, Gary
104
Ma, Feng
104
Schorfheide, Frank
101
Lahiri, Kajal
97
Kilian, Lutz
93
Fildes, Robert
92
Mishkin, Frederic S.
90
McMillan, David G.
85
Ghysels, Eric
84
Mitchell, James
82
Laxton, Douglas
81
Orphanides, Athanasios
78
Siliverstovs, Boriss
78
Wolfers, Justin
76
Dijk, Dick van
74
Stock, James H.
72
Watson, Mark W.
72
Coibion, Olivier
69
Armstrong, J. Scott
66
Carriero, Andrea
66
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Discussion paper / Tinbergen Institute
40
International journal of forecasting
20
Department of Economics working paper series
17
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
16
Barcelona GSE working paper series : working paper
14
Applied economics letters
11
Discussion paper / Centre for Economic Policy Research
8
Finance research letters
8
Journal of econometrics
8
ERID working paper
7
Working papers / Duke University, Department of Economics
6
The North American journal of economics and finance : a journal of financial economics studies
5
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4
Economic Research Initiatives at Duke (ERID) Working Paper
4
Energy economics
4
Journal of applied econometrics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of forecasting
4
Kiel working paper
4
Applied economics
3
DEP (Socioeconomics) discussion papers : macroeconomics and finance series
3
Discussion paper / Deutsche Bundesbank
3
Discussion papers / CEPR
3
Economics letters
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
International review of financial analysis
3
Journal of empirical finance
3
The European journal of finance
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Applied financial economics
2
Bundesbank Series 1 Discussion Paper
2
CAFE Research Paper
2
ECB Working Paper
2
Economic Research Initiatives at Duke Working Paper
2
Economic modelling
2
FRB of Philadelphia Working Paper
2
Finmap working paper
2
Handbook of economic forecasting ; Volume 2B
2
International review of economics & finance : IREF
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
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ECONIS (ZBW)
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1
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:
2
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:
3
Multi-task forecasting of the realized volatilities of agricultural commodity prices
Gupta, Rangan
;
Pierdzioch, Christian
-
2024
Persistent link: https://www.econbiz.de/10014553246
Saved in:
4
Forecasting international financial stress : the role of climate risks
Del Fava, Santino
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
Journal of international financial markets, …
92
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014535723
Saved in:
5
Forecasting international financial stress : the role of climate risks
Del Fava, Santino
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
-
2023
Persistent link: https://www.econbiz.de/10014364827
Saved in:
6
Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
-
2023
Persistent link: https://www.econbiz.de/10014304985
Saved in:
7
Markov switching rationality
Odendahl, Florens
;
Rossi, Barbara
;
Sekhposyan, Tatevik
- In:
Essays in honor of Joon Y. Park : econometric …
,
(pp. 35-64)
.
2023
Persistent link: https://www.econbiz.de/10014315144
Saved in:
8
A bootstrap-based efficiency test of growth and inflation forecasts for Germany
Pierdzioch, Christian
- In:
Economics letters
224
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014307781
Saved in:
9
Uncertainty and forecastability of regional output growth in the UK : evidence from machine learning
Balcilar, Mehmet
;
Gabauer, David
;
Gupta, Rangan
; …
- In:
Journal of forecasting
41
(
2022
)
6
,
pp. 1049-1064
Persistent link: https://www.econbiz.de/10013465678
Saved in:
10
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
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