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subject:"USA"
~isPartOf:"Economics letters"
~isPartOf:"International finance discussion papers"
~person:"Cepni, Oguzhan"
~person:"Kilian, Lutz"
~subject:"Asymmetric DCC-GARCH"
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USA
Asymmetric DCC-GARCH
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3
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3
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1974-2012
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Cepni, Oguzhan
Kilian, Lutz
Guerrieri, Luca
6
Kamin, Steven
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Christiano, Lawrence J.
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Eichenbaum, Martin S.
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Gupta, Rangan
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ECONIS (ZBW)
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1
The role of oil price shocks in causing U.S. recessions /Lutz Kilian and Robert J. Vigfusson
Kilian, Lutz
;
Vigfusson, Robert J.
-
2014
Persistent link: https://www.econbiz.de/10010404125
Saved in:
2
Pitfalls in estimating asymmetric effects of energy price shocks
Kilian, Lutz
;
Vigfusson, Robert J.
-
2009
Persistent link: https://www.econbiz.de/10009269025
Saved in:
3
Persistence of state-level uncertainty of the United States : the role of climate risks
Sheng, Xin
;
Gupta, Rangan
;
Cepni, Oguzhan
- In:
Economics letters
215
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013448252
Saved in:
4
Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Cepni, Oguzhan
;
Christou, Christina
;
Gupta, Rangan
- In:
Economics letters
227
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014335747
Saved in:
5
Do oil prices help forecast U.S. real GDP? : the role of nonlinearities and asymmetries
Kilian, Lutz
;
Vigfusson, Robert J.
-
2012
Persistent link: https://www.econbiz.de/10014287125
Saved in:
6
Hedging climate risks with green assets
Cepni, Oguzhan
;
Demirer, Rıza
;
Rognone, Lavinia
- In:
Economics letters
212
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013442059
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