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Forecasting the realized variance of oil-price returns using machine learning : is there a role for U.S. state-level uncertainty?
Çepni, Oğuzhan; Gupta, Rangan; Pienaar, Daniel; … - In: Energy economics 114 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10013477404
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Machine learning predictions of housing market synchronization across US states : the role of uncertainty
Gupta, Rangan; Marfatia, Hardik A.; Pierdzioch, Christian; … - In: The journal of real estate finance and economics 64 (2022) 4, pp. 523-545
Persistent link: https://www.econbiz.de/10013170484
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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
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Investor confidence and forecastability of US stock market realized volatility : evidence from machine learning
Gupta, Rangan; Nel, Jacobus; Pierdzioch, Christian - In: The journal of behavioral finance : a publication of … 24 (2023) 1, pp. 111-122
Persistent link: https://www.econbiz.de/10013547864
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A boosting approach to forecasting gold and silver returns : economic and statistical forecast evaluation
Pierdzioch, Christian; Risse, Marian; Rohloff, Sebastian - In: Applied economics letters 23 (2016) 4/6, pp. 347-352
Persistent link: https://www.econbiz.de/10011430599
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Skewed exchange-rate forecasts
Pierdzioch, Christian; Stadtmann, Georg - In: The European journal of finance 21 (2015) 13/15, pp. 1161-1175
Persistent link: https://www.econbiz.de/10011419815
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Does partisan conflict predict a reduction in US stock market (realized) volatility? : evidence from a quantile-on-quantile regression model
Gupta, Rangan; Pierdzioch, Christian; Selmi, Refk; … - In: The North American journal of economics and finance : a … 43 (2018), pp. 87-96
Persistent link: https://www.econbiz.de/10012036263
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Testing the optimality of inflation forecasts under flexible loss with random forests
Behrens, Christoph; Pierdzioch, Christian; Risse, Marian - In: Economic modelling 72 (2018), pp. 270-277
Persistent link: https://www.econbiz.de/10012100432
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Using forecasts to uncover the loss function of federal open market committee members
Pierdzioch, Christian; Ruelke, Jan-Christoph; Tillmann, … - In: Macroeconomic dynamics 20 (2016) 3, pp. 791-818
Persistent link: https://www.econbiz.de/10011579764
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Inflation forecasts and forecaster herding : evidence from South African survey data
Pierdzioch, Christian; Reid, Monique B.; Gupta, Rangan - In: Journal of behavioral and experimental economics 62 (2016), pp. 42-50
Persistent link: https://www.econbiz.de/10011640301