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subject:"Forecasting model"
subject:"United States"
~person:"Bahmani-Oskooee, Mohsen"
~person:"Gupta, Rangan"
~person:"Marcellino, Massimiliano"
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Forecasting model
United States
Schätzung
508
Estimation
507
USA
149
Prognoseverfahren
137
Volatility
125
Volatilität
125
Theorie
88
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88
Time series analysis
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English
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Bahmani-Oskooee, Mohsen
Gupta, Rangan
Marcellino, Massimiliano
Caporale, Guglielmo Maria
106
Gil-Alaña, Luis A.
77
Heckman, James J.
66
McAleer, Michael
62
Pierdzioch, Christian
55
Pesaran, M. Hashem
53
Koopman, Siem Jan
44
Bollerslev, Tim
43
Diebold, Francis X.
43
Timmermann, Allan
43
Hamermesh, Daniel S.
42
Kilian, Lutz
42
Schorfheide, Frank
42
McMillan, David G.
41
Belke, Ansgar
38
Wohar, Mark E.
38
Cheung, Yin-Wong
37
Chinn, Menzie David
37
Engle, Robert F.
36
Balcilar, Mehmet
35
Clark, Todd E.
32
Miller, Stephen M.
32
Härdle, Wolfgang
31
Ma, Feng
31
Swanson, Norman R.
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Basu, Susanto
30
Ghysels, Eric
30
Glaeser, Edward L.
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Hautsch, Nikolaus
30
Herwartz, Helmut
30
Franses, Philip Hans
29
Huber, Florian
29
Karanassou, Marika
29
Koop, Gary
29
Neumark, David
29
Malley, James R.
28
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27
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Innocenzo Gasparini Institute for Economic Research <Mailand>
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Department of Economics working paper series
28
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17
Working papers / University of Connecticut, Department of Economics
11
Applied economics letters
9
The North American journal of economics and finance : a journal of financial economics studies
9
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7
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International journal of finance & economics : IJFE
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Empirica : journal of european economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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ECONIS (ZBW)
249
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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
The effects of uncertainty on economic conditions across US states : the role of climate risks
Sheng, Xin
;
Gupta, Rangan
;
Liao, Wenting
;
Cepni, Oguzhan
-
2024
Persistent link: https://www.econbiz.de/10014505055
Saved in:
3
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:
4
Can municipal bonds hedge US state-level climate risks?
Polat, Onur
;
Gupta, Rangan
;
Cepni, Oguzhan
;
Ji, Qiang
-
2024
Persistent link: https://www.econbiz.de/10014521269
Saved in:
5
Economic conditions and predictability of US stock returns volatility : local factor versus national factor in a GARCH-MIDAS model
Salisu, Afees A.
;
Liao, Wenting
;
Gupta, Rangan
;
Cepni, …
-
2023
Persistent link: https://www.econbiz.de/10014329743
Saved in:
6
Housing search activity and quantiles-based predictability of housing price movements in the United States
Gupta, Rangan
;
Moodley, Damien
-
2023
Persistent link: https://www.econbiz.de/10014443107
Saved in:
7
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443108
Saved in:
8
Does climate policy uncertainty affect tourism demand? : evidence from time-varying causality tests
Apergēs, Nikolaos
;
Gavriilidis, Konstantinos
;
Gupta, Rangan
- In:
Tourism economics : the business and finance of tourism …
29
(
2023
)
6
,
pp. 1484-1498
Persistent link: https://www.econbiz.de/10014384510
Saved in:
9
Forecasting volatility of commodity, currency, and stock markets : evidence from Markov switching multifractal models
Liu, Ruipeng
;
Segnon, Mawuli
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014448138
Saved in:
10
The role of oil and risk shocks in the high-frequency movements of the term structure of interest rates : evidence from the U.S. Treasury market
Gupta, Rangan
;
Shahzad, Syed Jawad Hussain
;
Sheng, Xin
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1845-1857
Persistent link: https://www.econbiz.de/10014253453
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