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subject:"Forecasting model"
subject:"United States"
~person:"Bollerslev, Tim"
~person:"Gupta, Rangan"
~subject:"Impact assessment"
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Forecasting model
United States
Impact assessment
Estimation
319
Schätzung
319
Volatility
125
Volatilität
125
USA
114
Capital income
110
Kapitaleinkommen
110
Prognoseverfahren
107
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28
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24
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24
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English
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Bollerslev, Tim
Gupta, Rangan
Caporale, Guglielmo Maria
118
Heckman, James J.
96
Gil-Alaña, Luis A.
79
Pesaran, M. Hashem
72
Lechner, Michael
69
Marcellino, Massimiliano
69
McAleer, Michael
62
Pierdzioch, Christian
58
Diebold, Francis X.
52
Belke, Ansgar
48
Kilian, Lutz
44
Koopman, Siem Jan
44
Timmermann, Allan
43
Hamermesh, Daniel S.
42
Schorfheide, Frank
42
Wohar, Mark E.
42
McMillan, David G.
41
Engle, Robert F.
40
Chinn, Menzie David
39
Balcilar, Mehmet
38
Blundell, Richard W.
38
Hujer, Reinhard
38
Cheung, Yin-Wong
37
Miller, Stephen M.
37
Ghysels, Eric
36
Lalive, Rafael
36
Nunnenkamp, Peter
36
Bahmani-Oskooee, Mohsen
35
Caliendo, Marco
35
Bloom, Nicholas
33
Clark, Todd E.
32
Herwartz, Helmut
32
Olivetti, Claudia
32
Härdle, Wolfgang
31
Jordà, Òscar
31
Ma, Feng
31
Mairesse, Jacques
31
Neumark, David
31
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National Bureau of Economic Research
3
Rodney L. White Center for Financial Research
1
Université de Montréal / Département de sciences économiques
1
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Department of Economics working paper series
28
Working papers / University of Connecticut, Department of Economics
11
The North American journal of economics and finance : a journal of financial economics studies
10
Finance research letters
7
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6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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4
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3
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2
Open economies review
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The European journal of finance
2
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2
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2
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2
American Economic Review papers and proceedings
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
CESifo Working Paper Series
1
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Cahier / Départment de Sciences Économiques, Université de Montréal
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ECONIS (ZBW)
205
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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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