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subject:"Forecasting model"
subject:"United States"
~person:"Franses, Philip Hans"
~person:"Gupta, Rangan"
~person:"Hautsch, Nikolaus"
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Forecasting model
United States
Schätzung
389
Estimation
388
USA
121
Prognoseverfahren
117
Volatility
117
Volatilität
117
Börsenkurs
108
Share price
108
Theorie
88
Theory
88
Capital income
84
Kapitaleinkommen
84
Time series analysis
83
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83
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60
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60
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59
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59
Welt
52
World
52
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39
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39
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38
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37
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37
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33
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33
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32
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32
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30
Real estate price
30
Climate change
27
Klimawandel
27
Großbritannien
26
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26
Shock
26
United Kingdom
26
Economic growth
25
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English
207
Author
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Franses, Philip Hans
Gupta, Rangan
Hautsch, Nikolaus
Caporale, Guglielmo Maria
106
Gil-Alaña, Luis A.
77
Marcellino, Massimiliano
69
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
Bahmani-Oskooee, Mohsen
32
Clark, Todd E.
32
Miller, Stephen M.
32
Härdle, Wolfgang
31
Ma, Feng
31
Swanson, Norman R.
31
Basu, Susanto
30
Ghysels, Eric
30
Glaeser, Edward L.
30
Herwartz, Helmut
30
Huber, Florian
29
Karanassou, Marika
29
Koop, Gary
29
Neumark, David
29
Malley, James R.
28
Walker, Reed
27
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Erasmus Research Institute of Management
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Department of Economics working paper series
28
Working papers / University of Connecticut, Department of Economics
11
SFB 649 discussion paper
9
The North American journal of economics and finance : a journal of financial economics studies
9
Econometric Institute research papers
8
CFS working paper series
7
Finance research letters
7
Applied economics letters
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Economics letters
5
International review of economics & finance : IREF
5
Journal of forecasting
5
Applied economics
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
International journal of finance & economics : IJFE
4
Economic modelling
3
Economics and Business Letters : EBL
3
International journal of forecasting
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Applied quantitative finance
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of macroeconomics
2
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2
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2
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2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
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2
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2
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
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DIW Berlin Discussion Paper
1
Defence and peace economics
1
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ECONIS (ZBW)
207
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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
Autoregressive conditional durations : an application to the Surinamese dollar versus the US dollar exchange rate
Ooft, Gavin
;
Franses, Philip Hans
;
Bhaghoe, Sailesh
- In:
Review of development economics : an essential resource …
27
(
2023
)
4
,
pp. 2618-2637
Persistent link: https://www.econbiz.de/10014427710
Saved in:
9
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:
10
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:
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