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subject:"Forecasting model"
subject:"United States"
~person:"Gupta, Rangan"
~person:"Härdle, Wolfgang"
~subject:"Impact assessment"
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Forecasting model
United States
Impact assessment
Estimation
337
Schätzung
337
Volatility
109
Volatilität
109
Prognoseverfahren
106
USA
105
Börsenkurs
90
Share price
90
Capital income
82
Kapitaleinkommen
82
Theorie
78
Theory
78
Time series analysis
70
Zeitreihenanalyse
70
Risiko
61
Risk
61
Aktienmarkt
57
Stock market
57
Welt
53
World
53
Nichtparametrisches Verfahren
44
Nonparametric statistics
44
Inflation
37
VAR model
36
VAR-Modell
36
Regression analysis
30
Regressionsanalyse
30
ARCH model
28
ARCH-Modell
28
Climate change
28
Immobilienpreis
28
Klimawandel
28
Real estate price
28
Cointegration
27
Deutschland
27
Germany
27
Kointegration
27
Schock
25
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Undetermined
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80
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Article
110
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79
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109
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70
Graue Literatur
70
Non-commercial literature
70
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Aufsatz im Buch
2
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2
Conference paper
1
Konferenzbeitrag
1
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Language
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English
189
Author
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Gupta, Rangan
Härdle, Wolfgang
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
Bollerslev, Tim
47
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
Jordà, Òscar
31
Ma, Feng
31
Mairesse, Jacques
31
Neumark, David
31
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Deutsches Institut für Wirtschaftsforschung
1
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Department of Economics working paper series
28
SFB 649 discussion paper
17
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
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
Applied economics
4
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
International journal of finance & economics : IJFE
4
Journal of forecasting
4
Economic modelling
3
Economics and Business Letters : EBL
3
Research in international business and finance
3
The European journal of finance
3
Discussion papers / Deutsches Institut für Wirtschaftsforschung
2
Economics and finance working paper series
2
Energy economics
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of macroeconomics
2
Journal of multinational financial management
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Open economies review
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
Applied quantitative finance
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
CESifo Working Paper Series
1
CESifo working papers
1
CFS working paper series
1
Cardiff economics working papers
1
Contemporary economics
1
DIW Berlin Discussion Paper
1
Defence and peace economics
1
Economic systems
1
Economics / Discussion papers : the open-access, open-assessment e-journal
1
Economics / Journal articles : the open-access, open-assessment journal
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ECONIS (ZBW)
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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
Saved in:
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