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subject:"Forecasting model"
subject:"United States"
~person:"Gupta, Rangan"
~person:"Hautsch, Nikolaus"
~subject:"Shock"
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Forecasting model
United States
Shock
Estimation
323
Schätzung
323
USA
113
Volatility
112
Volatilität
112
Börsenkurs
108
Share price
108
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English
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Gupta, Rangan
Hautsch, Nikolaus
Caporale, Guglielmo Maria
114
Gil-Alaña, Luis A.
78
Marcellino, Massimiliano
76
Heckman, James J.
72
Pesaran, M. Hashem
67
McAleer, Michael
63
Pierdzioch, Christian
63
Chinn, Menzie David
52
Belke, Ansgar
50
Kilian, Lutz
50
Mumtaz, Haroon
48
Koopman, Siem Jan
44
Schorfheide, Frank
44
Bollerslev, Tim
43
Cheung, Yin-Wong
43
Diebold, Francis X.
43
Eickmeier, Sandra
43
Timmermann, Allan
43
Christiano, Lawrence J.
42
Gambetti, Luca
42
Hamermesh, Daniel S.
42
Wohar, Mark E.
42
McMillan, David G.
41
Forni, Mario
39
Balcilar, Mehmet
37
Herwartz, Helmut
37
Huber, Florian
37
Karanassou, Marika
37
Engle, Robert F.
36
Ma, Feng
34
Härdle, Wolfgang
33
Neumark, David
33
Bahmani-Oskooee, Mohsen
32
Clark, Todd E.
32
Koop, Gary
32
Miller, Stephen M.
32
Blundell, Richard W.
31
Döpke, Jörg
31
Kapetanios, George
31
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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
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
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
International journal of finance & economics : IJFE
4
Journal of forecasting
4
Applied economics
3
Economic modelling
3
Economics and Business Letters : EBL
3
Energy economics
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Journal of macroeconomics
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Research in international business and finance
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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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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