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subject:"Forecasting model"
subject:"United States"
~person:"Gupta, Rangan"
~person:"Koopman, Siem Jan"
~subject:"Shock"
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Forecasting model
United States
Shock
Estimation
340
Schätzung
340
USA
119
Volatility
104
Volatilität
104
Prognoseverfahren
102
Time series analysis
95
Zeitreihenanalyse
95
Börsenkurs
80
Share price
80
Capital income
79
Kapitaleinkommen
79
Theorie
66
Theory
66
Risiko
57
Risk
57
Welt
50
World
50
Aktienmarkt
49
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49
Inflation
42
VAR model
37
VAR-Modell
37
ARCH model
36
ARCH-Modell
36
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36
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36
State space model
36
Zustandsraummodell
36
Economic growth
29
Wirtschaftswachstum
29
Immobilienpreis
28
Real estate price
28
Climate change
27
Klimawandel
27
Nichtparametrisches Verfahren
27
Nonparametric statistics
27
Panel
27
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Article
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1
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English
202
Author
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Gupta, Rangan
Koopman, Siem Jan
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
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
Discussion paper / Tinbergen Institute
17
Working papers / University of Connecticut, Department of Economics
11
The North American journal of economics and finance : a journal of financial economics studies
9
Finance research letters
7
Applied economics letters
6
Economics letters
6
International journal of forecasting
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
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
Applied economics
3
Economic modelling
3
Economics and Business Letters : EBL
3
Energy economics
3
Journal of forecasting
3
Journal of macroeconomics
3
Research in international business and finance
3
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Open economies review
2
Oxford bulletin of economics and statistics
2
Structural change and economic dynamics : SC+ED
2
The European journal of finance
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
CESifo Working Paper Series
1
CESifo working papers
1
CPB discussion paper
1
CREATES research paper
1
Cardiff economics working papers
1
Contemporary economics
1
DIW Berlin Discussion Paper
1
DNB working paper
1
De Nederlandsche Bank Working Paper
1
Defence and peace economics
1
Discussion papers / Deutsches Institut für Wirtschaftsforschung
1
ECB Working Paper
1
Economic systems
1
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ECONIS (ZBW)
202
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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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