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subject:"Forecasting model"
subject:"United States"
~person:"Gupta, Rangan"
~subject:"Impact assessment"
~subject:"Theory"
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Forecasting model
United States
Impact assessment
Theory
Estimation
251
Schätzung
251
USA
89
Prognoseverfahren
85
Volatility
81
Volatilität
81
Capital income
73
Kapitaleinkommen
73
Börsenkurs
70
Share price
70
Risiko
57
Risk
57
Aktienmarkt
49
Stock market
49
Welt
49
World
49
Time series analysis
48
Zeitreihenanalyse
48
Inflation
36
VAR model
36
VAR-Modell
36
Theorie
29
Immobilienpreis
28
Real estate price
28
Climate change
27
Klimawandel
27
ARCH model
24
ARCH-Modell
24
Causality analysis
24
Cointegration
24
Kausalanalyse
24
Kointegration
24
Geldpolitik
23
Monetary policy
23
Schock
23
Shock
23
Nichtparametrisches Verfahren
22
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Article
115
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58
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Graue Literatur
50
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50
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49
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Language
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English
173
Author
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Gupta, Rangan
Caporale, Guglielmo Maria
177
Gil-Alaña, Luis A.
130
Heckman, James J.
121
Pesaran, M. Hashem
113
Marcellino, Massimiliano
76
McAleer, Michael
75
Pierdzioch, Christian
73
Lechner, Michael
72
Blundell, Richard W.
71
Belke, Ansgar
69
Koopman, Siem Jan
68
Kilian, Lutz
59
Härdle, Wolfgang
58
Diebold, Francis X.
56
Herwartz, Helmut
56
Timmermann, Allan
54
Bollerslev, Tim
53
Bahmani-Oskooee, Mohsen
52
Buch, Claudia M.
52
Chinn, Menzie David
51
Hautsch, Nikolaus
51
Belzil, Christian
50
Engle, Robert F.
49
Schorfheide, Frank
49
Wohar, Mark E.
49
Berg, Gerard J. van den
48
Rose, Andrew
48
Ghysels, Eric
46
Hamermesh, Daniel S.
46
Basu, Susanto
45
McMillan, David G.
45
Miller, Stephen M.
45
Van Reenen, John
45
Cheung, Yin-Wong
43
Hujer, Reinhard
42
Mumtaz, Haroon
42
Serletis, Apostolos
42
Balcilar, Mehmet
41
Kapetanios, George
41
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Department of Economics working paper series
29
Working papers / University of Connecticut, Department of Economics
13
The North American journal of economics and finance : a journal of financial economics studies
11
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 journal of finance & economics : IJFE
5
International review of economics & finance : IREF
5
Applied economics
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
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
Economic systems
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of multinational financial management
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Macroeconomic dynamics
2
Open economies review
2
Structural change and economic dynamics : SC+ED
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The European journal of finance
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
Annals of economics and finance
1
Applied financial economics
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
CESifo Working Paper Series
1
CESifo working papers
1
Cardiff economics working papers
1
Contemporary economics
1
DIW Berlin Discussion Paper
1
Defence and peace economics
1
Discussion papers / Deutsches Institut für Wirtschaftsforschung
1
Economics / Discussion papers : the open-access, open-assessment e-journal
1
Economics / Journal articles : the open-access, open-assessment journal
1
Economics and finance working paper series
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ECONIS (ZBW)
173
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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
Long-span multi-layer spillovers between moments of advanced equity markets : the role of climate risks
Foglia, Matteo
;
Plakandaras, Vasilios
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014515694
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
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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