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subject:"Forecasting model"
subject:"United States"
~person:"Gupta, Rangan"
~subject:"Impact assessment"
~type:"article"
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Forecasting model
United States
Impact assessment
Estimation
173
Schätzung
173
Prognoseverfahren
62
Volatility
60
Volatilität
60
Capital income
57
Kapitaleinkommen
57
Börsenkurs
54
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54
USA
51
Aktienmarkt
39
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39
Risiko
35
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35
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32
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32
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32
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32
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27
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27
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22
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21
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Nichtparametrisches Verfahren
18
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104
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Gupta, Rangan
Bahmani-Oskooee, Mohsen
35
Wohar, Mark E.
35
Pierdzioch, Christian
32
Gil-Alaña, Luis A.
30
Ma, Feng
29
Caporale, Guglielmo Maria
27
Zaremba, Adam
27
McMillan, David G.
26
Narayan, Paresh Kumar
23
Wang, Yudong
23
Balcilar, Mehmet
22
Apergēs, Nikolaos
21
Bollerslev, Tim
21
Moosa, Imad A.
21
Zhang, Yaojie
21
Heckman, James J.
18
Salisu, Afees A.
18
Belke, Ansgar
16
Hsing, Yu
16
Marcellino, Massimiliano
16
McAleer, Michael
15
Nonejad, Nima
15
Payne, James E.
15
Bali, Turan G.
14
Herwartz, Helmut
14
Koopman, Siem Jan
14
Pesaran, M. Hashem
14
Serletis, Apostolos
14
Swanson, Norman R.
14
Wei, Yu
14
Chinn, Menzie David
13
Diebold, Francis X.
13
Engle, Robert F.
13
Hess, Gregory D.
13
Koop, Gary
13
Miller, Stephen M.
13
Neumark, David
13
Sarno, Lucio
13
Tiwari, Aviral Kumar
13
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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
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
Journal of forecasting
3
Research in international business and finance
3
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 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
Contemporary economics
1
Defence and peace economics
1
Economic systems
1
Economics, management and financial markets
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Emerging markets review
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Empirica : journal of european economics
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Eurasian economic review : a journal in applied macroeconomics and finance
1
International journal of forecasting
1
International journal of strategic property management
1
International review of financial analysis
1
Journal of economic studies
1
Journal of economics and finance
1
Journal of financial markets
1
Journal of international trade & economic development : an international and comparative review
1
Journal of the Operational Research Society
1
Macroeconomic dynamics
1
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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
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:
3
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:
4
Estimating U.S. housing price network connectedness : evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models
Gabauer, David
;
Gupta, Rangan
;
Marfatia, Hardik A.
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 349-362
Persistent link: https://www.econbiz.de/10014446771
Saved in:
5
Climate risks and forecastability of the weekly state-level economic conditions of the United States
Cepni, Oguzhan
;
Gupta, Rangan
;
Liao, Wenting
;
Ma, Jun
- In:
International review of finance : the official journal …
24
(
2024
)
1
,
pp. 154-162
Persistent link: https://www.econbiz.de/10014507523
Saved in:
6
Predictability of economic slowdowns in advanced countries over eight centuries : the role of climate risks
Gupta, Rangan
;
Nel, Jacobus
;
Salisu, Afees A.
;
Ji, Qiang
- In:
Finance research letters
54
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014472761
Saved in:
7
Sentiment regimes and reaction of stock markets to conventional and unconventional monetary policies : evidence from OECD countries
Cepni, Oguzhan
;
Gupta, Rangan
;
Ji, Qiang
- In:
The journal of behavioral finance : a publication of …
24
(
2023
)
3
,
pp. 365-381
Persistent link: https://www.econbiz.de/10014330982
Saved in:
8
Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Cepni, Oguzhan
;
Christou, Christina
;
Gupta, Rangan
- In:
Economics letters
227
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014335747
Saved in:
9
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
10
The ENSO cycle and forecastability of global inflation and output growth : evidence from standard and mixed-frequency multivariate singular spectrum analyses
Yeganegi, Mohammad Reza
;
Hassani, Hossein
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1690-1707
Persistent link: https://www.econbiz.de/10014432753
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