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subject:"Forecasting model"
subject:"United States"
~person:"Gupta, Rangan"
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Forecasting model
United States
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
Theory
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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59
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Article
94
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Graue Literatur
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Non-commercial literature
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Aufsatz im Buch
1
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1
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English
148
Author
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Gupta, Rangan
Caporale, Guglielmo Maria
106
Gil-Alaña, Luis A.
77
Marcellino, Massimiliano
69
Heckman, James J.
66
McAleer, Michael
62
Pierdzioch, Christian
55
Pesaran, M. Hashem
53
Koopman, Siem Jan
44
Bollerslev, Tim
43
Diebold, Francis X.
43
Timmermann, Allan
43
Hamermesh, Daniel S.
42
Kilian, Lutz
42
Schorfheide, Frank
42
McMillan, David G.
41
Belke, Ansgar
38
Wohar, Mark E.
38
Cheung, Yin-Wong
37
Chinn, Menzie David
37
Engle, Robert F.
36
Balcilar, Mehmet
35
Bahmani-Oskooee, Mohsen
32
Clark, Todd E.
32
Miller, Stephen M.
32
Härdle, Wolfgang
31
Ma, Feng
31
Swanson, Norman R.
31
Basu, Susanto
30
Ghysels, Eric
30
Glaeser, Edward L.
30
Hautsch, Nikolaus
30
Herwartz, Helmut
30
Franses, Philip Hans
29
Huber, Florian
29
Karanassou, Marika
29
Koop, Gary
29
Neumark, David
29
Malley, James R.
28
Walker, Reed
27
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Department of Economics working paper series
28
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
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
Applied economics
3
Economic modelling
3
Economics and Business Letters : EBL
3
Journal of forecasting
3
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of macroeconomics
2
Open economies review
2
Research in international business and finance
2
The European journal of finance
2
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
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1
Economic systems
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Economics / Discussion papers : the open-access, open-assessment e-journal
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1
Economics and finance working paper series
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Economics, management and financial markets
1
Emerging markets review
1
Empirica : journal of european economics
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy economics
1
Eurasian economic review : a journal in applied macroeconomics and finance
1
Finmap working paper
1
Global Research Unit working paper
1
International journal of forecasting
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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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