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person:"Swanson, Norman R."
subject:"Prognoseverfahren"
~accessRights:"restricted"
~person:"Nonejad, Nima"
~source:"econis"
~type_genre:"Aufsatz in Zeitschrift"
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Prognoseverfahren
Estimation
21
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21
Forecasting model
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13
Ölpreis
13
Volatility
12
Volatilität
12
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National income
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Bayes-Statistik
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Swanson, Norman R.
Nonejad, Nima
Gupta, Rangan
55
Ma, Feng
28
Zaremba, Adam
24
Wang, Yudong
21
Zhang, Yaojie
20
Pierdzioch, Christian
19
Narayan, Paresh Kumar
14
Salisu, Afees A.
13
Wei, Yu
12
Balcilar, Mehmet
11
Wohar, Mark E.
10
Long, Huaigang
9
McMillan, David G.
9
Wu, Xinyu
9
Demirer, Rıza
8
Kumar, Dilip
8
Liu, Li
8
Lu, Xinjie
8
Moosa, Imad A.
8
Dai, Zhifeng
7
Jawadi, Fredj
7
Li, Bin
7
Pan, Zhiyuan
7
Yin, Libo
7
Bouri, Elie
6
He, Mengxi
6
Huber, Florian
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Liang, Chao
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Majumdar, Anandamayee
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Marcellino, Massimiliano
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Tamoni, Andrea
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Todorov, Viktor
6
Wang, Jiqian
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Wang, Shouyang
6
Westerlund, Joakim
6
Bekiros, Stelios
5
Blazsek, Szabolcs
5
Bollerslev, Tim
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Cepni, Oguzhan
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Energy economics
3
International review of financial analysis
3
The North American journal of economics and finance : a journal of financial economics studies
3
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Finance research letters
1
International journal of forecasting
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Journal of econometrics
1
Quantitative finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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1
Modeling the out-of-sample predictive relationship between equity premium, returns on the price of crude oil and economic policy uncertainty using multivariate time-varying dimensi...
Nonejad, Nima
- In:
Energy economics
126
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014483453
Saved in:
2
Mixing mixed frequency and diffusion indices in good times and in bad : an assessment based on historical data around the great recession of 2008
Kim, Kihwan
;
Kim, Hyun Hak
;
Swanson, Norman R.
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
3
,
pp. 1421-1469
Persistent link: https://www.econbiz.de/10014226366
Saved in:
3
Understanding the conditional out-of-sample predictive impact of the price of crude oil on aggregate equity return volatility
Nonejad, Nima
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013534202
Saved in:
4
Equity premium prediction using the price of crude oil : uncovering the nonlinear predictive impact
Nonejad, Nima
- In:
Energy economics
115
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013541756
Saved in:
5
Crude oil price point forecasts of the Norwegian GDP growth rate
Nonejad, Nima
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
5
,
pp. 2913-2930
Persistent link: https://www.econbiz.de/10012664660
Saved in:
6
Predicting equity premium using dynamic model averaging : does the state-space representation matter?
Nonejad, Nima
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-34
Persistent link: https://www.econbiz.de/10012822226
Saved in:
7
Predicting equity premium using news-based economic policy uncertainty : not all uncertainty changes are equally important
Nonejad, Nima
- In:
International review of financial analysis
77
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012805880
Saved in:
8
Bayesian model averaging and the conditional volatility process : an application to predicting aggregate equity returns by conditioning on economic variables
Nonejad, Nima
- In:
Quantitative finance
21
(
2021
)
8
,
pp. 1387-1411
Persistent link: https://www.econbiz.de/10012608655
Saved in:
9
Using the conditional volatility channel to improve the accuracy of aggregate equity return predictions
Nonejad, Nima
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
2
,
pp. 973-1009
Persistent link: https://www.econbiz.de/10012616915
Saved in:
10
Predicting equity premium by conditioning on macroeconomic variables : a prediction selection strategy using the price of crude oil
Nonejad, Nima
- In:
Finance research letters
41
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013335945
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