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subject:"Kapitaleinkommen"
~person:"Mittnik, Stefan"
~person:"Nonejad, Nima"
~subject:"Prognoseverfahren"
~type_genre:"Aufsatz in Zeitschrift"
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Kapitaleinkommen
Prognoseverfahren
Estimation
28
Schätzung
28
Forecasting model
16
Capital income
13
Oil price
13
Theorie
13
Theory
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Mittnik, Stefan
Nonejad, Nima
Gupta, Rangan
85
Zaremba, Adam
58
McMillan, David G.
36
Pierdzioch, Christian
32
Ma, Feng
31
Wohar, Mark E.
28
Narayan, Paresh Kumar
24
Wang, Yudong
23
Zhang, Yaojie
21
Bollerslev, Tim
20
Balcilar, Mehmet
19
Tiwari, Aviral Kumar
19
Cakici, Nusret
18
Demirer, Rıza
18
Todorov, Viktor
18
Kumar, Dilip
17
Salisu, Afees A.
17
Bali, Turan G.
16
Bouri, Elie
15
Gil-Alaña, Luis A.
15
Sehgal, Sanjay
15
Chiang, Thomas C.
14
Long, Huaigang
14
Lee, Chien-chiang
13
Marcellino, Massimiliano
13
Wei, Yu
13
Caporale, Guglielmo Maria
12
McAleer, Michael
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Moosa, Imad A.
12
Umutlu, Mehmet
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Xuan Vinh Vo
12
Yin, Libo
12
Andersen, Torben
11
Apergēs, Nikolaos
11
Brooks, Robert
11
Jareño, Francisco
11
Jawadi, Fredj
11
Swanson, Norman R.
11
Tauchen, George Eugene
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Energy economics
3
International review of financial analysis
3
The North American journal of economics and finance : a journal of financial economics studies
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Asia-Pacific financial markets
1
Econometric reviews
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Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
19
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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
Saved in:
10
Predicting the return on the spot price of crude oil out-of-sample by conditioning on news-based uncertainty measures : some new empirical results
Nonejad, Nima
- In:
Energy economics
104
(
2021
),
pp. 1-29
Persistent link: https://www.econbiz.de/10013364254
Saved in:
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