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subject:"Prognoseverfahren"
~person:"Kilian, Lutz"
~person:"Pierdzioch, Christian"
~subject:"VAR-Modell"
~subject:"Wirtschaftsindikator"
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Prognoseverfahren
VAR-Modell
Wirtschaftsindikator
Estimation
197
Schätzung
197
Forecasting model
70
Theorie
63
Theory
63
Volatility
54
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54
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50
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Kilian, Lutz
Pierdzioch, Christian
Gupta, Rangan
114
Pesaran, M. Hashem
71
Marcellino, Massimiliano
66
McAleer, Michael
45
Mumtaz, Haroon
44
McMillan, David G.
41
Gambetti, Luca
38
Lütkepohl, Helmut
38
Schorfheide, Frank
36
Huber, Florian
35
Diebold, Francis X.
34
Döpke, Jörg
31
Ma, Feng
31
Baumeister, Christiane
30
Theodoridis, Konstantinos
30
Forni, Mario
29
Clark, Todd E.
28
Herwartz, Helmut
28
Timmermann, Allan
28
Zaremba, Adam
28
Chudik, Alexander
27
Swanson, Norman R.
27
Wang, Yudong
27
Belke, Ansgar
25
Fritsche, Ulrich
25
Guidolin, Massimo
25
Koop, Gary
25
Wohar, Mark E.
25
Franses, Philip Hans
24
Siliverstovs, Boriss
24
Balcilar, Mehmet
23
Bollerslev, Tim
22
Castelnuovo, Efrem
22
Ghysels, Eric
22
Paccagnini, Alessia
22
Ravazzolo, Francesco
22
Sala, Luca
22
Eickmeier, Sandra
21
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Discussion paper / Centre for Economic Policy Research
6
Department of Economics working paper series
5
Working paper / Federal Reserve Bank of Dallas, Research Department
5
CFS working paper series
4
Finance research letters
4
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3
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2
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1
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1
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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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
How to construct monthly VAR proxies based on daily futures market surprises
Kilian, Lutz
-
2023
Persistent link: https://www.econbiz.de/10014382788
Saved in:
3
Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
-
2023
Persistent link: https://www.econbiz.de/10014304985
Saved in:
4
State-dependent local projections
Gonçalves, Sílvia
;
Herrera, Ana María
;
Kilian, Lutz
; …
-
2023
Persistent link: https://www.econbiz.de/10014311197
Saved in:
5
Jointly estimating macroeconomic news and surprise shocks
Kilian, Lutz
;
Plante, Michael D.
;
Richter, Alexander W.
-
2023
Persistent link: https://www.econbiz.de/10014311457
Saved in:
6
Climate risks and state-level stock-market realized volatility
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013448268
Saved in:
7
Climate risks and predictability of commodity returns and volatility : evidence from over 750 years of data
Nel, Jacobus
;
Gupta, Rangan
;
Wohar, Mark E.
; …
-
2022
Persistent link: https://www.econbiz.de/10013387607
Saved in:
8
On the predictive value of the (shadow) real interest rate for the realized volatility of gold-price returns
Pierdzioch, Christian
;
Rohloff, Sebastian
;
Campe, Roland von
- In:
Annals of financial economics
18
(
2023
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014442354
Saved in:
9
Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
Saved in:
10
Climate risks and realized volatility of major commodity currency exchange rates
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
62
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014226734
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