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~accessRights:"restricted"
~person:"Gupta, Rangan"
~person:"Kapetanios, George"
~person:"Rieth, Malte"
~person:"Rossi, Barbara"
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Forecasting model
174
Prognoseverfahren
174
Estimation
69
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69
Volatility
64
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64
Capital income
55
Kapitaleinkommen
55
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44
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41
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39
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33
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32
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32
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28
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26
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forecasting
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186
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Gupta, Rangan
Kapetanios, George
Rieth, Malte
Rossi, Barbara
Ma, Feng
89
Marcellino, Massimiliano
79
Wang, Yudong
56
Zhang, Yaojie
55
Pierdzioch, Christian
52
Timmermann, Allan
52
Kilian, Lutz
42
Giannone, Domenico
36
Liang, Chao
36
Zaremba, Adam
35
Petropoulos, Fotios
33
Salisu, Afees A.
33
Wang, Shouyang
31
Baumeister, Christiane
30
Clements, Michael P.
30
Narayan, Paresh Kumar
30
Wohar, Mark E.
29
Wei, Yu
27
Nonejad, Nima
26
Carriero, Andrea
24
Kourentzes, Nikolaos
24
Siliverstovs, Boriss
24
Balcilar, Mehmet
23
Bouri, Elie
23
Clark, Todd E.
23
Diebold, Francis X.
23
Hyndman, Rob J.
23
Yin, Libo
23
Baghestani, Hamid
22
Liu, Li
22
Spiliotis, Evangelos
22
Makridakis, Spyros G.
21
Assimakopoulos, V.
20
Franses, Philip Hans
20
Ghysels, Eric
20
Lu, Xinjie
20
Svensson, Lars E. O.
20
Wang, Jiqian
20
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Discussion paper / Centre for Economic Policy Research
11
Finance research letters
11
Applied economics
8
Energy economics
8
Journal of forecasting
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
The North American journal of economics and finance : a journal of financial economics studies
7
International journal of forecasting
6
International review of economics & finance : IREF
6
Journal of econometrics
6
Discussion papers / CEPR
5
Economics letters
5
Annals of financial economics
4
Department of Economics working paper series
4
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
4
Applied economics letters
3
CEPR Discussion Papers
3
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3
Emerging markets, finance and trade : EMFT
3
International journal of finance & economics : IJFE
3
International review of financial analysis
3
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3
Research in international business and finance
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The European journal of finance
3
The journal of real estate finance and economics
3
Economic research
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of Econometrics
2
Journal of applied econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of international money and finance
2
Open economies review
2
Staff working papers / Bank of England
2
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Contemporary economics
1
Defence and peace economics
1
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ECONIS (ZBW)
186
RePEc
7
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1
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193
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1
Markov switching rationality
Odendahl, Florens
;
Rossi, Barbara
;
Sekhposyan, Tatevik
- In:
Essays in honor of Joon Y. Park : econometric …
,
(pp. 35-64)
.
2023
Persistent link: https://www.econbiz.de/10014315144
Saved in:
2
A note on uncertainty due to infectious diseases and output growth of the United States : a mixed-frequency forecasting experiment
Salisu, Afees A.
;
Gupta, Rangan
;
Demirer, Rıza
- In:
Annals of financial economics
17
(
2022
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10013262971
Saved in:
3
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
Saved in:
4
Evaluating
forecast
performance with state dependence
Odendahl, Florens
;
Rossi, Barbara
;
Sekhposyan, Tatevik
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10014471799
Saved in:
5
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:
6
Infectious diseases-related uncertainty and the predictability of foreign exchange and bitcoin futures realized volatility
Shiba, Sisa
;
Cuñado Eizaguirre, Juncal
;
Gupta, Rangan
; …
- In:
Annals of financial economics
18
(
2023
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014442581
Saved in:
7
Forecasting international REITs volatility : the role of oil-price uncertainty
Wang, Jiqian
;
Gupta, Rangan
;
Çepni, Oğuzhan
;
Ma, Feng
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1579-1597
Persistent link: https://www.econbiz.de/10014387948
Saved in:
8
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:
9
Investor confidence and forecastability of US stock market realized volatility : evidence from machine learning
Gupta, Rangan
;
Nel, Jacobus
;
Pierdzioch, Christian
- In:
The journal of behavioral finance : a publication of …
24
(
2023
)
1
,
pp. 111-122
Persistent link: https://www.econbiz.de/10013547864
Saved in:
10
Making text count : economic forecasting using newspaper text
Kalamara, Eleni
;
Turrell, Arthur
;
Redl, Chris
; …
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 896-919
Persistent link: https://www.econbiz.de/10013464641
Saved in:
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