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~language:"eng"
~person:"Gupta, Rangan"
~person:"Salisu, Afees A."
~subject:"Prognoseverfahren"
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Prognoseverfahren
Forecasting model
169
Estimation
163
Schätzung
163
United States
146
Volatility
146
Volatilität
146
USA
144
Börsenkurs
110
Share price
110
Capital income
98
Kapitaleinkommen
98
Risiko
89
Risk
89
Welt
84
World
84
Aktienmarkt
81
Stock market
81
Theorie
75
Theory
75
Time series analysis
74
Zeitreihenanalyse
74
Oil price
66
Ölpreis
66
Immobilienpreis
65
Real estate price
65
VAR model
59
VAR-Modell
59
South Africa
55
Südafrika
53
Causality analysis
52
Kausalanalyse
52
ARCH model
48
ARCH-Modell
48
Inflation
47
Monetary policy
42
Economic growth
41
Forecasting
41
Geldpolitik
41
Schock
41
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Undetermined
75
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66
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Article
98
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71
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Article in journal
99
Aufsatz in Zeitschrift
99
Arbeitspapier
58
Graue Literatur
58
Non-commercial literature
58
Working Paper
58
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English
Author
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Gupta, Rangan
Salisu, Afees A.
Timmermann, Allan
74
Pierdzioch, Christian
63
Swanson, Norman R.
56
Franses, Philip Hans
54
McAleer, Michael
46
Ma, Feng
45
Marcellino, Massimiliano
44
Rossi, Barbara
44
Baghestani, Hamid
43
Ravazzolo, Francesco
39
Clements, Michael P.
35
Diebold, Francis X.
35
Hendry, David F.
35
Kim, Hyeongwoo
35
Kunst, Robert M.
34
Balcilar, Mehmet
31
Pesaran, M. Hashem
31
Lahiri, Kajal
30
Kapetanios, George
29
Koop, Gary
27
Granger, C. W. J.
25
McMillan, David G.
25
Ruelke, Jan-Christoph
25
Giannone, Domenico
24
Wohar, Mark E.
24
Lux, Thomas
23
Miller, Stephen M.
23
Wang, Yudong
23
Giacomini, Raffaella
22
Zhang, Yaojie
22
Casarin, Roberto
21
Clark, Todd E.
21
Costantini, Mauro
21
Huber, Florian
21
Mitchell, James
21
Sekhposyan, Tatevik
21
Croux, Christophe
20
Bollerslev, Tim
19
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Department of Economics working paper series
43
Applied economics
15
Energy economics
10
The North American journal of economics and finance : a journal of financial economics studies
9
Working papers / University of Connecticut, Department of Economics
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
International review of economics & finance : IREF
5
The South African journal of economics
5
Annals of financial economics
4
Economics letters
4
The journal of real estate finance and economics
4
Applied economics letters
3
Computational economics
3
International journal of finance & economics : IJFE
3
Applied financial economics
2
Economic modelling
2
Economics and Business Letters : EBL
2
University of Milan Bicocca Department of Economics, Management and Statistics Working Paper
2
Bulletin of monetary economics and banking
1
Contemporary economics
1
Defence and peace economics
1
EERI research paper series
1
Economia internazionale
1
Economics / Discussion papers : the open-access, open-assessment e-journal
1
Economics / Journal articles : the open-access, open-assessment journal
1
Economics working paper
1
Empirica : journal of european economics
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Global Research Unit working paper
1
Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
1
International business and economics research journal
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of production economics
1
Journal of behavioral and experimental economics
1
Journal of forecasting
1
Journal of housing economics
1
Journal of quantitative economics
1
Research paper series / Swiss Finance Institute
1
The European journal of finance
1
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ECONIS (ZBW)
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1
Forecasting realized US stock market volatility : is there a role for economic policy uncertainty?
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505046
Saved in:
2
Energy market uncertainties and US state-level stock market volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505054
Saved in:
3
Forecasting growth-at-risk of the United States : housing price versus housing sentiment or attention
Cepni, Oguzhan
;
Gupta, Rangan
;
Pierdzioch, Christian
-
2024
Persistent link: https://www.econbiz.de/10014483637
Saved in:
4
Predicting the conditional distribution of US stock market systemic stress : the role of climate risks
Caporin, Massimiliano
;
Caraiani, Petre
;
Cepni, Oguzhan
; …
-
2024
Persistent link: https://www.econbiz.de/10014496364
Saved in:
5
Energy market uncertainties and exchange rate volatility : a GARCHMIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014521267
Saved in:
6
Climate risks and forecastability of US inflation : evidence from dynamic quantile model averaging
Luo, Jiawen
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014529004
Saved in:
7
Stock market bubbles and the realized volatility of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
-
2023
Persistent link: https://www.econbiz.de/10014329736
Saved in:
8
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:
9
Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Cepni, Oguzhan
;
Christou, Christina
;
Gupta, Rangan
- In:
Economics letters
227
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014335747
Saved in:
10
Climate risks and stock market volatility over a century in an emerging market economy : the case of South Africa
Wu, Kejin
;
Karmakar, Sayar
;
Gupta, Rangan
;
Pierdzioch, …
-
2023
Persistent link: https://www.econbiz.de/10014336437
Saved in:
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