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~language:"eng"
~person:"Gupta, Rangan"
~person:"Timmermann, Allan"
~subject:"Prognoseverfahren"
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Prognoseverfahren
Forecasting model
237
Estimation
179
Schätzung
179
United States
171
USA
169
Theorie
150
Theory
149
Volatility
148
Volatilität
148
Börsenkurs
130
Share price
130
Capital income
123
Kapitaleinkommen
123
Time series analysis
95
Zeitreihenanalyse
95
Risiko
92
Risk
92
Welt
80
World
80
Aktienmarkt
77
Stock market
77
Immobilienpreis
68
Real estate price
68
VAR model
57
VAR-Modell
57
Oil price
55
South Africa
55
Ölpreis
55
Südafrika
53
Causality analysis
52
Kausalanalyse
52
Inflation
48
Forecasting
44
ARCH model
43
ARCH-Modell
43
Monetary policy
43
Geldpolitik
42
Schock
40
Shock
40
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Undetermined
99
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84
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Book / Working Paper
137
Article
100
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Article in journal
102
Aufsatz in Zeitschrift
102
Arbeitspapier
101
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101
Graue Literatur
98
Non-commercial literature
98
Collection of articles of several authors
7
Sammelwerk
7
Aufsatzsammlung
5
Handbook
3
Handbuch
3
Systematic review
2
Übersichtsarbeit
2
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1
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1
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Gupta, Rangan
Timmermann, Allan
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
Salisu, Afees A.
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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Birkbeck College / Department of Economics
3
University of Cambridge / Department of Applied Economics
3
Federal Reserve Bank of St. Louis
2
University of Cambridge / Faculty of Economics
2
Forschungsinstitut zur Zukunft der Arbeit
1
London School of Economics and Political Science
1
Suntory-Toyota International Centre for Economics and Related Disciplines
1
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Department of Economics working paper series
43
Applied economics
15
Discussion paper / Centre for Economic Policy Research
15
Working papers / University of Connecticut, Department of Economics
9
Energy economics
8
Handbooks in economics
8
The North American journal of economics and finance : a journal of financial economics studies
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Discussion paper / Department of Economics, University of California San Diego
6
Discussion papers / CEPR
6
Cambridge working papers in economics
5
Economics letters
5
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
The journal of real estate finance and economics
4
Working papers / Brandeis University, Department of Economics and International Business School
4
Applied economics letters
3
CREATES research paper
3
Computational economics
3
DAE working paper
3
Discussion paper in financial economics : FE
3
International journal of finance & economics : IJFE
3
Journal of forecasting
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
Working paper
2
Advances in econometrics : a research annual
1
Annual review of economics
1
Annual review of financial economics
1
Contemporary economics
1
DAE working paper / University of Cambridge, Department of Applied Economics
1
Defence and peace economics
1
Discussion paper series / IZA
1
EERI research paper series
1
Econometrics papers
1
Economia internazionale
1
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ECONIS (ZBW)
237
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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
Search and predictability of prices in the housing market
Møller, Stig Vinther
;
Pedersen, Thomas Quistgaard
; …
- In:
Management science : journal of the Institute for …
70
(
2024
)
1
,
pp. 415-438
Persistent link: https://www.econbiz.de/10014470028
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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