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  • Search: subject:"dynamic factor model with stochastic volatility"
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Year of publication
Subject
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Estimation 2 Schätzung 2 Stochastic process 2 Stochastischer Prozess 2 USA 2 United States 2 Volatility 2 Volatilität 2 Climate change 1 Dynamic factor model with stochastic volatility 1 Extreme weather shocks 1 Forecast 1 Forecasting model 1 Frühindikator 1 Impact assessment 1 Impulse response functions 1 Inflation 1 Klimawandel 1 Leading indicator 1 Linear and nonlinear local projections 1 Prognose 1 Prognoseverfahren 1 Risiko 1 Risk 1 Schock 1 Shock 1 Time series analysis 1 US States 1 VAR model 1 VAR-Modell 1 Weather 1 Wetter 1 Wirkungsanalyse 1 Zeitreihenanalyse 1 climate risks 1 dynamic factor model with stochastic volatility 1 forecasting 1 panel predictive regression 1 state-level economic conditions 1
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Online availability
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Free 1 Undetermined 1
Type of publication
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Article 2
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2
Author
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Gupta, Rangan 2 Liao, Wenting 2 Cepni, Oguzhan 1 Karmakar, Sayar 1 Ma, Jun 1 Sheng, Xin 1
Published in...
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Economics letters 1 International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association 1
Source
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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Extreme weather shocks and state-level inflation of the United States
Liao, Wenting; Sheng, Xin; Gupta, Rangan; Karmakar, Sayar - In: Economics letters 238 (2024), pp. 1-8
Persistent link: https://www.econbiz.de/10015075593
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Cover Image
Climate risks and forecastability of the weekly state-level economic conditions of the United States
Cepni, Oguzhan; Gupta, Rangan; Liao, Wenting; Ma, Jun - In: International review of finance : the official journal … 24 (2024) 1, pp. 154-162
Persistent link: https://www.econbiz.de/10014507523
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