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subject:"Forecasting model"
subject:"United States"
~isPartOf:"Applied economics letters"
~isPartOf:"Emerging markets review"
~person:"Gupta, Rangan"
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Forecasting model
United States
Estimation
8
Schätzung
8
Prognoseverfahren
4
USA
4
Oil price
3
Oil shocks
3
Risiko
3
Risk
3
Schock
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Shock
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VAR model
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VAR-Modell
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Volatility
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Volatilität
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Börsenkurs
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Time series analysis
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forecasting
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impulse response functions
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local projection model
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ARCH model
1
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Aktienmarkt
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Bayes-Statistik
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Bayesian Graphical Structural VAR
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Bayesian inference
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Capital income
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Gupta, Rangan
Gil-Alaña, Luis A.
4
Narayan, Paresh Kumar
4
Bahmani-Oskooee, Mohsen
3
Goel, Rajeev K.
3
Pierdzioch, Christian
3
Sheng, Xin
3
Bhaskara Rao, Buddhavarapu
2
Blazsek, Szabolcs
2
Caporale, Guglielmo Maria
2
Chang, Tsangyao
2
Dinh Hoang Bach Phan
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2
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2
Jawadi, Fredj
2
Ji, Qiang
2
Ma, Feng
2
McKenzie, Jordi
2
Morley, Bruce
2
Nieh, Chien-chung
2
Olson, Eric
2
Sephton, Peter S.
2
Siliverstovs, Boriss
2
Tobing, Elwin
2
Yeh, Chih-chuan
2
Yoon, Gawon
2
Aadland, David
1
Acharya, Ram N.
1
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An, Zhen
1
Andersson, Andreas
1
Andreou, Sofia N.
1
Apergis, Emmanuel
1
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1
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1
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Applied economics letters
Emerging markets review
Department of Economics working paper series
28
Working papers / University of Connecticut, Department of Economics
11
The North American journal of economics and finance : a journal of financial economics studies
9
Finance research letters
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Economics letters
5
International review of economics & finance : IREF
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
International journal of finance & economics : IJFE
4
Applied economics
3
Economic modelling
3
Economics and Business Letters : EBL
3
Journal of forecasting
3
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of macroeconomics
2
Open economies review
2
Research in international business and finance
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The European journal of finance
2
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
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Empirica : journal of european economics
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Eurasian economic review : a journal in applied macroeconomics and finance
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Finmap working paper
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1
Forecasting charge-off rates with a panel Tobit model : the role of uncertainty
Sheng, Xin
;
Gupta, Rangan
;
Ji, Qiang
- In:
Applied economics letters
29
(
2022
)
10
,
pp. 927-931
Persistent link: https://www.econbiz.de/10013411847
Saved in:
2
The impact of disaggregated oil shocks on state-level consumption of the United States
Gupta, Rangan
;
Sheng, Xin
;
Van Eyden, Reneé
;
Wohar, Mark E.
- In:
Applied economics letters
28
(
2021
)
21
,
pp. 1818-1824
Persistent link: https://www.econbiz.de/10012697678
Saved in:
3
A note on oil price shocks and the forecastability of gold realized volatility
Demirer, Rıza
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
Applied economics letters
28
(
2021
)
21
,
pp. 1889-1897
Persistent link: https://www.econbiz.de/10012697706
Saved in:
4
Movements in real estate uncertainty in the United States : the role of oil shocks
Gupta, Rangan
;
Sheng, Xin
;
Ji, Qiang
- In:
Applied economics letters
28
(
2021
)
13
,
pp. 1059-1065
Persistent link: https://www.econbiz.de/10012589935
Saved in:
5
Effect of uncertainty on U.S. stock returns and volatility : evidence from over eighty years of high-frequency data
Gupta, Rangan
;
Marfatia, Hardik A.
;
Olson, Eric
- In:
Applied economics letters
27
(
2020
)
16
,
pp. 1305-1311
Persistent link: https://www.econbiz.de/10012267127
Saved in:
6
Threshold effects of inequality on economic growth in the US states : the role of human capital to physical capital ratio
Çepni, Oğuzhan
;
Gupta, Rangan
;
Lv, Zhihui
- In:
Applied economics letters
27
(
2020
)
19
,
pp. 1546-1551
Persistent link: https://www.econbiz.de/10012315664
Saved in:
7
Does global fear predict fear in BRICS stock markets? : evidence from a Bayesian Graphical Structural VAR model
Bouri, Elie
;
Gupta, Rangan
;
Hosseini, Seyedmehdi
;
Lau, …
- In:
Emerging markets review
34
(
2018
),
pp. 124-142
Persistent link: https://www.econbiz.de/10012114689
Saved in:
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