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source:"econis"
~person:"Gupta, Rangan"
~person:"Kapetanios, George"
~subject:"Forecasting model"
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Search: subject_exact:"Bayesian inference"
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Forecasting model
Bayesian inference
66
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65
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32
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Gupta, Rangan
Kapetanios, George
Ravazzolo, Francesco
74
Koop, Gary
63
Dijk, Herman K. van
56
Marcellino, Massimiliano
43
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38
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16
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16
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14
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14
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14
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13
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10
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1
Time-varying parameter four-equation DSGE model
Gupta, Rangan
;
Sun, Xiaojin
-
2022
Persistent link: https://www.econbiz.de/10013341328
Saved in:
2
Machine learning predictions of housing market synchronization across US states : the role of uncertainty
Gupta, Rangan
;
Marfatia, Hardik A.
;
Pierdzioch, Christian
; …
- In:
The journal of real estate finance and economics
64
(
2022
)
4
,
pp. 523-545
Persistent link: https://www.econbiz.de/10013170484
Saved in:
3
The role of investor sentiment in forecasting housing returns in China : a machine learning approach
Cepni, Oguzhan
;
Gupta, Rangan
;
Onay, Yigit
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1725-1740
Persistent link: https://www.econbiz.de/10013465745
Saved in:
4
The role of real estate uncertainty in predicting US home sales growth : evidence from a quantiles-based Bayesian model averaging approach
Çepni, Oğuzhan
;
Gupta, Rangan
;
Wohar, Mark E.
- In:
Applied economics
52
(
2020
)
5
,
pp. 528-536
Persistent link: https://www.econbiz.de/10012197432
Saved in:
5
Forecasting economic policy uncertainty of BRIC countries using Bayesian VARs
Gupta, Rangan
;
Sun, Xiaojin
- In:
Economics letters
186
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012504123
Saved in:
6
Predicting international equity returns: evidence from time-varying parameter vector autoregressive models
Gupta, Rangan
;
Huber, Florian
;
Piribauer, Philipp
- In:
International review of financial analysis
68
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012300967
Saved in:
7
A new approach to multi-step forecasting using dynamic stochastic general equilibrium models
Kapetanios, George
;
Price, Simon
;
Theodoridis, Konstantinos
-
2015
Persistent link: https://www.econbiz.de/10011404519
Saved in:
8
A comprehensive evaluation of macroeconomic forecasting methods
Carriero, Andrea
;
Galvão, Ana Beatriz C.
;
Kapetanios, …
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1226-1239
Persistent link: https://www.econbiz.de/10012305256
Saved in:
9
The role of housing sentiment in forecasting U.S. home sales growth : evidence from a Bayesian compressed vector autoregressive model
Gupta, Rangan
;
Lau, Chi Keung
;
Plakandaras, Vasilios
; …
- In:
Economic research
32
(
2019
)
1,3
,
pp. 2554-2567
Persistent link: https://www.econbiz.de/10012584751
Saved in:
10
Forecasting US real private residential fixed investment using a large number of predictors
Aye, Goodness C.
;
Gupta, Rangan
;
Miller, Stephen M.
; …
-
2014
Persistent link: https://www.econbiz.de/10010415549
Saved in:
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