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subject:"Kapitaleinkommen"
subject:"USA"
~person:"Gupta, Rangan"
~subject:"Kointegration"
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Kapitaleinkommen
USA
Kointegration
Estimation
251
Schätzung
251
United States
89
Forecasting model
85
Prognoseverfahren
85
Volatility
81
Volatilität
81
Capital income
73
Börsenkurs
70
Share price
70
Risiko
57
Risk
57
Aktienmarkt
49
Stock market
49
Welt
49
World
49
Time series analysis
48
Zeitreihenanalyse
48
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36
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36
Theorie
29
Theory
29
Immobilienpreis
28
Real estate price
28
Climate change
27
Klimawandel
27
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24
ARCH-Modell
24
Causality analysis
24
Cointegration
24
Kausalanalyse
24
Geldpolitik
23
Monetary policy
23
Schock
23
Shock
23
Nichtparametrisches Verfahren
22
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Article
102
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50
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42
Graue Literatur
42
Non-commercial literature
42
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42
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English
152
Author
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Gupta, Rangan
Caporale, Guglielmo Maria
179
Gil-Alaña, Luis A.
157
Belke, Ansgar
77
Bahmani-Oskooee, Mohsen
70
Zaremba, Adam
69
Heckman, James J.
65
Wohar, Mark E.
59
McAleer, Michael
56
Pesaran, M. Hashem
55
Bollerslev, Tim
54
McMillan, David G.
52
Narayan, Paresh Kumar
52
Pierdzioch, Christian
51
Timmermann, Allan
47
Balcilar, Mehmet
42
Campbell, John Y.
42
Hamermesh, Daniel S.
42
Bohl, Martin T.
41
Cheung, Yin-Wong
41
Engle, Robert F.
39
Miller, Stephen M.
39
Tiwari, Aviral Kumar
39
Dreger, Christian
37
Hautsch, Nikolaus
36
Koopman, Siem Jan
36
Bali, Turan G.
34
Diebold, Francis X.
34
Stambaugh, Robert F.
34
Beckmann, Joscha
33
Marcellino, Massimiliano
33
Wolters, Jürgen
32
Basu, Susanto
30
Chinn, Menzie David
30
Gil-Alana, Luis A.
30
Chang, Tsangyao
29
Glaeser, Edward L.
29
Herwartz, Helmut
29
Karanassou, Marika
29
Neumark, David
29
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Department of Economics working paper series
25
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
6
Economics letters
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
International review of economics & finance : IREF
5
Research in international business and finance
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Applied economics letters
4
International journal of finance & economics : IJFE
4
Economic modelling
3
Economics and Business Letters : EBL
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The European journal of finance
3
Applied economics
2
Economics, management and financial markets
2
Energy economics
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of economics and finance
2
Journal of forecasting
2
Journal of multinational financial management
2
Macroeconomic dynamics
2
Open economies review
2
Structural change and economic dynamics : SC+ED
2
CESifo Working Paper Series
1
CESifo working papers
1
Cardiff economics working papers
1
Contemporary economics
1
DIW Berlin Discussion Paper
1
Defence and peace economics
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1
Economic systems
1
Economics / Discussion papers : the open-access, open-assessment e-journal
1
Economics / Journal articles : the open-access, open-assessment journal
1
Economics and finance working paper series
1
Economies : open access journal
1
Emerging markets, finance and trade : EMFT
1
Empirica : journal of european economics
1
Eurasian economic review : a journal in applied macroeconomics and finance
1
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ECONIS (ZBW)
152
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
The effects of uncertainty on economic conditions across US states : the role of climate risks
Sheng, Xin
;
Gupta, Rangan
;
Liao, Wenting
;
Cepni, Oguzhan
-
2024
Persistent link: https://www.econbiz.de/10014505055
Saved in:
3
Can municipal bonds hedge US state-level climate risks?
Polat, Onur
;
Gupta, Rangan
;
Cepni, Oguzhan
;
Ji, Qiang
-
2024
Persistent link: https://www.econbiz.de/10014521269
Saved in:
4
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:
5
Housing search activity and quantiles-based predictability of housing price movements in the United States
Gupta, Rangan
;
Moodley, Damien
-
2023
Persistent link: https://www.econbiz.de/10014443107
Saved in:
6
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443108
Saved in:
7
Does climate policy uncertainty affect tourism demand? : evidence from time-varying causality tests
Apergēs, Nikolaos
;
Gavriilidis, Konstantinos
;
Gupta, Rangan
- In:
Tourism economics : the business and finance of tourism …
29
(
2023
)
6
,
pp. 1484-1498
Persistent link: https://www.econbiz.de/10014384510
Saved in:
8
Predicting multi-scale positive and negative stock market bubbles in a panel of G7 countries : the role of oil price uncertainty
Van Eyden, Reneé
;
Gupta, Rangan
;
Sheng, Xin
;
Nielsen, …
-
2023
Persistent link: https://www.econbiz.de/10014369400
Saved in:
9
Forecasting volatility of commodity, currency, and stock markets : evidence from Markov switching multifractal models
Liu, Ruipeng
;
Segnon, Mawuli
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014448138
Saved in:
10
The role of oil and risk shocks in the high-frequency movements of the term structure of interest rates : evidence from the U.S. Treasury market
Gupta, Rangan
;
Shahzad, Syed Jawad Hussain
;
Sheng, Xin
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1845-1857
Persistent link: https://www.econbiz.de/10014253453
Saved in:
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