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subject:"Kapitaleinkommen"
subject:"USA"
~person:"Gupta, Rangan"
~subject:"VAR-Modell"
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Kapitaleinkommen
USA
VAR-Modell
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
Inflation
36
VAR model
36
Theorie
29
Theory
29
Immobilienpreis
28
Real estate price
28
Climate change
27
Klimawandel
27
ARCH model
24
ARCH-Modell
24
Causality analysis
24
Cointegration
24
Kausalanalyse
24
Kointegration
24
Geldpolitik
23
Monetary policy
23
Schock
23
Shock
23
Nichtparametrisches Verfahren
22
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Undetermined
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57
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Article
109
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50
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110
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110
Arbeitspapier
42
Graue Literatur
42
Non-commercial literature
42
Working Paper
42
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English
159
Author
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Gupta, Rangan
Caporale, Guglielmo Maria
117
Gil-Alaña, Luis A.
93
Pesaran, M. Hashem
83
Zaremba, Adam
69
Heckman, James J.
65
Wohar, Mark E.
55
Bollerslev, Tim
54
Pierdzioch, Christian
54
Belke, Ansgar
52
McAleer, Michael
49
McMillan, David G.
48
Mumtaz, Haroon
48
Timmermann, Allan
47
Balcilar, Mehmet
44
Gambetti, Luca
43
Marcellino, Massimiliano
43
Hamermesh, Daniel S.
42
Kilian, Lutz
40
Campbell, John Y.
39
Engle, Robert F.
39
Bohl, Martin T.
38
Diebold, Francis X.
38
Koopman, Siem Jan
37
Lütkepohl, Helmut
37
Forni, Mario
36
Bali, Turan G.
34
Hautsch, Nikolaus
34
Miller, Stephen M.
34
Schorfheide, Frank
34
Stambaugh, Robert F.
34
Weber, Enzo
34
Bahmani-Oskooee, Mohsen
32
Castelnuovo, Efrem
31
Chinn, Menzie David
31
Eickmeier, Sandra
31
Basu, Susanto
30
Cheung, Yin-Wong
29
Glaeser, Edward L.
29
Karanassou, Marika
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
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Economic modelling
5
Economics letters
5
International review of economics & finance : IREF
5
Applied economics letters
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
International journal of finance & economics : IJFE
4
Research in international business and finance
4
Applied economics
3
Economics and Business Letters : EBL
3
Energy economics
3
Structural change and economic dynamics : SC+ED
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The European journal of finance
3
Economics, management and financial markets
2
Emerging markets review
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
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Open economies review
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
CESifo Working Paper Series
1
CESifo working papers
1
Cardiff economics working papers
1
DIW Berlin Discussion Paper
1
Defence and peace economics
1
Discussion papers / Deutsches Institut für Wirtschaftsforschung
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
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ECONIS (ZBW)
159
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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
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:
9
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:
10
Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
-
2023
Persistent link: https://www.econbiz.de/10014304985
Saved in:
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