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~isPartOf:"Applied economics"
~isPartOf:"IMF staff country report"
~person:"Gupta, Rangan"
~person:"Kim, Jong-Min"
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Forecasting model
7
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Multivariate Verteilung
6
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Time series analysis
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6
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forecasting
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Gupta, Rangan
Kim, Jong-Min
Bakker, Bas B.
5
Chang, Tsangyao
5
Hammoudeh, Shawkat
5
Balcilar, Mehmet
4
Canetti, Elie
4
Gil-Alaña, Luis A.
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Hernandez, Jose Arreola
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Nguyen, Duc Khuong
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2
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Azali, Mohamed
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Banerjee, Biswajit
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Barros, Carlos Pestana
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Bassett, Sheila
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Bekiros, Stelios
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Berengaut, Julian
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Esteban, María Victoria
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Hwang, Sun Young
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Ishi, Kotaro
2
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2
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2
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2
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Applied economics
IMF staff country report
The North American journal of economics and finance : a journal of financial economics studies
12
Working papers / University of Connecticut, Department of Economics
8
Economic modelling
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Energy economics
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Department of Economics working paper series
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Journal of forecasting
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The South African journal of economics
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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International review of economics & finance : IREF
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ECONIS (ZBW)
13
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1
Vine copula Granger causality in quantiles
Jang, Hyuna
;
Kim, Jong-Min
;
Noh, Hohsuk
- In:
Applied economics
56
(
2024
)
10
,
pp. 1109-1118
Persistent link: https://www.econbiz.de/10014446535
Saved in:
2
Foreign investors, rebalancing trades, and increases in U.S.-Japan stock market correlations
Imai, Hiroyuki
;
Kim, Jong-Min
- In:
Applied economics
56
(
2024
)
47
,
pp. 5634-5649
Persistent link: https://www.econbiz.de/10015051126
Saved in:
3
Linear time-varying regression with copula-DCC-asymmetric-GARCH models for volatility : the co-movement between industrial electricity demand and financial factors
Kim, Yunsun
;
Hwang, Sun Young
;
Kim, Jong-Min
;
Kim, Sahm
- In:
Applied economics
55
(
2023
)
3
,
pp. 255-272
Persistent link: https://www.econbiz.de/10013494421
Saved in:
4
Causal effects of the United States and Japan on Pacific-Rim stock markets : nonparametric quantile causality approach
Balcilar, Mehmet
;
Gupta, Rangan
;
Nguyen, Duc Khuong
; …
- In:
Applied economics
50
(
2018
)
53
,
pp. 5712-5727
Persistent link: https://www.econbiz.de/10012062898
Saved in:
5
Relationship between oil price and exchange rate by FDA and copula
Kim, Jong-Min
;
Jung, Hojin
- In:
Applied economics
50
(
2018
)
22
,
pp. 2486-2499
Persistent link: https://www.econbiz.de/10011850251
Saved in:
6
Functional ARCH directional dependence via copula for intraday volatility from high-frequency financial time series
Kim, Jong-Min
;
Hwang, Sun Young
- In:
Applied economics
53
(
2021
)
4
,
pp. 506-520
Persistent link: https://www.econbiz.de/10012416072
Saved in:
7
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:
8
Forecasting US consumer price index : does nonlinearity matter?
Álvarez-Díaz, Marcos
;
Gupta, Rangan
- In:
Applied economics
48
(
2016
)
46/48
,
pp. 4462-4475
Persistent link: https://www.econbiz.de/10011640110
Saved in:
9
The out-of-sample forecasting performance of nonlinear models of regional housing prices in the US
Balcilar, Mehmet
;
Gupta, Rangan
;
Miller, Stephen M.
- In:
Applied economics
47
(
2015
)
22/24
,
pp. 2259-2277
Persistent link: https://www.econbiz.de/10010516653
Saved in:
10
Do we need a global VAR model to forecast inflation and output in South Africa?
Waal, Annari de
;
Van Eyden, Reneé
;
Gupta, Rangan
- In:
Applied economics
47
(
2015
)
25/27
,
pp. 2649-2670
Persistent link: https://www.econbiz.de/10010519635
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