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~language:"eng"
~person:"Gupta, Rangan"
~subject:"Geldpolitik"
~subject:"Prognoseverfahren"
~type_genre:"Article in journal"
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Geldpolitik
Prognoseverfahren
Forecasting model
184
Estimation
173
Schätzung
173
Volatility
152
Volatilität
152
USA
124
United States
124
Capital income
119
Kapitaleinkommen
119
Börsenkurs
117
Share price
117
South Africa
103
Südafrika
103
Theorie
92
Theory
92
Risiko
91
Risk
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87
Welt
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World
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Time series analysis
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57
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57
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54
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53
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48
Shock
48
Economic growth
46
Wirtschaftswachstum
46
ARCH model
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Gupta, Rangan
Pierdzioch, Christian
94
Ma, Feng
92
Clements, Michael P.
70
Franses, Philip Hans
64
Wohar, Mark E.
62
Baghestani, Hamid
61
Wang, Yudong
58
Belke, Ansgar
57
Fildes, Robert
57
Zhang, Yaojie
57
Marcellino, Massimiliano
55
McMillan, David G.
54
Timmermann, Allan
54
Siklos, Pierre L.
53
Ruelke, Jan-Christoph
48
Bordo, Michael D.
46
Stekler, Herman O.
46
Goodhart, Charles A. E.
45
Arestis, Philip
44
Woodford, Michael
44
Haan, Jakob de
43
Narayan, Paresh Kumar
43
Taylor, John B.
43
Balcilar, Mehmet
42
Petropoulos, Fotios
42
Svensson, Lars E. O.
42
Goodwin, Paul
40
Hsing, Yu
40
Di Bartolomeo, Giovanni
39
Hendry, David F.
39
McCallum, Bennett T.
39
Nikolopoulos, Konstantinos
39
Williams, John C.
39
Salisu, Afees A.
38
Song, Haiyan
38
Wang, Shouyang
38
Swanson, Norman R.
37
Zaremba, Adam
37
Apergēs, Nikolaos
36
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Applied economics
16
Journal of forecasting
15
Finance research letters
12
Economic modelling
11
The North American journal of economics and finance : a journal of financial economics studies
11
Energy economics
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Research in international business and finance
6
The South African journal of economics
6
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
6
Applied economics letters
5
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
5
International review of economics & finance : IREF
5
The journal of real estate finance and economics
5
Annals of financial economics
4
Economics letters
4
Emerging markets, finance and trade : EMFT
4
International journal of finance & economics : IJFE
4
International review of financial analysis
4
Journal of economic studies
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Computational economics
3
Financial innovation : FIN
3
International journal of forecasting
3
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
3
Journal of financial markets
3
The European journal of finance
3
Applied financial economics
2
Economic research
2
Economics and Business Letters : EBL
2
Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
2
International business and economics research journal
2
Journal of emerging market finance
2
Journal of macroeconomics
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Journal of risk
2
Journal of risk and financial management : JRFM
2
Open economies review
2
The journal of developing areas
2
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ECONIS (ZBW)
234
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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
Climate risks and forecastability of the weekly state-level economic conditions of the United States
Cepni, Oguzhan
;
Gupta, Rangan
;
Liao, Wenting
;
Ma, Jun
- In:
International review of finance : the official journal …
24
(
2024
)
1
,
pp. 154-162
Persistent link: https://www.econbiz.de/10014507523
Saved in:
3
Forecasting stock market volatility with regime-switching GARCH-MIDAS : the role of geopolitical risks
Segnon, Mawuli
;
Gupta, Rangan
;
Wilfling, Bernd
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 29-43
Persistent link: https://www.econbiz.de/10014450235
Saved in:
4
Are real interest rates a monetary phenomenon? : evidence from 700 years of data
Plakandaras, Vasilios
;
Gupta, Rangan
;
Karmakar, Sayar
; …
- In:
Research in international business and finance
66
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014463176
Saved in:
5
Climate risks and realized volatility of major commodity currency exchange rates
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
62
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014226734
Saved in:
6
Climate risks and state-level stock market realized volatility
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014473150
Saved in:
7
Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
Saved in:
8
Do U.S. economic conditions at the state level predict the realized volatility of oil-price returns? : a quantile machine-learning approach
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Financial innovation : FIN
9
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014288917
Saved in:
9
The ENSO cycle and forecastability of global inflation and output growth : evidence from standard and mixed-frequency multivariate singular spectrum analyses
Yeganegi, Mohammad Reza
;
Hassani, Hossein
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1690-1707
Persistent link: https://www.econbiz.de/10014432753
Saved in:
10
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
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