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~language:"eng"
~person:"Gupta, Rangan"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Zeitreihenanalyse
Forecasting model
185
Prognoseverfahren
185
Estimation
174
Schätzung
174
Volatility
154
Volatilität
154
USA
126
United States
126
Capital income
120
Kapitaleinkommen
120
Börsenkurs
117
Share price
117
South Africa
103
Südafrika
103
Risiko
93
Risk
93
Theorie
92
Theory
92
Aktienmarkt
87
Stock market
87
Welt
80
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80
Time series analysis
78
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74
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74
Immobilienpreis
67
Real estate price
67
Causality analysis
62
Kausalanalyse
62
Oil price
57
Ölpreis
57
Monetary policy
54
Geldpolitik
53
Inflation
53
Schock
48
Shock
48
Economic growth
46
Wirtschaftswachstum
46
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42
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77
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Article in journal
Aufsatz im Buch
Aufsatz in Zeitschrift
78
Arbeitspapier
23
Graue Literatur
23
Non-commercial literature
23
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23
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English
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Gupta, Rangan
Gil-Alaña, Luis A.
174
Phillips, Peter C. B.
93
Franses, Philip Hans
77
Caporale, Guglielmo Maria
60
Taylor, Robert
59
Leybourne, Stephen James
53
Koopman, Siem Jan
49
Teräsvirta, Timo
48
Harvey, Andrew C.
47
Moosa, Imad A.
47
Perron, Pierre
47
Tiwari, Aviral Kumar
47
Chang, Tsangyao
41
McAleer, Michael
40
Hendry, David F.
39
Lütkepohl, Helmut
38
Mills, Terence C.
38
Koop, Gary
37
Harvey, David I.
33
Granger, C. W. J.
31
Hassler, Uwe
31
Newbold, Paul
30
Ghysels, Eric
28
Hecq, Alain W. J.
27
Hong, Yongmiao
27
Johansen, Søren
27
Proietti, Tommaso
27
Gao, Jiti
26
Kapetanios, George
26
Linton, Oliver
26
Robinson, Peter M.
26
Stock, James H.
26
Bahmani-Oskooee, Mohsen
25
Marcellino, Massimiliano
25
McElroy, Tucker
25
Swanson, Norman R.
25
Engle, Robert F.
24
Herwartz, Helmut
24
Lucas, André
24
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Applied economics
12
Energy economics
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Computational economics
3
Finance research letters
3
Journal of forecasting
3
The North American journal of economics and finance : a journal of financial economics studies
3
Applied economics letters
2
Applied financial economics
2
Economic modelling
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
International journal of finance & economics : IJFE
2
International review of economics & finance : IREF
2
The journal of developing areas
2
The journal of international trade & economic development
2
The journal of real estate finance and economics
2
Economia internazionale
1
Economics / Journal articles : the open-access, open-assessment journal
1
Economics letters
1
Economics, management and financial markets
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets review
1
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
1
Financial innovation : FIN
1
International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance
1
International journal of forecasting
1
International journal of production economics
1
International review of financial analysis
1
Journal of central banking theory and practice
1
Journal of economics and finance
1
Journal of emerging market finance
1
Journal of international money and finance
1
Journal of macroeconomics
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Open economies review
1
Public finance review : PFR
1
Wine Economics and Policy
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ECONIS (ZBW)
78
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78
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1
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:
2
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:
3
Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Cepni, Oguzhan
;
Christou, Christina
;
Gupta, Rangan
- In:
Economics letters
227
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014335747
Saved in:
4
A hybrid ARFIMA wavelet artificial neural network model for DJIA index forecasting
Boubaker, Heni
;
Canarella, Giorgio
;
Gupta, Rangan
; …
- In:
Computational economics
62
(
2023
)
4
,
pp. 1801-1843
Persistent link: https://www.econbiz.de/10014437593
Saved in:
5
Productivity and GDP : international evidence of persistence and trends over 130 years of data
Gil-Alaña, Luis A.
;
Solarin Sakiru Adebola
;
Balcilar, …
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
3
,
pp. 1219-1246
Persistent link: https://www.econbiz.de/10014226350
Saved in:
6
Structural and predictive analyses with a mixed copula-based vector autoregression model
Woraphon Yamaka
;
Gupta, Rangan
;
Sukrit Thongkairat
; …
- In:
Journal of forecasting
42
(
2023
)
2
,
pp. 223-239
Persistent link: https://www.econbiz.de/10014292148
Saved in:
7
Are multifractal processes suited to forecasting electricity price volatility? : evidence from Australian intraday data
Segnon, Mawuli
;
Lau, Chi Keung
;
Wilfling, Bernd
;
Gupta, …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 73-98
Persistent link: https://www.econbiz.de/10013334628
Saved in:
8
The behaviour of real interest rates : new evidence from a "suprasecular" perspective
Canarella, Giorgio
;
Gil-Alaña, Luis A.
;
Gupta, Rangan
; …
- In:
International finance : the only journal bridging the …
25
(
2022
)
1
,
pp. 46-64
Persistent link: https://www.econbiz.de/10013183818
Saved in:
9
Forecasting stock market (realized) volatility in the United Kingdom : is there a role of inequality?
Hassani, Hossein
;
Yeganegi, Mohammad Reza
;
Gupta, Rangan
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2146-2152
Persistent link: https://www.econbiz.de/10013184696
Saved in:
10
Forecasting the realized variance of oil-price returns using machine learning : is there a role for U.S. state-level uncertainty?
Çepni, Oğuzhan
;
Gupta, Rangan
;
Pienaar, Daniel
; …
- In:
Energy economics
114
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013477404
Saved in:
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