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~person:"Granger, C. W. J."
~person:"Gupta, Rangan"
~person:"Harvey, Andrew C."
~subject:"Time series analysis"
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Time series analysis
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191
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161
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Granger, C. W. J.
Gupta, Rangan
Harvey, Andrew C.
Gil-Alaña, Luis A.
164
Caporale, Guglielmo Maria
88
Phillips, Peter C. B.
76
Franses, Philip Hans
68
Teräsvirta, Timo
58
Johansen, Søren
53
McAleer, Michael
52
Kunst, Robert M.
44
Nielsen, Morten Ørregaard
41
Swanson, Norman R.
36
Pesaran, M. Hashem
33
Jusélius, Katarina
32
Hendry, David F.
31
Taylor, Robert
31
Tiwari, Aviral Kumar
31
Kapetanios, George
30
Mills, Terence C.
29
Haldrup, Niels
28
Miller, Stephen M.
27
Moosa, Imad A.
27
Nielsen, Bent
27
Chang, Tsangyao
26
Koop, Gary
26
Hassler, Uwe
25
Newbold, Paul
24
Robinson, Peter M.
24
Dijk, Herman K. van
23
Marcellino, Massimiliano
23
Ravazzolo, Francesco
23
Shephard, Neil G.
23
Sibbertsen, Philipp
23
Timmermann, Allan
22
Dijk, Dick van
21
Engle, Robert F.
21
Kruse, Robinson
21
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21
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19
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4
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3
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3
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3
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On modelling the long run in applied economics
2
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ECONIS (ZBW)
145
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1
A DSGE-VAR model for forecasting key South African macroeconomic variables
Gupta, Rangan
;
Steinbach, Rudi
- In:
Economic modelling
33
(
2013
),
pp. 19-33
Persistent link: https://www.econbiz.de/10010192067
Saved in:
2
Overview of nonlinear time series specifications in
economics
Granger, C. W. J.
- In:
Jingji-lunwen
27
(
1999
)
4
,
pp. 433-457
Persistent link: https://www.econbiz.de/10001490129
Saved in:
3
On modelling the long run in applied
economics
Granger, C. W. J.
- In:
The economic journal : the journal of the Royal …
107
(
1997
)
440
,
pp. 169-177
Persistent link: https://www.econbiz.de/10001335307
Saved in:
4
What are we learning about the long-run?
Granger, C. W. J.
-
1992
Persistent link: https://www.econbiz.de/10000841646
Saved in:
5
What are we learning about the long-run?
Granger, C. W. J.
- In:
The economic journal : the journal of the Royal …
103
(
1993
)
417
,
pp. 307-317
Persistent link: https://www.econbiz.de/10001146024
Saved in:
6
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:
7
Forecasting in business and
economics
Granger, C. W. J.
-
1989
-
2. ed.
Persistent link: https://www.econbiz.de/10000081881
Saved in:
8
Real-time forecast of DSGE models with time-varying volatility in GARCH form
Ivashchenko, Sergey
;
Ҫekin, Semih Emre
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10012800653
Saved in:
9
Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Ҫepni, Oğuzhan
;
Christou, Christina
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10013435218
Saved in:
10
Time-varying parameter four-equation DSGE model
Gupta, Rangan
;
Sun, Xiaojin
-
2022
Persistent link: https://www.econbiz.de/10013341328
Saved in:
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