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~person:"Gupta, Rangan"
~person:"Harvey, Andrew C."
~subject:"Kapitaleinkommen"
~subject:"Time series analysis"
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Kapitaleinkommen
Time series analysis
Forecasting model
166
Prognoseverfahren
166
Estimation
154
Schätzung
154
United States
147
USA
145
Volatility
143
Volatilität
140
Zeitreihenanalyse
109
Börsenkurs
99
Share price
99
Theorie
97
Theory
97
Capital income
92
Risiko
84
Risk
84
South Africa
75
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75
Welt
73
World
73
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72
Forecasting
71
Immobilienpreis
65
Real estate price
65
Inflation
61
Oil price
57
VAR model
57
VAR-Modell
56
Ölpreis
55
Südafrika
53
Causality analysis
52
Kausalanalyse
52
ARCH model
50
ARCH-Modell
50
Monetary policy
50
Cointegration
44
Economic growth
42
Geldpolitik
39
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Undetermined
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76
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Article
101
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86
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105
Aufsatz in Zeitschrift
105
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66
Graue Literatur
66
Non-commercial literature
66
Working Paper
66
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English
187
Author
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Gupta, Rangan
Harvey, Andrew C.
Gil-Alaña, Luis A.
175
Caporale, Guglielmo Maria
125
Phillips, Peter C. B.
77
Franses, Philip Hans
71
McAleer, Michael
67
Teräsvirta, Timo
63
Johansen, Søren
53
Timmermann, Allan
49
Pesaran, M. Hashem
47
Tiwari, Aviral Kumar
47
Kunst, Robert M.
46
Miller, Stephen M.
44
Wohar, Mark E.
44
Nielsen, Morten Ørregaard
43
Granger, C. W. J.
40
Swanson, Norman R.
37
Zaremba, Adam
37
Moosa, Imad A.
35
Allen, David E.
34
McMillan, David G.
34
Mills, Terence C.
34
Balcilar, Mehmet
33
Engle, Robert F.
33
Kapetanios, George
33
Hendry, David F.
32
Jusélius, Katarina
32
Lux, Thomas
31
Pierdzioch, Christian
31
Taylor, Robert
31
Chang, Tsangyao
30
Narayan, Paresh Kumar
30
Nielsen, Bent
29
Bollerslev, Tim
28
Haldrup, Niels
28
Plastun, Alex
28
Diebold, Francis X.
27
Koop, Gary
26
Ravazzolo, Francesco
26
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University of Cambridge / Department of Applied Economics
4
Econometrisch Instituut <Rotterdam>
1
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Department of Economics working paper series
32
Cambridge working papers in economics
19
Applied economics
15
The North American journal of economics and finance : a journal of financial economics studies
13
Energy economics
12
Working papers / University of Connecticut, Department of Economics
9
International review of economics & finance : IREF
7
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
International journal of finance & economics : IJFE
5
The journal of real estate finance and economics
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Applied financial economics
3
Computational economics
3
Econometric Institute research papers
3
Economics letters
3
Journal of economics and finance
3
Suntory and Toyota International Centres for Economics and Related Disciplines
3
Applied economics letters
2
Covid economics : vetted and real-time papers
2
Defence and peace economics
2
Economics and Business Letters : EBL
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
Suntory Toyota International Centre for Economics and Related Disciplines
2
The review of economics and statistics
2
Applied Economics, 52(10) 2020
1
Cardiff economics working papers
1
DAE working paper
1
Economia internazionale
1
Economic modelling
1
Economics / Discussion papers : the open-access, open-assessment e-journal
1
Economics / Journal articles : the open-access, open-assessment journal
1
Economics discussion papers
1
Economics working paper
1
Economics, management and financial markets
1
Empirica : journal of european economics
1
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
1
Global Research Unit working paper
1
International journal of production economics
1
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ECONIS (ZBW)
187
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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
Energy market uncertainties and US state-level stock market volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505054
Saved in:
3
Presidential approval ratings and stock market performance in Latin America
Jaichand, Yuvana
;
Van Eyden, Reneé
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505056
Saved in:
4
Does the introduction of US spot Bitcoin ETFs affect spot returns and volatility of major cryptocurrencies?
Babalos, Vassilios
;
Bouri, Elie
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014521259
Saved in:
5
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:
6
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:
7
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:
8
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:
9
Oil price returns skewness and forecastability of international stock returns over one century of data
Salisu, Afees A.
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443111
Saved in:
10
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:
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