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~person:"Gupta, Rangan"
~person:"Kapetanios, George"
~subject:"Causality analysis"
~subject:"Time series analysis"
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Causality analysis
Time series analysis
Prognoseverfahren
201
Forecasting model
192
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187
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184
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161
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158
Volatility
156
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Gupta, Rangan
Kapetanios, George
Gil-Alaña, Luis A.
166
Caporale, Guglielmo Maria
102
Phillips, Peter C. B.
83
Franses, Philip Hans
69
McAleer, Michael
58
Teräsvirta, Timo
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Tiwari, Aviral Kumar
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Chang, Tsangyao
54
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53
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46
Kunst, Robert M.
44
Balcilar, Mehmet
42
Nielsen, Morten Ørregaard
41
Swanson, Norman R.
41
Granger, C. W. J.
38
Smyth, Russell
37
Harvey, Andrew C.
36
Lechner, Michael
36
Miller, Stephen M.
36
Pesaran, M. Hashem
33
Jusélius, Katarina
32
Hendry, David F.
31
Taylor, Robert
31
Mills, Terence C.
29
Haldrup, Niels
28
Moosa, Imad A.
28
Nielsen, Bent
28
Apergēs, Nikolaos
26
Koop, Gary
26
Shahbaz, Muhammad
26
Croux, Christophe
25
Hassler, Uwe
25
Heckman, James J.
25
Huber, Martin
25
Ravazzolo, Francesco
25
Lee, Chien-chiang
24
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24
Robinson, Peter M.
24
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13
Energy economics
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
The North American journal of economics and finance : a journal of financial economics studies
6
International review of economics & finance : IREF
5
Applied economics letters
4
Economics letters
4
Computational economics
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Defence and peace economics
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Economia internazionale
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International journal of finance & economics : IJFE
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2
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2
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Applied Economics, 52(10) 2020
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ECONIS (ZBW)
149
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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
Reassessing the macroeconomic effects of aggregate skewness : a time-varying perspective
Xiong, Rui
;
Liao, Wenting
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014576029
Saved in:
3
GARCHX-NoVaS : a model-free approach to incorporate exogenous variables
Wu, Kejin
;
Karmakar, Sayar
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014553270
Saved in:
4
The predictive impact of climate risk on total factor productivity growth : 1880-2020
Kunene, Desiree M.
;
Van Eyden, Reneé
;
Caraiani, Petre
; …
-
2023
Persistent link: https://www.econbiz.de/10014317435
Saved in:
5
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:
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
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:
8
The role of the monthly ENSO in forecasting the Daily Baltic Dry Index
Bouri, Elie
;
Gupta, Rangan
;
Rossini, Lua
-
2022
Persistent link: https://www.econbiz.de/10013253754
Saved in:
9
Time-varying parameter four-equation DSGE model
Gupta, Rangan
;
Sun, Xiaojin
-
2022
Persistent link: https://www.econbiz.de/10013341328
Saved in:
10
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:
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