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~person:"Gupta, Rangan"
~person:"Nielsen, Morten Ørregaard"
~subject:"Causality analysis"
~subject:"Time series analysis"
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Causality analysis
Time series analysis
Estimation
169
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169
Forecasting model
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167
Volatilität
150
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147
United States
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Gupta, Rangan
Nielsen, Morten Ørregaard
Gil-Alaña, Luis A.
164
Caporale, Guglielmo Maria
102
Phillips, Peter C. B.
82
Franses, Philip Hans
69
McAleer, Michael
58
Teräsvirta, Timo
58
Tiwari, Aviral Kumar
54
Johansen, Søren
53
Chang, Tsangyao
52
Narayan, Paresh Kumar
45
Kunst, Robert M.
44
Balcilar, Mehmet
42
Swanson, Norman R.
41
Granger, C. W. J.
38
Harvey, Andrew C.
36
Lechner, Michael
36
Miller, Stephen M.
36
Smyth, Russell
36
Pesaran, M. Hashem
33
Jusélius, Katarina
32
Hendry, David F.
31
Taylor, Robert
31
Kapetanios, George
30
Mills, Terence C.
29
Haldrup, Niels
28
Moosa, Imad A.
28
Nielsen, Bent
28
Apergēs, Nikolaos
26
Koop, Gary
26
Croux, Christophe
25
Hassler, Uwe
25
Heckman, James J.
25
Huber, Martin
25
Ravazzolo, Francesco
25
Shahbaz, Muhammad
25
Lee, Chien-chiang
24
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24
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24
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Queen's Economics Department working paper
18
Applied economics
15
CREATES research paper
15
Working papers / University of Connecticut, Department of Economics
13
Department of Economics working paper series
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Energy economics
7
The North American journal of economics and finance : a journal of financial economics studies
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
International review of economics & finance : IREF
5
Applied economics letters
4
Discussion papers / Department of Economics, University of Copenhagen
4
Computational economics
3
Defence and peace economics
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Economia internazionale
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Economics letters
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International journal of finance & economics : IJFE
3
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2
Empirica : journal of european economics
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2
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2
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2
Univ. of Copenhagen Dept. of Economics Discussion Paper
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Applied Economics, 52(10) 2020
1
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Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
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International journal of production economics
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Journal of economics and finance
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Tourism economics : the business and finance of tourism and recreation
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ECONIS (ZBW)
157
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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
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:
3
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:
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
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:
6
On the pricing effects of bitcoin mining in the fossil fuel market : the case of coal
Sibande, Xolani
;
Demirer, Rıza
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10013366536
Saved in:
7
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:
8
Time-varying parameter four-equation DSGE model
Gupta, Rangan
;
Sun, Xiaojin
-
2022
Persistent link: https://www.econbiz.de/10013341328
Saved in:
9
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:
10
The ENSO cycle and forecastability of global inflation and output growth : evidence from standard and mixed-frequency multivariate singular spectrum analyses
Hassani, Hossein
;
Yeganegi, Mohammad Reza
;
Gupta, Rangan
-
2021
Persistent link: https://www.econbiz.de/10012661146
Saved in:
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