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~person:"Gupta, Rangan"
~subject:"Aktienmarkt"
~subject:"Inflation"
~subject:"Kapitaleinkommen"
~subject:"Time series analysis"
~subject:"long memory"
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Aktienmarkt
Inflation
Kapitaleinkommen
Time series analysis
long memory
Forecasting model
163
Prognoseverfahren
163
Estimation
149
Schätzung
149
United States
142
USA
140
Volatility
138
Volatilität
135
Börsenkurs
99
Share price
99
Capital income
90
Risiko
84
Risk
84
South Africa
75
Stock market
75
Theorie
73
Theory
73
Welt
73
World
73
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Forecasting
71
Immobilienpreis
65
Real estate price
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Oil price
57
VAR model
57
VAR-Modell
56
Ölpreis
55
Südafrika
53
Causality analysis
52
Kausalanalyse
52
Monetary policy
50
ARCH model
43
ARCH-Modell
43
Cointegration
42
Economic growth
42
Geldpolitik
39
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91
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131
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131
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131
Working Paper
76
Arbeitspapier
75
Graue Literatur
75
Non-commercial literature
75
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English
219
Undetermined
19
Author
All
Gupta, Rangan
Gil-Alaña, Luis A.
193
Caporale, Guglielmo Maria
162
Phillips, Peter C. B.
77
Franses, Philip Hans
76
McAleer, Michael
76
Nielsen, Morten Ørregaard
72
Tiwari, Aviral Kumar
66
Wohar, Mark E.
66
Teräsvirta, Timo
64
Pierdzioch, Christian
61
Johansen, Søren
57
Miller, Stephen M.
57
Balcilar, Mehmet
53
Timmermann, Allan
52
Kunst, Robert M.
50
Kapetanios, George
49
Pesaran, M. Hashem
49
Zaremba, Adam
44
Allen, David E.
43
Narayan, Paresh Kumar
43
Swanson, Norman R.
42
Granger, C. W. J.
41
McMillan, David G.
41
Ascari, Guido
40
Hammoudeh, Shawkat
40
Moosa, Imad A.
40
Siklos, Pierre L.
40
Harvey, Andrew C.
38
Hendry, David F.
38
Russell, Bill
38
Engle, Robert F.
37
Gillman, Max
37
Lux, Thomas
37
Mills, Terence C.
37
Chang, Tsangyao
35
Jusélius, Katarina
35
Banerjee, Anindya
34
Bollerslev, Tim
34
Diebold, Francis X.
34
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Department of Economics, Faculty of Economic and Management Sciences
16
Department of Economics, Democritus University of Thrace
1
Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
1
Published in...
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Department of Economics working paper series
55
Applied economics
18
The North American journal of economics and finance : a journal of financial economics studies
18
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
16
Working papers / University of Connecticut, Department of Economics
14
Energy economics
12
International review of economics & finance : IREF
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
International journal of finance & economics : IJFE
6
Journal of economics and finance
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Applied economics letters
4
Economics letters
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
The journal of real estate finance and economics
4
Applied financial economics
3
Computational economics
3
Economia internazionale
3
Defence and peace economics
2
Economics and Business Letters : EBL
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
2
Journal of applied economics
2
Annals of economics and finance
1
Applied Economics, 52(10) 2020
1
CREATES research paper
1
Cardiff economics working papers
1
DUTH Research Papers in Economics
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 Working Paper
1
Economics Working Papers / Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
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
Indian Economic Review
1
International business and economics research journal
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ECONIS (ZBW)
218
RePEc
19
EconStor
1
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1
Disaggregated oil shocks and stock-market tail risks : evidence from a panel of 48
economics
Gupta, Rangan
;
Sheng, Xin
;
Pierdzioch, Christian
;
Ji, Qiang
- In:
Research in international business and finance
58
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013287890
Saved in:
2
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:
3
Forecasting realized US stock market volatility : is there a role for economic policy uncertainty?
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505046
Saved in:
4
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:
5
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:
6
Political geography and stock market volatility : the role of political alignment across sentiment regimes
Cepni, Oguzhan
;
Demirer, Rıza
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505058
Saved in:
7
Long-span multi-layer spillovers between moments of advanced equity markets : the role of climate risks
Foglia, Matteo
;
Plakandaras, Vasilios
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014515694
Saved in:
8
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:
9
Climate risks and forecastability of US inflation : evidence from dynamic quantile model averaging
Luo, Jiawen
;
Fu, Shengjie
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014529004
Saved in:
10
Predicting the conditional distribution of US stock market systemic stress : the role of climate risks
Caporin, Massimiliano
;
Caraiani, Petre
;
Cepni, Oguzhan
; …
-
2024
Persistent link: https://www.econbiz.de/10014496364
Saved in:
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