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~person:"Gupta, Rangan"
~subject:"Time series analysis"
~subject:"VAR model"
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Time series analysis
VAR model
Forecasting model
163
Prognoseverfahren
163
Estimation
149
Schätzung
149
United States
142
USA
140
Volatility
137
Volatilität
135
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Gupta, Rangan
Gil-Alaña, Luis A.
165
Caporale, Guglielmo Maria
95
Phillips, Peter C. B.
78
Johansen, Søren
71
Franses, Philip Hans
69
McAleer, Michael
66
Pesaran, M. Hashem
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Nielsen, Morten Ørregaard
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Teräsvirta, Timo
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53
Kunst, Robert M.
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Mumtaz, Haroon
44
Granger, C. W. J.
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Huber, Florian
37
Kapetanios, George
37
Swanson, Norman R.
37
Theodoridis, Konstantinos
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Harvey, Andrew C.
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Koop, Gary
36
Marcellino, Massimiliano
36
Tiwari, Aviral Kumar
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Canova, Fabio
34
Nielsen, Bent
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Miller, Stephen M.
33
Hendry, David F.
32
Lütkepohl, Helmut
32
Taylor, Robert
32
Chang, Tsangyao
29
Haldrup, Niels
29
Mills, Terence C.
29
Moosa, Imad A.
29
Ravazzolo, Francesco
29
Österholm, Pär
29
Crespo Cuaresma, Jesús
28
Forni, Mario
28
Dijk, Herman K. van
27
Gambetti, Luca
27
Balcilar, Mehmet
26
Billio, Monica
26
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Department of Economics working paper series
14
Applied economics
13
Energy economics
12
Working papers / University of Connecticut, Department of Economics
11
Applied economics letters
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
International review of economics & finance : IREF
5
Economics letters
4
The North American journal of economics and finance : a journal of financial economics studies
4
Computational economics
3
International journal of finance & economics : IJFE
3
The journal of real estate finance and economics
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Applied financial economics
2
Defence and peace economics
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Economic modelling
2
Economics / Discussion papers : the open-access, open-assessment e-journal
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Applied Economics, 52(10) 2020
1
CREATES research paper
1
Cardiff economics working papers
1
Economia internazionale
1
Economics & finance notes
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Empirica : journal of european economics
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International journal of production economics
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1
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1
Journal of forecasting
1
Studies in economics and finance
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The South African journal of economics
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University of Milan Bicocca Department of Economics, Management and Statistics Working Paper
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ECONIS (ZBW)
118
RePEc
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1
Forecasting macroeconomic data for an emerging market with a nonlinear DSGE model
Balcilar, Mehmet
;
Gupta, Rangan
;
Kotzé, Kevin
- In:
Economic modelling
44
(
2015
),
pp. 215-228
Persistent link: https://www.econbiz.de/10011326254
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 macroeconomic variables in a small open economy : a comparison between small- and large-scale models
Gupta, Rangan
;
Kabundi, Alain
- In:
Journal of forecasting
29
(
2010
)
1/2
,
pp. 168-185
Persistent link: https://www.econbiz.de/10003951827
Saved in:
4
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:
5
Fiscal policy and stock markets at the effective lower bound
André, Christophe
;
Caraiani, Petre
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014281696
Saved in:
6
The effects of disaggregate oil shocks on aggregate expected skewness of the United States
Sheng, Xin
;
Gupta, Rangan
;
Ji, Qiang
-
2023
Persistent link: https://www.econbiz.de/10013502430
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
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:
9
The effects of conventional and unconventional monetary policy shocks on US REITs moments : evidence from VARs with functional shocks
Wang, Shixuan
;
Gupta, Rangan
;
Bonato, Matteo
;
Çepni, …
-
2022
Persistent link: https://www.econbiz.de/10013179591
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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