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~accessRights:"restricted"
~person:"Gupta, Rangan"
~subject:"Estimation"
~type:"article"
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Estimation
Schätzung
71
Volatility
67
Volatilität
67
Forecasting model
65
Prognoseverfahren
65
USA
60
United States
60
Capital income
49
Kapitaleinkommen
49
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43
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43
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42
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33
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27
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71
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71
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Gupta, Rangan
Bahmani-Oskooee, Mohsen
45
Gil-Alaña, Luis A.
40
Balcilar, Mehmet
26
Tiwari, Aviral Kumar
26
Apergēs, Nikolaos
22
Shahbaz, Muhammad
21
Wohar, Mark E.
21
Zhu, Huiming
20
Hammoudeh, Shawkat
19
Lee, Chien-chiang
19
Ma, Feng
17
Zaremba, Adam
17
Kang, Sang Hoon
16
Salisu, Afees A.
16
Wagner, Joachim
16
Yoon, Seong-min
16
Caporale, Guglielmo Maria
15
Pierdzioch, Christian
15
Xuan Vinh Vo
15
Chang, Tsangyao
13
Mensi, Walid
13
Wang, Yudong
13
Bouri, Elie
12
Polemis, Michael
12
Yin, Libo
12
Afonso, António
11
Egger, Peter
11
Gozgor, Giray
11
Jalles, João Tovar
11
Moosa, Imad A.
11
Nonejad, Nima
11
Holmes, Mark J.
10
Ji, Qiang
10
Umar, Zaghum
10
Kumar, Dilip
9
Omay, Tolga
9
Shahzad, Syed Jawad Hussain
9
Sheng, Xin
9
Sosvilla-Rivero, Simón
9
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The North American journal of economics and finance : a journal of financial economics studies
12
Applied economics
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Applied economics letters
6
Economics letters
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
International journal of finance & economics : IJFE
5
International review of economics & finance : IREF
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Energy economics
3
Empirica : journal of european economics
2
Journal of economics and finance
2
Annals of financial economics
1
Contemporary economics
1
Defence and peace economics
1
Eurasian economic review : a journal in applied macroeconomics and finance
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International economics and economic policy : IEEP
1
Research in international business and finance
1
The journal of real estate finance and economics
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ECONIS (ZBW)
71
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71
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1
Estimating U.S. housing price network connectedness : evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models
Gabauer, David
;
Gupta, Rangan
;
Marfatia, Hardik A.
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 349-362
Persistent link: https://www.econbiz.de/10014446771
Saved in:
2
Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Cepni, Oguzhan
;
Christou, Christina
;
Gupta, Rangan
- In:
Economics letters
227
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014335747
Saved in:
3
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
4
Openness and growth : is the relationship non-linear?
Gupta, Rangan
;
Stander, Lardo
;
Vaona, Andrea
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 3071-3099
Persistent link: https://www.econbiz.de/10014327719
Saved in:
5
Productivity and GDP : international evidence of persistence and trends over 130 years of data
Gil-Alaña, Luis A.
;
Solarin Sakiru Adebola
;
Balcilar, …
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
3
,
pp. 1219-1246
Persistent link: https://www.econbiz.de/10014226350
Saved in:
6
A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market : evidence from over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula E.
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 384-400
Persistent link: https://www.econbiz.de/10012814585
Saved in:
7
On the transmission mechanism of Asia-Pacific yield curve characteristics
Gabauer, David
;
Subramaniam, Sowmya
;
Gupta, Rangan
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 473-488
Persistent link: https://www.econbiz.de/10012814607
Saved in:
8
Forecasting charge-off rates with a panel Tobit model : the role of uncertainty
Sheng, Xin
;
Gupta, Rangan
;
Ji, Qiang
- In:
Applied economics letters
29
(
2022
)
10
,
pp. 927-931
Persistent link: https://www.econbiz.de/10013411847
Saved in:
9
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
10
Persistence of state-level uncertainty of the United States : the role of climate risks
Sheng, Xin
;
Gupta, Rangan
;
Cepni, Oguzhan
- In:
Economics letters
215
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013448252
Saved in:
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