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~person:"Gupta, Rangan"
~subject:"long memory"
~subject:"Real estate price"
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long memory
Real estate price
Forecasting model
161
Prognoseverfahren
161
Estimation
147
Schätzung
147
United States
140
USA
138
Volatility
135
Volatilität
133
Börsenkurs
99
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Gupta, Rangan
Nielsen, Morten Ørregaard
30
Hill, Robert J.
28
Turnbull, Geoffrey K.
28
Shimizu, Chihiro
27
Miller, Stephen M.
26
Chau, K. W.
22
Gil-Alaña, Luis A.
22
Haurin, Donald R.
22
Peng, Liang
21
Quigley, John M.
21
Balcilar, Mehmet
20
Brasington, David M.
20
Diewert, Walter E.
20
Leung, Charles Ka Yui
19
Wachter, Susan M.
19
Adam, Klaus
18
Ahlfeldt, Gabriel M.
18
Caporale, Guglielmo Maria
17
Deng, Yongheng
17
Glaeser, Edward L.
17
Hoesli, Martin
17
Munneke, Henry J.
17
Pace, R. Kelley
17
Wong, Siu Kei
17
Zheng, Siqi
17
Allen, Marcus T.
16
Clapp, John M.
16
Gatzlaff, Dean H.
16
Geltner, David
16
Nowak, Adam
16
Thibodeau, Thomas G.
16
Woodford, Michael
16
Zahirovic-Herbert, Velma
16
Eichholtz, Piet
15
Guignet, Dennis
15
Hilber, Christian
15
Ong, Seow-eng
15
Ross, Stephen L.
15
Sirmans, Clemon F.
15
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Department of Economics, Faculty of Economic and Management Sciences
4
Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
1
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Working papers / University of Connecticut, Department of Economics
12
Applied economics
8
Department of Economics working paper series
6
The journal of real estate finance and economics
6
International review of economics & finance : IREF
5
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
4
The North American journal of economics and finance : a journal of financial economics studies
3
Applied financial economics
2
Global Research Unit working paper
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Applied economics letters
1
Applied economics quarterly
1
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1
Economics letters
1
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1
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1
Empirical Economics, Forthcoming
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Global business & economics review
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Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
1
International business and economics research journal
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Journal of housing economics
1
OECD Economics Department working papers
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ECONIS (ZBW)
70
RePEc
5
EconStor
1
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1
Forecasting growth-at-risk of the United States : housing price versus housing sentiment or attention
Cepni, Oguzhan
;
Gupta, Rangan
;
Pierdzioch, Christian
-
2024
Persistent link: https://www.econbiz.de/10014483637
Saved in:
2
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:
3
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:
4
Income inequality and house prices across US states
Berisha, Edmond
;
Meszaros, John
;
Gupta, Rangan
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 192-197
Persistent link: https://www.econbiz.de/10014461562
Saved in:
5
Machine learning predictions of housing market synchronization across US states : the role of uncertainty
Gupta, Rangan
;
Marfatia, Hardik A.
;
Pierdzioch, Christian
; …
- In:
The journal of real estate finance and economics
64
(
2022
)
4
,
pp. 523-545
Persistent link: https://www.econbiz.de/10013170484
Saved in:
6
Do climate risks predict US housing returns and volatility? : evidence from a quantiles-based approach
Bouri, Elie
;
Gupta, Rangan
;
Marfatia, Hardik A.
;
Nel, …
-
2022
Persistent link: https://www.econbiz.de/10013366537
Saved in:
7
The heterogeneous impact of temperature growth on real house price returns across the US states
Van Eyden, Reneé
;
Ngene, Geoffrey
;
Çepni, Oğuzhan
; …
-
2022
Persistent link: https://www.econbiz.de/10013341336
Saved in:
8
The time-varying impact of uncertainty shocks on the comovement of regional housing prices of the United Kingdom
Cepni, Oguzhan
;
Marfatia, Hardik A.
;
Gupta, Rangan
-
2021
Persistent link: https://www.econbiz.de/10012661143
Saved in:
9
Productivity and GDP : international evidence of persistence and trends over 130 years of data
Gil-Alaña, Luis A.
;
Solarin Sakiru Adebola
;
Gupta, Rangan
-
2021
Persistent link: https://www.econbiz.de/10012661157
Saved in:
10
Contagion between real estate and financial markets : a Bayesian quantile-on-quantile approach
Caporin, Massimiliano
;
Gupta, Rangan
;
Ravazzolo, Francesco
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012667335
Saved in:
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