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~subject:"USA"
~subject:"Causality analysis"
~subject:"VAR model"
~person:"Gupta, Rangan"
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USA
Causality analysis
VAR model
Forecasting model
162
Prognoseverfahren
162
Estimation
148
Schätzung
148
United States
142
Volatility
137
Volatilität
135
Börsenkurs
99
Share price
99
Capital income
90
Kapitaleinkommen
90
Risiko
83
Risk
83
South Africa
75
Stock market
74
Theorie
73
Theory
73
Time series analysis
73
Welt
73
World
73
Zeitreihenanalyse
73
Aktienmarkt
72
Forecasting
69
Immobilienpreis
65
Real estate price
65
Inflation
58
Oil price
57
VAR-Modell
56
Ölpreis
55
Südafrika
53
Kausalanalyse
52
Monetary policy
50
ARCH model
43
ARCH-Modell
43
Cointegration
42
Economic growth
42
Geldpolitik
39
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83
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Article
131
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83
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Article in journal
132
Aufsatz in Zeitschrift
132
Arbeitspapier
65
Graue Literatur
65
Non-commercial literature
65
Working Paper
65
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English
213
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1
Author
All
Gupta, Rangan
Cebula, Richard J.
107
Gil-Alaña, Luis A.
86
Caporale, Guglielmo Maria
85
Wolff, Edward N.
83
Miller, Stephen M.
81
Heckman, James J.
78
Viscusi, W. Kip
78
List, John A.
77
Glaeser, Edward L.
72
Bahmani-Oskooee, Mohsen
71
Autor, David H.
68
Stulz, René M.
68
Chiswick, Barry R.
65
Neumark, David
65
Kaiser, Harry M.
64
Balcilar, Mehmet
63
McAleer, Michael
60
Siegfried, John J.
60
Fairlie, Robert W.
59
Card, David E.
58
Pesaran, M. Hashem
58
Wray, L. Randall
58
Goodwin, Barry K.
57
Bebchuk, Lucian A.
55
Krueger, Alan B.
55
Narayan, Paresh Kumar
55
Borjas, George J.
54
Mishra, Ashok K.
54
Payne, James E.
54
Wise, David A.
54
Audretsch, David B.
53
Chavas, Jean-Paul
53
Gruber, Jonathan
53
Redding, Stephen
53
Wohar, Mark E.
53
Mumtaz, Haroon
52
Schott, Peter K.
52
Stern, Robert Mitchell
52
Zenou, Yves
52
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Department of Economics working paper series
32
Working papers / University of Connecticut, Department of Economics
25
The North American journal of economics and finance : a journal of financial economics studies
16
Applied economics
15
Applied economics letters
10
Energy economics
10
International review of economics & finance : IREF
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Economics letters
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
The journal of real estate finance and economics
6
Annals of financial economics
5
Defence and peace economics
5
Empirica : journal of european economics
4
Economia internazionale
3
International journal of finance & economics : IJFE
3
Economic modelling
2
Economics / Discussion papers : the open-access, open-assessment e-journal
2
Economics / Journal articles : the open-access, open-assessment journal
2
Economics and Business Letters : EBL
2
Economics, management and financial markets
2
Global Research Unit working paper
2
Journal of applied economics
2
Journal of economics and finance
2
CREATES research paper
1
Cardiff economics working papers
1
Computational economics
1
Econometric Institute research papers
1
Economics & finance notes
1
Economics and finance working paper series
1
Empirical Economics, Forthcoming
1
Frontiers in Finance and Economics
1
International business and economics research journal
1
International economics and economic policy : IEEP
1
Journal of business economics and management
1
Journal of forecasting
1
Studies in economics and finance
1
The Journal of Real Estate Finance and Economics
1
The South African journal of economics
1
Tourism economics : the business and finance of tourism and recreation
1
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ECONIS (ZBW)
213
RePEc
1
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1
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:
2
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:
3
The effects of uncertainty on economic conditions across US states : the role of climate risks
Sheng, Xin
;
Gupta, Rangan
;
Liao, Wenting
;
Cepni, Oguzhan
-
2024
Persistent link: https://www.econbiz.de/10014505055
Saved in:
4
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:
5
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:
6
Modeling the presidential approval ratings of the United States using machine-learning : does climate policy uncertainty matter?
Bouri, Elie
;
Gupta, Rangan
;
Pierdzioch, Christian
-
2024
Persistent link: https://www.econbiz.de/10014483651
Saved in:
7
Can municipal bonds hedge US state-level climate risks?
Polat, Onur
;
Gupta, Rangan
;
Cepni, Oguzhan
;
Ji, Qiang
-
2024
Persistent link: https://www.econbiz.de/10014521269
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
Economic conditions and predictability of US stock returns volatility : local factor versus national factor in a GARCH-MIDAS model
Salisu, Afees A.
;
Liao, Wenting
;
Gupta, Rangan
;
Cepni, …
-
2023
Persistent link: https://www.econbiz.de/10014329743
Saved in:
10
Time-varying effects of extreme weather shocks on output growth of the United States
Sheng, Xin
;
Gupta, Rangan
;
Cepni, Oguzhan
-
2023
Persistent link: https://www.econbiz.de/10014329744
Saved in:
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