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isPartOf:"Jahrbücher für Nationalökonomie und Statistik"
subject:"Schätzung"
~isPartOf:"Applied economics letters"
~person:"Gupta, Rangan"
~person:"Lu, Yang-cheng"
~subject:"Ostasien"
~subject:"Stochastischer Prozess"
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Schätzung
Ostasien
Stochastischer Prozess
Estimation
11
Kaufkraftparität
5
Purchasing power parity
5
Statistical test
4
Statistischer Test
4
USA
4
United States
4
Forecasting model
3
Oil price
3
Oil shocks
3
Prognoseverfahren
3
Schock
3
Shock
3
Ölpreis
3
Risiko
2
Risk
2
Volatility
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Volatilität
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forecasting
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impulse response functions
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local projection model
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1985-2008
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1992-2008
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1995-2007
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1995-2008
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Autocorrelation
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Autokorrelation
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Börsenkurs
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Capital income
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China
1
Cointegration
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East Asia
1
Eastern Europe
1
Economic growth
1
Einkommensverteilung
1
Gold
1
Human capital
1
Humankapital
1
Immobilienmarkt
1
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English
11
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Gupta, Rangan
Lu, Yang-cheng
Chang, Tsangyao
34
Su, Chi-Wei
15
Wagner, Joachim
15
Gil-Alaña, Luis A.
11
Bahmani-Oskooee, Mohsen
10
Bhaskara Rao, Buddhavarapu
8
Chang, Hsu-Ling
8
Afonso, António
7
Caporale, Guglielmo Maria
7
Huang, Ho-chuan
7
Lee, Chia-hao
7
Bellmann, Lutz
6
Liu, Wen-chi
6
Pierdzioch, Christian
6
Sosvilla-Rivero, Simón
6
Hamori, Shigeyuki
5
Herzer, Dierk
5
Hübler, Olaf
5
Liu, Yu-Shao
5
Siliverstovs, Boriss
5
Tiwari, Aviral Kumar
5
Zhu, Meng-Nan
5
Apergēs, Nikolaos
4
Cebula, Richard J.
4
Chong, Terence Tai-Leung
4
Hsing, Yu
4
Hujer, Reinhard
4
Narayan, Paresh Kumar
4
Riphahn, Regina T.
4
Schnabel, Claus
4
Weche, John P.
4
Yoon, Gawon
4
Averett, Susan
3
Behr, Andreas
3
Bekő, Jani
3
Bentzen, Jan
3
Berument, Hakan
3
Binder, Martin
3
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Jahrbücher für Nationalökonomie und Statistik
Applied economics letters
Department of Economics working paper series
39
Working papers / University of Connecticut, Department of Economics
15
The North American journal of economics and finance : a journal of financial economics studies
13
Finance research letters
11
Applied economics
10
Research in international business and finance
9
International journal of finance & economics : IJFE
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Economics letters
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Economic modelling
5
International review of economics & finance : IREF
5
Energy economics
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Economic systems
3
Economics and Business Letters : EBL
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Journal of forecasting
3
Journal of macroeconomics
3
Journal of multinational financial management
3
Structural change and economic dynamics : SC+ED
3
The European journal of finance
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
Annals of economics and finance
2
Defence and peace economics
2
Economics, management and financial markets
2
Emerging markets review
2
Empirica : journal of european economics
2
Eurasian economic review : a journal in applied macroeconomics and finance
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of applied economics
2
Journal of behavioral and experimental finance
2
Journal of economic studies
2
Journal of economics and finance
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Macroeconomic dynamics
2
Open economies review
2
Review of quantitative finance and accounting
2
Annals of financial economics
1
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ECONIS (ZBW)
11
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1
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:
2
Movements in real estate uncertainty in the United States : the role of oil shocks
Gupta, Rangan
;
Sheng, Xin
;
Ji, Qiang
- In:
Applied economics letters
28
(
2021
)
13
,
pp. 1059-1065
Persistent link: https://www.econbiz.de/10012589935
Saved in:
3
The impact of disaggregated oil shocks on state-level consumption of the United States
Gupta, Rangan
;
Sheng, Xin
;
Van Eyden, Reneé
;
Wohar, Mark E.
- In:
Applied economics letters
28
(
2021
)
21
,
pp. 1818-1824
Persistent link: https://www.econbiz.de/10012697678
Saved in:
4
A note on oil price shocks and the forecastability of gold realized volatility
Demirer, Rıza
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
Applied economics letters
28
(
2021
)
21
,
pp. 1889-1897
Persistent link: https://www.econbiz.de/10012697706
Saved in:
5
Effect of uncertainty on U.S. stock returns and volatility : evidence from over eighty years of high-frequency data
Gupta, Rangan
;
Marfatia, Hardik A.
;
Olson, Eric
- In:
Applied economics letters
27
(
2020
)
16
,
pp. 1305-1311
Persistent link: https://www.econbiz.de/10012267127
Saved in:
6
Threshold effects of inequality on economic growth in the US states : the role of human capital to physical capital ratio
Çepni, Oğuzhan
;
Gupta, Rangan
;
Lv, Zhihui
- In:
Applied economics letters
27
(
2020
)
19
,
pp. 1546-1551
Persistent link: https://www.econbiz.de/10012315664
Saved in:
7
Nonlinear adjustment to purchasing power parity in transition countries : the ADL test for threshold cointegration
Lu, Yang-cheng
;
Chang, Tsangyao
;
Lee, Chia-hao
- In:
Applied economics letters
19
(
2012
)
7/9
,
pp. 629-633
Persistent link: https://www.econbiz.de/10009630585
Saved in:
8
Revisiting purchasing power parity for 16 Latin American countries : panel SURADF tests
Lu, Yang-cheng
;
Chang, Tsangyao
;
Chiu, Chi-chen
;
Tzeng, …
- In:
Applied economics letters
18
(
2011
)
1/3
,
pp. 251-255
Persistent link: https://www.econbiz.de/10009230079
Saved in:
9
Revisiting purchasing power parity for major oil-exporting countries using panel SURADF tests
Chang, Tsangyao
;
Lu, Yang-cheng
;
Liu, Wen-chi
;
Kang, …
- In:
Applied economics letters
18
(
2011
)
1/3
,
pp. 63-67
Persistent link: https://www.econbiz.de/10009230321
Saved in:
10
An empirical test of the purchasing power parity for transition economies : panel SURADF tests
Lu, Yang-cheng
;
Chang, Tsangyao
;
Lee, Kuei-chiu
;
Tzeng, …
- In:
Applied economics letters
18
(
2011
)
16/18
,
pp. 1691-1696
Persistent link: https://www.econbiz.de/10009383368
Saved in:
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