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isPartOf:"Journal of monetary economics"
~isPartOf:"Economics letters"
~isPartOf:"International review of financial analysis"
~isPartOf:"NBER Working Paper"
~isPartOf:"Working papers / University of Connecticut, Department of Economics"
~person:"Gupta, Rangan"
~person:"Lütkepohl, Helmut"
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Search: subject_exact:"VAR-Modell"
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Gupta, Rangan
Lütkepohl, Helmut
Baumeister, Christiane
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Hamilton, James D.
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Kim, So-yŏng
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Schorfheide, Frank
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Castelnuovo, Efrem
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Journal of monetary economics
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
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1
Have the effects of shocks to oil price expectations changed? : evidence from heteroskedastic proxy vector autoregressions
Bruns, Martin
;
Lütkepohl, Helmut
- In:
Economics letters
233
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014506905
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.
; …
-
2020
Persistent link: https://www.econbiz.de/10012391015
Saved in:
3
U.S. fiscal policy and asset prices : the role of partisan conflict
Gupta, Rangan
;
Lau, Chi Keung
;
Miller, Stephen M.
; …
-
2017
Persistent link: https://www.econbiz.de/10011687770
Saved in:
4
Structural vector autoregressive models with more shocks than variables identified via heteroskedasticity
Lütkepohl, Helmut
- In:
Economics letters
195
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012509991
Saved in:
5
Predicting international equity returns: evidence from time-varying parameter vector autoregressive models
Gupta, Rangan
;
Huber, Florian
;
Piribauer, Philipp
- In:
International review of financial analysis
68
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012300967
Saved in:
6
Forecasting economic policy uncertainty of BRIC countries using Bayesian VARs
Gupta, Rangan
;
Sun, Xiaojin
- In:
Economics letters
186
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012504123
Saved in:
7
International monetary policy spillovers : evidence from a time-varying parameter vector autoregression
Antonakakis, Nikolaos
;
Gabauer, David
;
Gupta, Rangan
- In:
International review of financial analysis
65
(
2019
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012208869
Saved in:
8
Time-varying impact of uncertainty shocks on the US housing market
Christou, Christina
;
Gupta, Rangan
;
Nyakabawo, Wendy
- In:
Economics letters
180
(
2019
),
pp. 15-20
Persistent link: https://www.econbiz.de/10012121736
Saved in:
9
On the transmission mechanism of country-specific and international economic uncertainty spillovers : evidence from a TVP-VAR connectedness decomposition approach
Gabauer, David
;
Gupta, Rangan
- In:
Economics letters
171
(
2018
),
pp. 63-71
Persistent link: https://www.econbiz.de/10012021853
Saved in:
10
Monetary policy and housing sector dynamics in a large-scale Bayesian vector autoregressive model
Gupta, Rangan
;
Jurgilas, Marius
;
Kabundi, Alain
; …
-
2009
Persistent link: https://www.econbiz.de/10003867074
Saved in:
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