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person:"Zimmermann, Klaus F."
subject:"Zeitreihenanalyse"
~person:"Chang, Tsangyao"
~person:"Gupta, Rangan"
~person:"Wilke, Ralf A."
~subject:"Arbeitslosigkeit"
~subject:"VAR-Modell"
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Zeitreihenanalyse
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492
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489
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118
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117
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100
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Zimmermann, Klaus F.
Chang, Tsangyao
Gupta, Rangan
Wilke, Ralf A.
Gil-Alaña, Luis A.
184
Caporale, Guglielmo Maria
158
Pesaran, M. Hashem
84
Koopman, Siem Jan
49
Ours, Jan C. van
48
Berg, Gerard J. van den
44
Mumtaz, Haroon
44
Belke, Ansgar
43
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39
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39
Lütkepohl, Helmut
38
Puhani, Patrick A.
38
Fitzenberger, Bernd
35
Rosholm, Michael
35
Addison, John T.
34
Uhlendorff, Arne
34
Forni, Mario
33
Lalive, Rafael
32
Kapetanios, George
31
Chudik, Alexander
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Huber, Florian
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Koop, Gary
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Theodoridis, Konstantinos
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Gao, Jiti
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Portugal, Pedro
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Tiwari, Aviral Kumar
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Chan, Joshua
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McAleer, Michael
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Kilian, Lutz
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ECONIS (ZBW)
163
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1
Forecasting volatility of commodity, currency, and stock markets : evidence from Markov switching multifractal models
Liu, Ruipeng
;
Segnon, Mawuli
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014448138
Saved in:
2
The role of oil and risk shocks in the high-frequency movements of the term structure of interest rates : evidence from the U.S. Treasury market
Gupta, Rangan
;
Shahzad, Syed Jawad Hussain
;
Sheng, Xin
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1845-1857
Persistent link: https://www.econbiz.de/10014253453
Saved in:
3
Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Ҫepni, Oğuzhan
;
Christou, Christina
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10013435218
Saved in:
4
The effects of conventional and unconventional monetary policy shocks on US REITs moments : evidence from VARs with functional shocks
Wang, Shixuan
;
Gupta, Rangan
;
Bonato, Matteo
;
Çepni, …
-
2022
Persistent link: https://www.econbiz.de/10013179591
Saved in:
5
Time-varying parameter four-equation DSGE model
Gupta, Rangan
;
Sun, Xiaojin
-
2022
Persistent link: https://www.econbiz.de/10013341328
Saved in:
6
The role of the monthly ENSO in forecasting the Daily Baltic Dry Index
Bouri, Elie
;
Gupta, Rangan
;
Rossini, Lua
-
2022
Persistent link: https://www.econbiz.de/10013253754
Saved in:
7
Measuring the persistence degree of shocks to the US tourism markets : new evidence for COVID-19 pandemic period
Peng, Yi-Ting
;
Chang, Tsangyao
;
Ranjbar, Omid
;
Li, Fangjhy
- In:
Applied economics letters
31
(
2024
)
5
,
pp. 422-431
Persistent link: https://www.econbiz.de/10014469924
Saved in:
8
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:
9
The ENSO cycle and forecastability of global inflation and output growth : evidence from standard and mixed-frequency multivariate singular spectrum analyses
Hassani, Hossein
;
Yeganegi, Mohammad Reza
;
Gupta, Rangan
-
2021
Persistent link: https://www.econbiz.de/10012661146
Saved in:
10
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
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