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source:"econis"
subject:"Theorie"
~accessRights:"restricted"
~isPartOf:"International review of economics & finance : IREF"
~person:"Attanasio, Orazio P."
~person:"Creedy, John"
~person:"Gupta, Rangan"
~person:"Kilian, Lutz"
~person:"Korhonen, Marko"
~subject:"Aktienmarkt"
~subject:"USA"
~subject:"Zeitreihenanalyse"
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Estimation
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5
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4
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4
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3
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3
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Attanasio, Orazio P.
Creedy, John
Gupta, Rangan
Kilian, Lutz
Korhonen, Marko
Wohar, Mark E.
4
Balcilar, Mehmet
3
Brooks, Robert
3
Chen, Shyh-Wei
3
Gil-Alaña, Luis A.
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Xie, Zixiong
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Bissoondoyal-Bheenick, Emawtee
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Do, Hung Xuan
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Huang, Dengshi
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McAleer, Michael
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Narayan, Seema
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Sousa, Ricardo M.
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International review of economics & finance : IREF
Discussion paper / Centre for Economic Policy Research
11
The North American journal of economics and finance : a journal of financial economics studies
9
Economics letters
6
Applied economics letters
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Journal of the Operational Research Society
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Journal of time series econometrics
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New Zealand economic papers
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Open economies review
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Pacific-Basin finance journal
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ECONIS (ZBW)
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1
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:
2
Linking U.S. state-level housing market returns, and the consumption-(dis)aggregate wealth ratio
Balcilar, Mehmet
;
Gupta, Rangan
;
Sousa, Ricardo M.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 779-810
Persistent link: https://www.econbiz.de/10012630699
Saved in:
3
Predicting stock market movements with a time-varying consumption-aggregate wealth ratio
Chang, Tsangyao
;
Gupta, Rangan
;
Majumdar, Anandamayee
; …
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 458-467
Persistent link: https://www.econbiz.de/10012203261
Saved in:
4
Do house prices hedge inflation in the US? : a quantile cointegration approach
Christou, Christina
;
Gupta, Rangan
;
Nyakabawo, Wendy
; …
- In:
International review of economics & finance : IREF
54
(
2018
),
pp. 15-26
Persistent link: https://www.econbiz.de/10012033339
Saved in:
5
Do cay and cayMS predict stock and housing returns? : evidence from a nonparametric causality test
Balcilar, Mehmet
;
Gupta, Rangan
;
Sousa, Ricardo M.
; …
- In:
International review of economics & finance : IREF
48
(
2017
),
pp. 269-279
Persistent link: https://www.econbiz.de/10011747274
Saved in:
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