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source:"econis"
subject:"Theorie"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of forecasting"
~person:"Attanasio, Orazio P."
~person:"Gupta, Rangan"
~person:"Lindé, Jesper"
~person:"Pierdzioch, Christian"
~person:"Semmler, Willi"
~person:"Serletis, Apostolos"
~person:"Timmermann, Allan"
~subject:"Bayesian shrinkage"
~subject:"Forecasting model"
~subject:"Real estate price"
~subject:"Schätzung"
~type:"article"
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Theorie
Bayesian shrinkage
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Real estate price
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Estimation
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6
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6
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Attanasio, Orazio P.
Gupta, Rangan
Lindé, Jesper
Pierdzioch, Christian
Semmler, Willi
Serletis, Apostolos
Timmermann, Allan
Marcellino, Massimiliano
8
Pesaran, M. Hashem
8
Wohar, Mark E.
8
Xuan Vinh Vo
7
Koop, Gary
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Balcilar, Mehmet
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Clark, Todd E.
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Gil-Alaña, Luis A.
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Salisu, Afees A.
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3
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3
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3
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International review of economics & finance : IREF
Journal of applied econometrics
Journal of forecasting
The North American journal of economics and finance : a journal of financial economics studies
14
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12
Finance research letters
11
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
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.
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 349-362
Persistent link: https://www.econbiz.de/10014446771
Saved in:
3
The ENSO cycle and forecastability of global inflation and output growth : evidence from standard and mixed-frequency multivariate singular spectrum analyses
Yeganegi, Mohammad Reza
;
Hassani, Hossein
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1690-1707
Persistent link: https://www.econbiz.de/10014432753
Saved in:
4
The role of investor sentiment in forecasting housing returns in China : a machine learning approach
Cepni, Oguzhan
;
Gupta, Rangan
;
Onay, Yigit
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1725-1740
Persistent link: https://www.econbiz.de/10013465745
Saved in:
5
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:
6
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:
7
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:
8
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:
9
Are the current account imbalances between EMU countries sustainable? : evidence from parametric and non-parametric tests
Schoder, Christian
;
Proaño Acosta, Christian
;
Semmler, …
- In:
Journal of applied econometrics
28
(
2013
)
7
,
pp. 1179-1204
Persistent link: https://www.econbiz.de/10010351593
Saved in:
10
Efficiency and productivity of the US banking industry, 1998 - 2005 : evidence from the fourier cost function satisfying global regularity conditions
Feng, Guohua
;
Serletis, Apostolos
- In:
Journal of applied econometrics
24
(
2009
)
1
,
pp. 105-138
Persistent link: https://www.econbiz.de/10003807538
Saved in:
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