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subject:"Capital income"
subject:"Zeitreihenanalyse"
~person:"Della Corte, Pasquale"
~person:"Gupta, Rangan"
~subject:"Schätzung"
~subject:"Welt"
~type_genre:"Aufsatz in Zeitschrift"
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Capital income
Zeitreihenanalyse
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99
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99
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38
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38
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25
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Della Corte, Pasquale
Gupta, Rangan
Phillips, Peter C. B.
66
Franses, Philip Hans
60
Gil-Alaña, Luis A.
55
Caporale, Guglielmo Maria
38
Koop, Gary
32
Taylor, Robert
30
Ghysels, Eric
29
Kumbhakar, Subal
29
Leybourne, Stephen James
29
Perron, Pierre
29
Serletis, Apostolos
29
Timmermann, Allan
29
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27
Moosa, Imad A.
27
Pesaran, M. Hashem
27
Granger, C. W. J.
25
Harvey, Andrew C.
25
Hendry, David F.
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Hong, Yongmiao
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Lütkepohl, Helmut
25
McAleer, Michael
25
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24
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24
Herwartz, Helmut
24
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23
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23
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22
Hecq, Alain W. J.
22
Taylor, Mark P.
22
Chang, Tsangyao
21
Peel, David
21
Diebold, Francis X.
20
Engsted, Tom
20
Fabozzi, Frank J.
20
Marcellino, Massimiliano
20
Newbold, Paul
20
Satchell, Stephen
20
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19
Hyndman, Rob J.
19
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ECONIS (ZBW)
46
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1
Structural and predictive analyses with a mixed copula-based vector autoregression model
Woraphon Yamaka
;
Gupta, Rangan
;
Sukrit Thongkairat
; …
- In:
Journal of forecasting
42
(
2023
)
2
,
pp. 223-239
Persistent link: https://www.econbiz.de/10014292148
Saved in:
2
A hybrid ARFIMA wavelet artificial neural network model for DJIA index forecasting
Boubaker, Heni
;
Canarella, Giorgio
;
Gupta, Rangan
; …
- In:
Computational economics
62
(
2023
)
4
,
pp. 1801-1843
Persistent link: https://www.econbiz.de/10014437593
Saved in:
3
A credit-based theory of the currency risk premium
Della Corte, Pasquale
;
Jeanneret, Alexandre
;
Patelli, …
- In:
Journal of financial economics
149
(
2023
)
3
,
pp. 473-496
Persistent link: https://www.econbiz.de/10014420543
Saved in:
4
Openness and growth : is the relationship non-linear?
Gupta, Rangan
;
Stander, Lardo
;
Vaona, Andrea
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 3071-3099
Persistent link: https://www.econbiz.de/10014327719
Saved in:
5
Exchange rate predictability with nine alternative models for BRICS countries
Salisu, Afees A.
;
Gupta, Rangan
;
Kim, Won Joong
- In:
Journal of macroeconomics
71
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013328218
Saved in:
6
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:
7
The behaviour of real interest rates : new evidence from a "suprasecular" perspective
Canarella, Giorgio
;
Gil-Alaña, Luis A.
;
Gupta, Rangan
; …
- In:
International finance : the only journal bridging the …
25
(
2022
)
1
,
pp. 46-64
Persistent link: https://www.econbiz.de/10013183818
Saved in:
8
Socio-political instability and growth dynamics
Bittencourt, Manuel Fernando
;
Gupta, Rangan
;
Makena, Philton
- In:
Economic systems
46
(
2022
)
4
,
pp. 1-11
Persistent link: https://www.econbiz.de/10014226745
Saved in:
9
Exchange rates and sovereign risk
Della Corte, Pasquale
;
Sarno, Lucio
;
Schmeling, Maik
; …
- In:
Management science : journal of the Institute for …
68
(
2022
)
8
,
pp. 5591-5617
Persistent link: https://www.econbiz.de/10013370992
Saved in:
10
Risk aversion and the predictability of crude oil market volatility : a forecasting experiment with random forests
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
Journal of the Operational Research Society
73
(
2022
)
8
,
pp. 1755-1767
Persistent link: https://www.econbiz.de/10013373057
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