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subject:"EU countries"
subject:"Estimation"
~isPartOf:"International review of economics & finance : IREF"
~person:"Bauer, Thomas K."
~person:"Gupta, Rangan"
~person:"Puhani, Patrick A."
~person:"Wohar, Mark E."
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EU countries
Estimation
Schätzung
9
Börsenkurs
5
Capital income
5
Immobilienpreis
5
Kapitaleinkommen
5
Real estate price
5
Share price
5
Aktienmarkt
3
Cointegration
3
Forecasting model
3
Kointegration
3
Prognoseverfahren
3
Stock market
3
USA
3
United States
3
VAR model
3
VAR-Modell
3
Causality analysis
2
Housing returns
2
Kausalanalyse
2
Nonparametric causality-in-quantiles test
2
Stock returns
2
Vermögen
2
Volatility
2
Volatilität
2
Wealth
2
Bid-ask spread
1
Calendar effect
1
Causality-in-quantiles test
1
Consumption-aggregate wealth ratio
1
Consumption-wealth ratio
1
Day-of-the-week effect
1
Decomposition method
1
Dekompositionsverfahren
1
Dynamic connectedness
1
Economic policy
1
Economic policy uncertainty
1
Elastic net VAR
1
Equity markets
1
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9
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9
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English
9
Author
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Bauer, Thomas K.
Gupta, Rangan
Puhani, Patrick A.
Wohar, Mark E.
Xuan Vinh Vo
7
Balcilar, Mehmet
5
Hammoudeh, Shawkat
5
Salisu, Afees A.
5
Balli, Faruk
4
Gil-Alaña, Luis A.
4
Kutan, Ali Mustafa
4
Arize, Augustine Chuck
3
Balli, Hatice Ozer
3
Brooks, Robert
3
Chang, Tsangyao
3
Chen, Shyh-Wei
3
Chiang, Thomas C.
3
Kang, Sang Hoon
3
Lee, Chien-chiang
3
Malindretos, John
3
McAleer, Michael
3
Narayan, Seema
3
Sosvilla-Rivero, Simón
3
Wang, Yudong
3
Wu, Po-chin
3
Xie, Zixiong
3
Yin, Libo
3
Zeaiter, Hussein
3
Ahmad, Ahmad Hassan
2
Ahmad, Wasim
2
Ali, Syed Zahid
2
Beckmann, Joscha
2
Bissoondoyal-Bheenick, Emawtee
2
Bouri, Elie
2
Caporin, Massimiliano
2
Chakrabarti, Avik
2
Chang, Chia-Chien
2
Chang, Chia-Lin
2
Chang, Kuang-Liang
2
Chao, Chi-Chur
2
Chen, Carl R.
2
Chen, Mei-Ping
2
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International review of economics & finance : IREF
Department of Economics working paper series
39
Discussion paper series / IZA
35
IZA Discussion Paper
18
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
16
Working papers / University of Connecticut, Department of Economics
15
Discussion paper / Centre for Economic Policy Research
13
Applied economics
12
Finance research letters
12
The North American journal of economics and finance : a journal of financial economics studies
12
International journal of finance & economics : IJFE
10
Discussion paper
9
Research in international business and finance
9
Ruhr economic papers
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
ZEW discussion papers
9
Applied economics letters
8
Economics letters
8
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Ruhr Economic Paper
6
Economic modelling
5
Energy economics
5
Journal of macroeconomics
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
The economic journal : the journal of the Royal Economic Society
5
Discussion Papers / Rheinisch-Westfälisches Institut für Wirtschaftsforschung
4
Discussion paper / Universität Sankt Gallen, School of Economics and Political Science, Department of Economics
4
Economic systems
4
International review of financial analysis
4
Journal of economic research
4
Journal of international financial markets, institutions & money
4
SOEP papers on multidisciplinary panel data research / German Socio-Economic Panel Study (SOEP), DIW Berlin
4
Applied financial economics
3
Discussion paper series
3
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
3
Economics and Business Letters : EBL
3
Empirica : journal of european economics
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
GLO discussion paper
3
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ECONIS (ZBW)
9
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9
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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
Day-of-the-week effect and spread determinants : some international evidence from equity markets
Gillas, Konstantinos Gkillas
;
Vortelinos, Dimitrios I.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 268-288
Persistent link: https://www.econbiz.de/10012627781
Saved in:
3
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:
4
Housing sector and economic policy uncertainty : a GMM panel VAR approach
Balcilar, Mehmet
;
Roubaud, David
;
Uzuner, Gizem
;
Wohar, …
- In:
International review of economics & finance : IREF
76
(
2021
),
pp. 114-126
Persistent link: https://www.econbiz.de/10013175755
Saved in:
5
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:
6
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:
7
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:
8
Determining what drives stock returns : proper inference is crucial ; evidence from the UK
Ma, Jun
;
Wohar, Mark E.
- In:
International review of economics & finance : IREF
33
(
2014
),
pp. 371-390
Persistent link: https://www.econbiz.de/10010532715
Saved in:
9
Causality between trading volume and returns : evidence from quantile regressions
Ge̜bka, Bartosz
;
Wohar, Mark E.
- In:
International review of economics & finance : IREF
27
(
2013
),
pp. 144-159
Persistent link: https://www.econbiz.de/10009740837
Saved in:
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