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subject:"Estimation"
subject:"Schätzung"
~isPartOf:"African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)"
~isPartOf:"Applied economics letters"
~person:"Cebula, Richard J."
~person:"Gil-Alaña, Luis A."
~person:"Gupta, Rangan"
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Estimation
Schätzung
Time series analysis
11
Zeitreihenanalyse
11
USA
9
United States
9
Theorie
8
Theory
8
Oil price
5
fractional integration
5
Ölpreis
5
Cointegration
3
Forecasting model
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Kointegration
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Nichtlineare Regression
3
Nonlinear regression
3
Oil shocks
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Prognoseverfahren
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Schock
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Shock
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Volatility
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Volatilität
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panel threshold model
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Arbeitslosigkeit
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Börsenkurs
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Capital income
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Deutschland
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EU countries
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Fractional integration
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Germany
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Großbritannien
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2
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English
22
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Cebula, Richard J.
Gil-Alaña, Luis A.
Gupta, Rangan
Chang, Tsangyao
33
Su, Chi-Wei
15
Bahmani-Oskooee, Mohsen
10
Bhaskara Rao, Buddhavarapu
8
Chang, Hsu-Ling
8
Wagner, Joachim
8
Afonso, António
7
Caporale, Guglielmo Maria
7
Huang, Ho-chuan
7
Lee, Chia-hao
7
Liu, Wen-chi
6
Sosvilla-Rivero, Simón
6
Hamori, Shigeyuki
5
Liu, Yu-Shao
5
Lu, Yang-cheng
5
Pierdzioch, Christian
5
Tiwari, Aviral Kumar
5
Zhu, Meng-Nan
5
Apergēs, Nikolaos
4
Chong, Terence Tai-Leung
4
Herzer, Dierk
4
Hsing, Yu
4
Narayan, Paresh Kumar
4
Siliverstovs, Boriss
4
Yoon, Gawon
4
Averett, Susan
3
Bekő, Jani
3
Bentzen, Jan
3
Berument, Hakan
3
Binder, Martin
3
Boršič, Darja
3
Cook, Steven
3
Dŏganlar, Murat
3
Feridun, Mete
3
Fullerton, Thomas M.
3
Goel, Rajeev K.
3
Grobys, Klaus
3
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African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
Applied economics letters
CESifo working papers
43
Department of Economics working paper series
37
Economics and finance working paper series
33
Discussion papers / Deutsches Institut für Wirtschaftsforschung
22
Applied economics
19
Research in international business and finance
15
Working papers / University of Connecticut, Department of Economics
15
Finance research letters
13
The North American journal of economics and finance : a journal of financial economics studies
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
12
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
International journal of finance & economics : IJFE
10
Discussion papers of interdisciplinary research project 373
9
International review of economics & finance : IREF
9
Economic modelling
8
Economics letters
7
EUI working paper / ECO
5
Journal of economics and finance
5
Economia internazionale
4
Empirica : journal of european economics
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
Energy economics
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
Journal of forecasting
4
Review of development finance
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Defence and peace economics
3
Economic systems
3
Economics and Business Letters : EBL
3
Emerging markets, finance and trade : EMFT
3
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
3
International review of financial analysis
3
Journal of applied economics
3
Journal of economics and finance : JEF
3
Journal of macroeconomics
3
Journal of multinational financial management
3
Macroeconomic dynamics
3
Structural change and economic dynamics : SC+ED
3
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ECONIS (ZBW)
22
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1
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
Saved in:
2
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:
3
The impact of disaggregated oil shocks on state-level consumption of the United States
Gupta, Rangan
;
Sheng, Xin
;
Van Eyden, Reneé
;
Wohar, Mark E.
- In:
Applied economics letters
28
(
2021
)
21
,
pp. 1818-1824
Persistent link: https://www.econbiz.de/10012697678
Saved in:
4
A note on oil price shocks and the forecastability of gold realized volatility
Demirer, Rıza
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
Applied economics letters
28
(
2021
)
21
,
pp. 1889-1897
Persistent link: https://www.econbiz.de/10012697706
Saved in:
5
Movements in real estate uncertainty in the United States : the role of oil shocks
Gupta, Rangan
;
Sheng, Xin
;
Ji, Qiang
- In:
Applied economics letters
28
(
2021
)
13
,
pp. 1059-1065
Persistent link: https://www.econbiz.de/10012589935
Saved in:
6
Effect of uncertainty on U.S. stock returns and volatility : evidence from over eighty years of high-frequency data
Gupta, Rangan
;
Marfatia, Hardik A.
;
Olson, Eric
- In:
Applied economics letters
27
(
2020
)
16
,
pp. 1305-1311
Persistent link: https://www.econbiz.de/10012267127
Saved in:
7
Threshold effects of inequality on economic growth in the US states : the role of human capital to physical capital ratio
Çepni, Oğuzhan
;
Gupta, Rangan
;
Lv, Zhihui
- In:
Applied economics letters
27
(
2020
)
19
,
pp. 1546-1551
Persistent link: https://www.econbiz.de/10012315664
Saved in:
8
Unemployment rate cycles in Europe
Cuestas, Juan Carlos
;
Gil-Alaña, Luis A.
- In:
Applied economics letters
24
(
2017
)
1/3
,
pp. 136-139
Persistent link: https://www.econbiz.de/10011703977
Saved in:
9
Modelling persistence in the conditional mean of inflation using the ARFIMA process with GARCH and GJR-GARCH innovations : the case of Ghana and South Africa
Boateng, Alexander
;
Lesaoana, Maseka
;
Siweya, Hlengani
; …
- In:
African review of economics & finance : AREF : (a …
9
(
2017
)
2
,
pp. 96-130
Persistent link: https://www.econbiz.de/10011780438
Saved in:
10
Fractional integration and nonlinear deterministic trends in the analysis of time series data
Gil-Alaña, Luis A.
;
Carcel, Hector
- In:
Applied economics letters
24
(
2017
)
13/15
,
pp. 991-994
Persistent link: https://www.econbiz.de/10011716504
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