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subject:"Estimation"
subject:"Zeitreihenanalyse"
~isPartOf:"Applied economics letters"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Labour economics : official journal of the European Association of Labour Economists"
~person:"Gupta, Rangan"
~subject:"Volatility"
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Estimation
Zeitreihenanalyse
Volatility
Schätzung
9
Forecasting model
4
Prognoseverfahren
4
USA
4
United States
4
Oil price
3
Oil shocks
3
Schock
3
Shock
3
Time series analysis
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Welt
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World
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Einkommensverteilung
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Risiko
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Volatilität
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Wirtschaftswachstum
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forecasting
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impulse response functions
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local projection model
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Bruttoinlandsprodukt
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Capital income
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Deutschland
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GDP
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Germany
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Globalization
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Gold
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Großbritannien
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Gupta, Rangan
Chang, Tsangyao
34
Gil-Alaña, Luis A.
15
Su, Chi-Wei
15
Bahmani-Oskooee, Mohsen
10
Apergēs, Nikolaos
9
Bhaskara Rao, Buddhavarapu
8
Caporale, Guglielmo Maria
8
Chang, Hsu-Ling
8
Pesaran, M. Hashem
8
Wagner, Joachim
8
Afonso, António
7
Huang, Ho-chuan
7
Lechner, Michael
7
Lee, Chia-hao
7
Marcellino, Massimiliano
7
Sosvilla-Rivero, Simón
7
Fitzenberger, Bernd
6
Liu, Wen-chi
6
Baltagi, Badi H.
5
Brunello, Giorgio
5
Hamori, Shigeyuki
5
Koop, Gary
5
Liu, Yu-Shao
5
Lu, Yang-cheng
5
Pierdzioch, Christian
5
Riphahn, Regina T.
5
Soest, Arthur van
5
Tiwari, Aviral Kumar
5
Zhu, Meng-Nan
5
Böckerman, Petri
4
Cai, Yifei
4
Caliendo, Marco
4
Cebula, Richard J.
4
Chong, Terence Tai-Leung
4
Clark, Todd E.
4
Cockx, Bart
4
Herzer, Dierk
4
Holmes, Mark J.
4
Hsing, Yu
4
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Applied economics letters
Empirical economics : a quarterly journal of the Institute for Advanced Studies
Journal of applied econometrics
Labour economics : official journal of the European Association of Labour Economists
Department of Economics working paper series
39
Working papers / University of Connecticut, Department of Economics
15
The North American journal of economics and finance : a journal of financial economics studies
12
Finance research letters
11
Applied economics
9
Research in international business and finance
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Economics letters
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
International journal of finance & economics : IJFE
6
Economic modelling
5
International review of economics & finance : IREF
5
Energy economics
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Economic systems
3
Economics and Business Letters : EBL
3
Journal of forecasting
3
Journal of macroeconomics
3
Journal of multinational financial management
3
Structural change and economic dynamics : SC+ED
3
The European journal of finance
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
Annals of economics and finance
2
Defence and peace economics
2
Economics, management and financial markets
2
Emerging markets review
2
Empirica : journal of european economics
2
Eurasian economic review : a journal in applied macroeconomics and finance
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of applied economics
2
Journal of behavioral and experimental finance
2
Journal of economic studies
2
Journal of economics and finance
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Macroeconomic dynamics
2
Open economies review
2
Annals of financial economics
1
Applied financial economics
1
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ECONIS (ZBW)
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1
Productivity and GDP : international evidence of persistence and trends over 130 years of data
Gil-Alaña, Luis A.
;
Solarin Sakiru Adebola
;
Balcilar, …
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
3
,
pp. 1219-1246
Persistent link: https://www.econbiz.de/10014226350
Saved in:
2
Globalization, long memory, and real interest rate convergence : a historical perspective
Canarella, Giorgio
;
Gil-Alaña, Luis A.
;
Gupta, Rangan
; …
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
5
,
pp. 2331-2355
Persistent link: https://www.econbiz.de/10013440481
Saved in:
3
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:
4
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:
5
Time-varying influence of household debt on inequality in United Kingdom
Berisha, Edmond
;
Gabauer, David
;
Gupta, Rangan
;
Lau, …
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
4
,
pp. 1917-1933
Persistent link: https://www.econbiz.de/10012622453
Saved in:
6
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:
7
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:
8
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:
9
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:
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