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subject:"Exchange rate"
subject:"Time series analysis"
~person:"Beckmann, Joscha"
~person:"Gupta, Rangan"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz in Zeitschrift"
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Exchange rate
Time series analysis
Zeitreihenanalyse
Estimation
203
Schätzung
203
Forecasting model
65
Prognoseverfahren
65
Volatility
61
Volatilität
61
Capital income
57
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57
USA
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56
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39
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Aufsatz in Zeitschrift
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English
59
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Beckmann, Joscha
Gupta, Rangan
Gil-Alaña, Luis A.
81
Bahmani-Oskooee, Mohsen
75
Caporale, Guglielmo Maria
43
Tiwari, Aviral Kumar
28
Chang, Tsangyao
24
Moosa, Imad A.
21
Hsing, Yu
16
MacDonald, Ronald
16
Wohar, Mark E.
16
Narayan, Paresh Kumar
15
Bollerslev, Tim
14
Hegerty, Scott W.
14
Koopman, Siem Jan
14
Arize, Augustine Chuck
13
Ramírez, Miguel D.
13
Tauchen, George Eugene
13
McMillan, David G.
12
Papell, David H.
12
Pierdzioch, Christian
12
Ranjbar, Omid
12
Salisu, Afees A.
12
Balcilar, Mehmet
11
Belke, Ansgar
11
Li, Jia
11
McAleer, Michael
11
Rashid, Abdul
11
Österholm, Pär
11
Baharumshah, Ahmad Zubaidi
10
Chan, Joshua
10
Franses, Philip Hans
10
Ma, Feng
10
Malindretos, John
10
Shahbaz, Muhammad
10
Su, Chi-Wei
10
Todorov, Viktor
10
Cheung, Yin-Wong
9
Chinn, Menzie David
9
Grossmann, Axel
9
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The North American journal of economics and finance : a journal of financial economics studies
5
Applied economics
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Energy economics
3
Journal of macroeconomics
3
Applied financial economics
2
Economics letters
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
International journal of finance & economics : IJFE
2
International review of economics & finance : IREF
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2
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
59
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1
The role of expectations for currency crisis dynamics : the case of the Turkish lira
Beckmann, Joscha
;
Czudaj, Robert
- In:
Journal of forecasting
42
(
2023
)
3
,
pp. 625-642
Persistent link: https://www.econbiz.de/10014292220
Saved in:
2
Is the exchange rate a shock absorber? : the shocks matter
Beckmann, Joscha
;
Breitenlechner, Max
;
Scharler, Johann
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 114-130
Persistent link: https://www.econbiz.de/10014446730
Saved in:
3
Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Cepni, Oguzhan
;
Christou, Christina
;
Gupta, Rangan
- In:
Economics letters
227
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014335747
Saved in:
4
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:
5
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:
6
Climate risks and realized volatility of major commodity currency exchange rates
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
62
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014226734
Saved in:
7
Investor sentiment and (anti) herding in the currency market : evidence from Twitter feed data
Sibande, Xolani
;
Gupta, Rangan
;
Demirer, Rıza
;
Bouri, Elie
- In:
The journal of behavioral finance : a publication of …
24
(
2023
)
1
,
pp. 56-72
Persistent link: https://www.econbiz.de/10013547854
Saved in:
8
A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market : evidence from over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula E.
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 384-400
Persistent link: https://www.econbiz.de/10012814585
Saved in:
9
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:
10
Forecasting stock market (realized) volatility in the United Kingdom : is there a role of inequality?
Hassani, Hossein
;
Yeganegi, Mohammad Reza
;
Gupta, Rangan
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2146-2152
Persistent link: https://www.econbiz.de/10013184696
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