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subject:"National income"
subject:"Time series analysis"
~person:"Gupta, Rangan"
~subject:"ARCH model"
~subject:"Prognoseverfahren"
~subject:"Schock"
~subject:"Share price"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation"
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National income
Time series analysis
ARCH model
Prognoseverfahren
Schock
Share price
Estimation
175
Schätzung
175
Forecasting model
63
Volatility
60
Volatilität
60
Capital income
58
Kapitaleinkommen
58
Börsenkurs
55
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53
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53
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40
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40
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36
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32
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32
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28
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28
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22
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21
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21
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19
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Nichtparametrisches Verfahren
18
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18
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17
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125
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126
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40
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English
126
Author
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Gupta, Rangan
Gil-Alaña, Luis A.
96
Caporale, Guglielmo Maria
59
Tiwari, Aviral Kumar
51
Zaremba, Adam
47
Wohar, Mark E.
43
Narayan, Paresh Kumar
41
Pierdzioch, Christian
38
Ma, Feng
36
McMillan, David G.
36
Chang, Tsangyao
35
Balcilar, Mehmet
30
Salisu, Afees A.
28
Lee, Chien-chiang
27
Bahmani-Oskooee, Mohsen
26
McAleer, Michael
26
Wang, Yudong
26
Zhang, Yaojie
24
Moosa, Imad A.
23
Bouri, Elie
22
Kumar, Dilip
21
Apergēs, Nikolaos
20
Todorov, Viktor
19
Bollerslev, Tim
18
Chiang, Thomas C.
18
Hammoudeh, Shawkat
18
Herwartz, Helmut
18
Jawadi, Fredj
18
Xuan Vinh Vo
18
Demirer, Rıza
17
Nonejad, Nima
17
Westerlund, Joakim
17
Brooks, Robert
16
Koopman, Siem Jan
16
Marcellino, Massimiliano
16
Döpke, Jörg
15
Hamori, Shigeyuki
15
Payne, James E.
15
Sehgal, Sanjay
15
Shahbaz, Muhammad
15
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The North American journal of economics and finance : a journal of financial economics studies
11
Applied economics
7
Finance research letters
7
Applied economics letters
5
Research in international business and finance
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Economic modelling
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
International journal of finance & economics : IJFE
4
Economics and Business Letters : EBL
3
Economics letters
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Energy economics
3
International review of economics & finance : IREF
3
Journal of forecasting
3
Journal of macroeconomics
3
Journal of multinational financial management
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The European journal of finance
3
Economic systems
2
Economics, management and financial markets
2
Emerging markets review
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of economics and finance
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Open economies review
2
Structural change and economic dynamics : SC+ED
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
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Contemporary economics
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Defence and peace economics
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1
Empirica : journal of european economics
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance
1
International journal of forecasting
1
International journal of strategic property management
1
International review of financial analysis
1
Journal of behavioral and experimental finance
1
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ECONIS (ZBW)
126
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
The role of oil and risk shocks in the high-frequency movements of the term structure of interest rates : evidence from the U.S. Treasury market
Gupta, Rangan
;
Shahzad, Syed Jawad Hussain
;
Sheng, Xin
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1845-1857
Persistent link: https://www.econbiz.de/10014253453
Saved in:
3
Climate risks and forecastability of the weekly state-level economic conditions of the United States
Cepni, Oguzhan
;
Gupta, Rangan
;
Liao, Wenting
;
Ma, Jun
- In:
International review of finance : the official journal …
24
(
2024
)
1
,
pp. 154-162
Persistent link: https://www.econbiz.de/10014507523
Saved in:
4
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 280-293
Persistent link: https://www.econbiz.de/10014631538
Saved in:
5
Predictability of economic slowdowns in advanced countries over eight centuries : the role of climate risks
Gupta, Rangan
;
Nel, Jacobus
;
Salisu, Afees A.
;
Ji, Qiang
- In:
Finance research letters
54
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014472761
Saved in:
6
Sentiment regimes and reaction of stock markets to conventional and unconventional monetary policies : evidence from OECD countries
Cepni, Oguzhan
;
Gupta, Rangan
;
Ji, Qiang
- In:
The journal of behavioral finance : a publication of …
24
(
2023
)
3
,
pp. 365-381
Persistent link: https://www.econbiz.de/10014330982
Saved in:
7
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:
8
Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries
Van Eyden, Reneé
;
Gupta, Rangan
;
Nielsen, Joshua
; …
- In:
Journal of behavioral and experimental finance
38
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014456628
Saved in:
9
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
10
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:
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