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subject:"Prognoseverfahren"
~person:"Gupta, Rangan"
~subject:"Causality analysis"
~subject:"Impact assessment"
~subject:"Panel"
~subject:"Theory"
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Prognoseverfahren
Causality analysis
Impact assessment
Panel
Theory
Estimation
251
Schätzung
251
USA
89
United States
89
Forecasting model
85
Volatility
81
Volatilität
81
Capital income
73
Kapitaleinkommen
73
Börsenkurs
70
Share price
70
Risiko
57
Risk
57
Aktienmarkt
49
Stock market
49
Welt
49
World
49
Time series analysis
48
Zeitreihenanalyse
48
Inflation
36
VAR model
36
VAR-Modell
36
Theorie
29
Immobilienpreis
28
Real estate price
28
Climate change
27
Klimawandel
27
ARCH model
24
ARCH-Modell
24
Cointegration
24
Kausalanalyse
24
Kointegration
24
Geldpolitik
23
Monetary policy
23
Schock
23
Shock
23
Nichtparametrisches Verfahren
22
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Article
104
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37
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33
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English
141
Author
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Gupta, Rangan
Caporale, Guglielmo Maria
130
Pesaran, M. Hashem
117
Heckman, James J.
99
Gil-Alaña, Luis A.
76
Lechner, Michael
74
Marcellino, Massimiliano
71
Pierdzioch, Christian
71
Herwartz, Helmut
63
McAleer, Michael
63
Blundell, Richard W.
60
Narayan, Paresh Kumar
60
Härdle, Wolfgang
56
Belke, Ansgar
54
Koopman, Siem Jan
54
Afonso, António
53
Diebold, Francis X.
51
Berg, Gerard J. van den
50
Baltagi, Badi H.
49
Buch, Claudia M.
47
Timmermann, Allan
46
Bollerslev, Tim
45
Kilian, Lutz
45
McMillan, David G.
45
Engle, Robert F.
44
Hautsch, Nikolaus
44
Kapetanios, George
44
Schorfheide, Frank
43
Chang, Tsangyao
42
Egger, Peter
42
Hujer, Reinhard
42
Apergēs, Nikolaos
41
Dreger, Christian
41
Balcilar, Mehmet
40
Ghysels, Eric
40
Rose, Andrew
40
Phillips, Peter C. B.
39
Wohar, Mark E.
39
Belzil, Christian
38
Caliendo, Marco
38
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Department of Economics working paper series
25
The North American journal of economics and finance : a journal of financial economics studies
8
Finance research letters
7
Applied economics
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Working papers / University of Connecticut, Department of Economics
5
International journal of finance & economics : IJFE
4
Applied economics letters
3
Economic modelling
3
Economics letters
3
International review of economics & finance : IREF
3
Journal of forecasting
3
Journal of macroeconomics
3
Journal of multinational financial management
3
Defence and peace economics
2
Economic systems
2
Economics and Business Letters : EBL
2
Emerging markets review
2
Empirica : journal of european economics
2
Energy economics
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
Open economies review
2
Research in international business and finance
2
Structural change and economic dynamics : SC+ED
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The European journal of finance
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
Annals of economics and finance
1
Applied financial economics
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Contemporary economics
1
Economics / Discussion papers : the open-access, open-assessment e-journal
1
Economics / Journal articles : the open-access, open-assessment journal
1
Economics, management and financial markets
1
Emerging markets, finance and trade : EMFT
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Finmap working paper
1
International economics and economic policy : IEEP
1
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ECONIS (ZBW)
141
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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
Climate risks and forecastability of US inflation : evidence from dynamic quantile model averaging
Luo, Jiawen
;
Fu, Shengjie
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014529004
Saved in:
3
Long-span multi-layer spillovers between moments of advanced equity markets : the role of climate risks
Foglia, Matteo
;
Plakandaras, Vasilios
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014515694
Saved in:
4
Economic conditions and predictability of US stock returns volatility : local factor versus national factor in a GARCH-MIDAS model
Salisu, Afees A.
;
Liao, Wenting
;
Gupta, Rangan
;
Cepni, …
-
2023
Persistent link: https://www.econbiz.de/10014329743
Saved in:
5
Housing search activity and quantiles-based predictability of housing price movements in the United States
Gupta, Rangan
;
Moodley, Damien
-
2023
Persistent link: https://www.econbiz.de/10014443107
Saved in:
6
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443108
Saved in:
7
Does climate policy uncertainty affect tourism demand? : evidence from time-varying causality tests
Apergēs, Nikolaos
;
Gavriilidis, Konstantinos
;
Gupta, Rangan
- In:
Tourism economics : the business and finance of tourism …
29
(
2023
)
6
,
pp. 1484-1498
Persistent link: https://www.econbiz.de/10014384510
Saved in:
8
Predicting multi-scale positive and negative stock market bubbles in a panel of G7 countries : the role of oil price uncertainty
Van Eyden, Reneé
;
Gupta, Rangan
;
Sheng, Xin
;
Nielsen, …
-
2023
Persistent link: https://www.econbiz.de/10014369400
Saved in:
9
Forecasting volatility of commodity, currency, and stock markets : evidence from Markov switching multifractal models
Liu, Ruipeng
;
Segnon, Mawuli
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014448138
Saved in:
10
Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
-
2023
Persistent link: https://www.econbiz.de/10014304985
Saved in:
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