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subject:"Time series analysis"
subject:"United States"
~person:"Wohar, Mark E."
~subject:"Impact assessment"
~type_genre:"Article in journal"
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Time series analysis
United States
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Estimation
80
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80
Capital income
27
Kapitaleinkommen
27
Börsenkurs
26
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Wohar, Mark E.
Gil-Alaña, Luis A.
93
Gupta, Rangan
83
Caporale, Guglielmo Maria
52
Bahmani-Oskooee, Mohsen
45
Tiwari, Aviral Kumar
32
Chang, Tsangyao
30
Moosa, Imad A.
26
Balcilar, Mehmet
21
Apergēs, Nikolaos
20
Bollerslev, Tim
20
Miller, Stephen M.
18
Heckman, James J.
17
Koopman, Siem Jan
17
Payne, James E.
17
Serletis, Apostolos
17
Hsing, Yu
16
Narayan, Paresh Kumar
16
Salisu, Afees A.
16
McAleer, Michael
15
Österholm, Pär
14
Engle, Robert F.
13
Koop, Gary
13
McMillan, David G.
13
Neumark, David
13
Ramírez, Miguel D.
13
Ranjbar, Omid
13
Swanson, Norman R.
13
Tauchen, George Eugene
13
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12
Chan, Joshua
12
Hess, Gregory D.
12
Li, Jia
12
Marcellino, Massimiliano
12
Pesaran, M. Hashem
12
Sarno, Lucio
12
Todorov, Viktor
12
Belke, Ansgar
11
Diebold, Francis X.
11
Hammoudeh, Shawkat
11
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International review of economics & finance : IREF
3
Applied economics
2
Applied economics letters
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
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2
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ECONIS (ZBW)
31
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1
Is there a national housing market bubble brewing in the United States?
Gupta, Rangan
;
Ma, Jun
;
Theodoridis, Konstantinos
; …
- In:
Macroeconomic dynamics
27
(
2023
)
8
,
pp. 2191-2228
Persistent link: https://www.econbiz.de/10014436663
Saved in:
2
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:
3
Linking U.S. state-level housing market returns, and the consumption-(dis)aggregate wealth ratio
Balcilar, Mehmet
;
Gupta, Rangan
;
Sousa, Ricardo M.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 779-810
Persistent link: https://www.econbiz.de/10012630699
Saved in:
4
Political uncertainty, COVID-19 pandemic and stock market volatility transmission
Apostolakis, George N.
;
Floros, Christos
;
Gillas, …
- In:
Journal of international financial markets, …
74
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012803182
Saved in:
5
Fractional frequency flexible Fourier form (FFFFF) for panel cointegration test
Olayeni, Richard Olaolu
;
Tiwari, Aviral Kumar
;
Wohar, …
- In:
Applied economics letters
28
(
2021
)
6
,
pp. 482-486
Persistent link: https://www.econbiz.de/10012485054
Saved in:
6
Housing sector and economic policy uncertainty : a GMM panel VAR approach
Balcilar, Mehmet
;
Roubaud, David
;
Uzuner, Gizem
;
Wohar, …
- In:
International review of economics & finance : IREF
76
(
2021
),
pp. 114-126
Persistent link: https://www.econbiz.de/10013175755
Saved in:
7
The role of real estate uncertainty in predicting US home sales growth : evidence from a quantiles-based Bayesian model averaging approach
Çepni, Oğuzhan
;
Gupta, Rangan
;
Wohar, Mark E.
- In:
Applied economics
52
(
2020
)
5
,
pp. 528-536
Persistent link: https://www.econbiz.de/10012197432
Saved in:
8
Time-varying role of macroeconomic shocks on house prices in the US and UK : evidence from over 150 years of data
Plakandaras, Vasilios
;
Gupta, Rangan
;
Katrakilides, K.
; …
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
5
,
pp. 2249-2285
Persistent link: https://www.econbiz.de/10012254637
Saved in:
9
The impact of US uncertainty shocks on a panel of advanced and emerging market economies
Gupta, Rangan
;
Olasehinde-Williams, Godwin
;
Wohar, Mark E.
- In:
Journal of international trade & economic development : …
29
(
2020
)
6
,
pp. 711-721
Persistent link: https://www.econbiz.de/10012264106
Saved in:
10
Does partisan conflict predict a reduction in US stock market (realized) volatility? : evidence from a quantile-on-quantile regression model
Gupta, Rangan
;
Pierdzioch, Christian
;
Selmi, Refk
; …
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 87-96
Persistent link: https://www.econbiz.de/10012036263
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