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subject:"United Kingdom"
~accessRights:"restricted"
~person:"Belke, Ansgar"
~person:"Gupta, Rangan"
~person:"Jenkins, Stephen"
~subject:"Cointegration"
~type_genre:"Aufsatz in Zeitschrift"
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United Kingdom
Cointegration
Estimation
165
Schätzung
165
Forecasting model
57
Prognoseverfahren
57
Capital income
52
Kapitaleinkommen
52
Volatility
52
Volatilität
52
Börsenkurs
50
Share price
50
USA
48
United States
48
Aktienmarkt
37
Stock market
37
Risiko
34
Risk
34
Welt
33
World
33
Time series analysis
27
Zeitreihenanalyse
27
VAR model
25
VAR-Modell
25
Theorie
22
Theory
22
Geldpolitik
19
Immobilienpreis
19
Inflation
19
Monetary policy
19
Real estate price
19
Schock
19
Shock
19
Nichtparametrisches Verfahren
16
Nonparametric statistics
16
Causality analysis
15
Kausalanalyse
15
Panel
15
Panel study
15
ARCH model
14
ARCH-Modell
14
Regression analysis
14
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25
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Aufsatz in Zeitschrift
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25
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1
Graue Literatur
1
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1
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25
Author
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Belke, Ansgar
Gupta, Rangan
Jenkins, Stephen
Gil-Alaña, Luis A.
33
Bahmani-Oskooee, Mohsen
29
Caporale, Guglielmo Maria
11
Shahbaz, Muhammad
11
Wohar, Mark E.
11
Chang, Tsangyao
9
Apergēs, Nikolaos
8
Balcilar, Mehmet
8
Karamelikli, Huseyin
8
Alsamara, Mouyad
7
Vides, José Carlos
7
Golpe, Antonio A.
6
Herzer, Dierk
6
Iglesias, Jesús
6
Lee, Chien-chiang
6
Miller, Stephen M.
6
Mrabet, Zouhair
6
Pradhan, Rudra Prakash
6
Singh, Tarlok
6
Tiwari, Aviral Kumar
6
Carcel, Hector
5
Chang, Bisharat Hussain
5
Chang, Chun Ping
5
Chen, Shyh-Wei
5
Guesmi, Khaled
5
Hammoudeh, Shawkat
5
Kisswani, Khalid M.
5
Ongan, Serdar
5
Otero, Jesús G.
5
Payne, James E.
5
Ramírez, Miguel D.
5
Shahzad, Syed Jawad Hussain
5
Wen, Jun
5
Woo, Kai-yin
5
Xuan Vinh Vo
5
Yaya, OlaOluwa S.
5
Ahad, Muhammad
4
Ahmad, Ahmad Hassan
4
Arize, Augustine Chuck
4
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Applied economics
2
Energy economics
2
International journal of finance & economics : IJFE
2
International review of economics & finance : IREF
2
CESifo economic studies : CESifo, a joint initiative of the University of Munich's Center for Economic Studies and the Ifo Institute
1
Contemporary economics
1
Economics letters
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International economics and economic policy : IEEP
1
International journal of strategic property management
1
Journal of macroeconomics
1
Journal of multinational financial management
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Macroeconomic dynamics
1
Research in international business and finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of international trade & economic development
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ECONIS (ZBW)
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1
The predictive power of the term spread on inequality in the United Kingdom : an empirical analysis
Balcilar, Mehmet
;
Berisha, Edmond
;
Çepni, Oğuzhan
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 1979-1988
Persistent link: https://www.econbiz.de/10013184598
Saved in:
2
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
Saved in:
3
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:
4
Inflation-targeting and inflation volatility : international evidence from the cosine-squared cepstrum
Antonakakis, Nikolaos
;
Christou, Christina
;
Gil-Alaña, …
- In:
International economics : a journal published by CEPII …
167
(
2021
),
pp. 29-38
Persistent link: https://www.econbiz.de/10013269231
Saved in:
5
Unemployment fluctuations and currency returns in the United Kingdom : Evidence from over one and a half century of data
Bathia, Deven
;
Demirer, Rıza
;
Gupta, Rangan
;
Kotzé, Kevin
- In:
Journal of multinational financial management
61
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012887858
Saved in:
6
Is the response of the bank of England to exchange rate movements frequency-dependent?
Caraiani, Petre
;
Gupta, Rangan
- In:
Journal of macroeconomics
63
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012243170
Saved in:
7
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:
8
Does real U.K. GDP have a unit root? : evidence from a multi-century perspective
Canarella, Giorgio
;
Gupta, Rangan
;
Miller, Stephen M.
; …
- In:
Applied economics
52
(
2020
)
10
,
pp. 1070-1087
Persistent link: https://www.econbiz.de/10012197516
Saved in:
9
Predicting stock market movements with a time-varying consumption-aggregate wealth ratio
Chang, Tsangyao
;
Gupta, Rangan
;
Majumdar, Anandamayee
; …
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 458-467
Persistent link: https://www.econbiz.de/10012203261
Saved in:
10
The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom : evidence from a nonparametric causality-in-quantiles test using over...
Gupta, Rangan
;
Risse, Marian
;
Volkman, David A.
;
Wohar, …
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 391-405
Persistent link: https://www.econbiz.de/10012117890
Saved in:
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