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subject:"United Kingdom"
~person:"Belke, Ansgar"
~person:"Gupta, Rangan"
~person:"Jenkins, Stephen"
~subject:"Cointegration"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Case study"
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United Kingdom
Cointegration
Zeitreihenanalyse
Estimation
252
Schätzung
252
Volatility
67
Volatilität
67
Forecasting model
63
Prognoseverfahren
63
USA
62
United States
62
Börsenkurs
60
Capital income
60
Kapitaleinkommen
60
Share price
60
Aktienmarkt
39
Stock market
39
Welt
38
World
38
Risiko
37
Risk
37
Geldpolitik
35
Monetary policy
35
VAR model
35
VAR-Modell
35
Kointegration
34
Theorie
34
Theory
34
Time series analysis
32
Inflation
28
Schock
24
Shock
24
Großbritannien
23
Immobilienpreis
23
Real estate price
23
Exchange rate
22
Wechselkurs
22
Causality analysis
21
Kausalanalyse
21
EU countries
20
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4
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Article
80
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Aufsatz in Zeitschrift
Case study
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81
Non-commercial literature
81
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80
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80
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80
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3
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English
78
German
2
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Belke, Ansgar
Gupta, Rangan
Jenkins, Stephen
Gil-Alaña, Luis A.
104
Caporale, Guglielmo Maria
57
Bahmani-Oskooee, Mohsen
53
Chang, Tsangyao
45
Tiwari, Aviral Kumar
34
Shahbaz, Muhammad
26
Moosa, Imad A.
25
Wohar, Mark E.
23
Narayan, Paresh Kumar
22
Lee, Chien-chiang
19
Pradhan, Rudra Prakash
19
Beckmann, Joscha
18
Payne, James E.
18
Holmes, Mark J.
16
Herzer, Dierk
15
Balcilar, Mehmet
14
Koopman, Siem Jan
14
Ramírez, Miguel D.
14
Apergēs, Nikolaos
13
Arize, Augustine Chuck
13
Miller, Stephen M.
13
Nazlıoğlu, Şaban
13
Österholm, Pär
13
Blundell, Richard W.
12
McMillan, David G.
12
Omay, Tolga
12
Ranjbar, Omid
12
Singh, Tarlok
12
Tauchen, George Eugene
12
Bollerslev, Tim
11
Chan, Joshua
11
Hamori, Shigeyuki
11
Herwartz, Helmut
11
Katrakilides, K.
11
Khan, Muhammad Arshad
11
Li, Jia
11
Czudaj, Robert
10
Islam, Faridul
10
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Applied economics
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
The North American journal of economics and finance : a journal of financial economics studies
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Energy economics
3
International journal of finance & economics : IJFE
3
Economic modelling
2
Economics letters
2
International review of economics & finance : IREF
2
Journal of banking & finance
2
Journal of economic inequality
2
Journal of macroeconomics
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
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Oxford bulletin of economics and statistics
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Applied economics letters
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Applied economics quarterly
1
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1
Bulletin of economic research
1
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
Credit and capital markets : Kredit und Kapital
1
DIW-Wochenbericht : Wirtschaft, Politik, Wissenschaft
1
Economics and Business Letters : EBL
1
Economics, management and financial markets
1
Ekonomia : the journal of the Cyprus Economic Society
1
Emerging markets review
1
Finance research letters
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
Jahrbücher für Nationalökonomie und Statistik
1
Journal of applied econometrics
1
Journal of applied economics
1
Journal of economics and finance
1
Journal of emerging market finance
1
Journal of forecasting
1
Journal of international money and finance
1
Journal of multinational financial management
1
Journal of population economics
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ECONIS (ZBW)
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1
Top-income adjustments and official statistics on income distribution : the case of the UK
Jenkins, Stephen
- In:
Journal of economic inequality
20
(
2022
)
1
,
pp. 151-168
Persistent link: https://www.econbiz.de/10013271873
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Oil tail risks and the forecastability of the realized variance of oil-price : evidence from over 150 years of data
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013341577
Saved in:
9
Globalization, long memory, and real interest rate convergence : a historical perspective
Canarella, Giorgio
;
Gil-Alaña, Luis A.
;
Gupta, Rangan
; …
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
5
,
pp. 2331-2355
Persistent link: https://www.econbiz.de/10013440481
Saved in:
10
The role of monetary policy uncertainty in predicting equity market volatility of the United Kingdom : evidence from over 150 years of data
Gupta, Rangan
;
Wohar, Mark E.
- In:
Economics and Business Letters : EBL
8
(
2019
)
3
,
pp. 138-146
Persistent link: https://www.econbiz.de/10012156567
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