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subject:"United Kingdom"
~person:"Gupta, Rangan"
~person:"Machin, Stephen"
~subject:"Cointegration"
~subject:"Forecasting model"
~subject:"Kausalanalyse"
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United Kingdom
Cointegration
Forecasting model
Kausalanalyse
Estimation
291
Schätzung
291
USA
91
United States
91
Prognoseverfahren
86
Volatility
82
Volatilität
82
Capital income
74
Kapitaleinkommen
74
Börsenkurs
71
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71
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57
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57
Welt
50
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27
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25
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23
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23
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Language
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English
161
Author
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Gupta, Rangan
Machin, Stephen
Caporale, Guglielmo Maria
151
Gil-Alaña, Luis A.
135
Narayan, Paresh Kumar
61
Blundell, Richard W.
60
Marcellino, Massimiliano
58
Belke, Ansgar
55
Pierdzioch, Christian
52
Herwartz, Helmut
47
McAleer, Michael
47
McMillan, David G.
46
Jenkins, Stephen
45
Pesaran, M. Hashem
44
Bahmani-Oskooee, Mohsen
43
Dreger, Christian
41
Balcilar, Mehmet
39
Beckmann, Joscha
39
Siliverstovs, Boriss
39
Cheung, Yin-Wong
38
Meghir, Costas
36
Ma, Feng
35
Shields, Michael
35
Döpke, Jörg
34
Wohar, Mark E.
34
Chang, Tsangyao
32
Hart, Robert A.
32
Wolters, Jürgen
32
Diebold, Francis X.
31
Francesconi, Marco
31
Shahbaz, Muhammad
31
Timmermann, Allan
31
Booth, Alison L.
30
Fritsche, Ulrich
30
Franses, Philip Hans
29
Pradhan, Rudra Prakash
29
Clark, Todd E.
28
Härdle, Wolfgang
27
Swanson, Norman R.
27
Tiwari, Aviral Kumar
27
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National Bureau of Economic Research
2
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1
Institute for Fiscal Studies
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Department of Economics working paper series
22
Applied economics
7
Finance research letters
7
The North American journal of economics and finance : a journal of financial economics studies
6
Discussion paper series / IZA
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Economics letters
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
International review of economics & finance : IREF
4
Working papers / University of Connecticut, Department of Economics
4
Applied economics letters
3
Discussion paper
3
Economic modelling
3
International journal of finance & economics : IJFE
3
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3
Defence and peace economics
2
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2
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2
Emerging markets review
2
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2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
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2
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1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
CESifo Working Paper Series
1
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1
Contemporary economics
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DIW Berlin Discussion Paper
1
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1
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1
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1
Discussion papers / Deutsches Institut für Wirtschaftsforschung
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ECONIS (ZBW)
161
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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
Forecasting gold returns volatility over 1258-2023 : the role of moments
Muddana, Thanoj K.
;
Bhimreddy, Komal S. R.
;
Majumdar, …
-
2024
Persistent link: https://www.econbiz.de/10014536233
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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