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subject:"United States"
type_genre:"Article in journal"
~person:"Gupta, Rangan"
~subject:"Nonparametric statistics"
~subject:"Prognoseverfahren"
~type_genre:"Sammlung"
~type_genre:"Systematic review"
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United States
Nonparametric statistics
Prognoseverfahren
Estimation
175
Schätzung
175
Forecasting model
62
Volatility
59
Volatilität
59
Capital income
57
Kapitaleinkommen
57
Börsenkurs
54
Share price
54
USA
53
Aktienmarkt
39
Stock market
39
Risiko
35
Risk
35
Time series analysis
32
Zeitreihenanalyse
32
Welt
31
World
31
VAR model
28
VAR-Modell
28
Inflation
23
Theorie
22
Theory
22
Immobilienpreis
21
Real estate price
21
Geldpolitik
20
Monetary policy
20
Causality analysis
19
Kausalanalyse
19
Schock
19
Shock
19
South Africa
19
Südafrika
19
Nichtparametrisches Verfahren
18
ARCH model
16
ARCH-Modell
16
Cointegration
16
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Undetermined
90
Free
8
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Article
102
Book / Working Paper
1
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Article in journal
Sammlung
Systematic review
Aufsatz in Zeitschrift
103
Arbeitspapier
47
Graue Literatur
47
Non-commercial literature
47
Working Paper
47
Aufsatz im Buch
1
Book section
1
Conference paper
1
Konferenzbeitrag
1
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English
103
Author
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Gupta, Rangan
Gil-Alaña, Luis A.
34
Wohar, Mark E.
33
Pierdzioch, Christian
32
Bahmani-Oskooee, Mohsen
31
Ma, Feng
31
Balcilar, Mehmet
28
Caporale, Guglielmo Maria
27
McMillan, David G.
26
Zaremba, Adam
26
Wang, Yudong
22
Bollerslev, Tim
21
Narayan, Paresh Kumar
21
Zhang, Yaojie
21
Moosa, Imad A.
19
Kumbhakar, Subal
18
Marcellino, Massimiliano
17
Salisu, Afees A.
17
Heckman, James J.
16
Linton, Oliver
16
McAleer, Michael
16
Apergēs, Nikolaos
15
Nonejad, Nima
15
Bali, Turan G.
14
Hsing, Yu
14
Jawadi, Fredj
14
Todorov, Viktor
14
Chang, Tsangyao
13
Demirer, Rıza
13
Koopman, Siem Jan
13
Payne, James E.
13
Sarno, Lucio
13
Swanson, Norman R.
13
Wei, Yu
13
Andersen, Torben
12
Cebula, Richard J.
12
Franses, Philip Hans
12
Herwartz, Helmut
12
Neumark, David
12
Cheung, Yin-Wong
11
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The North American journal of economics and finance : a journal of financial economics studies
11
Finance research letters
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Applied economics letters
6
Economics letters
5
International journal of finance & economics : IJFE
5
International review of economics & finance : IREF
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Applied economics
3
Economic modelling
3
Economics and Business Letters : EBL
3
Journal of forecasting
3
The European journal of finance
3
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of economics and finance
2
Journal of macroeconomics
2
Open economies review
2
Research in international business and finance
2
Contemporary economics
1
Defence and peace economics
1
Economic systems
1
Economics / Journal articles : the open-access, open-assessment journal
1
Economics, management and financial markets
1
Emerging markets review
1
Empirica : journal of european economics
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy economics
1
Eurasian economic review : a journal in applied macroeconomics and finance
1
International economics and economic policy : IEEP
1
International journal of forecasting
1
International journal of strategic property management
1
International review of financial analysis
1
Journal of applied economics
1
Journal of financial markets
1
Journal of multinational financial management
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Journal of the Operational Research Society
1
Macroeconomic dynamics
1
Panoeconomicus
1
Quantitative finance
1
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ECONIS (ZBW)
103
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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
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:
3
The role of oil and risk shocks in the high-frequency movements of the term structure of interest rates : evidence from the U.S. Treasury market
Gupta, Rangan
;
Shahzad, Syed Jawad Hussain
;
Sheng, Xin
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1845-1857
Persistent link: https://www.econbiz.de/10014253453
Saved in:
4
Estimating U.S. housing price network connectedness : evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models
Gabauer, David
;
Gupta, Rangan
;
Marfatia, Hardik A.
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 349-362
Persistent link: https://www.econbiz.de/10014446771
Saved in:
5
Climate risks and forecastability of the weekly state-level economic conditions of the United States
Cepni, Oguzhan
;
Gupta, Rangan
;
Liao, Wenting
;
Ma, Jun
- In:
International review of finance : the official journal …
24
(
2024
)
1
,
pp. 154-162
Persistent link: https://www.econbiz.de/10014507523
Saved in:
6
Predictability of economic slowdowns in advanced countries over eight centuries : the role of climate risks
Gupta, Rangan
;
Nel, Jacobus
;
Salisu, Afees A.
;
Ji, Qiang
- In:
Finance research letters
54
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014472761
Saved in:
7
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:
8
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
9
Openness and growth : is the relationship non-linear?
Gupta, Rangan
;
Stander, Lardo
;
Vaona, Andrea
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 3071-3099
Persistent link: https://www.econbiz.de/10014327719
Saved in:
10
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
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