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subject:"Volatilität"
~isPartOf:"International review of economics & finance : IREF"
~person:"Gupta, Rangan"
~person:"Pesaran, M. Hashem"
~subject:"Elastic net VAR"
~subject:"Inflation"
~subject:"Kointegration"
~subject:"Schätztheorie"
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Volatilität
Elastic net VAR
Inflation
Kointegration
Schätztheorie
Estimation
5
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5
Immobilienpreis
4
Real estate price
4
Capital income
3
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USA
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Causality analysis
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Consumption-wealth ratio
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Dynamic connectedness
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Forecasting
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House prices
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Housing market
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Immobilienmarkt
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Kausalanalyse
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Lasso VAR
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Gupta, Rangan
Pesaran, M. Hashem
Xuan Vinh Vo
5
Arize, Augustine Chuck
3
Brooks, Robert
3
Chen, Shyh-Wei
3
Gil-Alaña, Luis A.
3
Kang, Sang Hoon
3
Malindretos, John
3
Wohar, Mark E.
3
Xie, Zixiong
3
Yin, Libo
3
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2
Caporin, Massimiliano
2
Chang, Chia-Lin
2
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2
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2
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2
Do, Hung Xuan
2
Feng, Jiabao
2
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2
Han, Liyan
2
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2
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2
Hueng, C. James
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Junttila, Juha
2
Korhonen, Marko
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Kumar, Dilip
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Malik, Farooq
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2
Xu, Weiju
2
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1
Ahmad, Ahmad Hassan
1
Akanni, Lateef O.
1
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International review of economics & finance : IREF
Department of Economics working paper series
23
CESifo working papers
15
Cambridge working papers in economics
7
The North American journal of economics and finance : a journal of financial economics studies
7
Working papers / University of Connecticut, Department of Economics
7
CESifo Working Paper Series
6
Research in international business and finance
5
CESifo Working Paper
4
DAE working paper
4
Economics letters
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Journal of applied econometrics
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
USC-INET Research Paper
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International journal of finance & economics : IJFE
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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2
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Journal of economics and finance
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Journal of multinational financial management
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Macroeconomic dynamics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The European journal of finance
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Annals of economics and finance
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Applied economics
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
Do house prices hedge inflation in the US? : a quantile cointegration approach
Christou, Christina
;
Gupta, Rangan
;
Nyakabawo, Wendy
; …
- In:
International review of economics & finance : IREF
54
(
2018
),
pp. 15-26
Persistent link: https://www.econbiz.de/10012033339
Saved in:
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