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subject:"Volatility"
~isPartOf:"Economics letters"
~isPartOf:"Energy economics"
~isPartOf:"International economics and economic policy : IEEP"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"Journal of policy modeling : JPMOD ; a social science forum of world issues"
~person:"Gupta, Rangan"
~person:"Pesaran, M. Hashem"
~person:"Stengos, Thanasēs"
~subject:"Nonparametric statistics"
~subject:"Portfolio-Management"
~subject:"Time series analysis"
~subject:"USA"
~subject:"Wirtschaftswachstum"
~subject:"World"
~type_genre:"Aufsatz in Zeitschrift"
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Volatility
Nonparametric statistics
Portfolio-Management
Time series analysis
USA
Wirtschaftswachstum
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Estimation
27
Schätzung
27
United States
10
Theorie
7
Theory
7
VAR model
7
VAR-Modell
7
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Konjunktur
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Panel study
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Estimation theory
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Aufsatz in Zeitschrift
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Gupta, Rangan
Pesaran, M. Hashem
Stengos, Thanasēs
Hammoudeh, Shawkat
8
Ma, Feng
8
Marcellino, Massimiliano
8
Shahbaz, Muhammad
8
Wang, Yudong
8
Bouri, Elie
7
Narayan, Paresh Kumar
7
Apergēs, Nikolaos
6
Smyth, Russell
6
Wohar, Mark E.
6
Balcilar, Mehmet
5
Serletis, Apostolos
5
Tiwari, Aviral Kumar
5
Yoon, Seong-min
5
Gozgor, Giray
4
Kapetanios, George
4
Lau, Chi Keung
4
Lee, Chien-chiang
4
Liu, Li
4
Nguyen, Duc Khuong
4
Nonejad, Nima
4
Otero, Jesús G.
4
Pierdzioch, Christian
4
Ren, Xiaohang
4
Shahzad, Syed Jawad Hussain
4
Sosvilla-Rivero, Simón
4
Wei, Yu
4
Zaremba, Adam
4
Aloui, Chaker
3
Antonakakis, Nikolaos
3
Bilgin, Mehmet Huseyin
3
Caporale, Guglielmo Maria
3
Casarin, Roberto
3
Cepni, Oguzhan
3
Chan, Joshua
3
Chevallier, Julien
3
Cho, Dooyeon
3
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Economics letters
Energy economics
International economics and economic policy : IEEP
Journal of applied econometrics
Journal of international financial markets, institutions & money
Journal of policy modeling : JPMOD ; a social science forum of world issues
The North American journal of economics and finance : a journal of financial economics studies
11
Finance research letters
9
Applied economics
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Applied economics letters
5
International review of economics & finance : IREF
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
International journal of finance & economics : IJFE
4
Research in international business and finance
4
Economic modelling
3
Economics and Business Letters : EBL
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Structural change and economic dynamics : SC+ED
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The European journal of finance
3
Defence and peace economics
2
Economic systems
2
Economics, management and financial markets
2
Emerging markets review
2
Empirica : journal of european economics
2
International journal of forecasting
2
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 empirical finance
2
Journal of forecasting
2
Journal of multinational financial management
2
Journal of risk and financial management : JRFM
2
Open economies review
2
Annals of financial economics
1
Applied financial economics
1
Cambridge working papers in economics
1
Cambridge-INET working papers
1
Econometric reviews
1
Econometrics : open access journal
1
Economics / Journal articles : the open-access, open-assessment journal
1
Emerging markets, finance and trade : EMFT
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ECONIS (ZBW)
21
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1
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:
2
Persistence of state-level uncertainty of the United States : the role of climate risks
Sheng, Xin
;
Gupta, Rangan
;
Cepni, Oguzhan
- In:
Economics letters
215
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013448252
Saved in:
3
The effects of climate risks on economic activity in a panel of US states : the role of uncertainty
Sheng, Xin
;
Gupta, Rangan
;
Çepni, Oğuzhan
- In:
Economics letters
213
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013442110
Saved in:
4
Quantile eco-efficiency estimation and convergence : a nonparametric frontier approach
Polemis, Michael
;
Stengos, Thanasēs
;
Tzeremes, Panayiotis
- In:
Economics letters
202
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012607127
Saved in:
5
The impacts of structural oil shocks on macroeconomic uncertainty : evidence from a large panel of 45 countries
Sheng, Xin
;
Gupta, Rangan
;
Ji, Qiang
- In:
Energy economics
91
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012518658
Saved in:
6
Time-varying impact of uncertainty shocks on the US housing market
Christou, Christina
;
Gupta, Rangan
;
Nyakabawo, Wendy
- In:
Economics letters
180
(
2019
),
pp. 15-20
Persistent link: https://www.econbiz.de/10012121736
Saved in:
7
Identification of common factors in panel data growth model
Deniz, Pinar
;
Stengos, Thanasēs
;
Yazgan, Mustafa Ege
- In:
Economics letters
168
(
2018
),
pp. 94-97
Persistent link: https://www.econbiz.de/10012016745
Saved in:
8
UK macroeconomic volatility : historical evidence over seven centuries
Plakandaras, Vasilios
;
Gupta, Rangan
;
Wohar, Mark E.
- In:
Journal of policy modeling : JPMOD ; a social science …
40
(
2018
)
4
,
pp. 767-789
Persistent link: https://www.econbiz.de/10012053527
Saved in:
9
Evidence of persistence in U.S. short and long-term interest rates
Gil-Alaña, Luis A.
;
Cuñado Eizaguirre, Juncal
;
Gupta, …
- In:
Journal of policy modeling : JPMOD ; a social science …
39
(
2017
)
5
,
pp. 775-789
Persistent link: https://www.econbiz.de/10011792860
Saved in:
10
On exchange-rate movements and gold-price fluctuations : evidence for gold-producing countries from a nonparametric causality-in-quantiles test
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
International economics and economic policy : IEEP
14
(
2017
)
4
,
pp. 691-700
Persistent link: https://www.econbiz.de/10011878130
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