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type_genre:"Article in journal"
type_genre:"Survey"
~accessRights:"restricted"
~isPartOf:"Applied economics letters"
~isPartOf:"Economics letters"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA"
~person:"Blazsek, Szabolcs"
~person:"Caporale, Guglielmo Maria"
~person:"Ghosh, Taniya"
~person:"Gupta, Rangan"
~person:"Salisu, Afees A."
~subject:"Einkommensverteilung"
~subject:"Geldpolitik"
~subject:"Prognoseverfahren"
~subject:"Risiko"
~subject:"VAR-Modell"
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Einkommensverteilung
Geldpolitik
Prognoseverfahren
Risiko
VAR-Modell
Estimation
30
Schätzung
30
USA
14
United States
14
Forecasting model
10
Volatility
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VAR model
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Asymmetry
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Climate change
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Blazsek, Szabolcs
Caporale, Guglielmo Maria
Ghosh, Taniya
Gupta, Rangan
Salisu, Afees A.
Balcilar, Mehmet
4
Pierdzioch, Christian
4
Sheng, Xin
4
Cai, Yifei
3
Caraiani, Petre
3
Cepni, Oguzhan
3
Chang, Tsangyao
3
He, Zhifang
3
Huang, Wei-Qiang
3
Ji, Qiang
3
Ma, Feng
3
Siliverstovs, Boriss
3
Wang, Yudong
3
Wohar, Mark E.
3
Berument, Hakan
2
Caggiano, Giovanni
2
Castelnuovo, Efrem
2
Christou, Christina
2
Feng, Jiabao
2
Floro, Danvee
2
Gu, Xinhua
2
Guérin, Pierre
2
Haan, Jakob de
2
Huang, Dengshi
2
Karlsson, Sune
2
Kempa, Bernd
2
Kim, Young Min
2
Lee, Doowon
2
Lei, Chun Kwok
2
Li, Pan
2
Li, Tao
2
Liu, Peipei
2
Lu, Xinjie
2
Lütkepohl, Helmut
2
Mangee, Nicholas
2
Marfatia, Hardik A.
2
Mendonça, Helder Ferreira de
2
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Applied economics letters
Economics letters
International review of economics & finance : IREF
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
Finance research letters
10
The North American journal of economics and finance : a journal of financial economics studies
8
Applied economics
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Research in international business and finance
5
Energy economics
4
International journal of finance & economics : IJFE
3
Journal for studies in economics and econometrics : SEE
3
Open economies review
3
Annals of financial economics
2
Emerging markets review
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
International review of financial analysis
2
Journal of forecasting
2
Journal of macroeconomics
2
Journal of multinational financial management
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Macroeconomics and finance in emerging market economies
2
Structural change and economic dynamics : SC+ED
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The European journal of finance
2
Contemporary economics
1
Defence and peace economics
1
Economic modelling
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets, finance and trade : EMFT
1
Empirica : journal of european economics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Eurasian economic review : a journal in applied macroeconomics and finance
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance
1
International journal of forecasting
1
Journal of financial markets
1
Journal of international financial markets, institutions & money
1
Journal of international money and finance
1
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ECONIS (ZBW)
20
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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
Sentiment regimes and reaction of stock markets to conventional and unconventional monetary policies : evidence from OECD countries
Cepni, Oguzhan
;
Gupta, Rangan
;
Ji, Qiang
- In:
The journal of behavioral finance : a publication of …
24
(
2023
)
3
,
pp. 365-381
Persistent link: https://www.econbiz.de/10014330982
Saved in:
3
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:
4
Prediction accuracy of volatility using the score-driven Meixner distribution : an application to the Dow Jones
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics letters
29
(
2022
)
2
,
pp. 111-117
Persistent link: https://www.econbiz.de/10012803390
Saved in:
5
Forecasting charge-off rates with a panel Tobit model : the role of uncertainty
Sheng, Xin
;
Gupta, Rangan
;
Ji, Qiang
- In:
Applied economics letters
29
(
2022
)
10
,
pp. 927-931
Persistent link: https://www.econbiz.de/10013411847
Saved in:
6
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:
7
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:
8
A note on oil price shocks and the forecastability of gold realized volatility
Demirer, Rıza
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
Applied economics letters
28
(
2021
)
21
,
pp. 1889-1897
Persistent link: https://www.econbiz.de/10012697706
Saved in:
9
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:
10
High-frequency predictability of housing market movements of the United States : the role of economic sentiment
Balcilar, Mehmet
;
Bouri, Elie
;
Gupta, Rangan
;
Kyei, …
- In:
The journal of behavioral finance : a publication of …
22
(
2021
)
4
,
pp. 490-498
Persistent link: https://www.econbiz.de/10012649950
Saved in:
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