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type_genre:"Article in journal"
type_genre:"Survey"
~accessRights:"restricted"
~person:"Caporale, Guglielmo Maria"
~person:"Castelnuovo, Efrem"
~person:"Ghosh, Taniya"
~person:"Gupta, Rangan"
~person:"Huber, Florian"
~person:"Salisu, Afees A."
~subject:"Fractional integration"
~subject:"Geldpolitik"
~subject:"Risiko"
~subject:"VAR-Modell"
~type_genre:"Conference paper"
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Fractional integration
Geldpolitik
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VAR-Modell
Estimation
220
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220
Forecasting model
67
Prognoseverfahren
67
Volatility
64
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Caporale, Guglielmo Maria
Castelnuovo, Efrem
Ghosh, Taniya
Gupta, Rangan
Huber, Florian
Salisu, Afees A.
Gil-Alaña, Luis A.
37
Balcilar, Mehmet
15
Serletis, Apostolos
12
Wohar, Mark E.
12
Apergēs, Nikolaos
10
Christou, Christina
9
Gozgor, Giray
9
Hammoudeh, Shawkat
9
Lau, Chi Keung
9
Lee, Chien-chiang
9
Mumtaz, Haroon
9
Tiwari, Aviral Kumar
9
Belke, Ansgar
8
Chiang, Thomas C.
8
Papadamou, Stephanos
8
Scharler, Johann
8
Wang, Yudong
8
Cepni, Oguzhan
7
Ji, Qiang
7
Rodriguez, Gabriel
7
Sheng, Xin
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Xuan Vinh Vo
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Abakah, Emmanuel Joel Aikins
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Afonso, António
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Bahmani-Oskooee, Mohsen
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Bali, Turan G.
6
Bouri, Elie
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Caraiani, Petre
6
Carcel, Hector
6
Jawadi, Fredj
6
Long, Huaigang
6
Lütkepohl, Helmut
6
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6
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Economics letters
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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4
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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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Journal of multinational financial management
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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Journal of economics and finance
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Journal of financial markets
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Journal of international financial markets, institutions & money
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Journal of international money and finance
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Journal of international trade & economic development : an international and comparative review
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ECONIS (ZBW)
94
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1
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:
2
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 280-293
Persistent link: https://www.econbiz.de/10014631538
Saved in:
3
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:
4
Productivity and GDP : international evidence of persistence and trends over 130 years of data
Gil-Alaña, Luis A.
;
Solarin Sakiru Adebola
;
Balcilar, …
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
3
,
pp. 1219-1246
Persistent link: https://www.econbiz.de/10014226350
Saved in:
5
Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
Saved in:
6
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:
7
Climate risk and the volatility of agricultural commodity price fluctuations : a prediction experiment
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Behavioral Finance and Asset Prices : The Influence of …
,
(pp. 23-44)
.
2023
Persistent link: https://www.econbiz.de/10014282545
Saved in:
8
A test for the contributions of urban and rural inflation to inflation persistence in Nigeria
Ebuh, Godday Uwawunkonye
;
Salisu, Afees A.
;
Oboh, …
- In:
Macroeconomics and finance in emerging market economies
16
(
2023
)
2
,
pp. 222-246
Persistent link: https://www.econbiz.de/10014319831
Saved in:
9
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:
10
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
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