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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:"Salisu, Afees A."
~subject:"Fractional integration"
~subject:"Geldpolitik"
~subject:"Risiko"
~subject:"VAR-Modell"
~type_genre:"Conference paper"
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Fractional integration
Geldpolitik
Risiko
VAR-Modell
Estimation
207
Schätzung
207
Capital income
61
Kapitaleinkommen
61
Börsenkurs
60
Forecasting model
60
Prognoseverfahren
60
Share price
60
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60
Volatilität
60
USA
54
United States
54
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44
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39
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38
Welt
37
World
37
VAR model
31
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28
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26
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26
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25
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24
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24
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17
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87
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2
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1
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87
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Caporale, Guglielmo Maria
Castelnuovo, Efrem
Ghosh, Taniya
Gupta, Rangan
Salisu, Afees A.
Gil-Alaña, Luis A.
36
Balcilar, Mehmet
15
Serletis, Apostolos
12
Wohar, Mark E.
12
Apergēs, Nikolaos
10
Christou, Christina
9
Gozgor, Giray
9
Lau, Chi Keung
9
Lee, Chien-chiang
9
Mumtaz, Haroon
9
Belke, Ansgar
8
Chiang, Thomas C.
8
Hammoudeh, Shawkat
8
Papadamou, Stephanos
8
Scharler, Johann
8
Tiwari, Aviral Kumar
8
Wang, Yudong
8
Cepni, Oguzhan
7
Ji, Qiang
7
Sheng, Xin
7
Xuan Vinh Vo
7
Bahmani-Oskooee, Mohsen
6
Bali, Turan G.
6
Caraiani, Petre
6
Carcel, Hector
6
Huber, Florian
6
Jawadi, Fredj
6
Long, Huaigang
6
Lütkepohl, Helmut
6
Ma, Feng
6
Ma, Jun
6
Marcellino, Massimiliano
6
Panagiōtidēs, Theodōros
6
Pierdzioch, Christian
6
Rodriguez, Gabriel
6
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Economics letters
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Finance research letters
5
Research in international business and finance
5
The North American journal of economics and finance : a journal of financial economics studies
4
Applied economics letters
3
Energy economics
3
International review of economics & finance : IREF
3
Journal for studies in economics and econometrics : SEE
3
Annals of financial economics
2
Applied economics
2
Emerging markets review
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of multinational financial management
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Macroeconomic dynamics
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Macroeconomics and finance in emerging market economies
2
Open economies review
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Defence and peace economics
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance
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International review of financial analysis
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Journal of applied econometrics
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Journal of economic dynamics & control
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Journal of economics and finance
1
Journal of financial markets
1
Journal of international financial markets, institutions & money
1
Journal of international money and finance
1
Journal of international trade & economic development : an international and comparative review
1
Journal of macroeconomics
1
Journal of risk
1
Pacific-Basin finance journal
1
Structural change and economic dynamics : SC+ED
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ECONIS (ZBW)
87
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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
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:
3
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:
4
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:
5
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:
6
Are real interest rates a monetary phenomenon? : evidence from 700 years of data
Plakandaras, Vasilios
;
Gupta, Rangan
;
Karmakar, Sayar
; …
- In:
Research in international business and finance
66
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014463176
Saved in:
7
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:
8
Is there a national housing market bubble brewing in the United States?
Gupta, Rangan
;
Ma, Jun
;
Theodoridis, Konstantinos
; …
- In:
Macroeconomic dynamics
27
(
2023
)
8
,
pp. 2191-2228
Persistent link: https://www.econbiz.de/10014436663
Saved in:
9
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:
10
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
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