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type_genre:"Article in journal"
type_genre:"Survey"
~accessRights:"restricted"
~person:"Caporale, Guglielmo Maria"
~person:"Ghosh, Taniya"
~person:"Gupta, Rangan"
~person:"Salisu, Afees A."
~person:"Tiwari, Aviral Kumar"
~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
243
Schätzung
243
Capital income
72
Kapitaleinkommen
72
Volatility
72
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70
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Caporale, Guglielmo Maria
Ghosh, Taniya
Gupta, Rangan
Salisu, Afees A.
Tiwari, Aviral Kumar
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
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Wang, Yudong
8
Cepni, Oguzhan
7
Ji, Qiang
7
Rodriguez, Gabriel
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Sheng, Xin
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Xuan Vinh Vo
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Afonso, António
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Bahmani-Oskooee, Mohsen
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Bali, Turan G.
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Caraiani, Petre
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Carcel, Hector
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Castelnuovo, Efrem
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Huber, Florian
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Jawadi, Fredj
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Long, Huaigang
6
Lütkepohl, Helmut
6
Ma, Feng
6
Ma, Jun
6
Marcellino, Massimiliano
6
Panagiōtidēs, Theodōros
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Finance research letters
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Economics letters
5
Research in international business and finance
5
Applied economics letters
4
Energy economics
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The North American journal of economics and finance : a journal of financial economics studies
4
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International review of economics & finance : IREF
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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 policy modeling : JPMOD ; a social science forum of world issues
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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Journal of quantitative economics
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Journal of risk
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Macroeconomic dynamics
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Pacific-Basin finance journal
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Structural change and economic dynamics : SC+ED
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Studies in economics and finance
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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
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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