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~isPartOf:"Applied economics"
~isPartOf:"Economic modelling"
~isPartOf:"Energy economics"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of multinational financial management"
~person:"Baltagi, Badi H."
~person:"Escanciano, Juan Carlos"
~person:"Gupta, Rangan"
~person:"Hautsch, Nikolaus"
~subject:"VAR-Modell"
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VAR-Modell
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Baltagi, Badi H.
Escanciano, Juan Carlos
Gupta, Rangan
Hautsch, Nikolaus
Balcilar, Mehmet
4
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Marcellino, Massimiliano
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Mignon, Valérie
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Thai-Ha Le
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ECONIS (ZBW)
7
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1
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:
2
Is there a role for uncertainty in forecasting output growth in OECD countries? : evidence from a time-varying parameter-panel vector autoregressive model
Aye, Goodness C.
;
Gupta, Rangan
;
Lau, Chi Keung
;
Sheng, Xin
- In:
Applied economics
51
(
2019
)
33
,
pp. 3624-3631
Persistent link: https://www.econbiz.de/10012196883
Saved in:
3
Economic policy uncertainty and stock market returns in PacificRim countries : evidence based on a Bayesian panel VAR model
Christou, Christina
;
Cuñado Eizaguirre, Juncal
;
Gupta, …
- In:
Journal of multinational financial management
40
(
2017
),
pp. 92-102
Persistent link: https://www.econbiz.de/10011927815
Saved in:
4
Common cycles and common trends in the stock and oil markets : evidence from more than 150 years of data
Balcilar, Mehmet
;
Gupta, Rangan
;
Wohar, Mark E.
- In:
Energy economics
61
(
2017
),
pp. 72-86
Persistent link: https://www.econbiz.de/10011737672
Saved in:
5
Forecasting macroeconomic data for an emerging market with a nonlinear DSGE model
Balcilar, Mehmet
;
Gupta, Rangan
;
Kotzé, Kevin
- In:
Economic modelling
44
(
2015
),
pp. 215-228
Persistent link: https://www.econbiz.de/10011326254
Saved in:
6
Is the relationship between monetary policy and house prices asymmetric across bull and bear markets in South Africa? : evidence from a Markov-switching vector autoregressive model
Simo-Kengne, Beatrice D.
;
Balcilar, Mehmet
;
Gupta, Rangan
; …
- In:
Economic modelling
32
(
2013
),
pp. 161-171
Persistent link: https://www.econbiz.de/10009760669
Saved in:
7
Pitfalls in backtesting Historical Simulation VaR models
Escanciano, Juan Carlos
;
Pei, Pei
- In:
Journal of banking & finance
36
(
2012
)
8
,
pp. 2233-2244
Persistent link: https://www.econbiz.de/10009655641
Saved in:
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