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~isPartOf:"Applied economics letters"
~isPartOf:"Department of Economics working paper series"
~isPartOf:"Economia internazionale"
~isPartOf:"Global business & economics review"
~isPartOf:"Journal of economics and finance"
~isPartOf:"Journal of housing economics"
~isPartOf:"Studies in economics and finance"
~isPartOf:"Working Papers / Department of Economics, Faculty of Economic and Management Sciences"
~language:"eng"
~person:"Chisadza, Carolyn"
~person:"Chitiga, Margaret"
~person:"Gupta, Rangan"
~person:"Van Der Westhuizen, Chevaughn"
~subject:"Prognose"
~subject:"South Africa"
~subject:"VAR-Modell"
~subject:"long memory"
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Prognose
South Africa
VAR-Modell
long memory
Volatility
66
Volatilität
66
Forecasting model
54
Prognoseverfahren
54
Estimation
50
Schätzung
50
Welt
41
World
41
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12
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12
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25
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8
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29
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10
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26
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26
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10
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English
Undetermined
20
Author
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Chisadza, Carolyn
Chitiga, Margaret
Gupta, Rangan
Van Der Westhuizen, Chevaughn
Pierdzioch, Christian
16
Aye, Goodness C.
5
Van Eyden, Reneé
5
McMillin, W. Douglas
4
Ruelke, Jan-Christoph
4
Sheng, Xin
4
Österholm, Pär
4
Baghestani, Hamid
3
Balcilar, Mehmet
3
Biyase, Mduduzi
3
Bohlmann, Heinrich R.
3
Gil-Alaña, Luis A.
3
Ji, Qiang
3
Karmakar, Sayar
3
Koch, Steven F.
3
Koray, Faik
3
Odhiambo, Nicholas M.
3
Salisu, Afees A.
3
Soave, Gian Paulo
3
Ward, Bert
3
Ҫepni, Oğuzhan
3
Atems, Bebonchu
2
Berument, Hakan
2
Bonato, Matteo
2
Caraiani, Petre
2
Cepni, Oguzhan
2
Chang, Tsangyao
2
Fackler, James Sherman
2
Gomes, Fábio A.
2
Hatemi-J, Abdulnasser
2
Kwon, Dohyoung
2
Lahiri, Kajal
2
Lim, Hyunjoon
2
Ma, Feng
2
Marfatia, Hardik
2
Marfatia, Hardik A.
2
Mosoma, Khumbuzile C.
2
Nyasha, Sheilla
2
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Department of Economics, Faculty of Economic and Management Sciences
3
Published in...
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Applied economics letters
Department of Economics working paper series
Economia internazionale
Global business & economics review
Journal of economics and finance
Journal of housing economics
Studies in economics and finance
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
Applied economics
13
Energy economics
10
The South African journal of economics
9
Working papers / University of Connecticut, Department of Economics
5
Annals of financial economics
4
Economics letters
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
International review of economics & finance : IREF
4
Applied financial economics
3
Defence and peace economics
3
International business and economics research journal
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Economic modelling
2
Journal of behavioral and experimental economics
2
Journal of business economics and management
2
The North American journal of economics and finance : a journal of financial economics studies
2
The journal of real estate finance and economics
2
University of Milan Bicocca Department of Economics, Management and Statistics Working Paper
2
Working Papers / Department of Economics, Fakulteit Ekonomiese en Bestuurswetenskappe
2
CREATES research paper
1
Cardiff economics working papers
1
Contemporary economics
1
EERI research paper series
1
Econometric Institute research papers
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Economics & finance notes
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Economics : the open-access, open-assessment e-journal
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Economics : the open-access, open-assessment journal
1
Economics Working Paper
1
Economics of transition and institutional change
1
Economics working paper
1
Economics, management and financial markets
1
Empirica : journal of european economics
1
Empirical Economics, Forthcoming
1
Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
1
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ECONIS (ZBW)
36
RePEc
3
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1
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39
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1
South Africa's monetary policy independence : evidence from a Global New-Keynesian DSGE model
Waal, Annari de
;
Gupta, Rangan
;
Jooste, Charl
- In:
Applied economics letters
25
(
2018
)
12
,
pp. 840-846
Persistent link: https://www.econbiz.de/10012130449
Saved in:
2
Multi-task forecasting of the realized volatilities of agricultural commodity prices
Gupta, Rangan
;
Pierdzioch, Christian
-
2024
Persistent link: https://www.econbiz.de/10014553246
Saved in:
3
Forecasting stock returns volatility of the G7 over centuries : the role of climate risks
Bouri, Elie
;
Gupta, Rangan
;
Liphadzi, Asingamaanda
; …
-
2024
Persistent link: https://www.econbiz.de/10014553267
Saved in:
4
Forecasting growth-at-risk of the United States : housing price versus housing sentiment or attention
Cepni, Oguzhan
;
Gupta, Rangan
;
Pierdzioch, Christian
-
2024
Persistent link: https://www.econbiz.de/10014483637
Saved in:
5
The effects of disaggregate oil shocks on aggregate expected skewness of the United States
Sheng, Xin
;
Gupta, Rangan
;
Ji, Qiang
-
2023
Persistent link: https://www.econbiz.de/10013502430
Saved in:
6
Fiscal policy and stock markets at the effective lower bound
André, Christophe
;
Caraiani, Petre
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014281696
Saved in:
7
Forecasting international financial stress : the role of climate risks
Del Fava, Santino
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
-
2023
Persistent link: https://www.econbiz.de/10014364827
Saved in:
8
Monetary policy effectiveness in the face of uncertainty : the real macroeconomic impact of a monetary policy shock in South Africa during high and low uncertainty states
Van Der Westhuizen, Chevaughn
;
Van Eyden, Reneé
;
Aye, …
-
2023
Persistent link: https://www.econbiz.de/10014369392
Saved in:
9
Climate risks and stock market volatility over a century in an emerging market economy : the case of South Africa
Wu, Kejin
;
Karmakar, Sayar
;
Gupta, Rangan
;
Pierdzioch, …
-
2023
Persistent link: https://www.econbiz.de/10014336437
Saved in:
10
Oil price returns skewness and forecastability of international stock returns over one century of data
Salisu, Afees A.
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443111
Saved in:
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