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~isPartOf:"Applied financial economics"
~isPartOf:"Journal of forecasting"
~language:"eng"
~language:"ita"
~language:"lit"
~language:"vie"
~person:"Caporale, Guglielmo Maria"
~person:"Gupta, Rangan"
~person:"Herwartz, Helmut"
~person:"Mills, Terence C."
~subject:"Auslandsinvestition"
~subject:"Dynamic equilibrium"
~subject:"Supply chain"
~subject:"Theory"
~subject:"VAR model"
~subject:"Wirkungsanalyse"
~type_genre:"Article in journal"
~type_genre:"Aufsatzsammlung"
~type_genre:"Fallstudie"
~type_genre:"Graue Literatur"
~type_genre:"Non-commercial literature"
~type_genre:"Statistik"
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Caporale, Guglielmo Maria
Gupta, Rangan
Herwartz, Helmut
Mills, Terence C.
Franses, Philip Hans
8
Brooks, Chris
6
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6
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Applied financial economics
Journal of forecasting
CESifo working papers
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17
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14
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
9
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International journal of finance & economics : IJFE
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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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International review of economics & finance : IREF
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Oxford bulletin of economics and statistics
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The North American journal of economics and finance : a journal of financial economics studies
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Research in international business and finance
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Scottish journal of political economy : the journal of the Scottish Economic Society
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Department of Economics working papers
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
International journal of forecasting
4
Journal of economic studies
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Journal of policy modeling : JPMOD ; a social science forum of world issues
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Macroeconomic dynamics
4
SFB 649 discussion paper
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The European journal of finance
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ECONIS (ZBW)
20
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1
Policy uncertainty and stock market volatility revisited : the predictive role of signal quality
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2307-2321
Persistent link: https://www.econbiz.de/10014432898
Saved in:
2
Structural and predictive analyses with a mixed copula-based vector autoregression model
Woraphon Yamaka
;
Gupta, Rangan
;
Sukrit Thongkairat
; …
- In:
Journal of forecasting
42
(
2023
)
2
,
pp. 223-239
Persistent link: https://www.econbiz.de/10014292148
Saved in:
3
Interest rate uncertainty and the predictability of bank revenues
Cepni, Oguzhan
;
Demirer, Rıza
;
Gupta, Rangan
;
Sensoy, Ahmet
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1559-1569
Persistent link: https://www.econbiz.de/10013465714
Saved in:
4
Forecasting key US macroeconomic variables with a factor‐augmented Qual VAR
Gupta, Rangan
;
Olson, Eric
;
Wohar, Mark E.
- In:
Journal of forecasting
36
(
2017
)
6
,
pp. 640-650
Persistent link: https://www.econbiz.de/10011861401
Saved in:
5
Can the Sharia-based Islamic stock market returns be forecasted using large number of predictors and models?
Gupta, Rangan
;
Hammoudeh, Shawkat
;
Simo-Kengne, Beatrice D.
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1147-1157
Persistent link: https://www.econbiz.de/10010418941
Saved in:
6
Modelling the volatility of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model
Nasr, Adnen Ben
;
Ajmi, Ahdi Noomen
;
Gupta, Rangan
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 993-1004
Persistent link: https://www.econbiz.de/10010415355
Saved in:
7
On the predictive content of autoregression residuals : a semiparametric, Copula-based approach to time series prediction
Herwartz, Helmut
- In:
Journal of forecasting
32
(
2013
)
4
,
pp. 353-368
Persistent link: https://www.econbiz.de/10009775499
Saved in:
8
Forecasting macroeconomic variables in a small open economy : a comparison between small- and large-scale models
Gupta, Rangan
;
Kabundi, Alain
- In:
Journal of forecasting
29
(
2010
)
1/2
,
pp. 168-185
Persistent link: https://www.econbiz.de/10003951827
Saved in:
9
Adaptive forecasting of the EURIBOR swap term structure
Blaskowitz, Oliver
;
Herwartz, Helmut
- In:
Journal of forecasting
28
(
2009
)
7
,
pp. 575-594
Persistent link: https://www.econbiz.de/10003902215
Saved in:
10
A New-Keynesisan DSGE model for forecasting the South African economy
Liu, Guangling
;
Gupta, Rangan
;
Schaling, Eric
- In:
Journal of forecasting
28
(
2009
)
5
,
pp. 387-404
Persistent link: https://www.econbiz.de/10003878594
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