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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:"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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Auslandsinvestition
Dynamic equilibrium
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21
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21
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15
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12
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Caporale, Guglielmo Maria
Gupta, Rangan
Mills, Terence C.
Franses, Philip Hans
8
Brooks, Chris
6
Clements, Michael P.
6
García-Ferrer, Antonio
6
Chen, Cathy W. S.
5
Hall, Stephen G.
5
MacDonald, Ronald
5
Satchell, Stephen
5
Granger, C. W. J.
4
Karathanasopoulos, Andreas
4
Kouretas, Georgios P.
4
Kunst, Robert M.
4
Lee, Jack C.
4
Marcellino, Massimiliano
4
McAleer, Michael
4
Peel, David
4
Prakash, Arun J.
4
Ravishanker, Nalini
4
Reeves, Jonathan J.
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So, Mike Ka-pui
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Soydemir, Gökçe A.
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Chan, Wai-Sum
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Herwartz, Helmut
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Hyndman, Rob J.
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Jiang, He
3
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Applied financial economics
Journal of forecasting
CESifo working papers
47
Economics and finance working paper series
30
Applied economics
21
Department of Economics working paper series
21
Discussion paper / Centre for Economic Forecasting
17
Working papers / University of Connecticut, Department of Economics
15
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12
Finance research letters
12
Economic modelling
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Applied economics letters
8
Economic research paper / Loughborough University, Department of Economics
8
Economics letters
8
Energy economics
8
International journal of finance & economics : IJFE
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Bulletin of economic research
6
Computational economics
6
International review of economics & finance : IREF
6
Journal of international financial markets, institutions & money
6
The North American journal of economics and finance : a journal of financial economics studies
6
Research in international business and finance
5
Scottish journal of political economy : the journal of the Scottish Economic Society
5
Department of Economics working papers
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
Journal of economic studies
4
Journal of international money and finance
4
Journal of policy modeling : JPMOD ; a social science forum of world issues
4
Oxford bulletin of economics and statistics
4
Annals of economics and finance
3
Economics discussion paper series / Loughborough University, Department of Economics
3
Empirica : journal of european economics
3
International economic journal
3
International review of financial analysis
3
Journal of economic surveys
3
Journal of macroeconomics
3
Journal of multinational financial management
3
South African journal of economic and management sciences
3
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ECONIS (ZBW)
17
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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
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:
8
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
Saved in:
9
Long rage dependence in daily stock returns
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied financial economics
14
(
2004
)
6
,
pp. 375-383
Persistent link: https://www.econbiz.de/10001970911
Saved in:
10
Modelling East Asian exchange rates : a Markov-switching approach
Caporale, Guglielmo Maria
;
Spagnolo, Nicola
- In:
Applied financial economics
14
(
2004
)
4
,
pp. 233-242
Persistent link: https://www.econbiz.de/10001939262
Saved in:
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