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~isPartOf:"Department of Economics working paper series"
~isPartOf:"Economia internazionale"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of economics and finance"
~isPartOf:"Working Papers / Department of Economics, Faculty of Economic and Management Sciences"
~isPartOf:"Working papers / University of Connecticut, Department of Economics"
~language:"eng"
~person:"Algahtani, Ibrahim M."
~person:"Bhatti, Razzaque H."
~person:"Chisadza, Carolyn"
~person:"Gil-Alana, Luis A."
~person:"Gupta, Rangan"
~person:"Mosoma, Khumbuzile C."
~subject:"Cointegration"
~subject:"Prognose"
~subject:"South Africa"
~subject:"long memory"
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Cointegration
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Algahtani, Ibrahim M.
Bhatti, Razzaque H.
Chisadza, Carolyn
Gil-Alana, Luis A.
Gupta, Rangan
Mosoma, Khumbuzile C.
Miller, Stephen M.
9
Balcilar, Mehmet
7
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Hatemi-J, Abdulnasser
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ECONIS (ZBW)
30
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1
A DSGE-VAR model for forecasting key South African macroeconomic variables
Gupta, Rangan
;
Steinbach, Rudi
- In:
Economic modelling
33
(
2013
),
pp. 19-33
Persistent link: https://www.econbiz.de/10010192067
Saved in:
2
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:
3
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:
4
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:
5
Predicting multi-scale positive and negative stock market bubbles in a panel of G7 countries : the role of oil price uncertainty
Van Eyden, Reneé
;
Gupta, Rangan
;
Sheng, Xin
;
Nielsen, …
-
2023
Persistent link: https://www.econbiz.de/10014369400
Saved in:
6
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:
7
Measuring total factor productivity in the South African agricultural sector using a growth accounting framework
Mosoma, Khumbuzile C.
;
Van Eyden, Reneé
;
Bohlmann, …
-
2023
Persistent link: https://www.econbiz.de/10014253787
Saved in:
8
Quantifying the economic effects of land reform policy in South Africa : a computable general equilibrium analysis
Mosoma, Khumbuzile C.
;
Bohlmann, Heinrich R.
;
Ntombela, …
-
2023
Persistent link: https://www.econbiz.de/10014253792
Saved in:
9
Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
-
2023
Persistent link: https://www.econbiz.de/10014304985
Saved in:
10
Safe havens, machine learning, and the sources of geopolitical risk : a forecasting analysis using over a century of data
Gupta, Rangan
;
Karmakar, Sayar
;
Pierdzioch, Christian
-
2022
Persistent link: https://www.econbiz.de/10012794059
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