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~isPartOf:"Department of Economics working paper series"
~isPartOf:"Economia internazionale"
~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:"Bhatti, Razzaque H."
~person:"Chisadza, Carolyn"
~person:"Gil-Alana, Luis A."
~person:"Gupta, Rangan"
~subject:"Cointegration"
~subject:"Prognose"
~subject:"Schock"
~subject:"South Africa"
~subject:"long memory"
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Cointegration
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Bhatti, Razzaque H.
Chisadza, Carolyn
Gil-Alana, Luis A.
Gupta, Rangan
Miller, Stephen M.
9
Balcilar, Mehmet
7
Pierdzioch, Christian
7
Tronzano, Marco
7
Sheng, Xin
6
Aye, Goodness C.
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Hatemi-J, Abdulnasser
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Ҫepni, Oğuzhan
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Aysun, Uluc
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Bonato, Matteo
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Bonga-Bonga, Lumengo
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Department of Economics, Faculty of Economic and Management Sciences
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Department of Economics working paper series
Economia internazionale
Journal of economics and finance
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
Working papers / University of Connecticut, Department of Economics
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Applied economics letters
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The South African journal of economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
37
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3
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1
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:
2
Time-varying effects of extreme weather shocks on output growth of the United States
Sheng, Xin
;
Gupta, Rangan
;
Cepni, Oguzhan
-
2023
Persistent link: https://www.econbiz.de/10014329744
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
Monetary policy shocks and multi-scale positive and negative bubbles in an emerging country : the case of India
Çepni, Oğuzhan
;
Gupta, Rangan
;
Nel, Jacobus
;
Nielsen, …
-
2023
Persistent link: https://www.econbiz.de/10014253784
Saved in:
8
Technological shocks and stock market volatility over a century : a GARCHMIDAS approach
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014253794
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
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:
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