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~isPartOf:"Economia internazionale"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"Working Papers / Department of Economics, Faculty of Economic and Management Sciences"
~person:"Adedeji, Olumuyiwa S."
~person:"Al-Shayeb, Abdulrahman"
~person:"Andersson, Per-Åke"
~person:"Bonga-Bonga, Lumengo"
~person:"Gil-Alana, Luis A."
~person:"Gupta, Rangan"
~person:"Hatemi-J, Abdulnasser"
~subject:"Cointegration"
~subject:"Prognoseverfahren"
~subject:"South Africa"
~subject:"long memory"
~type_genre:"Article in journal"
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Cointegration
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Adedeji, Olumuyiwa S.
Al-Shayeb, Abdulrahman
Andersson, Per-Åke
Bonga-Bonga, Lumengo
Gil-Alana, Luis A.
Gupta, Rangan
Hatemi-J, Abdulnasser
Tronzano, Marco
7
Dai, Zhifeng
5
Pierdzioch, Christian
5
Al-Yahyaee, Khamis Hamed
3
Beckmann, Joscha
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Chen, Cathy W. S.
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Holmes, Mark J.
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Mensi, Walid
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Nonejad, Nima
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Qiao, Gaoxiu
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Risse, Marian
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Salisu, Afees A.
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Ur Rehman, Mobeen
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Wohar, Mark E.
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Wu, Xinyu
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Zhang, Yaojie
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Balcilar, Mehmet
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Belke, Ansgar
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Biyase, Mduduzi
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Kok Haur Ng
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Liu, Li
2
Ma, Feng
2
Masih, Mansur
2
Moosa, Imad A.
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Odhiambo, Nicholas M.
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Economia internazionale
The North American journal of economics and finance : a journal of financial economics studies
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
Applied economics
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13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
The South African journal of economics
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
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Journal of applied economics
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Journal of behavioral and experimental economics
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Journal of economics and finance
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Journal of forecasting
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Journal of housing economics
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ECONIS (ZBW)
19
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1
Municipal infrastructure spending capacity in south africa: a panel smooth transition regression approach
Mbanda, Vandudzai
;
Bonga-Bonga, Lumengo
- In:
Economia internazionale
76
(
2023
)
1
,
pp. 41-64
Persistent link: https://www.econbiz.de/10014267121
Saved in:
2
Testing for the tourism led economic growth hypothesis in Sweden with structural breaks
Hatemi-J, Abdulnasser
;
Maneschiöld, Per-Ola
- In:
Economia internazionale
74
(
2021
)
3
,
pp. 293-310
Persistent link: https://www.econbiz.de/10013164457
Saved in:
3
Prediction of stock market direction : application of machine learning models
Dimingo, Roselyn
;
Muteba Mwamba, John
;
Bonga-Bonga, Lumengo
- In:
Economia internazionale
74
(
2021
)
4
,
pp. 499-536
Persistent link: https://www.econbiz.de/10013164505
Saved in:
4
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
5
Does inequality help in forecasting equity premium in a panel of G7 countries?
Christou, Christina
;
Gupta, Rangan
;
Jawadi, Fredj
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012822273
Saved in:
6
Time-varying predictability of oil market movements over a century of data : The role of US financial stress
Gupta, Rangan
;
Kanda, Patrick
;
Tiwari, Aviral Kumar
; …
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012201357
Saved in:
7
Time-varying risk aversion and realized gold volatility
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
50
(
2019
)
101048
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012204443
Saved in:
8
The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom : evidence from a nonparametric causality-in-quantiles test using over...
Gupta, Rangan
;
Risse, Marian
;
Volkman, David A.
;
Wohar, …
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 391-405
Persistent link: https://www.econbiz.de/10012117890
Saved in:
9
Does partisan conflict predict a reduction in US stock market (realized) volatility? : evidence from a quantile-on-quantile regression model
Gupta, Rangan
;
Pierdzioch, Christian
;
Selmi, Refk
; …
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 87-96
Persistent link: https://www.econbiz.de/10012036263
Saved in:
10
Do precious metal prices help in forecasting South African inflation?
Balcilar, Mehmet
;
Katzke, Nico
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
40
(
2017
),
pp. 63-72
Persistent link: https://www.econbiz.de/10011878788
Saved in:
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