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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:"Belke, Ansgar"
~person:"Gil-Alana, Luis A."
~person:"Gil-Alaña, Luis A."
~person:"Gupta, Rangan"
~subject:"Cointegration"
~subject:"Prognoseverfahren"
~subject:"South Africa"
~subject:"long memory"
~type_genre:"Article in journal"
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Cointegration
Prognoseverfahren
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long memory
Estimation
16
Schätzung
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16
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13
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Belke, Ansgar
Gil-Alana, Luis A.
Gil-Alaña, Luis A.
Gupta, Rangan
Tronzano, Marco
7
Dai, Zhifeng
5
Pierdzioch, Christian
5
Hatemi-J, Abdulnasser
4
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
3
Nonejad, Nima
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Qiao, Gaoxiu
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Risse, Marian
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Salisu, Afees A.
3
Ur Rehman, Mobeen
3
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Wu, Xinyu
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Zhang, Yaojie
3
Al-Jarrah, Idries Mohammad Wanas
2
Balcilar, Mehmet
2
Biyase, Mduduzi
2
Bonga-Bonga, Lumengo
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Chan, Chia-Ying
2
Feridun, Mete
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Guo, Shuxin
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Hammoudeh, Shawkat
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Hau, Liya
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Ho, Kin-Yip
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Kok Haur Ng
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Liu, Li
2
Ma, Feng
2
Masih, Mansur
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Moosa, Imad A.
2
Odhiambo, Nicholas M.
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Otero, Jesús G.
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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
30
Energy economics
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
The South African journal of economics
12
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Applied economics letters
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International review of economics & finance : IREF
9
International journal of finance & economics : IJFE
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Economics letters
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Annals of financial economics
4
The journal of real estate finance and economics
4
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3
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Empirica : journal of european economics
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2
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2
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Oxford bulletin of economics and statistics
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Review of financial economics : RFE
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Studies in economics and finance
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Tourism economics : the business and finance of tourism and recreation
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African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
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Applied economics quarterly
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CESifo economic studies : CESifo, a joint initiative of the University of Munich's Center for Economic Studies and the Ifo Institute
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Contemporary economics
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Economics, management and financial markets
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Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
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Global business & economics review
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ECONIS (ZBW)
15
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1
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:
2
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:
3
A fractional cointegration var analysis of exchange rate dynamics
Gil-Alaña, Luis A.
;
Carcel, Hector
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012658798
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Temporal causality between house prices and output in the US : a bootstrap rolling-window approach
Nyakabawo, Wendy
;
Miller, Stephen M.
;
Balcilar, Mehmet
; …
- In:
The North American journal of economics and finance : a …
33
(
2015
),
pp. 55-73
Persistent link: https://www.econbiz.de/10011534355
Saved in:
10
Does the price of oil help predict inflation in South Africa? : historical evidence using a frequency domain approach
Gupta, Rangan
;
Kanda, Patrick T.
- In:
Economia internazionale
68
(
2015
)
4
,
pp. 451-467
Persistent link: https://www.econbiz.de/10011428268
Saved in:
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