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~isPartOf:"Economic modelling"
~language:"eng"
~person:"Aghion, Philippe"
~person:"Fabozzi, Frank J."
~person:"Gupta, Rangan"
~person:"Long, Ngo Van"
~person:"Miceli, Thomas J."
~subject:"Causality analysis"
~subject:"Estimation"
~subject:"Haftung"
~subject:"Inflation"
~subject:"Prognoseverfahren"
~subject:"Theory"
~subject:"Time series analysis"
~subject:"Welt"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Conference paper"
~type_genre:"Multi-volume publication"
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Causality analysis
Estimation
Haftung
Inflation
Prognoseverfahren
Theory
Time series analysis
Welt
Forecasting model
8
South Africa
7
Südafrika
7
Immobilienpreis
5
Real estate price
5
Schätzung
5
Capital income
4
Kapitaleinkommen
4
VAR model
4
VAR-Modell
4
Börsenkurs
3
Geldpolitik
3
In-sample tests
3
Monetary policy
3
Out-of-sample tests
3
Share price
3
Volatility
3
Volatilität
3
ARCH model
2
ARCH-Modell
2
Aktienmarkt
2
Bayes-Statistik
2
Bayesian inference
2
Bayesian methods
2
Data Mining
2
Data mining
2
Dynamic equilibrium
2
Dynamisches Gleichgewicht
2
Economic forecast
2
Emerging economies
2
House prices
2
Macroeconomic forecasting
2
Neoclassical synthesis
2
Neoklassische Synthese
2
Preisindex
2
Price index
2
Schwellenländer
2
Stock market
2
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2
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Article
11
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Article in journal
Aufsatz im Buch
Conference paper
Multi-volume publication
Aufsatz in Zeitschrift
11
Language
All
English
Author
All
Aghion, Philippe
Fabozzi, Frank J.
Gupta, Rangan
Long, Ngo Van
Miceli, Thomas J.
Shahbaz, Muhammad
14
Afonso, Oscar
12
Arouri, Mohamed
12
Tiwari, Aviral Kumar
11
Anwar, Sajid
10
Lee, Chien-chiang
9
Ma, Feng
9
Narayan, Paresh Kumar
9
Chaudhuri, Sarbajit
8
Kit, Pong Wong
8
Minford, Patrick
8
Uddin, Mohammed Gazi Salah
8
Yang, Chunpeng
8
Zhang, Yaojie
8
Caporale, Guglielmo Maria
7
Chang, Chun Ping
7
Chang, Tsangyao
7
Chen, Shyh-Wei
7
Sharma, Susan Sunila
7
Su, Chi-Wei
7
Wang, Yudong
7
Balcilar, Mehmet
6
Hertel, Thomas W.
6
Narayan, Seema
6
Nazlıoğlu, Şaban
6
Nguyen, Duc Khuong
6
Prigent, Jean-Luc
6
Roubaud, David
6
Semmler, Willi
6
Teulon, Frédéric
6
Yoon, Gawon
6
Belke, Ansgar
5
Chevallier, Julien
5
Ftiti, Zied
5
Gil-Alaña, Luis A.
5
Gupta, Manash Ranjan
5
Hall, Stephen G.
5
Huang, Ho-chuan
5
Hur, Joonyoung
5
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Economic modelling
Applied economics
35
Finance research letters
24
The North American journal of economics and finance : a journal of financial economics studies
20
Energy economics
18
International review of law and economics
17
European economic review : EER
16
Journal of forecasting
16
Economics letters
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
The handbook of fixed income securities
15
Valuation, financial modeling, and quantitative tools
15
International review of economics & finance : IREF
14
Research in international business and finance
14
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
14
The journal of real estate finance and economics
13
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
Applied economics letters
10
Investment management and financial management
10
The journal of portfolio management : a publication of Institutional Investor
10
Journal of economic behavior & organization : JEBO
9
Journal of economic dynamics & control
9
Review of international economics
9
European journal of law and economics
8
International journal of finance & economics : IJFE
8
International review of financial analysis
8
Papers and proceedings of the ... annual congress of the European Economic Association
8
Review of law and economics : publ. in cooperation with European Association of Law and Economics ...
8
The journal of portfolio management : JPM
8
Computational economics
7
International journal of theoretical and applied finance
7
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
7
Journal of the European Economic Association
7
The journal of fixed income
7
The quarterly journal of economics
7
Annals of financial economics
6
Defence and peace economics
6
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
6
Financial markets and instruments
6
Journal of banking & finance
6
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ECONIS (ZBW)
11
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1
The impact of macroeconomic factors on income inequality : evidence from the BRICS
Berisha, Edmond
;
Gupta, Rangan
;
Meszaros, John
- In:
Economic modelling
91
(
2020
),
pp. 559-567
Persistent link: https://www.econbiz.de/10012429134
Saved in:
2
Can volume predict Bitcoin returns and volatility? : a quantiles-based approach
Balcilar, Mehmet
;
Bouri, Elie
;
Gupta, Rangan
;
Roubaud, David
- In:
Economic modelling
64
(
2017
),
pp. 74-81
Persistent link: https://www.econbiz.de/10011756479
Saved in:
3
Forecasting macroeconomic data for an emerging market with a nonlinear DSGE model
Balcilar, Mehmet
;
Gupta, Rangan
;
Kotzé, Kevin
- In:
Economic modelling
44
(
2015
),
pp. 215-228
Persistent link: https://www.econbiz.de/10011326254
Saved in:
4
Forecasting the US real house price index
Plakandaras, Vasilios
;
Gupta, Rangan
;
Gkonkas, Periklēs
; …
- In:
Economic modelling
45
(
2015
),
pp. 259-267
Persistent link: https://www.econbiz.de/10011334082
Saved in:
5
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:
6
Is the relationship between monetary policy and house prices asymmetric across bull and bear markets in South Africa? : evidence from a Markov-switching vector autoregressive model
Simo-Kengne, Beatrice D.
;
Balcilar, Mehmet
;
Gupta, Rangan
; …
- In:
Economic modelling
32
(
2013
),
pp. 161-171
Persistent link: https://www.econbiz.de/10009760669
Saved in:
7
Macroeconomic variables and South African stock return predictability
Gupta, Rangan
;
Modise, Mampho P.
- In:
Economic modelling
30
(
2013
),
pp. 612-622
Persistent link: https://www.econbiz.de/10009708826
Saved in:
8
South African stock return predictability in the context data mining : the role of financial variables and international stock returns
Gupta, Rangan
;
Modise, Mampho P.
- In:
Economic modelling
29
(
2012
)
3
,
pp. 908-916
Persistent link: https://www.econbiz.de/10009545495
Saved in:
9
Structural breaks and GARCH models of stock return volatility : the case of South Africa
Babikir, Ali
;
Gupta, Rangan
;
Mwabutwa, Chance
; …
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2435-2443
Persistent link: https://www.econbiz.de/10009673703
Saved in:
10
Forecasting the US real house price index : structural and non-structural models with and without fundamentals
Gupta, Rangan
;
Kabundi, Alain
;
Miller, Stephen M.
- In:
Economic modelling
28
(
2011
)
4
,
pp. 2013-2021
Persistent link: https://www.econbiz.de/10009272290
Saved in:
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