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~isPartOf:"Economic modelling"
~language:"eng"
~person:"Gupta, Rangan"
~subject:"Time series analysis"
~subject:"VAR-Modell"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschriften"
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Time series analysis
VAR-Modell
Forecasting model
8
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8
South Africa
7
Südafrika
7
Estimation
5
Immobilienpreis
5
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5
Schätzung
5
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4
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Article in journal
Aufsatz in Zeitschriften
Aufsatz in Zeitschrift
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Gupta, Rangan
Tiwari, Aviral Kumar
4
Arčabić, Vladimir
3
Bashar, Omar Haider Mohammad Nazmul
3
Bekiros, Stelios
3
Caporale, Guglielmo Maria
3
Chen, Shyh-Wei
3
Cubadda, Gianluca
3
Gimet, Céline
3
Hatemi-J, Abdulnasser
3
Huang, Zhuo
3
Hur, Joonyoung
3
Kim, Jong-Min
3
Mallick, Sushanta Kumar
3
Mignon, Valérie
3
Moosa, Imad A.
3
Morana, Claudio
3
Paradiso, Antonio
3
Sharma, Susan Sunila
3
Todorova, Neda
3
Allegret, Jean-Pierre
2
Andrés, Antonio R.
2
Arouri, Mohamed
2
Balcilar, Mehmet
2
Baruník, Jozef
2
Boutahar, Mohamed
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Bouvatier, Vincent
2
Camacho, Maximo
2
Caraiani, Petre
2
Catik, A. Nazif
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Chaiechi, Taha
2
Chang, Tsangyao
2
Chen, Shyh-wei
2
Chevallier, Julien
2
De, Kuhelika
2
Dungey, Mardi H.
2
Filis, George
2
Franses, Philip Hans
2
Fukuda, Kosei
2
Gil-Alaña, Luis A.
2
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Economic modelling
Applied economics
13
Energy economics
12
Applied economics letters
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Finance research letters
5
International review of economics & finance : IREF
5
Economics letters
4
International review of financial analysis
4
Journal of forecasting
4
Journal of policy modeling : JPMOD ; a social science forum of world issues
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
The North American journal of economics and finance : a journal of financial economics studies
4
Computational economics
3
International journal of finance & economics : IJFE
3
The journal of real estate finance and economics
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Applied financial economics
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Defence and peace economics
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Economics / Journal articles : the open-access, open-assessment journal
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Emerging markets review
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance
2
Journal of emerging market finance
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Journal of international financial markets, institutions & money
2
Journal of multinational financial management
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Public finance review : PFR
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
The journal of developing areas
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The journal of international trade & economic development
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Eastern economic journal
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Economia internazionale
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Economic change and restructuring : empirical and policy research on the transitional and emerging economies
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Economic research
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Economics & finance notes
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Economics, management and financial markets
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirica : journal of european economics
1
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
1
Financial innovation : FIN
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ECONIS (ZBW)
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1
Can monetary policy lean against housing bubbles?
André, Christophe
;
Caraiani, Petre
;
Călin, Adrian Cantemir
- In:
Economic modelling
110
(
2022
),
pp. 1-29
Persistent link: https://www.econbiz.de/10013348304
Saved in:
2
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:
3
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:
4
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:
5
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:
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