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~isPartOf:"Economics and Business Letters : EBL"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Working Papers / Department of Economics, Faculty of Economic and Management Sciences"
~person:"Abul, Sadeq"
~person:"Al-Shayeb, Abdulrahman"
~person:"Andersson, Per-Åke"
~person:"Gil-Alana, Luis A."
~person:"Gupta, Rangan"
~person:"Hatemi-J, Abdulnasser"
~person:"Xu, Xiaojie"
~subject:"Causality"
~subject:"Cointegration"
~subject:"Market integration"
~subject:"South Africa"
~subject:"Volatilität"
~subject:"long memory"
~type_genre:"Article in journal"
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Abul, Sadeq
Al-Shayeb, Abdulrahman
Andersson, Per-Åke
Gil-Alana, Luis A.
Gupta, Rangan
Hatemi-J, Abdulnasser
Xu, Xiaojie
Edwards, Jeffrey A.
3
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3
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3
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2
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2
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Economics and Business Letters : EBL
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
Energy economics
17
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15
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9
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8
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5
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4
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4
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3
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International journal of production economics
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Journal of behavioral and experimental economics
1
Journal of housing economics
1
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ECONIS (ZBW)
13
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1
Predicting firm-level volatility in the United States : the role of monetary policy uncertainty
Clance, Matthew W.
;
Demirer, Rıza
;
Gupta, Rangan
; …
- In:
Economics and Business Letters : EBL
9
(
2020
)
3
,
pp. 167-177
Persistent link: https://www.econbiz.de/10012420480
Saved in:
2
The role of monetary policy uncertainty in predicting equity market volatility of the United Kingdom : evidence from over 150 years of data
Gupta, Rangan
;
Wohar, Mark E.
- In:
Economics and Business Letters : EBL
8
(
2019
)
3
,
pp. 138-146
Persistent link: https://www.econbiz.de/10012156567
Saved in:
3
Forecasting output growth using a DSGE-based decomposition of the South African yield curve
Gupta, Rangan
;
Hollander, Hylton
;
Steinbach, Rudi
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
1
,
pp. 351-378
Persistent link: https://www.econbiz.de/10012219000
Saved in:
4
Housing market spillovers in South Africa : evidence from an estimated small open economy DSGE model
Gupta, Rangan
;
Sun, Xiaojin
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
5
,
pp. 2309-2332
Persistent link: https://www.econbiz.de/10012255840
Saved in:
5
Inflation-growth nexus: evidence from a pooled CCE multiple-regime panel smooth transition model
Omay, Tolga
;
Van Eyden, Reneé
;
Gupta, Rangan
- In:
Empirical economics : a journal of the Institute for …
54
(
2018
)
3
,
pp. 913-944
Persistent link: https://www.econbiz.de/10011949416
Saved in:
6
Intraday price information flows between the CSI300 and futures market : an application of wavelet analysis
Xu, Xiaojie
- In:
Empirical economics : a journal of the Institute for …
54
(
2018
)
3
,
pp. 1267-1295
Persistent link: https://www.econbiz.de/10011949520
Saved in:
7
The relationship between healthcare expenditure and disposable personal income in the US states : a fractional integration and cointegration analysis
Caporale, Guglielmo Maria
;
Cuñado Eizaguirre, Juncal
; …
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
3
,
pp. 913-935
Persistent link: https://www.econbiz.de/10011949976
Saved in:
8
Cointegration and price discovery in US corn cash and futures markets
Xu, Xiaojie
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
4
,
pp. 1889-1923
Persistent link: https://www.econbiz.de/10011950344
Saved in:
9
Contemporaneous causal orderings of US corn cash prices through directed acyclic graphs
Xu, Xiaojie
- In:
Empirical economics : a journal of the Institute for …
52
(
2017
)
2
,
pp. 731-758
Persistent link: https://www.econbiz.de/10011675971
Saved in:
10
The role of news-based uncertainty indices in predicting oil markets : a hybrid nonparametric quantile causality method
Balcilar, Mehmet
;
Bekiros, Stelios
;
Gupta, Rangan
- In:
Empirical economics : a journal of the Institute for …
53
(
2017
)
3
,
pp. 879-889
Persistent link: https://www.econbiz.de/10011892898
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