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~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Oxford bulletin of economics and statistics"
~language:"eng"
~language:"lit"
~language:"und"
~person:"Franses, Philip Hans"
~person:"Gupta, Rangan"
~person:"Haskel, Jonathan"
~subject:"Geldpolitik"
~subject:"Großbritannien"
~subject:"Volatility"
~subject:"Volatilität"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
~type_genre:"Statistik"
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Geldpolitik
Großbritannien
Volatility
Volatilität
Zeitreihenanalyse
Theorie
17
Theory
17
Estimation
15
Schätzung
15
Time series analysis
14
USA
14
United States
14
Forecasting model
11
Prognoseverfahren
11
Inflation
9
Capital income
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Kapitaleinkommen
7
United Kingdom
7
Cointegration
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Immobilienpreis
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Real estate price
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Wirtschaftswachstum
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Aktienmarkt
5
Causality analysis
5
Forecasting
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Kausalanalyse
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Nichtparametrisches Verfahren
5
Nonparametric statistics
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Oil price
5
Stock market
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Ölpreis
5
Risiko
4
Risk
4
Saisonale Schwankungen
4
Saisonkomponente
4
Schock
4
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4
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29
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29
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English
Lithuanian
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Author
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Franses, Philip Hans
Gupta, Rangan
Haskel, Jonathan
Gil-Alaña, Luis A.
16
Ma, Feng
8
Tiwari, Aviral Kumar
8
Arize, Augustine Chuck
6
Balcilar, Mehmet
6
Caporale, Guglielmo Maria
6
Harvey, David I.
6
Leybourne, Stephen James
6
Machin, Stephen
6
Raj, Baldev
6
Stewart, Mark B.
6
Zhang, Chengsi
6
Bradley, Steve
5
Caporin, Massimiliano
5
Chang, Tsangyao
5
Hammoudeh, Shawkat
5
Han, Liyan
5
Kanas, Angelos
5
Kang, Sang Hoon
5
Kapetanios, George
5
Mensi, Walid
5
Miller, Stephen M.
5
Taylor, Robert
5
Wohar, Mark E.
5
Xuan Vinh Vo
5
Abakah, Emmanuel Joel Aikins
4
Banerjee, Anindya
4
Blackaby, David
4
Booth, Alison L.
4
Chen, Wang
4
Cubadda, Gianluca
4
Dickerson, Andrew P.
4
Girma, Sourafel
4
Greenaway, David
4
Hamori, Shigeyuki
4
Hassler, Uwe
4
Herwartz, Helmut
4
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
International review of economics & finance : IREF
Oxford bulletin of economics and statistics
Applied economics
19
Economics letters
16
Energy economics
16
Journal of forecasting
16
The North American journal of economics and finance : a journal of financial economics studies
14
International journal of forecasting
13
Finance research letters
12
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Applied economics letters
8
Economic modelling
8
Research in international business and finance
7
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
7
Computational economics
5
Economica
5
International journal of finance & economics : IJFE
5
Journal of econometrics
5
Journal of multinational financial management
5
The economic journal : the journal of the Royal Economic Society
5
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
5
Annals of financial economics
4
Econometric reviews
4
Economia internazionale
4
Emerging markets, finance and trade : EMFT
4
Journal of applied econometrics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of risk and financial management : JRFM
4
The European journal of finance
4
The journal of real estate finance and economics
4
Applied financial economics
3
Defence and peace economics
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Financial innovation : FIN
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
International review of financial analysis
3
Journal of economic studies
3
Journal of economic surveys
3
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ECONIS (ZBW)
29
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29
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1
The impacts of oil price volatility on financial stress : is the COVID-19 period different?
Sheng, Xin
;
Kim, Won Joong
;
Gupta, Rangan
;
Ji, Qiang
- In:
International review of economics & finance : IREF
85
(
2023
),
pp. 520-532
Persistent link: https://www.econbiz.de/10014428155
Saved in:
2
Geopolitical risks and historical exchange rate volatility of the BRICS
Salisu, Afees A.
;
Cuñado Eizaguirre, Juncal
;
Gupta, Rangan
- In:
International review of economics & finance : IREF
77
(
2022
),
pp. 179-190
Persistent link: https://www.econbiz.de/10013330761
Saved in:
3
Linking U.S. state-level housing market returns, and the consumption-(dis)aggregate wealth ratio
Balcilar, Mehmet
;
Gupta, Rangan
;
Sousa, Ricardo M.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 779-810
Persistent link: https://www.econbiz.de/10012630699
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
Modeling US historical time-series prices and inflation using alternative long-memory approaches
Canarella, Giorgio
;
Gil-Alaña, Luis A.
;
Gupta, Rangan
; …
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
4
,
pp. 1491-1511
Persistent link: https://www.econbiz.de/10012219614
Saved in:
6
Monetary policy and financial frictions in a small open-economy model for Uganda
Anguyo, Francis Leni
;
Gupta, Rangan
;
Kotzé, Kevin
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
3
,
pp. 1213-1241
Persistent link: https://www.econbiz.de/10012285343
Saved in:
7
Movements in international bond markets : the role of oil prices
Nazlıoğlu, Şaban
;
Gupta, Rangan
;
Bouri, Elie
- In:
International review of economics & finance : IREF
68
(
2020
),
pp. 47-58
Persistent link: https://www.econbiz.de/10012486293
Saved in:
8
Time-varying role of macroeconomic shocks on house prices in the US and UK : evidence from over 150 years of data
Plakandaras, Vasilios
;
Gupta, Rangan
;
Katrakilides, K.
; …
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
5
,
pp. 2249-2285
Persistent link: https://www.econbiz.de/10012254637
Saved in:
9
A comment on "on inflation expectations in the NKPC model"
Lanne, Markku
;
Luoto, Jani
- In:
Empirical economics : a journal of the Institute for …
57
(
2019
)
6
,
pp. 1865-1867
Persistent link: https://www.econbiz.de/10012215900
Saved in:
10
Predicting stock market movements with a time-varying consumption-aggregate wealth ratio
Chang, Tsangyao
;
Gupta, Rangan
;
Majumdar, Anandamayee
; …
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 458-467
Persistent link: https://www.econbiz.de/10012203261
Saved in:
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