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~isPartOf:"Journal of forecasting"
~language:"eng"
~language:"ita"
~language:"lit"
~language:"vie"
~person:"Caporale, Guglielmo Maria"
~person:"Gupta, Rangan"
~person:"Herwartz, Helmut"
~person:"Mills, Terence C."
~subject:"Auslandsinvestition"
~subject:"Dynamic equilibrium"
~subject:"Forecast"
~subject:"Supply chain"
~subject:"Theory"
~subject:"VAR model"
~subject:"Wirkungsanalyse"
~type_genre:"Article in journal"
~type_genre:"Aufsatzsammlung"
~type_genre:"Fallstudie"
~type_genre:"Government document"
~type_genre:"Graue Literatur"
~type_genre:"Non-commercial literature"
~type_genre:"Statistik"
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Caporale, Guglielmo Maria
Gupta, Rangan
Herwartz, Helmut
Mills, Terence C.
Franses, Philip Hans
7
Clements, Michael P.
6
García-Ferrer, Antonio
6
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5
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4
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Journal of forecasting
CESifo working papers
48
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30
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17
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
9
Applied economics letters
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International journal of finance & economics : IJFE
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International review of economics & finance : IREF
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Journal of econometrics
7
Journal of international financial markets, institutions & money
7
Journal of international money and finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Bulletin of economic research
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Oxford bulletin of economics and statistics
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The European journal of finance
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The North American journal of economics and finance : a journal of financial economics studies
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Research in international business and finance
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Scottish journal of political economy : the journal of the Scottish Economic Society
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Department of Economics working papers
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
International journal of forecasting
4
Journal of economic studies
4
Journal of policy modeling : JPMOD ; a social science forum of world issues
4
Macroeconomic dynamics
4
SFB 649 discussion paper
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ECONIS (ZBW)
17
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1
Policy uncertainty and stock market volatility revisited : the predictive role of signal quality
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2307-2321
Persistent link: https://www.econbiz.de/10014432898
Saved in:
2
Structural and predictive analyses with a mixed copula-based vector autoregression model
Woraphon Yamaka
;
Gupta, Rangan
;
Sukrit Thongkairat
; …
- In:
Journal of forecasting
42
(
2023
)
2
,
pp. 223-239
Persistent link: https://www.econbiz.de/10014292148
Saved in:
3
Forecasting realized volatility of international REITs : the role of realized skewness and realized kurtosis
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 303-315
Persistent link: https://www.econbiz.de/10012817752
Saved in:
4
Interest rate uncertainty and the predictability of bank revenues
Cepni, Oguzhan
;
Demirer, Rıza
;
Gupta, Rangan
;
Sensoy, Ahmet
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1559-1569
Persistent link: https://www.econbiz.de/10013465714
Saved in:
5
Mixed-frequency forecasting of crude oil volatility based on the information content of global economic conditions
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
;
Ji, Qiang
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 134-157
Persistent link: https://www.econbiz.de/10012796279
Saved in:
6
Forecasting key US macroeconomic variables with a factor‐augmented Qual VAR
Gupta, Rangan
;
Olson, Eric
;
Wohar, Mark E.
- In:
Journal of forecasting
36
(
2017
)
6
,
pp. 640-650
Persistent link: https://www.econbiz.de/10011861401
Saved in:
7
The informational content of the term spread in forecasting the US inflation rate : a nonlinear approach
Plakandaras, Vasilios
;
Gkonkas, Periklēs
; …
- In:
Journal of forecasting
36
(
2017
)
2
,
pp. 109-121
Persistent link: https://www.econbiz.de/10011729092
Saved in:
8
On the predictive information of futures' prices : a wavelet-based assessment
Herwartz, Helmut
;
Schlüter, Stephan
- In:
Journal of forecasting
36
(
2017
)
4
,
pp. 345-356
Persistent link: https://www.econbiz.de/10011860427
Saved in:
9
On the predictive content of autoregression residuals : a semiparametric, Copula-based approach to time series prediction
Herwartz, Helmut
- In:
Journal of forecasting
32
(
2013
)
4
,
pp. 353-368
Persistent link: https://www.econbiz.de/10009775499
Saved in:
10
Forecasting macroeconomic variables in a small open economy : a comparison between small- and large-scale models
Gupta, Rangan
;
Kabundi, Alain
- In:
Journal of forecasting
29
(
2010
)
1/2
,
pp. 168-185
Persistent link: https://www.econbiz.de/10003951827
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