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~isPartOf:"Journal of forecasting"
~language:"eng"
~language:"ita"
~language:"lit"
~language:"vie"
~person:"Caporale, Guglielmo Maria"
~person:"Gupta, Rangan"
~person:"Hyndman, Rob J."
~subject:"Auslandsinvestition"
~subject:"Börsenkurs"
~subject:"Dynamic equilibrium"
~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
Hyndman, Rob J.
Franses, Philip Hans
7
Clements, Michael P.
6
García-Ferrer, Antonio
6
Hall, Stephen G.
6
Brooks, Chris
5
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5
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4
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4
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4
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4
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4
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4
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4
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3
Chan, Wai-Sum
3
Chevallier, Julien
3
Clark, Todd E.
3
Demirer, Rıza
3
Dua, Pami
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Granger, C. W. J.
3
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Jiang, He
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3
Smith, Jeremy
3
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Journal of forecasting
CESifo working papers
79
Economics and finance working paper series
56
Department of Economics working paper series
52
Working paper / Department of Econometrics and Business Statistics, Monash University
46
Discussion papers / Deutsches Institut für Wirtschaftsforschung
27
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22
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20
Finance research letters
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International journal of forecasting
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Discussion paper / Centre for Economic Forecasting
17
Economic modelling
15
Energy economics
13
Research in international business and finance
13
The North American journal of economics and finance : a journal of financial economics studies
13
Applied economics letters
10
International journal of finance & economics : IJFE
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
Economics letters
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
International review of economics & finance : IREF
8
Computational economics
7
Applied financial economics
6
International review of financial analysis
6
Journal of economic studies
6
Journal of international financial markets, institutions & money
6
Defence and peace economics
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Department of Economics working papers
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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Empirica : journal of european economics
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
5
Journal of international money and finance
5
The European journal of finance
5
Economic systems
4
European journal of operational research : EJOR
4
Journal of applied economics
4
Journal of economics and finance
4
Journal of multinational financial management
4
Journal of policy modeling : JPMOD ; a social science forum of world issues
4
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
4
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ECONIS (ZBW)
12
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
Meta-learning how to forecast time series
Talagala, Thiyanga S.
;
Hyndman, Rob J.
;
Athanasopoulos, …
- In:
Journal of forecasting
42
(
2023
)
6
,
pp. 1476-1501
Persistent link: https://www.econbiz.de/10014338938
Saved in:
3
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:
4
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:
5
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:
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
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
Saved in:
8
A New-Keynesisan DSGE model for forecasting the South African economy
Liu, Guangling
;
Gupta, Rangan
;
Schaling, Eric
- In:
Journal of forecasting
28
(
2009
)
5
,
pp. 387-404
Persistent link: https://www.econbiz.de/10003878594
Saved in:
9
Prediction intervals for exponential smoothing using two new classes of state space models
Hyndman, Rob J.
;
Koehler, Anne B.
;
Ord, John Keith
; …
- In:
Journal of forecasting
24
(
2005
)
1
,
pp. 17-37
Persistent link: https://www.econbiz.de/10002569968
Saved in:
10
Unit roots versus other types of time heterogeneity, parameter time dependence and superexogeneity
Caporale, Guglielmo Maria
;
Pittis, Nikitas
- In:
Journal of forecasting
21
(
2002
)
3
,
pp. 207-223
Persistent link: https://www.econbiz.de/10001662956
Saved in:
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