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~isPartOf:"Journal of forecasting"
~language:"eng"
~language:"ita"
~language:"lit"
~language:"vie"
~person:"Caporale, Guglielmo Maria"
~person:"Gupta, Rangan"
~person:"Mills, Terence C."
~subject:"Aktienmarkt"
~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
Mills, Terence C.
Franses, Philip Hans
7
Clements, Michael P.
6
García-Ferrer, Antonio
6
Brooks, Chris
5
Chen, Cathy W. S.
5
Granger, C. W. J.
4
Hall, Stephen G.
4
Herwartz, Helmut
4
Karathanasopoulos, Andreas
4
Lee, Jack C.
4
Marcellino, Massimiliano
4
Peel, David
4
Ravishanker, Nalini
4
Smith, Jim Q.
4
Souza, Reinaldo Castro
4
Taylor, James W.
4
Wang, Yudong
4
Cepni, Oguzhan
3
Chan, Wai-Sum
3
Chevallier, Julien
3
Clark, Todd E.
3
Demirer, Rıza
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Dua, Pami
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Gil-Alaña, Luis A.
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Hyndman, Rob J.
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Jiang, He
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Kunst, Robert M.
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Lien, Da-hsiang Donald
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Muradoğlu, Gülnur
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Peña, Daniel
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Pierdzioch, Christian
3
Pittis, Nikitas
3
Salisu, Afees A.
3
Salo, Ahti A.
3
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3
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Journal of forecasting
CESifo working papers
71
Economics and finance working paper series
56
Department of Economics working paper series
51
Applied economics
25
Discussion papers / Deutsches Institut für Wirtschaftsforschung
22
Finance research letters
20
Working papers / University of Connecticut, Department of Economics
18
Discussion paper / Centre for Economic Forecasting
17
Economic modelling
14
International journal of finance & economics : IJFE
12
Research in international business and finance
12
The North American journal of economics and finance : a journal of financial economics studies
12
Economics letters
11
Energy economics
11
International review of economics & finance : IREF
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
Applied economics letters
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Economic research paper / Loughborough University, Department of Economics
8
Applied financial economics
7
Journal of international financial markets, institutions & money
7
The European journal of finance
7
Bulletin of economic research
6
Computational economics
6
Journal of economic studies
6
Journal of economics and finance
6
Emerging markets, finance and trade : EMFT
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
5
International review of financial analysis
5
Journal of international money and finance
5
Scottish journal of political economy : the journal of the Scottish Economic Society
5
Defence and peace economics
4
Department of Economics working papers
4
Empirica : journal of european economics
4
Journal of policy modeling : JPMOD ; a social science forum of world issues
4
Oxford bulletin of economics and statistics
4
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
4
Annals of economics and finance
3
Annals of financial economics
3
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ECONIS (ZBW)
16
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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
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:
3
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:
4
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:
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
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:
7
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:
8
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:
9
Long-run and cyclical dynamics in the US stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Journal of forecasting
33
(
2014
)
2
,
pp. 147-161
Persistent link: https://www.econbiz.de/10010424845
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
Saved in:
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