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~language:"eng"
~language:"est"
~language:"pol"
~language:"tur"
~language:"zho"
~person:"Gupta, Rangan"
~person:"Kraus, Sascha"
~subject:"VAR model"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference proceedings"
~type_genre:"Handbuch"
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VAR model
Forecasting model
193
Prognoseverfahren
193
Estimation
177
Schätzung
177
Volatility
158
Volatilität
158
USA
137
United States
137
Capital income
124
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124
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120
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120
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103
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103
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102
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102
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102
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74
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Gupta, Rangan
Kraus, Sascha
Lütkepohl, Helmut
44
Kim, So-yŏng
34
Pesaran, M. Hashem
32
Koop, Gary
29
Marcellino, Massimiliano
28
Huber, Florian
25
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24
Kilian, Lutz
23
Österholm, Pär
23
Serletis, Apostolos
22
Canova, Fabio
21
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20
Carriero, Andrea
19
Saikkonen, Pentti
19
Balcilar, Mehmet
18
Gambetti, Luca
17
Huh, Hyeon-seung
17
Jusélius, Katarina
17
Chan, Joshua
16
Fève, Patrick
16
Herwartz, Helmut
16
Schorfheide, Frank
16
Johansen, Søren
15
Kurita, Takamitsu
15
Smith, L. Vanessa
15
Theodoridis, Konstantinos
15
Tillmann, Peter
15
Castelnuovo, Efrem
14
Feldkircher, Martin
14
Hammoudeh, Shawkat
14
Ratti, Ronald A.
14
Belke, Ansgar
13
Clark, Todd E.
13
Giannone, Domenico
13
Kang, Wensheng
13
Kapetanios, George
13
Morana, Claudio
13
Scharler, Johann
13
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12
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Energy economics
7
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4
Economic modelling
4
Applied economics letters
3
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3
International review of economics & finance : IREF
3
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3
Journal of policy modeling : JPMOD ; a social science forum of world issues
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Defence and peace economics
2
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2
Finance research letters
2
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2
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2
Journal of international financial markets, institutions & money
2
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2
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2
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2
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2
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ECONIS (ZBW)
74
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61
Does the source of oil price shocks matter for South African stock returns? : a structural VAR approach
Gupta, Rangan
;
Modise, Mampho P.
- In:
Energy economics
40
(
2013
),
pp. 825-831
Persistent link: https://www.econbiz.de/10010355560
Saved in:
62
A DSGE-VAR model for forecasting key South African macroeconomic variables
Gupta, Rangan
;
Steinbach, Rudi
- In:
Economic modelling
33
(
2013
),
pp. 19-33
Persistent link: https://www.econbiz.de/10010192067
Saved in:
63
Is the relationship between monetary policy and house prices asymmetric across bull and bear markets in South Africa? : evidence from a Markov-switching vector autoregressive model
Simo-Kengne, Beatrice D.
;
Balcilar, Mehmet
;
Gupta, Rangan
; …
- In:
Economic modelling
32
(
2013
),
pp. 161-171
Persistent link: https://www.econbiz.de/10009760669
Saved in:
64
The long-run impact of inflation in South Africa
Amusa, Kafayat
;
Gupta, Rangan
;
Karolia, Shaakira
; …
- In:
Journal of policy modeling : JPMOD ; a social science …
35
(
2013
)
5
,
pp. 798-812
Persistent link: https://www.econbiz.de/10009788109
Saved in:
65
Macroeconomic surprises and stock returns in South Africa
Gupta, Rangan
;
Reid, Monique
- In:
Studies in economics and finance
30
(
2013
)
3
,
pp. 266-282
Persistent link: https://www.econbiz.de/10009772954
Saved in:
66
The role of asset prices in forecasting inflation and output in South Africa
Gupta, Rangan
;
Hartley, Faaiqa
- In:
Journal of emerging market finance
12
(
2013
)
3
,
pp. 239-291
Persistent link: https://www.econbiz.de/10010360591
Saved in:
67
Do house prices impact consumption and interest rate in South Africa? : evidence from a time-varying vector autogressive model
Peretti, Vittorio
;
Gupta, Rangan
;
Inglesi-Lotz, Roula
- In:
Economics, management and financial markets
7
(
2012
)
4
,
pp. 101-120
Persistent link: https://www.econbiz.de/10009740972
Saved in:
68
The long-run relationship between inflation and real stock prices : empirical evidence from South Africa
Arjoon, Riona
;
Botes, Mariëtte
;
Chesang, Laban K.
; …
- In:
Journal of business economics and management
13
(
2012
)
4
,
pp. 600-613
Persistent link: https://www.econbiz.de/10009625686
Saved in:
69
Is the permanent income hypothesis really well-suited for forecasting?
Gupta, Rangan
;
Ziramba, Emmanuel
- In:
Eastern economic journal
37
(
2011
)
2
,
pp. 165-177
Persistent link: https://www.econbiz.de/10009234628
Saved in:
70
The effect of defense spending on US output : a Factor Augmented Vector Autoregression (FAVAR) approach
Gupta, Rangan
;
Kabundi, Alain
;
Ziramba, Emmanuel
- In:
Defence and peace economics
21
(
2010
)
2
,
pp. 135-147
Persistent link: https://www.econbiz.de/10003985323
Saved in:
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