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~language:"eng"
~person:"Gupta, Rangan"
~person:"Harvey, Andrew C."
~subject:"Economic growth"
~subject:"Kapitaleinkommen"
~subject:"Time series analysis"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschriften"
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Economic growth
Kapitaleinkommen
Time series analysis
Forecasting model
191
Prognoseverfahren
191
Estimation
179
Schätzung
179
Volatility
158
Volatilität
158
USA
131
United States
131
Capital income
122
Zeitreihenanalyse
121
Theorie
120
Theory
120
Börsenkurs
119
Share price
119
South Africa
103
Südafrika
103
Risiko
92
Risk
92
Aktienmarkt
87
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87
Welt
80
World
80
VAR model
75
VAR-Modell
75
Immobilienpreis
67
Real estate price
67
Causality analysis
62
Kausalanalyse
62
Oil price
57
Ölpreis
57
Inflation
54
Monetary policy
54
Geldpolitik
53
Schock
48
Shock
48
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46
ARCH model
45
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170
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Article
261
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Article in journal
Aufsatz in Zeitschriften
Aufsatz in Zeitschrift
265
Arbeitspapier
88
Graue Literatur
88
Non-commercial literature
88
Working Paper
88
Aufsatz im Buch
7
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7
Lehrbuch
5
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5
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Conference paper
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Gupta, Rangan
Harvey, Andrew C.
Gil-Alaña, Luis A.
189
Odhiambo, Nicholas M.
105
Tiwari, Aviral Kumar
104
Shahbaz, Muhammad
100
Zaremba, Adam
98
Narayan, Paresh Kumar
94
Phillips, Peter C. B.
91
Pradhan, Rudra Prakash
91
Caporale, Guglielmo Maria
90
Franses, Philip Hans
86
Wohar, Mark E.
83
McMillan, David G.
78
Lee, Chien-chiang
74
Apergēs, Nikolaos
73
Chang, Tsangyao
72
Moosa, Imad A.
65
Taylor, Robert
64
Balcilar, Mehmet
60
Leybourne, Stephen James
56
Jorgenson, Dale Weldeau
53
McAleer, Michael
50
Hammoudeh, Shawkat
49
Bouri, Elie
48
Ma, Feng
48
Perron, Pierre
48
Crafts, Nicholas
47
Faff, Robert W.
46
Teräsvirta, Timo
44
Mills, Terence C.
43
Nguyen, Duc Khuong
43
Wang, Yudong
43
Cakici, Nusret
42
Koop, Gary
42
Koopman, Siem Jan
42
Pierdzioch, Christian
41
Shahzad, Syed Jawad Hussain
41
Bali, Turan G.
40
Kutan, Ali Mustafa
40
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Applied economics
19
Finance research letters
15
Energy economics
13
The North American journal of economics and finance : a journal of financial economics studies
13
Journal of forecasting
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
International review of economics & finance : IREF
7
Applied economics letters
6
Economic modelling
6
International journal of finance & economics : IJFE
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Research in international business and finance
6
International journal of forecasting
5
International review of financial analysis
5
Journal of econometrics
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
The European journal of finance
5
Defence and peace economics
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
Journal of multinational financial management
4
The journal of real estate finance and economics
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Applied financial economics
3
Cambridge working papers in economics
3
Computational economics
3
Economic systems
3
Economics letters
3
Emerging markets, finance and trade : EMFT
3
Empirica : journal of european economics
3
Journal of economics and finance
3
The journal of developing areas
3
Covid economics : vetted and real-time papers
2
Econometric theory
2
Economia internazionale
2
Economics and Business Letters : EBL
2
Economies : open access journal
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Financial innovation : FIN
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International journal of economic policy in emerging economies
2
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ECONIS (ZBW)
265
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265
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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
Real-time forecast of DSGE models with time-varying volatility in GARCH form
Çekin, Semih Emre
;
Ivashchenko, Sergey
;
Gupta, Rangan
; …
- In:
International review of financial analysis
93
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014543555
Saved in:
3
Climate risks and state-level stock market realized volatility
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014473150
Saved in:
4
Do U.S. economic conditions at the state level predict the realized volatility of oil-price returns? : a quantile machine-learning approach
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Financial innovation : FIN
9
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014288917
Saved in:
5
The effect of oil uncertainty shock on real GDP of 33 countries : a global VAR approach
Salisu, Afees A.
;
Gupta, Rangan
;
Olaniran, Abeeb
- In:
Applied economics letters
30
(
2023
)
3
,
pp. 269-274
Persistent link: https://www.econbiz.de/10013553138
Saved in:
6
The ENSO cycle and forecastability of global inflation and output growth : evidence from standard and mixed-frequency multivariate singular spectrum analyses
Yeganegi, Mohammad Reza
;
Hassani, Hossein
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1690-1707
Persistent link: https://www.econbiz.de/10014432753
Saved in:
7
Forecasting international REITs volatility : the role of oil-price uncertainty
Wang, Jiqian
;
Gupta, Rangan
;
Çepni, Oğuzhan
;
Ma, Feng
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1579-1597
Persistent link: https://www.econbiz.de/10014387948
Saved in:
8
Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Cepni, Oguzhan
;
Christou, Christina
;
Gupta, Rangan
- In:
Economics letters
227
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014335747
Saved in:
9
A hybrid ARFIMA wavelet artificial neural network model for DJIA index forecasting
Boubaker, Heni
;
Canarella, Giorgio
;
Gupta, Rangan
; …
- In:
Computational economics
62
(
2023
)
4
,
pp. 1801-1843
Persistent link: https://www.econbiz.de/10014437593
Saved in:
10
Investor confidence and forecastability of US stock market realized volatility : evidence from machine learning
Gupta, Rangan
;
Nel, Jacobus
;
Pierdzioch, Christian
- In:
The journal of behavioral finance : a publication of …
24
(
2023
)
1
,
pp. 111-122
Persistent link: https://www.econbiz.de/10013547864
Saved in:
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