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~language:"eng"
~person:"Gupta, Rangan"
~person:"Koop, Gary"
~person:"Law, Rob"
~subject:"Kapitaleinkommen"
~subject:"Time series analysis"
~type_genre:"Article in journal"
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Kapitaleinkommen
Time series analysis
Forecasting model
221
Prognoseverfahren
221
Estimation
199
Schätzung
199
Volatility
160
Volatilität
160
Theorie
150
Theory
150
USA
150
United States
150
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124
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122
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122
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115
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103
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103
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102
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88
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81
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70
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70
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62
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62
Oil price
59
Ölpreis
59
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57
Schock
57
Shock
57
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55
Geldpolitik
54
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52
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218
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Graue Literatur
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3
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Collection of articles of several authors
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English
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Gupta, Rangan
Koop, Gary
Law, Rob
Gil-Alaña, Luis A.
187
Zaremba, Adam
100
Phillips, Peter C. B.
89
Caporale, Guglielmo Maria
82
Franses, Philip Hans
82
McMillan, David G.
77
Tiwari, Aviral Kumar
77
Wohar, Mark E.
76
Narayan, Paresh Kumar
70
Taylor, Robert
63
Moosa, Imad A.
58
Leybourne, Stephen James
55
Bouri, Elie
50
Chang, Tsangyao
48
Ma, Feng
48
McAleer, Michael
48
Perron, Pierre
48
Faff, Robert W.
46
Harvey, Andrew C.
44
Teräsvirta, Timo
44
Wang, Yudong
43
Cakici, Nusret
42
Koopman, Siem Jan
42
Balcilar, Mehmet
41
Bali, Turan G.
40
Pierdzioch, Christian
39
Timmermann, Allan
39
Brooks, Robert
38
Nguyen, Duc Khuong
38
Hammoudeh, Shawkat
37
Lee, Bong-soo
37
Apergēs, Nikolaos
36
Bollerslev, Tim
36
Chiang, Thomas C.
36
Demirer, Rıza
36
Fletcher, Jonathan
36
Zhang, Wei
36
Harvey, David I.
35
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Finance research letters
16
Applied economics
15
The North American journal of economics and finance : a journal of financial economics studies
13
Energy economics
12
Journal of econometrics
10
Journal of forecasting
9
International review of economics & finance : IREF
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Research in international business and finance
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
Economic modelling
5
Economics letters
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
International journal of finance & economics : IJFE
5
International journal of forecasting
5
International review of financial analysis
5
Journal of applied econometrics
5
The European journal of finance
5
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
Computational economics
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Journal of economics and finance
3
Journal of empirical finance
3
Applied economics letters
2
Defence and peace economics
2
Economics and Business Letters : EBL
2
Emerging markets, finance and trade : EMFT
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
Journal of financial markets
2
Open economies review
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
The journal of developing areas
2
The journal of international trade & economic development
2
Economia internazionale
1
Economic systems
1
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ECONIS (ZBW)
220
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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
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 280-293
Persistent link: https://www.econbiz.de/10014631538
Saved in:
3
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:
4
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 626-640
Persistent link: https://www.econbiz.de/10014547190
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
- In:
Finance research letters
58
(
2023
)
3
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014631146
Saved in:
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