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~language:"eng"
~person:"Gupta, Rangan"
~person:"Pierdzioch, Christian"
~subject:"Geldpolitik"
~subject:"Real estate price"
~subject:"Share price"
~type_genre:"Article in journal"
~type_genre:"Festschrift"
~type_genre:"Statistik"
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Geldpolitik
Real estate price
Share price
Forecasting model
239
Prognoseverfahren
239
Estimation
204
Schätzung
204
Volatility
169
Volatilität
169
Börsenkurs
142
USA
141
United States
141
Theorie
136
Theory
136
Capital income
135
Kapitaleinkommen
135
South Africa
103
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103
Aktienmarkt
100
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100
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93
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93
Welt
87
World
87
Time series analysis
82
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82
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76
VAR-Modell
76
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71
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70
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65
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65
Causality analysis
62
Kausalanalyse
62
Oil price
61
Schock
61
Shock
61
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61
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58
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51
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261
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2
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8
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Gupta, Rangan
Pierdzioch, Christian
Wohar, Mark E.
84
Narayan, Paresh Kumar
77
Apergēs, Nikolaos
65
Belke, Ansgar
61
Siklos, Pierre L.
61
Zaremba, Adam
61
Hsing, Yu
60
Ryu, Doojin
59
Arestis, Philip
58
Caporale, Guglielmo Maria
58
McMillan, David G.
54
Gil-Alaña, Luis A.
53
Tiwari, Aviral Kumar
53
Balcilar, Mehmet
52
Madura, Jeff
51
Goodhart, Charles A. E.
50
Ma, Feng
49
Bordo, Michael D.
46
Haan, Jakob de
46
Hammoudeh, Shawkat
45
Hassan, M. Kabir
44
Woodford, Michael
44
Svensson, Lars E. O.
42
Taylor, John B.
42
Faff, Robert W.
41
Zhang, Wei
41
Kutan, Ali Mustafa
40
Burdekin, Richard C. K.
39
Jawadi, Fredj
39
McCallum, Bennett T.
39
Papadamou, Stephanos
39
Salisu, Afees A.
39
Di Bartolomeo, Giovanni
38
Xiong, Xiong
38
Chiang, Thomas C.
37
Corbet, Shaen
37
Neuenkirch, Matthias
37
Tillmann, Peter
37
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The North American journal of economics and finance : a journal of financial economics studies
16
Applied economics
12
Economic modelling
10
Research in international business and finance
10
Economics letters
8
Energy economics
8
International review of economics & finance : IREF
8
Finance research letters
7
Journal of real estate literature : a publication of the American Real Estate Society
7
The European journal of finance
7
The journal of real estate finance and economics
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Applied economics letters
6
Journal of forecasting
6
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
6
International review of financial analysis
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
International journal of finance & economics : IJFE
4
Applied financial economics
3
Economics and Business Letters : EBL
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Emerging markets, finance and trade : EMFT
3
Global finance journal
3
Journal of economic studies
3
Journal of economics and finance
3
Journal of international financial markets, institutions & money
3
Journal of multinational financial management
3
Journal of policy modeling : JPMOD ; a social science forum of world issues
3
Applied econometrics and international development
2
Defence and peace economics
2
Economia internazionale
2
Economic research
2
Economic systems
2
Economics / Journal articles : the open-access, open-assessment journal
2
Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
2
International business and economics research journal
2
International economic journal
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International economics and economic policy : IEEP
2
International journal of strategic property management
2
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ECONIS (ZBW)
261
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261
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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
Estimating U.S. housing price network connectedness : evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models
Gabauer, David
;
Gupta, Rangan
;
Marfatia, Hardik A.
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 349-362
Persistent link: https://www.econbiz.de/10014446771
Saved in:
3
Forecasting stock market volatility with regime-switching GARCH-MIDAS : the role of geopolitical risks
Segnon, Mawuli
;
Gupta, Rangan
;
Wilfling, Bernd
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 29-43
Persistent link: https://www.econbiz.de/10014450235
Saved in:
4
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:
5
Are real interest rates a monetary phenomenon? : evidence from 700 years of data
Plakandaras, Vasilios
;
Gupta, Rangan
;
Karmakar, Sayar
; …
- In:
Research in international business and finance
66
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014463176
Saved in:
6
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:
7
Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
Saved in:
8
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
9
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:
10
Forecasting state- and MSA-level housing returns of the US : the role of mortgage default risks
Bouras, Christos
;
Christou, Christina
;
Gupta, Rangan
; …
- In:
Research in international business and finance
65
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014433839
Saved in:
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