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~language:"eng"
~person:"Gupta, Rangan"
~subject:"Real estate price"
~subject:"Time series analysis"
~type_genre:"Article in journal"
~type_genre:"Case study"
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Real estate price
Time series analysis
Forecasting model
189
Prognoseverfahren
189
Estimation
174
Schätzung
174
Volatility
154
Volatilität
154
USA
126
United States
126
Capital income
120
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Gupta, Rangan
Gil-Alaña, Luis A.
176
Phillips, Peter C. B.
94
Franses, Philip Hans
77
Caporale, Guglielmo Maria
62
Taylor, Robert
59
Leybourne, Stephen James
53
Chang, Tsangyao
48
Moosa, Imad A.
47
Tiwari, Aviral Kumar
47
Perron, Pierre
46
Teräsvirta, Timo
43
Harvey, Andrew C.
42
Koopman, Siem Jan
42
McAleer, Michael
37
Koop, Gary
36
Lütkepohl, Helmut
34
Wohar, Mark E.
34
Harvey, David I.
33
Balcilar, Mehmet
32
Mills, Terence C.
31
Hendry, David F.
30
Newbold, Paul
30
Hassler, Uwe
28
Bahmani-Oskooee, Mohsen
27
Tsai, I-Chun
27
Apergēs, Nikolaos
26
Ghysels, Eric
26
Granger, C. W. J.
26
Hecq, Alain W. J.
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Hong, Yongmiao
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Miller, Stephen M.
26
Turnbull, Geoffrey K.
26
Chau, K. W.
25
Herwartz, Helmut
25
Hyndman, Rob J.
25
Kapetanios, George
25
Linton, Oliver
25
Marcellino, Massimiliano
25
Pesaran, M. Hashem
25
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Applied economics
18
Economic modelling
7
Energy economics
7
International review of economics & finance : IREF
6
Journal of forecasting
6
Journal of real estate literature : a publication of the American Real Estate Society
6
The North American journal of economics and finance : a journal of financial economics studies
6
The journal of real estate finance and economics
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Finance research letters
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Applied economics letters
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Computational economics
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
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2
Economics letters
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
International journal of finance & economics : IJFE
2
International journal of strategic property management
2
International review of financial analysis
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Public finance review : PFR
2
The journal of developing areas
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The journal of international trade & economic development
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Applied econometrics and international development
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Applied economics quarterly
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Economia internazionale
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1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets review
1
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
1
Financial innovation : FIN
1
Global business & economics review
1
Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
1
International business and economics research journal
1
International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance
1
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ECONIS (ZBW)
140
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1
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:
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
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:
4
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:
5
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:
6
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:
7
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:
8
Income inequality and house prices across US states
Berisha, Edmond
;
Meszaros, John
;
Gupta, Rangan
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 192-197
Persistent link: https://www.econbiz.de/10014461562
Saved in:
9
Is there a national housing market bubble brewing in the United States?
Gupta, Rangan
;
Ma, Jun
;
Theodoridis, Konstantinos
; …
- In:
Macroeconomic dynamics
27
(
2023
)
8
,
pp. 2191-2228
Persistent link: https://www.econbiz.de/10014436663
Saved in:
10
Productivity and GDP : international evidence of persistence and trends over 130 years of data
Gil-Alaña, Luis A.
;
Solarin Sakiru Adebola
;
Balcilar, …
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
3
,
pp. 1219-1246
Persistent link: https://www.econbiz.de/10014226350
Saved in:
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