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~language:"eng"
~person:"Gupta, Rangan"
~subject:"Time series analysis"
~type_genre:"Article in journal"
~type_genre:"Case study"
~type_genre:"Graue Literatur"
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Time series analysis
Forecasting model
261
Prognoseverfahren
261
Estimation
240
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240
Volatility
223
Volatilität
223
USA
186
United States
186
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166
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166
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159
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159
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131
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Gupta, Rangan
Gil-Alaña, Luis A.
332
Caporale, Guglielmo Maria
197
Phillips, Peter C. B.
162
Franses, Philip Hans
158
Koopman, Siem Jan
151
McAleer, Michael
116
Teräsvirta, Timo
104
Gao, Jiti
91
Lütkepohl, Helmut
90
Sibbertsen, Philipp
87
Hyndman, Rob J.
86
Taylor, Robert
80
Koop, Gary
79
Lucas, André
77
Pesaran, M. Hashem
74
Johansen, Søren
73
Marcellino, Massimiliano
73
Kapetanios, George
70
Harvey, Andrew C.
69
Kunst, Robert M.
64
Dijk, Herman K. van
62
Härdle, Wolfgang
61
Dijk, Dick van
57
Linton, Oliver
57
Nielsen, Morten Ørregaard
57
Leybourne, Stephen James
56
Perron, Pierre
56
Swanson, Norman R.
56
Hendry, David F.
52
Maravall Herrero, Agustín
51
Robinson, Peter M.
51
Tiwari, Aviral Kumar
48
Hassler, Uwe
47
Moosa, Imad A.
47
Saikkonen, Pentti
47
Proietti, Tommaso
45
Hecq, Alain W. J.
44
Lanne, Markku
44
Chang, Tsangyao
43
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Applied economics
12
Department of Economics working paper series
8
Energy economics
8
Working papers / University of Connecticut, Department of Economics
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Computational economics
3
Finance research letters
3
Finmap working paper
3
Journal of forecasting
3
The North American journal of economics and finance : a journal of financial economics studies
3
Applied economics letters
2
Applied financial economics
2
Economic modelling
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
International journal of finance & economics : IJFE
2
International review of economics & finance : IREF
2
International review of financial analysis
2
The journal of developing areas
2
The journal of international trade & economic development
2
The journal of real estate finance and economics
2
CESifo working papers
1
Cardiff economics working papers
1
Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Economia internazionale
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Economics : the open-access, open-assessment e-journal
1
Economics : the open-access, open-assessment journal
1
Economics letters
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Economics, management and financial markets
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets review
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Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
1
Financial innovation : FIN
1
International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance
1
International journal of forecasting
1
International journal of production economics
1
Journal of central banking theory and practice
1
Journal of economics and finance
1
Journal of emerging market finance
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ECONIS (ZBW)
104
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1
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:
2
Reassessing the macroeconomic effects of aggregate skewness : a time-varying perspective
Xiong, Rui
;
Liao, Wenting
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014576029
Saved in:
3
Stock market bubbles and the realized volatility of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
- In:
Energy economics
132
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10015047521
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 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:
6
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:
7
Forecasting volatility of commodity, currency, and stock markets : evidence from Markov switching multifractal models
Liu, Ruipeng
;
Segnon, Mawuli
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014448138
Saved in:
8
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:
9
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:
10
Structural and predictive analyses with a mixed copula-based vector autoregression model
Woraphon Yamaka
;
Gupta, Rangan
;
Sukrit Thongkairat
; …
- In:
Journal of forecasting
42
(
2023
)
2
,
pp. 223-239
Persistent link: https://www.econbiz.de/10014292148
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