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~person:"Al-Shayeb, Abdulrahman"
~person:"Andersson, Per-Åke"
~person:"Gil-Alaña, Luis A."
~person:"Gupta, Rangan"
~subject:"Cointegration"
~subject:"Estimation"
~subject:"South Africa"
~subject:"long memory"
~type_genre:"Article in journal"
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Cointegration
Estimation
South Africa
long memory
Schätzung
170
Time series analysis
153
Zeitreihenanalyse
153
USA
122
United States
122
Volatility
97
Volatilität
97
Forecasting model
96
Prognoseverfahren
96
Theorie
86
Theory
86
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78
Share price
78
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73
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73
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60
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55
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55
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Causality analysis
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35
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236
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238
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119
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117
Non-commercial literature
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238
Author
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Al-Shayeb, Abdulrahman
Andersson, Per-Åke
Gil-Alaña, Luis A.
Gupta, Rangan
Bahmani-Oskooee, Mohsen
113
Chang, Tsangyao
99
Apergēs, Nikolaos
64
Tiwari, Aviral Kumar
63
Caporale, Guglielmo Maria
60
Narayan, Paresh Kumar
42
Balcilar, Mehmet
41
Su, Chi-Wei
40
Lee, Chien-chiang
39
Shahbaz, Muhammad
39
Wohar, Mark E.
39
Wagner, Joachim
37
Belke, Ansgar
35
Payne, James E.
34
Pierdzioch, Christian
33
Egger, Peter
32
Hammoudeh, Shawkat
32
Odhiambo, Nicholas M.
32
Hsing, Yu
30
Holmes, Mark J.
29
Moosa, Imad A.
29
Smyth, Russell
28
McMillan, David G.
27
Herzer, Dierk
26
Fedderke, Johannes W.
25
Hamori, Shigeyuki
25
Kumbhakar, Subal
25
Panagiōtidēs, Theodōros
25
Sosvilla-Rivero, Simón
24
Tsionas, Efthymios G.
24
Xuan Vinh Vo
24
Zaremba, Adam
24
Afonso, António
22
Narayan, Seema
21
Rault, Christophe
21
Riphahn, Regina T.
21
Thornton, John
21
Zhu, Huiming
21
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Applied economics
28
Applied economics letters
21
The North American journal of economics and finance : a journal of financial economics studies
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
The South African journal of economics
12
International journal of finance & economics : IJFE
11
Energy economics
10
International review of economics & finance : IREF
9
Economics letters
8
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
Economia internazionale
5
Journal of economics and finance
5
Defence and peace economics
4
Empirica : journal of european economics
4
International business and economics research journal
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
Tourism economics : the business and finance of tourism and recreation
4
Applied financial economics
3
Economics and Business Letters : EBL
3
Journal of applied economics
3
Journal of economics and finance : JEF
3
Oxford bulletin of economics and statistics
3
Annals of economics and finance
2
Economic modelling
2
Economics : the open-access, open-assessment journal
2
Economics, management and financial markets
2
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
2
Journal of business economics and management
2
Review of financial economics : RFE
2
Review of international economics
2
Studies in economics and finance
2
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
2
African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
1
Annals of financial economics
1
Applied financial economics letters
1
Computational economics
1
Contemporary economics
1
Economics & finance notes
1
Economics bulletin : EB
1
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ECONIS (ZBW)
238
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1
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238
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1
Stock market indices and sustainability : a comparison between them
Dios-Alija, Teresa de
;
Río Caballero, Marta del
; …
- In:
Journal of sustainable finance & investment
14
(
2024
)
3
,
pp. 642-657
Persistent link: https://www.econbiz.de/10015053395
Saved in:
2
Disaggregated oil shocks and stock-market tail risks : evidence from a panel of 48
economics
Gupta, Rangan
;
Sheng, Xin
;
Pierdzioch, Christian
;
Ji, Qiang
- In:
Research in international business and finance
58
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013287890
Saved in:
3
South Africa's monetary policy independence : evidence from a Global New-Keynesian DSGE model
Waal, Annari de
;
Gupta, Rangan
;
Jooste, Charl
- In:
Applied economics letters
25
(
2018
)
12
,
pp. 840-846
Persistent link: https://www.econbiz.de/10012130449
Saved in:
4
Effects of geopolitical risks on trade flows : evidence from the gravity model
Gupta, Rangan
;
Gozgor, Giray
;
Kaya, Huseyin
;
Demir, Ender
- In:
Eurasian economic review : a journal in applied …
9
(
2019
)
4
,
pp. 515-530
Persistent link: https://www.econbiz.de/10012134611
Saved in:
5
Forecasting macroeconomic data for an emerging market with a nonlinear DSGE model
Balcilar, Mehmet
;
Gupta, Rangan
;
Kotzé, Kevin
- In:
Economic modelling
44
(
2015
),
pp. 215-228
Persistent link: https://www.econbiz.de/10011326254
Saved in:
6
Persistence and cycles in the us federal funds rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International review of financial analysis
52
(
2017
),
pp. 1-8
Persistent link: https://www.econbiz.de/10011868684
Saved in:
7
Persistence and cyclical dependence in the monthly euribor rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Journal of economics and finance
40
(
2016
)
1
,
pp. 157-171
Persistent link: https://www.econbiz.de/10011589974
Saved in:
8
A DSGE-VAR model for forecasting key South African macroeconomic variables
Gupta, Rangan
;
Steinbach, Rudi
- In:
Economic modelling
33
(
2013
),
pp. 19-33
Persistent link: https://www.econbiz.de/10010192067
Saved in:
9
The role of oil and risk shocks in the high-frequency movements of the term structure of interest rates : evidence from the U.S. Treasury market
Gupta, Rangan
;
Shahzad, Syed Jawad Hussain
;
Sheng, Xin
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1845-1857
Persistent link: https://www.econbiz.de/10014253453
Saved in:
10
On the persistence of UK inflation : a long-range dependence approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 439-454
Persistent link: https://www.econbiz.de/10012814596
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