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~person:"Gupta, Rangan"
~person:"Harvey, Andrew C."
~subject:"Kapitaleinkommen"
~subject:"Time series analysis"
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Kapitaleinkommen
Time series analysis
Forecasting model
175
Prognoseverfahren
175
Estimation
158
Schätzung
158
Volatility
153
United States
151
Volatilität
151
USA
149
Zeitreihenanalyse
111
Börsenkurs
104
Share price
104
Theorie
100
Theory
100
Capital income
99
Risiko
91
Risk
91
Welt
80
World
80
South Africa
77
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77
Forecasting
76
Aktienmarkt
75
Immobilienpreis
65
Real estate price
65
Inflation
61
Oil price
59
VAR model
58
VAR-Modell
57
Ölpreis
57
ARCH model
56
ARCH-Modell
56
Südafrika
53
Causality analysis
52
Kausalanalyse
52
Monetary policy
50
Cointegration
44
Economic growth
42
Geldpolitik
39
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Free
82
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80
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Article
103
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92
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107
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107
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72
Graue Literatur
72
Non-commercial literature
72
Working Paper
72
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1
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Language
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English
195
Author
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Gupta, Rangan
Harvey, Andrew C.
Gil-Alaña, Luis A.
176
Caporale, Guglielmo Maria
125
Phillips, Peter C. B.
77
Franses, Philip Hans
71
McAleer, Michael
67
Teräsvirta, Timo
63
Johansen, Søren
53
Timmermann, Allan
49
Tiwari, Aviral Kumar
48
Pesaran, M. Hashem
47
Kunst, Robert M.
46
Miller, Stephen M.
44
Wohar, Mark E.
44
Nielsen, Morten Ørregaard
43
Granger, C. W. J.
40
Swanson, Norman R.
37
Zaremba, Adam
37
Moosa, Imad A.
35
Allen, David E.
34
McMillan, David G.
34
Mills, Terence C.
34
Pierdzioch, Christian
34
Balcilar, Mehmet
33
Engle, Robert F.
33
Kapetanios, George
33
Hendry, David F.
32
Jusélius, Katarina
32
Lux, Thomas
31
Narayan, Paresh Kumar
31
Taylor, Robert
31
Chang, Tsangyao
30
Nielsen, Bent
29
Bollerslev, Tim
28
Haldrup, Niels
28
Plastun, Alex
28
Bouri, Elie
27
Diebold, Francis X.
27
Koop, Gary
26
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University of Cambridge / Department of Applied Economics
4
Econometrisch Instituut <Rotterdam>
1
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Department of Economics working paper series
38
Cambridge working papers in economics
19
Applied economics
15
Energy economics
13
The North American journal of economics and finance : a journal of financial economics studies
13
Working papers / University of Connecticut, Department of Economics
9
International review of economics & finance : IREF
7
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
International journal of finance & economics : IJFE
5
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
Econometric Institute research papers
3
Economics letters
3
Journal of economics and finance
3
Suntory and Toyota International Centres for Economics and Related Disciplines
3
Applied economics letters
2
Covid economics : vetted and real-time papers
2
Defence and peace economics
2
Economics and Business Letters : EBL
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
Suntory Toyota International Centre for Economics and Related Disciplines
2
The review of economics and statistics
2
Applied Economics, 52(10) 2020
1
Cardiff economics working papers
1
DAE working paper
1
Economia internazionale
1
Economic modelling
1
Economics : the open-access, open-assessment e-journal
1
Economics : the open-access, open-assessment journal
1
Economics discussion papers
1
Economics working paper
1
Economics, management and financial markets
1
Empirica : journal of european economics
1
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
1
Global Research Unit working paper
1
International journal of production economics
1
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ECONIS (ZBW)
195
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11
Climate risks and real gold returns over 750 years
Gupta, Rangan
;
Majumdar, Anandamayee
;
Pierdzioch, Christian
-
2024
Persistent link: https://www.econbiz.de/10015051330
Saved in:
12
Economic conditions and predictability of US stock returns volatility : local factor versus national factor in a GARCH-MIDAS model
Salisu, Afees A.
;
Liao, Wenting
;
Gupta, Rangan
;
Cepni, …
-
2023
Persistent link: https://www.econbiz.de/10014329743
Saved in:
13
Housing search activity and quantiles-based predictability of housing price movements in the United States
Gupta, Rangan
;
Moodley, Damien
-
2023
Persistent link: https://www.econbiz.de/10014443107
Saved in:
14
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443108
Saved in:
15
Oil price returns skewness and forecastability of international stock returns over one century of data
Salisu, Afees A.
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443111
Saved in:
16
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:
17
Return volatility, correlation, and hedging of green and brown stocks : is there a role for climate risk factors?
Li, Haohua
;
Bouri, Elie
;
Gupta, Rangan
;
Fang, Libing
-
2023
Persistent link: https://www.econbiz.de/10013482253
Saved in:
18
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
; …
-
2023
Persistent link: https://www.econbiz.de/10014304985
Saved in:
19
Forecasting returns of major cryptocurrencies : evidence from regime-switching factor models
Bouri, Elie
;
Christou, Christina
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10012820409
Saved in:
20
Real-time forecast of DSGE models with time-varying volatility in GARCH form
Ivashchenko, Sergey
;
Ҫekin, Semih Emre
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10012800653
Saved in:
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