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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
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104
Theorie
100
Theory
100
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99
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91
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91
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80
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80
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77
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77
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76
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75
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65
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65
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61
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59
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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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82
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Article
103
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107
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72
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72
Non-commercial literature
72
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72
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1
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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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31
Estimating integrated higher-order continuous time autoregressions with an application to money-income causality
Harvey, Andrew C.
- In:
Journal of econometrics
42
(
1989
)
3
,
pp. 319-336
Persistent link: https://www.econbiz.de/10001072251
Saved in:
32
Forecasting the Artificial Intelligence index returns : a hybrid approach
Zhang, Yue-jun
;
Zhang, Han
;
Gupta, Rangan
-
2021
Persistent link: https://www.econbiz.de/10012692569
Saved in:
33
The ENSO cycle and forecastability of global inflation and output growth : evidence from standard and mixed-frequency multivariate singular spectrum analyses
Hassani, Hossein
;
Yeganegi, Mohammad Reza
;
Gupta, Rangan
-
2021
Persistent link: https://www.econbiz.de/10012661146
Saved in:
34
Productivity and GDP : international evidence of persistence and trends over 130 years of data
Gil-Alaña, Luis A.
;
Solarin Sakiru Adebola
;
Gupta, Rangan
-
2021
Persistent link: https://www.econbiz.de/10012661157
Saved in:
35
Forecasting international REITs volatility : the role of oil-price uncertainty
Wang, Jiqian
;
Gupta, Rangan
;
Çepni, Oğuzhan
;
Ma, Feng
-
2021
Persistent link: https://www.econbiz.de/10012661162
Saved in:
36
Realized stock market volatility of the United States : the role of employee sentiment
Gupta, Rangan
;
Hall, Savanah
;
Pierdzioch, Christian
-
2023
Persistent link: https://www.econbiz.de/10014317308
Saved in:
37
Hybrid ARFIMA wavelet artificial neural network model for DJIA index forecasting
Boubaker, Heni
;
Canarella, Giorgio
;
Gupta, Rangan
; …
-
2020
Persistent link: https://www.econbiz.de/10012391038
Saved in:
38
125 years of time-varying effects of fiscal policy on financial markets
Marfatia, Hardik A.
;
Gupta, Rangan
;
Miller, Stephen M.
-
2020
Persistent link: https://www.econbiz.de/10012391098
Saved in:
39
Time series modeling of epidemics : leading indicators, control groups and policy assessment
Harvey, Andrew C.
-
2021
Persistent link: https://www.econbiz.de/10013254171
Saved in:
40
Score-driven time series models
Harvey, Andrew C.
-
2021
Persistent link: https://www.econbiz.de/10013257426
Saved in:
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