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~person:"Gupta, Rangan"
~person:"Marcellino, Massimiliano"
~person:"Swanson, Norman R."
~subject:"Causality analysis"
~subject:"Time series analysis"
~type:"book"
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Causality analysis
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Prognoseverfahren
159
Theorie
143
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142
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119
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100
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98
USA
95
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92
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88
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92
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Gupta, Rangan
Marcellino, Massimiliano
Swanson, Norman R.
Phillips, Peter C. B.
74
Caporale, Guglielmo Maria
61
Gil-Alaña, Luis A.
55
Johansen, Søren
52
Teräsvirta, Timo
52
McAleer, Michael
45
Franses, Philip Hans
40
Nielsen, Morten Ørregaard
40
Kunst, Robert M.
36
Pesaran, M. Hashem
31
Harvey, Andrew C.
30
Lechner, Michael
30
Granger, C. W. J.
28
Jusélius, Katarina
28
Nielsen, Bent
28
Hendry, David F.
26
Kapetanios, George
25
Narayan, Paresh Kumar
25
Taylor, Robert
24
Dijk, Herman K. van
23
Haldrup, Niels
23
Koop, Gary
23
Miller, Stephen M.
23
Ravazzolo, Francesco
23
Robinson, Peter M.
23
Croux, Christophe
22
Smyth, Russell
21
Casarin, Roberto
20
Shephard, Neil G.
20
Timmermann, Allan
20
Billio, Monica
19
Engle, Robert F.
19
Huber, Martin
19
Härdle, Wolfgang
19
Maravall Herrero, Agustín
19
Mills, Terence C.
19
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18
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Working papers / Rutgers University, Department of Economics
25
Working papers / University of Connecticut, Department of Economics
13
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12
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10
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5
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ECONIS (ZBW)
92
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1
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:
2
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:
3
The predictive impact of climate risk on total factor productivity growth : 1880-2020
Kunene, Desiree M.
;
Van Eyden, Reneé
;
Caraiani, Petre
; …
-
2023
Persistent link: https://www.econbiz.de/10014317435
Saved in:
4
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:
5
On the pricing effects of bitcoin mining in the fossil fuel market : the case of coal
Sibande, Xolani
;
Demirer, Rıza
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10013366536
Saved in:
6
Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Ҫepni, Oğuzhan
;
Christou, Christina
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10013435218
Saved in:
7
Time-varying parameter four-equation DSGE model
Gupta, Rangan
;
Sun, Xiaojin
-
2022
Persistent link: https://www.econbiz.de/10013341328
Saved in:
8
The role of the monthly ENSO in forecasting the Daily Baltic Dry Index
Bouri, Elie
;
Gupta, Rangan
;
Rossini, Lua
-
2022
Persistent link: https://www.econbiz.de/10013253754
Saved in:
9
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:
10
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:
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