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~person:"Gupta, Rangan"
~person:"Marcellino, Massimiliano"
~subject:"Real estate price"
~subject:"VAR model"
~subject:"Volatilität"
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Real estate price
VAR model
Volatilität
Prognoseverfahren
212
Forecasting model
207
Estimation
176
Schätzung
176
USA
159
United States
159
Volatility
149
Theorie
119
Theory
114
Börsenkurs
103
Share price
103
Zeitreihenanalyse
98
Risiko
97
Risk
97
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Capital income
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Kapitaleinkommen
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Forecasting
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VAR-Modell
80
Welt
80
World
79
South Africa
75
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75
Aktienmarkt
73
Inflation
68
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65
Oil price
60
Ölpreis
58
Causality analysis
53
Cointegration
53
Kausalanalyse
53
Südafrika
53
Monetary policy
52
Bayes-Statistik
51
ARCH model
48
ARCH-Modell
48
Bayesian inference
47
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Article
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105
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105
Graue Literatur
103
Non-commercial literature
103
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English
257
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Author
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Gupta, Rangan
Marcellino, Massimiliano
McAleer, Michael
103
Pierdzioch, Christian
69
Caporale, Guglielmo Maria
63
Pesaran, M. Hashem
53
Hammoudeh, Shawkat
50
Ma, Feng
50
Bahmani-Oskooee, Mohsen
48
Bouri, Elie
48
Wohar, Mark E.
48
Miller, Stephen M.
47
Mumtaz, Haroon
45
Tiwari, Aviral Kumar
45
Balcilar, Mehmet
43
Chang, Chia-Lin
43
Nielsen, Morten Ørregaard
42
Huber, Florian
38
Bollerslev, Tim
35
Salisu, Afees A.
35
Theodoridis, Konstantinos
35
Aizenman, Joshua
33
Jusélius, Katarina
33
Mensi, Walid
33
Lux, Thomas
32
Gil-Alaña, Luis A.
30
Apergēs, Nikolaos
29
Demirer, Rıza
29
Johansen, Søren
29
Kang, Sang Hoon
29
Spagnolo, Nicola
29
Weber, Enzo
29
Afonso, António
28
Hill, Robert J.
28
Turnbull, Geoffrey K.
28
McMillan, David G.
27
Minford, Patrick
27
Shimizu, Chihiro
27
Adam, Klaus
26
Castelnuovo, Efrem
26
Gambetti, Luca
26
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University of Southampton / Department of Economics
1
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Department of Economics working paper series
62
Energy economics
17
The North American journal of economics and finance : a journal of financial economics studies
16
Applied economics
15
Working papers / University of Connecticut, Department of Economics
15
International review of economics & finance : IREF
12
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
Discussion papers / CEPR
10
Economics letters
9
The journal of real estate finance and economics
7
Applied economics letters
6
Defence and peace economics
5
Discussion paper / Centre for Economic Policy Research
4
International journal of finance & economics : IJFE
4
Annals of financial economics
3
Economia internazionale
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Global Research Unit working paper
3
Journal of economics and finance
3
Working paper
3
Economic modelling
2
Economics / Discussion papers : the open-access, open-assessment e-journal
2
Economics / Journal articles : the open-access, open-assessment journal
2
Economics and Business Letters : EBL
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
Applied economics quarterly
1
Applied financial economics
1
CREATES research paper
1
Cardiff economics working papers
1
Computational economics
1
Discussion papers in economics and econometrics
1
Econometric Institute research papers
1
Economics & finance notes
1
Economics working paper
1
Economics, management and financial markets
1
Empirica : journal of european economics
1
Empirical Economics, Forthcoming
1
Global business & economics review
1
Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
1
International business and economics research journal
1
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ECONIS (ZBW)
257
RePEc
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1
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:
2
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:
3
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:
4
Forecasting macroeconomic variables in a small open economy : a comparison between small- and large-scale models
Gupta, Rangan
;
Kabundi, Alain
- In:
Journal of forecasting
29
(
2010
)
1/2
,
pp. 168-185
Persistent link: https://www.econbiz.de/10003951827
Saved in:
5
Forecasting growth-at-risk of the United States : housing price versus housing sentiment or attention
Cepni, Oguzhan
;
Gupta, Rangan
;
Pierdzioch, Christian
-
2024
Persistent link: https://www.econbiz.de/10014483637
Saved in:
6
Does the introduction of US spot Bitcoin ETFs affect spot returns and volatility of major cryptocurrencies?
Babalos, Vassilios
;
Bouri, Elie
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014521259
Saved in:
7
Energy market uncertainties and exchange rate volatility : a GARCHMIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014521267
Saved in:
8
Forecasting realized US stock market volatility : is there a role for economic policy uncertainty?
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505046
Saved in:
9
Energy market uncertainties and US state-level stock market volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505054
Saved in:
10
Presidential approval ratings and stock market performance in Latin America
Jaichand, Yuvana
;
Van Eyden, Reneé
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505056
Saved in:
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