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~person:"Gupta, Rangan"
~person:"Marcellino, Massimiliano"
~subject:"Real estate price"
~subject:"VAR model"
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Real estate price
VAR model
Prognoseverfahren
216
Forecasting model
211
Estimation
178
Schätzung
178
USA
160
United States
160
Volatility
153
Volatilität
151
Theorie
119
Theory
114
Börsenkurs
105
Share price
105
Risiko
99
Risk
99
Zeitreihenanalyse
99
Capital income
98
Kapitaleinkommen
98
Time series analysis
97
Forecasting
93
Welt
84
World
83
VAR-Modell
80
South Africa
77
Stock market
77
Aktienmarkt
75
Inflation
68
Immobilienpreis
65
Oil price
61
Ölpreis
59
Causality analysis
53
Cointegration
53
Kausalanalyse
53
Südafrika
53
Monetary policy
52
Bayes-Statistik
51
ARCH model
50
ARCH-Modell
50
Bayesian inference
47
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42
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Article
71
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62
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72
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50
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50
Graue Literatur
48
Non-commercial literature
48
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1
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English
132
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Author
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Gupta, Rangan
Marcellino, Massimiliano
Mumtaz, Haroon
44
Pesaran, M. Hashem
44
Theodoridis, Konstantinos
35
Jusélius, Katarina
33
Huber, Florian
31
Johansen, Søren
29
Miller, Stephen M.
29
Nielsen, Morten Ørregaard
29
Hill, Robert J.
28
Turnbull, Geoffrey K.
28
Balcilar, Mehmet
27
Gambetti, Luca
27
Shimizu, Chihiro
27
Lütkepohl, Helmut
26
Canova, Fabio
25
Farzanegan, Mohammad Reza
24
Koop, Gary
24
Benati, Luca
23
Minford, Patrick
23
Wohar, Mark E.
23
Chau, K. W.
22
Haurin, Donald R.
22
Ahlfeldt, Gabriel M.
21
Castelnuovo, Efrem
21
Kim, So-yŏng
21
Peng, Liang
21
Quigley, John M.
21
Brasington, David M.
20
Diewert, Walter E.
20
Forni, Mario
20
Leung, Charles Ka Yui
19
Sala, Luca
19
Sousa, Ricardo M.
19
Wachter, Susan M.
19
Wickens, Michael R.
19
Wong, Siu Kei
19
Adam, Klaus
18
Österholm, Pär
18
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1
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Working papers / University of Connecticut, Department of Economics
13
Department of Economics working paper series
12
Applied economics
11
Discussion papers / CEPR
10
Energy economics
7
International review of economics & finance : IREF
7
The journal of real estate finance and economics
7
Economics letters
5
The North American journal of economics and finance : a journal of financial economics studies
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Discussion paper / Centre for Economic Policy Research
4
Applied economics letters
3
Working paper
3
Defence and peace economics
2
Economic modelling
2
Economics : the open-access, open-assessment e-journal
2
Economics : the open-access, open-assessment journal
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Global Research Unit working paper
2
Applied economics quarterly
1
CREATES research paper
1
Cardiff economics working papers
1
Discussion papers in economics and econometrics
1
Economics & finance notes
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
International journal of finance & economics : IJFE
1
Journal of business economics and management
1
Journal of forecasting
1
Journal of housing economics
1
OECD Economics Department working papers
1
Studies in economics and finance
1
The Journal of Real Estate Finance and Economics
1
The South African journal of economics
1
The review of economics and statistics
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ECONIS (ZBW)
132
RePEc
1
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1
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:
2
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:
3
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:
4
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:
5
The effects of disaggregate oil shocks on aggregate expected skewness of the United States
Sheng, Xin
;
Gupta, Rangan
;
Ji, Qiang
-
2023
Persistent link: https://www.econbiz.de/10013502430
Saved in:
6
Fiscal policy and stock markets at the effective lower bound
André, Christophe
;
Caraiani, Petre
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014281696
Saved in:
7
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:
8
The effects of conventional and unconventional monetary policy shocks on US REITs moments : evidence from VARs with functional shocks
Wang, Shixuan
;
Gupta, Rangan
;
Bonato, Matteo
;
Çepni, …
-
2022
Persistent link: https://www.econbiz.de/10013179591
Saved in:
9
Time-varying parameter four-equation DSGE model
Gupta, Rangan
;
Sun, Xiaojin
-
2022
Persistent link: https://www.econbiz.de/10013341328
Saved in:
10
The heterogeneous impact of temperature growth on real house price returns across the US states
Van Eyden, Reneé
;
Ngene, Geoffrey
;
Çepni, Oğuzhan
; …
-
2022
Persistent link: https://www.econbiz.de/10013341336
Saved in:
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