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~person:"Gupta, Rangan"
~person:"Robinson, Peter M."
~person:"Swanson, Norman R."
~subject:"Causality analysis"
~subject:"Time series analysis"
~type:"book"
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Causality analysis
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140
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125
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113
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88
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Gupta, Rangan
Robinson, Peter M.
Swanson, Norman R.
Phillips, Peter C. B.
74
Caporale, Guglielmo Maria
61
Gil-Alaña, Luis A.
55
Johansen, Søren
52
Teräsvirta, Timo
52
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45
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40
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40
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36
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31
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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
Croux, Christophe
22
Marcellino, Massimiliano
22
Smyth, Russell
21
Casarin, Roberto
20
Härdle, Wolfgang
20
Shephard, Neil G.
20
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20
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19
Engle, Robert F.
19
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19
Maravall Herrero, Agustín
19
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19
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18
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20
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13
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9
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3
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ECONIS (ZBW)
94
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1
Reassessing the macroeconomic effects of aggregate skewness : a time-varying perspective
Xiong, Rui
;
Liao, Wenting
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014576029
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
Time-varying parameter four-equation DSGE model
Gupta, Rangan
;
Sun, Xiaojin
-
2022
Persistent link: https://www.econbiz.de/10013341328
Saved in:
8
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:
9
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:
10
Does climate policy uncertainty affect tourism demand? : evidence from time-varying causality tests
Apergēs, Nikolaos
;
Gavriilidis, Konstantinos
;
Gupta, Rangan
-
2021
Persistent link: https://www.econbiz.de/10012703087
Saved in:
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