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~person:"Gupta, Rangan"
~person:"Russell, Bill"
~subject:"Aktienmarkt"
~subject:"Inflation"
~subject:"Kapitaleinkommen"
~subject:"Time series analysis"
~subject:"long memory"
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Aktienmarkt
Inflation
Kapitaleinkommen
Time series analysis
long memory
Forecasting model
168
Prognoseverfahren
168
Estimation
162
Schätzung
162
United States
156
USA
154
Volatility
145
Volatilität
143
Börsenkurs
103
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103
Capital income
94
Theorie
93
Theory
93
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90
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90
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77
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77
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76
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75
Forecasting
73
Immobilienpreis
65
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65
Oil price
58
VAR model
57
VAR-Modell
56
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56
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55
Kausalanalyse
55
Südafrika
53
Cointegration
51
Monetary policy
51
ARCH model
48
ARCH-Modell
48
Economic growth
43
Kointegration
43
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Free
113
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103
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143
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137
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109
Arbeitspapier
108
Graue Literatur
105
Non-commercial literature
105
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English
260
Undetermined
20
Author
All
Gupta, Rangan
Russell, Bill
Gil-Alaña, Luis A.
193
Caporale, Guglielmo Maria
163
Phillips, Peter C. B.
77
Franses, Philip Hans
76
McAleer, Michael
76
Nielsen, Morten Ørregaard
72
Tiwari, Aviral Kumar
67
Wohar, Mark E.
66
Teräsvirta, Timo
64
Pierdzioch, Christian
62
Johansen, Søren
57
Miller, Stephen M.
57
Balcilar, Mehmet
53
Timmermann, Allan
52
Kunst, Robert M.
50
Kapetanios, George
49
Pesaran, M. Hashem
49
Zaremba, Adam
44
Allen, David E.
43
Narayan, Paresh Kumar
43
Swanson, Norman R.
42
Ascari, Guido
41
Granger, C. W. J.
41
Hammoudeh, Shawkat
41
McMillan, David G.
41
Moosa, Imad A.
41
Siklos, Pierre L.
40
Harvey, Andrew C.
38
Hendry, David F.
38
Engle, Robert F.
37
Gillman, Max
37
Lux, Thomas
37
Mills, Terence C.
37
Bouri, Elie
36
Chang, Tsangyao
36
Jusélius, Katarina
35
Banerjee, Anindya
34
Bollerslev, Tim
34
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Department of Economics, Faculty of Economic and Management Sciences
16
University of Dundee / Department of Economic Studies
10
European University Institute / Department of Economics
6
Department of Economics, European University Institute
2
Department of Economics Studies, University of Dundee
1
Department of Economics, Democritus University of Thrace
1
Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
1
University of Oxford / Institute of Economics and Statistics
1
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Department of Economics working paper series
58
Applied economics
19
Dundee discussion papers in economics
19
The North American journal of economics and finance : a journal of financial economics studies
18
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
16
Working papers / University of Connecticut, Department of Economics
14
Energy economics
12
EUI working paper / ECO
10
International review of economics & finance : IREF
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Applied economics letters
6
International journal of finance & economics : IJFE
6
Journal of economics and finance
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Economics letters
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
The journal of real estate finance and economics
4
Applied financial economics
3
Computational economics
3
Economia internazionale
3
Defence and peace economics
2
Economics Working Papers / Department of Economics, European University Institute
2
Economics and Business Letters : EBL
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
2
Journal of applied economics
2
Annals of economics and finance
1
Applied Economics, 52(10) 2020
1
Applied economics discussion paper series
1
CREATES research paper
1
Cardiff economics working papers
1
DUTH Research Papers in Economics
1
Dundee Discussion Papers in Economics
1
Economic modelling
1
Economics / Discussion papers : the open-access, open-assessment e-journal
1
Economics / Journal articles : the open-access, open-assessment journal
1
Economics Working Paper
1
Economics Working Papers / Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
1
Economics working paper
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Economics, management and financial markets
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ECONIS (ZBW)
257
RePEc
22
EconStor
1
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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
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
Predicting the conditional distribution of US stock market systemic stress : the role of climate risks
Caporin, Massimiliano
;
Caraiani, Petre
;
Cepni, Oguzhan
; …
-
2024
Persistent link: https://www.econbiz.de/10014496364
Saved in:
4
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:
5
Can municipal bonds hedge US state-level climate risks?
Polat, Onur
;
Gupta, Rangan
;
Cepni, Oguzhan
;
Ji, Qiang
-
2024
Persistent link: https://www.econbiz.de/10014521269
Saved in:
6
Climate risks and forecastability of US inflation : evidence from dynamic quantile model averaging
Luo, Jiawen
;
Fu, Shengjie
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014529004
Saved in:
7
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:
8
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:
9
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:
10
Political geography and stock market volatility : the role of political alignment across sentiment regimes
Cepni, Oguzhan
;
Demirer, Rıza
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505058
Saved in:
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