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~person:"Gupta, Rangan"
~person:"Siklos, Pierre L."
~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
Estimation
168
Forecasting model
168
Prognoseverfahren
168
Schätzung
168
United States
164
USA
162
Volatility
151
Volatilität
148
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116
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56
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English
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Gupta, Rangan
Siklos, Pierre L.
Gil-Alaña, Luis A.
193
Caporale, Guglielmo Maria
162
Phillips, Peter C. B.
77
Franses, Philip Hans
76
McAleer, Michael
76
Nielsen, Morten Ørregaard
72
Tiwari, Aviral Kumar
66
Wohar, Mark E.
66
Teräsvirta, Timo
64
Pierdzioch, Christian
61
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
Granger, C. W. J.
41
McMillan, David G.
41
Ascari, Guido
40
Hammoudeh, Shawkat
40
Moosa, Imad A.
40
Harvey, Andrew C.
38
Hendry, David F.
38
Russell, Bill
38
Engle, Robert F.
37
Gillman, Max
37
Lux, Thomas
37
Mills, Terence C.
37
Chang, Tsangyao
35
Jusélius, Katarina
35
Banerjee, Anindya
34
Bollerslev, Tim
34
Diebold, Francis X.
34
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Department of Economics, Faculty of Economic and Management Sciences
16
Department of Economics, Democritus University of Thrace
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Edward Elgar Publishing
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Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
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Department of Economics working paper series
55
The North American journal of economics and finance : a journal of financial economics studies
19
Applied economics
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
International review of economics & finance : IREF
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Economics letters
6
International journal of finance & economics : IJFE
6
Applied financial economics
5
Journal of economics and finance
5
Applied economics letters
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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LCERPA working paper / LCERPA, Laurier Centre for Economic Research and Policy Analysis
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The journal of real estate finance and economics
4
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
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Claremont McKenna College Robert Day School of Economics and Finance Research Paper
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Defence and peace economics
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Economics and Business Letters : EBL
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
2
Journal of applied economics
2
Journal of economics & business
2
Research notes in economics & statistics
2
The Oxford handbook of the economics of central banking
2
Working paper / Department of Economics, Wilfrid Laurier University
2
Annals of economics and finance
1
Applied Economics, 52(10) 2020
1
Applied economics quarterly
1
CREATES research paper
1
Cardiff economics working papers
1
Contemporary economic policy : a journal of Western Economic Association International
1
Contemporary issues in economics and econometrics : theory and applications; [Australian Meeting of the Econometric Society ... ]
1
DUTH Research Papers in Economics
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Discussion paper / Department of Economics, University of California San Diego
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ECONIS (ZBW)
257
RePEc
20
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
Central bank behavior, the institutional framework, and policy regimes : inflation versus noninflation targeting countries
Siklos, Pierre L.
- In:
Contemporary economic policy : a journal of Western …
22
(
2004
)
3
,
pp. 331-343
Persistent link: https://www.econbiz.de/10002121516
Saved in:
4
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:
5
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:
6
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:
7
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:
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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