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~person:"Gupta, Rangan"
~subject:"ARCH-Modell"
~subject:"Real estate price"
~subject:"VAR model"
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ARCH-Modell
Real estate price
VAR model
Forecasting model
171
Prognoseverfahren
171
Estimation
153
Schätzung
153
Volatility
147
Volatilität
145
United States
144
USA
142
Börsenkurs
104
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104
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96
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96
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43
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42
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Gupta, Rangan
McAleer, Michael
77
Mumtaz, Haroon
44
Pesaran, M. Hashem
44
Teräsvirta, Timo
41
Miller, Stephen M.
40
Nielsen, Morten Ørregaard
39
Ma, Feng
35
Theodoridis, Konstantinos
35
Balcilar, Mehmet
34
Caporale, Guglielmo Maria
33
Jusélius, Katarina
33
Chang, Chia-Lin
32
Huber, Florian
31
Johansen, Søren
29
Hill, Robert J.
28
Turnbull, Geoffrey K.
28
Weber, Enzo
28
Bouri, Elie
27
Conrad, Christian
27
Gambetti, Luca
27
Shimizu, Chihiro
27
Canova, Fabio
26
Lütkepohl, Helmut
26
Wohar, Mark E.
26
Farzanegan, Mohammad Reza
24
Koop, Gary
24
Rahbek, Anders
24
Benati, Luca
23
Hammoudeh, Shawkat
23
Minford, Patrick
23
Chau, K. W.
22
Haurin, Donald R.
22
Karanasos, Menelaos
22
Marcellino, Massimiliano
22
Peng, Liang
22
Ahlfeldt, Gabriel M.
21
Castelnuovo, Efrem
21
Engle, Robert F.
21
Kim, So-yŏng
21
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Department of Economics working paper series
35
Working papers / University of Connecticut, Department of Economics
14
Applied economics
12
Energy economics
8
International review of economics & finance : IREF
8
The North American journal of economics and finance : a journal of financial economics studies
8
The journal of real estate finance and economics
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Economics letters
5
Defence and peace economics
4
Applied economics letters
3
Global Research Unit working paper
3
Economic modelling
2
Economics : the open-access, open-assessment e-journal
2
Economics : the open-access, open-assessment journal
2
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International journal of finance & economics : IJFE
2
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1
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CREATES research paper
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Cardiff economics working papers
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Economics, management and financial markets
1
Empirica : journal of european economics
1
Empirical Economics, Forthcoming
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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
Journal of business economics and management
1
Journal of economics and finance
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
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The South African journal of economics
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ECONIS (ZBW)
156
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
Geopolitical risks and oil returns volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014576026
Saved in:
5
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:
6
Forecasting gold returns volatility over 1258-2023 : the role of moments
Muddana, Thanoj K.
;
Bhimreddy, Komal S. R.
;
Majumdar, …
-
2024
Persistent link: https://www.econbiz.de/10014536233
Saved in:
7
Forecasting stock returns volatility of the G7 over centuries : the role of climate risks
Bouri, Elie
;
Gupta, Rangan
;
Liphadzi, Asingamaanda
; …
-
2024
Persistent link: https://www.econbiz.de/10014553267
Saved in:
8
GARCHX-NoVaS : a model-free approach to incorporate exogenous variables
Wu, Kejin
;
Karmakar, Sayar
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014553270
Saved in:
9
Long-span multi-layer spillovers between moments of advanced equity markets : the role of climate risks
Foglia, Matteo
;
Plakandaras, Vasilios
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014515694
Saved in:
10
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:
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