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~person:"Gupta, Rangan"
~subject:"Aktienmarkt"
~subject:"Inflation"
~subject:"Kapitaleinkommen"
~subject:"Time series analysis"
~subject:"USA"
~subject:"long memory"
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Aktienmarkt
Inflation
Kapitaleinkommen
Time series analysis
USA
long memory
Forecasting model
168
Prognoseverfahren
168
Estimation
152
Schätzung
152
Volatility
145
United States
143
Volatilität
143
Börsenkurs
103
Share price
103
Capital income
94
Risiko
88
Risk
88
Theorie
77
Theory
77
Welt
77
World
77
Stock market
76
South Africa
75
Forecasting
73
Zeitreihenanalyse
73
Immobilienpreis
65
Real estate price
65
Oil price
58
VAR model
57
VAR-Modell
56
Ölpreis
56
Südafrika
53
Causality analysis
52
Kausalanalyse
52
Monetary policy
50
ARCH model
48
ARCH-Modell
48
Economic growth
43
Cointegration
42
Geldpolitik
39
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Free
137
Undetermined
127
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Article
168
Book / Working Paper
151
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Article in journal
170
Aufsatz in Zeitschrift
170
Working Paper
112
Arbeitspapier
111
Graue Literatur
111
Non-commercial literature
111
Language
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English
300
Undetermined
19
Author
All
Gupta, Rangan
Gil-Alaña, Luis A.
231
Caporale, Guglielmo Maria
195
Cebula, Richard J.
114
McAleer, Michael
114
Miller, Stephen M.
101
Pierdzioch, Christian
89
Wohar, Mark E.
88
Phillips, Peter C. B.
87
Bahmani-Oskooee, Mohsen
85
Stulz, René M.
83
Wolff, Edward N.
83
Franses, Philip Hans
82
Viscusi, W. Kip
78
Tiwari, Aviral Kumar
77
Glaeser, Edward L.
74
Nielsen, Morten Ørregaard
73
Balcilar, Mehmet
71
Autor, David H.
69
Wray, L. Randall
69
Neumark, David
67
Heckman, James J.
66
Timmermann, Allan
66
Chiswick, Barry R.
65
Kaiser, Harry M.
64
Pesaran, M. Hashem
64
Teräsvirta, Timo
64
Narayan, Paresh Kumar
63
List, John A.
62
Kapetanios, George
60
Kunst, Robert M.
60
Siegfried, John J.
60
Fairlie, Robert W.
59
Goodwin, Barry K.
59
Johansen, Søren
59
Payne, James E.
59
Hammoudeh, Shawkat
58
Acemoglu, Daron
56
Mishra, Ashok K.
56
Bebchuk, Lucian A.
55
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Institution
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Department of Economics, Faculty of Economic and Management Sciences
16
Department of Economics, Democritus University of Thrace
1
Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
1
Published in...
All
Department of Economics working paper series
71
Working papers / University of Connecticut, Department of Economics
29
Applied economics
23
The North American journal of economics and finance : a journal of financial economics studies
23
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
16
Energy economics
12
International review of economics & finance : IREF
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Applied economics letters
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Economics letters
7
International journal of finance & economics : IJFE
7
The journal of real estate finance and economics
6
Journal of economics and finance
5
Annals of financial economics
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
Applied financial economics
3
Computational economics
3
Defence and peace economics
3
Economia internazionale
3
Economics / Discussion papers : the open-access, open-assessment e-journal
3
Economics / Journal articles : the open-access, open-assessment journal
3
Economics and Business Letters : EBL
3
Economics, management and financial markets
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Global Research Unit working paper
2
Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
2
International business and economics research journal
2
Journal of applied economics
2
Annals of economics and finance
1
Applied Economics, 52(10) 2020
1
CREATES research paper
1
Cardiff economics working papers
1
DUTH Research Papers in Economics
1
Econometric Institute research papers
1
Economic modelling
1
Economics Working Paper
1
Economics Working Papers / Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
1
Economics and finance working paper series
1
Economics working paper
1
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Source
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ECONIS (ZBW)
299
RePEc
19
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
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:
4
Modeling the presidential approval ratings of the United States using machine-learning : does climate policy uncertainty matter?
Bouri, Elie
;
Gupta, Rangan
;
Pierdzioch, Christian
-
2024
Persistent link: https://www.econbiz.de/10014483651
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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