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~person:"Gupta, Rangan"
~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
152
Schätzung
152
Volatility
145
United States
143
Volatilität
143
USA
141
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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Undetermined
101
Free
94
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Article
132
Book / Working Paper
110
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Article in journal
132
Aufsatz in Zeitschrift
132
Working Paper
79
Arbeitspapier
78
Graue Literatur
78
Non-commercial literature
78
Language
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English
223
Undetermined
19
Author
All
Gupta, Rangan
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
Russell, Bill
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
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
58
Applied economics
18
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
International review of economics & finance : IREF
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
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
Applied economics letters
4
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 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
CREATES research paper
1
Cardiff economics working papers
1
DUTH Research 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
1
Economics, management and financial markets
1
Empirica : journal of european economics
1
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
1
Global Research Unit working paper
1
Indian Economic Review
1
International business and economics research journal
1
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ECONIS (ZBW)
222
RePEc
19
EconStor
1
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31
Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
-
2023
Persistent link: https://www.econbiz.de/10014304985
Saved in:
32
Forecasting stock market volatility with regime-switching GARCH-MIDAS : the role of geopolitical risks
Segnon, Mawuli
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10012800652
Saved in:
33
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:
34
Inflation-inequality puzzle : is it still apparent?
Berisha, Edmond
;
Gharehgozli, Orkideh
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10012803666
Saved in:
35
Safe havens, machine learning, and the sources of geopolitical risk : a forecasting analysis using over a century of data
Gupta, Rangan
;
Karmakar, Sayar
;
Pierdzioch, Christian
-
2022
Persistent link: https://www.econbiz.de/10012794059
Saved in:
36
Forecasting returns of major cryptocurrencies : evidence from regime-switching factor models
Bouri, Elie
;
Christou, Christina
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10012820409
Saved in:
37
Do climate risks predict US housing returns and volatility? : evidence from a quantiles-based approach
Bouri, Elie
;
Gupta, Rangan
;
Marfatia, Hardik A.
;
Nel, …
-
2022
Persistent link: https://www.econbiz.de/10013366537
Saved in:
38
US monetary policy and BRICS stock market bubbles
Gupta, Rangan
;
Nel, Jacobus
;
Nielsen, Joshua
-
2022
Persistent link: https://www.econbiz.de/10013366553
Saved in:
39
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:
40
Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries
Van Eyden, Reneé
;
Gupta, Rangan
;
Nielsen, Joshua
; …
-
2022
Persistent link: https://www.econbiz.de/10013462272
Saved in:
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