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~person:"Gupta, Rangan"
~subject:"Aktienmarkt"
~subject:"Inflation"
~subject:"Time series analysis"
~subject:"long memory"
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Aktienmarkt
Inflation
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
Kapitaleinkommen
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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70
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Article
98
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98
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98
Working Paper
59
Arbeitspapier
58
Graue Literatur
58
Non-commercial literature
58
Language
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English
164
Undetermined
19
Author
All
Gupta, Rangan
Gil-Alaña, Luis A.
185
Caporale, Guglielmo Maria
136
Phillips, Peter C. B.
76
Franses, Philip Hans
73
Nielsen, Morten Ørregaard
72
McAleer, Michael
63
Teräsvirta, Timo
59
Tiwari, Aviral Kumar
59
Johansen, Søren
57
Kunst, Robert M.
50
Kapetanios, George
46
Miller, Stephen M.
46
Pierdzioch, Christian
46
Balcilar, Mehmet
43
Wohar, Mark E.
43
Swanson, Norman R.
41
Ascari, Guido
40
Harvey, Andrew C.
38
Hendry, David F.
38
Moosa, Imad A.
38
Russell, Bill
38
Granger, C. W. J.
37
Gillman, Max
36
Narayan, Paresh Kumar
36
Pesaran, M. Hashem
36
Siklos, Pierre L.
36
Chang, Tsangyao
35
Jusélius, Katarina
35
Banerjee, Anindya
34
Mills, Terence C.
34
Haldrup, Niels
32
Allen, David E.
31
Hammoudeh, Shawkat
31
Marcellino, Massimiliano
31
Robinson, Peter M.
31
Taylor, Robert
31
Engle, Robert F.
30
Lux, Thomas
30
Koop, Gary
29
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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...
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Department of Economics working paper series
40
Applied economics
17
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
16
Working papers / University of Connecticut, Department of Economics
13
The North American journal of economics and finance : a journal of financial economics studies
12
Energy economics
7
International review of economics & finance : IREF
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Applied economics letters
4
Economics letters
4
Computational economics
3
Economia internazionale
3
International journal of finance & economics : IJFE
3
Journal of economics and finance
3
Applied financial economics
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
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
Journal of applied economics
2
The journal of real estate finance and economics
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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
Defence and peace 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
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
1
Indian Economic Review
1
International business and economics research journal
1
International journal of production economics
1
Journal of behavioral and experimental economics
1
Journal of business economics and management
1
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ECONIS (ZBW)
163
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
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
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Stock market bubbles and the realized volatility of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
-
2023
Persistent link: https://www.econbiz.de/10014329736
Saved in:
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