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~isPartOf:"Department of Economics working paper series"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~person:"Gertler, Mark"
~person:"Gupta, Rangan"
~subject:"Forecasting model"
~subject:"Kapitaleinkommen"
~subject:"Konjunktur"
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Gertler, Mark
Gupta, Rangan
Salisu, Afees A.
6
Cepni, Oguzhan
5
Bouri, Elie
4
Jensen, Gerald R.
3
Pierdzioch, Christian
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Ji, Qiang
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Department of Economics working paper series
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Applied economics
8
The North American journal of economics and finance : a journal of financial economics studies
8
The journal of real estate finance and economics
5
Working paper / National Bureau of Economic Research, Inc.
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5
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
3
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2
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Economic research reports
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Economics and Business Letters : EBL
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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2
Finance research letters
2
Financial innovation : FIN
2
International journal of finance & economics : IJFE
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Journal of forecasting
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Research in international business and finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
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1
Applied economics letters
1
Brookings papers on economic activity : BPEA
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Empirica : journal of european economics
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Financial markets and financial crises : [presented at the NBER Conference ... held in Key Biscayne, Florida, March 23-24, 1990]
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Handbook of real estate and macroeconomics
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International review of economics & finance : IREF
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1
Technological shocks and stock market volatility over a century : a GARCHMIDAS approach
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014253794
Saved in:
2
Economic conditions and predictability of US stock returns volatility : local factor versus national factor in a GARCH-MIDAS model
Salisu, Afees A.
;
Liao, Wenting
;
Gupta, Rangan
;
Cepni, …
-
2023
Persistent link: https://www.econbiz.de/10014329743
Saved in:
3
Housing search activity and quantiles-based predictability of housing price movements in the United States
Gupta, Rangan
;
Moodley, Damien
-
2023
Persistent link: https://www.econbiz.de/10014443107
Saved in:
4
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
5
Dynamic impact of the US monetary policy on oil market returns and volatility
Marfatia, Hardik A.
;
Gupta, Rangan
;
Cakan, Esin
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 159-169
Persistent link: https://www.econbiz.de/10012655291
Saved in:
6
Out-of-sample predictability of gold market volatility : the role of US Nonfarm Payroll
Salisu, Afees A.
;
Bouri, Elie
;
Gupta, Rangan
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 482-488
Persistent link: https://www.econbiz.de/10014249177
Saved in:
7
Climate risks and forecastability of the weekly state-level economic conditions of the United States
Ҫepni, Oğuzhan
;
Gupta, Rangan
;
Liao, Wenting
;
Ma, Jun
-
2022
Persistent link: https://www.econbiz.de/10013435217
Saved in:
8
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:
9
Bitcoin prices and the realized volatility of US sectoral stock returns
Bouri, Elie
;
Salisu, Afees A.
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10013270159
Saved in:
10
Uncertainty and daily predictability of housing returns and volatility of the United States : evidence from a higher-order nonparametric causality-in-quantiles test
Bouri, Elie
;
Gupta, Rangan
;
Kyei, Clement Kweku
; …
- In:
The quarterly review of economics and finance : journal …
82
(
2021
),
pp. 200-206
Persistent link: https://www.econbiz.de/10013258467
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