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VAR model
Volatility
332
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328
Forecasting model
315
Prognoseverfahren
315
Estimation
291
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291
United States
243
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109
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Ölpreis
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VAR-Modell
103
Causality analysis
92
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Monetary policy
90
Spillover effect
79
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78
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Gupta, Rangan
97
Wohar, Mark E.
14
Balcilar, Mehmet
13
Sheng, Xin
10
Miller, Stephen M.
9
Lau, Chi Keung
8
Aye, Goodness C.
7
Bouri, Elie
7
Gabauer, David
7
Cepni, Oguzhan
6
Ji, Qiang
6
Kabundi, Alain
6
Salisu, Afees A.
6
Caraiani, Petre
5
Marfatia, Hardik A.
5
Van Eyden, Reneé
5
Christou, Christina
4
Modise, Mampho P.
4
Plakandaras, Vasilios
4
Simo-Kengne, Beatrice D.
4
André, Christophe
3
Cuñado Eizaguirre, Juncal
3
Demirer, Rıza
3
Segnon, Mawuli
3
Shahzad, Syed Jawad Hussain
3
Asgharian, Hossein
2
Bonato, Matteo
2
Christiansen, Charlotte
2
Hassapis, Christis
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Hou, Ai Jun
2
Jurgilas, Marius
2
Kim, Won Joong
2
Ma, Jun
2
Reid, Monique
2
Roubaud, David
2
Sun, Xiaojin
2
Theodoridis, Konstantinos
2
Thompson, Kirsten
2
Wang, Shixuan
2
Ziramba, Emmanuel
2
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Department of Economics working paper series
10
Energy economics
8
Applied economics
4
Economic modelling
4
Economics letters
4
Finance research letters
4
Applied economics letters
3
International review of economics & finance : IREF
3
Journal of forecasting
3
Journal of international financial markets, institutions & money
3
Journal of policy modeling : JPMOD ; a social science forum of world issues
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Working papers / University of Connecticut, Department of Economics
3
Defence and peace economics
2
Emerging markets review
2
International review of financial analysis
2
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2
Journal of multinational financial management
2
The North American journal of economics and finance : a journal of financial economics studies
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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The journal of real estate finance and economics
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1
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Empirical Economics, Forthcoming
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1
International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance
1
International journal of finance & economics : IJFE
1
Journal of behavioral and experimental finance
1
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1
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ECONIS (ZBW)
103
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1
Does global fear predict fear in BRICS stock markets? : evidence from a Bayesian Graphical Structural VAR model
Bouri, Elie
;
Gupta, Rangan
;
Hosseini, Seyedmehdi
;
Lau, …
- In:
Emerging markets review
34
(
2018
),
pp. 124-142
Persistent link: https://www.econbiz.de/10012114689
Saved in:
2
The role of oil and risk shocks in the high-frequency movements of the term structure of interest rates : evidence from the U.S. Treasury market
Gupta, Rangan
;
Shahzad, Syed Jawad Hussain
;
Sheng, Xin
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1845-1857
Persistent link: https://www.econbiz.de/10014253453
Saved in:
3
Monetary policy and housing sector dynamics in a large-scale Bayesian vector autoregressive model
Gupta, Rangan
;
Jurgilas, Marius
;
Kabundi, Alain
; …
-
2009
Persistent link: https://www.econbiz.de/10003867074
Saved in:
4
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:
5
Has the SARB become more effective post inflation targeting?
Gupta, Rangan
;
Kabundi, Alain
;
Modise, Mampho P.
- In:
Economic change and restructuring : empirical and …
43
(
2010
)
3
,
pp. 187-204
Persistent link: https://www.econbiz.de/10008648088
Saved in:
6
The effect of monetary policy on house price inflation : a factor augmented vector autoregression (FAVAR) approach
Gupta, Rangan
;
Kabundi, Alain
- In:
Journal of economic studies
37
(
2010
)
5/6
,
pp. 616-626
Persistent link: https://www.econbiz.de/10008778767
Saved in:
7
The effect of defense spending on US output : a Factor Augmented Vector Autoregression (FAVAR) approach
Gupta, Rangan
;
Kabundi, Alain
;
Ziramba, Emmanuel
- In:
Defence and peace economics
21
(
2010
)
2
,
pp. 135-147
Persistent link: https://www.econbiz.de/10003985323
Saved in:
8
Do we need a global VAR model to forecast inflation and output in South Africa?
Waal, Annari de
;
Van Eyden, Reneé
;
Gupta, Rangan
- In:
Applied economics
47
(
2015
)
25/27
,
pp. 2649-2670
Persistent link: https://www.econbiz.de/10010519635
Saved in:
9
Do stock prices impact consumption and interest rate in South Africa? : evidence from a time-varying vector autoregressive model
Aye, Goodness C.
;
Gupta, Rangan
;
Modise, Mampho P.
- In:
Journal of emerging market finance
14
(
2015
)
2
,
pp. 176-196
Persistent link: https://www.econbiz.de/10011378505
Saved in:
10
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:
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