Similar Search Results

Forecasting South African macroeconomic variables with a Markov-switching small open-economy dynamic stochastic general equilibrium model

Balcilar, Mehmet; Gupta, Rangan; Kotzé, Kevin - In: Empirical economics : a journal of the Institute for … 53 (2017) 1, pp. 117-135

Persistent link: https://www.econbiz.de/10011935894

A time-varying approach of the US welfare cost of inflation

Miller, Stephen M.; Martins, Luís Filipe; Gupta, Rangan - In: Macroeconomic dynamics 23 (2019) 2, pp. 775-797

Persistent link: https://www.econbiz.de/10012126634

The effects of public expenditures on labour productivity in Europe

Fedotenkov, Igor; Gupta, Rangan - In: Empirica : journal of european economics 48 (2021) 4, pp. 845-874

Persistent link: https://www.econbiz.de/10012651636

LPPLS bubble indicators over two centuries of the S&P 500 index

Zhang, Qunzhi; Sornette, Didier; Balcilar, Mehmet; … - 2016

The aim of this paper is to present novel tests for the early causal diagnostic of positive and negative bubbles in the S&P 500 index and the detection of End-of-Bubble signals with their corresponding confidence levels. We use monthly S&P 500 data covering the period from August 1791 to August...

Persistent link: https://www.econbiz.de/10011514490

Time-frequency relationship between US output with commodity and asset prices

Tiwari, Aviral Kumar; Albulescu, Claudiu Tiberiu; … - In: Applied economics 48 (2016) 1/3, pp. 227-242

Persistent link: https://www.econbiz.de/10011412694

Moments-based spillovers across gold and oil markets

Bonato, Matteo; Gupta, Rangan; Lau, Chi Keung; Wang, Shixuan - In: Energy economics 89 (2020), pp. 1-16

Persistent link: https://www.econbiz.de/10012517023

The behaviour of real interest rates : new evidence from a "suprasecular" perspective

Canarella, Giorgio; Gil-Alaña, Luis A.; Gupta, Rangan; … - In: International finance : the only journal bridging the … 25 (2022) 1, pp. 46-64

Persistent link: https://www.econbiz.de/10013183818

Contagion between real estate and financial markets : a Bayesian quantile-on-quantile approach

Caporin, Massimiliano; Gupta, Rangan; Ravazzolo, Francesco - In: The North American journal of economics and finance : a … 55 (2021), pp. 1-12

Persistent link: https://www.econbiz.de/10012667335

A note on uncertainty due to infectious diseases and output growth of the United States : a mixed-frequency forecasting experiment

Salisu, Afees A.; Gupta, Rangan; Demirer, Rıza - In: Annals of financial economics 17 (2022) 2, pp. 1-9

Persistent link: https://www.econbiz.de/10013262971

Spillovers across macroeconomic, financial and real estate uncertainties : a time-varying approach

Gabauer, David; Gupta, Rangan - In: Structural change and economic dynamics : SC+ED 52 (2020), pp. 167-173

Persistent link: https://www.econbiz.de/10012484669