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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
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Forecasting volatility of commodity, currency, and stock markets : evidence from Markov switching multifractal models
Liu, Ruipeng; Segnon, Mawuli; Cepni, Oguzhan; Gupta, Rangan - 2023
Persistent link: https://www.econbiz.de/10014448138
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The ENSO cycle and forecastability of global inflation and output growth : evidence from standard and mixed-frequency multivariate singular spectrum analyses
Hassani, Hossein; Yeganegi, Mohammad Reza; Gupta, Rangan - 2021
Persistent link: https://www.econbiz.de/10012661146
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Productivity and GDP : international evidence of persistence and trends over 130 years of data
Gil-Alaña, Luis A.; Solarin Sakiru Adebola; Gupta, Rangan - 2021
Persistent link: https://www.econbiz.de/10012661157
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The role of the monthly ENSO in forecasting the Daily Baltic Dry Index
Bouri, Elie; Gupta, Rangan; Rossini, Lua - 2022
Persistent link: https://www.econbiz.de/10013253754
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Time-varying parameter four-equation DSGE model
Gupta, Rangan; Sun, Xiaojin - 2022
Persistent link: https://www.econbiz.de/10013341328
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Reassessing the macroeconomic effects of aggregate skewness : a time-varying perspective
Xiong, Rui; Liao, Wenting; Gupta, Rangan - 2024
Persistent link: https://www.econbiz.de/10014576029
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Construction of models for bounded price processes : the case of the HKD exchange rate
Ben, Yee Hong; Dokučaev, Nikolaj G. - In: Annals of financial economics 10 (2015) 2, pp. 1-23
Persistent link: https://www.econbiz.de/10011408528