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Long memory, economic policy uncertainty and forecasting US inflation : a Bayesian VARFIMA approach

Balcilar, Mehmet; Gupta, Rangan; Jooste, Charl - In: Applied economics 49 (2017) 11, pp. 1047-1054

Persistent link: https://www.econbiz.de/10011811133

Is there a role for uncertainty in forecasting output growth in OECD countries? : evidence from a time-varying parameter-panel vector autoregressive model

Aye, Goodness C.; Gupta, Rangan; Lau, Chi Keung; Sheng, Xin - In: Applied economics 51 (2019) 33, pp. 3624-3631

Persistent link: https://www.econbiz.de/10012196883

Persistence of economic uncertainty : a comprehensive analysis

Plakandaras, Vasilios; Gupta, Rangan; Wohar, Mark E. - In: Applied economics 51 (2019) 41, pp. 4477-4498

Persistent link: https://www.econbiz.de/10012197031

Oil price uncertainty shocks and global equity markets : evidence from a GVAR model

Salisu, Afees A.; Gupta, Rangan; Demirer, Rıza - In: Journal of risk and financial management : JRFM 15 (2022) 8, pp. 1-26

This paper examines the propagation of oil price uncertainty shocks to real equity prices using a large-scale Global Vector Autoregressive (GVAR) model of 26 advanced and emerging stock markets. The GVAR framework allows us to capture the transmission of local and global shocks, while...

Persistent link: https://www.econbiz.de/10013380496