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The out-of-sample forecasting performance of nonlinear models of regional housing prices in the US

Balcilar, Mehmet; Gupta, Rangan; Miller, Stephen M. - In: Applied economics 47 (2015) 22/24, pp. 2259-2277

Persistent link: https://www.econbiz.de/10010516653

Was the recent downturn in US real GDP predictable?

Balcilar, Mehmet; Gupta, Rangan; Majumdar, Anandamayee; … - In: Applied economics 47 (2015) 28/30, pp. 2985-3007

Persistent link: https://www.econbiz.de/10011289393

Forecasting US real house price returns over 1831 - 2013 : evidence from copula models

Gupta, Rangan; Majumdar, Anandamayee - In: Applied economics 47 (2015) 46/48, pp. 5204-5213

Persistent link: https://www.econbiz.de/10011318337

Forecasting house prices for the four census regions and the aggregate US economy in a data-rich environment

Gupta, Rangan - In: Applied economics 45 (2013) 31/33, pp. 4677-4697

Persistent link: https://www.econbiz.de/10010225005

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

The role of real estate uncertainty in predicting US home sales growth : evidence from a quantiles-based Bayesian model averaging approach

Çepni, Oğuzhan; Gupta, Rangan; Wohar, Mark E. - In: Applied economics 52 (2020) 5, pp. 528-536

Persistent link: https://www.econbiz.de/10012197432

Forecasting US consumer price index : does nonlinearity matter?

Álvarez-Díaz, Marcos; Gupta, Rangan - In: Applied economics 48 (2016) 46/48, pp. 4462-4475

Persistent link: https://www.econbiz.de/10011640110

Do U.S. economic conditions at the state level predict the realized volatility of oil-price returns? : a quantile machine-learning approach

Gupta, Rangan; Pierdzioch, Christian - In: Financial innovation : FIN 9 (2023), pp. 1-22

Persistent link: https://www.econbiz.de/10014288917

The predictive power of Bitcoin prices for the realized volatility of US stock sector returns

Bouri, Elie; Salisu, Afees A.; Gupta, Rangan - In: Financial innovation : FIN 9 (2023) 1, pp. 1-22

This paper is motivated by Bitcoin's rapid ascension into mainstream finance and recent evidence of a strong relationship between Bitcoin and US stock markets. It is also motivated by a lack of empirical studies on whether Bitcoin prices contain useful information for the volatility of US stock...

Persistent link: https://www.econbiz.de/10014289060