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Climate risks and forecastability of the weekly state-level economic conditions of the United States

Cepni, Oguzhan; Gupta, Rangan; Liao, Wenting; Ma, Jun - In: International review of finance : the official journal … 24 (2024) 1, pp. 154-162

Persistent link: https://www.econbiz.de/10014507523

Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes

Balcilar, Mehmet; Gupta, Rangan; Majumdar, Anandamayee; … - Department of Economics, University of Nevada-Las Vegas - 2011

and non-linear forecasting models and univariate and multivariate techniques. The linear models include vector … for Nevada’s economy. We conclude that non-linear models generally outperform linear models in forecasting future …

Persistent link: https://www.econbiz.de/10010606852

Using Large Data Sets to Forecast Sectoral Employment

Gupta, Rangan; Kabundi, Alain; Miller, Stephen M.; … - Department of Economics, University of Nevada-Las Vegas - 2011

the alternative models. Finally, we forecast out-of sample from April 2009 through March 2010, using the best forecasting … long-run relationships along with short-run dynamics play an important role in forecasting employment. …

Persistent link: https://www.econbiz.de/10010606855

Was the Recent Downturn in US GDP Predictable?

Balcilar, Mehmet; Gupta, Rangan; Majumdar, Anandamayee; … - Department of Economics, University of Nevada-Las Vegas - 2012

-stochastic-general-equilibrium models of the economy, may prove crucial in forecasting turning points. …

Persistent link: https://www.econbiz.de/10010640565

The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US

Balcilar, Mehmet; Gupta, Rangan; Miller, Stephen M. - Department of Economics, University of Nevada-Las Vegas - 2012

density forecasts between the linear and non-linear models. Finally, in a dynamic 25-step ex-ante and interval forecasting …

Persistent link: https://www.econbiz.de/10010640567

Uncertainty due to infectious diseases and forecastability of the realized variance of United States real estate investment trusts : a note

Bonato, Matteo; Çepni, Oğuzhan; Gupta, Rangan; … - In: International review of finance : the official journal … 22 (2022) 3, pp. 540-550

Persistent link: https://www.econbiz.de/10013413249

Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data

Salisu, Afees A.; Gupta, Rangan; Pierdzioch, Christian; … - In: International review of finance : the official journal … 23 (2023) 2, pp. 228-244

Persistent link: https://www.econbiz.de/10014326299

Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States

Gupta, Rangan; Kabundi, Alain; Miller, Stephen M. - Department of Economics, University of Nevada-Las Vegas - 2009

Vector Autoregressive (LBVAR) models. In addition, we also introduce spatial or causality priors to augment the forecasting …

Persistent link: https://www.econbiz.de/10004972713

The Time-Series Properties of House Prices: A Case Study of the Southern California Market

Gupta, Rangan; Miller, Stephen M. - Department of Economics, University of Nevada-Las Vegas - 2009

We examine the time-series relationship between house prices in eight Southern California metropolitan statistical areas (MSAs). First, we perform cointegration tests of the house price indexes for the MSAs, finding seven cointegrating vectors. Thus, the evidence suggests that one common trend...

Persistent link: https://www.econbiz.de/10005187655

"Ripple Effects” and Forecasting Home Prices in Los Angeles, Las Vegas, and Phoenix

Gupta, Rangan; Miller, Stephen M. - Department of Economics, University of Nevada-Las Vegas - 2009

We examine the time-series relationship between housing prices in Los Angeles, Las Vegas, and Phoenix. First, temporal Granger causality tests reveal that Los Angeles housing prices cause housing prices in Las Vegas (directly) and Phoenix (indirectly). In addition, Las Vegas housing prices cause...

Persistent link: https://www.econbiz.de/10005518863