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Forecasting regional house price inflation: a comparison between dynamic factor models and vector autoregressive models

Das, Sonali; Gupta, Rangan; Kabundi, Alain - In: Journal of Forecasting 30 (2011) 2, pp. 288-302

This paper uses the dynamic factor model framework, which accommodates a large cross-section of macroeconomic time series, for forecasting regional house price inflation. In this study, we forecast house price inflation for five metropolitan areas of South Africa using principal components...

Persistent link: https://www.econbiz.de/10008838934

Forecasting local currency bond risk premia of emerging markets : The role of cross‐country macrofinancial linkages

Cepni, Oguzhan; Gupta, Rangan; Güney, I. Ethem; Yilmaz, M. - In: Journal of Forecasting 39 (2020) 6, pp. 966-985

Persistent link: https://www.econbiz.de/10012189070

The predictability of stock market volatility in emerging economies : Relative roles of local, regional, and global business cycles

Bouri, Elie; Demirer, Riza; Gupta, Rangan; Sun, Xiaojin - In: Journal of Forecasting 39 (2020) 6, pp. 957-965

Persistent link: https://www.econbiz.de/10012189073

Stock markets and exchange rate behavior of the BRICS

Salisu, Afees A.; Cuñado, Juncal; Isah, Kazeem; Gupta, … - In: Journal of Forecasting 40 (2021) 8, pp. 1581-1595

Persistent link: https://www.econbiz.de/10012632560

Mixed‐frequency forecasting of crude oil volatility based on the information content of global economic conditions

Salisu, Afees A.; Gupta, Rangan; Bouri, Elie; Ji, Qiang - In: Journal of Forecasting 41 (2021) 1, pp. 134-157

Persistent link: https://www.econbiz.de/10012632565

Forecasting realized volatility of international REITs : The role of realized skewness and realized kurtosis

Bonato, Matteo; Cepni, Oguzhan; Gupta, Rangan; … - In: Journal of Forecasting 41 (2021) 2, pp. 303-315

Persistent link: https://www.econbiz.de/10012632578

Forecasting US GNP growth : The role of uncertainty

Segnon, Mawuli; Gupta, Rangan; Bekiros, Stelios; Wohar, … - In: Journal of Forecasting 37 (2018) 5, pp. 541-559

Persistent link: https://www.econbiz.de/10012081986

The role of economic uncertainty in forecasting exchange rate returns and realized volatility : Evidence from quantile predictive regressions

Christou, Christina; Gupta, Rangan; Hassapis, Christis; … - In: Journal of Forecasting 37 (2018) 7, pp. 705-719

Persistent link: https://www.econbiz.de/10012082000

Volatility forecasting with bivariate multifractal models

Liu, Ruipeng; Demirer, Riza; Gupta, Rangan; Wohar, Mark - In: Journal of Forecasting 39 (2019) 2, pp. 155-167

Persistent link: https://www.econbiz.de/10012082072

Point and density forecasting of macroeconomic and financial uncertainties of the USA

Salisu, Afees A.; Gupta, Rangan; Ogbonna, Ahamuefula E. - In: Journal of Forecasting 40 (2020) 4, pp. 700-707

Persistent link: https://www.econbiz.de/10012406765