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Time-varying persistence of infllation : evidence from a wavelet-based approach
Boubaker, Heni; Canarella, Giorgio; Gupta, Rangan; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 21 (2017) 4, pp. 1-18
Persistent link: https://www.econbiz.de/10011755461
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Causal relationships between economic policy uncertainty and housing market returns in China and India : evidence from linear and nonlinear panel and time series models
Chow, Sheung Chi; Cuñado Eizaguirre, Juncal; Gupta, Rangan - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 2, pp. 1-15
Persistent link: https://www.econbiz.de/10011897378
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Long-memory modeling and forecasting : evidence from the U.S. historical series of inflation
Boubaker, Heni; Canarella, Giorgio; Gupta, Rangan; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 25 (2021) 5, pp. 289-310
Persistent link: https://www.econbiz.de/10012806531
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Conventional and unconventional monetary policy reaction to uncertainty in advanced economies: evidence from quantile regressions
Christou, Christina; Naraidoo, Ruthira; Gupta, Rangan - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 24 (2020) 3, pp. 1-17
Persistent link: https://www.econbiz.de/10012289400
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Uncertainty and forecasts of U.S. recessions
Pierdzioch, Christian; Gupta, Rangan - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 24 (2020) 4, pp. 1-21
Persistent link: https://www.econbiz.de/10012299545
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Are stock returns an inflation hedge for the UK? : evidence from a wavelet analysis using over three centuries of data
Tiwari, Aviral Kumar; Cuñado Eizaguirre, Juncal; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 23 (2019) 3, pp. 1-17
Persistent link: https://www.econbiz.de/10012054891
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Uncertainty and realized jumps in the pound-dollar exchange rate : evidence from over one century of data
Gillas, Konstantinos Gkillas; Gupta, Rangan; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 27 (2023) 1, pp. 25-47
Persistent link: https://www.econbiz.de/10014288819
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Are multifractal processes suited to forecasting electricity price volatility? : evidence from Australian intraday data
Segnon, Mawuli; Lau, Chi Keung; Wilfling, Bernd; Gupta, … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 26 (2022) 1, pp. 73-98
Persistent link: https://www.econbiz.de/10013334628