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The impact of macroeconomic factors on income inequality : evidence from the BRICS

Berisha, Edmond; Gupta, Rangan; Meszaros, John - In: Economic modelling 91 (2020), pp. 559-567

Persistent link: https://www.econbiz.de/10012429134

125 years of time-varying effects of fiscal policy on financial markets

Marfatia, Hardik A.; Gupta, Rangan; Miller, Stephen M. - 2020

Persistent link: https://www.econbiz.de/10012391098

125 Years of Time-Varying Effects of Fiscal Policy on Financial Markets

Marfatia, Hardik - 2020

This paper examines the effect of fiscal policy on financial markets over a long span of 125 years. Unlike existing studies that mainly focus on monetary policy shocks and model-based identification of fiscal policy shocks, we use a time-varying parameter model to study the effect of fiscal...

Persistent link: https://www.econbiz.de/10012827249

125 Years of time-varying effects of fiscal policy on financial markets

Marfatia, Hardik A.; Gupta, Rangan; Miller, Stephen M. - In: International review of economics & finance : IREF 70 (2020), pp. 303-320

Persistent link: https://www.econbiz.de/10012486794

The Taylor curve : international evidence

Çekin, Semih Emre; Gupta, Rangan; Olson, Eric - In: Applied economics 53 (2021) 40, pp. 4680-4691

Persistent link: https://www.econbiz.de/10012609863

The effect of monetary policy on house price inflation : a factor augmented vector autoregression (FAVAR) approach

Gupta, Rangan; Kabundi, Alain - In: Journal of economic studies 37 (2010) 5/6, pp. 616-626

Persistent link: https://www.econbiz.de/10008778767

The role of economic policy uncertainty in predicting U.S. recessions : a mixed-frequency Markov-switching vector autoregressive approach

Balcilar, Mehmet; Gupta, Rangan; Segnon, Mawuli - 2016

forecasting recessionary regimes for the U.S. economy. …

Persistent link: https://www.econbiz.de/10011443536

Dynamic effects of monetary policy shocks on macroeconomic volatility in the United Kingdom

Salisu, Afees A.; Gupta, Rangan - In: Applied economics letters 28 (2021) 18, pp. 1594-1599

Persistent link: https://www.econbiz.de/10012626718

Dynamic impact of unconventional monetary policy on international REITs

Marfatia, Hardik A.; Gupta, Rangan; Lesame, Keagile - In: Journal of risk and financial management : JRFM 14 (2021) 9, pp. 1-18

In this paper, we estimate the dynamic impact of unconventional monetary policy in the US on international REITs. Unlike existing studies which are limited to conventional policy tools and undertake a static approach, we use an event study approach and estimate a time-varying parameter model to...

Persistent link: https://www.econbiz.de/10012628426

The effects of conventional and unconventional monetary policy shocks on US REITs moments : evidence from VARs with functional shocks

Wang, Shixuan; Gupta, Rangan; Bonato, Matteo; Çepni, … - 2022

Persistent link: https://www.econbiz.de/10013179591