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Do house prices hedge inflation in the US? : a quantile cointegration approach

Christou, Christina; Gupta, Rangan; Nyakabawo, Wendy; … - In: International review of economics & finance : IREF 54 (2018), pp. 15-26

Persistent link: https://www.econbiz.de/10012033339

Forecasting National Recessions of the United States with State-Level Climate Risks : Evidence from Model Averaging in Markov-Switching Models

Çepni, Oğuzhan; Christou, Christina; Gupta, Rangan - 2022

This paper utilizes Bayesian (static) model averaging (BMA) and dynamic model averaging (DMA) incorporated into Markov-switching (MS) models to forecast business cycle turning points of the United States (US) with state-level climate risks data, proxied by temperature changes and its (realized)...

Persistent link: https://www.econbiz.de/10014242517

Convergence in income inequality : further evidence from the club clustering methodology across the U.S. states

Apergēs, Nikolaos; Christou, Christina; Gupta, Rangan; … - 2016

Persistent link: https://www.econbiz.de/10011547690

Forecasting returns of major cryptocurrencies : evidence from regime-switching factor models

Bouri, Elie; Christou, Christina; Gupta, Rangan - 2022

Persistent link: https://www.econbiz.de/10012820409

Does inequality help in forecasting equity premium in a panel of G7 countries?

Christou, Christina; Gupta, Rangan; Jawadi, Fredj - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-10

Persistent link: https://www.econbiz.de/10012822273

Inflation-targeting and inflation volatility : international evidence from the cosine-squared cepstrum

Antonakakis, Nikolaos; Christou, Christina; Gil-Alaña, … - In: International economics : a journal published by CEPII … 167 (2021), pp. 29-38

Persistent link: https://www.econbiz.de/10013269231

Monetary policy reaction to uncertainty in Japan : evidence from a quantile-on-quantile interest rate rule

Christou, Christina; Naraidoo, Ruthira; Gupta, Rangan; … - In: International journal of finance & economics : IJFE 27 (2022) 2, pp. 2041-2053

Persistent link: https://www.econbiz.de/10013184644

Time-varying impact of uncertainty shocks on macroeconomic variables of the United Kingdom : evidence from over 150 years of monthly data

Christou, Christina; Gabauer, David; Gupta, Rangan - In: Finance research letters 37 (2020), pp. 1-11

Persistent link: https://www.econbiz.de/10012484913

Forecasting equity premium in a panel of OECD countries : the role of economic policy uncertainty

Christou, Christina; Gupta, Rangan - In: The quarterly review of economics and finance : journal … 76 (2020), pp. 243-248

Persistent link: https://www.econbiz.de/10012417600

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