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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
This paper analyzes the performance of the monthly economic policy uncertainty (EPU) index in predicting recessionary …
Persistent link: https://www.econbiz.de/10011443536
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Effects of economic policy uncertainty shocks on the long-run US-UK stock market correlation
Asgharian, Hossein; Christiansen, Charlotte; Gupta, Rangan - 2016
Persistent link: https://www.econbiz.de/10011541711
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The time-varying impact of uncertainty shocks on the comovement of regional housing prices of the United Kingdom
Cepni, Oguzhan; Marfatia, Hardik A.; Gupta, Rangan - 2021
Persistent link: https://www.econbiz.de/10012661143
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Climate risks and forecastability of the weekly state-level economic conditions of the United States
Ҫepni, Oğuzhan; Gupta, Rangan; Liao, Wenting; Ma, Jun - 2022
Persistent link: https://www.econbiz.de/10013435217
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Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Ҫepni, Oğuzhan; Christou, Christina; Gupta, Rangan - 2022
Persistent link: https://www.econbiz.de/10013435218