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The effects of disaggregate oil shocks on the aggregate expected skewness of the United States

Sheng, Xin; Gupta, Rangan; Ji, Qiang - In: Risks : open access journal 11 (2023) 11, pp. 1-9

We examine the impact of the global economic activity, oil supply, oil-specific consumption demand, and oil inventory demand shocks on the expected aggregate skewness of the United States (US) economy, obtained based on a data-rich environment involving 211 macroeconomic and financial variables...

Persistent link: https://www.econbiz.de/10014435601

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

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

Time-varying impact of uncertainty shocks on the US housing market

Christou, Christina; Gupta, Rangan; Nyakabawo, Wendy - In: Economics letters 180 (2019), pp. 15-20

Persistent link: https://www.econbiz.de/10012121736

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/10011554324

Can economic uncertainty, financial stress and consumer sentiments predict US equity premium?

Gupta, Rangan; Hammoudeh, Shawkat; Modise, Mampho P.; … - In: Journal of international financial markets, … 33 (2014), pp. 367-378

Persistent link: https://www.econbiz.de/10011299816

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

Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models

Cepni, Oguzhan; Christou, Christina; Gupta, Rangan - In: Economics letters 227 (2023), pp. 1-6

Persistent link: https://www.econbiz.de/10014335747

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

Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation

Asgharian, Hossein - 2020

We study the impact of economic policy uncertainty (EPU) shocks on the long-run stock market variances and correlations … correlation, even after accounting for a number of alternative uncertainty measures, and that it performs better out …-of-sample than most of the alternative uncertainty measures …

Persistent link: https://www.econbiz.de/10012855094