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Do stock prices impact consumption and interest rate in South Africa? : evidence from a time-varying vector autoregressive model

Aye, Goodness C.; Gupta, Rangan; Modise, Mampho P. - In: Journal of emerging market finance 14 (2015) 2, pp. 176-196

Persistent link: https://www.econbiz.de/10011378505

Monetary policy reaction functions of the TICKs : a quantile regression approach

Christou, Christina; Naraidoo, Ruthira; Gupta, Rangan; … - In: Emerging markets finance & trade : a journal of the … 54 (2018) 13/14/15, pp. 3552-3565

Persistent link: https://www.econbiz.de/10012125897

Analyzing South Africa's inflation persistence using an arfima model with Markov-switching fractional differencing parameter

Balcilar, Mehmet; Gupta, Rangan; Jooste, Charl - In: The journal of developing areas 50 (2016) 1, pp. 47-57

Persistent link: https://www.econbiz.de/10011576379

Is the response of the bank of England to exchange rate movements frequency-dependent?

Caraiani, Petre; Gupta, Rangan - In: Journal of macroeconomics 63 (2020), pp. 1-10

Persistent link: https://www.econbiz.de/10012243170

The role of monetary policy uncertainty in predicting equity market volatility of the United Kingdom : evidence from over 150 years of data

Gupta, Rangan; Wohar, Mark E. - In: Economics and Business Letters : EBL 8 (2019) 3, pp. 138-146

Persistent link: https://www.econbiz.de/10012156567

Evidence of persistence in U.S. short and long-term interest rates

Gil-Alaña, Luis A.; Cuñado Eizaguirre, Juncal; Gupta, … - In: Journal of policy modeling : JPMOD ; a social science … 39 (2017) 5, pp. 775-789

Persistent link: https://www.econbiz.de/10011792860

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 regimes of the (quarterly) U.S. GDP. In this regard, the authors apply a mixed-frequency Markov-switching vector autoregressive (MF-MSVAR) model, and compare its in-sample and...

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

Do house prices impact consumption and interest rate in South Africa? : evidence from a time-varying vector autogressive model

Peretti, Vittorio; Gupta, Rangan; Inglesi-Lotz, Roula - In: Economics, management and financial markets 7 (2012) 4, pp. 101-120

Persistent link: https://www.econbiz.de/10009740972

Is the relationship between monetary policy and house prices asymmetric across bull and bear markets in South Africa? : evidence from a Markov-switching vector autoregressive model

Simo-Kengne, Beatrice D.; Balcilar, Mehmet; Gupta, Rangan; … - In: Economic modelling 32 (2013), pp. 161-171

Persistent link: https://www.econbiz.de/10009760669

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