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Revisiting the twin deficits hypothesis : a quantile cointegration analysis over the period 1791-2013
Antonakakis, Nikolaos; Cuñado Eizaguirre, Juncal; … - In: Journal of applied economics 22 (2019) 1, pp. 117-131
We revisit the twin deficits hypothesis by examining the long-run cointegrating relationship between the US budget and trade deficits across various quantiles using a unique dataset for the period 1791–2013. The main results suggest the existence of nonlinearities and structural breaks in the...
Persistent link: https://www.econbiz.de/10012157295
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Current account sustainability in G7 and BRICS : evidence from a long-memory model with structural breaks
André, Christophe; Balcilar, Mehmet; Chang, Tsangyao; … - In: The journal of international trade & economic development 27 (2018) 5/6, pp. 638-654
Persistent link: https://www.econbiz.de/10011897008
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The role of current account balance in forecasting the US equity premium : evidence from a quantile predictive regression approach
Gupta, Rangan; Majumdar, Anandamayee; Wohar, Mark E. - In: Open economies review 28 (2017) 1, pp. 47-59
Persistent link: https://www.econbiz.de/10011804281
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Time-varying effects of housing and stock returns on U.S. consumption
Simo-Kengne, Beatrice D.; Miller, Stephen M.; Gupta, Rangan - In: The journal of real estate finance and economics 50 (2015) 3, pp. 339-354
Persistent link: https://www.econbiz.de/10011474541
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Does partisan conflict predict a reduction in US stock market (realized) volatility? : evidence from a quantile-on-quantile regression model
Gupta, Rangan; Pierdzioch, Christian; Selmi, Refk; … - In: The North American journal of economics and finance : a … 43 (2018), pp. 87-96
Persistent link: https://www.econbiz.de/10012036263
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Convergence in income inequality : further evidence from the club clustering methodology across states in the U.S.
Apergēs, Nikolaos; Christou, Christina; Gupta, Rangan; … - In: International advances in economic research : IAER ; an … 24 (2018) 2, pp. 147-161
Persistent link: https://www.econbiz.de/10012036497
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Presidential cycles and time-varying bond-stock market correlations : evidence from more than two centuries of data
Demirer, Rıza; Gupta, Rangan - In: Economics letters 167 (2018), pp. 36-39
Persistent link: https://www.econbiz.de/10012015767
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The role of partisan conflict in forecasting the U.S. equity premium : a nonparametric approach
Gupta, Rangan; Muteba Mwamba, John; Wohar, Mark E. - In: Finance research letters 25 (2018), pp. 131-136
Persistent link: https://www.econbiz.de/10012003489
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Causal effects of the United States and Japan on Pacific-Rim stock markets : nonparametric quantile causality approach
Balcilar, Mehmet; Gupta, Rangan; Nguyen, Duc Khuong; … - In: Applied economics 50 (2018) 53, pp. 5712-5727
Persistent link: https://www.econbiz.de/10012062898
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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