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Oil price forecastability and economic uncertainty

Bekiros, Stelios; Gupta, Rangan; Paccagnini, Alessia - In: Economics letters 132 (2015), pp. 125-128

Persistent link: https://www.econbiz.de/10011431472

The impact of jumps and leverage in forecasting the co-volatility of oil and gold futures

Asai, Manabu; Gupta, Rangan; McAleer, Michael - 2019

Persistent link: https://www.econbiz.de/10011986953

Inflation forecasts and forecaster herding : evidence from South African survey data

Pierdzioch, Christian; Reid, Monique B.; Gupta, Rangan - In: Journal of behavioral and experimental economics 62 (2016), pp. 42-50

Persistent link: https://www.econbiz.de/10011640301

Has oil price predicted stock returns for over a century?

Narayan, Paresh Kumar; Gupta, Rangan - In: Energy economics 48 (2015), pp. 18-23

Persistent link: https://www.econbiz.de/10011533690

Do we need a global VAR model to forecast inflation and output in South Africa?

Waal, Annari de; Van Eyden, Reneé; Gupta, Rangan - In: Applied economics 47 (2015) 25/27, pp. 2649-2670

Persistent link: https://www.econbiz.de/10010519635

Can the Sharia-based Islamic stock market returns be forecasted using large number of predictors and models?

Gupta, Rangan; Hammoudeh, Shawkat; Simo-Kengne, Beatrice D. - In: Applied financial economics 24 (2014) 16/18, pp. 1147-1157

Persistent link: https://www.econbiz.de/10010418941

Forecasting the US real house price index

Plakandaras, Vasilios; Gupta, Rangan; Gkonkas, Periklēs; … - In: Economic modelling 45 (2015), pp. 259-267

Persistent link: https://www.econbiz.de/10011334082

Forecasting the price of gold

Hassani, Hossein; Silva, Emmanuel Sirimal; Gupta, Rangan; … - In: Applied economics 47 (2015) 37/39, pp. 4141-4152

Persistent link: https://www.econbiz.de/10011294643

The informational content of the term spread in forecasting the US inflation rate : a nonlinear approach

Plakandaras, Vasilios; Gkonkas, Periklēs; … - In: Journal of forecasting 36 (2017) 2, pp. 109-121

Persistent link: https://www.econbiz.de/10011729092

Near-rational expectations : how far are surveys from rationality?

Ivashchenko, Sergey; Gupta, Rangan - 2017

New simple forms of deviation from rational expectations (RE) are suggested: temporary near-rational expectations (TNRE) and persistent near-rational expectations (PNRE). The medium-scale DSGE model was estimated with the RE, the TNRE and the PNRE. It was estimated with and without observations...

Persistent link: https://www.econbiz.de/10011785054