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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

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

Can municipal bonds hedge US state-level climate risks?

Polat, Onur; Gupta, Rangan; Cepni, Oguzhan; Ji, Qiang - 2024

Persistent link: https://www.econbiz.de/10014521269

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

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

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Time-frequency relationship between inflation and inflation uncertainty for the U.S. : evidence from historical data

Albulescu, Claudiu Tiberiu; Tiwari, Aviral Kumar; … - 2016

Persistent link: https://www.econbiz.de/10011547577

The Informational Content of the Term-Spread in Forecasting the U.S. Inflation Rate : A Nonlinear Approach

Gogas, Periklis - 2017

The difficulty in modelling inflation and the significance in discovering the underlying data generating process of inflation is expressed in an ample literature regarding inflation forecasting. In this paper we evaluate nonlinear machine learning and econometric methodologies in forecasting the...

Persistent link: https://www.econbiz.de/10012953784

Has the correlation of inflation and stock prices changed in the United States over the last two centuries?

Antonakakis, Nikolaos; Gupta, Rangan; Tiwari, Aviral Kumar - In: Research in international business and finance 42 (2017), pp. 1-8

Persistent link: https://www.econbiz.de/10011747216

Monetary policy reaction to uncertainty in Japan : evidence from a quantile-on-quantile interest rate rule

Christou, Christina; Naraidoo, Ruthira; Gupta, Rangan; … - In: International journal of finance & economics : IJFE 27 (2022) 2, pp. 2041-2053

Persistent link: https://www.econbiz.de/10013184644

Conventional and unconventional monetary policy reaction to uncertainty in advanced economies: evidence from quantile regressions

Christou, Christina; Naraidoo, Ruthira; Gupta, Rangan - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 24 (2020) 3, pp. 1-17

Persistent link: https://www.econbiz.de/10012289400

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