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Forecasting key US macroeconomic variables with a factor‐augmented Qual VAR

Gupta, Rangan; Olson, Eric; Wohar, Mark E. - In: Journal of forecasting 36 (2017) 6, pp. 640-650

Persistent link: https://www.econbiz.de/10011861401

Long memory, economic policy uncertainty and forecasting US inflation : a Bayesian VARFIMA approach

Balcilar, Mehmet; Gupta, Rangan; Jooste, Charl - In: Applied economics 49 (2017) 11, pp. 1047-1054

Persistent link: https://www.econbiz.de/10011811133

Do leading indicators forecast U.S. recessions? : a nonlinear re‐evaluation using historical data

Plakandaras, Vasilios; Cuñado Eizaguirre, Juncal; … - In: International finance 20 (2017) 3, pp. 289-316

Persistent link: https://www.econbiz.de/10011811363

Convergence of per capita income : the case of U.S. metropolitan statistical areas

El Montasser, Ghassen; Gupta, Rangan; Smithers, Devon - In: Economics, management and financial markets 11 (2016) 4, pp. 11-32

Persistent link: https://www.econbiz.de/10011814273

The impact of unconventional monetary policy shocks in the U.S. on emerging market REITs

Gupta, Rangan; Marfatia, Hardik A. - In: Journal of real estate literature : a publication of … 26 (2018) 1, pp. 175-188

Persistent link: https://www.econbiz.de/10011956439

The relationship between healthcare expenditure and disposable personal income in the US states : a fractional integration and cointegration analysis

Caporale, Guglielmo Maria; Cuñado Eizaguirre, Juncal; … - In: Empirical economics : a journal of the Institute for … 55 (2018) 3, pp. 913-935

Persistent link: https://www.econbiz.de/10011949976

The international REIT's time-varying response to the U.S. monetary policy and macroeconomic surprises

Marfatia, Hardik A.; Gupta, Rangan; Cakan, Esin - In: The North American journal of economics and finance : a … 42 (2017), pp. 640-653

Persistent link: https://www.econbiz.de/10011938217

The predictive power of industrial electricity usage revisited : evidence from non-parametric causality tests

Bonato, Matteo; Demirer, Rıza; Gupta, Rangan - In: OPEC energy review 42 (2018) 2, pp. 93-106

Persistent link: https://www.econbiz.de/10011969463

Forecasting US real house price returns over 1831 - 2013 : evidence from copula models

Gupta, Rangan; Majumdar, Anandamayee - In: Applied economics 47 (2015) 46/48, pp. 5204-5213

Persistent link: https://www.econbiz.de/10011318337

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