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The US real GNP is trend-stationary after all
Omay, Tolga; Gupta, Rangan; Bonaccolto, Giovanni - In: Applied economics letters 24 (2017) 7/9, pp. 510-514
Persistent link: https://www.econbiz.de/10011712414
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Forecasting with second-order approximations and Markov-switching DSGE models
Ivashchenko, Sergey; Çekin, Semih Emre; Kotzé, Kevin; … - In: Computational economics 56 (2020) 4, pp. 747-771
Persistent link: https://www.econbiz.de/10012390465
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DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa
Gupta, Rangan; Kanda, Patrick T.; Modise, Mampho P.; … - In: Applied economics 47 (2015) 1/3, pp. 207-221
Persistent link: https://www.econbiz.de/10010463937
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Time-varying parameter four-equation DSGE model
Gupta, Rangan; Sun, Xiaojin - 2022
Persistent link: https://www.econbiz.de/10013341328
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Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Ҫepni, Oğuzhan; Christou, Christina; Gupta, Rangan - 2022
Persistent link: https://www.econbiz.de/10013435218
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Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Cepni, Oguzhan; Christou, Christina; Gupta, Rangan - In: Economics letters 227 (2023), pp. 1-6
Persistent link: https://www.econbiz.de/10014335747
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Forecasting international financial stress : the role of climate risks
Del Fava, Santino; Gupta, Rangan; Pierdzioch, Christian; … - 2023
Persistent link: https://www.econbiz.de/10014364827
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Realized volatility spillovers between energy and metal markets : a time-varying connectedness approach
Cuñado Eizaguirre, Juncal; Gabauer, David; Gupta, Rangan - 2021
Persistent link: https://www.econbiz.de/10012668176
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Realized volatility spillovers between energy and metal markets : a time-varying connectedness approach
Cuñado Eizaguirre, Juncal; Gabauer, David; Gupta, Rangan - In: Financial innovation : FIN 10 (2024), pp. 1-17
This paper analyzes the degree of dynamic connectedness between energy and metal commodity prices in the pre and post-COVID-19 era, using the time-varying parameter vector autoregressive connectedness approach of Antonakakis et al. (J Risk Financ Manag 13(4):84, 2020). The results suggest that...
Persistent link: https://www.econbiz.de/10014530244
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The time-series properties on housing prices : a case study of the Southern California market
Gupta, Rangan; Miller, Stephen M. - 2009
Persistent link: https://www.econbiz.de/10003867032