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Testing the efficiency of the wine market using unit root tests with sharp and smooth breaks

Bouri, Elie; Chang, Tsangyao; Gupta, Rangan - In: Wine Economics and Policy 6 (2017) 2, pp. 80-87

This paper examines the efficient market hypothesis for the wine market using a novel unit root test while accounting for sharp shifts and smooth breaks in the monthly data. We find evidence of structural shifts and nonlinearity in the wine indices. Contrary to the results from conventional...

Persistent link: https://www.econbiz.de/10011868262

Persistence, mean-reversion and non-linearities in CO2 emissions : evidence from the BRICS and G7 countries

Gil-Alaña, Luis A.; Cuñado Eizaguirre, Juncal; Gupta, … - In: Environmental & resource economics : the official … 67 (2017) 4, pp. 869-883

Persistent link: https://www.econbiz.de/10011803607

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

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

Modeling US historical time-series prices and inflation using alternative long-memory approaches

Canarella, Giorgio; Gil-Alaña, Luis A.; Gupta, Rangan; … - In: Empirical economics : a journal of the Institute for … 58 (2020) 4, pp. 1491-1511

Persistent link: https://www.econbiz.de/10012219614

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

Real-time forecast of DSGE models with time-varying volatility in GARCH form

Çekin, Semih Emre; Ivashchenko, Sergey; Gupta, Rangan; … - In: International review of financial analysis 93 (2024), pp. 1-19

Persistent link: https://www.econbiz.de/10014543555

Productivity and GDP : international evidence of persistence and trends over 130 years of data

Gil-Alaña, Luis A.; Solarin Sakiru Adebola; Balcilar, … - In: Empirical economics : a quarterly journal of the … 64 (2023) 3, pp. 1219-1246

Persistent link: https://www.econbiz.de/10014226350

Time-varying parameter four-equation DSGE model

Gupta, Rangan; Sun, Xiaojin - 2022

Persistent link: https://www.econbiz.de/10013341328

Oil tail risks and the forecastability of the realized variance of oil-price : evidence from over 150 years of data

Salisu, Afees A.; Pierdzioch, Christian; Gupta, Rangan - In: Finance research letters 46 (2022) 2, pp. 1-7

Persistent link: https://www.econbiz.de/10013341577