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Effects of economic policy uncertainty shocks on the long-run US-UK stock market correlation

Asgharian, Hossein; Christiansen, Charlotte; Gupta, Rangan - 2016

Persistent link: https://www.econbiz.de/10011541711

Time-frequency relationship between US output with commodity and asset prices

Tiwari, Aviral Kumar; Albulescu, Claudiu Tiberiu; … - In: Applied economics 48 (2016) 1/3, pp. 227-242

Persistent link: https://www.econbiz.de/10011412694

Time-varying impact of uncertainty shocks on the US housing market

Christou, Christina; Gupta, Rangan; Nyakabawo, Wendy - In: Economics letters 180 (2019), pp. 15-20

Persistent link: https://www.econbiz.de/10012121736

Common business cycles and volatilities in US states and MSAs : the role of economic uncertainty

Gupta, Rangan; Ma, Jun; Risse, Marian; Wohar, Mark E. - In: Journal of macroeconomics 57 (2018), pp. 317-337

Persistent link: https://www.econbiz.de/10012127992

Dynamic spillovers in the United States : stock market, housing, uncertainty, and the macroeconomy

Antonakakis, Nikolaos; André, Christophe; Gupta, Rangan - In: Southern economic journal 83 (2016) 2, pp. 609-624

Persistent link: https://www.econbiz.de/10011625589

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

-switching autoregressive (MS-AR) model. Their results show that the MF-MS-VAR fits the different recession regimes, and provides out …-of-sample forecasts of recession probabilities which are more accurate than those derived from the MS-VAR and MS-AR models. The results …

Persistent link: https://www.econbiz.de/10011554324