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Forecasting state- and MSA-level housing returns of the US : the role of mortgage default risks

Bouras, Christos; Christou, Christina; Gupta, Rangan; … - In: Research in international business and finance 65 (2023), pp. 1-22

Persistent link: https://www.econbiz.de/10014433839

Economic policy uncertainty, U.S. real housing returns and their volatility : a nonparametric approach

André, Christophe; Bonga-Bonga, Lumengo; Gupta, Rangan; … - In: The journal of real estate research 39 (2017) 4, pp. 493-513

Persistent link: https://www.econbiz.de/10011825541

Time-varying predictability of oil market movements over a century of data : The role of US financial stress

Gupta, Rangan; Kanda, Patrick; Tiwari, Aviral Kumar; … - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-11

Persistent link: https://www.econbiz.de/10012201357

Time-varying evidence of predictability of financial stress in the United States over a century : the role of inequality

Balcilar, Mehmet; Berisha, Edmond; Gupta, Rangan; … - In: Structural change and economic dynamics : SC+ED 57 (2021), pp. 87-92

Persistent link: https://www.econbiz.de/10012648494

Incorporating economic policy uncertainty in US equity premium models : a nonlinear predictability analysis

Bekiros, Stelios; Gupta, Rangan; Majumdar, Anandamayee - In: Finance research letters 18 (2016), pp. 291-296

Persistent link: https://www.econbiz.de/10011657223

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-MS-VAR) model, and compare its in-sample and...

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