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Forecasting economic policy uncertainty of BRIC countries using Bayesian VARs
Gupta, Rangan; Sun, Xiaojin - In: Economics letters 186 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012504123
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The ENSO cycle and forecastability of global inflation and output growth : evidence from standard and mixed-frequency multivariate singular spectrum analyses
Yeganegi, Mohammad Reza; Hassani, Hossein; Gupta, Rangan - In: Journal of forecasting 42 (2023) 7, pp. 1690-1707
Persistent link: https://www.econbiz.de/10014432753
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DSGE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa
Gupta, Rangan - 2013
Inflation forecasts are a key ingredient for monetary policy-making -- especially in an inflation targeting country … variables. As such, other variables, e.g. such as alternative measures of inflation that might be of interest to policymakers … inflation variables (both core and non-modeled) in comparison with forecasts reported by other models such as AR(1) …
Persistent link: https://www.econbiz.de/10013072194
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The ENSO cycle and forecastability of global inflation and output growth : evidence from standard and mixed-frequency multivariate singular spectrum analyses
Hassani, Hossein; Yeganegi, Mohammad Reza; Gupta, Rangan - 2021
Persistent link: https://www.econbiz.de/10012661146
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Forecasting the South African economy : a hybrid-DSGE approach
Liu, Guangling; Gupta, Rangan; Schaling, Eric - In: Journal of economic studies 37 (2010) 2, pp. 181-195
Persistent link: https://www.econbiz.de/10008653796
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Oil price forecastability and economic uncertainty
Bekiros, Stelios; Gupta, Rangan; Paccagnini, Alessia - In: Economics letters 132 (2015), pp. 125-128
Persistent link: https://www.econbiz.de/10011431472
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Forecasting macroeconomic data for an emerging market with a nonlinear DSGE model
Balcilar, Mehmet; Gupta, Rangan; Kotzé, Kevin - In: Economic modelling 44 (2015), pp. 215-228
Persistent link: https://www.econbiz.de/10011326254
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Forecasting China's foreign exchange reserves using dynamic model averaging : the roles of macroeconomic fundamentals, financial stress and economic uncertainty
Gupta, Rangan; Hammoudeh, Shawkat; Kim, Won Joong; … - In: The North American journal of economics and finance : a … 28 (2014), pp. 170-189
Persistent link: https://www.econbiz.de/10010461966
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Forecasting the South African Economy : A DSGE-VAR Approach
Gupta, Rangan - 2010
This paper develops an estimable hybrid model that combines the theoretical rigor of a micro-founded DSGE model with the flexibility of an atheoretical VAR model. The model is estimated via maximum likelihood technique based on quarterly data on real Gross National Product (GNP), consumption,...
Persistent link: https://www.econbiz.de/10013138052
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Forecasting the South African Economy : A DSGE-VAR Approach
Liu, Guangling - 2008
This paper develops an estimable hybrid model that combines the theoretical rigor of a micro-founded DSGE model with the flexibility of an atheoretical VAR model. The model is estimated via maximum likelihood technique based on quarterly data on real Gross National Product (GNP), consumption,...
Persistent link: https://www.econbiz.de/10012724826