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Forecasting multivariate volatilities with exogenous predictors : an application to industry diversification strategies
Luo, Jiawen; Ҫepni, Oğuzhan; Demirer, Rıza; Gupta, Rangan - 2022
Persistent link: https://www.econbiz.de/10013469716
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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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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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Spatial Bayesian methods of forecasting house prices in six metropolitan areas of South Africa
Gupta, Rangan; Das, Sonali - In: The South African journal of economics 76 (2008) 2, pp. 298-313
Persistent link: https://www.econbiz.de/10003742750
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Bayesian methods of forecasting inventory investment
Gupta, Rangan - In: The South African journal of economics 77 (2009) 1, pp. 113-126
Persistent link: https://www.econbiz.de/10003837756
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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
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Forecasting the real US house price : principal components versus Bayesian regressions
Gupta, Rangan; Kabundi, Alain - In: International business and economics research journal 9 (2010) 7, pp. 141-152
Persistent link: https://www.econbiz.de/10009306613
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Can economic uncertainty, financial stress and consumer sentiments predict US equity premium?
Gupta, Rangan; Hammoudeh, Shawkat; Modise, Mampho P.; … - In: Journal of international financial markets, … 33 (2014), pp. 367-378
Persistent link: https://www.econbiz.de/10011299816
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Forecasting house prices for the four census regions and the aggregate US economy in a data-rich environment
Gupta, Rangan - In: Applied economics 45 (2013) 31/33, pp. 4677-4697
Persistent link: https://www.econbiz.de/10010225005
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LPPLS bubble indicators over two centuries of the S&P 500 index
Zhang, Qunzhi; Sornette, Didier; Balcilar, Mehmet; … - 2016
The aim of this paper is to present novel tests for the early causal diagnostic of positive and negative bubbles in the S&P 500 index and the detection of End-of-Bubble signals with their corresponding confidence levels. We use monthly S&P 500 data covering the period from August 1791 to August...
Persistent link: https://www.econbiz.de/10011514490