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Near-rational expectations: How far are surveys from rationality?

Ivashchenko, Sergey; Gupta, Rangan - 2017

) and persistent near-rational expectations (PNRE). The medium-scale DSGE model was estimated with the RE, the TNRE and the …

Persistent link: https://www.econbiz.de/10011853383

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

Ivashchenko, Sergey; Ҫekin, Semih Emre; Gupta, Rangan - 2022

Persistent link: https://www.econbiz.de/10012800653

Forecasting inflation in an inflation targeting economy : structural versus nonstructural models

Gupta, Rangan - In: Applied economics 49 (2017) 24, pp. 2316-2321

Persistent link: https://www.econbiz.de/10011817369

South Africa's economic response to monetary policy uncertainty

Balcilar, Mehmet; Gupta, Rangan; Jooste, Charl - In: Journal of economic studies 44 (2017) 2, pp. 282-293

Persistent link: https://www.econbiz.de/10011757456

Near-rational expectations : how far are surveys from rationality?

Ivashchenko, Sergey; Gupta, Rangan - 2017

) and persistent near-rational expectations (PNRE). The medium-scale DSGE model was estimated with the RE, the TNRE and the …

Persistent link: https://www.econbiz.de/10011785054

Forecasting output growth using a DSGE-based decomposition of the South African yield curve

Gupta, Rangan; Hollander, Hylton; Steinbach, Rudi - In: Empirical economics : a journal of the Institute for … 58 (2020) 1, pp. 351-378

Persistent link: https://www.econbiz.de/10012219000

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

Time-varying parameter four-equation DSGE model

Gupta, Rangan; Sun, Xiaojin - 2022

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

South Africa’s economic response to monetary policy uncertainty

Balcilar, Mehmet; Gupta, Rangan; Jooste, Charl - In: Journal of Economic Studies 44 (2017) 2, pp. 282-293

volatility to evaluate the sign and size of uncertainty shocks. The authors use a nonlinear DSGE model to gain deeper insights … a contemporaneous decrease. The DSGE model shows that the size of the uncertainty shock matters – high uncertainty can … monetary policy uncertainty into South Africa using a stochastic volatility model and a nonlinear DSGE model. The results …

Persistent link: https://www.econbiz.de/10014864375

The synergistic effect of insurance and banking sector activities on economic growth in Africa

Balcilar, Mehmet; Gupta, Rangan; Lee, Chien-chiang; … - In: Economic systems 42 (2018) 4, pp. 637-648

Persistent link: https://www.econbiz.de/10012257396