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The Taylor curve : international evidence
Çekin, Semih Emre; Gupta, Rangan; Olson, Eric - In: Applied economics 53 (2021) 40, pp. 4680-4691
Persistent link: https://www.econbiz.de/10012609863
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Real Interest Rate Persistence in South Africa: Evidence and Implications
Das, Sonali; Gupta, Rangan; Kanda, Patrick T.; Reid, Monique - Department of Economics, Faculty of Economic and … - 2012
test of structural breaks of the rate of inflation, as well as, Bayesian change point analysis. Based on the tests …
Persistent link: https://www.econbiz.de/10010585690
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Real Interest Rate Persistence in South Africa: Evidence and Implications
Das, Sonali; Gupta, Rangan; Kanda, Patrick T.; Reid, Monique - Department of Economics, Fakulteit Ekonomiese en … - 2012
interest rate based on test of structural breaks of the rate of inflation as well as Bayesian change point analysis. Based on …
Persistent link: https://www.econbiz.de/10010834038
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Essays on financial repression
Gupta, Rangan - 2005
Persistent link: https://www.econbiz.de/10003384499
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The non-linear response of US state-level tradable and non-tradable inflation to Oil Shocks : the role of oil-dependence
Sheng, Xin; Marfatia, Hardik A.; Gupta, Rangan - 2021
Persistent link: https://www.econbiz.de/10012661170
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US inflation dynamics on long-range data
Plakandaras, Vasilios; Gkonkas, Periklēs; Gupta, Rangan; … - In: Applied economics 47 (2015) 34/36, pp. 3874-3890
Persistent link: https://www.econbiz.de/10011294308
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Evolution of Monetary Mechanism in the U.S : The Role of Asset Returns
Simo-Kengne, Beatrice - 2016
This paper investigates whether changes in the monetary transmission mechanism as captured by the interest rate respond to variations in asset returns. We distinguish between low-volatility (bull) and high-volatility (bear) markets and employ a TVP-VAR approach with stochastic volatility to...
Persistent link: https://www.econbiz.de/10013007288
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Monetary policy uncertainty spillovers in time and frequency domains
Gupta, Rangan; Lau, Chi Keung; Nel, Jacobus A.; Sheng, Xin - In: Journal of economic structures : JES; the official … 9 (2020) 41, pp. 1-30
We use the recently created monthly Interest Rate Uncertainty measure, to investigate monetary policy uncertainty across the US, Germany, France, Italy, Spain, UK, Japan, Canada, and Sweden in both the time and frequency domains. We find that the largest spillover indices are from innovations in...
Persistent link: https://www.econbiz.de/10012256519
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Time-Varying Persistence in US Inflation
Caporin, Massimiliano - 2014
The persistence property of inflation is an important issue for not only economists, but, especially for central banks …, given that the degree of inflation persistence determines the extent to which central banks can control inflation. Further …, not only is the level of inflation persistence that is important in economic analyses, but also the question of whether …
Persistent link: https://www.econbiz.de/10013045937
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Is the response of the bank of England to exchange rate movements frequency-dependent?
Caraiani, Petre; Gupta, Rangan - In: Journal of macroeconomics 63 (2020), pp. 1-10
Persistent link: https://www.econbiz.de/10012243170