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Time-varying correlations between trade balance and stock prices in the United States over the period 1792 to 2013

Antonakakis, Nikolaos; Gupta, Rangan; Tiwari, Aviral Kumar - In: Journal of economics and finance 42 (2018) 4, pp. 795-806

Persistent link: https://www.econbiz.de/10012031147

Do house prices hedge inflation in the US? : a quantile cointegration approach

Christou, Christina; Gupta, Rangan; Nyakabawo, Wendy; … - In: International review of economics & finance : IREF 54 (2018), pp. 15-26

Persistent link: https://www.econbiz.de/10012033339

Dynamic spillovers in the United States : stock market, housing, uncertainty, and the macroeconomy

Antonakakis, Nikolaos; André, Christophe; Gupta, Rangan - In: Southern economic journal 83 (2016) 2, pp. 609-624

Persistent link: https://www.econbiz.de/10011625589

Does debt ceiling and government shutdown help in forecasting the US equity risk premium?

Aye, Goodness C.; Deale, Frederick W.; Gupta, Rangan - In: Panoeconomicus 63 (2016) 3, pp. 273-291

Persistent link: https://www.econbiz.de/10011582003

Forecasting US consumer price index : does nonlinearity matter?

Álvarez-Díaz, Marcos; Gupta, Rangan - In: Applied economics 48 (2016) 46/48, pp. 4462-4475

Persistent link: https://www.econbiz.de/10011640110

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

Forecasting US real private residential fixed investment using a large number of predictors

Aye, Goodness C.; Miller, Stephen M.; Gupta, Rangan; … - In: Empirical economics : a journal of the Institute for … 51 (2016) 4, pp. 1557-1580

Persistent link: https://www.econbiz.de/10011661835

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

Real estate returns predictability revisited : novel evidence from the US REITs market

Akinsomi, Omokolade; Aye, Goodness C.; Babalos, Vassilios; … - In: Empirical economics : a journal of the Institute for … 51 (2016) 3, pp. 1165-1190

Persistent link: https://www.econbiz.de/10011554410

Causality between US economic policy and equity market uncertainties : evidence from linear and nonlinear tests

Ajmi, Ahdi Noomen; Aye, Goodness C.; Balcilar, Mehmet; … - In: Journal of applied economics 18 (2015) 2, pp. 225-246

Persistent link: https://www.econbiz.de/10011554957