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The behaviour of real interest rates : new evidence from a "suprasecular" perspective
Canarella, Giorgio; Gil-Alaña, Luis A.; Gupta, Rangan; … - In: International finance : the only journal bridging the … 25 (2022) 1, pp. 46-64
Persistent link: https://www.econbiz.de/10013183818
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Does real U.K. GDP have a unit root? : evidence from a multi-century perspective
Canarella, Giorgio; Gupta, Rangan; Miller, Stephen M.; … - In: Applied economics 52 (2020) 10, pp. 1070-1087
Persistent link: https://www.econbiz.de/10012197516
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Stochastic Convergence in the Euro Area
Canarella, Giorgio; Miller, Stephen M.; Pollard, Stephen K. - Department of Economics, University of Nevada-Las Vegas - 2011
We investigate the dynamics of stochastic convergence of the original Euro Area countries for inflation rates, nominal interest rates, and real interest rates. We test for convergence relative to Germany, taken as the benchmark for core EU standards, using monthly data over the period January...
Persistent link: https://www.econbiz.de/10010606856
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Stochastic Convergence in the Euro Area
Canarella, Giorgio; Miller, Stephen M.; Pollard, Stephen K. - Department of Economics, University of Connecticut - 2010
We investigate the dynamics of stochastic convergence of the original Euro Area countries for inflation rates, nominal interest rates, and real interest rates. We test for convergence relative to Germany, taken as the benchmark for core EU standards, using monthly data over the period January...
Persistent link: https://www.econbiz.de/10008777408
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The out-of-sample forecasting performance of nonlinear models of regional housing prices in the US
Balcilar, Mehmet; Gupta, Rangan; Miller, Stephen M. - In: Applied economics 47 (2015) 22/24, pp. 2259-2277
Persistent link: https://www.econbiz.de/10010516653
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Was the recent downturn in US real GDP predictable?
Balcilar, Mehmet; Gupta, Rangan; Majumdar, Anandamayee; … - In: Applied economics 47 (2015) 28/30, pp. 2985-3007
Persistent link: https://www.econbiz.de/10011289393
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Forecasting US real private residential fixed investment using a large number of predictors
Aye, Goodness C.; Gupta, Rangan; Miller, Stephen M.; … - 2014
Persistent link: https://www.econbiz.de/10010415549
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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
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The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US
Balcilar, Mehmet; GUPTA, RANGAN; Miller, Stephen M. - Department of Economics, University of Connecticut - 2012
density forecasts between the linear and non-linear models. Finally, in a dynamic 25-step ex-ante and interval forecasting …
Persistent link: https://www.econbiz.de/10010888354
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Forecasting US Real Private Residential Fixed Investment Using a Large Number of Predictors
GUPTA, RANGAN; Miller, Stephen M.; Balcilar, Mehmet; … - Department of Economics, University of Connecticut - 2014
, as well as 20 bivariate regression models, capture the influence of fundamentals in forecasting residential investment …-wide factors, in addition to specific housing market variables, prove important when forecasting in the real estate market. …
Persistent link: https://www.econbiz.de/10010888383