Narrow search
Showing 1 - 10 of 136
Cover Image
Common business cycles and volatilities in US states and MSAs : the role of economic uncertainty
Gupta, Rangan; Ma, Jun; Risse, Marian; Wohar, Mark E. - In: Journal of macroeconomics 57 (2018), pp. 317-337
Persistent link: https://www.econbiz.de/10012127992
Cover Image
Is there a national housing market bubble brewing in the United States?
Gupta, Rangan; Ma, Jun; Theodoridis, Konstantinos; … - 2020
We use a time-varying parameter dynamic factor model with stochastic volatility (DFM-TV-SV) estimated using Bayesian methods to disentangle the relative importance of the common component in FHFA house price movements from state-specific shocks, over the quarterly period of 1975Q2 to 2017Q4. We...
Persistent link: https://www.econbiz.de/10012229804
Cover Image
Differences of opinion and stock market volatility : evidence from a nonparametric causality-in-quantiles approach
Balcilar, Mehmet; Demirer, Rıza; Gupta, Rangan; Wohar, … - In: Journal of economics and finance 42 (2018) 2, pp. 339-351
Persistent link: https://www.econbiz.de/10012031009
Cover Image
Forecasting key US macroeconomic variables with a factor‐augmented Qual VAR
Gupta, Rangan; Olson, Eric; Wohar, Mark E. - In: Journal of forecasting 36 (2017) 6, pp. 640-650
Persistent link: https://www.econbiz.de/10011861401
Cover Image
Persistence of economic uncertainty : a comprehensive analysis
Plakandaras, Vasilios; Gupta, Rangan; Wohar, Mark E. - In: Applied economics 51 (2019) 41, pp. 4477-4498
Persistent link: https://www.econbiz.de/10012197031
Cover Image
Common cycles and common trends in the stock and oil markets : evidence from more than 150 years of data
Balcilar, Mehmet; Gupta, Rangan; Wohar, Mark E. - In: Energy economics 61 (2017), pp. 72-86
Persistent link: https://www.econbiz.de/10011737672
Cover Image
Forecasting oil and stock returns with a Qual VAR using over 150 years off data
Gupta, Rangan; Wohar, Mark E. - In: Energy economics 62 (2017), pp. 181-186
Persistent link: https://www.econbiz.de/10011748082
Cover Image
The role of current account balance in forecasting the US equity premium : evidence from a quantile predictive regression approach
Gupta, Rangan; Majumdar, Anandamayee; Wohar, Mark E. - In: Open economies review 28 (2017) 1, pp. 47-59
Persistent link: https://www.econbiz.de/10011804281
Cover Image
Assessing credit cycle dynamics in the Turkish banking sector
Güney, Ethem; Çolak, M. Selman; Yılmaz, M. Hasan - In: Evoluation of money, banking and financial crisis : …, (pp. 265-285). 2020
Persistent link: https://www.econbiz.de/10012802549
Cover Image
The output gap and stock returns : do cyclical fluctuations predict portfolio returns?
Vivian, Andrew; Wohar, Mark E. - In: International review of financial analysis 26 (2013), pp. 40-50
Persistent link: https://www.econbiz.de/10009717221