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Time-varying persistence of infllation : evidence from a wavelet-based approach

Boubaker, Heni; Canarella, Giorgio; Gupta, Rangan; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 21 (2017) 4, pp. 1-18

Persistent link: https://www.econbiz.de/10011755461

A time-varying approach of the US welfare cost of inflation

Miller, Stephen M.; Martins, Luís Filipe; Gupta, Rangan - In: Macroeconomic dynamics 23 (2019) 2, pp. 775-797

Persistent link: https://www.econbiz.de/10012126634

The time-series linkages between US fiscal policy and asset prices

El Montasser, Ghassen; Gupta, Rangan; Charl, Jooste; … - In: Public finance review : PFR 48 (2020) 3, pp. 303-339

Persistent link: https://www.econbiz.de/10012213432

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

Unemployment rate hysteresis and the great recession : exploring the metropolitan evidence

Canarella, Giorgio; Gupta, Rangan; Miller, Stephen M.; … - In: Empirical economics : a journal of the Institute for … 56 (2019) 1, pp. 61-79

Persistent link: https://www.econbiz.de/10012040714

Modeling US historical time-series prices and inflation using alternative long-memory approaches

Canarella, Giorgio; Gil-Alaña, Luis A.; Gupta, Rangan; … - In: Empirical economics : a journal of the Institute for … 58 (2020) 4, pp. 1491-1511

Persistent link: https://www.econbiz.de/10012219614

Globalization, long memory, and real interest rate convergence : a historical perspective

Canarella, Giorgio; Gil-Alaña, Luis A.; Gupta, Rangan; … - In: Empirical economics : a quarterly journal of the … 63 (2022) 5, pp. 2331-2355

Persistent link: https://www.econbiz.de/10013440481

A hybrid ARFIMA wavelet artificial neural network model for DJIA index forecasting

Boubaker, Heni; Canarella, Giorgio; Gupta, Rangan; … - In: Computational economics 62 (2023) 4, pp. 1801-1843

Persistent link: https://www.econbiz.de/10014437593

Estimating U.S. housing price network connectedness : evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models

Gabauer, David; Gupta, Rangan; Marfatia, Hardik A.; … - In: International review of economics & finance : IREF 89 (2024) 2, pp. 349-362

Persistent link: https://www.econbiz.de/10014446771

The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains

Chang, Tsangyao - 2016

This study applies wavelet analysis to examine the relationship between the U.S. real estate and stock markets over the period 1890-2012. Wavelet analysis allows the simultaneous examination of co-movement and causality between the two markets in both the time and frequency domains. Our findings...

Persistent link: https://www.econbiz.de/10013006954