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Temporal causality between taxes and public expenditures : the case of South Africa

Ndahiriwe, Kasai; Gupta, Rangan - In: Journal of world economic review 6 (2011) 1, pp. 87-100

Persistent link: https://www.econbiz.de/10009315052

Do sunspot numbers cause global temperatures? : evidence from a frequency domain causality test

Gupta, Rangan; Gil-Alaña, Luis A.; Yaya, OlaOluwa S. - In: Applied economics 47 (2015) 7/9, pp. 798-808

Persistent link: https://www.econbiz.de/10010512114

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

Do we need a global VAR model to forecast inflation and output in South Africa?

Waal, Annari de; Van Eyden, Reneé; Gupta, Rangan - In: Applied economics 47 (2015) 25/27, pp. 2649-2670

Persistent link: https://www.econbiz.de/10010519635

Predicting stock returns and volatility using consumption-aggregate wealth ratios : a nonlinear approach

Bekiros, Stelios; Gupta, Rangan - In: Economics letters 131 (2015), pp. 83-85

Persistent link: https://www.econbiz.de/10011422667

Causal link between oil price and uncertainty in India

El Montasser, Ghassen; Aggad, Kenza; Clark, Louise; … - In: Economia internazionale 68 (2015) 4, pp. 437-450

Persistent link: https://www.econbiz.de/10011428266

Does the price of oil help predict inflation in South Africa? : historical evidence using a frequency domain approach

Gupta, Rangan; Kanda, Patrick T. - In: Economia internazionale 68 (2015) 4, pp. 451-467

Persistent link: https://www.econbiz.de/10011428268

Time-varying causality between oil and commodity prices in the presence of structural breaks and nonlinearity

Gupta, Rangan; Kean, Gbeada Josiane Seu Epse; Tsebe, … - In: Economia internazionale 68 (2015) 4, pp. 469-491

Persistent link: https://www.econbiz.de/10011428286

Oil price forecastability and economic uncertainty

Bekiros, Stelios; Gupta, Rangan; Paccagnini, Alessia - In: Economics letters 132 (2015), pp. 125-128

Persistent link: https://www.econbiz.de/10011431472

A historical analysis of the US stock price index using empirical mode decomposition over 1791-2015

Tiwari, Aviral Kumar; Dar, Arif Billah; Bhanja, Niyati; … - 2016

In this paper, the dynamics of Standard and Poor's 500 (S&P 500) stock price index is analysed within a time-frequency framework over a monthly period 1791:08–2015:05. Using the Empirical Mode Decomposition technique, the S&P 500 stock price index is divided into different frequencies known as...

Persistent link: https://www.econbiz.de/10011432431