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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

forecasting recessionary regimes for the U.S. economy. …

Persistent link: https://www.econbiz.de/10011443536

Measuring the effects of monetary policy : a factor-augmented vector autoregressive (FAVAR) approach

Bernanke, Ben; Boivin, Jean; Eliasz, Piotr - 2004

Persistent link: https://www.econbiz.de/10001904113

Measuring the effects of monetary policy : a factor-augmented vector autoregressive (FAVAR) approach

Bernanke, Ben; Boivin, Jean; Eliasz, Piotr - 2004

Persistent link: https://www.econbiz.de/10001887875

The effects of conventional and unconventional monetary policy shocks on US REITs moments : evidence from VARs with functional shocks

Wang, Shixuan; Gupta, Rangan; Bonato, Matteo; Çepni, … - 2022

Persistent link: https://www.econbiz.de/10013179591

U.S. fiscal policy and asset prices : the role of partisan conflict

Gupta, Rangan; Lau, Chi Keung; Miller, Stephen M.; … - 2017

Persistent link: https://www.econbiz.de/10011687770

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

El Montasser, Ghassen; Gupta, Rangan; Jooste, Charl; … - 2016

Persistent link: https://www.econbiz.de/10011547643

A note on state-level nonlinear effects of government spending shocks in the US : the role of Partisan conflict

Sheng, Xin; Gupta, Rangan - 2021

Persistent link: https://www.econbiz.de/10012794058

The effects of disaggregate oil shocks on aggregate expected skewness of the United States

Sheng, Xin; Gupta, Rangan; Ji, Qiang - 2023

Persistent link: https://www.econbiz.de/10013502430

The liquidity effect and long-run neutrality

Bernanke, Ben; Mihov, Ilian - 1998

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What explains the stock market's reaction to the federal reserve policy?

Bernanke, Ben (contributor); Kuttner, Kenneth N. (contributor) - 2003 - [Elektronische Ressource]

This paper analyzes the impact of unanticipated changes in the federal funds rate target on equity prices, with the aim of both estimating the size of the typical reaction and understanding the reasons for the market's response. We find that over the June 1989-December 2002 sample period, a...

Persistent link: https://www.econbiz.de/10001909010