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The impact of unconventional monetary policy shocks in the U.S. on emerging market REITs
Gupta, Rangan; Marfatia, Hardik A. - In: Journal of real estate literature : a publication of … 26 (2018) 1, pp. 175-188
Persistent link: https://www.econbiz.de/10011956439
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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
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Evolving United States stock market volatility : the role of conventional and unconventional monetary policies
Plakandaras, Vasilios; Gupta, Rangan; Balcilar, Mehmet; … - In: The North American journal of economics and finance : a … 60 (2022), pp. 1-21
Persistent link: https://www.econbiz.de/10013449139
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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
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Effects of conventional and unconventional monetary policy shocks on housing prices in the United States : the role of sentiment
Caraiani, Petre; Gupta, Rangan; Lau, Chi Keung; … - In: The journal of behavioral finance : a publication of … 23 (2022) 3, pp. 241-261
Persistent link: https://www.econbiz.de/10013353005
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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
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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
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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
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The Time-Series Linkages between US Fiscal Policy and Asset Prices
El Montasser, Ghassen - 2020
This paper studies the interplay of fiscal policy and asset price returns of the United States in a time-varying-parameter vector autoregressive model. Using annual data from 1890 to 2013, we study the effects of dynamic shocks to both fiscal policy and asset returns on asset returns and fiscal...
Persistent link: https://www.econbiz.de/10012856275
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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