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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/10011446051

Forecasting US real house price returns over 1831 - 2013 : evidence from copula models

Gupta, Rangan; Majumdar, Anandamayee - 2014

Persistent link: https://www.econbiz.de/10010432202

"Ripple effects" and forecasting home prices in Los Angeles, Las Vegas, and Phoenix

Gupta, Rangan; Miller, Stephen M. - 2009

Persistent link: https://www.econbiz.de/10003867016

The effect of defense spending on US output : a Factor Augmented Vector Autoregression (FAVAR) approach

Gupta, Rangan; Kabundi, Alain; Ziramba, Emmanuel - In: Defence and peace economics 21 (2010) 2, pp. 135-147

Persistent link: https://www.econbiz.de/10003985323

Forecasting the real US house price : principal components versus Bayesian regressions

Gupta, Rangan; Kabundi, Alain - In: International business and economics research journal 9 (2010) 7, pp. 141-152

Persistent link: https://www.econbiz.de/10009306613

Macro shocks and real US stock prices with special focus on the "Great Recession"

Gupta, Rangan; Inglesi-Lotz, Roula - In: Applied econometrics and international development 12 (2012) 2, pp. 123-134

Persistent link: https://www.econbiz.de/10009707155

Evolution of monetary policy in the US : the role of asset prices

Simo-Kengne, Beatrice D.; Miller, Stephen M.; Gupta, Rangan - 2013

Persistent link: https://www.econbiz.de/10010195622

Reconsidering the welfare cost of inflation in the US : a nonparametric estimation of the nonlinear long-run money-demand equation using projection pursuit regressions

Gupta, Rangan; Majumdar, Anandamayee - In: Empirical economics : a journal of the Institute for … 46 (2014) 4, pp. 1221-1240

Persistent link: https://www.econbiz.de/10010357340

Forecasting house prices for the four census regions and the aggregate US economy in a data-rich environment

Gupta, Rangan - In: Applied economics 45 (2013) 31/33, pp. 4677-4697

Persistent link: https://www.econbiz.de/10010225005

Regime switching model of US crude oil and stock market prices : 1859 to 2013

Balcilar, Mehmet; Gupta, Rangan; Miller, Stephen M. - 2014

Persistent link: https://www.econbiz.de/10010415510

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