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Spillovers across macroeconomic, financial and real estate uncertainties : a time-varying approach

Gabauer, David; Gupta, Rangan - In: Structural change and economic dynamics : SC+ED 52 (2020), pp. 167-173

Persistent link: https://www.econbiz.de/10012484669

The effects of climate risks on economic activity in a panel of US states : the role of uncertainty

Sheng, Xin; Gupta, Rangan; Çepni, Oğuzhan - In: Economics letters 213 (2022), pp. 1-5

Persistent link: https://www.econbiz.de/10013442110

Persistence of state-level uncertainty of the United States : the role of climate risks

Sheng, Xin; Gupta, Rangan; Cepni, Oguzhan - In: Economics letters 215 (2022), pp. 1-5

Persistent link: https://www.econbiz.de/10013448252

Financial tail risks in conventional and Islamic stock markets : a comparative analysis

Muteba Mwamba, John; Hammoudeh, Shawkat; Gupta, Rangan - In: Pacific-Basin finance journal 42 (2017), pp. 60-82

Persistent link: https://www.econbiz.de/10011800542

Does debt ceiling and government shutdown help in forecasting the US equity risk premium?

Aye, Goodness C.; Deale, Frederick W.; Gupta, Rangan - In: Panoeconomicus 63 (2016) 3, pp. 273-291

Persistent link: https://www.econbiz.de/10011582003

Monetary policy uncertainty and jumps in advanced equity markets

Bouri, Elie; Gillas, Konstantinos Gkillas; Gupta, Rangan; … - In: Journal of risk 23 (2020/2021) 1, pp. 101-112

Persistent link: https://www.econbiz.de/10012500112

Incorporating economic policy uncertainty in US equity premium models : a nonlinear predictability analysis

Bekiros, Stelios; Gupta, Rangan; Majumdar, Anandamayee - In: Finance research letters 18 (2016), pp. 291-296

Persistent link: https://www.econbiz.de/10011657223

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

This paper analyzes the performance of the monthly economic policy uncertainty (EPU) index in predicting recessionary regimes of the (quarterly) U.S. GDP. In this regard, the authors apply a mixed-frequency Markov-switching vector autoregressive (MF-MS-VAR) model, and compare its in-sample and...

Persistent link: https://www.econbiz.de/10011554324

Causality between inflation and inflation uncertainty in South Africa: evidence from a Markov-switching vector autoregressive model

Nasr, Adnen Ben; Balcilar, Mehmet; Ajmi, Ahdi Noomen; … - In: Emerging markets review 24 (2015), pp. 46-68

Persistent link: https://www.econbiz.de/10011538531

The impacts of structural oil shocks on macroeconomic uncertainty : evidence from a large panel of 45 countries

Sheng, Xin; Gupta, Rangan; Ji, Qiang - In: Energy economics 91 (2020), pp. 1-9

Persistent link: https://www.econbiz.de/10012518658