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The ENSO cycle and forecastability of global inflation and output growth : evidence from standard and mixed-frequency multivariate singular spectrum analyses

Yeganegi, Mohammad Reza; Hassani, Hossein; Gupta, Rangan - In: Journal of forecasting 42 (2023) 7, pp. 1690-1707

Persistent link: https://www.econbiz.de/10014432753

The ENSO cycle and forecastability of global inflation and output growth : evidence from standard and mixed-frequency multivariate singular spectrum analyses

Hassani, Hossein; Yeganegi, Mohammad Reza; Gupta, Rangan - 2021

Persistent link: https://www.econbiz.de/10012661146

Financial liberalization and the dynamics of inflation, nominal exchange rate, and terms of trade

Gupta, Rangan - In: Indian economic review : biannual journal of the Delhi … 42 (2007) 2, pp. 165-176

Persistent link: https://www.econbiz.de/10003828573

Financial liberalization and a possible growth-inflation trade-off

Gupta, Rangan - In: Indian economic review : biannual journal of the Delhi … 44 (2009) 1, pp. 1-19

Persistent link: https://www.econbiz.de/10003945506

Financial liberalization and inflationary dynamics

Gupta, Rangan - In: International journal of economic research 6 (2009) 1, pp. 61-79

Persistent link: https://www.econbiz.de/10003853157

Forecasting inflation in an inflation targeting economy : structural versus nonstructural models

Gupta, Rangan - In: Applied economics 49 (2017) 24, pp. 2316-2321

Persistent link: https://www.econbiz.de/10011817369

Financial liberalization and inflationary dynamics

Gupta, Rangan (contributor) - 2005

Persistent link: https://www.econbiz.de/10003253916

Time-Varying Persistence of Inflation : Evidence from a Wavelet-Based Approach

Boubaker, Heni - 2017

We propose a new long-memory model with a time-varying fractional integration parameter, evolving non-linearly according to a Logistic Smooth Transition Autoregressive (LSTAR) specification. To estimate the time-varying fractional integration parameter, we implement a method based on the wavelet...

Persistent link: https://www.econbiz.de/10012968414

Geopolitical risk and inflation spillovers across European and North American economies

Bouri, Elie; Gabauer, David; Gupta, Rangan; Kinateder, … - 2023

Persistent link: https://www.econbiz.de/10014240039

Time-Varying effects of extreme weather shocks on output growth of the United States

Sheng, Xin; Gupta, Rangan; Cepni, Oguzhan - In: Finance research letters 70 (2024), pp. 1-14

Persistent link: https://www.econbiz.de/10015194466