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The impact of jumps and leverage in forecasting the co-volatility of oil and gold futures

Asai, Manabu; Gupta, Rangan; McAleer, Michael - 2019

Persistent link: https://www.econbiz.de/10011986953

Forecasting the US real house price index

Plakandaras, Vasilios; Gupta, Rangan; Gkonkas, Periklēs; … - In: Economic modelling 45 (2015), pp. 259-267

Persistent link: https://www.econbiz.de/10011334082

The informational content of the term spread in forecasting the US inflation rate : a nonlinear approach

Plakandaras, Vasilios; Gkonkas, Periklēs; … - In: Journal of forecasting 36 (2017) 2, pp. 109-121

Persistent link: https://www.econbiz.de/10011729092

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

Gupta, Rangan; Majumdar, Anandamayee - In: Applied economics 47 (2015) 46/48, pp. 5204-5213

Persistent link: https://www.econbiz.de/10011318337

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

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

Shiba, Sisa; Gupta, Rangan - In: Annals of financial economics 16 (2021) 2, pp. 1-12

Persistent link: https://www.econbiz.de/10012656882

Uncertainty and forecasts of U.S. recessions

Pierdzioch, Christian; Gupta, Rangan - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 24 (2020) 4, pp. 1-21

Persistent link: https://www.econbiz.de/10012299545

The Informational Content of the Term-Spread in Forecasting the U.S. Inflation Rate : A Nonlinear Approach

Gogas, Periklis - 2017

The difficulty in modelling inflation and the significance in discovering the underlying data generating process of inflation is expressed in an ample literature regarding inflation forecasting. In this paper we evaluate nonlinear machine learning and econometric methodologies in forecasting the...

Persistent link: https://www.econbiz.de/10012953784

Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data

Salisu, Afees A.; Gupta, Rangan; Pierdzioch, Christian; … - In: International review of finance : the official journal … 23 (2023) 2, pp. 228-244

Persistent link: https://www.econbiz.de/10014326299