RANGAN GUPTA

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Contact

Affiliations

• University of Pretoria / Faculty of Economic and Management Sciences / Department of Economics (weight: 80%)
  • EDIRC entry
  • location:
• Institut de Préparation à l'Administration et à la Gestion (IPAG) (weight: 20%)
  • EDIRC entry
  • location:

Research profile

author of:

• High Frequency Impact Of Monetary Policy And Macroeconomic Surprises On Us Msas, Aggregate Us Housing Returns And Asymmetric Volatility (RePEc:aag:wpaper:v:22:y:2018:i:1:p:204-229)
  by Wendy Nyakabawo & Rangan Gupta & Hardik A. Marfatia
• Is Wine A Safe-Haven? Evidence From A Nonparametric Causality-In-Quantiles Test (RePEc:aag:wpaper:v:22:y:2018:i:1:p:95-114)
  by Nikolaos Antonakakis & Mehmet Balcilar & Elie Bouri & Rangan Gupta
• Economic Policy Uncertainty and Herding Behavior Evidence from the South African Housing Market (RePEc:aag:wpaper:v:23:y:2019:i:1:p:88-113)
  by Esin Cakan & Riza Demirer & Rangan Gupta & Josine Uwilingiye
• Presidential Cycles In The Usa And The Dollar-Pound Exchange Rate: Evidence From Over Two Centuries (RePEc:aag:wpaper:v:23:y:2019:i:2:p:151-163)
  by Rangan Gupta & Mark E. Wohar
• Macroeconomic Uncertainty And The Comovement In Buying Versus Renting In The Usa (RePEc:aag:wpaper:v:23:y:2019:i:3:p:93-121)
  by Goodness C. Aye & Rangan Gupta
• OPEC News Announcement Effect on Volatility in the Crude Oil Market: A Reconsideration (RePEc:aag:wpaper:v:23:y:2019:i:4:p:1-23)
  by Rangan Gupta & Chi Keung Marco Lau & Seong-Min Yoon
• The US Term Structure and Return Volatility in Global REIT Markets (RePEc:aag:wpaper:v:24:y:2020:i:3:p:84-109)
  by Riza Demirer & Rangan Gupta & Asli Yuksel & Aydin Yuksel
• Time-Varying Spillovers between Currency and Stock Markets in the USA: Historical Evidence From More than Two Centuries (RePEc:aag:wpaper:v:24:y:2020:i:4:p:44-76)
  by Semei Coronado & Rangan Gupta & Besma Hkiri & Omar Rojas
• Network Analysis of Economic and Financial Uncertainties in Advanced Economies: Evidence from Graph-Theory (RePEc:aag:wpaper:v:25:y:2021:i:1:p:188-215)
  by Aviral Kumar Tiwari & Micheal Kofi Boachie & Rangan Gupta
• Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation (RePEc:aah:create:2016-29)
  by Hossein Asgharian & Charlotte Christiansen & Rangan Gupta & Ai Jun Hou
• Trust and Quality of Growth: A Note (RePEc:abh:wpaper:15/026)
  by Simplice A. Asongu & Rangan Gupta
• Do House Prices Impact Consumption and Interest Rate? Evidence from OECD Countries using an Agnostic Identification Procedure (RePEc:aeq:aeqaeq:v58_y2012_i1_q1_p19-70)
  by Christophe Andre & Rangan Gupta & Patrick T. Kanda
• Loan Portfolio Conditional Loss Estimation Using an Error-Correcting Macroeconometric Model (RePEc:afj:journl:v:12:y:2010:i:2:p:28-49)
  by Albert H. de Wet & Reneé van Eyden & Rangan Gupta
• Trust and Quality of Growth: A Note (RePEc:agd:wpaper:15/026)
  by Simplice Asongu & Rangan Gupta
• Modelling South African grain farmers’ preferences to adopt derivative contracts using discrete choice models (RePEc:ags:agreko:37631)
  by Ueckermann, E.M. & Blignaut, J.N. & Gupta, Rangan & Raubenheimer, J.
• The Effectiveness of Monetary and Fiscal Policy Shocks on U.S. Inequality: The Role of Uncertainty (RePEc:ags:iaae18:277037)
  by Aye, G.C. & Clance, M. & Gupta, R.
• GENETIC DIVERSITY ANALYSIS OF RICE (Oryza sativa L.) LANDRACES THROUGH RAPD MARKERS (RePEc:ags:ijarit:305357)
  by Alam, M.S. & Begnun, S.N. & Gupta, R. & Islam, S.N.
• Forecasting the U.S. Real House Price Index (RePEc:arx:papers:1707.04868)
  by Vasilios Plakandaras & Rangan Gupta & Periklis Gogas & Theophilos Papadimitriou
• GARCHX-NoVaS: A Model-free Approach to Incorporate Exogenous Variables (RePEc:arx:papers:2308.13346)
  by Kejin Wu & Sayar Karmakar & Rangan Gupta
• Impact of Volatility and Equity Market Uncertainty on Herd Behaviour: Evidence from UK REITs (RePEc:arz:wpaper:eres2018_52)
  by Kola Akinsomi & Yener Coskun & Rangan Gupta & Marco Lau Chi Keung
• The Impact of Oil Price on South African GDP Growth: A Bayesian Markov Switching-VAR Analysis (RePEc:bla:afrdev:v:29:y:2017:i:2:p:319-336)
  by Mehmet Balcilar & Reneé van Eyden & Josine Uwilingiye & Rangan Gupta
• Predicting Stock Returns And Volatility With Investor Sentiment Indices: A Reconsideration Using A Nonparametric Causality†In†Quantiles Test (RePEc:bla:buecrs:v:70:y:2018:i:1:p:74-87)
  by Mehmet Balcilar & Rangan Gupta & Clement Kyei
• Is real per capita state personal income stationary? New nonlinear, asymmetric panel‐data evidence (RePEc:bla:buecrs:v:72:y:2020:i:1:p:50-62)
  by Furkan Emirmahmutoglu & Rangan Gupta & Stephen M. Miller & Tolga Omay
• Time‐varying impact of global, region‐, and country‐specific uncertainties on the volatility of international trade (RePEc:bla:coecpo:v:39:y:2021:i:4:p:691-700)
  by Selçuk Gül & Rangan Gupta
• Costly Tax Enforcement and Financial Repression (RePEc:bla:ecnote:v:37:y:2008:i:2:p:141-154)
  by Rangan Gupta & Emmanuel Ziramba
• Trade uncertainties and the hedging abilities of Bitcoin (RePEc:bla:ecnote:v:49:y:2020:i:3:n:e12173)
  by Elie Bouri & Konstantinos Gkillas & Rangan Gupta
• Do leading indicators forecast U.S. recessions? A nonlinear re†evaluation using historical data (RePEc:bla:intfin:v:20:y:2017:i:3:p:289-316)
  by Vasilios Plakandaras & Juncal Cunado & Rangan Gupta & Mark E. Wohar
• Insurance activity and economic performance: Fresh evidence from asymmetric panel causality tests (RePEc:bla:intfin:v:22:y:2019:i:2:p:221-240)
  by Abdulnasser Hatemi‐J & Chi‐Chuan Lee & Chien‐Chiang Lee & Rangan Gupta
• The behaviour of real interest rates: New evidence from a 'suprasecular' perspective (RePEc:bla:intfin:v:25:y:2022:i:1:p:46-64)
  by Giorgio Canarella & Luis A. Gil‐Alana & Rangan Gupta & Stephen M. Miller
• The financial US uncertainty spillover multiplier: Evidence from a GVAR model (RePEc:bla:intfin:v:25:y:2022:i:3:p:313-340)
  by Afees A. Salisu & Rangan Gupta & Riza Demirer
• Wealth‐to‐Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test (RePEc:bla:irvfin:v:18:y:2018:i:3:p:495-506)
  by Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar
• US Fiscal Policy and Asset Prices: The Role of Partisan Conflict (RePEc:bla:irvfin:v:19:y:2019:i:4:p:851-862)
  by Rangan Gupta & Chi Keung Marco Lau & Stephen M. Miller & Mark E. Wohar
• Predicting Stock Market Movements in the United States: The Role of Presidential Approval Ratings (RePEc:bla:irvfin:v:21:y:2021:i:1:p:324-335)
  by Rangan Gupta & Patrick Kanda & Mark E. Wohar
• Variants of consumption‐wealth ratios and predictability of U.S. government bond risk premia (RePEc:bla:irvfin:v:21:y:2021:i:2:p:661-674)
  by Oğuzhan Çepni & Rangan Gupta & Mark E. Wohar
• Monetary policy and bubbles in US REITs (RePEc:bla:irvfin:v:21:y:2021:i:2:p:675-687)
  by Petre Caraiani & Adrian C. Călin & Rangan Gupta
• Uncertainty due to infectious diseases and forecastability of the realized variance of United States real estate investment trusts: A note (RePEc:bla:irvfin:v:22:y:2022:i:3:p:540-550)
  by Matteo Bonato & Oğuzhan Çepni & Rangan Gupta & Christian Pierdzioch
• Climate risks and U.S. stock‐market tail risks: A forecasting experiment using over a century of data (RePEc:bla:irvfin:v:23:y:2023:i:2:p:228-244)
  by Afees A. Salisu & Christian Pierdzioch & Rangan Gupta & Reneé van Eyden
• Climate risks and forecastability of the weekly state‐level economic conditions of the United States (RePEc:bla:irvfin:v:24:y:2024:i:1:p:154-162)
  by Oguzhan Cepni & Rangan Gupta & Wenting Liao & Jun Ma
• Testing the Efficiency of the Art Market Using Quantile†Based Unit Root Tests with Sharp and Smooth Breaks (RePEc:bla:manchs:v:86:y:2018:i:4:p:488-511)
  by Goodness C. Aye & Tsang Yao Chang & Wen†Yi Chen & Rangan Gupta & Mark Wohar
• Social Status, Inflation and Endogenous Growth in A Cash‐in‐Advance Economy: A Reconsideration using the Credit Channel (RePEc:bla:manchs:v:86:y:2018:i:5:p:622-640)
  by Rangan Gupta & Lardo Stander
• Persistence, Mean Reversion and Nonlinearities in Inflation Rates of Developed and Developing Countries Using Over One Century of Data (RePEc:bla:manchs:v:87:y:2019:i:1:p:24-36)
  by Luis Alberiko Gil‐Alana & Rangan Gupta
• Electricity demand in South Africa: is it asymmetric? (RePEc:bla:opecrv:v:41:y:2017:i:3:p:226-238)
  by Rangan Gupta & Roula Inglesi-Lotz & John W. Muteba Mwamba
• Income inequality and economic growth: A re‐examination of theory and evidence (RePEc:bla:rdevec:v:25:y:2021:i:2:p:737-757)
  by Mehmet Balcilar & Rangan Gupta & Wei Ma & Philton Makena
• Convergence In Provincial-Level South African House Prices: Evidence From The Club Convergence And Clustering Procedure (RePEc:bla:revurb:v:27:y:2015:i:1:p:2-17)
  by Nicholas Apergis & Beatrice D. Simo-Kengne & Rangan Gupta
• A Bvar Model For The South African Economy (RePEc:bla:sajeco:v:74:y:2006:i:3:p:391-409)
  by Rangan Gupta & Moses M. Sichei
• FORECASTING THE SOUTH AFRICAN ECONOMY WITH VARs AND VECMs (RePEc:bla:sajeco:v:74:y:2006:i:4:p:611-628)
  by Rangan Gupta
• A Small‐Scale Dsge Model For Forecasting The South African Economy (RePEc:bla:sajeco:v:75:y:2007:i:2:p:179-193)
  by Guangling (dave Liu & Rangan Gupta
• FORECASTING THE SOUTH AFRICAN ECONOMY WITH GIBBS SAMPLED BVECMs (RePEc:bla:sajeco:v:75:y:2007:i:4:p:631-643)
  by Rangan Gupta
• Measuring The Welfare Cost Of Inflation In South Africa (RePEc:bla:sajeco:v:76:y:2008:i:1:p:16-25)
  by Rangan Gupta & Josine Uwilingiye
• Spatial Bayesian Methods Of Forecasting House Prices In Six Metropolitan Areas Of South Africa (RePEc:bla:sajeco:v:76:y:2008:i:2:p:298-313)
  by Rangan Gupta & Sonali Das
• Bayesian Methods Of Forecasting Inventory Investment (RePEc:bla:sajeco:v:77:y:2009:i:1:p:113-126)
  by Rangan Gupta
• Testing For Ppp Using Sadc Real Exchange Rates (RePEc:bla:sajeco:v:77:y:2009:i:3:p:351-362)
  by Thabo M. Mokoena & Rangan Gupta & Reneé Van Eyden
• Testing For Fractional Integration In Southern African Development Community Real Exchange Rates (RePEc:bla:sajeco:v:77:y:2009:i:4:p:531-537)
  by Thabo M. Mokoena & Rangan Gupta & Reneé Van Eyden
• Dynamic Time Inconsistency And The South African Reserve Bank (RePEc:bla:sajeco:v:78:y:2010:i:1:p:76-88)
  by Rangan Gupta & Josine Uwilingiye
• Time–frequency relationship between US inflation and inflation uncertainty: evidence from historical data (RePEc:bla:scotjp:v:66:y:2019:i:5:p:673-702)
  by Claudiu Tiberiu Albulescu & Aviral Kumar Tiwari & Stephen M. Miller & Rangan Gupta
• Oil shocks and directional predictability of macroeconomic uncertainties of developed economies: Evidence from high‐frequency data† (RePEc:bla:scotjp:v:69:y:2022:i:2:p:169-185)
  by Syed Jawad Hussain Shahzad & Rangan Gupta & Riza Demirer & Christian Pierdzioch
• Time-varying persistence of inflation: evidence from a wavelet-based approach (RePEc:bpj:sndecm:v:21:y:2017:i:4:p:18:n:6)
  by Boubaker Heni & Canarella Giorgio & Gupta Rangan & Miller Stephen M.
• Causal relationships between economic policy uncertainty and housing market returns in China and India: evidence from linear and nonlinear panel and time series models (RePEc:bpj:sndecm:v:22:y:2018:i:2:p:15:n:2)
  by Chow Sheung-Chi & Cunado Juncal & Gupta Rangan & Wong Wing-Keung
• Are stock returns an inflation hedge for the UK? Evidence from a wavelet analysis using over three centuries of data (RePEc:bpj:sndecm:v:23:y:2019:i:3:p:17:n:1)
  by Tiwari Aviral Kumar & Cunado Juncal & Gupta Rangan & Wohar Mark E.
• Conventional and unconventional monetary policy reaction to uncertainty in advanced economies: evidence from quantile regressions (RePEc:bpj:sndecm:v:24:y:2020:i:3:p:17:n:1)
  by Christou Christina & Naraidoo Ruthira & Gupta Rangan
• Conventional and unconventional monetary policy reaction to uncertainty in advanced economies: evidence from quantile regressions (RePEc:bpj:sndecm:v:24:y:2020:i:3:p:17:n:4)
  by Christou Christina & Naraidoo Ruthira & Gupta Rangan
• Uncertainty and Forecasts of U.S. Recessions (RePEc:bpj:sndecm:v:24:y:2020:i:4:p:20:n:1)
  by Pierdzioch Christian & Gupta Rangan
• Long-memory modeling and forecasting: evidence from the U.S. historical series of inflation (RePEc:bpj:sndecm:v:25:y:2021:i:5:p:289-310:n:4)
  by Boubaker Heni & Canarella Giorgio & Gupta Rangan & Miller Stephen M.
• Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data (RePEc:bpj:sndecm:v:26:y:2022:i:1:p:73-98:n:3)
  by Segnon Mawuli & Lau Chi Keung & Wilfling Bernd & Gupta Rangan
• Uncertainty and realized jumps in the pound-dollar exchange rate: evidence from over one century of data (RePEc:bpj:sndecm:v:27:y:2023:i:1:p:25-47:n:8)
  by Gkillas Konstantinos & Gupta Rangan & Vortelinos Dimitrios I.
• Contagion between Real Estate and Financial Markets: A Bayesian Quantile-on-Quantile Approach (RePEc:bzn:wpaper:bemps61)
  by Massimiliano Caporin & Rangan Gupta & Francesco Ravazzolo
• Forecasting using a Nonlinear DSGE Model (RePEc:cbk:journl:v:7:y:2018:i:2:p:73-98)
  by Sergey Ivashchenko & Rangan Gupta
• Volatility Spillovers between Interest Rates and Equity Markets of Developed Economies (RePEc:cbk:journl:v:8:y:2019:i:3:p:39-50)
  by Wilson Donzwa & Rangan Gupta & Mark E. Wohar
• Is there a National Housing Market Bubble Brewing in the United States? (RePEc:cdf:wpaper:2020/3)
  by Gupta, Rangan & Ma, Jun & Theodoridis, Konstantinos & Wohar, Mark E
• Causality between US economic policy and equity market uncertainties: Evidence from linear and nonlinear tests (RePEc:cem:jaecon:v:18:y:2015:n:2:p:225-246)
  by Ahdi Noomen Ajmi & Goodness C. Aye & Mehmet Balcilar & Ghassen El Montasser & Rangan Gupta
• The growth-inflation nexus for the U.S. from 1801 to 2013: A semiparametric approach (RePEc:cem:jaecon:v:20:y:2017:n:1:p:105-120)
  by Mehmet Balcilar & Rangan Gupta & Charl Jooste
• The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis (RePEc:ces:ceswps:_5407)
  by Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta
• Impact of macroeconomic news surprises and uncertainty for major economies on returns and volatility of oil futures (RePEc:cii:cepiie:2018-q4-156-17)
  by Walid Bahloul & Rangan Gupta
• Does inequality really matter in forecasting real housing returns of the United Kingdom? (RePEc:cii:cepiie:2019-q3-159-2)
  by Hossein Hassani & Mohammad Reza Yeganegi & Rangan Gupta
• Halloween Effect in developed stock markets: A historical perspective (RePEc:cii:cepiie:2020-q1-161-10)
  by Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar
• Inflation-targeting and inflation volatility: International evidence from the cosine-squared cepstrum (RePEc:cii:cepiie:2021-q3-167-12)
  by Nikolaos Antonakakis & Christina Christou & Luis A. Gil-Alana & Rangan Gupta
• Influence of Local and Global Economic Policy Uncertainty on the volatility of US state-level equity returns: Evidence from a GARCH-MIDAS approach with Shrinkage and Cluster Analysis (RePEc:cns:cnscwp:202414)
  by V. Candila & O. Cepni & G. M. Gallo & R. Gupta
• Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data (RePEc:cqe:wpaper:6117)
  by Mawuli Segnon & Chi Keung Lau & Bernd Wilfling & Rangan Gupta
• The Effect of Macroeconomic Uncertainty on Housing Returns and Volatility: Evidence from US State-Level Data (RePEc:cth:wpaper:gru_2021_008)
  by Renee van Eyden & Rangan Gupta & Christophe Andre & Xin Sheng
• Forecasting Output Growth of Advanced Economies Over Eight Centuries: The Role of Gold Market Volatility as a Proxy of Global Uncertainty (RePEc:cth:wpaper:gru_2021_017)
  by Afees A. Salisu & Rangan Gupta & Sayar Karmakar & Sonali Das
• Income Inequality and House Prices across US States (RePEc:cth:wpaper:gru_2021_018)
  by Edmond Berisha & John Meszaros & Rangan Gupta
• The Role of Oil Prices in the Forecasts of South African Interest Rates: A Bayesian Approach (RePEc:ctn:dpaper:2016-01)
  by Rangan Gupta & Kevin Kotze
• Forecasting South African Macroeconomic Variables with a Markov-Switching Small Open-Economy Dynamic Stochastic General Equilibrium Model (RePEc:ctn:dpaper:2016-05)
  by Mehmet Balcilar & Rangan Gupta & Kevin Kotze
• Monetary Policy and Financial Frictions in a Small Open-Economy Model for Uganda (RePEc:ctn:dpaper:2017-01)
  by Francis Leni Anguyo & Rangan Gupta & Kevin Kotze
• Monetary Policy, Financial Frictions and Structural Changes: A Markov-Switching DSGE approach (RePEc:ctn:dpaper:2017-05)
  by Francis Leni Anguyo & Rangan Gupta & Kevin Kotze
• Inflation Dynamics in Uganda: A Quantile Regression Approach (RePEc:ctn:dpaper:2017-07)
  by Francis Leni Anguyo & Rangan Gupta & Kevin Kotze
• Forecasting with second-order approximations and Markov-switching DSGE models (RePEc:ctn:dpaper:2018-10)
  by Sergey Ivashchenko & Semih Emre Cekin & Kevin Kotze & Rangan Gupta
• Unemployment fluctuations and currency returns in the United Kingdom: Evidence from over one and a half century of data (RePEc:ctn:dpaper:2020-01)
  by Deven Bathia & Riza Demirer & Rangan Gupta & Kevin Kotze
• Costly State Monitoring and Reserve Requirements (RePEc:cuf:journl:y:2005:v:6:i:2:p:263-288)
  by Rangan Gupta
• Private and Public Health Expenditures in an Endogenous Growth Model with Inflation Targeting (RePEc:cuf:journl:y:2010:v:11:i:1:p:139-153)
  by Rangan Gupta & Cobus Vermeulen
• Growth-Effects of Inflation Targeting: The Role of Financial Sector Development (RePEc:cuf:journl:y:2011:v:12:i:1:p:65-87)
  by Rangan Gupta
• Inflation Aversion and the Growth-Inflation Relationship (RePEc:cuf:journl:y:2019:v:20:i:2:guptamakena)
  by Rangan Gupta & Philton Makena
• A Time-Varying Approach Of The Us Welfare Cost Of Inflation (RePEc:cup:macdyn:v:23:y:2019:i:02:p:775-797_00)
  by Miller, Stephen M. & Martins, Luis Filipe & Gupta, Rangan
• Is there a national housing market bubble brewing in the United States? (RePEc:cup:macdyn:v:27:y:2023:i:8:p:2191-2228_7)
  by Gupta, Rangan & Ma, Jun & Theodoridis, Konstantinos & Wohar, Mark E.
• The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis (RePEc:diw:diwwpp:dp1486)
  by Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta
• Has oil price predicted stock returns for over a century? (RePEc:dkn:ecomet:fe_2015_08)
  by Narayan, Paresh Kumar & Gupta, Rangan
• Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs (RePEc:dse:indecr:0029)
  by Gupta, Rangan & Kabundi, Alain
• Financial Liberalization and the Dynamics of Inflation, Nominal Exchange Rate, and Terms of Trade (RePEc:dse:indecr:v:42:y:2007:i:2:p:165-176)
  by Rangan Gupta
• Financial Liberalization and a Possible Growth-Inflation Trade-Off (RePEc:dse:indecr:v:44:y:2009:i:1:p:1-19)
  by Rangan Gupta
• Convergence Of Metropolitan House Prices In South Africa: A Re-Examination Using Efficient Unit Root Tests (RePEc:eaa:aeinde:v:10:y:2010:i:1_12)
  by Sonali DAS , Rangan GUPTA & Patrick A. KAYA
• Macro Shocks and Real US Stock Prices with Special Focus on the “Great Recession” (RePEc:eaa:aeinde:v:12:y:2012:i:2_9)
  by Rangan GUPTA & Roula INGLESI-LOTZ
• Half-Life Deviations from PPP in the South African Development Community (SADC) (RePEc:eaa:aeinde:v:9:y:2009:i:1_12)
  by Thabo M. Mokoena & Gupta, R. & Van Eyden, R.
• The Effects Of Monetary Policy On Real Farm Prices In South Africa (RePEc:eaa:eerese:v:12:y2012:i:1_10)
  by Goodness C. AYE & Rangan GUPTA
• Metropolitan House Prices In Regions of India: Do They Converge? (RePEc:eaa:eerese:v:13:y2013:i:1_11)
  by Aye, G.C. & Goswami, S. & Gupta, R.
• Trust and quality of growth: a note (RePEc:ebl:ecbull:eb-16-00409)
  by Simplice Asongu & Rangan Gupta
• Are Uncertainties across the World Convergent? (RePEc:ebl:ecbull:eb-19-00608)
  by Christina Christou & Giray Gozgor & Rangan Gupta & Chi keung Marco Lau
• Risk aversion and Bitcoin returns in extreme quantiles (RePEc:ebl:ecbull:eb-21-00863)
  by Elie Bouri & Rangan Gupta & Chi keung marco Lau & David Roubaud
• Forecasting accuracy evaluation of tourist arrivals (RePEc:eee:anture:v:63:y:2017:i:c:p:112-127)
  by Hassani, Hossein & Silva, Emmanuel Sirimal & Antonakakis, Nikolaos & Filis, George & Gupta, Rangan
• Oil price volatility and economic growth: Evidence from advanced economies using more than a century’s data (RePEc:eee:appene:v:233-234:y:2019:i::p:612-621)
  by van Eyden, Reneé & Difeto, Mamothoana & Gupta, Rangan & Wohar, Mark E.
• Volatility connectedness of major cryptocurrencies: The role of investor happiness (RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000071)
  by Bouri, Elie & Gabauer, David & Gupta, Rangan & Tiwari, Aviral Kumar
• Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries (RePEc:eee:beexfi:v:38:y:2023:i:c:s2214635023000187)
  by van Eyden, Reneé & Gupta, Rangan & Nielsen, Joshua & Bouri, Elie
• Herding behavior in real estate markets: Novel evidence from a Markov-switching model (RePEc:eee:beexfi:v:8:y:2015:i:c:p:40-43)
  by Babalos, Vassilios & Balcilar, Mehmet & Gupta, Rangan
• Monetary policy and bubbles in G7 economies using a panel VAR approach: Implications for sustainable development (RePEc:eee:ecanpo:v:78:y:2023:i:c:p:133-155)
  by Caraiani, Petre & Gupta, Rangan & Nel, Jacobus & Nielsen, Joshua
• Can monetary policy lean against housing bubbles? (RePEc:eee:ecmode:v:110:y:2022:i:c:s0264999322000475)
  by André, Christophe & Caraiani, Petre & Călin, Adrian Cantemir & Gupta, Rangan
• Linking global economic dynamics to a South African-specific credit risk correlation model (RePEc:eee:ecmode:v:26:y:2009:i:5:p:1000-1011)
  by de Wet, Albertus H. & van Eyden, Reneé & Gupta, Rangan
• The effect of monetary policy on real house price growth in South Africa: A factor-augmented vector autoregression (FAVAR) approach (RePEc:eee:ecmode:v:27:y:2010:i:1:p:315-323)
  by Gupta, Rangan & Jurgilas, Marius & Kabundi, Alain
• An in-sample and out-of-sample empirical investigation of the nonlinearity in house prices of South Africa (RePEc:eee:ecmode:v:28:y:2011:i:3:p:891-899)
  by Balcilar, Mehmet & Gupta, Rangan & Shah, Zahra B.
• Forecasting the US real house price index: Structural and non-structural models with and without fundamentals (RePEc:eee:ecmode:v:28:y:2011:i:4:p:2013-2021)
  by Gupta, Rangan & Kabundi, Alain & Miller, Stephen M.
• South African stock return predictability in the context data mining: The role of financial variables and international stock returns (RePEc:eee:ecmode:v:29:y:2012:i:3:p:908-916)
  by Gupta, Rangan & Modise, Mampho P.
• Structural breaks and GARCH models of stock return volatility: The case of South Africa (RePEc:eee:ecmode:v:29:y:2012:i:6:p:2435-2443)
  by Babikir, Ali & Gupta, Rangan & Mwabutwa, Chance & Owusu-Sekyere, Emmanuel
• Macroeconomic Variables and South African Stock Return Predictability (RePEc:eee:ecmode:v:30:y:2013:i:c:p:612-622)
  by Gupta, Rangan & Modise, Mampho P.
• Is the relationship between monetary policy and house prices asymmetric across bull and bear markets in South Africa? Evidence from a Markov-switching vector autoregressive model (RePEc:eee:ecmode:v:32:y:2013:i:c:p:161-171)
  by Simo-Kengne, Beatrice D. & Balcilar, Mehmet & Gupta, Rangan & Reid, Monique & Aye, Goodness C.
• A DSGE-VAR model for forecasting key South African macroeconomic variables (RePEc:eee:ecmode:v:33:y:2013:i:c:p:19-33)
  by Gupta, Rangan & Steinbach, Rudi
• Forecasting macroeconomic data for an emerging market with a nonlinear DSGE model (RePEc:eee:ecmode:v:44:y:2015:i:c:p:215-228)
  by Balcilar, Mehmet & Gupta, Rangan & Kotzé, Kevin
• Forecasting the U.S. real house price index (RePEc:eee:ecmode:v:45:y:2015:i:c:p:259-267)
  by Plakandaras, Vasilios & Gupta, Rangan & Gogas, Periklis & Papadimitriou, Theophilos
• Can volume predict Bitcoin returns and volatility? A quantiles-based approach (RePEc:eee:ecmode:v:64:y:2017:i:c:p:74-81)
  by Balcilar, Mehmet & Bouri, Elie & Gupta, Rangan & Roubaud, David
• The impact of macroeconomic factors on income inequality: Evidence from the BRICS (RePEc:eee:ecmode:v:91:y:2020:i:c:p:559-567)
  by Berisha, Edmond & Gupta, Rangan & Meszaros, John
• Forecasting China's foreign exchange reserves using dynamic model averaging: The roles of macroeconomic fundamentals, financial stress and economic uncertainty (RePEc:eee:ecofin:v:28:y:2014:i:c:p:170-189)
  by Gupta, Rangan & Hammoudeh, Shawkat & Kim, Won Joong & Simo-Kengne, Beatrice D.
• Detecting predictable non-linear dynamics in Dow Jones Islamic Market and Dow Jones Industrial Average indices using nonparametric regressions (RePEc:eee:ecofin:v:29:y:2014:i:c:p:22-35)
  by Álvarez-Díaz, Marcos & Hammoudeh, Shawkat & Gupta, Rangan
• Temporal causality between house prices and output in the US: A bootstrap rolling-window approach (RePEc:eee:ecofin:v:33:y:2015:i:c:p:55-73)
  by Nyakabawo, Wendy & Miller, Stephen M. & Balcilar, Mehmet & Das, Sonali & Gupta, Rangan
• On economic uncertainty, stock market predictability and nonlinear spillover effects (RePEc:eee:ecofin:v:36:y:2016:i:c:p:184-191)
  by Bekiros, Stelios & Gupta, Rangan & Kyei, Clement
• Do precious metal prices help in forecasting South African inflation? (RePEc:eee:ecofin:v:40:y:2017:i:c:p:63-72)
  by Balcilar, Mehmet & Katzke, Nico & Gupta, Rangan
• The international REIT’s time-varying response to the U.S. monetary policy and macroeconomic surprises (RePEc:eee:ecofin:v:42:y:2017:i:c:p:640-653)
  by Marfatia, Hardik A. & Gupta, Rangan & Cakan, Esin
• Does partisan conflict predict a reduction in US stock market (realized) volatility? Evidence from a quantile-on-quantile regression model☆ (RePEc:eee:ecofin:v:43:y:2018:i:c:p:87-96)
  by Gupta, Rangan & Pierdzioch, Christian & Selmi, Refk & Wohar, Mark E.
• OPEC news and predictability of oil futures returns and volatility: Evidence from a nonparametric causality-in-quantiles approach (RePEc:eee:ecofin:v:45:y:2018:i:c:p:206-214)
  by Gupta, Rangan & Yoon, Seong-Min
• Information spillover across international real estate investment trusts: Evidence from an entropy-based network analysis (RePEc:eee:ecofin:v:46:y:2018:i:c:p:103-113)
  by Ji, Qiang & Marfatia, Hardik & Gupta, Rangan
• The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom: Evidence from a nonparametric causality-in-quantiles test using over 250 years of data (RePEc:eee:ecofin:v:47:y:2019:i:c:p:391-405)
  by Gupta, Rangan & Risse, Marian & Volkman, David A. & Wohar, Mark E.
• Rise and fall of calendar anomalies over a century (RePEc:eee:ecofin:v:49:y:2019:i:c:p:181-205)
  by Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E.
• Time-varying predictability of oil market movements over a century of data: The role of US financial stress (RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818306090)
  by Gupta, Rangan & Kanda, Patrick & Tiwari, Aviral Kumar & Wohar, Mark E.
• Time-varying risk aversion and realized gold volatility (RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818306399)
  by Demirer, Riza & Gkillas, Konstantinos & Gupta, Rangan & Pierdzioch, Christian
• Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching: Evidence from over a century of data (RePEc:eee:ecofin:v:51:y:2020:i:c:s106294081830319x)
  by Ji, Qiang & Liu, Bing-Yue & Cunado, Juncal & Gupta, Rangan
• Oil price uncertainty and movements in the US government bond risk premia (RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819301330)
  by Balcilar, Mehmet & Gupta, Rangan & Wang, Shixuan & Wohar, Mark E.
• Price gap anomaly in the US stock market: The whole story (RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300747)
  by Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E.
• Risk spillover between Bitcoin and conventional financial markets: An expectile-based approach (RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301868)
  by Zhang, Yue-Jun & Bouri, Elie & Gupta, Rangan & Ma, Shu-Jiao
• Contagion between real estate and financial markets: A Bayesian quantile-on-quantile approach (RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820302291)
  by Caporin, Massimiliano & Gupta, Rangan & Ravazzolo, Francesco
• House price synchronization across the US states: The role of structural oil shocks (RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000127)
  by Sheng, Xin & Marfatia, Hardik A. & Gupta, Rangan & Ji, Qiang
• Evolution of price effects after one-day abnormal returns in the US stock market (RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000383)
  by Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E.
• Does inequality help in forecasting equity premium in a panel of G7 countries? (RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000826)
  by Christou, Christina & Gupta, Rangan & Jawadi, Fredj
• Time-varying impact of monetary policy shocks on US stock returns: The role of investor sentiment (RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001601)
  by Cepni, Oguzhan & Gupta, Rangan
• Price effects after one-day abnormal returns in developed and emerging markets: ESG versus traditional indices (RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001789)
  by Plastun, Alex & Bouri, Elie & Gupta, Rangan & Ji, Qiang
• Predictability of tail risks of Canada and the U.S. Over a Century: The role of spillovers and oil tail Risks☆ (RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821002163)
  by Salisu, Afees A. & Gupta, Rangan & Pierdzioch, Christian
• Evolving United States stock market volatility: The role of conventional and unconventional monetary policies (RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000249)
  by Plakandaras, Vasilios & Gupta, Rangan & Balcilar, Mehmet & Ji, Qiang
• Hedge and safe-haven properties of FAANA against gold, US Treasury, bitcoin, and US Dollar/CHF during the pandemic period (RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001796)
  by Yousaf, Imran & Plakandaras, Vasilios & Bouri, Elie & Gupta, Rangan
• Predicting stock returns and volatility using consumption-aggregate wealth ratios: A nonlinear approach (RePEc:eee:ecolet:v:131:y:2015:i:c:p:83-85)
  by Bekiros, Stelios & Gupta, Rangan
• Oil price forecastability and economic uncertainty (RePEc:eee:ecolet:v:132:y:2015:i:c:p:125-128)
  by Bekiros, Stelios & Gupta, Rangan & Paccagnini, Alessia
• On international uncertainty links: BART-based empirical evidence for Canada (RePEc:eee:ecolet:v:143:y:2016:i:c:p:24-27)
  by Gupta, Rangan & Pierdzioch, Christian & Risse, Marian
• Is inflation persistence different in reality? (RePEc:eee:ecolet:v:148:y:2016:i:c:p:55-58)
  by Antonakakis, Nikolaos & Cunado, Juncal & Gil-Alana, Luis A. & Gupta, Rangan
• Dynamic connectedness of uncertainty across developed economies: A time-varying approach (RePEc:eee:ecolet:v:166:y:2018:i:c:p:63-75)
  by Antonakakis, Nikolaos & Gabauer, David & Gupta, Rangan & Plakandaras, Vasilios
• Presidential cycles and time-varying bond–stock market correlations: Evidence from more than two centuries of data (RePEc:eee:ecolet:v:167:y:2018:i:c:p:36-39)
  by Demirer, Riza & Gupta, Rangan
• On the transmission mechanism of country-specific and international economic uncertainty spillovers: Evidence from a TVP-VAR connectedness decomposition approach (RePEc:eee:ecolet:v:171:y:2018:i:c:p:63-71)
  by Gabauer, David & Gupta, Rangan
• Time-varying impact of uncertainty shocks on the US housing market (RePEc:eee:ecolet:v:180:y:2019:i:c:p:15-20)
  by Christou, Christina & Gupta, Rangan & Nyakabawo, Wendy
• Forecasting economic policy uncertainty of BRIC countries using Bayesian VARs (RePEc:eee:ecolet:v:186:y:2020:i:c:s0165176519303386)
  by Gupta, Rangan & Sun, Xiaojin
• Bitcoin mining activity and volatility dynamics in the power market (RePEc:eee:ecolet:v:209:y:2021:i:c:s0165176521003888)
  by Karmakar, Sayar & Demirer, Riza & Gupta, Rangan
• The effects of climate risks on economic activity in a panel of US states: The role of uncertainty (RePEc:eee:ecolet:v:213:y:2022:i:c:s0165176522000568)
  by Sheng, Xin & Gupta, Rangan & Çepni, Oğuzhan
• Persistence of state-level uncertainty of the United States: The role of climate risks (RePEc:eee:ecolet:v:215:y:2022:i:c:s0165176522001276)
  by Sheng, Xin & Gupta, Rangan & Cepni, Oguzhan
• Climate uncertainty and carbon emissions prices: The relative roles of transition and physical climate risks (RePEc:eee:ecolet:v:217:y:2022:i:c:s0165176522002324)
  by Ozturk, Serda Selin & Demirer, Riza & Gupta, Rangan
• Forecasting national recessions of the United States with state-level climate risks: Evidence from model averaging in Markov-switching models (RePEc:eee:ecolet:v:227:y:2023:i:c:s0165176523001465)
  by Cepni, Oguzhan & Christou, Christina & Gupta, Rangan
• Extreme weather shocks and state-level inflation of the United States (RePEc:eee:ecolet:v:238:y:2024:i:c:s0165176524001976)
  by Liao, Wenting & Sheng, Xin & Gupta, Rangan & Karmakar, Sayar
• Are stock prices related to the political uncertainty index in OECD countries? Evidence from the bootstrap panel causality test (RePEc:eee:ecosys:v:39:y:2015:i:2:p:288-300)
  by Chang, Tsangyao & Chen, Wen-Yi & Gupta, Rangan & Nguyen, Duc Khuong
• Forecasting the South African inflation rate: On asymmetric loss and forecast rationality (RePEc:eee:ecosys:v:40:y:2016:i:1:p:82-92)
  by Pierdzioch, Christian & Reid, Monique B. & Gupta, Rangan
• The time-varying correlation between output and prices in the United States over the period 1800–2014 (RePEc:eee:ecosys:v:41:y:2017:i:1:p:98-108)
  by Antonakakis, Nikolaos & Gupta, Rangan & Tiwari, Aviral K.
• Geopolitical risks and stock market dynamics of the BRICS (RePEc:eee:ecosys:v:42:y:2018:i:2:p:295-306)
  by Balcilar, Mehmet & Bonato, Matteo & Demirer, Riza & Gupta, Rangan
• The synergistic effect of insurance and banking sector activities on economic growth in Africa (RePEc:eee:ecosys:v:42:y:2018:i:4:p:637-648)
  by Balcilar, Mehmet & Gupta, Rangan & Lee, Chien-Chiang & Olasehinde-Williams, Godwin
• Socio-political instability and growth dynamics (RePEc:eee:ecosys:v:46:y:2022:i:4:s093936252200067x)
  by Bittencourt, Manoel & Gupta, Rangan & Makena, Philton & Stander, Lardo
• Revisiting international house price convergence using house price level data (RePEc:eee:ecosys:v:48:y:2024:i:2:s0939362524000037)
  by André, Christophe & Christou, Christina & Gupta, Rangan
• Causality between inflation and inflation uncertainty in South Africa: Evidence from a Markov-switching vector autoregressive model (RePEc:eee:ememar:v:24:y:2015:i:c:p:46-68)
  by Nasr, Adnen Ben & Balcilar, Mehmet & Ajmi, Ahdi N. & Aye, Goodness C. & Gupta, Rangan & van Eyden, Reneé
• Does global fear predict fear in BRICS stock markets? Evidence from a Bayesian Graphical Structural VAR model (RePEc:eee:ememar:v:34:y:2018:i:c:p:124-142)
  by Bouri, Elie & Gupta, Rangan & Hosseini, Seyedmehdi & Lau, Chi Keung Marco
• Do oil-price shocks predict the realized variance of U.S. REITs? (RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321005429)
  by Bonato, Matteo & Çepni, Oğuzhan & Gupta, Rangan & Pierdzioch, Christian
• Forecasting oil and gold volatilities with sentiment indicators under structural breaks (RePEc:eee:eneeco:v:105:y:2022:i:c:s014098832100596x)
  by Luo, Jiawen & Demirer, Riza & Gupta, Rangan & Ji, Qiang
• Global financial cycle and the predictability of oil market volatility: Evidence from a GARCH-MIDAS model (RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322001128)
  by Salisu, Afees A. & Gupta, Rangan & Demirer, Riza
• Forecasting the realized variance of oil-price returns using machine learning: Is there a role for U.S. state-level uncertainty? (RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322003723)
  by Çepni, Oğuzhan & Gupta, Rangan & Pienaar, Daniel & Pierdzioch, Christian
• Stock market bubbles and the realized volatility of oil price returns (RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001403)
  by Gupta, Rangan & Nielsen, Joshua & Pierdzioch, Christian
• How connected is the oil-bank network? Firm-level and high-frequency evidence (RePEc:eee:eneeco:v:136:y:2024:i:c:s014098832400392x)
  by Zhang, Yunhan & Gabauer, David & Gupta, Rangan & Ji, Qiang
• Does the source of oil price shocks matter for South African stock returns? A structural VAR approach (RePEc:eee:eneeco:v:40:y:2013:i:c:p:825-831)
  by Gupta, Rangan & Modise, Mampho P.
• Oil price uncertainty and manufacturing production (RePEc:eee:eneeco:v:43:y:2014:i:c:p:41-47)
  by Aye, Goodness C. & Dadam, Vincent & Gupta, Rangan & Mamba, Bonginkosi
• Dutch disease effect of oil rents on agriculture value added in Middle East and North African (MENA) countries (RePEc:eee:eneeco:v:45:y:2014:i:c:p:485-490)
  by Apergis, Nicholas & El-Montasser, Ghassen & Sekyere, Emmanuel & Ajmi, Ahdi N. & Gupta, Rangan
• Persistence and cycles in historical oil price data (RePEc:eee:eneeco:v:45:y:2014:i:c:p:511-516)
  by Gil-Alana, Luis A. & Gupta, Rangan
• Has oil price predicted stock returns for over a century? (RePEc:eee:eneeco:v:48:y:2015:i:c:p:18-23)
  by Narayan, Paresh Kumar & Gupta, Rangan
• Regime switching model of US crude oil and stock market prices: 1859 to 2013 (RePEc:eee:eneeco:v:49:y:2015:i:c:p:317-327)
  by Balcilar, Mehmet & Gupta, Rangan & Miller, Stephen M.
• Energy efficiency of selected OECD countries: A slacks based model with undesirable outputs (RePEc:eee:eneeco:v:51:y:2015:i:c:p:45-53)
  by Apergis, Nicholas & Aye, Goodness C. & Barros, Carlos Pestana & Gupta, Rangan & Wanke, Peter
• Is there an Environmental Kuznets Curve for South Africa? A co-summability approach using a century of data (RePEc:eee:eneeco:v:52:y:2015:i:pa:p:136-141)
  by Ben Nasr, Adnen & Gupta, Rangan & Sato, João Ricardo
• Uncertainty and crude oil returns (RePEc:eee:eneeco:v:55:y:2016:i:c:p:92-100)
  by Aloui, Riadh & Gupta, Rangan & Miller, Stephen M.
• Forecasting crude oil price volatility and value-at-risk: Evidence from historical and recent data (RePEc:eee:eneeco:v:56:y:2016:i:c:p:117-133)
  by Lux, Thomas & Segnon, Mawuli & Gupta, Rangan
• The role of oil prices in the forecasts of South African interest rates: A Bayesian approach (RePEc:eee:eneeco:v:61:y:2017:i:c:p:270-278)
  by Gupta, Rangan & Kotzé, Kevin
• Common cycles and common trends in the stock and oil markets: Evidence from more than 150years of data (RePEc:eee:eneeco:v:61:y:2017:i:c:p:72-86)
  by Balcilar, Mehmet & Gupta, Rangan & Wohar, Mark E.
• Forecasting oil and stock returns with a Qual VAR using over 150years off data (RePEc:eee:eneeco:v:62:y:2017:i:c:p:181-186)
  by Gupta, Rangan & Wohar, Mark
• Oil price shocks and China's economy: Reactions of the monetary policy to oil price shocks (RePEc:eee:eneeco:v:62:y:2017:i:c:p:61-69)
  by Kim, Won Joong & Hammoudeh, Shawkat & Hyun, Jun Seog & Gupta, Rangan
• Date stamping historical periods of oil price explosivity: 1876–2014 (RePEc:eee:eneeco:v:70:y:2018:i:c:p:582-587)
  by Caspi, Itamar & Katzke, Nico & Gupta, Rangan
• Oil returns and volatility: The role of mergers and acquisitions (RePEc:eee:eneeco:v:71:y:2018:i:c:p:62-69)
  by Bos, Martijn & Demirer, Riza & Gupta, Rangan & Tiwari, Aviral Kumar
• Time-varying rare disaster risks, oil returns and volatility (RePEc:eee:eneeco:v:75:y:2018:i:c:p:239-248)
  by Demirer, Riza & Gupta, Rangan & Suleman, Tahir & Wohar, Mark E.
• Gold-oil dependence dynamics and the role of geopolitical risks: Evidence from a Markov-switching time-varying copula model (RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320300876)
  by Tiwari, Aviral Kumar & Aye, Goodness C. & Gupta, Rangan & Gkillas, Konstantinos
• Price and volatility linkages between international REITs and oil markets (RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301195)
  by Nazlioglu, Saban & Gupta, Rangan & Gormus, Alper & Soytas, Ugur
• Moments-based spillovers across gold and oil markets (RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301390)
  by Bonato, Matteo & Gupta, Rangan & Lau, Chi Keung Marco & Wang, Shixuan
• The impacts of structural oil shocks on macroeconomic uncertainty: Evidence from a large panel of 45 countries (RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302802)
  by Sheng, Xin & Gupta, Rangan & Ji, Qiang
• OPEC news and jumps in the oil market (RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000013)
  by Gkillas, Konstantinos & Gupta, Rangan & Pierdzioch, Christian & Yoon, Seong-Min
• Income inequality and oil resources: Panel evidence from the United States (RePEc:eee:enepol:v:159:y:2021:i:c:s0301421521004699)
  by Berisha, Edmond & Chisadza, Carolyn & Clance, Matthew & Gupta, Rangan
• The nexus of electricity consumption, economic growth and CO2 emissions in the BRICS countries (RePEc:eee:enepol:v:66:y:2014:i:c:p:359-368)
  by Cowan, Wendy N. & Chang, Tsangyao & Inglesi-Lotz, Roula & Gupta, Rangan
• Oil prices and financial stress: A volatility spillover analysis (RePEc:eee:enepol:v:82:y:2015:i:c:p:278-288)
  by Nazlioglu, Saban & Soytas, Ugur & Gupta, Rangan
• Time series analysis of persistence in crude oil price volatility across bull and bear regimes (RePEc:eee:energy:v:109:y:2016:i:c:p:29-37)
  by Gil-Alana, Luis A. & Gupta, Rangan & Olubusoye, Olusanya E. & Yaya, OlaOluwa S.
• Structure dependence between oil and agricultural commodities returns: The role of geopolitical risks (RePEc:eee:energy:v:219:y:2021:i:c:s0360544220326918)
  by Tiwari, Aviral Kumar & Boachie, Micheal Kofi & Suleman, Muhammed Tahir & Gupta, Rangan
• Geopolitical risk and forecastability of tail risk in the oil market: Evidence from over a century of monthly data (RePEc:eee:energy:v:235:y:2021:i:c:s0360544221015814)
  by Salisu, Afees A. & Pierdzioch, Christian & Gupta, Rangan
• Forecasting the price of gold using dynamic model averaging (RePEc:eee:finana:v:41:y:2015:i:c:p:257-266)
  by Aye, Goodness & Gupta, Rangan & Hammoudeh, Shawkat & Kim, Won Joong
• Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin? (RePEc:eee:finana:v:61:y:2019:i:c:p:29-36)
  by Fang, Libing & Bouri, Elie & Gupta, Rangan & Roubaud, David
• International monetary policy spillovers: Evidence from a time-varying parameter vector autoregression (RePEc:eee:finana:v:65:y:2019:i:c:s105752191930050x)
  by Antonakakis, Nikolaos & Gabauer, David & Gupta, Rangan
• Predicting international equity returns: Evidence from time-varying parameter vector autoregressive models (RePEc:eee:finana:v:68:y:2020:i:c:s1057521918307555)
  by Gupta, Rangan & Huber, Florian & Piribauer, Philipp
• Return connectedness across asset classes around the COVID-19 outbreak (RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302878)
  by Bouri, Elie & Cepni, Oguzhan & Gabauer, David & Gupta, Rangan
• Forecasting stock-market tail risk and connectedness in advanced economies over a century: The role of gold-to-silver and gold-to-platinum price ratios (RePEc:eee:finana:v:83:y:2022:i:c:s105752192200254x)
  by Salisu, Afees A. & Pierdzioch, Christian & Gupta, Rangan & Gabauer, David
• Real-time forecast of DSGE models with time-varying volatility in GARCH form (RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001078)
  by Çekin, Semih Emre & Ivashchenko, Sergey & Gupta, Rangan & Lee, Chien-Chiang
• Incorporating economic policy uncertainty in US equity premium models: A nonlinear predictability analysis (RePEc:eee:finlet:v:18:y:2016:i:c:p:291-296)
  by Bekiros, Stelios & Gupta, Rangan & Majumdar, Anandamayee
• The depreciation of the pound post-Brexit: Could it have been predicted? (RePEc:eee:finlet:v:21:y:2017:i:c:p:206-213)
  by Plakandaras, Vasilios & Gupta, Rangan & Wohar, Mark E.
• Geopolitical risks and the oil-stock nexus over 1899–2016 (RePEc:eee:finlet:v:23:y:2017:i:c:p:165-173)
  by Antonakakis, Nikolaos & Gupta, Rangan & Kollias, Christos & Papadamou, Stephanos
• Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions (RePEc:eee:finlet:v:23:y:2017:i:c:p:87-95)
  by Bouri, Elie & Gupta, Rangan & Tiwari, Aviral Kumar & Roubaud, David
• The relationship between commodity markets and commodity mutual funds: A wavelet-based analysis (RePEc:eee:finlet:v:24:y:2018:i:c:p:1-9)
  by Antonakakis, Nikolaos & Chang, Tsangyao & Cunado, Juncal & Gupta, Rangan
• The role of partisan conflict in forecasting the U.S. equity premium: A nonparametric approach (RePEc:eee:finlet:v:25:y:2018:i:c:p:131-136)
  by Gupta, Rangan & Mwamba, John W. Muteba & Wohar, Mark E.
• Volatility jumps: The role of geopolitical risks (RePEc:eee:finlet:v:27:y:2018:i:c:p:247-258)
  by Gkillas, Konstantinos & Gupta, Rangan & Wohar, Mark E.
• Stock market efficiency analysis using long spans of Data: A multifractal detrended fluctuation approach (RePEc:eee:finlet:v:28:y:2019:i:c:p:398-411)
  by Tiwari, Aviral Kumar & Aye, Goodness C. & Gupta, Rangan
• Herding behaviour in cryptocurrencies (RePEc:eee:finlet:v:29:y:2019:i:c:p:216-221)
  by Bouri, Elie & Gupta, Rangan & Roubaud, David
• The predictive value of inequality measures for stock returns: An analysis of long-span UK data using quantile random forests (RePEc:eee:finlet:v:29:y:2019:i:c:p:315-322)
  by Gupta, Rangan & Pierdzioch, Christian & Vivian, Andrew J. & Wohar, Mark E.
• On REIT returns and (un-)expected inflation: Empirical evidence based on Bayesian additive regression trees (RePEc:eee:finlet:v:30:y:2019:i:c:p:160-169)
  by Pierdzioch, Christian & Risse, Marian & Gupta, Rangan & Nyakabawo, Wendy
• Local currency bond risk premia of emerging markets: The role of local and global factors (RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319300248)
  by Cepni, Oguzhan & Gul, Selcuk & Gupta, Rangan
• Time-varying risk aversion and the predictability of bond premia (RePEc:eee:finlet:v:34:y:2020:i:c:s1544612319301217)
  by Çepni, Oğguzhan & Demirer, Riza & Gupta, Rangan & Pierdzioch, Christian
• Historical volatility of advanced equity markets: The role of local and global crises (RePEc:eee:finlet:v:34:y:2020:i:c:s1544612319303617)
  by Goswami, Samrat & Gupta, Rangan & Wohar, Mark E.
• Forecasting realized gold volatility: Is there a role of geopolitical risks? (RePEc:eee:finlet:v:35:y:2020:i:c:s154461231930529x)
  by Gkillas, Konstantinos & Gupta, Rangan & Pierdzioch, Christian
• Time-Varying impact of uncertainty shocks on macroeconomic variables of the united kingdom: Evidence from over 150 years of monthly data (RePEc:eee:finlet:v:37:y:2020:i:c:s1544612319309936)
  by Christou, Christina & Gabauer, David & Gupta, Rangan
• Predicting Bitcoin returns: Comparing the roles of newspaper- and internet search-based measures of uncertainty (RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319307020)
  by Bouri, Elie & Gupta, Rangan
• Gold, platinum and the predictability of bond risk premia (RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319309079)
  by Bouri, Elie & Demirer, Riza & Gupta, Rangan & Wohar, Mark E.
• Investor sentiment and dollar-pound exchange rate returns: Evidence from over a century of data using a cross-quantilogram approach (RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320301422)
  by Shahzad, Syed Jawad Hussain & Kyei, Clement Kweku & Gupta, Rangan & Olson, Eric
• A note on investor happiness and the predictability of realized volatility of gold (RePEc:eee:finlet:v:39:y:2021:i:c:s1544612320303524)
  by Bonato, Matteo & Gkillas, Konstantinos & Gupta, Rangan & Pierdzioch, Christian
• Time-varying impact of pandemics on global output growth (RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320316378)
  by Gupta, Rangan & Sheng, Xin & Balcilar, Mehmet & Ji, Qiang
• Time-varying risk aversion and forecastability of the US term structure of interest rates (RePEc:eee:finlet:v:42:y:2021:i:c:s1544612321000052)
  by Bouri, Elie & Gupta, Rangan & Majumdar, Anandamayee & Subramaniam, Sowmya
• Time-varying spillovers between housing sentiment and housing market in the United States☆ (RePEc:eee:finlet:v:42:y:2021:i:c:s1544612321000064)
  by André, Christophe & Gabauer, David & Gupta, Rangan
• Forecasting power of infectious diseases-related uncertainty for gold realized variance (RePEc:eee:finlet:v:42:y:2021:i:c:s1544612321000179)
  by Bouri, Elie & Gkillas, Konstantinos & Gupta, Rangan & Pierdzioch, Christian
• Bear, Bull, Sidewalk, and Crash: The Evolution of the US Stock Market Using Over a Century of Daily Data (RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000799)
  by Wang, Shixuan & Gupta, Rangan & Zhang, Yue-Jun
• The impact of disaggregated oil shocks on state-level real housing returns of the United States: The role of oil dependence (RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321001100)
  by Gupta, Rangan & Sheng, Xin & van Eyden, Reneé & Wohar, Mark E.
• Financial market connectedness: The role of investors’ happiness (RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001562)
  by Bouri, Elie & Demirer, Riza & Gabauer, David & Gupta, Rangan
• OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning (RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002063)
  by Sheng, Xin & Gupta, Rangan & Salisu, Afees A. & Bouri, Elie
• Oil tail risks and the forecastability of the realized variance of oil-price: Evidence from over 150 years of data (RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321003809)
  by Salisu, Afees A. & Pierdzioch, Christian & Gupta, Rangan
• Global evidence of the COVID-19 shock on real equity prices and real exchange rates: A counterfactual analysis with a threshold-augmented GVAR model (RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321004864)
  by Salisu, Afees A. & Ayinde, Taofeek O. & Gupta, Rangan & Wohar, Mark E.
• Forecasting returns of major cryptocurrencies: Evidence from regime-switching factor models (RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003993)
  by Bouri, Elie & Christou, Christina & Gupta, Rangan
• Contagious diseases and gold: Over 700 years of evidence from quantile regressions (RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322004573)
  by Bouri, Elie & Gupta, Rangan & Nel, Jacobus & Shiba, Sisa
• US monetary policy and BRICS stock market bubbles (RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006122)
  by Gupta, Rangan & Nel, Jacobus & Nielsen, Joshua
• Predictability of economic slowdowns in advanced countries over eight centuries: The role of climate risks (RePEc:eee:finlet:v:54:y:2023:i:c:s154461232300168x)
  by Gupta, Rangan & Nel, Jacobus & Salisu, Afees A. & Ji, Qiang
• Forecasting the conditional distribution of realized volatility of oil price returns: The role of skewness over 1859 to 2023 (RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323008735)
  by Gupta, Rangan & Ji, Qiang & Pierdzioch, Christian & Plakandaras, Vasilios
• Fiscal policy and stock markets at the effective lower bound (RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323009364)
  by André, Christophe & Caraiani, Petre & Gupta, Rangan
• Energy market uncertainties and exchange rate volatility: A GARCH-MIDAS approach (RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324008778)
  by Salisu, Afees A. & Ogbonna, Ahamuefula E. & Gupta, Rangan & Ji, Qiang
• Can municipal bonds hedge US state-level climate risks? (RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009450)
  by Polat, Onur & Gupta, Rangan & Cepni, Oguzhan & Ji, Qiang
• The role of an aligned investor sentiment index in predicting bond risk premia of the U.S (RePEc:eee:finmar:v:51:y:2020:i:c:s1386418120300100)
  by Çepni, Oğuzhan & Guney, I. Ethem & Gupta, Rangan & Wohar, Mark E.
• Climate risks and realized volatility of major commodity currency exchange rates (RePEc:eee:finmar:v:62:y:2023:i:c:s1386418122000519)
  by Bonato, Matteo & Cepni, Oguzhan & Gupta, Rangan & Pierdzioch, Christian
• Climate risks and state-level stock market realized volatility (RePEc:eee:finmar:v:66:y:2023:i:c:s1386418123000526)
  by Bonato, Matteo & Cepni, Oguzhan & Gupta, Rangan & Pierdzioch, Christian
• Oil shocks and stock market volatility of the BRICS: A GARCH-MIDAS approach (RePEc:eee:glofin:v:48:y:2021:i:c:s1044028319303503)
  by Salisu, Afees A. & Gupta, Rangan
• Financial turbulence, systemic risk and the predictability of stock market volatility (RePEc:eee:glofin:v:52:y:2022:i:c:s1044028322000011)
  by Salisu, Afees A. & Demirer, Riza & Gupta, Rangan
• Impact of macroeconomic news surprises and uncertainty for major economies on returns and volatility of oil futures (RePEc:eee:inteco:v:156:y:2018:i:c:p:247-253)
  by Bahloul, Walid & Gupta, Rangan
• Does inequality really matter in forecasting real housing returns of the United Kingdom? (RePEc:eee:inteco:v:159:y:2019:i:c:p:18-25)
  by Hassani, Hossein & Yeganegi, Mohammad Reza & Gupta, Rangan
• Halloween Effect in developed stock markets: A historical perspective (RePEc:eee:inteco:v:161:y:2020:i:c:p:130-138)
  by Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E.
• Inflation-targeting and inflation volatility: International evidence from the cosine-squared cepstrum (RePEc:eee:inteco:v:167:y:2021:i:c:p:29-38)
  by Antonakakis, Nikolaos & Christou, Christina & Gil-Alana, Luis A. & Gupta, Rangan
• Can economic uncertainty, financial stress and consumer sentiments predict U.S. equity premium? (RePEc:eee:intfin:v:33:y:2014:i:c:p:367-378)
  by Gupta, Rangan & Hammoudeh, Shawkat & Modise, Mampho P. & Nguyen, Duc Khuong
• Testing the asymmetric effects of financial conditions in South Africa: A nonlinear vector autoregression approach (RePEc:eee:intfin:v:43:y:2016:i:c:p:30-43)
  by Balcilar, Mehmet & Thompson, Kirsten & Gupta, Rangan & van Eyden, Reneé
• Stock price dynamics and the business cycle in an estimated DSGE model for South Africa (RePEc:eee:intfin:v:44:y:2016:i:c:p:166-182)
  by Paetz, Michael & Gupta, Rangan
• Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach (RePEc:eee:intfin:v:48:y:2017:i:c:p:178-191)
  by Chuliá, Helena & Gupta, Rangan & Uribe, Jorge M. & Wohar, Mark E.
• Convergence patterns in sovereign bond yield spreads: Evidence from the Euro Area (RePEc:eee:intfin:v:49:y:2017:i:c:p:129-139)
  by Antonakakis, Nikolaos & Christou, Christina & Cunado, Juncal & Gupta, Rangan
• Forecasting international financial stress: The role of climate risks (RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000416)
  by Fava, Santino Del & Gupta, Rangan & Pierdzioch, Christian & Rognone, Lavinia
• A large factor model for forecasting macroeconomic variables in South Africa (RePEc:eee:intfor:v:27:y:2011:i:4:p:1076-1088)
  by Gupta, Rangan & Kabundi, Alain
• Forecasting volatility and co-volatility of crude oil and gold futures: Effects of leverage, jumps, spillovers, and geopolitical risks (RePEc:eee:intfor:v:36:y:2020:i:3:p:933-948)
  by Asai, Manabu & Gupta, Rangan & McAleer, Michael
• Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks (RePEc:eee:intfor:v:40:y:2024:i:1:p:29-43)
  by Segnon, Mawuli & Gupta, Rangan & Wilfling, Bernd
• Tax evasion, financial development and inflation: Theory and empirical evidence (RePEc:eee:jbfina:v:41:y:2014:i:c:p:194-208)
  by Bittencourt, Manoel & Gupta, Rangan & Stander, Lardo
• Tax evasion and financial repression (RePEc:eee:jebusi:v:60:y:2008:i:6:p:517-535)
  by Gupta, Rangan
• Could we have predicted the recent downturn in the South African housing market? (RePEc:eee:jhouse:v:18:y:2009:i:4:p:325-335)
  by Das, Sonali & Gupta, Rangan & Kabundi, Alain
• Forecasting realized oil-price volatility: The role of financial stress and asymmetric loss (RePEc:eee:jimfin:v:104:y:2020:i:c:s0261560619300075)
  by Gkillas, Konstantinos & Gupta, Rangan & Pierdzioch, Christian
• Cross-border capital flows and return dynamics in emerging stock markets: Relative roles of equity and debt flows (RePEc:eee:jimfin:v:109:y:2020:i:c:s026156062030214x)
  by Bathia, Deven & Bouras, Christos & Demirer, Riza & Gupta, Rangan
• Trends and cycles in historical gold and silver prices (RePEc:eee:jimfin:v:58:y:2015:i:c:p:98-109)
  by Gil-Alana, Luis A. & Aye, Goodness C. & Gupta, Rangan
• Common business cycles and volatilities in US states and MSAs: The role of economic uncertainty (RePEc:eee:jmacro:v:57:y:2018:i:c:p:317-337)
  by Gupta, Rangan & Ma, Jun & Risse, Marian & Wohar, Mark E.
• Is the response of the bank of England to exchange rate movements frequency-dependent? (RePEc:eee:jmacro:v:63:y:2020:i:c:s0164070419302344)
  by Caraiani, Petre & Gupta, Rangan
• Exchange rate predictability with nine alternative models for BRICS countries (RePEc:eee:jmacro:v:71:y:2022:i:c:s0164070421000732)
  by Salisu, Afees A. & Gupta, Rangan & Kim, Won Joong
• Firm-level political risk and asymmetric volatility (RePEc:eee:joecas:v:18:y:2018:i:c:15)
  by Aye, Goodness C. & Balcilar, Mehmet & Demirer, Riza & Gupta, Rangan
• Spillover of mortgage default risks in the United States: Evidence from metropolitan statistical areas and states (RePEc:eee:joecas:v:19:y:2019:i:c:8)
  by Ji, Qiang & Gupta, Rangan & Bekun, Festus Victor & Balcilar, Mehmet
• The long-run impact of inflation in South Africa (RePEc:eee:jpolmo:v:35:y:2013:i:5:p:798-812)
  by Amusa, Kafayat & Gupta, Rangan & Karolia, Shaakira & Simo-Kengne, Beatrice D.
• Housing and the business cycle in South Africa (RePEc:eee:jpolmo:v:36:y:2014:i:3:p:471-491)
  by Aye, Goodness C. & Balcilar, Mehmet & Bosch, Adél & Gupta, Rangan
• Evidence of persistence in U.S. short and long-term interest rates (RePEc:eee:jpolmo:v:39:y:2017:i:5:p:775-789)
  by Gil-Alana, Luis A. & Cunado, Juncal & Gupta, Rangan
• The impact of US policy uncertainty on the monetary effectiveness in the Euro area (RePEc:eee:jpolmo:v:39:y:2017:i:6:p:1052-1064)
  by Balcilar, Mehmet & Demirer, Riza & Gupta, Rangan & van Eyden, Reneé
• UK macroeconomic volatility: Historical evidence over seven centuries (RePEc:eee:jpolmo:v:40:y:2018:i:4:p:767-789)
  by Plakandaras, Vasilios & Gupta, Rangan & Wohar, Mark E.
• Does financial development affect income inequality in the U.S. States? (RePEc:eee:jpolmo:v:41:y:2019:i:6:p:1043-1056)
  by Bittencourt, Manoel & Chang, Shinhye & Gupta, Rangan & Miller, Stephen M.
• Persistence of precious metal prices: A fractional integration approach with structural breaks (RePEc:eee:jrpoli:v:44:y:2015:i:c:p:57-64)
  by Gil-Alana, Luis A. & Chang, Shinhye & Balcilar, Mehmet & Aye, Goodness C. & Gupta, Rangan
• Do commodity investors herd? Evidence from a time-varying stochastic volatility model (RePEc:eee:jrpoli:v:46:y:2015:i:p2:p:281-287)
  by Babalos, Vassilios & Stavroyiannis, Stavros & Gupta, Rangan
• Is gold an inflation-hedge? Evidence from an interrupted Markov-switching cointegration model (RePEc:eee:jrpoli:v:48:y:2016:i:c:p:77-84)
  by Aye, Goodness C. & Chang, Tsangyao & Gupta, Rangan
• Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test (RePEc:eee:jrpoli:v:49:y:2016:i:c:p:74-80)
  by Balcilar, Mehmet & Gupta, Rangan & Pierdzioch, Christian
• The effect of investor sentiment on gold market return dynamics: Evidence from a nonparametric causality-in-quantiles approach (RePEc:eee:jrpoli:v:51:y:2017:i:c:p:77-84)
  by Balcilar, Mehmet & Bonato, Matteo & Demirer, Riza & Gupta, Rangan
• Does gold act as a hedge against inflation in the UK? Evidence from a fractional cointegration approach over 1257 to 2016 (RePEc:eee:jrpoli:v:54:y:2017:i:c:p:53-57)
  by Aye, Goodness C. & Carcel, Hector & Gil-Alana, Luis A. & Gupta, Rangan
• Gold futures returns and realized moments: A forecasting experiment using a quantile-boosting approach (RePEc:eee:jrpoli:v:57:y:2018:i:c:p:196-212)
  by Bonato, Matteo & Demirer, Riza & Gupta, Rangan & Pierdzioch, Christian
• Testing for asymmetric nonlinear short- and long-run relationships between bitcoin, aggregate commodity and gold prices (RePEc:eee:jrpoli:v:57:y:2018:i:c:p:224-235)
  by Bouri, Elie & Gupta, Rangan & Lahiani, Amine & Shahbaz, Muhammad
• A wavelet analysis of the relationship between oil and natural gas prices (RePEc:eee:jrpoli:v:60:y:2019:i:c:p:118-124)
  by Tiwari, Aviral Kumar & Mukherjee, Zinnia & Gupta, Rangan & Balcilar, Mehmet
• Point and density forecasts of oil returns: The role of geopolitical risks (RePEc:eee:jrpoli:v:62:y:2019:i:c:p:580-587)
  by Plakandaras, Vasilios & Gupta, Rangan & Wong, Wing-Keung
• The predictive power of oil price shocks on realized volatility of oil: A note (RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720308874)
  by Demirer, Riza & Gupta, Rangan & Pierdzioch, Christian & Shahzad, Syed Jawad Hussain
• Forecasting oil prices over 150 years: The role of tail risks (RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721005158)
  by Salisu, Afees A. & Gupta, Rangan & Ji, Qiang
• Forecasting output growth of advanced economies over eight centuries: The role of gold market volatility as a proxy of global uncertainty (RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721005341)
  by Salisu, Afees A. & Gupta, Rangan & Karmakar, Sayar & Das, Sonali
• Oil-price uncertainty and the U.K. unemployment rate: A forecasting experiment with random forests using 150 years of data (RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001106)
  by Gupta, Rangan & Pierdzioch, Christian & Salisu, Afees A.
• Climate risks and forecastability of the realized volatility of gold and other metal prices (RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001295)
  by Gupta, Rangan & Pierdzioch, Christian
• The (Asymmetric) effect of El Niño and La Niña on gold and silver prices in a GVAR model (RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003427)
  by Salisu, Afees A. & Gupta, Rangan & Nel, Jacobus & Bouri, Elie
• Rare disaster risks and gold over 700 years: Evidence from nonparametric quantile regressions (RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004962)
  by Balcilar, Mehmet & Gupta, Rangan & Nel, Jacobus
• Climate risks and predictability of the trading volume of gold: Evidence from an INGARCH model (RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001460)
  by Karmakar, Sayar & Gupta, Rangan & Cepni, Oguzhan & Rognone, Lavinia
• Integration and risk transmission in the market for crude oil: New evidence from a time-varying parameter frequency connectedness approach (RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723004403)
  by Chatziantoniou, Ioannis & Gabauer, David & Gupta, Rangan
• On the pricing effects of bitcoin mining in the fossil fuel market: The case of coal (RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723002507)
  by Sibande, Xolani & Demirer, Riza & Balcilar, Mehmet & Gupta, Rangan
• Gold, platinum and the predictability of bubbles in global stock markets (RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724001752)
  by Demirer, Riza & Gabauer, David & Gupta, Rangan & Nielsen, Joshua
• Economic policy uncertainty and stock market returns in PacificRim countries: Evidence based on a Bayesian panel VAR model (RePEc:eee:mulfin:v:40:y:2017:i:c:p:92-102)
  by Christou, Christina & Cunado, Juncal & Gupta, Rangan & Hassapis, Christis
• The role of economic and financial uncertainties in predicting commodity futures returns and volatility: Evidence from a nonparametric causality-in-quantiles test (RePEc:eee:mulfin:v:45:y:2018:i:c:p:52-71)
  by Bahloul, Walid & Balcilar, Mehmet & Cunado, Juncal & Gupta, Rangan
• News implied volatility and the stock-bond nexus: Evidence from historical data for the USA and the UK markets (RePEc:eee:mulfin:v:47-48:y:2018:i::p:76-90)
  by Gupta, Rangan & Kollias, Christos & Papadamou, Stephanos & Wohar, Mark E.
• Time-varying causal relationship between stock market and unemployment in the United Kingdom: Historical evidence from 1855 to 2017 (RePEc:eee:mulfin:v:49:y:2019:i:c:p:81-88)
  by Sibande, Xolani & Gupta, Rangan & Wohar, Mark E.
• Unemployment fluctuations and currency returns in the United Kingdom: Evidence from over one and a half century of data (RePEc:eee:mulfin:v:61:y:2021:i:c:s1042444x21000037)
  by Bathia, Deven & Demirer, Riza & Gupta, Rangan & Kotzé, Kevin
• Financial tail risks in conventional and Islamic stock markets: A comparative analysis (RePEc:eee:pacfin:v:42:y:2017:i:c:p:60-82)
  by Muteba Mwamba, John W. & Hammoudeh, Shawkat & Gupta, Rangan
• Is wine a good choice for investment? (RePEc:eee:pacfin:v:51:y:2018:i:c:p:171-183)
  by Bouri, Elie & Gupta, Rangan & Wong, Wing-Keung & Zhu, Zhenzhen
• LPPLS bubble indicators over two centuries of the S&P 500 index (RePEc:eee:phsmap:v:458:y:2016:i:c:p:126-139)
  by Zhang, Qunzhi & Sornette, Didier & Balcilar, Mehmet & Gupta, Rangan & Ozdemir, Zeynel Abidin & Yetkiner, Hakan
• Does sunspot numbers cause global temperatures? A reconsideration using non-parametric causality tests (RePEc:eee:phsmap:v:460:y:2016:i:c:p:54-65)
  by Hassani, Hossein & Huang, Xu & Gupta, Rangan & Ghodsi, Mansi
• Do trend extraction approaches affect causality detection in climate change studies? (RePEc:eee:phsmap:v:469:y:2017:i:c:p:604-624)
  by Huang, Xu & Hassani, Hossein & Ghodsi, Mansi & Mukherjee, Zinnia & Gupta, Rangan
• Income inequality: A complex network analysis of US states (RePEc:eee:phsmap:v:483:y:2017:i:c:p:423-437)
  by Gogas, Periklis & Gupta, Rangan & Miller, Stephen M. & Papadimitriou, Theophilos & Sarantitis, Georgios Antonios
• Time-varying efficiency of developed and emerging bond markets: Evidence from long-spans of historical data (RePEc:eee:phsmap:v:505:y:2018:i:c:p:632-647)
  by Charfeddine, Lanouar & Khediri, Karim Ben & Aye, Goodness C. & Gupta, Rangan
• Time-varying causality between equity and currency returns in the United Kingdom: Evidence from over two centuries of data (RePEc:eee:phsmap:v:506:y:2018:i:c:p:1060-1080)
  by Kanda, Patrick & Burke, Michael & Gupta, Rangan
• The dynamic impact of uncertainty in causing and forecasting the distribution of oil returns and risk (RePEc:eee:phsmap:v:507:y:2018:i:c:p:446-469)
  by Bonaccolto, G. & Caporin, M. & Gupta, R.
• Predicting global temperature anomaly: A definitive investigation using an ensemble of twelve competing forecasting models (RePEc:eee:phsmap:v:509:y:2018:i:c:p:121-139)
  by Hassani, Hossein & Silva, Emmanuel Sirimal & Gupta, Rangan & Das, Sonali
• Market efficiency of Baltic stock markets: A fractional integration approach (RePEc:eee:phsmap:v:511:y:2018:i:c:p:251-262)
  by Gil-Alana, Luis A. & Gupta, Rangan & Shittu, Olanrewaju I. & Yaya, OlaOluwa S.
• Persistence in trends and cycles of gold and silver prices: Evidence from historical data (RePEc:eee:phsmap:v:514:y:2019:i:c:p:345-354)
  by Cunado, Juncal & Gil-Alana, Luis A. & Gupta, Rangan
• Growth volatility and inequality in the U.S.: A wavelet analysis (RePEc:eee:phsmap:v:521:y:2019:i:c:p:48-73)
  by Chang, Shinhye & Gupta, Rangan & Miller, Stephen M. & Wohar, Mark E.
• Forecasting (downside and upside) realized exchange-rate volatility: Is there a role for realized skewness and kurtosis? (RePEc:eee:phsmap:v:532:y:2019:i:c:s0378437119310957)
  by Gkillas, Konstantinos & Gupta, Rangan & Pierdzioch, Christian
• Greek economic policy uncertainty: Does it matter for Europe? Evidence from a dynamic connectedness decomposition approach (RePEc:eee:phsmap:v:535:y:2019:i:c:s0378437119313202)
  by Antonakakis, Nikolaos & Gabauer, David & Gupta, Rangan
• Graph theory-based network analysis of regional uncertainties of the US Economy (RePEc:eee:phsmap:v:540:y:2020:i:c:s0378437119317315)
  by Gupta, Rangan & Lau, Chi-Keung (Marco) & Sheng, Xin
• Global crises and gold as a safe haven: Evidence from over seven and a half centuries of data (RePEc:eee:phsmap:v:540:y:2020:i:c:s0378437119317455)
  by Boubaker, Heni & Cunado, Juncal & Gil-Alana, Luis A. & Gupta, Rangan
• Forecasting aggregate retail sales: The case of South Africa (RePEc:eee:proeco:v:160:y:2015:i:c:p:66-79)
  by Aye, Goodness C. & Balcilar, Mehmet & Gupta, Rangan & Majumdar, Anandamayee
• Do terror attacks predict gold returns? Evidence from a quantile-predictive-regression approach (RePEc:eee:quaeco:v:65:y:2017:i:c:p:276-284)
  by Gupta, Rangan & Majumdar, Anandamayee & Pierdzioch, Christian & Wohar, Mark E.
• Does economic policy uncertainty forecast real housing returns in a panel of OECD countries? A Bayesian approach (RePEc:eee:quaeco:v:65:y:2017:i:c:p:50-60)
  by Christou, Christina & Gupta, Rangan & Hassapis, Christis
• Endogenous fluctuations in an endogenous growth model: An analysis of inflation targeting as a policy (RePEc:eee:quaeco:v:69:y:2018:i:c:p:1-8)
  by Gupta, Rangan & Stander, Lardo
• Comparing the forecasting ability of financial conditions indices: The case of South Africa (RePEc:eee:quaeco:v:69:y:2018:i:c:p:245-259)
  by Balcilar, Mehmet & Gupta, Rangan & van Eyden, Reneé & Thompson, Kirsten & Majumdar, Anandamayee
• Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles (RePEc:eee:quaeco:v:69:y:2018:i:c:p:297-307)
  by Bouri, Elie & Gupta, Rangan & Lau, Chi Keung Marco & Roubaud, David & Wang, Shixuan
• Volatility spillovers across global asset classes: Evidence from time and frequency domains (RePEc:eee:quaeco:v:70:y:2018:i:c:p:194-202)
  by Tiwari, Aviral Kumar & Cunado, Juncal & Gupta, Rangan & Wohar, Mark E.
• Network causality structures among Bitcoin and other financial assets: A directed acyclic graph approach (RePEc:eee:quaeco:v:70:y:2018:i:c:p:203-213)
  by Ji, Qiang & Bouri, Elie & Gupta, Rangan & Roubaud, David
• Measuring co-dependencies of economic policy uncertainty in Latin American countries using vine copulas (RePEc:eee:quaeco:v:76:y:2020:i:c:p:207-217)
  by Çekin, Semih Emre & Pradhan, Ashis Kumar & Tiwari, Aviral Kumar & Gupta, Rangan
• Forecasting equity premium in a panel of OECD countries: The role of economic policy uncertainty (RePEc:eee:quaeco:v:76:y:2020:i:c:p:243-248)
  by Christou, Christina & Gupta, Rangan
• Why must it always be so Real with tax evasion? (RePEc:eee:quaeco:v:78:y:2020:i:c:p:304-308)
  by Gupta, Rangan & Makena, Philton
• The relationship between monetary policy and uncertainty in advanced economies: Evidence from time- and frequency-domains (RePEc:eee:quaeco:v:78:y:2020:i:c:p:70-87)
  by Çekin, Semih Emre & Hkiri, Besma & Tiwari, Aviral Kumar & Gupta, Rangan
• Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS: Evidence from a nonparametric causality-in-quantiles approach (RePEc:eee:quaeco:v:79:y:2021:i:c:p:290-302)
  by Balcilar, Mehmet & Bathia, Deven & Demirer, Riza & Gupta, Rangan
• Dynamic impact of the U.S. monetary policy on oil market returns and volatility (RePEc:eee:quaeco:v:80:y:2021:i:c:p:159-169)
  by Marfatia, Hardik A. & Gupta, Rangan & Cakan, Esin
• Uncertainty and daily predictability of housing returns and volatility of the United States: Evidence from a higher-order nonparametric causality-in-quantiles test (RePEc:eee:quaeco:v:82:y:2021:i:c:p:200-206)
  by Bouri, Elie & Gupta, Rangan & Kyei, Clement Kweku & Shivambu, Rinsuna
• Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin (RePEc:eee:quaeco:v:84:y:2022:i:c:p:398-406)
  by Gkillas, Konstantinos & Bouri, Elie & Gupta, Rangan & Roubaud, David
• Out-of-sample predictability of gold market volatility: The role of US Nonfarm Payroll (RePEc:eee:quaeco:v:86:y:2022:i:c:p:482-488)
  by Salisu, Afees A. & Bouri, Elie & Gupta, Rangan
• Firm-level business uncertainty and the predictability of the aggregate U.S. stock market volatility during the COVID-19 pandemic (RePEc:eee:quaeco:v:88:y:2023:i:c:p:295-302)
  by Demirer, Riza & Gupta, Rangan & Salisu, Afees A. & van Eyden, Reneé
• Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach (RePEc:eee:quaeco:v:88:y:2023:i:c:p:303-314)
  by Salisu, Afees A. & Gupta, Rangan & Bouri, Elie
• Income inequality and house prices across US states (RePEc:eee:quaeco:v:91:y:2023:i:c:p:192-197)
  by Berisha, Edmond & Meszaros, John & Gupta, Rangan
• Energy-related uncertainty and international stock market volatility (RePEc:eee:quaeco:v:95:y:2024:i:c:p:280-293)
  by Salisu, Afees A. & Ogbonna, Ahamuefula E. & Gupta, Rangan & Bouri, Elie
• Renewable energy and growth: Evidence from heterogeneous panel of G7 countries using Granger causality (RePEc:eee:rensus:v:52:y:2015:i:c:p:1405-1412)
  by Chang, Tsangyao & Gupta, Rangan & Inglesi-Lotz, Roula & Simo-Kengne, Beatrice & Smithers, Devon & Trembling, Amy
• Are there multiple bubbles in the ethanol–gasoline price ratio of Brazil? (RePEc:eee:rensus:v:52:y:2015:i:c:p:19-23)
  by El Montasser, Ghassen & Gupta, Rangan & Martins, Andre Luis & Wanke, Peter
• Modeling persistence of carbon emission allowance prices (RePEc:eee:rensus:v:55:y:2016:i:c:p:221-226)
  by Gil-Alana, Luis A. & Gupta, Rangan & de Gracia, Fernando Perez
• Hydroelectricity consumption and economic growth nexus: Evidence from a panel of ten largest hydroelectricity consumers (RePEc:eee:rensus:v:62:y:2016:i:c:p:318-325)
  by Apergis, Nicholas & Chang, Tsangyao & Gupta, Rangan & Ziramba, Emmanuel
• Are there Environmental Kuznets Curves for US state-level CO2 emissions? (RePEc:eee:rensus:v:69:y:2017:i:c:p:551-558)
  by Apergis, Nicholas & Christou, Christina & Gupta, Rangan
• Modeling and forecasting the volatility of carbon dioxide emission allowance prices: A review and comparison of modern volatility models (RePEc:eee:rensus:v:69:y:2017:i:c:p:692-704)
  by Segnon, Mawuli & Lux, Thomas & Gupta, Rangan
• U.S. state-level carbon dioxide emissions: Does it affect health care expenditure? (RePEc:eee:rensus:v:91:y:2018:i:c:p:521-530)
  by Apergis, Nicholas & Gupta, Rangan & Lau, Chi Keung Marco & Mukherjee, Zinnia
• The co-movement and causality between the U.S. housing and stock markets in the time and frequency domains (RePEc:eee:reveco:v:38:y:2015:i:c:p:220-233)
  by Li, Xiao-Lin & Chang, Tsangyao & Miller, Stephen M. & Balcilar, Mehmet & Gupta, Rangan
• Linkages between financial sector CDS spreads and macroeconomic influence in a nonlinear setting (RePEc:eee:reveco:v:43:y:2016:i:c:p:443-456)
  by Lahiani, Amine & Hammoudeh, Shawkat & Gupta, Rangan
• Forecasting the volatility of the Dow Jones Islamic Stock Market Index: Long memory vs. regime switching (RePEc:eee:reveco:v:45:y:2016:i:c:p:559-571)
  by Nasr, Adnen Ben & Lux, Thomas & Ajmi, Ahdi Noomen & Gupta, Rangan
• Do cay and cayMS predict stock and housing returns? Evidence from a nonparametric causality test (RePEc:eee:reveco:v:48:y:2017:i:c:p:269-279)
  by Balcilar, Mehmet & Gupta, Rangan & Sousa, Ricardo M. & Wohar, Mark E.
• The efficiency of the art market: Evidence from variance ratio tests, linear and nonlinear fractional integration approaches (RePEc:eee:reveco:v:51:y:2017:i:c:p:283-294)
  by Aye, Goodness C. & Gil-Alana, Luis A. & Gupta, Rangan & Wohar, Mark E.
• Do house prices hedge inflation in the US? A quantile cointegration approach (RePEc:eee:reveco:v:54:y:2018:i:c:p:15-26)
  by Christou, Christina & Gupta, Rangan & Nyakabawo, Wendy & Wohar, Mark E.
• The role of economic policy uncertainties in predicting stock returns and their volatility for Hong Kong, Malaysia and South Korea (RePEc:eee:reveco:v:59:y:2019:i:c:p:150-163)
  by Balcilar, Mehmet & Gupta, Rangan & Kim, Won Joong & Kyei, Clement
• Predicting stock market movements with a time-varying consumption-aggregate wealth ratio (RePEc:eee:reveco:v:59:y:2019:i:c:p:458-467)
  by Chang, Tsangyao & Gupta, Rangan & Majumdar, Anandamayee & Pierdzioch, Christian
• A re-evaluation of the term spread as a leading indicator (RePEc:eee:reveco:v:64:y:2019:i:c:p:476-492)
  by Plakandaras, Vasilios & Gogas, Periklis & Papadimitriou, Theophilos & Gupta, Rangan
• Spillover of sentiment in the European Union: Evidence from time- and frequency-domains (RePEc:eee:reveco:v:68:y:2020:i:c:p:105-130)
  by Plakandaras, Vasilios & Tiwari, Aviral Kumar & Gupta, Rangan & Ji, Qiang
• Movements in international bond markets: The role of oil prices (RePEc:eee:reveco:v:68:y:2020:i:c:p:47-58)
  by Nazlioglu, Saban & Gupta, Rangan & Bouri, Elie
• 125 ​Years of time-varying effects of fiscal policy on financial markets (RePEc:eee:reveco:v:70:y:2020:i:c:p:303-320)
  by Marfatia, Hardik A. & Gupta, Rangan & Miller, Stephen
• Infectious disease-related uncertainty and the safe-haven characteristic of US treasury securities (RePEc:eee:reveco:v:71:y:2021:i:c:p:289-298)
  by Gupta, Rangan & Subramaniam, Sowmya & Bouri, Elie & Ji, Qiang
• Linking U.S. State-level housing market returns, and the consumption-(Dis)Aggregate wealth ratio (RePEc:eee:reveco:v:71:y:2021:i:c:p:779-810)
  by Balcilar, Mehmet & Gupta, Rangan & Sousa, Ricardo M. & Wohar, Mark E.
• Geopolitical risks and historical exchange rate volatility of the BRICS (RePEc:eee:reveco:v:77:y:2022:i:c:p:179-190)
  by Salisu, Afees A. & Cuñado, Juncal & Gupta, Rangan
• Oil price shocks and yield curve dynamics in emerging markets (RePEc:eee:reveco:v:80:y:2022:i:c:p:613-623)
  by Cepni, Oguzhan & Gupta, Rangan & Karahan, Cenk C. & Lucey, Brian
• The impacts of oil price volatility on financial stress: Is the COVID-19 period different? (RePEc:eee:reveco:v:85:y:2023:i:c:p:520-532)
  by Sheng, Xin & Kim, Won Joong & Gupta, Rangan & Ji, Qiang
• Estimating U.S. housing price network connectedness: Evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models (RePEc:eee:reveco:v:89:y:2024:i:pb:p:349-362)
  by Gabauer, David & Gupta, Rangan & Marfatia, Hardik A. & Miller, Stephen M.
• Periodically collapsing bubbles in the South African stock market (RePEc:eee:riibaf:v:38:y:2016:i:c:p:191-201)
  by Balcilar, Mehmet & Gupta, Rangan & Jooste, Charl & Wohar, Mark E.
• Merger and acquisitions in South African banking: A network DEA model (RePEc:eee:riibaf:v:41:y:2017:i:c:p:362-376)
  by Wanke, Peter & Maredza, Andrew & Gupta, Rangan
• Can (unusual) weather conditions in New York predict South African stock returns? (RePEc:eee:riibaf:v:41:y:2017:i:c:p:377-386)
  by Apergis, Nicholas & Gupta, Rangan
• Has the correlation of inflation and stock prices changed in the United States over the last two centuries? (RePEc:eee:riibaf:v:42:y:2017:i:c:p:1-8)
  by Antonakakis, Nikolaos & Gupta, Rangan & Tiwari, Aviral K.
• Does country risks predict stock returns and volatility? Evidence from a nonparametric approach (RePEc:eee:riibaf:v:42:y:2017:i:c:p:1173-1195)
  by Suleman, Tahir & Gupta, Rangan & Balcilar, Mehmet
• Chaos in G7 stock markets using over one century of data: A note (RePEc:eee:riibaf:v:47:y:2019:i:c:p:304-310)
  by Tiwari, Aviral Kumar & Gupta, Rangan
• Reprint of: Chaos in G7 stock markets using over one century of data: A note (RePEc:eee:riibaf:v:49:y:2019:i:c:p:315-321)
  by Tiwari, Aviral Kumar & Gupta, Rangan
• Historical evolution of monthly anomalies in international stock markets (RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919307743)
  by Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E.
• Trading behaviour connectedness across commodity markets: Evidence from the hedgers’ sentiment perspective (RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919308578)
  by Ji, Qiang & Bahloul, Walid & Geng, Jiang-Bo & Gupta, Rangan
• Insurance and economic policy uncertainty (RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919306312)
  by Balcilar, Mehmet & Gupta, Rangan & Lee, Chien-Chiang & Olasehinde-Williams, Godwin
• The role of global economic conditions in forecasting gold market volatility: Evidence from a GARCH-MIDAS approach (RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920307273)
  by Salisu, Afees A. & Gupta, Rangan & Bouri, Elie & Ji, Qiang
• Monetary policy and speculative spillovers in financial markets (RePEc:eee:riibaf:v:56:y:2021:i:c:s0275531920309818)
  by Demirer, Riza & Gabauer, David & Gupta, Rangan & Ji, Qiang
• The dynamics of U.S. REITs returns to uncertainty shocks: A proxy SVAR approach (RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000544)
  by Cepni, Oguzhan & Dul, Wiehan & Gupta, Rangan & Wohar, Mark E.
• Disaggregated oil shocks and stock-market tail risks: Evidence from a panel of 48 economics (RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921001367)
  by Gupta, Rangan & Sheng, Xin & Pierdzioch, Christian & Ji, Qiang
• The non-linear response of US state-level tradable and non-tradable inflation to oil shocks: The role of oil-dependence (RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002161)
  by Sheng, Xin & Marfatia, Hardik A. & Gupta, Rangan & Ji, Qiang
• Forecasting state- and MSA-level housing returns of the US: The role of mortgage default risks (RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000788)
  by Bouras, Christos & Christou, Christina & Gupta, Rangan & Lesame, Keagile
• Are real interest rates a monetary phenomenon? Evidence from 700 years of data (RePEc:eee:riibaf:v:66:y:2023:i:c:s0275531923001368)
  by Plakandaras, Vasilios & Gupta, Rangan & Karmakar, Sayar & Wohar, Mark E.
• Global geopolitical risk and inflation spillovers across European and North American economies (RePEc:eee:riibaf:v:66:y:2023:i:c:s0275531923001745)
  by Bouri, Elie & Gabauer, David & Gupta, Rangan & Kinateder, Harald
• Herding in international REITs markets around the COVID-19 pandemic (RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002738)
  by Lesame, Keagile & Ngene, Geoffrey & Gupta, Rangan & Bouri, Elie
• Price effects after one-day abnormal returns and crises in the stock markets (RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924001016)
  by Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Ji, Qiang
• Financial stress and realized volatility: The case of agricultural commodities (RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002356)
  by Bonato, Matteo & Cepni, Oguzhan & Gupta, Rangan & Pierdzioch, Christian
• Inflation forecasts and forecaster herding: Evidence from South African survey data (RePEc:eee:soceco:v:62:y:2016:i:c:p:42-50)
  by Pierdzioch, Christian & Reid, Monique B. & Gupta, Rangan
• The effect of global crises on stock market correlations: Evidence from scalar regressions via functional data analysis (RePEc:eee:streco:v:50:y:2019:i:c:p:132-147)
  by Das, Sonali & Demirer, Riza & Gupta, Rangan & Mangisa, Siphumlile
• Oil price-inflation pass-through in the United States over 1871 to 2018: A wavelet coherency analysis (RePEc:eee:streco:v:50:y:2019:i:c:p:51-55)
  by Tiwari, Aviral Kumar & Cunado, Juncal & Hatemi-J, Abdulnasser & Gupta, Rangan
• Spillovers across macroeconomic, financial and real estate uncertainties: A time-varying approach (RePEc:eee:streco:v:52:y:2020:i:c:p:167-173)
  by Gabauer, David & Gupta, Rangan
• The effect of global and regional stock market shocks on safe haven assets (RePEc:eee:streco:v:54:y:2020:i:c:p:297-308)
  by Balcilar, Mehmet & Demirer, Riza & Gupta, Rangan & Wohar, Mark E.
• Time-varying evidence of predictability of financial stress in the United States over a century: The role of inequality (RePEc:eee:streco:v:57:y:2021:i:c:p:87-92)
  by Balcilar, Mehmet & Berisha, Edmond & Gupta, Rangan & Pierdzioch, Christian
• Near-Rational Expectations: How Far are Surveys from Rationality? (RePEc:eei:journl:v:60:y:2017:i:1:p:1-27)
  by Sergey Ivashchenko & Rangan Gupta
• Near-Rational Expectations: How Far are Surveys from Rationality? (RePEc:eei:rpaper:eeri_rp_2017_04)
  by Sergey Ivashchenko & Rangan Gupta
• The Effect of Monetary Policy on House Price Inflation: A Factor Augmented Vector Autoregression (FAVAR) Approach (RePEc:ekd:000215:21500048)
  by Alain KABUNDI & Rangan GUPTA
• The effect of macroeconomic uncertainty on housing returns and volatility: evidence from US state-level data (RePEc:elg:eechap:19335_8)
  by Reneé van Eyden & Rangan Gupta & Christophe André & Xin Sheng
• Unknown item RePEc:eme:jespps:01443580911001788 (article)
• Unknown item RePEc:eme:jespps:01443581011043573 (article)
• Unknown item RePEc:eme:jespps:01443581011086657 (article)
• Time-varying predictability of financial stress on inequality in United Kingdom (RePEc:eme:jespps:jes-02-2022-0103)
  by Edmond Berisha & David Gabauer & Rangan Gupta & Jacobus Nel
• Unknown item RePEc:eme:jespps:jes-07-2014-0128 (article)
• South Africa’s economic response to monetary policy uncertainty (RePEc:eme:jespps:jes-07-2015-0131)
  by Mehmet Balcilar & Rangan Gupta & Charl Jooste
• The dynamic response of the rand real exchange rate to fundamental shocks (RePEc:eme:jespps:jes-08-2014-0148)
  by Mehmet Balcilar & Rangan Gupta & Charl Jooste
• Inflation–inequality puzzle: is it still apparent? (RePEc:eme:jespps:jes-09-2023-0477)
  by Edmond Berisha & Rangan Gupta & Orkideh Gharehgozli
• Tax evasion and financial repression: a reconsideration using endogenous growth models (RePEc:eme:jespps:v:36:y:2009:i:6:p:660-674)
  by Rangan Gupta & Emmanuel Ziramba
• Forecasting the South African economy: a hybrid‐DSGE approach (RePEc:eme:jespps:v:37:y:2010:i:2:p:181-195)
  by Guangling “Dave” Liu & Rangan Gupta & Eric Schaling
• The effect of monetary policy on house price inflation (RePEc:eme:jespps:v:37:y:2010:i:6:p:616-626)
  by Rangan Gupta & Alain Kabundi
• Unknown item RePEc:eme:jespps:v:43:y:2016:i:1:p:108-121 (article)
• Testing for bubbles in the BRICS stock markets (RePEc:eme:jespps:v:43:y:2016:i:4:p:646-660)
  by Tsangyao Chang & Luis Gil-Alana & Goodness C. Aye & Rangan Gupta & Omid Ranjbar
• Unknown item RePEc:eme:jfeppp:jfep-01-2013-0003 (article)
• A time-varying approach to analysing fiscal policy and asset prices in South Africa (RePEc:eme:jfeppp:v:6:y:2014:i:1:p:46-63)
  by Rangan Gupta & Charl Jooste & Kanyane Matlou
• Spillovers between US real estate and financial assets in time and frequency domains (RePEc:eme:jpifpp:jpif-08-2019-0110)
  by Aviral Kumar Tiwari & Christophe André & Rangan Gupta
• A note on the technology herd: evidence from large institutional investors (RePEc:eme:rbfpps:rbf-08-2017-0086)
  by Josine Uwilingiye & Esin Cakan & Riza Demirer & Rangan Gupta
• Unknown item RePEc:eme:sefpps:sef-07-2013-0098 (article)
• The stock-bond nexus and investors’ behavior in mature and emerging markets (RePEc:eme:sefpps:sef-08-2017-0224)
  by Refk Selmi & Rangan Gupta & Christos Kollias & Stephanos Papadamou
• Unknown item RePEc:eme:sefpps:sef-apr-2012-0049 (article)
• Macroeconomic surprises and stock returns in South Africa (RePEc:eme:sefpps:v:30:y:2013:i:3:p:266-282)
  by Rangan Gupta & Monique Reid
• Identifying an index of financial conditions for South Africa (RePEc:eme:sefpps:v:32:y:2015:i:2:p:256-274)
  by Kirsten Thompson & Renee Van Eyden & Rangan Gupta
• The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures (RePEc:ems:eureir:115614)
  by Asai, M. & Gupta, R. & McAleer, M.J.
• Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes (RePEc:emu:wpaper:15-01.pdf)
  by Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen Miller
• The Role Of News-Based Uncertainty Indices In Predicting Oil Markets: A Hybrid Nonparametric Quantile Causality Method (RePEc:emu:wpaper:15-02.pdf)
  by Mehmet Balcilar & Rangan Gupta & STELIOS BEKIROS
• Identifying Periods of US Housing Market Explosivity (RePEc:emu:wpaper:15-03.pdf)
  by Mehmet Balcilar & Rangan Gupta & Nico Frederick Katzke
• Characterising the South African Business Cycle: Is GDP Difference-Stationary or Trend-Stationary in a Markov-Switching Setup? (RePEc:emu:wpaper:15-04.pdf)
  by Mehmet Balcilar & Rangan Gupta & Charl Jooste & Omid Ranjbar
• Do Precious Metal Prices Help in Forecasting South African Inflation? (RePEc:emu:wpaper:15-05.pdf)
  by Mehmet Balcilar & NICO KATZKE & Rangan Gupta
• Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa (RePEc:emu:wpaper:15-06.pdf)
  by Mehmet Balcilar & Rangan Gupta & Renee van Eyden & Kirsten Thompson
• International Stock Return Predictability: Is the Role of U.S. Time-Varying? (RePEc:emu:wpaper:15-07.pdf)
  by Goodness C. Aye & Mehmet Balcilar & Rangan Gupta
• Forecasting Core Inflation: The Case of South Africa (RePEc:emu:wpaper:15-08.pdf)
  by Franz Ruch & Mehmet Balcilar Author-Name-First Mehmet & Mampho P. Modise & Rangan Gupta
• Analysing South Africa's Inflation Persistence Using an ARFIMA Model with Markov-Switching Fractional Differencing Parameter (RePEc:emu:wpaper:15-09.pdf)
  by Mehmet Balcilar & Rangan Gupta & Charl Jooste
• Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach (RePEc:emu:wpaper:15-11.pdf)
  by Mehmet Balcilar & Kirsten Thompson & Rangan Gupta & Renee van Eyden
• The Role of Economic Policy Uncertainty in Forecasting US Inflation Using a VARFIMA Model (RePEc:emu:wpaper:15-12.pdf)
  by Mehmet Balcilar & Rangan Gupta & Charl Jooste
• The impact of oil price on South African GDP growth: A Bayesian Markov Switching-VAR analysis (RePEc:emu:wpaper:15-13.pdf)
  by Mehmet Balcilar & Reneé van Eyden & Josine Uwilingiye & Rangan Gupta
• Revisiting Herding Behavior in REITs: A RegimeSwitching Approach (RePEc:emu:wpaper:15-15.pdf)
  by Vassilios Babalos & Mehmet Balcilar & Rangan Gupta & Nikolaos Philippas
• House Values and Proximity to a Landfill: A Quantile Regression Framework (RePEc:emu:wpaper:15-16.pdf)
  by Mario du Preez & Mehmet Balcilar & Aarifah Razak & Steven F. Koch & Rangan Gupta
• The Growth-Inflation Nexus for the US over 1801-2013: A Semiparametric Approach (RePEc:emu:wpaper:15-17.pdf)
  by Mehmet Balcilar & Rangan Gupta & Charl Jooste
• Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach (RePEc:emu:wpaper:15-18.pdf)
  by Mehmet Balcilar & Kirsten Thompson & Rangan Gupta & Renee van Eyden
• Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation (RePEc:emu:wpaper:15-19.pdf)
  by Pejman Bahramian & Mehmet Balcilar & Rangan Gupta & Patrick T. kanda
• Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index? (RePEc:emu:wpaper:15-20.pdf)
  by Mehmet Balcilar & Charl Jooste & Shawkat Hammoudeh & Rangan Gupta & Vassilios Babalos
• Forecasting Aggregate Retail Sales: The Case of South Africa (RePEc:emu:wpaper:15-21.pdf)
  by Goodness C. Aye & Mehmet Balcilar Author-Name-First Mehmet & Rangan Gupta & Anandamayee Majumdar
• Housing and the Business Cycle in South Africa (RePEc:emu:wpaper:15-22.pdf)
  by Goodness C. Aye & Mehmet Balcilar Author-Name-First Mehmet & Adel Bosch & Rangan Gupta
• Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience (RePEc:emu:wpaper:15-24.pdf)
  by Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Charl Jooste & Stephen M. Miller & Zeynel Abidin Ozdemir
• Is the relationship between monetary policy and house prices asymmetric in South Africa? Evidence from a Markov-Switching Vector Autoregressive mode (RePEc:emu:wpaper:15-26.pdf)
  by Beatrice D. Simo - Kengne & Mehmet Balcilar & Rangan Gupta & Monique Reid & Goodness C. Aye
• The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US (RePEc:emu:wpaper:15-27.pdf)
  by Mehmet Balcilar & Rangan Gupta & Stephen M. Miller
• The links between crude oil prices and GCC stock markets: Evidence from time-varying Granger causality tests (RePEc:emu:wpaper:15-30.pdf)
  by Mehmet Balcilar & Rangan Gupta & Ýsmail H. Gençb
• Time-Varying Risk Aversion and the Profitability of Carry Trades: Evidence from the Cross-Quantilogram (RePEc:gam:jecomi:v:8:y:2020:i:1:p:18-:d:329010)
  by Riza Demirer & Rangan Gupta & Hossein Hassani & Xu Huang
• Growth Dynamics, Multiple Equilibria, and Local Indeterminacy in an Endogenous Growth Model of Money, Banking and Inflation Targeting (RePEc:gam:jecomi:v:8:y:2020:i:1:p:22-:d:334015)
  by Rangan Gupta & Philton Makena
• The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures (RePEc:gam:jeners:v:12:y:2019:i:17:p:3379-:d:263215)
  by Manabu Asai & Rangan Gupta & Michael McAleer
• Infectious Diseases, Market Uncertainty and Oil Market Volatility (RePEc:gam:jeners:v:13:y:2020:i:16:p:4090-:d:395806)
  by Elie Bouri & Riza Demirer & Rangan Gupta & Christian Pierdzioch
• Forecasting the Volatility of Crude Oil: The Role of Uncertainty and Spillovers (RePEc:gam:jeners:v:14:y:2021:i:14:p:4173-:d:591975)
  by Rangan Gupta & Christian Pierdzioch
• A Note on Forecasting the Historical Realized Variance of Oil-Price Movements: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios (RePEc:gam:jeners:v:14:y:2021:i:20:p:6775-:d:658457)
  by Rangan Gupta & Christian Pierdzioch & Wing-Keung Wong
• Climate Risks and the Realized Volatility Oil and Gas Prices: Results of an Out-of-Sample Forecasting Experiment (RePEc:gam:jeners:v:14:y:2021:i:23:p:8085-:d:693917)
  by Rangan Gupta & Christian Pierdzioch
• Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data (RePEc:gam:jeners:v:15:y:2022:i:22:p:8436-:d:969735)
  by Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch
• Climate Risks and Real Gold Returns over 750 Years (RePEc:gam:jforec:v:6:y:2024:i:4:p:47-967:d:1506762)
  by Rangan Gupta & Anandamayee Majumdar & Christian Pierdzioch & Onur Polat
• Dynamic Impact of Unconventional Monetary Policy on International REITs (RePEc:gam:jjrfmx:v:14:y:2021:i:9:p:429-:d:631217)
  by Hardik A. Marfatia & Rangan Gupta & Keagile Lesame
• Predictability of the Realised Volatility of International Stock Markets Amid Uncertainty Related to Infectious Diseases (RePEc:gam:jjrfmx:v:15:y:2022:i:1:p:18-:d:717834)
  by Sisa Shiba & Juncal Cunado & Rangan Gupta
• Forecastability of Agricultural Commodity Futures Realised Volatility with Daily Infectious Disease-Related Uncertainty (RePEc:gam:jjrfmx:v:15:y:2022:i:11:p:525-:d:968525)
  by Sisa Shiba & Goodness C. Aye & Rangan Gupta & Samrat Goswami
• Oil Price Uncertainty Shocks and Global Equity Markets: Evidence from a GVAR Model (RePEc:gam:jjrfmx:v:15:y:2022:i:8:p:355-:d:883443)
  by Afees A. Salisu & Rangan Gupta & Riza Demirer
• Realized Stock-Market Volatility of the United States and the Presidential Approval Rating (RePEc:gam:jmathe:v:11:y:2023:i:13:p:2964-:d:1185878)
  by Rangan Gupta & Yuvana Jaichand & Christian Pierdzioch & Reneé van Eyden
• Drivers of Realized Volatility for Emerging Countries with a Focus on South Africa: Fundamentals versus Sentiment (RePEc:gam:jmathe:v:11:y:2023:i:6:p:1371-:d:1094820)
  by Rangan Gupta & Jacobus Nel & Christian Pierdzioch
• Climate Risks and Forecasting Stock Market Returns in Advanced Economies over a Century (RePEc:gam:jmathe:v:11:y:2023:i:9:p:2077-:d:1134393)
  by Mehmet Balcilar & David Gabauer & Rangan Gupta & Christian Pierdzioch
• Multi-Task Forecasting of the Realized Volatilities of Agricultural Commodity Prices (RePEc:gam:jmathe:v:12:y:2024:i:18:p:2952-:d:1483479)
  by Rangan Gupta & Christian Pierdzioch
• Forecasting U.S. Aggregate Stock Market Excess Return: Do Functional Data Analysis Add Economic Value? (RePEc:gam:jmathe:v:8:y:2020:i:11:p:2042-:d:445961)
  by João F. Caldeira & Rangan Gupta & Hudson S. Torrent
• The Effects of Disaggregate Oil Shocks on the Aggregate Expected Skewness of the United States (RePEc:gam:jrisks:v:11:y:2023:i:11:p:186-:d:1267655)
  by Xin Sheng & Rangan Gupta & Qiang Ji
• Country Risk Ratings and Stock Market Returns in Brazil, Russia, India, and China (BRICS) Countries: A Nonlinear Dynamic Approach (RePEc:gam:jrisks:v:6:y:2018:i:3:p:94-:d:168940)
  by Adnen Ben Nasr & Juncal Cunado & Rıza Demirer & Rangan Gupta
• COVID-19 Pandemic and Investor Herding in International Stock Markets (RePEc:gam:jrisks:v:9:y:2021:i:9:p:168-:d:634456)
  by Elie Bouri & Riza Demirer & Rangan Gupta & Jacobus Nel
• Macroeconomic Shocks and Changing Dynamics of the U.S. REITs Sector (RePEc:gam:jsusta:v:11:y:2019:i:10:p:2776-:d:231284)
  by Rangan Gupta & Zhihui Lv & Wing-Keung Wong
• Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests (RePEc:gam:jsusta:v:11:y:2019:i:2:p:351-:d:196929)
  by Riza Demirer & Rangan Gupta & Zhihui Lv & Wing-Keung Wong
• Investor Happiness and Predictability of the Realized Volatility of Oil Price (RePEc:gam:jsusta:v:12:y:2020:i:10:p:4309-:d:362539)
  by Matteo Bonato & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch
• El Niño, La Niña, and the Forecastability of the Realized Variance of Heating Oil Price Movements (RePEc:gam:jsusta:v:13:y:2021:i:14:p:7987-:d:596011)
  by Mehmet Balcilar & Elie Bouri & Rangan Gupta & Christian Pierdzioch
• Multi-Horizon Financial and Housing Wealth Effects across the U.S. States (RePEc:gam:jsusta:v:13:y:2021:i:3:p:1341-:d:488356)
  by Yener Coskun & Christos Bouras & Rangan Gupta & Mark E. Wohar
• The Effect of Air Quality and Weather on the Chinese Stock: Evidence from Shenzhen Stock Exchange (RePEc:gam:jsusta:v:13:y:2021:i:5:p:2931-:d:513018)
  by Zhuhua Jiang & Rangan Gupta & Sowmya Subramaniam & Seong-Min Yoon
• Government Effectiveness and the COVID-19 Pandemic (RePEc:gam:jsusta:v:13:y:2021:i:6:p:3042-:d:514489)
  by Carolyn Chisadza & Matthew Clance & Rangan Gupta
• The State-Level Nonlinear Effects of Government Spending Shocks in the US: The Role of Partisan Conflict (RePEc:gam:jsusta:v:14:y:2022:i:18:p:11299-:d:910507)
  by Xin Sheng & Rangan Gupta
• Climate Change and Inequality: Evidence from the United States (RePEc:gam:jsusta:v:15:y:2023:i:6:p:5322-:d:1099771)
  by Carolyn Chisadza & Matthew Clance & Xin Sheng & Rangan Gupta
• Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations (RePEc:gam:jsusta:v:9:y:2017:i:10:p:1799-:d:114094)
  by Mehmet Balcilar & Riza Demirer & Rangan Gupta
• Can volume predict Bitcoin returns and volatility? A quantiles-based approach (RePEc:hal:journl:hal-02008551)
  by Mehmet Balcilar & Elie Bouri & Rangan Gupta & David Roubaud
• Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions (RePEc:hal:journl:hal-02008552)
  by Elie Bouri & Rangan Gupta & Aviral Kumar Tiwari & David Roubaud
• Linkages between financial sector CDS spreads and macroeconomic influence in a nonlinear setting (RePEc:hal:journl:hal-03531142)
  by Amine Lahiani & Shawkat Hammoudeh & Rangan Gupta
• Testing for asymmetric nonlinear short- and long-run relationships between bitcoin, aggregate commodity and gold prices (RePEc:hal:journl:hal-03533197)
  by Elie Bouri & Rangan Gupta & Amine Lahiani & Muhammad Shahbaz
• Does inequality help in forecasting equity premium in a panel of G7 countries? (RePEc:hal:journl:hal-04478772)
  by Christina Christou & Rangan Gupta & Fredj Jawadi
• Interest Rate Uncertainty and the Predictability of Bank Revenues (RePEc:hhs:cbsnow:2021_002)
  by Cepni, Oguzhan & Demirer, Riza & Gupta, Rangan & Sensoy, Ahmet
• Asymmetric Information, Tax Evasion and Alternative Instruments of Government Revenue (RePEc:icf:icfjmo:v:04:y:2006:i:1:p:75-89)
  by Rangan Gupta
• Financial Liberalization: A Myth or a Miracle Cure? (RePEc:icf:icfjmo:v:06:y:2008:i:1:p:6-33)
  by Rangan Gupta & Andreas G Karapatakis
• Modeling and Forecasting the Metical-Rand Exchange Rate (RePEc:icf:icfjmo:v:06:y:2008:i:4:p:63-90)
  by Samuel Zita & Rangan Gupta
• Market Microstructure Approach to the Exchange Rate Determination Puzzle (RePEc:icf:icfjmo:v:07:y:2009:i:3-4:p:101-115)
  by Thabo M Mokoena & Rangan Gupta & Renee van Eyden
• Exchange Rate Puzzles: A Review of the Recent Theoretical and Empirical Developments (RePEc:icf:icfjmo:v:08:y:2010:i:1&2:p:77-112)
  by Thabo M Mokoena & Rangan Gupta & Renee van Eyden
• Financial Liberalization and the Effectiveness of Monetary Policy on House Prices in South Africa (RePEc:icf:icfjmo:v:08:y:2010:i:3:p:59-74)
  by Ndahiriwe Kasai & Rangan Gupta
• Are there housing bubbles in South Africa? Evidence from SPSM-based panel KSS test with a Fourier function (RePEc:ids:gbusec:v:18:y:2016:i:5:p:517-532)
  by Tsangyao Chang & Wen-Chi Liu & Goodness C. Aye & Rangan Gupta
• The causal relationship between exports and economic growth in the nine provinces of South Africa: evidence from panel-Granger causality test (RePEc:ids:ijepee:v:6:y:2013:i:3:p:296-310)
  by Tsangyao Chang & Beatrice D. Simo-Kengne & Rangan Gupta
• Revisiting the causality between electricity consumption and economic growth in South Africa: a bootstrap rolling-window approach (RePEc:ids:ijepee:v:8:y:2015:i:2:p:169-190)
  by Janneke Dlamini & Mehmet Balcilar & Rangan Gupta & Roula Inglesi-Lotz
• The causal relationship between house prices and growth in the nine provinces of South Africa: evidence from panel - Granger causality tests (RePEc:ids:ijsuse:v:6:y:2014:i:4:p:345-358)
  by Tsangyao Chang & Beatrice D. Simo-Kengne & Rangan Gupta
• Panel Granger causality between oil consumption and GDP: evidence from BRICS countries (RePEc:ids:ijsuse:v:7:y:2015:i:1:p:30-41)
  by T. Chang & O.A. Gadinabokao & R. Gupta & R. Inglesi-Lotz & P. Kanniah & B.D. Simo-Kengne
• Are there Really Long-Run Diversification Benefits from Sustainable Investments? (RePEc:ijb:journl:v:18:y:2019:i:2:p:141-163)
  by Nicholas Apergis & Vassilios Babalos & Christina Christou & Rangan Gupta
• Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium? (RePEc:ipg:wpaper:2013-20)
  by Rangan Gupta & Shawkat Hammoudeh & Mampho P. Modise & Duc Khuong Nguyen
• Are Stock Prices Related to Political Uncertainty Index in OECD Countries? Evidence from Bootstrap Panel Causality Test (RePEc:ipg:wpaper:2013-36)
  by Tsangyao Chang & Wen Yi Chen & Rangan Gupta & Duc Khuong Nguyen
• Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching (RePEc:ipg:wpaper:2014-236)
  by Adnen Ben Nasr & Thomas Lux & Ahdi Noomen Ajmi & Rangan Gupta
• Can Economic Uncertainty, Financial Stress and Consumer Senti-ments Predict U.S. Equity Premium? (RePEc:ipg:wpaper:2014-436)
  by Rangan Gupta & Shawkat Hammoudeh & Mampho P. Modise & Duc Khuong Nguyen
• Comparing South African Inflation Volatility Across Monetary Policy Regimes: An Application of Saphe Cracking (RePEc:jda:journl:vol.46:year:2012:issue1:pp:45-54)
  by Rangan Gupta & Josine Uwilingiye
• Causality between exports and economic growth in South Africa: evidence from linear and nonlinear tests (RePEc:jda:journl:vol.49:year:2015:issue2:pp:163-181)
  by Ahdi N. Ajmi & Goodness C. Aye & Mehmet Balcilar & Rangan Gupta
• Analyzing South Africa’s inflation persistence using an ARFIMA model with Markov-switching fractional differencing parameter (RePEc:jda:journl:vol.50:year:2016:issue1:pp:47-57)
  by Mehmet Balcilar & Rangan Gupta & Charl Jooste
• The relationship between oil and agricultural commodity prices in south africa: a quantile causality approach (RePEc:jda:journl:vol.50:year:2016:issue2:pp:137-152)
  by Mehmet Balcilar & Shinhye Chang & Rangan Gupta & Vanessa Kasongo & Clement Kyei
• The relationship between oil and agricultural commodity prices in South Africa: A quantile causality approach (RePEc:jda:journl:vol.50:year:2016:issue3:pp:93-107)
  by Mehmet Balcilar & Shinhye Chang & Rangan Gupta & Vanessa Kasongo & Clement Kyei
• An Application Of A New Seasonal Unit Root Test For Trending And Breaking Series To Industrial Production Of The Brics (RePEc:jda:journl:vol.50:year:2016:issue4:pp:181-192)
  by Ghassen El Montasser & Rangan Gupta
• Development, Poverty and Inequality: A Spatial Analysis of South African Provinces (RePEc:jda:journl:vol.51:year:2017:issue1:pp:19-32)
  by Carlos P. Barros & Rangan Gupta
• Does the US. macroeconomic news make the South African stock market riskier? (RePEc:jda:journl:vol.51:year:2017:issue4:pp:17-27)
  by Cakan Esin & Rangan Gupta
• The Relationship Between Stock Market Volatility And Trading Volume: Evidence From South Africa (RePEc:jda:journl:vol.52:year:2018:issue1:pp:99-114)
  by Pramod Kumar Naik & Rangan Gupta & Puja Padhi
• Dynamic Relationship Between Oil Price And Inflation In South Africa (RePEc:jda:journl:vol.52:year:2018:issue2:pp:73-93)
  by Mehmet Balcilar & Josine Uwilingiye & Rangan Gupta
• The Effectiveness Of Monetary Policy In South Africa Under Inflation Targeting: Evidence from a Time-Varying Factor-Augmented Vector Autoregressive Model (RePEc:jda:journl:vol.54:year:2020:issue4:pp:55-73)
  by Goodness C. Aye & Mehmet Balcilar & Rangan Gupta
• A New-Keynesian DSGE model for forecasting the South African economy (RePEc:jof:jforec:v:28:y:2009:i:5:p:387-404)
  by Guangling 'Dave' Liu & Rangan Gupta & Eric Schaling
• Forecasting macroeconomic variables in a small open economy: a comparison between small- and large-scale models (RePEc:jof:jforec:v:29:y:2010:i:1-2:p:168-185)
  by Rangan Gupta & Alain Kabundi
• Forecasting regional house price inflation: a comparison between dynamic factor models and vector autoregressive models (RePEc:jof:jforec:v:30:y:2011:i:2:p:288-302)
  by Sonali Das & Rangan Gupta & Alain Kabundi
• Dynamic Comovements Between Housing and Oil Markets in the US over 1859 to 2013: a Note (RePEc:kap:atlecj:v:44:y:2016:i:3:d:10.1007_s11293-016-9508-4)
  by Nikolaos Antonakakis & Rangan Gupta & John W. Muteba Mwamba
• Forecasting Home Sales in the Four Census Regions and the Aggregate US Economy Using Singular Spectrum Analysis (RePEc:kap:compec:v:49:y:2017:i:1:d:10.1007_s10614-015-9548-x)
  by Hossein Hassani & Zara Ghodsi & Rangan Gupta & Mawuli Segnon
• Forecasting with Second-Order Approximations and Markov-Switching DSGE Models (RePEc:kap:compec:v:56:y:2020:i:4:d:10.1007_s10614-019-09941-8)
  by Sergey Ivashchenko & Semih Emre Çekin & Kevin Kotzé & Rangan Gupta
• Forecasting Realized Volatility of Bitcoin: The Role of the Trade War (RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10022-4)
  by Elie Bouri & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch
• A Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting (RePEc:kap:compec:v:62:y:2023:i:4:d:10.1007_s10614-022-10320-z)
  by Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller
• Safe Havens, Machine Learning, and the Sources of Geopolitical Risk: A Forecasting Analysis Using Over a Century of Data (RePEc:kap:compec:v:64:y:2024:i:1:d:10.1007_s10614-023-10452-w)
  by Rangan Gupta & Sayar Karmakar & Christian Pierdzioch
• Has the SARB become more effective post inflation targeting? (RePEc:kap:ecopln:v:43:y:2010:i:3:p:187-204)
  by Rangan Gupta & Alain Kabundi & Mampho Modise
• Real interest rate persistence in South Africa: evidence and implications (RePEc:kap:ecopln:v:47:y:2014:i:1:p:41-62)
  by Sonali Das & Rangan Gupta & Patrick Kanda & Monique Reid & Christian Tipoy & Mulatu Zerihun
• South Africa’s inflation persistence: a quantile regression framework (RePEc:kap:ecopln:v:50:y:2017:i:4:d:10.1007_s10644-016-9192-z)
  by Rangan Gupta & Charl Jooste & Omid Ranjbar
• Economic disasters and inequality: a note (RePEc:kap:ecopln:v:56:y:2023:i:5:d:10.1007_s10644-023-09543-3)
  by Bruno Ćorić & Rangan Gupta
• International stock return predictability: Is the role of U.S. time-varying? (RePEc:kap:empiri:v:44:y:2017:i:1:d:10.1007_s10663-015-9313-3)
  by Goodness C. Aye & Mehmet Balcilar & Rangan Gupta
• The relationship between population growth and standard-of-living growth over 1870–2013: evidence from a bootstrapped panel Granger causality test (RePEc:kap:empiri:v:44:y:2017:i:1:d:10.1007_s10663-016-9315-9)
  by Tsangyao Chang & Hsiao-Ping Chu & Frederick W. Deale & Rangan Gupta & Stephen M. Miller
• Does tourism cause growth asymmetrically in a panel of G-7 countries? A short note (RePEc:kap:empiri:v:45:y:2018:i:1:d:10.1007_s10663-016-9345-3)
  by Abdulnasser Hatemi-J & Rangan Gupta & Axel Kasongo & Thabo Mboweni & Ndivhuho Netshitenzhe
• The impact of US uncertainty on the Euro area in good and bad times: evidence from a quantile structural vector autoregressive model (RePEc:kap:empiri:v:46:y:2019:i:2:d:10.1007_s10663-018-9400-3)
  by Rangan Gupta & Chi Keung Marco Lau & Mark E. Wohar
• The effects of public expenditures on labour productivity in Europe (RePEc:kap:empiri:v:48:y:2021:i:4:d:10.1007_s10663-021-09505-w)
  by Igor Fedotenkov & Rangan Gupta
• Persistence, Mean-Reversion and Non-linearities in $$\hbox {CO2}$$ CO2 Emissions: Evidence from the BRICS and G7 Countries (RePEc:kap:enreec:v:67:y:2017:i:4:d:10.1007_s10640-016-0009-3)
  by Luis A. Gil-Alana & Juncal Cunado & Rangan Gupta
• Convergence in Income Inequality: Further Evidence from the Club Clustering Methodology across States in the U.S (RePEc:kap:iaecre:v:24:y:2018:i:2:d:10.1007_s11294-018-9675-y)
  by Nicholas Apergis & Christina Christou & Rangan Gupta & Stephen M. Miller
• On exchange-rate movements and gold-price fluctuations: evidence for gold-producing countries from a nonparametric causality-in-quantiles test (RePEc:kap:iecepo:v:14:y:2017:i:4:d:10.1007_s10368-016-0357-z)
  by Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch
• Unconventional monetary policy shocks in OECD countries: how important is the extent of policy uncertainty? (RePEc:kap:iecepo:v:15:y:2018:i:3:d:10.1007_s10368-017-0380-8)
  by Rangan Gupta & Charl Jooste
• Predicting Downturns in the US Housing Market: A Bayesian Approach (RePEc:kap:jrefec:v:41:y:2010:i:3:p:294-319)
  by Rangan Gupta & Sonali Das
• The Time-Series Properties of House Prices: A Case Study of the Southern California Market (RePEc:kap:jrefec:v:44:y:2012:i:3:p:339-361)
  by Rangan Gupta & Stephen Miller
• Time-Varying Effects of Housing and Stock Returns on U.S. Consumption (RePEc:kap:jrefec:v:50:y:2015:i:3:p:339-354)
  by Beatrice Simo-Kengne & Stephen Miller & Rangan Gupta & Goodness Aye
• Evolution of the Monetary Transmission Mechanism in the US: the Role of Asset Returns (RePEc:kap:jrefec:v:52:y:2016:i:3:p:226-243)
  by Beatrice Simo-Kengne & Stephen Miller & Rangan Gupta & Mehmet Balcilar
• What Can Fifty-Two Collateralizable Wealth Measures Tell Us About Future Housing Market Returns? Evidence from U.S. State-Level Data (RePEc:kap:jrefec:v:62:y:2021:i:1:d:10.1007_s11146-019-09733-9)
  by Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar
• High-Frequency Volatility Forecasting of US Housing Markets (RePEc:kap:jrefec:v:62:y:2021:i:2:d:10.1007_s11146-020-09745-w)
  by Mawuli Segnon & Rangan Gupta & Keagile Lesame & Mark E. Wohar
• Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty (RePEc:kap:jrefec:v:64:y:2022:i:4:d:10.1007_s11146-020-09813-1)
  by Rangan Gupta & Hardik A. Marfatia & Christian Pierdzioch & Afees A. Salisu
• High-Frequency Contagion between Aggregate and Regional Housing Markets of the United States with Financial Assets: Evidence from Multichannel Tests (RePEc:kap:jrefec:v:69:y:2024:i:2:d:10.1007_s11146-022-09919-8)
  by Goodness C. Aye & Christina Christou & Rangan Gupta & Christis Hassapis
• Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test (RePEc:kap:openec:v:27:y:2016:i:2:d:10.1007_s11079-016-9388-x)
  by Mehmet Balcilar & Rangan Gupta & Clement Kyei & Mark E. Wohar
• The Role of Current Account Balance in Forecasting the US Equity Premium: Evidence From a Quantile Predictive Regression Approach (RePEc:kap:openec:v:28:y:2017:i:1:d:10.1007_s11079-016-9408-x)
  by Rangan Gupta & Anandamayee Majumdar & Mark E. Wohar
• Oil shocks and volatility jumps (RePEc:kap:rqfnac:v:54:y:2020:i:1:d:10.1007_s11156-018-00788-y)
  by Konstantinos Gkillas & Rangan Gupta & Mark E. Wohar
• Oil shocks and state-level stock market volatility of the United States: a GARCH-MIDAS approach (RePEc:kap:rqfnac:v:63:y:2024:i:4:d:10.1007_s11156-024-01295-z)
  by Afees A. Salisu & Rangan Gupta & Oguzhan Cepni & Petre Caraiani
• Long-Run Movement and Predictability of Bond Spread for BRICS and PIIGS: The Role of Economic, Financial and Political Risks (RePEc:lif:jrgelg:v:8:y:2019:p:239-257)
  by Rangan Gupta & Sheung-Chi Chow & Tahir Suleman & Wing-Keung Wong
• The out-of-sample forecasting performance of non-linear models of real exchange rate behaviour: The case of the South African Rand (RePEc:liu:liucej:v:10:y:2013:i:1:p:121-148)
  by Goodness C. Aye & Mehmet Balcilar & Adél Bosch & Rangan Gupta & Francois Stofberg
• Valuation Ratios and Stock Return Predictability in South Africa: Is It There? (RePEc:mes:emfitr:v:48:y:2012:i:1:p:70-82)
  by Rangan Gupta & Mampho P. Modise
• Guest Editor’s Introduction (RePEc:mes:emfitr:v:51:y:2015:i:3:p:445-447)
  by Rangan Gupta
• Testing the Out-of-Sample Forecasting Ability of a Financial Conditions Index for South Africa (RePEc:mes:emfitr:v:51:y:2015:i:3:p:486-501)
  by Kirsten Thompson & Reneé van Eyden & Rangan Gupta
• Can We Beat the Random-Walk Model for the South African Rand–U.S. Dollar and South African Rand–UK Pound Exchange Rates? Evidence from Dynamic Model Averaging (RePEc:mes:emfitr:v:51:y:2015:i:3:p:502-524)
  by Riané de Bruyn & Rangan Gupta & Reneé van Eyden
• The Causal Relationship Between Economic Policy Uncertainty and Stock Returns in China and India: Evidence from a Bootstrap Rolling Window Approach (RePEc:mes:emfitr:v:52:y:2016:i:3:p:674-689)
  by Xiao-lin Li & Mehmet Balcilar & Rangan Gupta & Tsangyao Chang
• Out-of-Sample Equity Premium Predictability in South Africa: Evidence from a Large Number of Predictors (RePEc:mes:emfitr:v:52:y:2016:i:8:p:1935-1955)
  by Rangan Gupta & Mampho P. Modise & Josine Uwilingiye
• Monetary Policy Reaction Functions of the TICKs: A Quantile Regression Approach (RePEc:mes:emfitr:v:54:y:2018:i:15:p:3552-3565)
  by Christina Christou & Ruthira Naraidoo & Rangan Gupta & Won Joong Kim
• The Impact of Oil Shocks in a Small Open Economy New-Keynesian Dynamic Stochastic General Equilibrium Model for an Oil-Importing Country: The Case of South Africa (RePEc:mes:emfitr:v:55:y:2019:i:7:p:1593-1618)
  by Hylton Hollander & Rangan Gupta & Mark E. Wohar
• Geopolitical Risks, Returns, and Volatility in Emerging Stock Markets: Evidence from a Panel GARCH Model (RePEc:mes:emfitr:v:55:y:2019:i:8:p:1841-1856)
  by Christos Bouras & Christina Christou & Rangan Gupta & Tahir Suleman
• Geopolitical Risks, Returns, and Volatility in Emerging Stock Markets: Evidence from a Panel GARCH Model (RePEc:mes:emfitr:v:55:y:2020:i:8:p:1841-1856)
  by Christos Bouras & Christina Christou & Rangan Gupta & Tahir Suleman
• How Do Housing Returns in Emerging Countries Respond to Oil Shocks? A MIDAS Touch (RePEc:mes:emfitr:v:57:y:2021:i:15:p:4286-4311)
  by Afees A. Salisu & Rangan Gupta
• Forecasting the Term Structure of Interest Rates of the BRICS: Evidence from a Nonparametric Functional Data Analysis (RePEc:mes:emfitr:v:57:y:2021:i:15:p:4312-4329)
  by João Frois Caldeira & Rangan Gupta & Muhammad Tahir Suleman & Hudson S. Torrent
• Oil Price and Exchange Rate Behaviour of the BRICS (RePEc:mes:emfitr:v:57:y:2021:i:7:p:2042-2051)
  by Afees A. Salisu & Juncal Cuñado & Kazeem Isah & Rangan Gupta
• A Note on the COVID-19 Shock and Real GDP in Emerging Economies (RePEc:mes:emfitr:v:58:y:2022:i:1:p:93-101)
  by Afees A. Salisu & Idris A. Adediran & Rangan Gupta
• The Role of Economic Policy Uncertainty in Predicting Output Growth in Emerging Markets: A Mixed-Frequency Granger Causality Approach (RePEc:mes:emfitr:v:58:y:2022:i:4:p:1008-1026)
  by Mehmet Balcilar & George Ike & Rangan Gupta
• Commodity Prices and Forecastability of International Stock Returns over a Century: Sentiments versus Fundamentals with Focus on South Africa (RePEc:mes:emfitr:v:58:y:2022:i:9:p:2620-2636)
  by Afees A. Salisu & Rangan Gupta
• DGSE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa (RePEc:mib:wpaper:259)
  by Rangan Gupta & Patrick Kanda & Mampho Modise & Alessia Paccagnini
• Oil Price Forecastability and Economic Uncertainty (RePEc:mib:wpaper:298)
  by Stelios Bekiros & Rangan Gupta & Alessia Paccagnini
• "Ripple Effects” and Forecasting Home Prices in Los Angeles, Las Vegas, and Phoenix (RePEc:nlv:wpaper:0902)
  by Rangan Gupta & Stephen M. Miller
• The Time-Series Properties of House Prices: A Case Study of the Southern California Market (RePEc:nlv:wpaper:0912)
  by Rangan Gupta & Stephen M. Miller
• Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States (RePEc:nlv:wpaper:0916)
  by Rangan Gupta & Alain Kabundi & Stephen M. Miller
• Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Mode (RePEc:nlv:wpaper:0919)
  by Rangan Gupta & Marius Jurgilas & Alan Kabundi & Stephen M. Miller
• Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals (RePEc:nlv:wpaper:1001)
  by Rangan Gupta & Alan Kabundi & Stephen M. Miller
• Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes (RePEc:nlv:wpaper:1103)
  by Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen M. Miller
• Using Large Data Sets to Forecast Sectoral Employment (RePEc:nlv:wpaper:1106)
  by Rangan Gupta & Alain Kabundi & Stephen M. Miller & Josine Uwilingiye
• The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US (RePEc:nlv:wpaper:1209)
  by Mehmet Balcilar & Rangan Gupta & Stephen M. Miller
• Was the Recent Downturn in US GDP Predictable? (RePEc:nlv:wpaper:1210)
  by Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen M. Miller
• Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience (RePEc:nlv:wpaper:1211)
  by Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Charl Jooste & Stephen M. Miller & Zeynel Abidin Ozdemir
• Housing and the Great Depression (RePEc:nlv:wpaper:1301)
  by Mehmet Balcilar & Rangan Gupta & Stephen M. Miller
• The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains (RePEc:nlv:wpaper:1402)
  by Tsangyao Chang & Xiao-lin Li & Stephen M. Miller & Mehmet Balcilar & Rangan Gupta
• Time-Varying Effects of Housing and Stock Prices on U.S. Consumption (RePEc:nlv:wpaper:1404)
  by Beatrice D. Simo-Kengne & Stephen M. Miller & Rangan Gupta & Goodness C. Aye
• Evolution of the Monetary Transmission Mechanism in the US: The Role of Asset Returns (RePEc:nlv:wpaper:1405)
  by Beatrice D. Simo-Kengne & Stephen M. Miller & Rangan Gupta
• Testing for persistence with breaks and outliers in South African house prices (RePEc:nva:unnvaa:wp01-2013)
  by Luis Alberiko Gil-Alaña & Goodness C. Aye & Rangan Gupta
• Trends and Cycles in Historical Gold and Silver Prices (RePEc:nva:unnvaa:wp05-2016)
  by Luis Alberiko Gil-Alaña & Rangan Gupta
• Persistence of precious metal prices: a fractional integration approach with structural breaks (RePEc:nva:unnvaa:wp06-2015)
  by Luis Alberiko Gil-Alaña & Shinhye Chang & Mehmet Balcilar & Goodness C. Aye & Rangan Gupta
• Do House Prices Impact Consumption and Interest Rate?: Evidence from OECD Countries Using an Agnostic Identification Procedure (RePEc:oec:ecoaaa:947-en)
  by Christophe André & Rangan Gupta & Patrick T. Kanda
• The role of monetary policy uncertainty in predicting equity market volatility of the United Kingdom: evidence from over 150 years of data (RePEc:ove:journl:aid:13257)
  by Rangan Gupta & Mark Wohar
• Predicting firm-level volatility in the United States: the role of monetary policy uncertainty (RePEc:ove:journl:aid:14497)
  by Matthew W Clance & Riza Demirer & Rangan Gupta & Clement Kweku Kyei
• Testing the white noise hypothesis in high-frequency housing returns of the United States (RePEc:ove:journl:aid:14521)
  by Aviral Kumar Tiwari & Rangan Gupta & Juncal Cunado & Xin Sheng
• Is the Permanent Income Hypothesis Really Well-Suited for Forecasting? (RePEc:pal:easeco:v:37:y:2011:i:2:p:165-177)
  by Rangan Gupta & Emmanuel Ziramba
• Insurance-growth nexus in Africa (RePEc:pal:gpprii:v:45:y:2020:i:2:d:10.1057_s41288-019-00145-7)
  by Mehmet Balcilar & Rangan Gupta & Chien-Chiang Lee & Godwin Olasehinde-Williams
• Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns (RePEc:pra:mprapa:62464)
  by Antonakakis, Nikolaos & Gupta, Rangan & Andre, Christophe
• Trust and Quality of Growth: A Note (RePEc:pra:mprapa:68319)
  by Asongu, Simplice & Gupta, Rangan
• Revisiting the Temporal Causality between Money and Income (RePEc:pre:wpaper:200501)
  by Rangan Gupta
• The Macroeconomic Reform and the Demand for Money in India (RePEc:pre:wpaper:200502)
  by Rangan Gupta & Basab Dasgupta
• Effect of High Yielding Variety of Seeds in the State of West Bengal: An Empirical Quest (RePEc:pre:wpaper:200503)
  by Rangan Gupta
• Financial Liberalization and the Dynamics of Inflation, the Nominal Exchange Rate and the Terms of Trade (RePEc:pre:wpaper:200504)
  by Rangan Gupta
• Financial Liberalization: A Myth or a Miracle Cure? (RePEc:pre:wpaper:200505)
  by Rangan Gupta & Andreas G. Karapatakis
• Financial Liberalization and Inflationary Dynamics in the Context of a Small Open Economy (RePEc:pre:wpaper:200506)
  by Rangan Gupta
• Rational Expectations and the Effects of Financial Liberalization on Price Level and Output (RePEc:pre:wpaper:200507)
  by Rangan Gupta
• Revisiting the Inflation-Repression Relationship (RePEc:pre:wpaper:200508)
  by Rangan Gupta
• Financial Liberalization with Productive Public Expenditure and A Curb Market (RePEc:pre:wpaper:200601)
  by Rangan Gupta
• Growth-Effects of Inflation Targeting: The Role of Financial Sector Development (RePEc:pre:wpaper:200610)
  by Rangan Gupta
• A BVAR Model for the South African Economy (RePEc:pre:wpaper:200612)
  by Rangan Gupta & Moses M. Sichei
• An Endogenous Growth Model of a Financially Repressed Small Open Economy (RePEc:pre:wpaper:200616)
  by Samrat Goswami & Rangan Gupta
• Financial Liberalization and a Possible Growth-Inflation Trade-Off (RePEc:pre:wpaper:200617)
  by Rangan Gupta
• Forecasting the South African Economy with VARs and VECMs (RePEc:pre:wpaper:200618)
  by Rangan Gupta
• Active versus Passive Policies of Unemployment: Growth and Public Finance Perspectives (RePEc:pre:wpaper:200620)
  by Rangan Gupta & Charlotte du Toit
• A Small-Scale DSGE Model for Forecasting the South African Economy (RePEc:pre:wpaper:200621)
  by Guangling (Dave) Liu & Rangan Gupta
• An Investigation of Openness and Economic Growth Using Panel Estimation (RePEc:pre:wpaper:200622)
  by Pei-Pei Chen & Rangan Gupta
• R&D, Openness, and Growth (RePEc:pre:wpaper:200623)
  by Pei-Pei Chen & Rangan Gupta
• Forecasting the South African Economy with Gibbs Sampled BVECMs (RePEc:pre:wpaper:200701)
  by Rangan Gupta
• Modelling and Forecasting the Metical-Rand Exchange Rate (RePEc:pre:wpaper:200702)
  by Samuel Zita & Rangan Gupta
• Bayesian Methods of Forecasting Inventory Investment in South Africa (RePEc:pre:wpaper:200704)
  by Rangan Gupta
• Modelling Preferences of South African Grain Farmers for Adopting Derivative Contracts Using Discrete Choice Models (RePEc:pre:wpaper:200705)
  by Elizabeth M. Ueckermann & James N. Blignaut & Rangan Gupta & J Raubenheimer
• A Panel Bargaining Model within the Regional Boundaries of the South African Grain Industry (RePEc:pre:wpaper:200706)
  by Elizabeth M. Ueckermann & James N. Blignaut & Rangan Gupta
• Temporal Causality between Budget Deficit and Interest Rate: The Case of South Africa (RePEc:pre:wpaper:200708)
  by Josine Uwilingiye & Rangan Gupta
• Temporal Causality between Taxes and Public Expenditures: The Case of South Africa (RePEc:pre:wpaper:200709)
  by Kasai Ndahiriwe & Rangan Gupta
• Linking Global Economic Dynamics to a South African-Specific Credit Risk Correlation Model (RePEc:pre:wpaper:200719)
  by Albert H. De Wet & Renee´ Van Eyden & Rangan Gupta
• Forecasting the South African Economy: A DSGE-VAR Approach (RePEc:pre:wpaper:200724)
  by Guangling (Dave) Liu & Rangan Gupta & Eric Schaling
• Time Aggregation and the Contradictions with Causal Relationships: Can Economic Theory Come to the Rescue? (RePEc:pre:wpaper:200802)
  by Rangan Gupta & Kibii Komen
• Financial Liberalisation and the Effectiveness of Monetary Policy on House Prices in South Africa (RePEc:pre:wpaper:200803)
  by Kasai Ndahiriwe & Rangan Gupta
• Measuring the Welfare Cost of Inflation in South Africa (RePEc:pre:wpaper:200804)
  by Rangan Gupta & Josine Uwilingiye
• A New-Keynesian DSGE Model for Forecasting the South African Economy (RePEc:pre:wpaper:200805)
  by Guangling (Dave) Liu & Rangan Gupta & Eric Schaling
• Currency Substitution and Financial Repression (RePEc:pre:wpaper:200806)
  by Rangan Gupta
• Tax Evasion and Financial Repression: A Reconsideration Using Endogenous Growth Models (RePEc:pre:wpaper:200808)
  by Rangan Gupta & Emmanuel Ziramba
• Measuring the Welfare Cost of Inflation in South Africa: A Reconsideration (RePEc:pre:wpaper:200809)
  by Rangan Gupta & Josine Uwilingiye
• Market Microstructure Approach to the Exchange Rate Determination Puzzle (RePEc:pre:wpaper:200810)
  by Thabo Mokoena & Rangan Gupta & Renee Van Eyden
• Testing for Fractional Integration in SADC Real Exchange Rates (RePEc:pre:wpaper:200811)
  by Thabo Mokoena & Rangan Gupta & Renee Van Eyden
• Spatial Bayesian Methods of Forecasting House Prices in Six Metropolitan Areas of South Africa (RePEc:pre:wpaper:200813)
  by Rangan Gupta & Sonali Das
• Is a DFM Well-Suited in Forecasting Regional House Price Inflation? (RePEc:pre:wpaper:200814)
  by Sonali Das & Rangan Gupta & Alain Kabundi
• A Dynamic Factor Model for Forecasting Macroeconomic Variables in South Africa (RePEc:pre:wpaper:200815)
  by Rangan Gupta & Alain Kabundi
• Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs (RePEc:pre:wpaper:200816)
  by Rangan Gupta & Alain Kabundi
• Openness, Bureaucratic Corruption and Public Policy in an Endogenous Growth Model (RePEc:pre:wpaper:200817)
  by Rangan Gupta & Emmanuel Ziramba
• Costly Tax Enforcement and Financial Repression (RePEc:pre:wpaper:200818)
  by Rangan Gupta & Emmanuel Ziramba
• Misalignment in the Growth-Maximizing Policies under Alternative Assumptions of Tax Evasion (RePEc:pre:wpaper:200819)
  by Rangan Gupta & Emmanuel Ziramba
• Costly Tax Enforcement and Financial Repression: A Reconsideration Using an Endogenous Growth Model (RePEc:pre:wpaper:200820)
  by Rangan Gupta & Emmanuel Ziramba
• Predicting Downturns in the US Housing Market: A Bayesian Approach (RePEc:pre:wpaper:200821)
  by Rangan Gupta & Sonali Das
• Testing for PPP Using SADC Real Exchange Rates (RePEc:pre:wpaper:200822)
  by Thabo Mokoena & Rangan Gupta & Renee van Eyden
• Half-Life Deviations from PPP in the SADC (RePEc:pre:wpaper:200823)
  by Thabo Mokoena & Rangan Gupta & Renee van Eyden
• Time Aggregation, Long-Run Money Demand and the Welfare Cost of Inflation (RePEc:pre:wpaper:200825)
  by Rangan Gupta & Josine Uwilingiye
• Conditional Loss Estimation Using a South African Global Error Correcting Macroeconometric Model (RePEc:pre:wpaper:200826)
  by Albert H. De Wet & Renee Van Eyden & Rangan Gupta
• Exchange Rate Puzzles: A Review of the Recent Theoretical and Empirical Developments (RePEc:pre:wpaper:200827)
  by Thabo Mokoena & Rangan Gupta & Renee van Eyden
• Optimal Public Policy with Endogenous Mortality (RePEc:pre:wpaper:200829)
  by Rangan Gupta & Emmanuel Ziramba
• Forecasting Macroeconomic Variables in a Small Open Economy: A Comparison between Small- and Large-Scale Models (RePEc:pre:wpaper:200830)
  by Rangan Gupta & Alain Kabundi
• Could We Have Predicted The Recent Downturn In The South African Housing Market? (RePEc:pre:wpaper:200831)
  by Sonali Das & Rangan Gupta & Alain Kabundi
• Should the SARB Have Stayed Time Inconsistent? (RePEc:pre:wpaper:200833)
  by Rangan Gupta & Josine Uwilingiye
• “Ripple Effects” and Forecasting Home Prices In Los Angeles, Las Vegas, and Phoenix (RePEc:pre:wpaper:200901)
  by Rangan Gupta & Stephen M. Miller
• The Blessing Of Dimensionality In Forecasting Real House Price Growth In The Nine Census Divisions Of The Us (RePEc:pre:wpaper:200902)
  by Sonali Das & Rangan Gupta & Alain Kabundi
• The Effect Of Monetary Policy On House Price Inflation: A Factor Augmented Vector Autoregression (Favar) Approach (RePEc:pre:wpaper:200903)
  by Rangan Gupta & Alain Kabundi
• Modelling monetary policy in South Africa: Focus on inflation targeting era using a simple learning rule (RePEc:pre:wpaper:200904)
  by Ruthira Naraidoo & Rangan Gupta
• The Effect Of Monetary Policy On Real House Price Growth In South Africa: A Factor Augmented Vector Autoregression (Favar) Approach (RePEc:pre:wpaper:200905)
  by Rangan Gupta & Marius Jurgilas & Alain Kabundi
• Comparing South African Inflation Volatility Across Monetary Policy Regimes: An Application Of Saphe Cracking (RePEc:pre:wpaper:200906)
  by Rangan Gupta & Josine Uwilingiye
• Forecasting Real Us House Price: Principal Components Versus Bayesian Regressions (RePEc:pre:wpaper:200907)
  by Rangan Gupta & Alain Kabundi
• The Time-Series Properties of Housing Prices: A Case Study of the Southern California Market (RePEc:pre:wpaper:200908)
  by Rangan Gupta & Stephen M. Miller
• Is the Permanent Income Hypothesis Really Well-Suited for Forecasting? (RePEc:pre:wpaper:200909)
  by Rangan Gupta & Emmanuel Ziramba
• The Effect Of Defense Spending On Us Output: A Factor Augmented Vector Autoregression (Favar) Approach (RePEc:pre:wpaper:200911)
  by Rangan Gupta & Alain Kabundi & Emmanuel Ziramba
• Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States (RePEc:pre:wpaper:200912)
  by Rangan Gupta & Alain Kabundi & Stephen M. Miller
• Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Model (RePEc:pre:wpaper:200913)
  by Rangan Gupta & Marius Jurgilas & Alain Kabundi & Stephen M. Miller
• Some Benefits of Reducing Inflation in South Africa (RePEc:pre:wpaper:200915)
  by Rangan Gupta & Josine Uwilingiye
• Convergence of Metropolitan House Prices in South Africa: A Re-Examination Using Efficient Unit Root Tests (RePEc:pre:wpaper:200922)
  by Sonali Das & Rangan Gupta & Patrick Agu Kaya
• Has the SARB Become More Effective Post Inflation Targeting? (RePEc:pre:wpaper:200925)
  by Rangan Gupta & Alain Kabundi & Mampho P. Modise
• Could We Have Predicted the Recent Downturn in Home Sales of the Four US Census Regions? (RePEc:pre:wpaper:200926)
  by Rangan Gupta & Christian K. Tipoy & Sonali Das
• Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals (RePEc:pre:wpaper:200927)
  by Rangan Gupta & Alain Kabundi & Stephen M. Miller
• Private and Public Health Expenditures in an Endogenous Growth Model with Inflation Targeting (RePEc:pre:wpaper:201001)
  by Rangan Gupta & Cobus Vermeulen
• Evaluating the Welfare Cost of Inflation in a Monetary Endogenous Growth General Equilibrium Model: The Case of South Africa (RePEc:pre:wpaper:201002)
  by Rangan Gupta & Josine Uwilingiye
• An In-Sample and Out-of-Sample Empirical Investigation of the Nonlinearity in House Prices of South Africa (RePEc:pre:wpaper:201008)
  by Mehmet Balcilar & Rangan Gupta & Zahra Shah
• Financial Market Liberalization, Monetary Policy, and Housing Price Dynamics (RePEc:pre:wpaper:201009)
  by Rangan Gupta & Marius Jurgilas & Stephen M. Miller & Dylan van Wyk
• Valuation Ratios and Stock Price Predictability in South Africa: Is it there? (RePEc:pre:wpaper:201016)
  by Rangan Gupta & Mampho P. Modise
• Bubbles in South African House Prices and their Impact on Consumption (RePEc:pre:wpaper:201017)
  by Sonali Das & Rangan Gupta & Patrick T Kanda
• Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes (RePEc:pre:wpaper:201018)
  by Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen M. Miller
• Forecasting Key Macroeconomic Variables of the South African Economy: A Small Open Economy New Keynesian DSGE-VAR Model (RePEc:pre:wpaper:201019)
  by Rangan Gupta & Rudi Steinbach
• Production Lags and Growth Dynamics in an Overlapping Generations Endogenous Growth Model (RePEc:pre:wpaper:201024)
  by Rangan Gupta
• South African Stock Return Predictability in the Context of Data Mining: The Role of Financial Variables and International Stock Returns (RePEc:pre:wpaper:201027)
  by Rangan Gupta & Mampho P. Modise
• The Long-Run Relationship between Inflation and Real Stock Prices: Empirical Evidence from South Africa (RePEc:pre:wpaper:201028)
  by Riona Arjoon & Mariette Botes & Laban K. Chesang & Rangan Gupta
• The Long-Run Impact of Inflation in South Africa (RePEc:pre:wpaper:201029)
  by Kafayat Amusa & Rangan Gupta & Shaakira Karolia & Beatrice D. Simo Kengne
• Structural Breaks and GARCH Models of Stock Return Volatility: The Case of South Africa (RePEc:pre:wpaper:201030)
  by Ali Babikir & Rangan Gupta & Chance Mwabutwa & Emmanuel Owusu-Sekyere
• Using Large Data Sets to Forecast Sectoral Employment (RePEc:pre:wpaper:201101)
  by Rangan Gupta & Alain Kabundi & Stephen M. Miller & Josine Uwilingiye
• "Ripple" Effects in South African House Prices (RePEc:pre:wpaper:201102)
  by Mehmet Balcilar & Abebe D. Beyene & Rangan Gupta & Monaheng Seleteng
• Macroeconomic Variables and South African Stock Return Predictability (RePEc:pre:wpaper:201107)
  by Rangan Gupta & Mampho P. Modise
• Reconsidering the Welfare Cost of Inflation in the US: A Nonparametric Estimation of the Nonlinear Long-Run Money Demand Equation using Projection Pursuit Regressions (RePEc:pre:wpaper:201114)
  by Rangan Gupta & Anandamayee Majumdar
• The Role of Asset Prices in Forecasting Inflation and Output in South Africa (RePEc:pre:wpaper:201115)
  by Rangan Gupta & Faaiqa Hartley
• House Prices and Economic Growth in South Africa: Evidence from Provincial-Level Data (RePEc:pre:wpaper:201116)
  by Beatrice D. Simo-Kengne & Manoel Bittencourt & Rangan Gupta
• Do House Prices Impact Consumption and Interest Rate? Evidence from OECD Countries using an Agnostic Identification Procedure (RePEc:pre:wpaper:201118)
  by Christophe Andre & Rangan Gupta & Patrick T. Kanda
• The Effects of Monetary Policy On Real Farm Prices in South Africa (RePEc:pre:wpaper:201119)
  by Goodness C. Aye & Rangan Gupta
• Out-of-Sample Equity Premium Predictability in South Africa: Evidence from a Large Number of Predictors (RePEc:pre:wpaper:201122)
  by Rangan Gupta & Mampho P. Modise & Josine Uwilingiye
• Relationship between House Prices and Inflation in South Africa: An ARDL Approach (RePEc:pre:wpaper:201130)
  by Roula Inglesi-Lotz & Rangan Gupta
• Forecasting Key Macroeconomic Variables of the South African Economy Using Bayesian Variable Selection (RePEc:pre:wpaper:201132)
  by Mirriam Chitalu Chama-Chiliba & Rangan Gupta & Nonophile Nkambule & Naomi Tlotlego
• Intertemporal portfolio allocation and hedging demand: An application to South Africa (RePEc:pre:wpaper:201133)
  by Esti van Wyk de Vries & Rangan Gupta & Renee van Eyden
• Testing the Monetary Model for Exchange Rate Determination in South Africa: Evidence from 101 Years of Data (RePEc:pre:wpaper:201134)
  by Riane de Bruyn & Rangan Gupta & Lardo stander
• Financial Variables and the Out-of-Sample Forecastability of the Growth Rate of Indian Industrial Production (RePEc:pre:wpaper:201135)
  by Rangan Gupta & Yuxiang Ye & Christopher Sako
• Long- and Short-Run Relationships between House and Stock Prices in South Africa: A Nonparametric Approach (RePEc:pre:wpaper:201136)
  by Goodness C. Aye & Mehmet Balcilar & Rangan Gupta
• Should The South African Reserve Bank Respond To Exchange Rate Fluctuations? Evidence From The Cosine-Squared Cepstrum (RePEc:pre:wpaper:201201)
  by Rangan Gupta
• Are the Effects of Monetary Policy Asymmetric in India? Evidence from a Nonlinear Vector Autoregression Approach (RePEc:pre:wpaper:201202)
  by Goodness C. Aye & Rangan Gupta
• Real Interest Rate Persistence in South Africa: Evidence and Implications (RePEc:pre:wpaper:201204)
  by Sonali Das & Rangan Gupta & Patrick T. Kanda & Monique Reid & Christian K. Tipoy & Mulatu F. Zerihun
• Macro Shocks and Real US Stock Prices with Special Focus on the "Great Recession" (RePEc:pre:wpaper:201208)
  by Rangan Gupta & Roula Inglesi-Lotz
• Structural Breaks and Predictive Regressions Models of South African Equity Premium (RePEc:pre:wpaper:201209)
  by Goodness C. Aye & Rangan Gupta & Mampho P. Modise
• THE IMPACT OF HOUSE PRICES ON CONSUMPTION IN SOUTH AFRICA: EVIDENCE FROM PROVINCIAL-LEVEL PANEL VARs (RePEc:pre:wpaper:201211)
  by Beatrice D. Simo-Kengne & Rangan Gupta & Manoel Bittencourt
• Macroeconomic Surprises and Stock Returns in South Africa (RePEc:pre:wpaper:201212)
  by Rangan Gupta & Monique Reid
• Forecasting House Prices for the Four Census Regions and the Aggregate US Economy: The Role of a Data-Rich Environment (RePEc:pre:wpaper:201214)
  by Rangan Gupta
• Do House Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-Varying Vector Autoregressive Model (RePEc:pre:wpaper:201216)
  by Vittorio Peretti & Rangan Gupta & Roula Inglesi-Lotz
• Metropolitan House Prices In India: Do They Converge? (RePEc:pre:wpaper:201220)
  by Goodness C. Aye & Samrat Goswami & Rangan Gupta
• Is The Relationship Between Monetary Policy And House Prices Asymmetric In South Africa? Evidence From A Markov-Switching Vector Autoregressive Model (RePEc:pre:wpaper:201222)
  by Beatrice D. Simo-Kengne & Mehmet Balcilar & Rangan Gupta & Monique Reid & Goodness C. Aye
• Do Stock Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-Varying Vector Autoregressive Model (RePEc:pre:wpaper:201224)
  by Goodness C. Aye & Rangan Gupta & Mampho P. Modise
• The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US (RePEc:pre:wpaper:201226)
  by Mehmet Balcilar & Rangan Gupta & Stephen M. Miller
• House Prices And Balance Of Trade Dynamics In South Africa: Evidence From An Agnostic Identification Procedure (RePEc:pre:wpaper:201227)
  by Beatrice D. Simo-Kengne & Rangan Gupta & Goodness C. Aye
• Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience (RePEc:pre:wpaper:201228)
  by Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Charl Jooste & Stephen M. Miller & Zeynel A. Ozdemir
• Predictive Ability of Competing Models for South Africa’s Fixed Business Non- Residential Investment Spending (RePEc:pre:wpaper:201229)
  by Renee van Eyden & Goodness C. Aye & Rangan Gupta
• Was the Recent Downturn in US GDP Predictable? (RePEc:pre:wpaper:201230)
  by Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen M. Miller
• Testing for Persistence with Breaks and Outliers in South African House Prices (RePEc:pre:wpaper:201233)
  by Luis A. Gil-Alana & Goodness C. Aye & Rangan Gupta
• Predicting BRICS Stock Returns Using ARFIMA Models (RePEc:pre:wpaper:201235)
  by Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Nicholas Kilimani & Amandine Nakumuryango & Siobhan Redford
• Macro Shocks And House Prices In South Africa (RePEc:pre:wpaper:201302)
  by Beatrice D. Simo-Kengne & Rangan Gupta & Goodness C. Aye
• A Time-Varying Approach to Analysing Fiscal Policy and Asset Prices in South Africa (RePEc:pre:wpaper:201303)
  by Rangan Gupta & Charl Jooste & Kanyane Matlou
• The out-of-sample forecasting performance of non-linear models of real exchange rate behaviour: The case of the South African Rand (RePEc:pre:wpaper:201304)
  by Goodness C. Aye & Mehmet Balcilar & Adel Bosch & Rangan Gupta & Francois Stofberg
• Forecasting The Rand-Dollar And Rand-Pound Exchange Rates Using Dynamic Model Averaging (RePEc:pre:wpaper:201307)
  by Riane de Bruyn & Rangan Gupta & Renee van Eyden
• Housing and the Great Depression (RePEc:pre:wpaper:201308)
  by Mehmet Balcilar & Rangan Gupta & Stephen M. Miller
• House Price, Stock Price and Consumption in South Africa: A Structural VAR Approach (RePEc:pre:wpaper:201309)
  by Goodness C. Aye & Rangan Gupta & Alain Kaninda & Wendy Nyakabawo & Aarifah Razak
• The Impact of Oil Shocks on the South African Economy (RePEc:pre:wpaper:201311)
  by Carolyn Chisadza & Janneke Dlamini & Rangan Gupta & Mampho P. Modise
• Forecasting Aggregate Retail Sales: The Case of South Africa (RePEc:pre:wpaper:201312)
  by Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar
• Forecasting South African Macroeconomic Data with a Nonlinear DSGE Model (RePEc:pre:wpaper:201313)
  by Mehmet Balcilar & Rangan Gupta & Kevin Kotze
• Tax evasion, financial development and inflation: theory and empirical evidence (RePEc:pre:wpaper:201316)
  by Manoel Bittencourt & Rangan Gupta & Lardo Stander
• The Causal Relationship between House Prices and Economic Growth in the Nine Provinces of South Africa: Evidence from Panel-Granger Causality Tests (RePEc:pre:wpaper:201317)
  by Tsangyao Chang & Beatrice D. Simo-Kengne & Rangan Gupta
• Does the Source of Oil Price Shocks Matter for South African Stock Returns? A Structural VAR Approach (RePEc:pre:wpaper:201318)
  by Rangan Gupta & Mampho P. Modise
• The Causal Relationship between Exports and Economic Growth in the Nine Provinces of South Africa: Evidence from Panel-Granger Causality Tests (RePEc:pre:wpaper:201319)
  by Tsangyao Chang & Beatrice D. Simo-Kengne & Rangan Gupta
• The Causal Relationship between Imports and Economic Growth in the Nine Provinces of South Africa: Evidence from Panel-Granger Causality Tests (RePEc:pre:wpaper:201320)
  by Tsangyao Chang & Beatrice D. Simo-Kengne & Rangan Gupta
• Testing for Persistence in Housing Price-to-Income and Price-to-Rent Ratios in 16 OECD Countries (RePEc:pre:wpaper:201321)
  by Christophe Andre & Luis A. Gil-Alana & Rangan Gupta
• Convergence in Provincial-Level South African House Prices: Evidence from the Club Convergence and Clustering Procedure (RePEc:pre:wpaper:201322)
  by Nicholas Apergis & Beatrice D. Simo-Kengne & Rangan Gupta
• Housing and the Business Cycle in South Africa (RePEc:pre:wpaper:201323)
  by Goodness C. Aye & Mehmet Balcilar & Adel Bosch & Rangan Gupta
• Are House Prices in South Africa Really Non-Stationary? Evidence from SPSM-Based Panel KSS Test with a Fourier Function (RePEc:pre:wpaper:201324)
  by Tsangyao Chang & Tsung-pao Wu & Rangan Gupta
• Time-Varying Effects of Housing and Stock Prices on U.S. Consumption (RePEc:pre:wpaper:201325)
  by Beatrice D. Simo-Kengne & Stephen M. Miller & Rangan Gupta & Goodness C. Aye
• The Long-Run Relationship between Consumption, House Prices and Stock Prices in South Africa: Evidence from Provincial-Level Data (RePEc:pre:wpaper:201326)
  by Nicholas Apergis & Beatrice D. Simo-Kengne & Rangan Gupta
• Temporal Causality between House Prices and Output in the U. S.: A Bootstrap Rolling-Window Approach (RePEc:pre:wpaper:201329)
  by Wendy Nyakabawo & Stephen M. Miller & Mehmet Balcilar & Sonali Das & Rangan Gupta
• Revisiting the Causality between Electricity Consumption and Economic Growth in South Africa: A Bootstrap Rolling-Window Approach (RePEc:pre:wpaper:201330)
  by Janneke Dlamini & Mehmet Balcilar & Rangan Gupta & Roula Inglesi-Lotz
• Identifying a financial conditions index for South Africa (RePEc:pre:wpaper:201333)
  by Kirsten Thompson & Renee van Eyden & Rangan Gupta
• Social Status, Inflation and Endogenous Growth in a Cash-in-Advance Economy: A Reconsideration (RePEc:pre:wpaper:201336)
  by Rangan Gupta & Lardo Stander
• Causality between Research Output and Economic Growth in BRICS (RePEc:pre:wpaper:201337)
  by Roula Inglesi-Lotz & Tsangyao Chang & Rangan Gupta
• Forecasting China’s Foreign Exchange Reserves Using Dynamic Model Averaging: The Role of Macroeconomic Fundamentals, Financial Stress and Economic Uncertainty (RePEc:pre:wpaper:201338)
  by Rangan Gupta & Shawkat Hammoudeh & Won Joong Kim & Beatrice D. Simo-Kengne
• Causality between Exports and Economic Growth in South Africa: Evidence from Linear and Nonlinear Tests (RePEc:pre:wpaper:201339)
  by Ahdi N. Ajmi & Goodness C. Aye & Mehmet Balcilar & Rangan Gupta
• The nexus of electricity consumption, economic growth and CO2 emissions in the BRICS countries (RePEc:pre:wpaper:201340)
  by Wendy N. Cowan & Tsangyao Chang & Roula Inglesi-Lotz & Rangan Gupta
• Revisiting the Causal Relationship between Energy Consumption and Economic Growth in South Africa: Evidence from a Bootstrap Rolling Window Approach (RePEc:pre:wpaper:201341)
  by Janneke Dlamini & Mehmet Balcilar & Rangan Gupta & Roula Inglesi-Lotz
• Forecasting Indian Macroeconomic Variables Using Medium-Scale VAR Models (RePEc:pre:wpaper:201342)
  by Goodness C. Aye & Pami Dua & Rangan Gupta
• Evolution of Monetary Policy in the US: The Role of Asset Prices (RePEc:pre:wpaper:201343)
  by Beatrice D. Simo-Kengne & Stephen M. Miller & Rangan Gupta
• Military Expenditure, Economic Growth and Structural Instability: A Case Study of South Africa (RePEc:pre:wpaper:201344)
  by Goodness C. Aye & Mehmet Balcilar & John P. Dunne & Rangan Gupta & Renee van Eyden
• The Causal Relationship between Economic Policy Uncertainty and Stock Returns in China and India: Evidence from a Bootstrap Rolling-Window Approach (RePEc:pre:wpaper:201345)
  by Xiao-lin Li & Mehmet Balcilar & Rangan Gupta & Tsangyao Chang
• Do we need a global VAR model to forecast inflation and output in South Africa? (RePEc:pre:wpaper:201346)
  by Annari de Waal & Renee van Eyden & Rangan Gupta
• Forecasting the US Real Private Residential Fixed Investment Using Large Number of Predictors (RePEc:pre:wpaper:201348)
  by Goodness C. Aye & Stephen M. Miller & Rangan Gupta & Mehmet Balcilar
• The Dynamic Relationship between House Prices and Output: Evidence from US Metropolitan Statistical Areas (RePEc:pre:wpaper:201349)
  by Nicholas Apergis & Beatrice D. Simo-Kengne & Rangan Gupta & Tsangyao Chang
• Time-Varying Causality between Research Output and Economic Growth in the US (RePEc:pre:wpaper:201350)
  by Roula Inglesi-Lotz & Mehmet Balcilar & Rangan Gupta
• Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium? (RePEc:pre:wpaper:201351)
  by Rangan Gupta & Shawkat Hammoudeh & Mampho P. Modise & Duc Khuong Nguyen
• Modeling the Volatility of the Dow Jones Islamic Market World Index Using a Fractionally Integrated Time Varying GARCH (FITVGARCH) Model (RePEc:pre:wpaper:201357)
  by Adnen Ben Nasr & Ahdi N. Ajmi & Rangan Gupta
• Causality between US Economic Policy and Equity Market Uncertainties: Evidence from Linear and Nonlinear Tests (RePEc:pre:wpaper:201358)
  by Ahdi N. Ajmi & Goodness C. Aye & Mehmet Balcilar & Ghassen El Montasser & Rangan Gupta
• Comovement in Euro Area Housing Prices: A Fractional Cointegration Approach (RePEc:pre:wpaper:201359)
  by Christophe Andre & Luis A. Gil-Alana & Rangan Gupta
• Are Stock Prices Related to Political Uncertainty Index in OECD Countries? Evidence from Bootstrap Panel Causality Test (RePEc:pre:wpaper:201360)
  by Tsangyao Chang & Wen-Yi Chen & Rangan Gupta & Duc Khuong Nguyen
• Causality between Economic Policy Uncertainty across Countries: Evidence from Linear and Nonlinear Tests (RePEc:pre:wpaper:201361)
  by Ahdi N. Ajmi & Rangan Gupta & Patrick T. Kanda
• Forecasting Real House Price of the U.S.: An Analysis Covering 1890 to 2012 (RePEc:pre:wpaper:201362)
  by Goodness C. Aye & Rangan Gupta
• Time-Varying Linkages between Tourism Receipts and Economic Growth in South Africa (RePEc:pre:wpaper:201363)
  by Mehmet Balcilar & Renee van Eyden & Roula Inglesi-Lotz & Rangan Gupta
• The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains (RePEc:pre:wpaper:201365)
  by Tsangyao Chang & Xiao-lin Li & Stephen M. Miller & Mehmet Balcilar & Rangan Gupta
• Testing the Impact of Exchange Rate Uncertainty on Exports in South Africa (RePEc:pre:wpaper:201367)
  by Goodness C. Aye & Rangan Gupta & Prudence S. Moyo & Nehrunaman Pillay
• Oil Price Uncertainty and Manufacturing Production in South Africa (RePEc:pre:wpaper:201368)
  by Goodness C. Aye & Vincent Dadam & Rangan Gupta & Bonginkosi Mamba
• The causal relationship between coal consumption and economic growth in the BRICS countries: Evidence from panel Granger causality tests (RePEc:pre:wpaper:201369)
  by Tsangyao Chang & Frederick W. Deale & Rangan Gupta & Roulof Hefer & Roula Inglesi-Lotz & Beatrice D. Simo-Kengne
• The causal relationship between natural gas consumption and economic growth: Evidence from the G7 countries (RePEc:pre:wpaper:201370)
  by Tsangyao Chang & Rangan Gupta & Roula Inglesi-Lotz & Lilian S. Masabala & Beatrice D. Simo-Kengne & Jaco P. Weideman
• Panel Granger causality between oil consumption and GDP: Evidence from the BRICS countries (RePEc:pre:wpaper:201371)
  by Tsangyao Chang & Olorato Gadinabokao & Rangan Gupta & Roula Inglesi-Lotz & Pervan Kanniah & Beatrice D. Simo-Kengne
• The causal relationship between renewable energy consumption and economic growth: Evidence from the G7 countries (RePEc:pre:wpaper:201372)
  by Tsangyao Chang & Rangan Gupta & Roula Inglesi-Lotz & Beatrice D. Simo-Kengne & Devon Smithers & Amy B. Trembling
• Causal relationship between nuclear energy consumption and economic growth in the G6 countries: Evidence from panel Granger causality tests (RePEc:pre:wpaper:201373)
  by Tsangyao Chang & Fabrice Gatwabuyege & Rangan Gupta & Roula Inglesi-Lotz & Nangamso C. Manjezi & Beatrice D. Simo-Kengne
• DSGE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa (RePEc:pre:wpaper:201374)
  by Rangan Gupta & Patrick T. kanda & Mampho P. Modise & Alessia Paccagnini
• Persistence and Cycles in Historical Oil Prices Data (RePEc:pre:wpaper:201375)
  by Luis A. Gil-Alana & Rangan Gupta
• Are there Housing Bubbles in South Africa? Evidence from SPSM-Based Panel KSS Test with a Fourier Function (RePEc:pre:wpaper:201377)
  by Tsangyao Chang & Wen-Chi Liu & Goodness C. Aye & Rangan Gupta
• Cross-Country Evidence On The Causal Relationship Between Policy Uncertainty And House Prices (RePEc:pre:wpaper:201380)
  by Ghassen El Montasser & Ahdi N. Ajmi & Tsangyao Chang & Beatrice D. Simo-Kengne & Christophe Andre & Rangan Gupta
• Can the Sharia-Based Islamic Stock Market Returns be Forecasted Using Large Number of Predictors and Models? (RePEc:pre:wpaper:201381)
  by Rangan Gupta & Shawkat Hammoudeh & Beatrice D. Simo-Kengne & Soodabeh Sarafrazi
• Does Sunspot Numbers Cause Global Temperatures? Evidence from a Frequency Domain Causality Test (RePEc:pre:wpaper:201382)
  by Rangan Gupta & Luis A. Gil-Alana & OlaOluwa S. Yaya
• Testing the Out-of-Sample Forecasting Ability of a Financial Conditions Index for South Africa (RePEc:pre:wpaper:201383)
  by Kirsten Thompson & Renee van Eyden & Rangan Gupta
• Volatility Transmission between Islamic and Conventional Equity Markets: Evidence from Causality-in-Variance Test (RePEc:pre:wpaper:201384)
  by Saban Nazlioglu & Shawkat Hammoudeh & Rangan Gupta
• Detecting Predictable Non-linear Dynamics in Dow Jones Industrial Average and Dow Jones Islamic Market Indices using Nonparametric Regressions (RePEc:pre:wpaper:201385)
  by Marcos Álvarez-Díaz & Shawkat Hammoudeh & Rangan Gupta
• Convergence of Greenhouse Gas Emissions among G7 Countries (RePEc:pre:wpaper:201386)
  by Ghassen El Montasser & Roula Inglesi-Lotz & Rangan Gupta
• Testing for Multiple Bubbles in the BRICS Stock Markets (RePEc:pre:wpaper:201407)
  by Tsangyao Chang & Luis A. Gil-Alana & Goodness C. Aye & Rangan Gupta & Omid Ranjbar
• Dutch Disease Effect of Oil Rents on Agriculture Value Added in MENA Countries (RePEc:pre:wpaper:201408)
  by Nicholas Apergis & Ghassen El Montasser & Emmanuel Owusu-Sekyere & Ahdi N. Ajmi & Rangan Gupta
• Volatility Spillover between Energy and Financial Markets (RePEc:pre:wpaper:201409)
  by Saban Nazlioglu & Ugur Soytas & Rangan Gupta
• Causal relationship between asset prices and output in the US: Evidence from state-level panel Granger causality test (RePEc:pre:wpaper:201411)
  by Furkan Emirmahmutoglu & Mehmet Balcilar & Nicholas Apergis & Beatrice D. Simo-Kengne & Tsangyao Chang & Rangan Gupta
• Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching (RePEc:pre:wpaper:201412)
  by Adnen Ben Nasr & Thomas Lux & Ahdi N. Ajmi & Rangan Gupta
• Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach (RePEc:pre:wpaper:201414)
  by Mehmet Balcilar & Kirsten Thompson & Rangan Gupta & Renee van Eyden
• Forecasting the Price of Gold Using Dynamic Model Averaging (RePEc:pre:wpaper:201415)
  by Goodness C. Aye & Rangan Gupta & Shawkat Hammoudeh & Won Joong Kim
• Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation (RePEc:pre:wpaper:201416)
  by Patrick T. kanda & Mehmet Balcilar & Pejman Bahramian & Rangan Gupta
• Forecasting the U.S. Real House Price Index (RePEc:pre:wpaper:201418)
  by Vasilios Plakandaras & Rangan Gupta & Periklis Gogas & Theophilos Papadimitriou
• A Time-Varying Approach of the US Welfare Cost of Inflation (RePEc:pre:wpaper:201419)
  by Stephen M. Miller & Luis F. Martins & Rangan Gupta
• Is the South African Reserve Bank Influenced by Exchange Rates when Setting Interest Rates? (RePEc:pre:wpaper:201420)
  by Charl Jooste & Rangan Gupta
• Convergence in U.S. Metropolitan Statistical Areas (RePEc:pre:wpaper:201421)
  by Ghassen El Montasser & Rangan Gupta & Devon Smithers
• Does Debt Ceiling and Government Shutdown Help in Forecasting the US Equity Risk Premium? (RePEc:pre:wpaper:201422)
  by Goodness C. Aye & Frederick W. Deale & Rangan Gupta
• A Reinvestigation of the Oil Price and Consumer Price Nexus in South Africa: An Asymmetric Causality Approach (RePEc:pre:wpaper:201423)
  by Ahdi N. Ajmi & Vassilios Babalos & Rangan Gupta & Roulof Hefer
• Does the South African Reserve Bank (SARB) Respond to Oil Price Movements? Historical Evidence from the Frequency Domain (RePEc:pre:wpaper:201425)
  by Goodness C. Aye & Olorato Gadinabokao & Rangan Gupta
• Can Debt Ceiling and Government Shutdown Predict US Real Stock Returns? A Boot-strap Rolling-Window Approach (RePEc:pre:wpaper:201426)
  by Goodness C. Aye & Mehmet Balcilar & Ghassen El Montasser & Rangan Gupta & Nangamso C. Manjezi
• Does Sunspot Numbers Cause Global Temperatures? A Reconsideration Using a Non-Parametric Causality Test (RePEc:pre:wpaper:201427)
  by Hossein Hassani & Rangan Gupta & Xu Huang & Mansi Ghodsi
• Forecasting the Price of Gold (RePEc:pre:wpaper:201428)
  by Hossein Hassani & Emmanuel Sirimal Silva & Rangan Gupta & Mawuli K. Segnon
• Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013 (RePEc:pre:wpaper:201429)
  by Mehmet Balcilar & Rangan Gupta & Stephen M. Miller
• Dynamic Relationship between Oil Price and Inflation in South Africa (RePEc:pre:wpaper:201430)
  by Mehmet Balcilar & Josine Uwilingiye & Rangan Gupta
• The Relationship between Population Growth and Economic Growth Over 1870-2013: Evidence from a Bootstrapped Panel-Granger Causality Test (RePEc:pre:wpaper:201431)
  by Tsangyao Chang & Hsiao-Ping Chu & Frederick W. Deale & Rangan Gupta & Stephen M. Miller
• Endogenous Fluctuations in an Endogenous Growth Model with Inflation Targeting (RePEc:pre:wpaper:201432)
  by Rangan Gupta & Lardo Stander
• Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index? (RePEc:pre:wpaper:201433)
  by Mehmet Balcilar & Charl Jooste & Shawkat Hammoudeh & Rangan Gupta & Vassilios Babalos
• An Application of a New Seasonal Unit Root Test for Trending and Breaking Series to Industrial Production of the BRICS (RePEc:pre:wpaper:201435)
  by Ghassen El Montasser & Rangan Gupta
• Real Estate Markets and Uncertainty Shocks: A Variance Causality Approach (RePEc:pre:wpaper:201436)
  by Ahdi N. Ajmi & Vassilios Babalos & Fotini Economou & Rangan Gupta
• Research Output and Economic Growth in G7 Countries: New Evidence from Asymmetric Panel Causality Testing (RePEc:pre:wpaper:201438)
  by Abdulnasser Hatemi-J & Ahdi N. Ajmi & Ghassen El Montasser & Roula Inglesi-Lotz & Rangan Gupta
• Is the Rand Really Decoupled from Economic Fundamentals? (RePEc:pre:wpaper:201439)
  by Mehmet Balcilar & Rangan Gupta & Charl Jooste
• Analysing South Africa's Inflation Persistence Using an ARFIMA Model with Markov-Switching Fractional Differencing Parameter (RePEc:pre:wpaper:201440)
  by Mehmet Balcilar & Rangan Gupta & Charl Jooste
• Stock Price Dynamics and the Business Cycle in an Estimated DSGE Model for South Africa (RePEc:pre:wpaper:201441)
  by Michael Paetz & Rangan Gupta
• House Values and Proximity to a Landfill: A Quantile Regression Framework (RePEc:pre:wpaper:201442)
  by Mario du Preez & Mehmet Balcilar & Aarifah Razak & Steven F. Koch & Rangan Gupta
• Relationship between Happiness and Smoking: A Bootstrap Panel Causality Test (RePEc:pre:wpaper:201443)
  by Tsangyao Chang & Hsiao-Ping Chu & Frederick W. Deale & Rangan Gupta
• Forecasting US Real House Price Returns over 1831-2013: Evidence from Copula Models (RePEc:pre:wpaper:201444)
  by Rangan Gupta & Anandamayee Majumdar
• Date Stamping Historical Oil Price Bubbles: 1876-2014 (RePEc:pre:wpaper:201445)
  by Itamar Caspi & Nico Katzke & Rangan Gupta
• Has Oil Pirce Predicted Stock Returns for Over a Century? (RePEc:pre:wpaper:201446)
  by Paresh K. Narayan & Rangan Gupta
• The Growth-Inflation Nexus for the US over 1801-2013: A Semiparametric Approach (RePEc:pre:wpaper:201447)
  by Mehmet Balcilar & Rangan Gupta & Charl Jooste
• Revisiting Herding Behavior in REITs: A Regime-Switching Approach (RePEc:pre:wpaper:201448)
  by Vassilios Babalos & Mehmet Balcilar & Rangan Gupta
• The Nexus between Military Expenditures and Economic Growth in the BRICS and the US: A Bootstrap Panel Causality Test (RePEc:pre:wpaper:201449)
  by Ming Zhong & Tsangyao Chang & Samrat Goswami & Rangan Gupta
• Persistence, Mean Reversion and Non-Linearities in US Housing Prices Over 1830-2013 (RePEc:pre:wpaper:201450)
  by Luis A. Gil-Alana & Rangan Gupta & Ferando Perez de Gracia
• US Inflation Dynamics on Long Range Data (RePEc:pre:wpaper:201452)
  by Vasilios Plakandaras & Periklis Gogas & Rangan Gupta & Theophilos Papadimitriou
• Causality between Inflation and Inflation Uncertainty in South Africa: Evidence from a Markov-Switching Vector Autoregressive Model (RePEc:pre:wpaper:201453)
  by Adnen Ben Nasr & Mehmet Balcilar & Ahdi N. Ajmi & Goodness C. Aye & Rangan Gupta & Reneé van Eyden
• Real Estate Returns Predictability Revisited: Novel Evidence from the US REITs Market (RePEc:pre:wpaper:201454)
  by Kola Akinsomi & Goodness C. Aye & Vassilios Babalos & Fotini Economou & Rangan Gupta
• Inflation Forecasts and Forecaster Herding: Evidence from South African Survey Data (RePEc:pre:wpaper:201455)
  by Christian Pierdzioch & Monique B. Reid & Rangan Gupta
• Linkages between Financial Sector CDS Spreads and Macroeconomic Influence in a Nonlinear Setting (RePEc:pre:wpaper:201456)
  by Amine Lahiani & Shawkat Hammoudeh & Rangan Gupta
• Time-Varying Persistence in US Inflation (RePEc:pre:wpaper:201457)
  by Massimiliano Caporin & Rangan Gupta
• Persistence in Precious Metal Prices: A Fractional Integration Approach with Structural Breaks (RePEc:pre:wpaper:201458)
  by Luis A.Gil-Alana & Shinhye Chang & Mehmet Balcilar & Goodness C. Aye & Rangan Gupta
• The Asymmetric Effect of Oil Price on Growth across US States (RePEc:pre:wpaper:201459)
  by Nicholas Apergis & Alper Aslan & Goodness C. Aye & Rangan Gupta
• The Role of Economic Policy Uncertainty in Forecasting US Inflation Using a VARFIMA Model (RePEc:pre:wpaper:201460)
  by Mehmet Balcilar & Rangan Gupta & Charl Jooste
• The Nonparametric Relationship between Oil and South African Agricultural Prices (RePEc:pre:wpaper:201461)
  by Ahdi N. Ajmi & Rangan Gupta & Monique Kruger & Nicola Schoeman & Leoné Walters
• Is Real Per Capita State Personal Income Stationary? New Nonlinear, Asymmetric Panel-Data Evidence (RePEc:pre:wpaper:201462)
  by Furkan Emirmahmutoglu & Rangan Gupta & Stephen M. Miller & Tolga Omay
• On the Directional Accuracy of Inflation Forecasts: Evidence from South African Survey Data (RePEc:pre:wpaper:201463)
  by Christian Pierdzioch & Monique B. Reid & Rangan Gupta
• Is there an Environmental Kuznets Curve for South Africa? A Co-Summability Approach Using a Century of Data (RePEc:pre:wpaper:201466)
  by Adnen Ben Nasr & Rangan Gupta & Joao Ricardo Sato
• Causal Link between Oil Price and Uncertainty in India (RePEc:pre:wpaper:201467)
  by Ghassen El Montasser & Kenza Aggad & Louise Clark & Rangan Gupta & Shannon Kemp
• The Relationship between Oil and Agricultural Commodity Prices: A Quantile Causality Approach (RePEc:pre:wpaper:201468)
  by Mehmet Balcilar & Shinhye Chang & Rangan Gupta & Vanessa Kasongo & Clement Kyei
• Time-Varying Causality between Oil and Commodity Prices in the Presence of Structural Breaks and Nonlinearity (RePEc:pre:wpaper:201469)
  by Rangan Gupta & Gbeada Josiane Seu Epse Kean & Mpho Asnath Tsebe & Nthabiseng Tsoanamatsie & João Ricardo Sato
• The impact of oil price on South African GDP growth: A Bayesian Markov Switching-VAR analysis (RePEc:pre:wpaper:201470)
  by Mehmet Balcilar & Reneé van Eyden & Josine Uwilingiye & Rangan Gupta
• Did Baltic stock markets offer diversification benefits during the recent financial turmoil? Novel evidence from a nonparametric causality in quantiles test (RePEc:pre:wpaper:201471)
  by Vassilios Babalos & Mehmet Balcilar & Tumisang B. Loate & Shingie Chisoro
• Are there Environmental Kuznets Curves for US State-Level CO2 Emissions? (RePEc:pre:wpaper:201474)
  by Nicholas Apergis & Christina Christou & Rangan Gupta
• Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality (RePEc:pre:wpaper:201475)
  by Christian Pierdzioch & Monique B. Reid & Rangan Gupta
• Are there Asymmetric Causal Relationships between Tourism and Economic Growth in a Panel of G-7 Countries? (RePEc:pre:wpaper:201476)
  by Abdulnasser Hatemi-J & Rangan Gupta & Axel Kasongo & Thabo Mboweni & Ndivhuho Netshitenzhe
• Energy Efficiency of Selected OECD Countries: A Slacks Based Model with Undesirable Outputs (RePEc:pre:wpaper:201477)
  by Nicholas Apergis & Goodness C. Aye & Carlos P. Barros & Rangan Gupta & Peter Wanke
• Are there Multiple Bubbles in the Ethanol-Gasoline Price Ratio of Brazil? (RePEc:pre:wpaper:201479)
  by Ghassen El Montasser & Rangan Gupta & Andre Luis Martins & Peter Wanke
• Financial Tail Risks and the Shapes of the Extreme Value Distribution: A Comparison between Conventional and Sharia-Compliant Stock Indexes (RePEc:pre:wpaper:201480)
  by John W. Muteba Mwamba & Shawkat Hammoudeh & Rangan Gupta
• Oil Price Shocks and China’s Economy: Reactions of the Monetary Policy to Oil Price Shocks (RePEc:pre:wpaper:201481)
  by Won Joong Kim & Shawkat Hammoudeh & Jun Seog Hyun & Rangan Gupta
• Forecasting Home Sales in the Four Census Regions and the Aggregate US Economy Using Singular Spectrum Analysis (RePEc:pre:wpaper:201482)
  by Hossein Hassani & Zara Ghodsi & Rangan Gupta & Mawuli K. Segnon
• The Causal Relationship between Energy Consumption and Economic Growth in South Africa: New Evidence from Asymmetric Causality in Frequency Domain (RePEc:pre:wpaper:201483)
  by Omid Ranjbar & Tsangyao Chang & Elmarie Nel & Rangan Gupta
• The Feldstein-Horioka Puzzle in South Africa: A Fractional Cointegration Approach (RePEc:pre:wpaper:201501)
  by Luis A Gil-Alana & Christophe André & Rangan Gupta & Tsangyao Chang & Omid Ranjbar
• Uncertainty and Crude Oil Returns (RePEc:pre:wpaper:201503)
  by Riadh Aloui & Rangan Gupta & Stephen M. Miller
• Inflation-Growth Nexus in Africa: Evidence from a Pooled CCE Multiple Regime Panel Smooth Transition Model (RePEc:pre:wpaper:201504)
  by Reneé van Eyden & Tolga Omay & Rangan Gupta
• Predicting Stock Returns and Volatility Using Consumption-Aggregate Wealth Ratios: A Nonlinear Approach (RePEc:pre:wpaper:201505)
  by Stelios Bekiros & Rangan Gupta
• Trends and Cycles in Historical Gold and Silver Prices (RePEc:pre:wpaper:201507)
  by Luis A. Gil-Alana & Goodness C. Aye & Rangan Gupta
• On Economic Uncertainty, Stock Market Predictability and Nonlinear Spillover Effects (RePEc:pre:wpaper:201508)
  by Stelios Bekiros & Rangan Gupta & Clement Kyei
• Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns (RePEc:pre:wpaper:201509)
  by Nikolaos Antonakakis & Rangan Gupta & Christophe Andre
• Do Precious Metal Prices Help in Forecasting South African Inflation? (RePEc:pre:wpaper:201510)
  by Mehmet Balcilar & Nico Katzke & Rangan Gupta
• Time-Varying Correlations between Trade Balance and Stock Prices in the United States over the Period 1792 to 2013 (RePEc:pre:wpaper:2015100)
  by Nikolaos Antonakakis & Rangan Gupta & Aviral Kumar Twari
• Modeling and Forecasting Crude Oil Price Volatility: Evidence from Historical and Recent Data (RePEc:pre:wpaper:201511)
  by Thomas Lux & Mawuli K. Segnon & Rangan Gupta
• Forecasting the US CPI: Does Nonlinearity Matter? (RePEc:pre:wpaper:201512)
  by Marcos Álvarez-Díaz & Rangan Gupta
• Causality and Contagion in EMU Sovereign Bonds Revisited: Novel Evidence from Nonlinear Causality Tests (RePEc:pre:wpaper:201514)
  by Vassilios Babalos & Clement Kyei & Evangelos I. Poutos
• Modeling Persistence of Carbon Emission Allowance Prices (RePEc:pre:wpaper:201515)
  by Luis A. Gil-Alana & Fernando Perez de Gracia & Rangan Gupta
• The Macroeconomic Effects of Uncertainty Shocks in India (RePEc:pre:wpaper:201516)
  by Lumengo Bonga-Bonga & Rangan Gupta & Charl Jooste
• Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa (RePEc:pre:wpaper:201517)
  by Mehmet Balcilar & Rangan Gupta & Renee van Eyden & Kirsten Thompson & Anandamayee Majumdar
• Oil Price Forecastability and Economic Uncertainty (RePEc:pre:wpaper:201518)
  by Stelios Bekiros & Rangan Gupta & Alessia Paccagnini
• The Time-Series Linkages between US Fiscal Policy and Asset Prices (RePEc:pre:wpaper:201519)
  by Ghassen El Montasser & Rangan Gupta & Charl Jooste & Stephen M. Miller
• Dynamic Spillovers in the United States: Stock Market, Housing, Uncertainty and the Macroeconomy (RePEc:pre:wpaper:201521)
  by Nikolaos Antonakakis & Christophe Andre & Rangan Gupta
• The Role of News-Based Uncertainty Indices in Predicting Oil Markets: A Hybrid Nonparametric Quantile Causality Method (RePEc:pre:wpaper:201522)
  by Mehmet Balcilar & Stelios Bekiros & Rangan Gupta
• Time-Frequency Relationship between U.S. Output with Commodity and Asset Prices (RePEc:pre:wpaper:201523)
  by Aviral K. Tiwari & Claudiu T. Albulescu & Rangan Gupta
• International Stock Return Predictability: Is the Role of U.S. Time-Varying? (RePEc:pre:wpaper:201524)
  by Goodness C. Aye & Mehmet Balcilar & Rangan Gupta
• How Independent are the South African Reserve Bank’s Monetary Policy Decisions? Evidence from a Global New-Keynesian DSGE Model (RePEc:pre:wpaper:201525)
  by Annari De Waal & Rangan Gupta & Charl Jooste
• Characterising the South African Business Cycle: Is GDP Difference-Stationary or Trend-Stationary in a Markov-Switching Setup? (RePEc:pre:wpaper:201529)
  by Mehmet Balcilar & Rangan Gupta & Charl Jooste & Omid Ranjbar
• The Role of Oil Prices in the Forecasts of South African Interest Rates: A Bayesian Approach (RePEc:pre:wpaper:201531)
  by Rangan Gupta & Kevin Kotze
• The Relationship between Healthcare expenditures and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis (RePEc:pre:wpaper:201532)
  by Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil - Alana & Rangan Gupta
• Income Inequality: A State-by-State Complex Network Analysis (RePEc:pre:wpaper:201534)
  by Periklis Gogas & Rangan Gupta & Stephen M. Miller & Theophilos Papadimitriou & Georgios Antonios Sarantitis
• A Nonlinear Approach for Predicting Stock Returns and Volatility with the Use of Investor Sentiment Indices (RePEc:pre:wpaper:201536)
  by Stelios Bekiros & Rangan Gupta & Clement Kyei
• Identifying Asymmetries between Socially Responsible and Conventional Investments (RePEc:pre:wpaper:201537)
  by Nicholas Apergis & Vassilios Babalos & Christina Christou & Rangan Gupta
• Hydroelectricity Consumption and Economic Growth Nexus: Evidence from a Panel of Ten Largest Hydroelectricity Consumers (RePEc:pre:wpaper:201538)
  by Nicholas Apergis & Tsangyao Chang & Rangan Gupta & Emmanuel Ziramba
• Convergence in Income Inequality: Further Evidence from the Club Clustering Methodology across the U.S. States (RePEc:pre:wpaper:201539)
  by Nicholas Apergis & Christina Christou & Rangan Gupta & Stephen M. Miller
• Trust and Quality of Growth: A Note (RePEc:pre:wpaper:201541)
  by Simplice A. Asongu & Rangan Gupta
• Convergence of Health Care Expenditures across the US States: A Reconsideration (RePEc:pre:wpaper:201542)
  by Nicholas Apergis & Tsangyao Chang & Christina Christou & Rangan Gupta
• Forecasting Core Inflation: The Case of South Africa (RePEc:pre:wpaper:201543)
  by Franz Ruch & Mehmet Balcilar & Mampho P. Modise & Rangan Gupta
• Identifying Periods of US Housing Market Explosivity (RePEc:pre:wpaper:201544)
  by Mehmet Balcilar & Nico Katzke & Rangan Gupta
• Incorporating Economic Policy Uncertainty in US Equity Premium Models: A Nonlinear Predictability Analysis (RePEc:pre:wpaper:201545)
  by Stelios Bekiros & Rangan Gupta & Anandamayee Majumdar
• Detection of Multiple Bubbles in South African Electricity Prices (RePEc:pre:wpaper:201546)
  by Rangan Gupta & Roula Inglesi-Lotz
• Forecasting Inflation in an Inflation Targeting Economy: Structural Versus Non-Structural Models (RePEc:pre:wpaper:201547)
  by Rangan Gupta
• The Informational Content of the Term-Spread in Forecasting the U.S. Inflation Rate: A Nonlinear Approach (RePEc:pre:wpaper:201548)
  by Periklis Gogas & Theophilos Papadimitriou & Vasilios Plakandaras & Rangan Gupta
• Modeling and Forecasting Carbon Dioxide Emission Allowance Spot Price Volatility: Multifractal vs. GARCH-Type Volatility Models (RePEc:pre:wpaper:201550)
  by Mawuli Segnon & Thomas Lux & Rangan Gupta
• The South African Economic Response to Monetary Policy Uncertainty (RePEc:pre:wpaper:201551)
  by Mehmet Balcilar & Rangan Gupta & Charl Jooste
• Forecasting Accuracy Evaluation of Tourist Arrivals: Evidence from Parametric and Non-Parametric Techniques (RePEc:pre:wpaper:201552)
  by Hossein Hassani & Emmanuel Sirimal Silva & Nikolaos Antonakakis & George Filis & Rangan Gupta
• Evidence of Persistence in U.S. Short and Long-Term Interest Rates Using Long-Span Monthly and Annual Data (RePEc:pre:wpaper:201553)
  by Luis A. Gil-Alana & Juncal Cunado & Rangan Gupta
• Do Commodities Herd? Evidence from a Time-Varying Stochastic Volatility Model (RePEc:pre:wpaper:201554)
  by Vassilios Babalos & Stavros Stavroyiannis & Rangan Gupta
• The Role of Economic Policy Uncertainty in Predicting U.S. Recessions: A Mixed-Frequency Markov-Switching Vector Autoregressive Approach (RePEc:pre:wpaper:201558)
  by Mehmet Balcilar & Rangan Gupta & Mawuli Segnon
• Is Gold an Inflation-Hedge? Evidence from an Interrupted Markov-Switching Cointegration Model (RePEc:pre:wpaper:201559)
  by Goodness C. Aye & Tsangyao Chang & Rangan Gupta
• Energy Demand in South Africa: Is it Asymmetric? (RePEc:pre:wpaper:201560)
  by Rangan Gupta & Roula Inglesi-Lotz & John W. Muteba Mwamba
• Predicting Global Temperature Anomaly: A Definitive Investigation Using an Ensemble of Twelve Competing Forecasting Models (RePEc:pre:wpaper:201561)
  by Hossein Hassani & Emmanuel Sirimal Silva & Rangan Gupta & Sonali Das
• The Changing Dynamics of South Africa's Inflation Persistence: Evidence from a Quantile Regression Framework (RePEc:pre:wpaper:201563)
  by Rangan Gupta & Charl Jooste & Omid Ranjbar
• The Dynamic Impact of Uncertainty in Causing and Forecasting the Distribution of Oil Returns and Risk (RePEc:pre:wpaper:201564)
  by Giovanni Bonaccolto & Massimiliano Caporin & Rangan Gupta
• Asymmetric Granger Causality between Military Expenditures and Economic Growth in Top Six Defense Suppliers (RePEc:pre:wpaper:201565)
  by Abdulnasser Hatemi-J & Tsangyao Chang & Wen-Yi Chen & Feng-Li Lin & Rangan Gupta
• Are Health Care Expenditures and Personal Disposable Income Characterised by Asymmetric Behaviour? Evidence from US State-Level Data (RePEc:pre:wpaper:201566)
  by Mulatu F. Zerihun & Juncal Cunado & Rangan Gupta
• Forecasting Output Growth using a DSGE-Based Decomposition of the South African Yield Curve (RePEc:pre:wpaper:201567)
  by Rangan Gupta & Hylton Hollander & Rudi Steinbach
• South African Stock Returns Predictability using Domestic and Global Economic Policy Uncertainty: Evidence from a Nonparametric Causality-in-Quantiles Approach (RePEc:pre:wpaper:201570)
  by Mehmet Balcilar & Rangan Gupta & Clement Kyei
• Energy Efficiency Drivers in South Africa: 1965-2014 (RePEc:pre:wpaper:201571)
  by Goodness C. Aye & Rangan Gupta & Peter Wanke
• Common Cycles and Common Trends in the Stock and Oil markets: Evidence from More than 150 Years of Data (RePEc:pre:wpaper:201572)
  by Mehmet Balcilar & Rangan Gupta & Mark E. Wohar
• Is Economic Policy Uncertainty Related to Suicide Rates? Evidence from the United States (RePEc:pre:wpaper:201573)
  by Nikolaos Antonakakis & Rangan Gupta
• Persistence, Mean-Reversion and Non-Linearities in Infant Mortality Rates (RePEc:pre:wpaper:201574)
  by Luis A. Gil-Alana & Juncal Cunado & Rangan Gupta
• Predicting Stock Returns and Volatility with Investor Sentiment Indices: A Reconsideration using a Nonparametric Causality-in-Quantiles Test (RePEc:pre:wpaper:201575)
  by Mehmet Balcilar & Rangan Gupta & Clement Kyei
• Predictability of Sustainable Investments and the Role of Uncertainty: Evidence from a Non-Parametric Causality-in-Quantiles Test (RePEc:pre:wpaper:201576)
  by Nikolaos Antonakakis & Vassilios Babalos & Clement Kyei
• The Predictability of cay and cayMS for Stock and Housing Returns: A Nonparametric Causality in Quantile Test (RePEc:pre:wpaper:201577)
  by Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar
• Technical Efficiency of Connecticut Long Island Sound Lobster Fishery: A Nonparametric Approach to Aggregate Frontier Analysis (RePEc:pre:wpaper:201578)
  by Lei Chen & Rangan Gupta & Zinnia Mukherjee & Peter Wanke
• Dynamic Comovements between Housing and Oil Markets in the US over 1859 to 2013: A Note (RePEc:pre:wpaper:201579)
  by Nikolaos Antonakakis & Rangan Gupta & John W. Muteba Mwamba
• Time Series Analysis of Persistence in Crude Oil Price Volatility across Bull and Bear Regimes (RePEc:pre:wpaper:201580)
  by Luis A. Gil-Alana & Rangan Gupta & Olusanya E. Olubusoye & OlaOluwa S. Yaya
• The US Real GNP is Trend-Stationary After All (RePEc:pre:wpaper:201581)
  by Tolga Omay & Rangan Gupta & Giovanni Bonaccolto
• The Impact of Economic Policy Uncertainty on US Real Housing Returns and their Volatility: A Nonparametric Approach (RePEc:pre:wpaper:201582)
  by Christophe André & Lumengo Bonga-Bonga & Rangan Gupta & John W. Muteba Mwamba
• Development, Poverty and Inequality: A Spatial Analysis of South African Provinces (RePEc:pre:wpaper:201583)
  by Carlos P. Barros & Rangan Gupta
• The Time-Varying Correlation between Output and Prices in the United States over 1800 to 2014 (RePEc:pre:wpaper:201584)
  by Nikolaos Antonakakis & Rangan Gupta & Aviral K. Tiwari
• Forecasting Key US Macroeconomic Variables with a Factor-Augmented Qual VAR (RePEc:pre:wpaper:201585)
  by Rangan Gupta & Eric Olson & Mark E. Wohar
• The Role of Domestic and Global Economic Policy Uncertainties in Predicting Stock Returns and their Volatility for Hong Kong, Malaysia and South Korea: Evidence from a Nonparametric Causality-in-Quant (RePEc:pre:wpaper:201586)
  by Mehmet Balcilar & Rangan Gupta & Won Joong Kim & Clement Kyei
• Unconventional Monetary Policy Shocks in OECD Countries: How Important is the Extent of Policy Uncertainty? (RePEc:pre:wpaper:201587)
  by Rangan Gupta & Charl Jooste
• A Historical Analysis of the US Stock Price Index using Empirical Mode Decomposition over 1791-2015 (RePEc:pre:wpaper:201588)
  by Aviral K. Tiwari & Arif B. Dar & Niyati Bhanja & Rangan Gupta
• Forecasting Oil and Stock Returns with a Qual VAR using over 150 Years of Data (RePEc:pre:wpaper:201589)
  by Rangan Gupta & Mark E. Wohar
• Time-Frequency Relationship between Inflation and Inflation Uncertainty for the U.S.: Evidence from Historical Data (RePEc:pre:wpaper:201591)
  by Claudiu T. Albulescu & Aviral Kumar Twari & Stephen M. Miller & Rangan Gupta
• Does Uncertainty Move the Gold Price? New Evidence from a Nonparametric Causality-in-Quantiles Test (RePEc:pre:wpaper:201592)
  by Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch
• On International Uncertainty Links: BART-Based Empirical Evidence for Canada (RePEc:pre:wpaper:201594)
  by Rangan Gupta & Christian Pierdzioch & Marian Risse
• Causal Effects of the United States and Japan on Pacific-Rim Stock Markets: Nonparametric Quantile Causality Approach (RePEc:pre:wpaper:201595)
  by Mehmet Balcilar & Rangan Gupta & Duc K. Nguyen & Mark E. Wohar
• Predicting South African Equity Premium using Domestic and Global Economic Policy Uncertainty Indices: Evidence from a Bayesian Graphical Model (RePEc:pre:wpaper:201596)
  by Mehmet Balcilar & Rangan Gupta & Mampho P. Modise & John W. Muteba Mwamba
• Causality between Per Capita Real GDP and Income Inequality in the U.S.: Evidence from a Wavelet Analysis (RePEc:pre:wpaper:201597)
  by Shinhye Chang & Rangan Gupta & Stephen M. Miller
• On Exchange-Rate Movements and Gold-Price Fluctuations: Evidence for Gold-Producing Countries from a Nonparametric Causality-in-Quantiles Test (RePEc:pre:wpaper:201598)
  by Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch
• Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test (RePEc:pre:wpaper:201599)
  by Mehmet Balcilar & Rangan Gupta & Clement Kyei & Mark Wohar
• Forecasting South African Macroeconomic Variables with a Markov-Switching Small Open-Economy Dynamic Stochastic General Equilibrium Model (RePEc:pre:wpaper:201603)
  by Mehmet Balcilar & Rangan Gupta & Kevin Kotze
• Time-Varying Correlations between Inflation and Stock Prices in the United States over the Last Two Centuries (RePEc:pre:wpaper:201605)
  by Nikolaos Antonakakis & Rangan Gupta & Aviral K. Tiwari
• LPPLS Bubble Indicators over Two Centuries of the S&P 500 Index (RePEc:pre:wpaper:201606)
  by Qunzhi Zhang & Didier Sornette & Mehmet Balcilar & Rangan Gupta & Zeynel A. Ozdemir & Hakan Yetkiner
• Revisiting the Twin Deficits Hypothesis: A Quantile Cointegration Analysis over the Period of 1791-2013 (RePEc:pre:wpaper:201607)
  by Nikolaos Antonakakis & Juncal Cunado & Rangan Gupta & Mawuli K. Segnon
• Terror Attacks and Stock-Market Fluctuations: Evidence Based on a Nonparametric Causality-in-Quantiles Test for the G7 Countries (RePEc:pre:wpaper:201608)
  by Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch & Mark Wohar
• Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations (RePEc:pre:wpaper:201609)
  by Mehmet Balcilar & Riza Demirer & Rangan Gupta
• The Efficiency of the Art Market: Evidence from Variance Ratio Tests, Linear and Nonlinear Fractional Integration Approaches (RePEc:pre:wpaper:201610)
  by Goodness C. Aye & Luis A. Gil-Alana & Rangan Gupta & Mark Wohar
• Impact of Activity Tax in the Property-Owning and Subletting of Fixed Property Sectors on the South African Economy: A CGE Analysis (RePEc:pre:wpaper:201611)
  by Lumengo Bonga-Bonga & Jean Luc Erero & Rangan Gupta
• The Role of Current Account Balance in Forecasting the US Equity Premium: Evidence from a Quantile Predictive Regression Approach (RePEc:pre:wpaper:201612)
  by Rangan Gupta & Anandamayee Majumdar & Mark Wohar
• The Term Premium as a Leading Macroeconomic Indicator (RePEc:pre:wpaper:201613)
  by Vasilios Plakandaras & Periklis Gogas & Theophilos Papadimitriou & Rangan Gupta
• Productive Efficiency of Connecticut Long Island Lobster Fishery Using a Finite Mixture Model (RePEc:pre:wpaper:201614)
  by Rangan Gupta & Zinnia Mukherjee & Mike G. Tsionas & Peter Wanke
• Do Terror Attacks Affect the Dollar-Pound Exchange Rate? A Nonparametric Causality-in-Quantiles Analysis (RePEc:pre:wpaper:201615)
  by Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch & Mark Wohar
• Convergence Patterns in Sovereign Bond Yield Spreads: Evidence from the Euro Area (RePEc:pre:wpaper:201616)
  by Nikolaos Antonakakis & Christina Christou & Juncal Cunado & Rangan Gupta
• Market Efficiency of Baltic Stock Markets: A Fractional Integration Approach (RePEc:pre:wpaper:201617)
  by Luis A. Gil-Alana & Rangan Gupta & Olanrewaju I. Shittu & OlaOluwa S. Yaya
• An Analysis of the Relationship between U.S. State Level Carbon Dioxide Emissions and Health Care Expenditure (RePEc:pre:wpaper:201618)
  by Nicholas Apergis & Rangan Gupta & Chi Keung Marco Lau & Zinnia Mukherjee
• The Relationship between Commodity Markets and Commodity Mutual Funds: A Wavelet-Based Analysis (RePEc:pre:wpaper:201619)
  by Nikolaos Antonakakis & Tsangyao Chang & Juncal Cunado & Rangan Gupta
• Effectiveness of Monetary Policy in the Euro Area: The Role of US Economic Policy Uncertainty (RePEc:pre:wpaper:201620)
  by Mehmet Balcilar & Riza Demirer & Rangan Gupta & Reneé van Eyden
• Forecasting Equity Premium in a Panel of OECD Countries: The Role of Economic Policy Uncertainty (RePEc:pre:wpaper:201622)
  by Christina Christou & Rangan Gupta
• Periodically Collapsing Bubbles in the South African Stock Market (RePEc:pre:wpaper:201624)
  by Mehmet Balcilar & Rangan Gupta & Charl Jooste & Mark E. Wohar
• Testing the Efficiency of the Art Market using Quantile-Based Unit Root Tests with Sharp and Smooth Breaks (RePEc:pre:wpaper:201625)
  by Goodness C. Aye & Tsangyao Chang & Wen-Yi Chen & Rangan Gupta & Mark Wohar
• Do Terror Attacks Predict Gold Returns? Evidence from a Quantile-Predictive-Regression Approach (RePEc:pre:wpaper:201626)
  by Rangan Gupta & Anandamayee Majumdar & Christian Pierdzioch & Mark Wohar
• A Time Series Analysis of Long Island Sound Lobster Fishery (RePEc:pre:wpaper:201627)
  by Zinnia Mukherjee & Dipak K. Dey & Rangan Gupta
• Price Convergence Patterns across U.S. States (RePEc:pre:wpaper:201629)
  by Christina Christou & Juncal Cunado & Rangan Gupta
• Does U.S. News Impact Asian Emerging Markets? Evidence from Nonparametric Causality-in-Quantiles Test (RePEc:pre:wpaper:201631)
  by Mehmet Balcilar & Esin Cakan & Rangan Gupta
• Can Weather Conditions in New York Predict South African Stock Returns? (RePEc:pre:wpaper:201634)
  by Nicholas Apergis & Rangan Gupta
• Are Housing Price Cycles Asymmetric? Evidence from the US States and Metropolitan Areas (RePEc:pre:wpaper:201635)
  by Christophe Andre & Rangan Gupta & John W. Muteba Mwamba
• Does Economic Policy Uncertainty Forecast Real Housing Returns in a Panel of OECD Countries? A Bayesian Approach (RePEc:pre:wpaper:201637)
  by Christina Christou & Rangan Gupta & Christis Hassapis
• The Effect of Investor Sentiment on Gold Market Dynamics (RePEc:pre:wpaper:201638)
  by Mehmet Balcilar & Matteo Bonato & Riza Demirer & Rangan Gupta
• Components of Economic Policy Uncertainty and Predictability of US Stock Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantile Approach (RePEc:pre:wpaper:201639)
  by Nikolaos Antonakakis & Mehmet Balcilar & Rangan Gupta & Clement Kyei
• Housing Market Spillovers in South Africa: Evidence from an Estimated Small Open Economy DSGE Model (RePEc:pre:wpaper:201641)
  by Rangan Gupta & Xiaojin Sun
• The Effect of Gold Market Speculation on REIT Returns in South Africa: A Behavioral Perspective (RePEc:pre:wpaper:201643)
  by Kola Akinsomi & Mehmet Balcilar & Rıza Demirer & Rangan Gupta
• The Links between Crude Oil Prices and GCC Stock Markets: Evidence from Time-Varying Granger Causality Tests (RePEc:pre:wpaper:201644)
  by Mehmet Balcilar & İsmail H. Genç & Rangan Gupta
• Gold Futures Returns and Realized Moments: A Forecasting Experiment Using a Quantile-Boosting Approach (RePEc:pre:wpaper:201645)
  by Matteo Bonato & Riza Demirer & Rangan Gupta & Christian Pierdzioch
• Does U.S. Macroeconomic News Make the South African Stock Market Riskier? (RePEc:pre:wpaper:201646)
  by Esin Cakan & Rangan Gupta
• Time-Varying Persistence of Inflation: Evidence from a Wavelet-Based Approach (RePEc:pre:wpaper:201647)
  by Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller
• Geopolitical Risks and Stock Market Dynamics of the BRICS (RePEc:pre:wpaper:201648)
  by Mehmet Balcilar & Matteo Bonato & Riza Demirer & Rangan Gupta
• The Impact of Oil Shocks in a Small Open Economy New-Keynesian Dynamic Stochastic General Equilibrium Model for South Africa (RePEc:pre:wpaper:201652)
  by Rangan Gupta & Hylton Hollander & Mark E. Wohar
• The Effectiveness of Monetary Policy in South Africa under Inflation Targeting: Evidence from a Time-Varying Factor-Augmented Vector Autoregressive Model (RePEc:pre:wpaper:201653)
  by Goodness C. Aye & Mehmet Balcilar & Rangan Gupta
• Modelling Long Memory Volatility in the Bitcoin Market: Evidence of Persistence and Structural Breaks (RePEc:pre:wpaper:201654)
  by Elie Bouri & Luis A. Gil-Alana & Rangan Gupta & David Roubaud
• Near-Rational Expectations: How Far are Surveys from Rationality? (RePEc:pre:wpaper:201655)
  by Sergey Ivashchenko & Rangan Gupta
• Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach (RePEc:pre:wpaper:201656)
  by Helena Chuliá & Rangan Gupta & Jorge M. Uribe & Mark E. Wohar
• Efficiency in South African Agriculture: A Two-Stage Fuzzy Approach (RePEc:pre:wpaper:201658)
  by Goodness C. Aye & Rangan Gupta & Peter Wanke
• Forecasting using a Nonlinear DSGE Model (RePEc:pre:wpaper:201659)
  by Sergey Ivashchenko & Rangan Gupta
• Do Trend Extraction Approaches Affect Causality Detection in Climate Change Studies? (RePEc:pre:wpaper:201660)
  by Xu Huang & Hossein Hassani & Mansi Ghodsi & Zinnia Mukherjee & Rangan Gupta
• Economic Policy Uncertainty and Stock Market Returns in Pacific-Rim Countries: Evidence based on a Bayesian Panel VAR Model (RePEc:pre:wpaper:201661)
  by Christina Christou & Juncal Cunado & Rangan Gupta & Christis Hassapis
• Can Volume Predict Bitcoin Returns and Volatility? A Nonparametric Causality-in-Quantiles Approach (RePEc:pre:wpaper:201662)
  by Mehmet Balcilar & Elie Bouri & Rangan Gupta & David Roubaud
• Is Inflation Persistence Different in Reality? (RePEc:pre:wpaper:201663)
  by Nikolaos Antonakakis & Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta
• Merger and Acquisitions in South African Banking: A Network DEA Model (RePEc:pre:wpaper:201665)
  by Peter Wanke & Andrew Maredza & Rangan Gupta
• Analysis of Herding in REITs of an Emerging Market: The Case of Turkey (RePEc:pre:wpaper:201666)
  by Omokolade Akinsomi & Yener Coskun & Rangan Gupta
• Forecasting US GNP Growth: The Role of Uncertainty (RePEc:pre:wpaper:201667)
  by Mawuli Segnon & Rangan Gupta & Stelios Bekiros & Mark E. Wohar
• Differences of Opinion and Stock Market Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach (RePEc:pre:wpaper:201668)
  by Mehmet Balcilar & Riza Demirer & Rangan Gupta & Mark E. Wohar
• The Depreciation of the Pound Post-Brexit: Could it have been Predicted? (RePEc:pre:wpaper:201670)
  by Vasilios Plakandaras & Rangan Gupta & Mark E. Wohar
• Does Geopolitical Risks Predict Stock Returns and Volatility of Leading Defense Companies? Evidence from a Nonparametric Approach (RePEc:pre:wpaper:201671)
  by Nicholas Apergis & Matteo Bonato & Rangan Gupta & Clement Kyei
• Asymmetric dynamics of insurance premium: The impacts of output and economic policy uncertainty (RePEc:pre:wpaper:201673)
  by Rangan Gupta & Amine Lahiani & Chi-Chuan Lee & Chien-Chiang Lee
• Causal Relationships between Economic Policy Uncertainty and Housing Market Returns in China and India: Evidence from Linear and Nonlinear Panel and Time Series Models (RePEc:pre:wpaper:201674)
  by Sheung-Chi Chow & Juncal Cunado & Rangan Gupta & Wing-Keung Wong
• Does Country Risks Predict Stock Returns and Volatility? Evidence from a Nonparametric Approach (RePEc:pre:wpaper:201675)
  by Tahir Suleman & Rangan Gupta & Mehmet Balcilar
• On REIT Returns and (Un-) Expected Inflation: Empirical Evidence Based on Bayesian Additive Regression Trees (RePEc:pre:wpaper:201677)
  by Christian Pierdzioch & Marian Risse & Rangan Gupta & Wendy Nyakabawo
• Chaos in G7 Stock Markets using Over One Century of Data: A Note (RePEc:pre:wpaper:201678)
  by Aviral Kumar Tiwari & Rangan Gupta & Stelios Bekiros
• The Predictive Power of Industrial Electricity Usage Revisited: Evidence from Nonparametric Causality Tests (RePEc:pre:wpaper:201679)
  by Matteo Bonato & Riza Demirer & Rangan Gupta
• Forecasting the Probability of Recessions in South Africa: The Role of Decomposed Term-Spread and Economic Policy Uncertainty (RePEc:pre:wpaper:201680)
  by Goodness C. Aye & Christina Christou & Luis A. Gil-Alana & Rangan Gupta
• The Impact of US Uncertainty on the Euro Area in Good and Bad Times: Evidence from a Quantile Structural Vector Autoregressive Model (RePEc:pre:wpaper:201681)
  by Rangan Gupta & Chi Keung Marco Lau & Mark E. Wohar
• The Relationship between the Inflation Rate and Inequality across US States: A Semiparametric Approach (RePEc:pre:wpaper:201682)
  by Mehmet Balcilar & Shinhye Chang & Rangan Gupta & Stephen M. Miller
• Modeling U.S. Historical Time-Series Prices and Inflation Using Various Linear and Nonlinear Long-Memory Approaches (RePEc:pre:wpaper:201683)
  by Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller
• Do Leading Indicators Forecast U.S. Recessions? A Nonlinear Re-Evaluation Using Historical Data (RePEc:pre:wpaper:201685)
  by Vasilios Plakandaras & Juncal Cunado & Rangan Gupta & Mark E. Wohar
• The Role of Partisan Conflict in Forecasting the U.S. Equity Premium: A Nonparametric Approach (RePEc:pre:wpaper:201686)
  by Rangan Gupta & John W. Muteba Mwamba & Mark E. Wohar
• Impact of Volatility and Equity Market Uncertainty on Herd Behavior: Evidence from UK REITs (RePEc:pre:wpaper:201688)
  by Omokolade Akinsomi & Yener Coskun & Rangan Gupta & Chi Keung Marco Lau
• The Relationship between Stock Market Volatility and Trading Volume: Evidence from South Africa (RePEc:pre:wpaper:201689)
  by Pramod Kumar Naik & Rangan Gupta & Puja Padhi
• Does Bitcoin Hedge Global Uncertainty? Evidence from Wavelet-Based Quantile-in-Quantile Regressions (RePEc:pre:wpaper:201690)
  by Elie Bouri & Rangan Gupta & Aviral Kumar Tiwari & David Roubaud
• Geopolitical Risks and the Oil-Stock Nexus Over 1899-2016 (RePEc:pre:wpaper:201702)
  by Nikolaos Antonakakis & Rangan Gupta & Christos Kollias & Stephanos Papadamou
• Openness and Growth: Is the Relationship Non-Linear? (RePEc:pre:wpaper:201703)
  by Rangan Gupta & Lardo Stander & Andrea Vaona
• Does Global Fear Predict Fear in BRICS Stock Markets? Evidence from a Bayesian Graphical VAR Model (RePEc:pre:wpaper:201704)
  by Elie Bouri & Rangan Gupta & Seyedmehdi Hosseini & Chi Keung Marco Lau
• Current Account Sustainability in G7 and BRICS: Evidence from a Long Memory Model with Structural Breaks (RePEc:pre:wpaper:201705)
  by Christophe André & Tsangyao Chang & Luis A. Gil-Alana & Rangan Gupta
• Causality between Output and Income Inequality across US States: Evidence from a Heterogeneous Mixed Panel Approach (RePEc:pre:wpaper:201706)
  by Shinhye Chang & Hsiao-Ping Chu & Rangan Gupta & Stephen M. Miller
• Do House Prices Hedge Inflation in the US? A Quantile Cointegration Approach (RePEc:pre:wpaper:201707)
  by Christina Christou & Rangan Gupta & Wendy Nyakabawo & Mark E. Wohar
• Is Wine a Safe-Haven? Evidence from a Nonparametric Causality-in-Quantiles Test (RePEc:pre:wpaper:201708)
  by Nikolaos Antonakakis & Mehmet Balcilar & Elie Bouri & Rangan Gupta
• Monetary Policy and Financial Frictions in a Small Open-Economy Model for Uganda (RePEc:pre:wpaper:201710)
  by Francis Leni Anguyo & Rangan Gupta & Kevin Kotze
• Asymmetric Behaviour in Nominal and Real Housing Prices: Evidence from Advanced and Emerging Economies (RePEc:pre:wpaper:201711)
  by Christophe André & Nikolaos Antonakakis & Rangan Gupta & Mulatu F. Zerihun
• The International REIT's Time-Varying Response to the U.S. Monetary Policy and Macroeconomic Surprises (RePEc:pre:wpaper:201712)
  by Hardik A. Marfatia & Rangan Gupta & Esin Cakan
• Persistence, Mean Reversion and Nonlinearities in Inflation Rates of Developed and Developing Countries Using Over One Century of Data (RePEc:pre:wpaper:201713)
  by Luis A. Gil-Alana & Rangan Gupta
• The Impact of Macroeconomic News Surprises and Uncertainty of Major Economies on Returns and Volatility of Oil Futures (RePEc:pre:wpaper:201715)
  by Walid Bahloul & Rangan Gupta
• Credit Ratings and Predictability of Stock Returns and Volatility of the BRICS and the PIIGS: Evidence from a Nonparametric Causality-in-Quantiles Approach (RePEc:pre:wpaper:201719)
  by Mehmet Balcilar & Deven Bathia & Riza Demirer & Rangan Gupta
• Does Inequality Help in Forecasting Equity Premium in a Panel of G7 Countries? (RePEc:pre:wpaper:201720)
  by Christina Christou & Rangan Gupta & Fredj Jawadi
• The Role of Economic and Financial Uncertainties in Predicting Commodity Futures Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantiles Test (RePEc:pre:wpaper:201725)
  by Walid Bahloul & Mehmet Balcilar & Juncal Cunado & Rangan Gupta
• OPEC News and Predictability of Oil Futures Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach (RePEc:pre:wpaper:201726)
  by Rangan Gupta & Seong-Min Yoon
• Price Jumps in Developed Stock Markets: The Role of Monetary Policy Committee Meetings (RePEc:pre:wpaper:201727)
  by Rangan Gupta & Chi Keng Marco Lau & Ruipeng Liu & Hardik A. Marfatia
• Do Bivariate Multifractal Models Improve Volatility Forecasting in Financial Time Series? An Application to Foreign Exchange and Stock Markets (RePEc:pre:wpaper:201728)
  by Ruipeng Liu & Riza Demirer & Rangan Gupta & Mark E. Wohar
• Network Causality Structures among Bitcoin and other Financial Assets: A Directed Acyclic Graph Approach (RePEc:pre:wpaper:201729)
  by Qiang Ji & Elie Bouri & Rangan Gupta & David Roubaud
• News Implied Volatility and the Stock-Bond Nexus: Evidence from Historical Data for the USA and the UK Markets (RePEc:pre:wpaper:201730)
  by Rangan Gupta & Christos Kollias & Stephanos Papadamou & Mark E. Wohar
• Wealth-to-Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test (RePEc:pre:wpaper:201731)
  by Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar
• Uncertainty and Forecasts of U.S. Recessions (RePEc:pre:wpaper:201732)
  by Christian Pierdzioch & Rangan Gupta
• Are Stock Returns an Inflation Hedge for the UK? Evidence from a Wavelet Analysis Using Over Three Centuries of Data (RePEc:pre:wpaper:201735)
  by Aviral Kumar Tiwari & Juncal Cunado & Rangan Gupta & Mark E. Wohar
• A Note on the Impact of Unconventional Monetary Policy Shocks in the US on Emerging Market REITs: A Qual VAR Approach (RePEc:pre:wpaper:201736)
  by Rangan Gupta & Hardik A. Marfatia
• Macroeconomic Uncertainty, Growth and Inflation in the Eurozone: A Causal Approach (RePEc:pre:wpaper:201737)
  by Vasilios Plakandaras & Rangan Gupta & Periklis Gogas & Theophilos Papadimitriou
• Monetary Policy Reaction Functions of the TICKs: A Quantile Regression Approach (RePEc:pre:wpaper:201738)
  by Christina Christou & Ruthira Naraidoo & Rangan Gupta & Won Joong Kim
• Are Multifractal Processes Suited to Forecasting Electricity Price Volatility? Evidence from Australian Intraday Data (RePEc:pre:wpaper:201739)
  by Mawuli Segnon & Chi Keung Lau & Bernd Wilfling & Rangan Gupta
• Unemployment Rate Hysteresis and the Great Recession: Exploring the Metropolitan Evidence (RePEc:pre:wpaper:201740)
  by Giorgio Canarella & Rangan Gupta & Stephen M. Miller & Stephen K. Pollard
• Partisan Conflict and Income Distribution in the United States: A Nonparametric Causality-in-Quantiles Approach (RePEc:pre:wpaper:201741)
  by Mehmet Balcilar & Seyi Saint Akadiri & Rangan Gupta & Stephen M. Miller
• U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict (RePEc:pre:wpaper:201742)
  by Rangan Gupta & Chi Keung Marco Lau & Stephen M. Miller & Mark E. Wohar
• Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note (RePEc:pre:wpaper:201743)
  by Elie Bouri & Riza Demirer & Rangan Gupta & Hardik A. Marfatia
• Does Partisan Conflict Predict a Reduction in US Stock Market (Realized) Volatility? Evidence from a Quantile-on-Quantile Regression Model (RePEc:pre:wpaper:201744)
  by Rangan Gupta & Christian Pierdzioch & Refk Selmi & Mark E. Wohar
• A Copula-Based Quantile-on-Quantile Regression Approach to Modeling Dependence Structure between Stock and Bond Returns: Evidence from Historical Data of India, South Africa, UK and US (RePEc:pre:wpaper:201747)
  by Refk Selmi & Christos Kollias & Stephanos Papadamou & Rangan Gupta
• Monetary Policy, Financial Frictions and Structural Changes: A Markov-Switching DSGE Approach (RePEc:pre:wpaper:201748)
  by Francis Leni Anguyo & Rangan Gupta & Kevin Kotzé
• Oil Speculation and Herding Behavior in Emerging Stock Markets (RePEc:pre:wpaper:201749)
  by Esin Cakan & Rıza Demirer & Rangan Gupta & Hardik A. Marfatia
• Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles (RePEc:pre:wpaper:201750)
  by Elie Bouri & Rangan Gupta & Chi Keung Marco Lau & David Roubaud & Shixuan Wang
• On the Predictability of Stock Market Bubbles: Evidence from LPPLS ConfidenceTM Multi-scale Indicators (RePEc:pre:wpaper:201752)
  by Riza Demirer & Guilherme Demos & Rangan Gupta & Didier Sornette
• Does Gold Act as a Hedge against Inflation in the UK? Evidence from a Fractional Cointegration Approach Over 1257 to 2016 (RePEc:pre:wpaper:201753)
  by Goodness C. Aye & Hector Carcel & Luis A. Gil-Alana & Rangan Gupta
• OPEC News Announcement Effect on Volatility in the Crude Oil Market: A Reconsideration (RePEc:pre:wpaper:201754)
  by Rangan Gupta & Chi Keung Marco Lau & Seong-Min Yoon
• The Role of Term Spread and Pattern Changes in Predicting Stock Returns and Volatility of the United Kingdom: Evidence from a Nonparametric Causality-in-Quantiles Test Using Over 250 Years of Data (RePEc:pre:wpaper:201755)
  by Rangan Gupta & Marian Risse & David A. Volkman & Mark E. Wohar
• Predicting Stock Market Movements with a Time-Varying Consumption-Aggregate Wealth Ratio (RePEc:pre:wpaper:201756)
  by Tsangyao Chang & Rangan Gupta & Anandamayee Majumdar & Christian Pierdzioch
• The Effect of Economic Uncertainty on the Housing Market Cycle (RePEc:pre:wpaper:201757)
  by Goodness C. Aye & Matthew W. Clance & Rangan Gupta
• Country Risk Ratings and Stock Market Returns in BRICS Countries: A Nonlinear Dynamic Approach (RePEc:pre:wpaper:201758)
  by Adnen Ben Nasr & Juncal Cunado & Rıza Demirer & Rangan Gupta
• Risk Spillover between the US and the Remaining G7 Stock Markets Using Time-Varying Copulas with Markov Switching: Evidence from Over a Century of Data (RePEc:pre:wpaper:201759)
  by Qiang Ji & Bing-Yue Liu & Juncal Cunado & Rangan Gupta
• Testing for Asymmetric Nonlinear Short- and Long-Run Relationships between Bitcoin, Aggregate Commodity and Gold Prices (RePEc:pre:wpaper:201760)
  by Elie Bouri & Rangan Gupta & Amine Lahiani & Muhammad Shahbaz
• A Note on the Technology Herd: Evidence from Large Institutional Investors (RePEc:pre:wpaper:201761)
  by Esin Cakan & Rıza Demirer & Rangan Gupta & Josine Uwilingiye
• Time-Varying Rare Disaster Risks, Oil Returns and Volatility (RePEc:pre:wpaper:201762)
  by Rıza Demirer & Rangan Gupta & Tahir Suleman & Mark E. Wohar
• Kuznets Curve for the US: A Reconsideration Using Cosummability (RePEc:pre:wpaper:201763)
  by Adnen Ben Nasr & Mehmet Balcilar & Seyi Saint Akadiri & Rangan Gupta
• Volatility Spillovers between Interest Rates and Equity Markets of Developed Economies: A Note (RePEc:pre:wpaper:201764)
  by Wilson Donzwa & Rangan Gupta & Mark E. Wohar
• Time-Varying Role of Macroeconomic Shocks on House Prices in the US and UK: Evidence from Over 150 Years of Data (RePEc:pre:wpaper:201765)
  by Vasilios Plakandaras & Rangan Gupta & Constantinos Katrakilidis & Mark E. Wohar
• Common Business Cycles and Volatilities in US States and MSAs: The Role of Economic Uncertainty (RePEc:pre:wpaper:201766)
  by Rangan Gupta & Jun Ma & Marian Risse & Mark E. Wohar
• Exchange Rate Returns and Volatility: The Role of Time-Varying Rare Disaster Risks (RePEc:pre:wpaper:201767)
  by Rangan Gupta & Tahir Suleman & Mark E. Wohar
• The Role of Time-Varying Rare Disaster Risks in Predicting Bond Returns and Volatility (RePEc:pre:wpaper:201770)
  by Rangan Gupta & Tahir Suleman & Mark E. Wohar
• Time-Varying Efficiency of Developed and Emerging Bond Markets: Evidence from Long-Spans of Historical Data (RePEc:pre:wpaper:201771)
  by Lanouar Charfeddine & Karim Ben Khediri & Goodness C. Aye & Rangan Gupta
• Inflation Dynamics in Uganda: A Quantile Regression Approach (RePEc:pre:wpaper:201772)
  by Francis Leni Anguyo & Rangan Gupta & Kevin Kotzé
• Long-Run Movement and Predictability of Bond Spread for BRICS and PIIGS: The Role of Economic, Financial and Political Risks (RePEc:pre:wpaper:201773)
  by Sheung-Chi Chow & Rangan Gupta & Tahir Suleman & Wing-Keung Wong
• The Role of Economic Uncertainty in Forecasting Exchange Rate Returns and Realized Volatility: Evidence from Quantile Predictive Regressions (RePEc:pre:wpaper:201774)
  by Christina Christou & Rangan Gupta & Christis Hassapis & Tahir Suleman
• Oil Returns and Volatility: The Role of Mergers and Acquisitions (RePEc:pre:wpaper:201775)
  by Martijn Bos & Riza Demirer & Rangan Gupta & Aviral Kumar Tiwari
• Economic Policy Uncertainty and Insurance (RePEc:pre:wpaper:201776)
  by Mehmet Balcilar & Rangan Gupta & Chien-Chiang Lee & Godwin Olasehinde-Williams
• Geopolitical Risks, Returns and Volatility in Emerging Stock Markets: Evidence from a Panel GARCH Model (RePEc:pre:wpaper:201777)
  by Christos Bouras & Christina Christou & Rangan Gupta & Tahir Suleman
• Time-Varying Causality between Equity and Currency Returns in the United Kingdom: Evidence from Over Two Centuries of Data (RePEc:pre:wpaper:201778)
  by Patrick Kanda & Michael Burke & Rangan Gupta
• An Assessment of UK Macroeconomic Volatility: Historical Evidence Using Over Seven Centuries of Data (RePEc:pre:wpaper:201779)
  by Vasilios Plakandaras & Rangan Gupta & Mark E. Wohar
• Volatility Spillovers across Global Asset Classes: Evidence from Time and Frequency Domains (RePEc:pre:wpaper:201780)
  by Aviral Kumar Tiwari & Juncal Cunado & Rangan Gupta & Mark E. Wohar
• Is Wine a Good Choice for Investment? (RePEc:pre:wpaper:201781)
  by Elie Bouri & Rangan Gupta & Wing-Keung Wong & Zhenzhen Zhu
• The Effectiveness of Monetary and Fiscal Policy Shocks on U.S. Inequality: The Role of Uncertainty (RePEc:pre:wpaper:201782)
  by Goodness C. Aye & Matthew W. Clance & Rangan Gupta
• Insurance-Growth Nexus in Africa (RePEc:pre:wpaper:201801)
  by Mehmet Balcilar & Rangan Gupta & Chien-Chiang Lee & Godwin Olasehinde-Williams
• Dynamic Connectedness of Uncertainty across Developed Economies: A Time-Varying Approach (RePEc:pre:wpaper:201802)
  by Nikolaos Antonakakis & David Gabauer & Rangan Gupta & Vasilios Plakandaras
• Does Financial Development Affect Income Inequality in the U.S. States? A Panel Data Analysis (RePEc:pre:wpaper:201803)
  by Manoel Bittencourt & Shinhye Chang & Rangan Gupta & Stephen M. Miller
• Investor Sentiment and Crash Risk in Safe Havens (RePEc:pre:wpaper:201804)
  by Adnen Ben Nasr & Matteo Bonato & Riza Demirer & Rangan Gupta
• Volatility Jumps: The Role of Geopolitical Risks (RePEc:pre:wpaper:201805)
  by Konstantinos Gkillas & Rangan Gupta & Mark E. Wohar
• International Monetary Policy Spillovers: Evidence from a TVP-VAR (RePEc:pre:wpaper:201806)
  by Nikolaos Antonakakis & David Gabauer & Rangan Gupta
• Geopolitical Risks and Recessions in a Panel of Advanced Economies: Evidence from Over a Century of Data (RePEc:pre:wpaper:201807)
  by Matthew W. Clance & Rangan Gupta & Mark E. Wohar
• Does Liquidity Risk Explain the Time-Variation in Asset Correlations? Evidence from Stocks, Bonds and Commodities (RePEc:pre:wpaper:201808)
  by Zintle Twala & Riza Demirer & Rangan Gupta
• The Predictive Value of Inequality Measures for Stock Returns: An Analysis of Long-Span UK Data Using Quantile Random Forests (RePEc:pre:wpaper:201809)
  by Rangan Gupta & Christian Pierdzioch & Andrew J. Vivian & Mark E. Wohar
• Persistence of Economic Uncertainty: A Comprehensive Analysis (RePEc:pre:wpaper:201810)
  by Vasilios Plakandaras & Rangan Gupta & Mark E. Wohar
• Presidential Cycles and Time-Varying Bond-Stock Correlations: Evidence from More than Two Centuries of Data (RePEc:pre:wpaper:201811)
  by Riza Demirer & Rangan Gupta
• Spillovers between Bitcoin and other Assets during Bear and Bull Markets (RePEc:pre:wpaper:201812)
  by Elie Bouri & Mahamitra Das & Rangan Gupta & David Roubaud
• Oil Price Volatility and Economic Growth: Evidence from Advanced OECD Countries using over One Century of Data (RePEc:pre:wpaper:201813)
  by Mamothoana Difeto & Reneé van Eyden & Rangan Gupta & Mark E. Wohar
• Investor Sentiment Connectedness: Evidence from Linear and Nonlinear Causality Approaches (RePEc:pre:wpaper:201814)
  by Aviral Kumar Tiwari & Deven Bathia & Elie Bouri & Rangan Gupta
• Information Spillover across International Real Estate Investment Trusts: Evidence from an Entropy-Based Network Analysis (RePEc:pre:wpaper:201815)
  by Qiang Ji & Hardik A. Marfatia & Rangan Gupta
• Persistence in Trends and Cycles of Gold and Silver Prices: Evidence from Historical Data (RePEc:pre:wpaper:201816)
  by Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta
• High-Frequency Impact of Monetary Policy and Macroeconomic Surprises on US MSAs and Aggregate US Housing Returns and Volatility: A GJR-GARCH Approach (RePEc:pre:wpaper:201817)
  by Wendy Nyakabawo & Rangan Gupta & Hardik A. Marfatia
• The Synergistic Effect of Insurance and Banking Sector Activities on Economic Growth in Africa (RePEc:pre:wpaper:201818)
  by Mehmet Balcilar & Rangan Gupta & Chien-Chiang Lee & Godwin Olasehinde-Williams
• Growth Volatility and Inequality in the U.S.: A Wavelet Analysis (RePEc:pre:wpaper:201819)
  by Shinhye Chang & Rangan Gupta & Stephen M. Miller & Mark E. Wohar
• Asymmetric Effects of Inequality on Per Capita Real GDP of the United States (RePEc:pre:wpaper:201820)
  by Adnen Ben Nasr & Mehmet Balcilar & Rangan Gupta & Seyi Saint Akadiri
• Dynamic and Asymmetric Response of Inequality to Income Volatility: The Case of the United Kingdom (RePEc:pre:wpaper:201821)
  by Goodness C. Aye & Giray Gozgor & Rangan Gupta
• Are BRICS Exchange Rates Chaotic? (RePEc:pre:wpaper:201822)
  by Vasilios Plakandaras & Rangan Gupta & Luis A. Gil-Alana & Mark E. Wohar
• Is There a Role for Uncertainty in Forecasting Output Growth in OECD Countries? Evidence from a Time Varying Parameter-Panel Vector Autoregressive Model (RePEc:pre:wpaper:201823)
  by Goodness C. Aye & Rangan Gupta & Chi Keung Marco Lau & Xin Sheng
• Stock Market Efficiency Analysis using Long Spans of Data: A Multifractal Detrended Fluctuation Approach (RePEc:pre:wpaper:201824)
  by Aviral Kumar Tiwari & Goodness C. Aye & Rangan Gupta
• Oil Shocks and Volatility Jumps (RePEc:pre:wpaper:201825)
  by Konstantinos Gkillas & Rangan Gupta & Mark E. Wohar
• Predicting International Equity Returns: Evidence from Time-Varying Parameter Vector Autoregressive Models (RePEc:pre:wpaper:201826)
  by Rangan Gupta & Florian Huber & Philipp Piribauer
• Insurance Activity and Economic Performance: Fresh Evidence from Asymmetric Panel Causality Tests (RePEc:pre:wpaper:201828)
  by Abdulnasser Hatemi-J & Chi-Chuan Lee & Chien-Chiang Lee & Rangan Gupta
• On the Transmission Mechanism of Country-Specific and International Economic Uncertainty Spillovers: Evidence from a TVP-VAR Connectedness Decomposition Approach (RePEc:pre:wpaper:201829)
  by David Gabauer & Rangan Gupta
• Predicting Stock Market Movements in the United States: The Role of Presidential Approval Ratings (RePEc:pre:wpaper:201830)
  by Rangan Gupta & Patrick Kanda & Mark E. Wohar
• A Wavelet Analysis of the Relationship between Oil and Natural Gas Prices (RePEc:pre:wpaper:201831)
  by Aviral Kumar Tiwari & Zinnia Mukherjee & Rangan Gupta & Mehmet Balcilar
• Macroeconomic Uncertainty and the Comovement in Buying versus Renting in the United States (RePEc:pre:wpaper:201832)
  by Goodness C. Aye & Rangan Gupta
• Frequency-Dependent Real-Time Effects of Uncertainty in the United States: Evidence from Daily Data (RePEc:pre:wpaper:201833)
  by Yanele Nyamela & Vasilios Plakandaras & Rangan Gupta
• Herding Behaviour in the Cryptocurrency Market (RePEc:pre:wpaper:201834)
  by Elie Bouri & Rangan Gupta & David Roubaud
• Effects of Geopolitical Risks on Trade Flows: Evidence from the Gravity Model (RePEc:pre:wpaper:201835)
  by Ender Demir & Giray Gozgor & Rangan Gupta & Huseyin Kaya
• Efficiency in BRICS Currency Markets using Long-Spans of Data: Evidence from Model-Free Tests of Directional Predictability (RePEc:pre:wpaper:201836)
  by Rangan Gupta & Vasilios Plakandaras
• Bayesian Spatial Modeling for Housing Data in South Africa (RePEc:pre:wpaper:201837)
  by Bingling Wang & Sudipto Banerjee & Rangan Gupta
• Persistence and Cyclical Dynamics of US and UK House Prices: Evidence from Over 150 Years of Data (RePEc:pre:wpaper:201838)
  by Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller
• Conventional and Unconventional Monetary Policy Reaction to Uncertainty in Advanced Economies: Evidence from Quantile Regressions (RePEc:pre:wpaper:201839)
  by Christina Christou & Ruthira Naraidoo & Rangan Gupta
• Greek Economic Policy Uncertainty: Does it Matter for the European Union? (RePEc:pre:wpaper:201840)
  by Nikolaos Antonakakis & David Gabauer & Rangan Gupta
• Time-Varying Impact of Geopolitical Risks on Oil Prices (RePEc:pre:wpaper:201841)
  by Juncal Cunado & Rangan Gupta & Chi Keung Marco Lau & Xin Sheng
• The Role of Housing Sentiment in Forecasting US Home Sales Growth: Evidence from a Bayesian Compressed Vector Autoregressive Model (RePEc:pre:wpaper:201842)
  by Rangan Gupta & Chi Keung Marco Lau & Vasilios Plakandaras & Wing-Keung Wong
• Uncertainty and Volatility Jumps in the Pound-Dollar Exchange Rate: Evidence from Over One Century of Data (RePEc:pre:wpaper:201843)
  by Konstantinos Gkillas & Rangan Gupta & Dimitrios Vortelinos
• Income Inequality and Economic Growth: A Re-Examination of Theory and Evidence (RePEc:pre:wpaper:201844)
  by Mehmet Balcilar & Rangan Gupta & Wei Ma & Philton Makena
• Monetary Policy and Bubbles in US REITs (RePEc:pre:wpaper:201845)
  by Petre Caraiani & Adrian Cantemir Călin & Rangan Gupta
• Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests (RePEc:pre:wpaper:201846)
  by Riza Demirer & Rangan Gupta & Zhihui Lv & Wing-Keung Wong
• Point and Density Forecasts of Oil Returns: The Role of Geopolitical Risks (RePEc:pre:wpaper:201847)
  by Vasilios Plakandaras & Rangan Gupta & Wing-Keung Wong
• Time-Varying Predictability of Oil Market Movements Over a Century of Data: The Role of US Financial Stress (RePEc:pre:wpaper:201848)
  by Rangan Gupta & Patrick Kanda & Aviral Kumar Tiwari & Mark E. Wohar
• Macroeconomic Shocks and Changing Dynamics of the U.S. REITs Sector (RePEc:pre:wpaper:201849)
  by Rangan Gupta & Zhihui Lv & Wing-Keung Wong
• Spillover of Mortgage Default Risks in the United States: Evidence from Metropolitan Statistical Areas and States (RePEc:pre:wpaper:201850)
  by Qiang Ji & Rangan Gupta & Festus Victor Bekun & Mehmet Balcilar
• The Role of Monetary Policy Uncertainty in Predicting Equity Market Volatility of the United Kingdom: Evidence from over 150 Years of Data (RePEc:pre:wpaper:201851)
  by Rangan Gupta & Mark E. Wohar
• Manager Sentiment and Stock Market Volatility (RePEc:pre:wpaper:201853)
  by Rangan Gupta
• Socio-Political Instability and Growth Dynamics (RePEc:pre:wpaper:201855)
  by Manoel Bittencourt & Rangan Gupta & Philton Makena & Lardo Stander
• The Impact of US Uncertainty Shocks on a Panel of Advanced and Emerging Market Economies: The Role of Exchange Rate, Trade and Financial Channels (RePEc:pre:wpaper:201857)
  by Rangan Gupta & Godwin Olasehinde-Williams & Mark E. Wohar
• Does Global Economic Uncertainty Matter for the Volatility and Hedging Effectiveness of Bitcoin? (RePEc:pre:wpaper:201858)
  by Libing Fang & Elie Bouri & Rangan Gupta & David Roubaud
• Does Inequality Really Matter in Forecasting Real Housing Returns of the United Kingdom? (RePEc:pre:wpaper:201859)
  by Hossein Hassani & Mohammad Reza Yeganegi & Rangan Gupta
• Geopolitical Risks and the Predictability of Regional Oil Returns and Volatility (RePEc:pre:wpaper:201860)
  by Riza Demirer & Rangan Gupta & Qiang Ji & Aviral Kumar Tiwari
• Firm-Level Political Risk and Asymmetric Volatility (RePEc:pre:wpaper:201861)
  by Goodness C. Aye & Mehmet Balcilar & Riza Demirer & Rangan Gupta
• Forecasting with Second-Order Approximations and Markov Switching DSGE Models (RePEc:pre:wpaper:201862)
  by Sergey Ivashchenko & Semih Emre Çekin & Kevin Kotzé & Rangan Gupta
• Time-Varying Causal Relationship between Stock Market and Unemployment in the United Kingdom: Historical Evidence from 1855 to 2017 (RePEc:pre:wpaper:201863)
  by Xolani Sibande & Rangan Gupta & Mark E. Wohar
• On the Transmission Mechanism of Asia-Pacific Yield Curve Characteristics (RePEc:pre:wpaper:201864)
  by Sowmya Subramaniam & David Gabauer & Rangan Gupta
• Oil Price-Inflation Pass-Through in the United States over 1871 to 2018: A Wavelet Coherency Analysis (RePEc:pre:wpaper:201865)
  by Aviral Kumar Tiwari & Juncal Cunado & Abdulnasser Hatemi-J & Rangan Gupta
• Predicting Aggregate and State-Level US House Price Volatility: The Role of Sentiment (RePEc:pre:wpaper:201866)
  by Rangan Gupta & Chi Keung Marco Lau & Wendy Nyakabawo
• Measuring Co-Dependencies of Economic Policy Uncertainty in Latin American Countries using Vine Copulas (RePEc:pre:wpaper:201867)
  by Semih Emre Cekin & Ashis Kumar Pradhan & Aviral Kumar Tiwari & Rangan Gupta
• Forecasting Changes of Economic Inequality: A Boosting Approach (RePEc:pre:wpaper:201868)
  by Christian Pierdzioch & Rangan Gupta & Hossein Hassani & Emmanuel Silva
• Long-Memory Modeling and Forecasting: Evidence from the U.S. Historical Series of Inflation (RePEc:pre:wpaper:201869)
  by Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller
• Time-Varying Impact of Uncertainty Shocks on the US Housing Market (RePEc:pre:wpaper:201870)
  by Christina Christou & Rangan Gupta & Wendy Nyakabawo
• Jumps Beyond the Realms of Cricket: India’s Performance in One Day Internationals and Stock Market Movements (RePEc:pre:wpaper:201871)
  by Konstantinos Gkillas & Rangan Gupta & Chi Keung Marco Lau & Tahir Suleman
• Why must it always be so Real with Tax Evasion? (RePEc:pre:wpaper:201872)
  by Rangan Gupta & Philton Makena
• Forecasting Interest Rate Volatility of the United Kingdom: Evidence from over 150 Years of Data (RePEc:pre:wpaper:201873)
  by Hossein Hassani & Mohammad Reza Yeganegi & Juncal Cunado & Rangan Gupta
• Presidential Cycles in the United States and the Dollar-Pound Exchange Rate: Evidence from over Two Centuries of Data (RePEc:pre:wpaper:201874)
  by Rangan Gupta & Mark E. Wohar
• Mortgage Default Risks and High-Frequency Predictability of the US Housing Market: A Reconsideration (RePEc:pre:wpaper:201875)
  by Mehmet Balcilar & Elie Bouri & Rangan Gupta & Mark E. Wohar
• Can Monetary Policy Lean against Housing Bubbles? (RePEc:pre:wpaper:201877)
  by Christophe André & Petre Caraiani & Adrian Cantemir Čalin & Rangan Gupta
• Political Cycles in the United States and Stock Market Volatility in other Advanced Economies: An EGARCH Approach (RePEc:pre:wpaper:201878)
  by Akhona Myataza & Rangan Gupta
• Forecasting (Good and Bad) Realized Exchange-Rate Volatility: Is there a Role for Realized Skewness and Kurtosis? (RePEc:pre:wpaper:201879)
  by Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch
• Forecasting Stock Market (Realized) Volatility in the United Kingdom: Is There a Role for Economic Inequality? (RePEc:pre:wpaper:201880)
  by Hossein Hassani & Mohammad Reza Yeganegi & Rangan Gupta & Riza Demirer
• Time-Varying Risk Aversion and Realized Gold Volatility (RePEc:pre:wpaper:201881)
  by Riza Demirer & Rangan Gupta & Christian Pierdzioch
• Is the Response of the Bank of England to Exchange Rate Movements Frequency-Dependent? (RePEc:pre:wpaper:201883)
  by Petre Caraiani & Rangan Gupta
• Local Currency Bond Risk Premia of Emerging Markets: The Role of Local and Global Factors (RePEc:pre:wpaper:201901)
  by Oguzhan Cepni & Selcuk Gul & Rangan Gupta
• Rise and Fall of Calendar Anomalies over a Century (RePEc:pre:wpaper:201902)
  by Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar
• Forecasting Realized Oil-Price Volatility: The Role of Financial Stress and Asymmetric Loss (RePEc:pre:wpaper:201903)
  by Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch
• The Relationship between Monetary Policy and Uncertainty in Advanced Economies: Evidence from Time- and Frequency-Domains (RePEc:pre:wpaper:201904)
  by Semih Emre Cekin & Besma Hkiri & Aviral Kumar Tiwari & Rangan Gupta
• Forecasting Realized Volatility of Bitcoin Returns: Tail Events and Asymmetric Loss (RePEc:pre:wpaper:201905)
  by Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch
• Time-Varying Risk Aversion and the Predictability of Bond Premia (RePEc:pre:wpaper:201906)
  by Oguzhan Cepni & Riza Demirer & Rangan Gupta & Christian Pierdzioch
• Are Uncertainties across the World Convergent? (RePEc:pre:wpaper:201907)
  by Christina Christou & Giray Gozgor & Rangan Gupta & Chi-Keung (Marco) Lau
• The Effect of Global Crises on Stock Market Correlations: Evidence from Scalar Regressions via Functional Data Analysis (RePEc:pre:wpaper:201908)
  by Sonali Das & Riza Demirer & Rangan Gupta & Siphumlile Mangisa
• Spillover of Sentiment in the European Union: Evidence from Time- and Frequency-Domains (RePEc:pre:wpaper:201909)
  by Vasilios Plakandaras & Aviral Kumar Tiwari & Rangan Gupta & Qiang Ji
• Macroeconomic Uncertainty Connections across the US States: Evidence from a Bayesian Graphical Structural VAR (BGSVAR) Model (RePEc:pre:wpaper:201910)
  by Rangan Gupta & Chi-Keung (Marco) Lau & Xin Sheng
• Forecasting the Term Structure of Interest Rates of the BRICS: Evidence from a Nonparametric Functional Data Analysis (RePEc:pre:wpaper:201911)
  by Joao F. Caldeira & Rangan Gupta & Tahir Suleman & Hudson S. Torrent
• Variants of Consumption-Wealth Ratios and Predictability of U.S. Government Bond Risk Premia: Old is still Gold (RePEc:pre:wpaper:201912)
  by Oguzhan Cepni & Rangan Gupta & Mark E. Wohar
• Contagion between Real Estate and Financial Markets: A Bayesian Quantile-on-Quantile Approach (RePEc:pre:wpaper:201913)
  by Massimiliano Caporin & Rangan Gupta & Francesco Ravazzolo
• Halloween Effect in Developed Stock Markets: A US Perspective (RePEc:pre:wpaper:201914)
  by Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar
• The Risk Exposures of Safe Havens to Global and Regional Stock Market Shocks: A Novel Approach (RePEc:pre:wpaper:201915)
  by Mehmet Balcilar & Riza Demirer & Rangan Gupta & Mark E. Wohar
• Dynamic Impact of the U.S. Monetary Policy on Oil Market Returns and Volatility (RePEc:pre:wpaper:201916)
  by Hardik A. Marfatia & Rangan Gupta & Esin Cakan
• Contagion between Stock and Real Estate Markets: International Evidence from a Local Gaussian Correlation Approach (RePEc:pre:wpaper:201917)
  by Elie Bouri & Rangan Gupta & Shixuan Wang
• Gold-Oil Dependence Dynamics and the Role of Geopolitical Risks: Evidence from a Markov-Switching Time-Varying Copula Model (RePEc:pre:wpaper:201918)
  by Aviral Kumar Tiwari & Goodness C. Aye & Rangan Gupta & Konstantinos Gkillas
• Oil Price Uncertainty and Movements in the US Government Bond Risk Premia (RePEc:pre:wpaper:201919)
  by Mehmet Balcilar & Rangan Gupta & Shixuan Wang & Mark E. Wohar
• Inflation Aversion and the Growth-Inflation Relationship (RePEc:pre:wpaper:201920)
  by Rangan Gupta & Philton Makena
• Economic Policy Uncertainty and Herding Behavior: Evidence from the South African Housing Market (RePEc:pre:wpaper:201921)
  by Esin Cakan & Riza Demirer & Rangan Gupta & Josine Uwilingiye
• The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures (RePEc:pre:wpaper:201925)
  by Manabu Asai & Rangan Gupta & Michael McAleer
• Does U.K.’s Real GDP have a Unit Root? Evidence from a Multi-Century Perspective (RePEc:pre:wpaper:201926)
  by Giorgio Canarella & Rangan Gupta & Stephen M. Miller & Tolga Omay
• Risk Aversion and Bitcoin Returns in Normal, Bull, and Bear Markets (RePEc:pre:wpaper:201927)
  by Elie Bouri & Rangan Gupta & Chi Keung Marco Lau & David Roubaud
• Monetary Policy Reaction to Uncertainty in Japan: Evidence from a Quantile-on-Quantile Interest Rate Rule (RePEc:pre:wpaper:201929)
  by Christina Christou & Ruthira Naraidoo & Rangan Gupta & Christis Hassapis
• Does Trading Behaviour Converge across Commodity Markets? Evidence from the Perspective of Hedgers’ Sentiment (RePEc:pre:wpaper:201930)
  by Qiang Ji & Walid Bahloul & Jiang-bo Geng & Rangan Gupta
• Historical Volatility of Advanced Equity Markets: The Role of Local and Global Crises (RePEc:pre:wpaper:201931)
  by Samrat Goswami & Rangan Gupta & Mark E. Wohar
• Fisher Variables and Income Inequality in the BRICS (RePEc:pre:wpaper:201933)
  by Edmond Berisha & Rangan Gupta & John Meszaros
• Is the Housing Market in the United States Really Weakly-Efficient? (RePEc:pre:wpaper:201934)
  by Aviral Kumar Tiwari & Rangan Gupta & Mark E. Wohar
• Movements in International Bond Markets: The Role of Oil Prices (RePEc:pre:wpaper:201935)
  by Saban Nazlioglu & Rangan Gupta & Elie Bouri
• The Role of Real Estate Uncertainty in Predicting US Home Sales Growth: Evidence from a Quantiles-Based Bayesian Model Averaging Approach (RePEc:pre:wpaper:201936)
  by Oguzhan Cepni & Rangan Gupta & Mark E. Wohar
• Cross-Border Capital Flows and Return Dynamics in Emerging Stock Markets: Relative Roles of Equity and Debt Flows (RePEc:pre:wpaper:201937)
  by Deven Bathia & Christos Bouras & Riza Demirer & Rangan Gupta
• The Predictability of Stock Market Volatility in Emerging Economies: Relative Roles of Local, Regional and Global Business Cycles (RePEc:pre:wpaper:201938)
  by Elie Bouri & Riza Demirer & Rangan Gupta & Xiaojin Sun
• Monetary Policy Uncertainty and Volatility Jumps in Advanced Equity Markets (RePEc:pre:wpaper:201939)
  by Elie Bouri & Konstantinos Gkillas & Rangan Gupta & Clement Kyei
• Global Crises and Gold as a Safe Haven: Evidence from Over Seven and a Half Centuries of Data (RePEc:pre:wpaper:201941)
  by Heni Boubaker & Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta
• Effect of Uncertainty on U.S. Stock Returns and Volatility: Evidence from Over Eighty Years of High-Frequency Data (RePEc:pre:wpaper:201942)
  by Rangan Gupta & Hardik A. Marfatia & Eric Olson
• Forecasting Realized Gold Volatility: Is there a Role of Geopolitical Risks? (RePEc:pre:wpaper:201943)
  by Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch
• Spillovers across Macroeconomic, Financial and Real Estate Uncertainties: A Time-Varying Approach (RePEc:pre:wpaper:201944)
  by David Gabauer & Rangan Gupta
• The Relationship between Economic Uncertainty and Corporate Tax Rates (RePEc:pre:wpaper:201945)
  by Matthew W. Clance & Giray Gozgor & Rangan Gupta & Chi Keung Marco Lau
• How do Housing Returns in Emerging Countries Respond to Oil Shocks? A MIDAS Touch (RePEc:pre:wpaper:201946)
  by Afees A. Salisu & Rangan Gupta
• Spillovers between US Real Estate and Financial Assets in Time and Frequency Domains (RePEc:pre:wpaper:201947)
  by Aviral Kumar Tiwari & Christophe Andre & Rangan Gupta
• Trade Uncertainties and the Hedging Abilities of Bitcoin (RePEc:pre:wpaper:201948)
  by Elie Bouri & Konstantinos Gkillas & Rangan Gupta
• Historical Evolution of Monthly Anomalies in International Stock Markets (RePEc:pre:wpaper:201950)
  by Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar
• Forecasting Volatility and Co-volatility of Crude Oil and Gold Futures: Effects of Leverage, Jumps, Spillovers, and Geopolitical Risks (RePEc:pre:wpaper:201951)
  by Manabu Asai & Rangan Gupta & Michael McAleer
• Testing the White Noise Hypothesis in High-Frequency Housing Returns of the United States (RePEc:pre:wpaper:201952)
  by Aviral Kumar Tiwari & Rangan Gupta & Juncal Cunado & Xin Sheng
• Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment (RePEc:pre:wpaper:201953)
  by Petre Caraiani & Rangan Gupta & Chi Keung Marco Lau & Hardik A. Marfatia
• Price and Volatility Linkages between International REITs and Oil Markets (RePEc:pre:wpaper:201954)
  by Saban Nazlioglu & Rangan Gupta & Alper Gormus & Ugur Soytas
• Predicting Bitcoin Returns: Comparing the Roles of Newspaper- and Internet Search-Based Measures of Uncertainty (RePEc:pre:wpaper:201955)
  by Elie Bouri & Rangan Gupta
• 125 Years of Time-Varying Effects of Fiscal Policy on Financial Markets (RePEc:pre:wpaper:201956)
  by Hardik A. Marfatia & Rangan Gupta & Stephen M. Miller
• Forecasting Local Currency Bond Risk Premia of Emerging Markets: The Role of Cross-Country Macro-Financial Linkages (RePEc:pre:wpaper:201957)
  by Oguzhan Cepni & Rangan Gupta & I. Ethem Guney & M. Hasan Yilmaz
• Multi-Horizon Financial and Housing Wealth Effects across the U.S. States (RePEc:pre:wpaper:201958)
  by Yener Coskun & Christos Bouras & Rangan Gupta & Mark E. Wohar
• The Benefits of Diversification between Bitcoin, Bonds, Equities and the US Dollar: A Matter of Portfolio Construction (RePEc:pre:wpaper:201959)
  by Abdulnasser Hatemi-J & Mohamed A. Hajji & Elie Bouri & Rangan Gupta
• Growth Dynamics, Multiple Equilibria, and Local Indeterminacy in an Endogenous Growth Model of Money, Banking and Inflation Targeting (RePEc:pre:wpaper:201960)
  by Rangan Gupta & Philton Makena
• Time-Varying Impact of Uncertainty Shocks on Macroeconomic Variables of the United Kingdom: Evidence from Over 150 Years of Monthly Data (RePEc:pre:wpaper:201962)
  by Christina Christou & David Gabauer & Rangan Gupta
• Price Gap Anomaly in the US Stock Market: The Whole Story (RePEc:pre:wpaper:201963)
  by Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar
• Giant Oil Discoveries and Conflicts (RePEc:pre:wpaper:201964)
  by Carolyn Chisadza & Matthew Clance & Rangan Gupta & Mark E. Wohar
• Time-Varying Relationship between Conventional and Unconventional Monetary Policies and Risk Aversion: International Evidence from Time- and Frequency-Domains (RePEc:pre:wpaper:201965)
  by Besma Hkiri & Juncal Cunado & Mehmet Balcilar & Rangan Gupta
• Moments-Based Spillovers across Gold and Oil Markets (RePEc:pre:wpaper:201966)
  by Matteo Bonato & Rangan Gupta & Chi Keung Marco Lau & Shixuan Wang
• Gold, Platinum and the Predictability of Bond Risk Premia (RePEc:pre:wpaper:201967)
  by Elie Bouri & Riza Demirer & Rangan Gupta & Mark E. Wohar
• Threshold Effects of Inequality on Economic Growth in the US States: The Role of Human Capital to Physical Capital Ratio (RePEc:pre:wpaper:201968)
  by Oguzhan Cepni & Rangan Gupta & Zhihui Lv
• Impact of Oil Price Volatility on State-Level Consumption of the United States: The Role of Oil Dependence (RePEc:pre:wpaper:201969)
  by Renee van Eyden & Rangan Gupta & Xin Sheng & Mark E. Wohar
• A Reconsideration of Kuznets Curve across Countries: Evidence from the Co-summability Approach (RePEc:pre:wpaper:201970)
  by Shinhye Chang & Matthew W. Clance & Giray Gozgor & Rangan Gupta
• The Predictability between Bitcoin and US Technology Stock Returns: Granger Causality in Mean, Variance, and Quantile (RePEc:pre:wpaper:201971)
  by Elie Bouri & Rangan Gupta & Chi Keung Marco Lau & David Roubaud
• Risk Aversion and the Predictability of Crude Oil Market Volatility: A Forecasting Experiment with Random Forests (RePEc:pre:wpaper:201972)
  by Riza Demirer & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch
• The Role of an Aligned Investor Sentiment Index in Predicting Bond Risk Premia of the United States (RePEc:pre:wpaper:201973)
  by Oguzhan Cepni & I. Ethem Guney & Rangan Gupta & Mark E. Wohar
• What can Fifty-Two Collateralizable Wealth Measures tell us about Future Housing Market Returns? Evidence from U.S. State-Level Data (RePEc:pre:wpaper:201974)
  by Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar
• The Role of Economic Policy Uncertainty in Predicting Output Growth in Emerging Markets: A Mixed-Frequency Granger Causality Approach (RePEc:pre:wpaper:201975)
  by Mehmet Balcilar & George Ike & Rangan Gupta
• Oil Shocks and Stock Market Volatility of the BRICS: A GARCH-MIDAS Approach (RePEc:pre:wpaper:201976)
  by Afees A. Salisu & Rangan Gupta
• High-Frequency Volatility Forecasting of US Housing Markets (RePEc:pre:wpaper:201977)
  by Mawuli Segnon & Rangan Gupta & Keagile Lesame & Mark E. Wohar
• A Moving Average Heterogeneous Autoregressive Model for Forecasting the Realized Volatility of the US Stock Market: Evidence from Over a Century of Data (RePEc:pre:wpaper:201978)
  by Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna
• Time-Varying Risk Aversion and the Profitability of Carry Trades: Evidence from the Cross-Quantilogram (RePEc:pre:wpaper:201979)
  by Riza Demirer & Rangan Gupta & Hossein Hassani & Xu Huang
• Forecasting Bitcoin Returns: Is there a Role for the U.S. – China Trade War? (RePEc:pre:wpaper:201980)
  by Vasilios Plakandaras & Elie Bouri & Rangan Gupta
• The Predictive Power of the Term Spread on Inequality in the United Kingdom: An Empirical Analysis (RePEc:pre:wpaper:201981)
  by Mehmet Balcilar & Edmond Berisha & Oguzhan Cepni & Rangan Gupta
• Network Analysis of Economic and Financial Uncertainties in Advanced Economies: Evidence from Graph-Theory (RePEc:pre:wpaper:201982)
  by Aviral Kumar Tiwari & Micheal Kofi Boachie & Rangan Gupta
• The Dynamics of U.S. REITs Returns to Uncertainty Shocks: A Proxy SVAR Approach (RePEc:pre:wpaper:202001)
  by Oguzhan Cepni & Wiehan Dul & Rangan Gupta & Mark E. Wohar
• Time-Varying Spillover of US Trade War on the Growth of Emerging Economies (RePEc:pre:wpaper:202002)
  by Oguzhan Cepni & David Gabauer & Rangan Gupta & Khuliso Ramabulana
• Forecasting Realized Volatility of Bitcoin: The Role of the Trade War (RePEc:pre:wpaper:202003)
  by Elie Bouri & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch
• A Note on Investor Happiness and the Predictability of Realized Volatility of Gold (RePEc:pre:wpaper:202004)
  by Matteo Bonato & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch
• Monetary Policy Uncertainty Spillovers in Time- and Frequency-Domains (RePEc:pre:wpaper:202005)
  by Rangan Gupta & Chi Keung Marco Lau & Jacobus A Nel & Xin Sheng
• Time-Varying Causality between Bond and Oil Markets of the United States: Evidence from Over One and Half Centuries of Data (RePEc:pre:wpaper:202006)
  by Semei Coronado & Rangan Gupta & Saban Nazlioglu & Omar Rojas
• Predicting Firm-Level Volatility in the United States: The Role of Monetary Policy Uncertainty (RePEc:pre:wpaper:202007)
  by Matthew W. Clance & Riza Demirer & Rangan Gupta & Clement Kweku Kyei
• Investor Sentiment and Dollar-Pound Exchange Rate Returns: Evidence from Over a Century of Data Using a Cross-Quantilogram Approach (RePEc:pre:wpaper:202008)
  by Syed Jawad Hussain Shahzad & Clement Kweku Kyei & Rangan Gupta & Eric Olson
• Investor Happiness and Predictability of the Realized Volatility of Oil Price (RePEc:pre:wpaper:202009)
  by Matteo Bonato & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch
• A Note on Oil Price Shocks and the Forecastability of Gold Realized Volatility (RePEc:pre:wpaper:202010)
  by Riza Demirer & Rangan Gupta & Christian Pierdzioch & Syed Jawad Hussain Shahzad
• Do Oil-Price Shocks Predict the Realized Variance of U.S. REITs? (RePEc:pre:wpaper:2020100)
  by Matteo Bonato & Rangan Gupta & Christian Pierdzioch
• Income Inequality and Oil Resources: Panel Evidence from the United States (RePEc:pre:wpaper:2020103)
  by Edmond Berisha & Carolyn Chisadza & Matthew Clance & Rangan Gupta
• Effect of Rare Disaster Risks on Crude Oil: Evidence from El Nino from Over 140 Years of Data (RePEc:pre:wpaper:2020104)
  by Riza Demirer & Rangan Gupta & Jacobus Nel & Christian Pierdzioch
• Geopolitical Risks and Historical Exchange Rate Volatility of the BRICS (RePEc:pre:wpaper:2020105)
  by Afees A. Salisu & Juncal Cunado & Rangan Gupta
• Globalization, Long Memory, and Real Interest Rate Convergence: A Historical Perspective (RePEc:pre:wpaper:2020106)
  by Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller
• Forecasting Realized Stock-Market Volatility: Do Industry Returns have Predictive Value? (RePEc:pre:wpaper:2020107)
  by Riza Demirer & Rangan Gupta & Christian Pierdzioch
• Information Entropy, Continuous Improvement, and US Energy Performance: A Novel Stochastic-Entropic Analysis for Ideal Solutions (SEA-IS) (RePEc:pre:wpaper:2020110)
  by Jorge Antunes & Rangan Gupta & Zinnia Mukherjee & Peter Wanke
• Endogenous Long-Term Productivity Performance in Advanced Countries: A Novel Two-Dimensional Fuzzy-Monte Carlo Approach (RePEc:pre:wpaper:2020111)
  by Jorge Antunes & Goodness C. Aye & Rangan Gupta & Peter Wanke & Yong Tan
• Analysing the Impact of Brexit on Global Uncertainty Using Functional Linear Regression with Point of Impact: The Role of Currency and Equity Markets (RePEc:pre:wpaper:202012)
  by Siphumlile Mangisa & Sonali Das & Rangan Gupta
• Jumps in Geopolitical Risk and the Cryptocurrency Market: The Singularity of Bitcoin (RePEc:pre:wpaper:202015)
  by Elie Bouri & Rangan Gupta & Xuan Vinh Vo
• Evolution of Price Effects After One-Day of Abnormal Returns in the US Stock Market (RePEc:pre:wpaper:202016)
  by Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar
• Time-Varying Influence of Household Debt on Inequality in United Kingdom (RePEc:pre:wpaper:202017)
  by Edmond Berisha & David Gabauer & Rangan Gupta & Chi Keung Marco Lau
• Jumps in Energy and Non-Energy Commodities (RePEc:pre:wpaper:202018)
  by Elie Bouri & Rangan Gupta
• Uncertainty and Tourism in Africa (RePEc:pre:wpaper:202019)
  by Carolyn Chisadza & Matthew Clance & Rangan Gupta & Peter Wanke
• Dynamic Impact of Unconventional Monetary Policy on International REITs (RePEc:pre:wpaper:202020)
  by Hardik A. Marfatia & Rangan Gupta & Keagile Lesame
• Sentiment and Financial Market Connectedness: The Role of Investor Happiness (RePEc:pre:wpaper:202022)
  by Elie Bouri & Riza Demirer & David Gabauer & Rangan Gupta
• Is there a National Housing Market Bubble Brewing in the United States? (RePEc:pre:wpaper:202023)
  by Rangan Gupta & Jun Ma & Konstantinos Theodoridis & Mark E. Wohar
• The Impacts of Structural Oil Shocks on Macroeconomic Uncertainty: Evidence from a Large Panel of 45 Countries (RePEc:pre:wpaper:202024)
  by Xin Sheng & Rangan Gupta & Qiang Ji
• A Note on the Time-Varying Impact of Global, Region- and Country-Specific Uncertainties on the Volatility of International Trade (RePEc:pre:wpaper:202025)
  by Selçuk Gul & Rangan Gupta
• Risk Spillover between Bitcoin and Conventional Financial Markets: An Expectile-Based Approach (RePEc:pre:wpaper:202027)
  by Yue-Jun Zhang & Elie Bouri & Shu-Jiao Ma & Rangan Gupta
• Geopolitical Risks and Stock Market Volatility in the G7 Countries: A Century of Evidence from a Time-Varying Nonparametric Panel Data Model (RePEc:pre:wpaper:202029)
  by Elie Bouri & Oguzhan Cepni & Rangan Gupta & Naji Jalkh
• Time-Varying Predictability of Financial Stress on Inequality in United Kingdom (RePEc:pre:wpaper:202030)
  by Edmond Berisha & David Gabauer & Rangan Gupta & Jacobus Nel
• Oil-Shocks and Directional Predictability of Macroeconomic Uncertainties of Developed Economies: Evidence from High-Frequency Data (RePEc:pre:wpaper:202031)
  by Syed Jawad Hussain Shahzad & Rangan Gupta & Riza Demirer & Christian Pierdzioch
• Monetary Policy and Speculative Spillovers in Financial Markets (RePEc:pre:wpaper:202032)
  by Riza Demirer & David Gabauer & Rangan Gupta & Qiang Ji
• The Taylor Curve: International Evidence (RePEc:pre:wpaper:202034)
  by Semih Emre Cekin & Rangan Gupta & Eric Olson
• Movements in Real Estate Uncertainty in the United States: The Role of Oil Shocks (RePEc:pre:wpaper:202035)
  by Rangan Gupta & Xin Sheng & Qiang Ji
• Oil Price Shocks and Yield Curve Dynamics in Emerging Markets (RePEc:pre:wpaper:202036)
  by Oguzhan Cepni & Rangan Gupta & Cenk C. Karahan & Brian M. Lucey
• Forecasting State- and MSA-Level Housing Returns of the US: The Role of Mortgage Default Risks (RePEc:pre:wpaper:202037)
  by Christos Bouras & Christina Christou & Rangan Gupta & Keagile Lesame
• The Effects of Public Expenditures on Labour Productivity in Europe (RePEc:pre:wpaper:202038)
  by Igor Fedotenkov & Rangan Gupta
• Time-Varying Impact of Monetary Policy Shocks on U.S. Stock Returns: The Role of Investor Sentiment (RePEc:pre:wpaper:202039)
  by Oguzhan Cepni & Rangan Gupta
• Interest Rate Uncertainty and the Predictability of Bank Revenues (RePEc:pre:wpaper:202040)
  by Oguzhan Cepni & Riza Demirer & Rangan Gupta & Ahmet Sensoy
• Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility in the United Kingdom (RePEc:pre:wpaper:202041)
  by Afees A. Salisu & Rangan Gupta
• The Role of Global Economic Conditions in Forecasting Gold Market Volatility: Evidence from a GARCH-MIDAS Approach (RePEc:pre:wpaper:202043)
  by Afees A. Salisu & Rangan Gupta & Elie Bouri & Qiang Ji
• The Predictive Power of Oil Price Shocks on Realized Volatility of Oil: A Note (RePEc:pre:wpaper:202044)
  by Riza Demirer & Rangan Gupta & Christian Pierdzioch & Syed Jawad Hussain Shahzad
• The Impact of Disaggregated Oil Shocks on State-Level Consumption of the United States (RePEc:pre:wpaper:202045)
  by Rangan Gupta & Xin Sheng & Renee van Eyden & Mark E. Wohar
• The Impact of Uncertainty Shocks in South Africa: The Role of Financial Regimes (RePEc:pre:wpaper:202046)
  by Mehmet Balcilar & Rangan Gupta & Theshne Kisten
• Return Connectedness across Asset Classes around the COVID-19 Outbreak (RePEc:pre:wpaper:202047)
  by Elie Bouri & Oguzhan Cepni & David Gabauer & Rangan Gupta
• The Effects of Oil Shocks on Macroeconomic Uncertainty: Evidence from a Large Panel Dataset of US States (RePEc:pre:wpaper:202048)
  by Rangan Gupta & Xin Sheng
• Forecasting Power of Infectious Diseases-Related Uncertainty for Gold Realized Volatility (RePEc:pre:wpaper:202049)
  by Elie Bouri & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch
• A Note on Uncertainty due to Infectious Diseases and Output Growth of the United States: A Mixed-Frequency Forecasting Experiment (RePEc:pre:wpaper:202050)
  by Afees A. Salisu & Rangan Gupta & Riza Demirer
• Forecasting Oil Volatility Using a GARCH-MIDAS Approach: The Role of Global Economic Conditions (RePEc:pre:wpaper:202051)
  by Afees A. Salisu & Rangan Gupta & Elie Bouri & Qiang Ji
• OPEC News and Jumps in the Oil Market (RePEc:pre:wpaper:202053)
  by Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch & Seong-Min Yoon
• Time-Varying Evidence of Predictability of Financial Stress in the United States over a Century: The Role of Inequality (RePEc:pre:wpaper:202054)
  by Mehmet Balcilar & Edmond Berisha & Rangan Gupta & Christian Pierdzioch
• The Role of Investor Sentiment in Forecasting Housing Returns in China: A Machine Learning Approach (RePEc:pre:wpaper:202055)
  by Oguzhan Cepni & Rangan Gupta & Yigit Onay
• Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting (RePEc:pre:wpaper:202056)
  by Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller
• Point and Density Forecasting of Macroeconomic and Financial Uncertainties of the United States (RePEc:pre:wpaper:202058)
  by Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna
• Volatility Connectedness of Major Cryptocurrencies: The Role of Investor Happiness (RePEc:pre:wpaper:202059)
  by Elie Bouri & David Gabauer & Rangan Gupta & Aviral Kumar Tiwari
• Time-Varying Spillover between Currency and Stock Markets in the United States: More than Two Centuries of Historical Evidence (RePEc:pre:wpaper:202060)
  by Semei Coronado & Rangan Gupta & Besma Hkiri & Omar Rojas
• Predicting Housing Market Sentiment: The Role of Financial, Macroeconomic and Real Estate Uncertainties (RePEc:pre:wpaper:202061)
  by Hardik A. Marfatia & Christophe Andre & Rangan Gupta
• Time-Varying Impact of Pandemics on Global Output Growth (RePEc:pre:wpaper:202062)
  by Rangan Gupta & Xin Sheng & Mehmet Balcilar & Qiang Ji
• The Role of Oil and Risk Shocks in the High-Frequency Movements of the Term Structure of Interest Rates of the United States (RePEc:pre:wpaper:202063)
  by Rangan Gupta & Syed Jawad Hussain Shahzad & Xin Sheng & Sowmya Subramaniam
• Oil Price and Exchange Rate Behaviour of the BRICS for Over a Century (RePEc:pre:wpaper:202064)
  by Afees A. Salisu & Juncal Cunado & Kazeem Isah & Rangan Gupta
• Estimating U.S. Housing Price Network Connectedness: Evidence from Dynamic Elastic Net, Lasso, and Ridge Vector Autoregressive Models (RePEc:pre:wpaper:202065)
  by David Gabauer & Rangan Gupta & Hardik A. Marfatia & Stephen M. Miller
• High-Frequency Predictability of Housing Market Movements of the United States: The Role of Economic Sentiment (RePEc:pre:wpaper:202066)
  by Mehmet Balcilar & Elie Bouri & Rangan Gupta & Clement Kweku Kyei
• Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin (RePEc:pre:wpaper:202068)
  by Konstantinos Gkillas & Elie Bouri & Rangan Gupta & David Roubaud
• The U.S. Term Structure and Return Volatility in Global REIT Markets (RePEc:pre:wpaper:202069)
  by Riza Demirer & Rangan Gupta & Asli Yuksel & Aydin Yuksel
• The Effect of Air Quality and Weather on the Chinese Stock Market: Evidence from Shenzhen Stock Exchange (RePEc:pre:wpaper:202070)
  by Zhuhua Jiang & Rangan Gupta & Sowmya Subramaniam & Seong-Min Yoon
• Uncertainty and Daily Predictability of Housing Returns and Volatility of the United States: Evidence from a Higher-Order Nonparametric Causality-in-Quantiles Test (RePEc:pre:wpaper:202071)
  by Elie Bouri & Rangan Gupta & Clement Kweku Kyei & Rinsuna Shivambu
• Historical Forecasting of Interest Rate Mean and Volatility of the United States: Is there a Role of Uncertainty? (RePEc:pre:wpaper:202075)
  by Hossein Hassani & Mohammad Reza Yeganegi & Rangan Gupta
• House Price Synchronization across the US States: The Role of Structural Oil Shocks (RePEc:pre:wpaper:202076)
  by Xin Sheng & Hardik A. Marfatia & Rangan Gupta & Qiang Ji
• Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty (RePEc:pre:wpaper:202077)
  by Rangan Gupta & Hardik A. Marfatia & Christian Pierdzioch & Afees A. Salisu
• Infectious Disease-Related Uncertainty and the Safe-Haven Characteristic of US Treasury Securities (RePEc:pre:wpaper:202078)
  by Rangan Gupta & Sowmya Subramaniam & Elie Bouri & Qiang Ji
• Structure Dependence between Oil and Agricultural Commodities Returns: The Role of Geopolitical Risks (RePEc:pre:wpaper:202079)
  by Aviral Kumar Tiwari & Micheal Kofi Boachie & Tahir Suleman & Rangan Gupta
• Unemployment Fluctuations and Currency Returns in the United Kingdom: Evidence from Over One and a Half Century of Data (RePEc:pre:wpaper:202083)
  by Deven Bathia & Riza Demirer & Rangan Gupta & Kevin Kotze
• Time-Varying Predictability of Labor Productivity on Inequality in United Kingdom (RePEc:pre:wpaper:202084)
  by David Gabauer & Rangan Gupta & Jacobus Nel & Woraphon Yamaka
• High-Frequency Movements of the Term Structure of Interest Rates of the United States: The Role of Oil Market Uncertainty (RePEc:pre:wpaper:202085)
  by Elie Bouri & Rangan Gupta & Clement Kweku Kyei & Sowmya Subramaniam
• Stock Markets and Exchange Rate Behaviour of the BRICS (RePEc:pre:wpaper:202086)
  by Afees A. Salisu & Juncal Cunado & Kazeem Isah & Rangan Gupta
• Forecasting U.S. Aggregate Stock Market Excess Return: Do Functional Data Analysis Add Economic Value? (RePEc:pre:wpaper:202087)
  by Joao F. Caldeira & Rangan Gupta & Hudson S. Torrent
• Investor Sentiment and (Anti-)Herding in the Currency Market: Evidence from Twitter Feed Data (RePEc:pre:wpaper:202088)
  by Xolani Sibande & Rangan Gupta & Riza Demirer & Elie Bouri
• COVID-19 Pandemic and Investor Herding in International Stock Markets (RePEc:pre:wpaper:202089)
  by Elie Bouri & Riza Demirer & Rangan Gupta & Jacobus Nel
• Investors' Uncertainty and Forecasting Stock Market Volatility (RePEc:pre:wpaper:202090)
  by Ruipeng Liu & Rangan Gupta
• Time-Varying Spillovers between Housing Sentiment and Housing Market in the United States (RePEc:pre:wpaper:202091)
  by Christophe Andre & David Gabauer & Rangan Gupta
• Forecasting Charge-Off Rates with a Panel Tobit Model: The Role of Uncertainty (RePEc:pre:wpaper:202092)
  by Xin Sheng & Rangan Gupta & Qiang Ji
• The Behavior of Real Interest Rates: New Evidence from a ``Suprasecular" Perspective (RePEc:pre:wpaper:202093)
  by Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller
• Linking U.S. State-Level Housing Market Returns and the Consumption-(Dis)Aggregate Wealth Ratio (RePEc:pre:wpaper:202094)
  by Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar
• Oil-Price Uncertainty and the U.K. Unemployment Rate: A Forecasting Experiment with Random Forests Using 150 Years of Data (RePEc:pre:wpaper:202095)
  by Rangan Gupta & Christian Pierdzioch & Afees A. Salisu
• The Impact of Disaggregated Oil Shocks on State-Level Real Housing Returns of the United States: The Role of Oil Dependence (RePEc:pre:wpaper:202096)
  by Rangan Gupta & Xin Sheng & Renee van Eyden & Mark E. Wohar
• Bear, Bull, Sidewalk, and Crash: The Evolution of the US Stock Market Using Over a Century of Daily Data (RePEc:pre:wpaper:202097)
  by Shixuan Wang & Rangan Gupta & Yue-Jun Zhang
• Time-Varying Risk Aversion and Forecastability of the US Term Structure of Interest Rates (RePEc:pre:wpaper:202098)
  by Elie Bouri & Rangan Gupta & Anandamayee Majumdar & Sowmya Subramaniam
• Uncertainty due to Infectious Diseases and Forecastability of the Realized Variance of US REITs: A Note (RePEc:pre:wpaper:202099)
  by Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch
• OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning (RePEc:pre:wpaper:202101)
  by Xin Sheng & Rangan Gupta & Afees A. Salisu & Elie Bouri
• Uncertainty and Predictability of Real Housing Returns in the United Kingdom: A Regional Analysis (RePEc:pre:wpaper:202102)
  by Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna & Mark E. Wohar
• Forecasting US Output Growth with Large Information Sets (RePEc:pre:wpaper:202103)
  by Afees A. Salisu & Umar Bida Ndako & Rangan Gupta
• Government Effectiveness and Covid-19 Pandemic (RePEc:pre:wpaper:202104)
  by Carolyn Chisadza & Matthew Clance & Rangan Gupta
• El Nino and Forecastability of Oil-Price Realized Volatility (RePEc:pre:wpaper:202105)
  by Elie Bouri & Rangan Gupta & Christian Pierdzioch & Afees A. Salisu
• Disaggregated Oil Shocks and Stock-Market Tail Risks: Evidence from a Panel of 48 Countries (RePEc:pre:wpaper:202106)
  by Rangan Gupta & Xin Sheng & Christian Pierdzioch & Qiang Ji
• Structural and Predictive Analyses with a Mixed Copula-Based Vector Autoregression Model (RePEc:pre:wpaper:202108)
  by Woraphon Yamaka & Rangan Gupta & Sukrit Thongkairat & Paravee Maneejuk
• Uncertainty and Forecastability of Regional Output Growth in the United Kingdom: Evidence from Machine Learning (RePEc:pre:wpaper:202111)
  by Mehmet Balcilar & David Gabauer & Rangan Gupta & Christian Pierdzioch
• Financial Vulnerability and Volatility in Emerging Stock Markets: Evidence from GARCH-MIDAS Models (RePEc:pre:wpaper:202112)
  by Riza Demirer & Rangan Gupta & He Li & Yu You
• Evolving United States Stock Market Volatility: The Role of Conventional and Unconventional Monetary Policies (RePEc:pre:wpaper:202113)
  by Vasilios Plakandaras & Rangan Gupta & Mehmet Balcilar & Qiang Ji
• Forecasting Realized Volatility of International REITs: The Role of Realized Skewness and Realized Kurtosis (RePEc:pre:wpaper:202114)
  by Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch
• Impact of Housing Policy Uncertainty on Herding Behavior: Evidence from UK's Regional Housing Markets (RePEc:pre:wpaper:202115)
  by Geoffrey M. Ngene & Rangan Gupta
• Exchange Rate Predictability with Nine Alternative Models for BRICS Countries (RePEc:pre:wpaper:202116)
  by Afees A. Salisu & Rangan Gupta & Won Joong Kim
• Tail Risks and Forecastability of Stock Returns of Advanced Economies: Evidence from Centuries of Data (RePEc:pre:wpaper:202117)
  by Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna
• Investor Confidence and Forecastability of US Stock Market Realized Volatility : Evidence from Machine Learning (RePEc:pre:wpaper:202118)
  by Rangan Gupta & Jacobus Nel & Christian Pierdzioch
• Price Effects after One-Day Abnormal Returns in Developed and Emerging Markets: ESG versus Traditional Indices (RePEc:pre:wpaper:202119)
  by Alex Plastun & Elie Bouri & Rangan Gupta & Qiang Ji
• Forecasting Oil Price over 150 Years: The Role of Tail Risks (RePEc:pre:wpaper:202120)
  by Afees A. Salisu & Rangan Gupta & Qiang Ji
• Global Financial Cycle and the Predictability of Oil Market Volatility: Evidence from a GARCH-MIDAS Model (RePEc:pre:wpaper:202121)
  by Afees A. Salisu & Rangan Gupta & Riza Demirer
• Geopolitical Risk and Forecastability of Tail Risk in the Oil Market: Evidence from Over a Century of Monthly Data (RePEc:pre:wpaper:202122)
  by Afees A. Salisu & Christian Pierdzioch & Rangan Gupta
• Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries (RePEc:pre:wpaper:202126)
  by Oguzhan Cepni & Rangan Gupta & Qiang Ji
• Predictability of Tail Risks of Canada and the U.S. Over a Century: The Role of Spillovers and Oil Tail Risks (RePEc:pre:wpaper:202127)
  by Afees A. Salisu & Rangan Gupta & Christian Pierdzioch
• The Impact of Oil Price Shocks on Income Inequality: Evidence from State-Level Data of the United States (RePEc:pre:wpaper:202128)
  by Xin Sheng & Rangan Gupta
• Gold and the Global Financial Cycle (RePEc:pre:wpaper:202129)
  by Afees A. Salisu & Rangan Gupta & Siphesihle Ntyikwe & Riza Demirer
• Forecasting Oil and Gold Volatilities with Sentiment Indicators Under Structural Breaks (RePEc:pre:wpaper:202130)
  by Jiawen Luo & Riza Demirer & Rangan Gupta & Qiang Ji
• The Effect of Macroeconomic Uncertainty on Housing Returns and Volatility: Evidence from US State-Level Data (RePEc:pre:wpaper:202131)
  by Renee van Eyden & Rangan Gupta & Christophe Andre & Xin Sheng
• The (Asymmetric) Effect of El Nino and La Nina on Gold and Silver Prices in a GVAR Model (RePEc:pre:wpaper:202132)
  by Afees A. Salisu & Rangan Gupta & Jacobus Nel & Elie Bouri
• Forecasting Output Growth of Advanced Economies Over Eight Centuries: The Role of Gold Market Volatility as a Proxy of Global Uncertainty (RePEc:pre:wpaper:202133)
  by Afees A. Salisu & Rangan Gupta & Sayar Karmakar & Sonali Das
• Income Inequality and House Prices across US States (RePEc:pre:wpaper:202134)
  by Edmond Berisha & John Meszaros & Rangan Gupta
• Forecasting the Volatility of Crude Oil: The Role of Uncertainty and Spillovers (RePEc:pre:wpaper:202135)
  by Rangan Gupta & Christian Pierdzioch
• The Effect of US Uncertainty Shock on International Equity Markets: The Role of the Global Financial Cycle (RePEc:pre:wpaper:202136)
  by Afees A. Salisu & Rangan Gupta & Idris A. Adediran
• Uncertainty, Spillovers, and Forecasts of the Realized Variance of Gold Returns (RePEc:pre:wpaper:202137)
  by Rangan Gupta & Christian Pierdzioch
• El Nino, La Nina, and the Forecastability of the Realized Variance of Heating Oil Price Movements (RePEc:pre:wpaper:202138)
  by Mehmet Balcilar & Elie Bouri & Rangan Gupta & Christian Pierdzioch
• Social Capital and Protests in the United States (RePEc:pre:wpaper:202139)
  by Carolyn Chisadza & Matthew Clance & Rangan Gupta
• Uncertainty Related to Infectious Diseases and Forecastability of the Realised Volatility of US Treasury Securities (RePEc:pre:wpaper:202140)
  by Sisa Shiba & Rangan Gupta
• Out-of-Sample Predictability of Gold Market Volatility: The Role of US Nonfarm Payroll (RePEc:pre:wpaper:202143)
  by Afees A. Salisu & Elie Bouri & Rangan Gupta
• Commodity Prices and Forecastability of South African Stock Returns Over a Century: Sentiments versus Fundamentals (RePEc:pre:wpaper:202144)
  by Afees A. Salisu & Rangan Gupta
• The Financial US Uncertainty Spillover Multiplier: Evidence from a GVAR Model (RePEc:pre:wpaper:202145)
  by Afees A. Salisu & Rangan Gupta & Riza Demirer
• Oil Tail Risks and the Forecastability of the Realized Variance of Oil-Price: Evidence from Over 150 Years of Data (RePEc:pre:wpaper:202146)
  by Afees A. Salisu & Christian Pierdzioch & Rangan Gupta
• Integration and Risk Transmission in the Market for Crude Oil: A Time-Varying Parameter Frequency Connectedness Approach (RePEc:pre:wpaper:202147)
  by Ioannis Chatziantoniou & David Gabauer & Rangan Gupta
• A Note on the COVID-19 Shock and Real GDP in Emerging Economies: A Counterfactual Analysis from the Threshold-Augmented Global Vector Autoregressive Model (RePEc:pre:wpaper:202149)
  by Afees A. Salisu & Idris A. Adediran & Rangan Gupta
• Geopolitical Risks and the High-Frequency Movements of the US Term Structure of Interest Rates (RePEc:pre:wpaper:202150)
  by Rangan Gupta & Anandamayee Majumdar & Jacobus Nel & Sowmya Subramaniam
• On the Dynamics of International Real Estate Investment Trust Propagation Mechanisms: Evidence from Time-Varying Return and Volatility Connectedness Measures (RePEc:pre:wpaper:202152)
  by Keagile Lesame & Elie Bouri & David Gabauer & Rangan Gupta
• The Effect of Oil Uncertainty Shock on Real GDP of 33 Countries: A Global VAR Approach (RePEc:pre:wpaper:202153)
  by Afees A. Salisu & Rangan Gupta & Abeeb Olaniran
• Global Evidence of the COVID-19 Shock on Real Equity Prices and Real Exchange Rates: A Counterfactual Analysis with a Threshold-Augmented GVAR Model (RePEc:pre:wpaper:202154)
  by Afees A. Salisu & Taofeek O. Ayinde & Rangan Gupta & Mark E. Wohar
• Rare Disaster Risks and Volatility of the Term-Structure of US Treasury Securities: The Role of El Nino and La Nina Events (RePEc:pre:wpaper:202155)
  by Renee van Eyden & Rangan Gupta & Jacobus Nel & Elie Bouri
• Firm-level Business Uncertainty and the Predictability of the Aggregate U.S. Stock Market Volatility during the COVID-19 Pandemic (RePEc:pre:wpaper:202157)
  by Riza Demirer & Rangan Gupta & Afees A. Salisu & Renee van Eyden
• A Note on Forecasting the Historical Realized Variance of Oil-Price Movements: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios (RePEc:pre:wpaper:202158)
  by Rangan Gupta & Christian Pierdzioch & Wing-Keung Wong
• High-Frequency Contagion between Aggregate and Regional Housing Markets of the United States with Financial Assets: Evidence from Multichannel Tests (RePEc:pre:wpaper:202159)
  by Goodness C. Aye & Christina Christou & Rangan Gupta & Christis Hassapis
• The Effect of Oil Price Uncertainty Shock on International Equity Markets: Evidence from a GVAR Model (RePEc:pre:wpaper:202160)
  by Afees A. Salisu & Rangan Gupta & Riza Demirer
• Forecasting Stock-Market Tail Risk and Connectedness in Advanced Economies Over a Century: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios (RePEc:pre:wpaper:202161)
  by Afees A. Salisu & Christian Pierdzioch & Rangan Gupta & David Gabauer
• Financial Turbulence, Systemic Risk and the Predictability of Stock Market Volatility (RePEc:pre:wpaper:202162)
  by Afees A. Salisu & Riza Demirer & Rangan Gupta
• A robust approach for outlier imputation: Singular Spectrum Decomposition (RePEc:pre:wpaper:202164)
  by Maryam Movahedifar & Hossein Hassani & Masoud Yarmohammadi & Mahdi Kalantari & Rangan Gupta
• Climate Risks and U.S. Stock-Market Tail Risks: A Forecasting Experiment Using over a Century of Data (RePEc:pre:wpaper:202165)
  by Afees A. Salisu & Christian Pierdzioch & Rangan Gupta & Renee van Eyden
• Bitcoin Mining Activity and Volatility Dynamics in the Power Market (RePEc:pre:wpaper:202166)
  by Sayar Karmakar & Riza Demirer & Rangan Gupta
• Financial Inclusion and Gender Inequality in sub-Saharan Africa (RePEc:pre:wpaper:202167)
  by Tendai Zawaira & Matthew Clance & Carolyn Chisadza & Rangan Gupta
• The Time-Varying Impact of Uncertainty Shocks on the Comovement of Regional Housing Prices of the United Kingdom (RePEc:pre:wpaper:202168)
  by Oguzhan Cepni & Hardik A. Marfatia & Rangan Gupta
• The ENSO Cycle and Forecastability of Global Inflation and Output Growth: Evidence from Standard and Mixed-Frequency Multivariate Singular Spectrum Analyses (RePEc:pre:wpaper:202169)
  by Hossein Hassani & Mohammad Reza Yeganegi & Rangan Gupta
• Productivity and GDP: International Evidence of Persistence and Trends Over 130 Years of Data (RePEc:pre:wpaper:202170)
  by Luis A. Gil-Alana & Sakiru Adebola Solarin & Rangan Gupta
• Revisiting the Kuznets Curve Hypothesis for Tunisia: Carbon Dioxide vs. Ecological Footprint (RePEc:pre:wpaper:202171)
  by Ahdi Noomen Ajmi & Roula Inglesi-Lotz
• Climate Risks and Forecastability of the Realized Volatility of Gold and Other Metal Prices (RePEc:pre:wpaper:202172)
  by Rangan Gupta & Christian Pierdzioch
• Forecasting International REITs Volatility: The Role of Oil-Price Uncertainty (RePEc:pre:wpaper:202173)
  by Jiqian Wang & Rangan Gupta & Oguzhan Cepni & Feng Ma
• The Non-Linear Response of US State-Level Tradable and Non-Tradable Inflation to Oil Shocks: The Role of Oil-Dependence (RePEc:pre:wpaper:202174)
  by Xin Sheng & Hardik A. Marfatia & Rangan Gupta & Qiang Ji
• Climate Risks and the Realized Volatility Oil and Gas Prices: Results of an Out-of-Sample Forecasting Experiment (RePEc:pre:wpaper:202175)
  by Rangan Gupta & Christian Pierdzioch
• Forecasting the Realized Variance of Oil-Price Returns: A Disaggregated Analysis of the Role of Uncertainty and Geopolitical Risk (RePEc:pre:wpaper:202176)
  by Rangan Gupta & Christian Pierdzioch
• Climate Risk and the Volatility of Agricultural Commodity Price Fluctuations: A Forecasting Experiment (RePEc:pre:wpaper:202177)
  by Rangan Gupta & Christian Pierdzioch
• Conventional and Unconventional Monetary Policy Rate Uncertainty and Stock Market Volatility: A Forecasting Perspective (RePEc:pre:wpaper:202178)
  by Ruipeng Liu & Rangan Gupta & Elie Bouri
• El Nino, La Nina, and Forecastability of the Realized Variance of Agricultural Commodity Prices: Evidence from a Machine Learning Approach (RePEc:pre:wpaper:202179)
  by Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch
• Realized Volatility Spillovers between Energy and Metal Markets: A Time-Varying Connectedness Approach (RePEc:pre:wpaper:202180)
  by Juncal Cunado & David Gabauer & Rangan Gupta
• Predictability of the Realised Volatility of International Stock Markets Amid Uncertainty Related to Infectious Diseases (RePEc:pre:wpaper:202181)
  by Sisa Shiba & Juncal Cunado & Rangan Gupta
• Forecasting the Artificial Intelligence Index Returns: A Hybrid Approach (RePEc:pre:wpaper:202182)
  by Yue-Jun Zhang & Han Zhang & Rangan Gupta
• Climate Risks and Forecasting Stock-Market Returns in Advanced Economies Over a Century (RePEc:pre:wpaper:202183)
  by Mehmet Balcilar & David Gabauer & Rangan Gupta & Christian Pierdzioch
• The Impacts of Oil Price Volatility on Financial Stress: Is the COVID-19 Period Different? (RePEc:pre:wpaper:202184)
  by Xin Sheng & Won Joong Kim & Rangan Gupta
• Does Climate Policy Uncertainty Affect Tourism Demand? Evidence from Time-Varying Causality Tests (RePEc:pre:wpaper:202186)
  by Nicholas Apergis & Konstantinos Gavriilidis & Rangan Gupta
• A Note on State-Level Nonlinear Effects of Government Spending Shocks in the US: The Role of Partisan Conflict (RePEc:pre:wpaper:202187)
  by Xin Sheng & Rangan Gupta
• Safe Havens, Machine Learning, and the Sources of Geopolitical Risk: A Forecasting Analysis Using Over a Century of Data (RePEc:pre:wpaper:202201)
  by Rangan Gupta & Sayar Karmakar & Christian Pierdzioch
• Forecasting Stock Market Volatility with Regime-Switching GARCH-MIDAS: The Role of Geopolitical Risks (RePEc:pre:wpaper:202203)
  by Mawuli Segnon & Rangan Gupta & Bernd Wilfling
• Real-Time Forecast of DSGE Models with Time-Varying Volatility in GARCH Form (RePEc:pre:wpaper:202204)
  by Sergey Ivashchenko & Semih Emre Cekin & Rangan Gupta & Chien-Chiang Lee
• Forecasting the Realized Variance of Oil-Price Returns Using Machine-Learning: Is there a Role for U.S. State-Level Uncertainty? (RePEc:pre:wpaper:202205)
  by Oguzhan Cepni & Rangan Gupta & Daniel Pienaar & Christian Pierdzioch
• Inflation-Inequality Puzzle: Is it Still Apparent? (RePEc:pre:wpaper:202206)
  by Edmond Berisha & Orkideh Gharehgozli & Rangan Gupta
• The Effects of Climate Risks on Economic Activity in a Panel of US States: The Role of Uncertainty (RePEc:pre:wpaper:202207)
  by Xin Sheng & Rangan Gupta & Oguzhan Cepni
• Persistence of State-Level Uncertainty of the United States: The Role of Climate Risks (RePEc:pre:wpaper:202208)
  by Xin Sheng & Rangan Gupta & Oguzhan Cepni
• Temperature and Precipitation in the US States: Long Memory, Persistence and Time Trend (RePEc:pre:wpaper:202209)
  by Luis A. Gil-Alana & Rangan Gupta & Laura Sauci & Nieves Carmona-Gonzalez
• Climate Risks and Realized Volatility of Major Commodity Currency Exchange Rates (RePEc:pre:wpaper:202210)
  by Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch
• Testing the Forecasting Power of Global Economic Conditions for the Volatility of International REITs using a GARCH-MIDAS Approach (RePEc:pre:wpaper:202211)
  by Afees A. Salisu & Rangan Gupta & Elie Bouri
• On the Propagation Mechanism of International Real Interest Rate Spillovers: Evidence from More than 200 Years of Data (RePEc:pre:wpaper:202212)
  by Juncal Cunado & David Gabauer & Rangan Gupta & Chien-Chiang Lee
• Forecasting Returns of Major Cryptocurrencies: Evidence from Regime-Switching Factor Models (RePEc:pre:wpaper:202213)
  by Elie Bouri & Christina Christou & Rangan Gupta
• Climate Uncertainty and Carbon Emissions Prices: The Relative Roles of Transition and Physical Climate Risks (RePEc:pre:wpaper:202215)
  by Serda Selin Ozturk & Riza Demirer & Rangan Gupta
• Do Economic Conditions of U.S. States Predict the Realized Volatility of Oil-Price Returns? A Quantile Machine-Learning Approach (RePEc:pre:wpaper:202216)
  by Rangan Gupta & Christian Pierdzioch
• Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data (RePEc:pre:wpaper:202217)
  by Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch
• Herding in International REITs Markets around the COVID-19 Pandemic (RePEc:pre:wpaper:202218)
  by Keagile Lesame & Geoffrey Ngene & Rangan Gupta & Elie Bouri
• The Effects of Conventional and Unconventional Monetary Policy Shocks on US REITs Moments: Evidence from VARs with Functional Shocks (RePEc:pre:wpaper:202219)
  by Shixuan Wang & Rangan Gupta & Matteo Bonato & Oguzhan Cepni
• The Pricing Implications of Cryptocurrency Mining on Global Electricity Markets: Evidence from Quantile Causality Tests (RePEc:pre:wpaper:202220)
  by Goodness C. Aye & Riza Demirer & Rangan Gupta & Jacobus Nel
• Price Effects After One-Day Abnormal Returns and Crises in the Stock Markets (RePEc:pre:wpaper:202222)
  by Alex Plastun & Xolani Sibande & Rangan Gupta & Qiang Ji
• Bitcoin Prices and the Realized Volatility of US Sectoral Stock Returns (RePEc:pre:wpaper:202224)
  by Elie Bouri & Afees A. Salisu & Rangan Gupta
• Infectious Diseases-Related Uncertainty and the Predictability of Foreign Exchange and Bitcoin Futures Realised Volatility (RePEc:pre:wpaper:202225)
  by Sisa Shiba & Juncal Cunado & Rangan Gupta & Samrat Goswami
• Revisiting International House Price Convergence Using House Price Level Data (RePEc:pre:wpaper:202226)
  by Christophe Andre & Christina Christou & Rangan Gupta
• Hedge and Safe Haven Properties of Gold, US Treasury, Bitcoin, and Dollar/CHF against the FAANA Companies and S&P 500 (RePEc:pre:wpaper:202227)
  by Imran Yousaf & Vasilios Plakandaras & Elie Bouri & Rangan Gupta
• Stock Market Bubbles and the Forecastability of Gold Returns (and Volatility) (RePEc:pre:wpaper:202228)
  by David Gabauer & Rangan Gupta & Sayar Karmakar & Joshua Nielsen
• The Role of the Monthly ENSO in Forecasting the Daily Baltic Dry Index (RePEc:pre:wpaper:202229)
  by Elie Bouri & Rangan Gupta & Luca Rossini
• Monetary Policy and Bubbles in G7 Economies: Evidence from a Panel VAR Approach (RePEc:pre:wpaper:202230)
  by Petre Caraiani & Rangan Gupta & Jacobus Nel & Joshua Nielsen
• Rare Disaster Risks and Gold over 700 Years: Evidence from Nonparametric Quantile Regressions (RePEc:pre:wpaper:202231)
  by Mehmet Balcilar & Rangan Gupta & Jacobus Nel
• Policy Uncertainty and Stock Market Volatility Revisited: The Predictive Role of Signal Quality (RePEc:pre:wpaper:202232)
  by Afees A. Salisu & Riza Demirer & Rangan Gupta
• Contagious Diseases and Gold: Over 700 Years of Evidence from Quantile Regressions (RePEc:pre:wpaper:202233)
  by Elie Bouri & Rangan Gupta & Jacobus Nel & Sisa Shiba
• Time-Varying Parameter Four-Equation DSGE Model (RePEc:pre:wpaper:202234)
  by Rangan Gupta & Xiaojin Sun
• The Heterogeneous Impact of Temperature Growth on Real House Price Returns across the US States (RePEc:pre:wpaper:202236)
  by Renee van Eyden & Geoffrey Ngene & Oguzhan Cepni & Rangan Gupta
• Predictability of Economic Slowdowns in Advanced Countries over Eight Centuries: The Role of Climate Risks (RePEc:pre:wpaper:202237)
  by Rangan Gupta & Jacobus Nel & Afees A. Salisu & Qiang Ji
• Forecasting More than Three Centuries of Economic Growth of the United Kingdom: The Role of Climate Risks (RePEc:pre:wpaper:202238)
  by Hardik A. Marfatia & Rangan Gupta & Goodness C. Aye & Christian Pierdzioch
• On the Pricing Effects of Bitcoin Mining in the Fossil Fuel Market: The Case of Coal (RePEc:pre:wpaper:202239)
  by Xolani Sibande & Riza Demirer & Mehmet Balcilar & Rangan Gupta
• Do Climate Risks Predict US Housing Returns and Volatility? Evidence from a Quantiles-Based Approach (RePEc:pre:wpaper:202240)
  by Elie Bouri & Rangan Gupta & Hardik A. Marfatia & Jacobus Nel
• Climate Risks and Predictability of the Trading Volume of Gold: Evidence from an INGARCH Model (RePEc:pre:wpaper:202241)
  by Sayar Karmakar & Rangan Gupta & Oguzhan Cepni & Lavinia Rognone
• Climate Risks and Predictability of Commodity Returns and Volatility: Evidence from Over 750 Years of Data (RePEc:pre:wpaper:202242)
  by Jacobus Nel & Rangan Gupta & Mark E. Wohar & Christian Pierdzioch
• US Monetary Policy and BRICS Stock Market Bubbles (RePEc:pre:wpaper:202243)
  by Rangan Gupta & Jacobus Nel & Joshua Nielsen
• Climate Change and Inequality (RePEc:pre:wpaper:202244)
  by Carolyn Chisadza & Matthew Clance & Xin Sheng & Rangan Gupta
• Is Real Interest Rate a Monetary Phenomenon in Advanced Economies? Time-Varying Evidence from Over 700 Years of Data (RePEc:pre:wpaper:202245)
  by Vasilios Plakandaras & Rangan Gupta & Sayar Karmakar & Mark E. Wohar
• Climate Risks and State-Level Stock-Market Realized Volatility (RePEc:pre:wpaper:202246)
  by Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch
• Business Applications and State-Level Stock Market Realized Volatility: A Forecasting Experiment (RePEc:pre:wpaper:202247)
  by Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch
• Forecastability of Agricultural Commodity Futures Realised Volatility with Daily Infectious Disease-Related Uncertainty (RePEc:pre:wpaper:202249)
  by Sisa Shiba & Goodness C. Aye & Rangan Gupta & Samrat Goswami
• Climate Shocks and Wealth Inequality in the United Kingdom: Evidence from Monthly Data (RePEc:pre:wpaper:202250)
  by Xin Sheng & Carolyn Chisadza & Rangan Gupta & Christian Pierdzioch
• Climate Risks and Forecastability of the Weekly State-Level Economic Conditions of the United States (RePEc:pre:wpaper:202251)
  by Oguzhan Cepni & Rangan Gupta & Wenting Liao & Jun Ma
• Forecasting National Recessions of the United States with State-Level Climate Risks: Evidence from Model Averaging in Markov-Switching Models (RePEc:pre:wpaper:202252)
  by Oguzhan Cepni & Christina Christou & Rangan Gupta
• Economic Disasters and Inequality (RePEc:pre:wpaper:202255)
  by Bruno Coric & Rangan Gupta
• Investor Sentiment and Multi-Scale Positive and Negative Stock Market Bubbles in a Panel of G7 Countries (RePEc:pre:wpaper:202256)
  by Renee van Eyden & Rangan Gupta & Joshua Nielsen & Elie Bouri
• Forecasting Multivariate Volatilities with Exogenous Predictors: An Application to Industry Diversification Strategies (RePEc:pre:wpaper:202258)
  by Jiawen Luo & Oguzhan Cepni & Riza Demirer & Rangan Gupta
• Return Volatility, Correlation, and Hedging of Green and Brown Stocks: Is there a Role for Climate Risk Factors? (RePEc:pre:wpaper:202301)
  by Haohua Li & Elie Bouri & Rangan Gupta & Libing Fang
• The Effects of Disaggregate Oil Shocks on Aggregate Expected Skewness of the United States (RePEc:pre:wpaper:202302)
  by Xin Sheng & Rangan Gupta & Qiang Ji
• Drivers of Realized Volatility for South Africa (and the BRIC Countries): Fundamentals versus Sentiment (RePEc:pre:wpaper:202303)
  by Rangan Gupta & Jacobus Nel & Christian Pierdzioch
• Geopolitical Risk and Inflation Spillovers across European and North American Economies (RePEc:pre:wpaper:202304)
  by Elie Bouri & David Gabauer & Rangan Gupta & Harald Kinateder
• Monetary Policy Shocks and Multi-Scale Positive and Negative Bubbles in an Emerging Country: The Case of India (RePEc:pre:wpaper:202305)
  by Oguzhan Cepni & Rangan Gupta & Jacobus Nel & Joshua Nielsen
• Technological Shocks and Stock Market Volatility Over a Century: A GARCH-MIDAS Approach (RePEc:pre:wpaper:202308)
  by Afees A. Salisu & Riza Demirer & Rangan Gupta
• Fiscal Policy and Stock Markets at the Effective Lower Bound (RePEc:pre:wpaper:202309)
  by Christophe Andre & Petre Caraiani & Rangan Gupta
• Stock Market Volatility and Multi-Scale Positive and Negative Bubbles (RePEc:pre:wpaper:202310)
  by Rangan Gupta & Jacobus Nel & Joshua Nielsen & Christian Pierdzioch
• Realized Stock-Market Volatility of the United States and the Presidential Approval Rating (RePEc:pre:wpaper:202311)
  by Rangan Gupta & Yuvana Jaichand & Christian Pierdzioch & Renee van Eyden
• Forecasting the Realized Volatility of Agricultural Commodity Prices: Does Sentiment Matter? (RePEc:pre:wpaper:202316)
  by Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch
• Gold-to-Platinum Price Ratio and the Predictability of Bubbles in Financial Markets (RePEc:pre:wpaper:202317)
  by Riza Demirer & David Gabauer & Rangan Gupta & Joshua Nielsen
• Forecasting the Conditional Distribution of Realized Volatility of Oil Price Returns: The Role of Skewness over 1859 to 2023 (RePEc:pre:wpaper:202318)
  by Rangan Gupta & Qiang Ji & Christian Pierdzioch & Vasilios Plakandaras
• Realized Stock Market Volatility of the United States: The Role of Employee Sentiment (RePEc:pre:wpaper:202319)
  by Rangan Gupta & Savanah Hall & Christian Pierdzioch
• Financial Stress and Realized Volatility: The Case of Agricultural Commodities (RePEc:pre:wpaper:202320)
  by Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch
• The Predictive Impact of Climate Risk on Total Factor Productivity Growth: 1880-2020 (RePEc:pre:wpaper:202321)
  by Desiree M. Kunene & Renee van Eyden & Petre Caraiani & Rangan Gupta
• Effect of Temperature on the Spread of Contagious Diseases: Evidence from over 2000 Years of Data (RePEc:pre:wpaper:202322)
  by Mehmet Balcilar & Zinnia Mukherjee & Rangan Gupta & Sonali Das
• Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor versus National Factor in a GARCH-MIDAS Model (RePEc:pre:wpaper:202323)
  by Afees A. Salisu & Wenting Liao & Rangan Gupta & Oguzhan Cepni
• Time-Varying Effects of Extreme Weather Shocks on Output Growth of the United States (RePEc:pre:wpaper:202324)
  by Xin Sheng & Rangan Gupta & Oguzhan Cepni
• Stock Market Bubbles and the Realized Volatility of Oil Price Returns (RePEc:pre:wpaper:202325)
  by Rangan Gupta & Joshua Nielsen & Christian Pierdzioch
• Climate Risks and Stock Market Volatility Over a Century in an Emerging Market Economy: The Case of South Africa (RePEc:pre:wpaper:202326)
  by Kejin Wu & Sayar Karmakar & Rangan Gupta & Christian Pierdzioch
• Oil Shocks and State-Level Stock Market Volatility of the United States: A GARCH-MIDAS Approach (RePEc:pre:wpaper:202327)
  by Afees A. Salisu & Rangan Gupta & Oguzhan Cepni & Petre Caraiani
• Comparing Risk Profiles of International Stock Markets as Functional Data: COVID-19 versus the Global Financial Crisis (RePEc:pre:wpaper:202328)
  by Ryan Shackleton & Sonali Das & Rangan Gupta
• Forecasting International Financial Stress: The Role of Climate Risks (RePEc:pre:wpaper:202329)
  by Santino Del Fava & Rangan Gupta & Christian Pierdzioch & Lavinia Rognone
• Housing Market Variables and Predictability of State-Level Stock Market Volatility of the United States: Evidence from a GARCH-MIDAS Approach (RePEc:pre:wpaper:202330)
  by Afees A. Salisu & Rangan Gupta & Oguzhan Cepni
• Predicting Multi-Scale Positive and Negative Stock Market Bubbles in a Panel of G7 Countries: The Role of Oil Price Uncertainty (RePEc:pre:wpaper:202332)
  by Renee van Eyden & Rangan Gupta & Xin Sheng & Joshua Nielsen
• Oil Price Uncertainty and Predictability of Multi-Scale Positive and Negative Bubbles in the BRICS: Evidence from a Nonparametric Causality-in-Quantiles Test (RePEc:pre:wpaper:202333)
  by Rangan Gupta & Jacobus Nel & Joshua Nielsen
• Housing Search Activity and Quantiles-Based Predictability of Housing Price Movements in the United States (RePEc:pre:wpaper:202335)
  by Rangan Gupta & Damien Moodley
• Energy-Related Uncertainty and International Stock Market Volatility (RePEc:pre:wpaper:202336)
  by Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Elie Bouri
• Multi-Layer Spillovers between Volatility and Skewness in International Stock Markets Over a Century of Data: The Role of Disaster Risks (RePEc:pre:wpaper:202337)
  by Matteo Foglia & Vasilios Plakandaras & Rangan Gupta & Elie Bouri
• Oil Price Returns Skewness and Forecastability of International Stock Returns Over One Century of Data (RePEc:pre:wpaper:202339)
  by Afees A. Salisu & Rangan Gupta
• Forecasting Volatility of Commodity, Currency, and Stock Markets: Evidence from Markov Switching Multifractal Models (RePEc:pre:wpaper:202340)
  by Ruipeng Liu & Mawuli Segnon & Oguzhan Cepni & Rangan Gupta
• Forecasting Growth-at-Risk of the United States: Housing Price versus Housing Sentiment or Attention (RePEc:pre:wpaper:202401)
  by Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch
• Extreme Weather Shocks and State-Level Inflation of the United States (RePEc:pre:wpaper:202402)
  by Wenting Liao & Xin Sheng & Rangan Gupta & Sayar Karmakar
• Socio-Spatial Features of Neighbourhoods Supporting Social Interaction between Locals and Migrants in Peri-Urban China (RePEc:pre:wpaper:202403)
  by Linyan Dai & Xin Sheng & Rangan Gupta
• Climate Change and Growth Dynamics (RePEc:pre:wpaper:202404)
  by Rangan Gupta & Sarah Nandnaba & Wei Jiang
• How Connected is the Oil-Bank Network? Firm-Level and High-Frequency Evidence (RePEc:pre:wpaper:202405)
  by Yunhan Zhang & Qiang Ji & David Gabauer & Rangan Gupta
• Modeling the Presidential Approval Ratings of the United States using Machine-Learning: Does Climate Policy Uncertainty Matter? (RePEc:pre:wpaper:202406)
  by Elie Bouri & Rangan Gupta & Christian Pierdzioch
• Predicting the Conditional Distribution of US Stock Market Systemic Stress: The Role of Climate Risks (RePEc:pre:wpaper:202407)
  by Massimiliano Caporin & Petre Caraiani & Oguzhan Cepni & Rangan Gupta
• Forecasting Realized US Stock Market Volatility: Is there a Role for Economic Policy Uncertainty? (RePEc:pre:wpaper:202408)
  by Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch
• Energy Market Uncertainties and US State-Level Stock Market Volatility: A GARCH-MIDAS Approach (RePEc:pre:wpaper:202409)
  by Afees A. Salisu & Ahamuefula E.Oghonna & Rangan Gupta & Oguzhan Cepni
• The Effects of Uncertainty on Economic Conditions across US States: The Role of Climate Risks (RePEc:pre:wpaper:202410)
  by Xin Sheng & Rangan Gupta & Wenting Liao & Oguzhan Cepni
• Presidential Approval Ratings and Stock Market Performance in Latin America (RePEc:pre:wpaper:202411)
  by Yuvana Jaichand & Renee van Eyden & Rangan Gupta
• Forecasting Real Housing Price Returns of the United States using Machine Learning: The Role of Climate Risks (RePEc:pre:wpaper:202412)
  by Bruno Tag Sales & Hudson Da Silva Torrent & Rangan Gupta
• Political Geography and Stock Market Volatility: The Role of Political Alignment across Sentiment Regimes (RePEc:pre:wpaper:202414)
  by Oguzhan Cepni & Riza Demirer & Rangan Gupta & Christian Pierdzioch
• Long-Span Multi-Layer Spillovers between Moments of Advanced Equity Markets: The Role of Climate Risks (RePEc:pre:wpaper:202415)
  by Matteo Foglia & Vasilios Plakandaras & Rangan Gupta & Qiang Ji
• Does the Introduction of US Spot Bitcoin ETFs Affect Spot Returns and Volatility of Major Cryptocurrencies? (RePEc:pre:wpaper:202416)
  by Vassilios Babalos & Elie Bouri & Rangan Gupta
• A Note on Oil Consumption and Growth: The Role of Greenhouse Gases Emissions (RePEc:pre:wpaper:202417)
  by Sarah Nandnaba & Abebe Hailemariam & Rangan Gupta & Xin Sheng
• Energy Market Uncertainties and Exchange Rate Volatility: A GARCH-MIDAS Approach (RePEc:pre:wpaper:202418)
  by Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Qiang Ji
• Can Municipal Bonds Hedge US State-Level Climate Risks? (RePEc:pre:wpaper:202419)
  by Onur Polat & Rangan Gupta & Oguzhan Cepni & Qiang Ji
• Climate Risks and Forecastability of US Inflation: Evidence from Dynamic Quantile Model Averaging (RePEc:pre:wpaper:202420)
  by Jiawen Luo & Shengjie Fu & Oguzhan Cepni & Rangan Gupta
• Forecasting Gold Returns Volatility Over 1258-2023: The Role of Moments (RePEc:pre:wpaper:202421)
  by Thanoj K. Muddana & Komal S.R. Bhimireddy & Anandamayee Majumdar & Rangan Gupta
• Time-Varying Multilayer Networks Analysis of Frequency Connectedness in Commodity Futures Markets (RePEc:pre:wpaper:202422)
  by Xuewei Zhou & Zisheng Ouyang & Rangan Gupta & Qiang Ji
• Multi-Task Forecasting of the Realized Volatilities of Agricultural Commodity Prices (RePEc:pre:wpaper:202423)
  by Rangan Gupta & Christian Pierdzioch
• Forecasting Stock Returns Volatility of the G7 Over Centuries: The Role of Climate Risks (RePEc:pre:wpaper:202424)
  by Elie Bouri & Rangan Gupta & Asingamaanda Liphadzi & Christian Pierdzioch
• GARCHX-NoVaS: A Model-Free Approach to Incorporate Exogenous Variables (RePEc:pre:wpaper:202425)
  by Kejin Wu & Sayar Karmakar & Rangan Gupta
• Assessing the Growth-Enhancing Effect of State Contingent Debt Instruments (RePEc:pre:wpaper:202426)
  by Sarah Nandnaba & Rangan Gupta
• Gasoline Prices and Presidential Approval Ratings of the United States (RePEc:pre:wpaper:202427)
  by Rangan Gupta & Christian Pierdzioch & Aviral K. Tiwari
• Climate Policy Uncertainty and Financial Stress: Evidence for China (RePEc:pre:wpaper:202428)
  by Rangan Gupta & Qiang Ji & Christian Pierdzioch
• Geopolitical Risks and Oil Returns Volatility: A GARCH-MIDAS Approach (RePEc:pre:wpaper:202429)
  by Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta
• Reassessing the Macroeconomic Effects of Aggregate Skewness: A Time-Varying Perspective (RePEc:pre:wpaper:202430)
  by Rui Xiong & Wenting Liao & Rangan Gupta
• Energy Market Uncertainties and Gold Return Volatility: A GARCH-MIDAS Approach (RePEc:pre:wpaper:202431)
  by Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Sisa Shiba
• Return-Volatility Nexus in the Digital Asset Class: A Dynamic Multilayer Connectedness Analysis (RePEc:pre:wpaper:202432)
  by Elie Bouri & Matteo Foglia & Sayar Karmakar & Rangan Gupta
• Effects of Climate Risks on Financial Stress: Evidence from Asia-Pacific Countries (RePEc:pre:wpaper:202433)
  by Sarah Nandnaba & Rangan Gupta & Samrat Goswami
• Climate Risks and Prediction of Sectoral REITs Volatility: International Evidence (RePEc:pre:wpaper:202434)
  by Afees A. Salisu & Ahamuefula E. Ogbonna & Elie Bouri & Rangan Gupta
• Forecasting U.S. Recessions Using Over 150 Years of Data: Stock-Market Moments versus Oil-Market Moments (RePEc:pre:wpaper:202435)
  by Elie Bouri & Rangan Gupta & Christian Pierdzioch & Onur Polat
• Climate Risks and Real Gold Returns over 750 Years (RePEc:pre:wpaper:202436)
  by Rangan Gupta & Anandamayee Majumdar & Christian Pierdzioch & Onur Polat
• Influence of Local and Global Economic Policy Uncertainty on the Volatility of US State-Level Equity Returns: Evidence from a GARCH-MIDAS Approach with Shrinkage and Cluster Analysis (RePEc:pre:wpaper:202437)
  by Vincenzo Candila & Oguzhan Cepni & Giampiero M. Gallo & Rangan Gupta
• Oil Price Shocks and the Connectedness of US State-Level Financial Markets (RePEc:pre:wpaper:202438)
  by Onur Polat & Juncal Cunado & Oguzhan Cepni & Rangan Gupta
• Prediction of the Conditional Distribution of Daily International Stock Returns Volatility: The Role of (Conventional and Unconventional) Monetary Policies (RePEc:pre:wpaper:202439)
  by Oguzhan Cepni & Rangan Gupta & Jacobus Nel & Renee van Eyden
• Supply Chain Constraints and the Predictability of the Conditional Distribution of International Stock Market Returns and Volatility (RePEc:pre:wpaper:202441)
  by Elie Bouri & Oguzhan Cepni & Rangan Gupta & Ruipeng Liu
• Economic Policy Uncertainty and Bank-Level Stock Returns Volatility of the United States: A Mixed-Frequency Perspective (RePEc:pre:wpaper:202444)
  by Afees A. Salisu & Ahamuefula E. Ogbonna & Elie Bouri & Rangan Gupta
• Effects of Energy Consumption, Agricultural Trade and Productivity on Carbon Emissions in Nigeria: A Quantile Regression Approach (RePEc:pre:wpaper:202445)
  by Prosper E. Edoja & Goodness C. Aye & Rangan Gupta
• Time-Variation in the Persistence of Carbon Price Uncertainty: The Role of Carbon Policy Uncertainty (RePEc:pre:wpaper:202446)
  by Oguzhan Cepni & Luis A. Gil-Alana & Rangan Gupta & Onur Polat
• Forecasting the U.S. Real House Price Index (RePEc:rim:rimwps:30_14)
  by Vasilios Plakandaras & Rangan Gupta & Periklis Gogas & Theophilos Papadimitriou
• Forecasting the U.S. Real House Price Index (RePEc:ris:duthrp:2014_010)
  by Plakandaras, Vasilios & Gupta, Rangan & Papadimitriou, Theophilos & Gogas, Periklis
• US inflation dynamics on long range data (RePEc:ris:duthrp:2014_012)
  by Plakandaras, Vasilios & Gogas, Periklis & Gupta, Rangan & Papadimitriou, Theophilos
• Income Inequality: A State-by-State Complex Network Analysis (RePEc:ris:duthrp:2016_002)
  by Gogas, Periklis & Gupta, Rangan & Miller, Stephen & Papadimitriou, Theophilos & Sarantitis, Georgios
• The Informational Content of the Term-Spread in Forecasting the U.S. Inflation Rate: A Nonlinear Approach (RePEc:ris:duthrp:2016_003)
  by Gogas, Periklis & Papadimitriou, Theophilos & Plakandaras, Vasilios & Gupta, Rangan
• The Macroeconomic Effects of Uncertainty Shocks in India - Gli effetti macroeconomici degli shock di incertezza in India (RePEc:ris:ecoint:0758)
  by Bonga-Bonga, Lumengo & Gupta, Rangan & Jooste, Charl
• Causal Link between Oil Price and Uncertainty in India - Relazione di causalità tra prezzo del petrolio e incertezza in India (RePEc:ris:ecoint:0762)
  by El Montasser, Ghassen & Aggad, Kenza & Clark, Louise & Gupta, Rangan & Kemp, Shannon
• Does the Price of Oil Help Predict Inflation in South Africa? Historical Evidence Using a Frequency Domain Approach. - Il prezzo del petrolio predice l’inflazione in Sud Africa? Evidenza storica attra (RePEc:ris:ecoint:0763)
  by Gupta, Rangan & Kanda, Patrick T.
• Time-Varying Causality between Oil and Commodity Prices in the Presence of Structural Breaks and Nonlinearity - Causalità time-varying tra petrolio e prezzi delle materie prime in presenza di break st (RePEc:ris:ecoint:0764)
  by Gupta, Rangan & Kean, Gbeada Josiane Seu Epse & Tsebe, Mpho Asnath & Tsoanamatsie, Nthabiseng & Sato, João Ricardo
• Can debt ceiling and government shutdown predict us real stock returns? A bootstrap rolling window approach. - Gli effetti sui rendimenti azionari reali negli USA del tetto del debito pubblico e del b (RePEc:ris:ecoint:0768)
  by Aye, Goodness C. & Balcilar, Mehmet & El Montasser, Ghassen & Gupta, Rangan & Manjez, Nangamso C.
• Characterising the South African business cycle: is GDP difference-stationary or trend-stationary in a Markov-switching setup? - Il ciclo economico del Sud Africa: il PIL è stazion ario alle differenz (RePEc:ris:ecoint:0771)
  by Balcilar, Mehmet & Gupta, Rangan & Jooste, Charl & Ranjbar, Omid
• The Nonparametric Relationship between Oil and South African Agricultural Prices - La relazione nonparametrica tra il prezzo del petrolio e i prezzi dei prodotti agricoli in Sud Africa (RePEc:ris:ecoint:0774)
  by Ajmi, Ahdi N. & Gupta, Rangan & Kruger, Monique & Schoeman, Nicola & Walters, Leoné
• Does Liquidity Risk Explain the Time-Variation in Asset Correlations? Evidence from Stocks, Bonds and Commodities (RePEc:rnd:arjebs:v:10:y:2018:i:2:p:120-132)
  by Zintle Twala & Riza Demirer & Rangan Gupta
• Investor Sentiment and Crash Risk in Safe Havens (RePEc:rnd:arjebs:v:10:y:2019:i:6:p:97-108)
  by Adnen Ben Nasr & Matteo Bonato & Riza Demirer & Rangan Gupta
• Efficiency in BRICS Currency Markets Using Long-Spans of Data: Evidence from Model-Free Tests of Directional Predictability (RePEc:rnd:arjebs:v:11:y:2019:i:1:p:152-165)
  by Rangan Gupta & Vasilios Plakandaras
• Forecasting the South African Economy: A DSGE-VAR Approach (RePEc:rza:wpaper:051)
  by Eric Schaling & Guangling Dave Liu & Rangan Gupta
• Measuring the welfare cost of inflation in South Africa (RePEc:rza:wpaper:068)
  by Josine Uwilingiye & Rangan Gupta
• Currency Substitution and Financial Repression (RePEc:rza:wpaper:070)
  by Rangan Gupta
• Tax evasion and financial repression: A reconsideration using endogenous growth models (RePEc:rza:wpaper:081)
  by Emmanuel Ziramba & Rangan Gupta
• Is a DFM well suited for forecasting regional house price inflation? (RePEc:rza:wpaper:085)
  by Alain Kabundi & Rangan Gupta & Sonali Das
• Costly tax enforcement and financial repression (RePEc:rza:wpaper:099)
  by Emmanuel Ziramba & Rangan Gupta
• A Large Factor Model for Forecasting Macroeconomic Variables in South Africa (RePEc:rza:wpaper:137)
  by Alain Kabundi & Rangan Gupta
• Can bank capital adequacy changes amplify the business cycle in South Africa? (RePEc:rza:wpaper:143)
  by Foluso Akinsola & Sylvanus Ikhide
• Unfulfilled expectations and the emergence of the EFF (RePEc:rza:wpaper:149)
  by Nonso Obikili
• Border Tax Adjustments to Negate the Economic Impact of an Electricty Generation Tax (RePEc:rza:wpaper:51)
  by Jan H. van Heerden & Margaret Chitiga-Mabugu & Reyno Seymore
• Estimating a Philipps Curve for South Africa: A Bounded Random Walk Approach (RePEc:rza:wpaper:68)
  by Alain Kabundi & Eric Schaling & Modeste Some
• Climate change and Agriculture: What is the Role of Wildlife in adaptation in South Africa? (RePEc:rza:wpaper:70)
  by Edwin Muchapondwa & Jackson Otieno
• The impact of monetary policy on household consumption in South Africa (RePEc:rza:wpaper:81)
  by Emmanuel Owusu-Sekyere
• Stock return predictability in South Africa: An Alternative Approach (RePEc:rza:wpaper:85)
  by Ailie Charteris & Barry Strydom
• Globalisation and Conflict: Evidence from sub Saharan Africa (RePEc:rza:wpaper:99)
  by Carolyn Chisadza & Manoel Bittencourt
• The Role of Asset Prices in Forecasting Inflation and Output in South Africa (RePEc:sae:emffin:v:12:y:2013:i:3:p:239-291)
  by Rangan Gupta & Faaiqa Hartley
• Do Stock Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-varying Vector Autoregressive Model (RePEc:sae:emffin:v:14:y:2015:i:2:p:176-196)
  by Goodness C. Aye & Rangan Gupta & Mampho P. Modise
• Fiscal Policy Shocks and the Dynamics of Asset Prices (RePEc:sae:pubfin:v:42:y:2014:i:4:p:511-531)
  by Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Charl Jooste & Stephen M. Miller & Zeynel Abidin Ozdemir
• The Time-series Linkages between US Fiscal Policy and Asset Prices (RePEc:sae:pubfin:v:48:y:2020:i:3:p:303-339)
  by Ghassen El Montasser & Rangan Gupta & Jooste Charl & Stephen M. Miller
• Uncertainty and tourism in Africa (RePEc:sae:toueco:v:28:y:2022:i:4:p:964-978)
  by Carolyn Chisadza & Matthew Clance & Rangan Gupta & Peter Wanke
• Does climate policy uncertainty affect tourism demand? Evidence from time-varying causality tests (RePEc:sae:toueco:v:29:y:2023:i:6:p:1484-1498)
  by Nicholas Apergis & Konstantinos Gavriilidis & Rangan Gupta
• ‘Ripple’ Effects in South African House Prices (RePEc:sae:urbstu:v:50:y:2013:i:5:p:876-894)
  by Mehmet Balcilar & Abebe Beyene & Rangan Gupta & Monaheng Seleteng
• Comovement in Euro area housing prices: A fractional cointegration approach (RePEc:sae:urbstu:v:52:y:2015:i:16:p:3123-3143)
  by Rangan Gupta & Christophe André & Luis Gil-Alana
• Persistence and cyclical dynamics of US and UK house prices: Evidence from over 150 years of data (RePEc:sae:urbstu:v:58:y:2021:i:1:p:53-72)
  by Giorgio Canarella & Luis Gil-Alana & Rangan Gupta & Stephen M Miller
• Endogenous Tax Evasion and Reserve Requirements: A Comparative Study in the Context of European Economies (RePEc:sce:scecf5:328)
  by Rangan Gupta
• Information entropy, continuous improvement, and US energy performance: a novel stochastic-entropic analysis for ideal solutions (SEA-IS) (RePEc:spr:annopr:v:313:y:2022:i:1:d:10.1007_s10479-021-04428-y)
  by Jorge Antunes & Rangan Gupta & Zinnia Mukherjee & Peter Wanke
• “Ripple effects” and forecasting home prices in Los Angeles, Las Vegas, and Phoenix (RePEc:spr:anresc:v:48:y:2012:i:3:p:763-782)
  by Rangan Gupta & Stephen Miller
• Forecasting Nevada gross gaming revenue and taxable sales using coincident and leading employment indexes (RePEc:spr:empeco:v:44:y:2013:i:2:p:387-417)
  by Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen Miller
• Reconsidering the welfare cost of inflation in the US: a nonparametric estimation of the nonlinear long-run money-demand equation using projection pursuit regressions (RePEc:spr:empeco:v:46:y:2014:i:4:p:1221-1240)
  by Rangan Gupta & Anandamayee Majumdar
• Real estate returns predictability revisited: novel evidence from the US REITs market (RePEc:spr:empeco:v:51:y:2016:i:3:d:10.1007_s00181-015-1037-5)
  by Omokolade Akinsomi & Goodness C. Aye & Vassilios Babalos & Fotini Economou & Rangan Gupta
• Erratum to: Real estate returns predictability revisited: novel evidence from the US REITs market (RePEc:spr:empeco:v:51:y:2016:i:3:d:10.1007_s00181-016-1066-8)
  by Omokolade Akinsomi & Goodness C. Aye & Vassilios Babalos & Fotini Economou & Rangan Gupta
• Forecasting US real private residential fixed investment using a large number of predictors (RePEc:spr:empeco:v:51:y:2016:i:4:d:10.1007_s00181-015-1059-z)
  by Goodness C. Aye & Stephen M. Miller & Rangan Gupta & Mehmet Balcilar
• Forecasting South African macroeconomic variables with a Markov-switching small open-economy dynamic stochastic general equilibrium model (RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-016-1157-6)
  by Mehmet Balcilar & Rangan Gupta & Kevin Kotzé
• Time-varying persistence in US inflation (RePEc:spr:empeco:v:53:y:2017:i:2:d:10.1007_s00181-016-1144-y)
  by Massimiliano Caporin & Rangan Gupta
• The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method (RePEc:spr:empeco:v:53:y:2017:i:3:d:10.1007_s00181-016-1150-0)
  by Mehmet Balcilar & Stelios Bekiros & Rangan Gupta
• Inflation–growth nexus: evidence from a pooled CCE multiple-regime panel smooth transition model (RePEc:spr:empeco:v:54:y:2018:i:3:d:10.1007_s00181-017-1237-2)
  by Tolga Omay & Reneé Eyden & Rangan Gupta
• The relationship between healthcare expenditure and disposable personal income in the US states: a fractional integration and cointegration analysis (RePEc:spr:empeco:v:55:y:2018:i:3:d:10.1007_s00181-017-1297-3)
  by Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta
• Unemployment rate hysteresis and the great recession: exploring the metropolitan evidence (RePEc:spr:empeco:v:56:y:2019:i:1:d:10.1007_s00181-017-1361-z)
  by Giorgio Canarella & Rangan Gupta & Stephen M. Miller & Stephen K. Pollard
• Asymmetric dynamics of insurance premium: the impacts of output and economic policy uncertainty (RePEc:spr:empeco:v:57:y:2019:i:6:d:10.1007_s00181-018-1539-z)
  by Rangan Gupta & Amine Lahiani & Chi-Chuan Lee & Chien-Chiang Lee
• Forecasting output growth using a DSGE-based decomposition of the South African yield curve (RePEc:spr:empeco:v:58:y:2020:i:1:d:10.1007_s00181-018-1607-4)
  by Rangan Gupta & Hylton Hollander & Rudi Steinbach
• Modeling US historical time-series prices and inflation using alternative long-memory approaches (RePEc:spr:empeco:v:58:y:2020:i:4:d:10.1007_s00181-018-1597-2)
  by Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller
• Time-varying role of macroeconomic shocks on house prices in the US and UK: evidence from over 150 years of data (RePEc:spr:empeco:v:58:y:2020:i:5:d:10.1007_s00181-018-1581-x)
  by Vasilios Plakandaras & Rangan Gupta & Constantinos Katrakilidis & Mark E. Wohar
• Housing market spillovers in South Africa: evidence from an estimated small open economy DSGE model (RePEc:spr:empeco:v:58:y:2020:i:5:d:10.1007_s00181-018-1613-6)
  by Rangan Gupta & Xiaojin Sun
• Monetary policy and financial frictions in a small open-economy model for Uganda (RePEc:spr:empeco:v:59:y:2020:i:3:d:10.1007_s00181-019-01728-y)
  by Francis Leni Anguyo & Rangan Gupta & Kevin Kotzé
• Time-varying influence of household debt on inequality in United Kingdom (RePEc:spr:empeco:v:61:y:2021:i:4:d:10.1007_s00181-020-01940-1)
  by Edmond Berisha & David Gabauer & Rangan Gupta & Chi Keung Marco Lau
• Time-varying relationship between conventional and unconventional monetary policies and risk aversion: international evidence from time- and frequency-domains (RePEc:spr:empeco:v:61:y:2021:i:6:d:10.1007_s00181-020-02004-0)
  by Besma Hkiri & Juncal Cunado & Mehmet Balcilar & Rangan Gupta
• Globalization, long memory, and real interest rate convergence: a historical perspective (RePEc:spr:empeco:v:63:y:2022:i:5:d:10.1007_s00181-022-02206-8)
  by Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller
• Productivity and GDP: international evidence of persistence and trends over 130 years of data (RePEc:spr:empeco:v:64:y:2023:i:3:d:10.1007_s00181-022-02281-x)
  by Luis A. Gil-Alana & Sakiru Adebola Solarin & Mehmet Balcilar & Rangan Gupta
• Giant oil discoveries and conflicts (RePEc:spr:endesu:v:26:y:2024:i:6:d:10.1007_s10668-023-03270-5)
  by Carolyn Chisadza & Matthew Clance & Rangan Gupta & Mark E. Wohar
• Asymmetric effects of inequality on real output levels of the United States (RePEc:spr:eurase:v:10:y:2020:i:1:d:10.1007_s40822-019-00129-x)
  by Adnen Ben Nasr & Mehmet Balcilar & Rangan Gupta & Seyi Saint Akadiri
• Effects of geopolitical risks on trade flows: evidence from the gravity model (RePEc:spr:eurase:v:9:y:2019:i:4:d:10.1007_s40822-018-0118-0)
  by Rangan Gupta & Giray Gozgor & Huseyin Kaya & Ender Demir
• Realized volatility spillovers between energy and metal markets: a time-varying connectedness approach (RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00554-7)
  by Juncal Cunado & David Gabauer & Rangan Gupta
• Do U.S. economic conditions at the state level predict the realized volatility of oil-price returns? A quantile machine-learning approach (RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00435-5)
  by Rangan Gupta & Christian Pierdzioch
• The predictive power of Bitcoin prices for the realized volatility of US stock sector returns (RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00464-8)
  by Elie Bouri & Afees A. Salisu & Rangan Gupta
• A new hybrid method with data-characteristic-driven analysis for artificial intelligence and robotics index return forecasting (RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00483-5)
  by Yue-Jun Zhang & Han Zhang & Rangan Gupta
• The effect of gold market speculation on REIT returns in South Africa: a behavioral perspective (RePEc:spr:jecfin:v:41:y:2017:i:4:d:10.1007_s12197-016-9381-7)
  by Omokolade Akinsomi & Mehmet Balcilar & Rıza Demirer & Rangan Gupta
• Differences of opinion and stock market volatility: evidence from a nonparametric causality-in-quantiles approach (RePEc:spr:jecfin:v:42:y:2018:i:2:d:10.1007_s12197-017-9404-z)
  by Mehmet Balcilar & Riza Demirer & Rangan Gupta & Mark E. Wohar
• Time-varying correlations between trade balance and stock prices in the United States over the period 1792 to 2013 (RePEc:spr:jecfin:v:42:y:2018:i:4:d:10.1007_s12197-018-9428-z)
  by Nikolaos Antonakakis & Rangan Gupta & Aviral K. Tiwari
• Oil speculation and herding behavior in emerging stock markets (RePEc:spr:jecfin:v:43:y:2019:i:1:d:10.1007_s12197-018-9427-0)
  by Esin Cakan & Rıza Demirer & Rangan Gupta & Hardik A. Marfatia
• Price jumps in developed stock markets: the role of monetary policy committee meetings (RePEc:spr:jecfin:v:43:y:2019:i:2:d:10.1007_s12197-018-9444-z)
  by Rangan Gupta & Chi Keng Marco Lau & Ruipeng Liu & Hardik A. Marfatia
• Monetary policy uncertainty spillovers in time and frequency domains (RePEc:spr:jecstr:v:9:y:2020:i:1:d:10.1186_s40008-020-00219-z)
  by Rangan Gupta & Chi Keung Marco Lau & Jacobus A. Nel & Xin Sheng
• Technical efficiency of Connecticut Long Island Sound lobster fishery: a nonparametric approach to aggregate frontier analysis (RePEc:spr:nathaz:v:81:y:2016:i:3:d:10.1007_s11069-015-2144-5)
  by Lei Chen & Rangan Gupta & Zinnia Mukherjee & Peter Wanke
• Time series effects of dissolved oxygen and nitrogen on Long Island Sound lobster harvest (RePEc:spr:nathaz:v:84:y:2016:i:3:d:10.1007_s11069-016-2522-7)
  by Zinnia Mukherjee & Dipak K. Dey & Rangan Gupta
• Causality between research output and economic growth in BRICS (RePEc:spr:qualqt:v:49:y:2015:i:1:p:167-176)
  by Roula Inglesi-Lotz & Tsangyao Chang & Rangan Gupta
• Asymmetric causality between military expenditures and economic growth in top six defense spenders (RePEc:spr:qualqt:v:52:y:2018:i:3:d:10.1007_s11135-017-0512-9)
  by Abdulnasser Hatemi-J & Tsangyao Chang & Wen-Yi Chen & Feng-Li Lin & Rangan Gupta
• The relationship between the inflation rate and inequality across U.S. states: a semiparametric approach (RePEc:spr:qualqt:v:52:y:2018:i:5:d:10.1007_s11135-017-0676-3)
  by Mehmet Balcilar & Shinhye Chang & Rangan Gupta & Stephen M. Miller
• The effectiveness of monetary and fiscal policy shocks on U.S. inequality: the role of uncertainty (RePEc:spr:qualqt:v:53:y:2019:i:1:d:10.1007_s11135-018-0752-3)
  by Goodness C. Aye & Matthew W. Clance & Rangan Gupta
• Bayesian Spatial Modeling for Housing Data in South Africa (RePEc:spr:sankhb:v:83:y:2021:i:2:d:10.1007_s13571-020-00233-y)
  by Bingling Wang & Sudipto Banerjee & Rangan Gupta
• Time-varying causality between research output and economic growth in US (RePEc:spr:scient:v:100:y:2014:i:1:d:10.1007_s11192-014-1257-z)
  by Roula Inglesi-Lotz & Mehmet Balcilar & Rangan Gupta
• Persistence, Mean-Reversion and Non-linearities in Infant Mortality Rates (RePEc:spr:soinre:v:131:y:2017:i:1:d:10.1007_s11205-016-1253-1)
  by Luis A. Gil-Alana & Juncal Cunado & Rangan Gupta
• Are Health Care Expenditures and Personal Disposable Income Characterised by Asymmetric Behaviour? Evidence from US State-Level Data (RePEc:spr:soinre:v:131:y:2017:i:2:d:10.1007_s11205-016-1275-8)
  by Mulatu F. Zerihun & Juncal Cunado & Rangan Gupta
• Convergence of Health Care Expenditures Across the US States: A Reconsideration (RePEc:spr:soinre:v:133:y:2017:i:1:d:10.1007_s11205-016-1357-7)
  by Nicholas Apergis & Tsangyao Chang & Christina Christou & Rangan Gupta
• Is Economic Policy Uncertainty Related to Suicide Rates? Evidence from the United States (RePEc:spr:soinre:v:133:y:2017:i:2:d:10.1007_s11205-016-1384-4)
  by Nikolaos Antonakakis & Rangan Gupta
• Causality Between Per Capita Real GDP and Income Inequality in the U.S.: Evidence from a Wavelet Analysis (RePEc:spr:soinre:v:135:y:2018:i:1:d:10.1007_s11205-016-1485-0)
  by Shinhye Chang & Rangan Gupta & Stephen M. Miller
• Correction to: Causality Between Per Capita Real GDP and Income Inequality in the U.S.: Evidence from a Wavelet Analysis (RePEc:spr:soinre:v:140:y:2018:i:2:d:10.1007_s11205-017-1792-0)
  by Shinhye Chang & Rangan Gupta & Stephen M. Miller
• Partisan Conflict and Income Inequality in the United States: A Nonparametric Causality-in-Quantiles Approach (RePEc:spr:soinre:v:142:y:2019:i:1:d:10.1007_s11205-018-1906-3)
  by Mehmet Balcilar & Seyi Saint Akadiri & Rangan Gupta & Stephen M. Miller
• Kuznets Curve for the US: A Reconsideration Using Cosummability (RePEc:spr:soinre:v:142:y:2019:i:2:d:10.1007_s11205-018-1940-1)
  by Adnen Ben Nasr & Mehmet Balcilar & Seyi Saint Akadiri & Rangan Gupta
• Dynamic and Asymmetric Response of Inequality to Income Volatility: The Case of the United Kingdom (RePEc:spr:soinre:v:147:y:2020:i:3:d:10.1007_s11205-019-02180-2)
  by Goodness C. Aye & Giray Gozgor & Rangan Gupta
• Time-Varying Predictability of Labor Productivity on Inequality in United Kingdom (RePEc:spr:soinre:v:155:y:2021:i:3:d:10.1007_s11205-021-02622-w)
  by David Gabauer & Rangan Gupta & Jacobus Nel & Woraphon Yamaka
• Using large data sets to forecast sectoral employment (RePEc:spr:stmapp:v:23:y:2014:i:2:p:229-264)
  by Rangan Gupta & Alain Kabundi & Stephen Miller & Josine Uwilingiye
• Macroeconomic Surprises and Stock Returns in South Africa (RePEc:sza:wpaper:wpapers157)
  by Rangan Gupta & Monique Reid
• Is the relationship between monetary policy and house prices asymmetric in South Africa? Evidence from a Markov-Switching Vector Autoregressive mode (RePEc:sza:wpaper:wpapers166)
  by Beatrice D. Simo - Kengne & Mehmet Balcilar & Rangan Gupta & Monique Reid & Goodness C. Aye
• Real Interest Rate Persistence in South Africa: Evidence and Implications (RePEc:sza:wpaper:wpapers170)
  by Sonali Das & Rangan Gupta & Patrick T. Kanda & Monique Reid & Christian K. Tipoy & Mulatu F. Zerihun
• Date stamping historical oil price bubbles: 1876 - 2014 (RePEc:sza:wpaper:wpapers225)
  by Itamar Caspi & Nico Katzke & Rangan Gupta
• Inflation Forecasts and Forecaster Herding: Evidence from South African Survey Data (RePEc:sza:wpaper:wpapers226)
  by Christian Pierdzioch & Monique B. Reid & Rangan Gupta
• On the Directional Accuracy of Inflation Forecasts: Evidence from South African Survey Data (RePEc:sza:wpaper:wpapers229)
  by Christian Pierdzioch & Monique B. Reid & Rangan Gupta
• Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality (RePEc:sza:wpaper:wpapers231)
  by Christian Pierdzioch & Monique B. Reid & Rangan Gupta
• Do Precious Metal Prices Help in Forecasting South African Inflation? (RePEc:sza:wpaper:wpapers235)
  by Mehmet Balcilar & Nico Katzke & Rangan Gupta
• Identifying Periods of US Housing Market Explosivity (RePEc:sza:wpaper:wpapers240)
  by Mehmet Balcilar & Nico Katzke & Rangan Gupta
• Are there long-run diversification gains from the Dow Jones Islamic finance index? (RePEc:taf:apeclt:v:22:y:2015:i:12:p:945-950)
  by Mehmet Balcilar & Charl Jooste & Shawkat Hammoudeh & Rangan Gupta & Vassilios Babalos
• The causal relationship between natural gas consumption and economic growth: evidence from the G7 countries (RePEc:taf:apeclt:v:23:y:2016:i:1:p:38-46)
  by Tsangyao Chang & Rangan Gupta & Roula Inglesi-Lotz & Masabala & Simo-Kengne & Weideman
• The US real GNP is trend-stationary after all (RePEc:taf:apeclt:v:24:y:2017:i:8:p:510-514)
  by Tolga Omay & Rangan Gupta & Giovanni Bonaccolto
• South Africa’s monetary policy independence: evidence from a Global New-Keynesian DSGE model (RePEc:taf:apeclt:v:25:y:2018:i:12:p:840-846)
  by Annari De Waal & Rangan Gupta & Charl Jooste
• Macroeconomic uncertainty, growth and inflation in the Eurozone: a causal approach (RePEc:taf:apeclt:v:25:y:2018:i:14:p:1029-1033)
  by Vasilios Plakandaras & Rangan Gupta & Periklis Gogas & Theophilos Papadimitriou
• Are BRICS exchange rates chaotic? (RePEc:taf:apeclt:v:26:y:2019:i:13:p:1104-1110)
  by Vasilios Plakandaras & Rangan Gupta & Luis A. Gil-Alana & Mark E. Wohar
• Geopolitical risks and recessions in a panel of advanced economies: evidence from over a century of data (RePEc:taf:apeclt:v:26:y:2019:i:16:p:1317-1321)
  by Matthew W. Clance & Rangan Gupta & Mark E. Wohar
• Is the Housing Market in the United States Really Weakly-Efficient? (RePEc:taf:apeclt:v:27:y:2020:i:14:p:1124-1134)
  by Aviral Kumar Tiwari & Rangan Gupta & Mark E. Wohar
• Effect of uncertainty on U.S. stock returns and volatility: evidence from over eighty years of high-frequency data (RePEc:taf:apeclt:v:27:y:2020:i:16:p:1305-1311)
  by Rangan Gupta & Hardik A. Marfatia & Eric Olson
• Threshold effects of inequality on economic growth in the US states: the role of human capital to physical capital ratio (RePEc:taf:apeclt:v:27:y:2020:i:19:p:1546-1551)
  by Oğuzhan Çepni & Rangan Gupta & Zhihui Lv
• Frequency-dependent real-time effects of uncertainty in the United States: evidence from daily data (RePEc:taf:apeclt:v:27:y:2020:i:19:p:1562-1566)
  by Yanele Nyamela & Vasilios Plakandaras & Rangan Gupta
• Movements in real estate uncertainty in the United States: the role of oil shocks (RePEc:taf:apeclt:v:28:y:2021:i:13:p:1059-1065)
  by Rangan Gupta & Xin Sheng & Qiang Ji
• Dynamic effects of monetary policy shocks on macroeconomic volatility in the United Kingdom (RePEc:taf:apeclt:v:28:y:2021:i:18:p:1594-1599)
  by Afees A. Salisu & Rangan Gupta
• The impact of disaggregated oil shocks on state-level consumption of the United States (RePEc:taf:apeclt:v:28:y:2021:i:21:p:1818-1824)
  by Rangan Gupta & Xin Sheng & Reneé van Eyden & Mark Wohar
• A note on oil price shocks and the forecastability of gold realized volatility (RePEc:taf:apeclt:v:28:y:2021:i:21:p:1889-1897)
  by Riza Demirer & Rangan Gupta & Christian Pierdzioch & Syed Jawad Hussain Shahzad
• Forecasting charge-off rates with a panel Tobit model: the role of uncertainty (RePEc:taf:apeclt:v:29:y:2022:i:10:p:927-931)
  by Xin Sheng & Rangan Gupta & Qiang Ji
• A note on financial vulnerability and volatility in emerging stock markets: evidence from GARCH-MIDAS models (RePEc:taf:apeclt:v:30:y:2023:i:1:p:37-42)
  by Riza Demirer & Rangan Gupta & He Li & Yu You
• The effect of oil uncertainty shock on real GDP of 33 countries: a global VAR approach (RePEc:taf:apeclt:v:30:y:2023:i:3:p:269-274)
  by Afees A. Salisu & Rangan Gupta & Abeeb Olaniran
• Unknown item RePEc:taf:apfiec:v:24:y:2014:i:14:p:993-1004 (article)
• Unknown item RePEc:taf:apfiec:v:24:y:2014:i:17:p:1147-1157 (article)
• Unknown item RePEc:taf:apfiec:v:24:y:2014:i:17:p:1159-1166 (article)
• Forecasting house prices for the four census regions and the aggregate US economy in a data-rich environment (RePEc:taf:applec:v:45:y:2013:i:33:p:4677-4697)
  by Rangan Gupta
• Testing for persistence in housing price-to-income and price-to-rent ratios in 16 OECD countries (RePEc:taf:applec:v:46:y:2014:i:18:p:2127-2138)
  by Christophe Andr頍 & Luis A. Gil-Alana & Rangan Gupta
• Housing and the Great Depression (RePEc:taf:applec:v:46:y:2014:i:24:p:2966-2981)
  by Mehmet Balcilar & Rangan Gupta & Stephen M. Miller
• Time-varying linkages between tourism receipts and economic growth in South Africa (RePEc:taf:applec:v:46:y:2014:i:36:p:4381-4398)
  by Mehmet Balcilar & Rene頶an Eyden & Roula Inglesi-Lotz & Rangan Gupta
• Are house prices in South Africa really nonstationary? Evidence from SPSM-based panel KSS test with a Fourier function (RePEc:taf:applec:v:47:y:2015:i:1:p:32-53)
  by Tsangyao Chang & Tsung-Pao Wu & Rangan Gupta
• The out-of-sample forecasting performance of nonlinear models of regional housing prices in the US (RePEc:taf:applec:v:47:y:2015:i:22:p:2259-2277)
  by Mehmet Balcilar & Rangan Gupta & Stephen M. Miller
• Do we need a global VAR model to forecast inflation and output in South Africa? (RePEc:taf:applec:v:47:y:2015:i:25:p:2649-2670)
  by Annari De Waal & Rene頖an Eyden & Rangan Gupta
• Was the recent downturn in US real GDP predictable? (RePEc:taf:applec:v:47:y:2015:i:28:p:2985-3007)
  by Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen M. Miller
• DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa (RePEc:taf:applec:v:47:y:2015:i:3:p:207-221)
  by Rangan Gupta & Patrick T. Kanda & Mampho P. Modise & Alessia Paccagnini
• US inflation dynamics on long-range data (RePEc:taf:applec:v:47:y:2015:i:36:p:3874-3890)
  by Vasilios Plakandaras & Periklis Gogas & Rangan Gupta & Theophilos Papadimitriou
• Forecasting the price of gold (RePEc:taf:applec:v:47:y:2015:i:39:p:4141-4152)
  by Hossein Hassani & Emmanuel Sirimal Silva & Rangan Gupta & Mawuli K. Segnon
• Volatility transmission between Islamic and conventional equity markets: evidence from causality-in-variance test (RePEc:taf:applec:v:47:y:2015:i:46:p:4996-5011)
  by Saban Nazlioglu & Shawkat Hammoudeh & Rangan Gupta
• Forecasting US real house price returns over 1831-2013: evidence from copula models (RePEc:taf:applec:v:47:y:2015:i:48:p:5204-5213)
  by Rangan Gupta & Anandamayee Majumdar
• Convergence of greenhouse gas emissions among G7 countries (RePEc:taf:applec:v:47:y:2015:i:60:p:6543-6552)
  by Ghassen El-Montasser & Roula Inglesi-Lotz & Rangan Gupta
• Do sunspot numbers cause global temperatures? Evidence from a frequency domain causality test (RePEc:taf:applec:v:47:y:2015:i:8:p:798-808)
  by Rangan Gupta & Luis A. Gil-Alana & Olaoluwa S. Yaya
• Research output and economic growth in G7 countries: new evidence from asymmetric panel causality testing (RePEc:taf:applec:v:48:y:2016:i:24:p:2301-2308)
  by Abdulnasser Hatemi-J & Ahdi N. Ajmi & Ghassen El Montasser & Roula Inglesi-Lotz & Rangan Gupta
• Forecasting South African inflation using non-linearmodels: a weighted loss-based evaluation (RePEc:taf:applec:v:48:y:2016:i:26:p:2412-2427)
  by Patrick T. Kanda & Mehmet Balcilar & Pejman Bahramian & Rangan Gupta
• Time-frequency relationship between US output with commodity and asset prices (RePEc:taf:applec:v:48:y:2016:i:3:p:227-242)
  by Aviral K. Tiwari & Claudiu T. Albulescu & Rangan Gupta
• A non-linear approach for predicting stock returns and volatility with the use of investor sentiment indices (RePEc:taf:applec:v:48:y:2016:i:31:p:2895-2898)
  by Stelios Bekiros & Rangan Gupta & Clement Kyei
• Persistence, mean reversion and non-linearities in the US housing prices over 1830--2013 (RePEc:taf:applec:v:48:y:2016:i:34:p:3244-3252)
  by Luis A. Gil-Alana & Rangan Gupta & Fernando Perez de Gracia
• Forecasting US consumer price index: does nonlinearity matter? (RePEc:taf:applec:v:48:y:2016:i:46:p:4462-4475)
  by Marcos Álvarez-Díaz & Rangan Gupta
• Long memory, economic policy uncertainty and forecasting US inflation: a Bayesian VARFIMA approach (RePEc:taf:applec:v:49:y:2017:i:11:p:1047-1054)
  by Mehmet Balcilar & Rangan Gupta & Charl Jooste
• Forecasting inflation in an inflation targeting economy: structural versus nonstructural models (RePEc:taf:applec:v:49:y:2017:i:24:p:2316-2321)
  by Rangan Gupta
• Causal effects of the United States and Japan on Pacific-Rim stock markets: nonparametric quantile causality approach (RePEc:taf:applec:v:50:y:2018:i:53:p:5712-5727)
  by Mehmet Balcilar & Rangan Gupta & Duc Khuong Nguyen & Mark E. Wohar
• Spillovers between Bitcoin and other assets during bear and bull markets (RePEc:taf:applec:v:50:y:2018:i:55:p:5935-5949)
  by Elie Bouri & Mahamitra Das & Rangan Gupta & David Roubaud
• Is there a role for uncertainty in forecasting output growth in OECD countries? Evidence from a time-varying parameter-panel vector autoregressive model (RePEc:taf:applec:v:51:y:2019:i:33:p:3624-3631)
  by Goodness C. Aye & Rangan Gupta & Chi Keung Marco Lau & Xin Sheng
• Persistence of economic uncertainty: a comprehensive analysis (RePEc:taf:applec:v:51:y:2019:i:41:p:4477-4498)
  by Vasilios Plakandaras & Rangan Gupta & Mark E. Wohar
• Does real U.K. GDP have a unit root? Evidence from a multi-century perspective (RePEc:taf:applec:v:52:y:2020:i:10:p:1070-1087)
  by Giorgio Canarella & Rangan Gupta & Stephen M. Miller & Tolga Omay
• Forecasting core inflation: the case of South Africa (RePEc:taf:applec:v:52:y:2020:i:28:p:3004-3022)
  by Franz Ruch & Mehmet Balcilar & Rangan Gupta & Mampho P. Modise
• The role of real estate uncertainty in predicting US home sales growth: evidence from a quantiles-based Bayesian model averaging approach (RePEc:taf:applec:v:52:y:2020:i:5:p:528-536)
  by Oğuzhan Çepni & Rangan Gupta & Mark E. Wohar
• The Taylor curve: international evidence (RePEc:taf:applec:v:53:y:2021:i:40:p:4680-4691)
  by Semih Emre Çekin & Rangan Gupta & Eric Olson
• The Impact of House Prices on Consumption in South Africa: Evidence from Provincial-Level Panel VARs (RePEc:taf:chosxx:v:28:y:2013:i:8:p:1133-1154)
  by Beatrice D. Simo-Kengne & Rangan Gupta & Manoel Bittencourt
• The Effect Of Defense Spending On Us Output: A Factor Augmented Vector Autoregression (Favar) Approach (RePEc:taf:defpea:v:21:y:2010:i:2:p:135-147)
  by Rangan Gupta & Alain Kabundi & Emmanuel Ziramba
• Military expenditure, economic growth and structural instability: a case study of South Africa (RePEc:taf:defpea:v:25:y:2014:i:6:p:619-633)
  by Goodness C. Aye & Mehmet Balcilar & John P. Dunne & Rangan Gupta & Rene� van Eyden
• The nexus between military expenditures and economic growth in the BRICS and the US: an empirical note (RePEc:taf:defpea:v:28:y:2017:i:5:p:609-620)
  by Ming Zhong & Tsangyao Chang & Samrat Goswami & Rangan Gupta & Tien-Wei Lou
• Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note (RePEc:taf:defpea:v:30:y:2019:i:3:p:367-379)
  by Elie Bouri & Riza Demirer & Rangan Gupta & Hardik A. Marfatia
• Time-Varying Impact of Geopolitical Risks on Oil Prices (RePEc:taf:defpea:v:31:y:2020:i:6:p:692-706)
  by Juncal Cunado & Rangan Gupta & Chi Keung Marco Lau & Xin Sheng
• Jumps in Geopolitical Risk and the Cryptocurrency Market: The Singularity of Bitcoin (RePEc:taf:defpea:v:33:y:2022:i:2:p:150-161)
  by Elie Bouri & Rangan Gupta & Xuan Vinh Vo
• Terror attacks and stock-market fluctuations: evidence based on a nonparametric causality-in-quantiles test for the G7 countries (RePEc:taf:eurjfi:v:24:y:2018:i:4:p:333-346)
  by Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch & Mark E. Wohar
• Exchange rate returns and volatility: the role of time-varying rare disaster risks (RePEc:taf:eurjfi:v:25:y:2019:i:2:p:190-203)
  by Rangan Gupta & Tahir Suleman & Mark E. Wohar
• Forecasting realized volatility of bitcoin returns: tail events and asymmetric loss (RePEc:taf:eurjfi:v:27:y:2021:i:16:p:1626-1644)
  by Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch
• Forecasting international REITs volatility: the role of oil-price uncertainty (RePEc:taf:eurjfi:v:29:y:2023:i:14:p:1579-1597)
  by Jiqian Wang & Rangan Gupta & Oğuzhan Çepni & Feng Ma
• Tail risks and forecastability of stock returns of advanced economies: evidence from centuries of data (RePEc:taf:eurjfi:v:29:y:2023:i:4:p:466-481)
  by Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna
• High-Frequency Predictability of Housing Market Movements of the United States: The Role of Economic Sentiment (RePEc:taf:hbhfxx:v:22:y:2021:i:4:p:490-498)
  by Mehmet Balcilar & Elie Bouri & Rangan Gupta & Clement Kweku Kyei
• Predicting Housing Market Sentiment: The Role of Financial, Macroeconomic and Real Estate Uncertainties (RePEc:taf:hbhfxx:v:23:y:2022:i:2:p:189-209)
  by Hardik A. Marfatia & Christophe André & Rangan Gupta
• Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment (RePEc:taf:hbhfxx:v:23:y:2022:i:3:p:241-261)
  by Petre Caraiani & Rangan Gupta & Chi Keung Marco Lau & Hardik A. Marfatia
• Investors’ Uncertainty and Forecasting Stock Market Volatility (RePEc:taf:hbhfxx:v:23:y:2022:i:3:p:327-337)
  by Ruipeng Liu & Rangan Gupta
• Investor Confidence and Forecastability of US Stock Market Realized Volatility: Evidence from Machine Learning (RePEc:taf:hbhfxx:v:24:y:2023:i:1:p:111-122)
  by Rangan Gupta & Jacobus Nel & Christian Pierdzioch
• Investor Sentiment and (Anti) Herding in the Currency Market: Evidence from Twitter Feed Data (RePEc:taf:hbhfxx:v:24:y:2023:i:1:p:56-72)
  by Xolani Sibande & Rangan Gupta & Riza Demirer & Elie Bouri
• Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries (RePEc:taf:hbhfxx:v:24:y:2023:i:3:p:365-381)
  by Oguzhan Cepni & Rangan Gupta & Qiang Ji
• Unknown item RePEc:taf:ijspmg:v:16:y:2011:i:1:p:1-20 (article)
• Unknown item RePEc:taf:ijspmg:v:17:y:2012:i:2:p:188-198 (article)
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• Financial Liberalization and Inflationary Dynamics: An Open Economy Analysis (RePEc:taf:intecj:v:21:y:2007:i:3:p:335-360)
  by Rangan Gupta
• An Endogenous Growth Model of a Financially Repressed Small Open Economy (RePEc:taf:intecj:v:23:y:2009:i:1:p:143-161)
  by Samrat Goswami & Rangan Gupta
• Currency Substitution and Financial Repression (RePEc:taf:intecj:v:25:y:2011:i:1:p:47-61)
  by Rangan Gupta
• On the directional accuracy of inflation forecasts: evidence from South African survey data (RePEc:taf:japsta:v:45:y:2018:i:5:p:884-900)
  by Christian Pierdzioch & Monique B. Reid & Rangan Gupta
• Jumps beyond the realms of cricket: India's performance in One Day Internationals and stock market movements (RePEc:taf:japsta:v:47:y:2020:i:6:p:1109-1127)
  by Konstantinos Gkillas & Rangan Gupta & Chi Keung Marco Lau & Muhammad Tahir Suleman
• Forecasting interest rate volatility of the United Kingdom: evidence from over 150 years of data (RePEc:taf:japsta:v:47:y:2020:i:6:p:1128-1143)
  by Hossein Hassani & Mohammad Reza Yeganegi & Juncal Cuñado & Rangan Gupta
• The long-run relationship between inflation and real stock prices: empirical evidence from South Africa (RePEc:taf:jbemgt:v:13:y:2011:i:4:p:600-613)
  by Riona Arjoon & Mariëtte Botes & Laban K. Chesang & Rangan Gupta
• Intertemporal portfolio allocation and hedging demand: an application to South Africa (RePEc:taf:jbemgt:v:15:y:2014:i:4:p:744-775)
  by Esti Van Wyk de Vries & Rangan Gupta & Reneé Van Eyden
• Optimal public policy with endogenous mortality (RePEc:taf:jecprf:v:13:y:2010:i:3:p:241-249)
  by Rangan Gupta & Emmanuel Ziramba
• The Feldstein--Horioka puzzle in South Africa: A fractional cointegration approach (RePEc:taf:jitecd:v:25:y:2016:i:7:p:978-991)
  by Luis A. Gil-Alana & Christophe André & Rangan Gupta & Tsangyao Chang & Omid Ranjbar
• Current account sustainability in G7 and BRICS: Evidence from a long-memory model with structural breaks (RePEc:taf:jitecd:v:27:y:2018:i:6:p:638-654)
  by Christophe Andre & Mehmet Balcilar & Tsangyao Chang & Luis Alberiko Gil-Alana & Rangan Gupta
• The impact of US uncertainty shocks on a panel of advanced and emerging market economies (RePEc:taf:jitecd:v:29:y:2020:i:6:p:711-721)
  by Rangan Gupta & Godwin Olasehinde-Williams & Mark E. Wohar
• Inflation dynamics in Uganda: a quantile regression approach (RePEc:taf:macfem:v:13:y:2020:i:2:p:161-187)
  by Francis Leni Anguyo & Rangan Gupta & Kevin Kotzé
• On the predictability of stock market bubbles: evidence from LPPLS confidence multi-scale indicators (RePEc:taf:quantf:v:19:y:2019:i:5:p:843-858)
  by Riza Demirer & Guilherme Demos & Rangan Gupta & Didier Sornette
• Causality Between Us Economic Policy and Equity Market Uncertainties: Evidence from Linear and Nonlinear Tests (RePEc:taf:recsxx:v:18:y:2015:i:2:p:225-246)
  by Ahdi Noomen Ajmi & Goodness C. Aye & Mehmet Balcilar & Ghassen El Montasser & Rangan Gupta
• The Growth-Inflation Nexus for the U.S. from 1801 to 2013: A Semiparametric Approach (RePEc:taf:recsxx:v:20:y:2017:i:1:p:105-120)
  by Mehmet Balcilar & Rangan Gupta & Charl Jooste
• Revisiting the twin deficits hypothesis: a quantile cointegration analysis over the period 1791-2013 (RePEc:taf:recsxx:v:22:y:2019:i:1:p:117-131)
  by Nikolaos Antonakakis & Juncal Cunado & Rangan Gupta & Mawuli Segnon
• Causal Relationship between Asset Prices and Output in the United States: Evidence from the State-Level Panel Granger Causality Test (RePEc:taf:regstd:v:50:y:2016:i:10:p:1728-1741)
  by Furkan Emirmahmutoglu & Mehmet Bacilar & Nicholas Apergis & Beatrice D. Simo-Kengne & Tsangyao Chang & Rangan Gupta
• Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns (RePEc:taf:repmxx:v:21:y:2015:i:1:p:53-60)
  by Nikolaos Antonakakis & Rangan Gupta & Christophe André
• Analysis of Herding in Reits of an Emerging Market: The Case of Turkey (RePEc:taf:repmxx:v:24:y:2018:i:1:p:65-81)
  by Omokolade Akinsomi & Yener Coskun & Rangan Gupta
• The Effect of Economic Uncertainty on the Housing Market Cycle (RePEc:taf:repmxx:v:25:y:2019:i:1:p:67-75)
  by Goodness C. Aye & Matthew W. Clance & Rangan Gupta
• Mortgage Default Risks and High-Frequency Predictability of the U.S. Housing Market: A Reconsideration (RePEc:taf:repmxx:v:26:y:2020:i:2:p:111-117)
  by Mehmet Balcilar & Elie Bouri & Rangan Gupta & Mark E. Wohar
• The role of housing sentiment in forecasting U.S. home sales growth: evidence from a Bayesian compressed vector autoregressive model (RePEc:taf:reroxx:v:32:y:2019:i:1:p:2554-2567)
  by Rangan Gupta & Chi Keung Marco Lau & Vasilios Plakandaras & Wing-Keung Wong
• Monetary policy, financial frictions and structural changes in Uganda: a Markov-switching DSGE approach (RePEc:taf:reroxx:v:33:y:2020:i:1:p:1538-1561)
  by Francis Leni Anguyo & Rangan Gupta & Kevin Kotzé
• International Articles: Bubbles In South African House Prices And Their Impact On Consumption (RePEc:taf:rjelxx:v:19:y:2011:i:1:p:69-91)
  by Sonali Das & Rangan Gupta & Patrick Kanda
• House Prices and Economic Growth in South Africa: Evidence From Provincial-Level Data (RePEc:taf:rjelxx:v:20:y:2012:i:1:p:97-117)
  by Beatrice Simo-Kengne & Manoel Bittencourt & Rangan Gupta
• Testing for Persistence in South African House Prices (RePEc:taf:rjelxx:v:21:y:2013:i:2:p:293-314)
  by Luis Gil-Alana & Goodness Ave & Rangan Gupta
• The Long-Run Relationship Between Consumption, House Prices, and Stock Prices in South Africa: Evidence from Provincial-level Data (RePEc:taf:rjelxx:v:22:y:2014:i:1:p:83-99)
  by Nicholas Apergis & Beatrice Simo-Kengne & Rangan Gupta
• House Values and Proximity to a Landfill in South Africa (RePEc:taf:rjelxx:v:24:y:2016:i:1:p:133-149)
  by Mario du Preez & Mehmet Balcilar & Aarifah Razak & Steven F. Koch & Rangan Gupta
• Impact of Activity Tax in the Property-Owning and Subletting of Fixed Property Sectors on the South African Economy: A CGE Analysis (RePEc:taf:rjelxx:v:24:y:2016:i:2:p:345-357)
  by Lumengo Bonga-Bonga & Jean Luc Erero & Rangan Gupta
• Asymmetric Behavior in Nominal and Real Housing Prices: Evidence from Emerging and Advanced Economies (RePEc:taf:rjelxx:v:25:y:2017:i:2:p:409-425)
  by Christophe André & Nikolaos Antonakakis & Rangan Gupta & Mulatu F. Zerihun
• The Impact of Unconventional Monetary Policy Shocks in the U.S. on Emerging Market REITs (RePEc:taf:rjelxx:v:26:y:2018:i:1:p:175-188)
  by Rangan Gupta & Hardik A. Marfatia
• Economic Policy Uncertainty, U.S. Real Housing Returns and Their Volatility: A Nonparametric Approach (RePEc:taf:rjerxx:v:39:y:2017:i:4:p:493-514)
  by Christophe André & Lumengo Bonga-Bonga & Rangan Gupta & John W. Muteba Mwamba
• The Blessing of Dimensionality in Forecasting Real House Price Growth in the Nine Census Divisions of the U.S (RePEc:taf:rjrhxx:v:19:y:2010:i:1:p:89-109)
  by Sonali Das & Rangan Gupta & Alain Kabundi
• Could We Have Predicted the Recent Downturn in Home Sales in the Four U.S. Census Regions? (RePEc:taf:rjrhxx:v:19:y:2010:i:2:p:111-128)
  by Rangan Gupta & Christian Tipoy & Sonali Das
• Using Large Data Sets to Forecast House Prices: A Case Study of Twenty U.S. States (RePEc:taf:rjrhxx:v:20:y:2011:i:2:p:161-190)
  by Rangan Gupta & Alain Kabundi & Stephen Miller
• Long- and Short-Run Relationships between House and Stock Prices in South Africa: A Nonparametric Approach (RePEc:taf:rjrhxx:v:22:y:2013:i:2:p:203-219)
  by Goodness Aye & Mehmet Balcilar & Rangan Gupta
• House Prices and Balance of Trade Dynamics in South Africa: Evidence from an Agnostic Identification Procedure (RePEc:taf:rjrhxx:v:24:y:2015:i:1:p:107-126)
  by Beatrice D. Simo-Kengne & Rangan Gupta & Goodness C. Aye
• Cross-Country Evidence on the Causal Relationship between Policy Uncertainty and Housing Prices (RePEc:taf:rjrhxx:v:25:y:2016:i:2:p:195-211)
  by Ghassen El-Montasser & Ahdi N. Ajmi & Tsangyao Chang & Beatrice D. Simo-Kengne & Christophe André & Rangan Gupta
• Time Aggregation and the Contradictions with Causal Relationships: Can Economic Theory Come to the Rescue? (RePEc:taf:rseexx:v:33:y:2009:i:1:p:16-27)
  by R Gupta & K Komen
• Time Aggregation, Long-Run Money Demand and the Welfare Cost of Inflation (RePEc:taf:rseexx:v:33:y:2009:i:3:p:95-109)
  by R Gupta & J Uwilingiye
• Risk aversion and the predictability of crude oil market volatility: A forecasting experiment with random forests (RePEc:taf:tjorxx:v:73:y:2022:i:8:p:1755-1767)
  by Riza Demirer & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch
• Forecasting the South African Economy : A DSGE-VAR Approach (RePEc:tiu:tiucen:adfaca2d-b9dd-4548-93d0-39f149177eed)
  by Liu, G. & Gupta, R. & Schaling, E.
• Forecasting the South African Economy : A DSGE-VAR Approach (RePEc:tiu:tiutis:adfaca2d-b9dd-4548-93d0-39f149177eed)
  by Liu, G. & Gupta, R. & Schaling, E.
• The Impact of jumps and leverage in forecasting the co-volatility of oil and gold futures (RePEc:ucm:doicae:1912)
  by Manabu Asai & Rangan Gupta & Michael McAleer
• Oil price forecastability and economic uncertainty (RePEc:ucn:oapubs:10197/7345)
  by Stelios D. Bekiros & Rangan Gupta & Alessia Paccagnini
• DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa (RePEc:ucn:oapubs:10197/7351)
  by Rangan Gupta & Patrick T. Kanda & Mampho P. Modise & Alessia Paccagnini
• Measuring the Productive Efficiency of the Connecticut Long Island Lobster Sound Fishery Using a Novel Finite Mixture Model (RePEc:ucp:mresec:doi:10.1086/705420)
  by Rangan Gupta & Zinnia Mukherjee & Mike G. Tsionas & Peter Wanke
• Costly State Monitoring and Reserve Requirements (RePEc:uct:uconnp:2004-33)
  by Rangan Gupta
• A Generic Model of Financial Repression (RePEc:uct:uconnp:2005-20)
  by Rangan Gupta
• Financial Liberalization and Inflationary Dynamics (RePEc:uct:uconnp:2005-31)
  by Rangan Gupta
• Financial Liberalization and Inflationary Dynamics: An Open Economy Analysis (RePEc:uct:uconnp:2005-32)
  by Rangan Gupta
• Asymmetric Information, Tax Evasion and Alternative Instruments of Government Revenue (RePEc:uct:uconnp:2005-33)
  by Rangan Gupta
• Tax Evasion and Financial Repression (RePEc:uct:uconnp:2005-34)
  by Rangan Gupta
• Financial Liberalization and Inflationary Dynamics in the Context of a Small Open Economy (RePEc:uct:uconnp:2005-39)
  by Rangan Gupta
• "Ripple Effects" and Forecasting Home Prices in Los Angeles, Las Vegas, and Phoenix (RePEc:uct:uconnp:2009-05)
  by Rangan Gupta & Stephen M. Miller
• The Time-Series Properties on Housing Prices: A Case Study of the Southern California Market (RePEc:uct:uconnp:2009-10)
  by Rangan Gupta & Stephen M. Miller
• Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States (RePEc:uct:uconnp:2009-13)
  by Rangan Gupta & Alain Kabundi & Stephen M. Miller
• Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Model (RePEc:uct:uconnp:2009-19)
  by Rangan Gupta & Marius Jurgilas & Alain Kabundi & Stephen M. Miller
• Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals (RePEc:uct:uconnp:2009-42)
  by Rangan Gupta & Alain Kabundi & Stephen M. Miller
• Financial Market Liberalization, Monetary Policy, and Housing Price Dynamics (RePEc:uct:uconnp:2010-06)
  by Rangan Gupta & Stephen M. Miller & Dylan van Wyk
• Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes (RePEc:uct:uconnp:2010-21)
  by Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen M. Miller
• Using Large Data Sets to Forecast Sectoral Employment (RePEc:uct:uconnp:2011-02)
  by Rangan Gupta & Alain Kabundi & Stephen M. Miller & Josine Uwilingiye
• The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US (RePEc:uct:uconnp:2012-12)
  by Mehmet Balcilar & Rangan Gupta & Stephen M. Miller
• Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience (RePEc:uct:uconnp:2012-27)
  by Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Charl Jooste & Stephen M. Miller & Zeynel Abidin Ozdemir
• Was the Recent Downturn in US GDP Predictable? (RePEc:uct:uconnp:2012-38)
  by Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen M. Miller
• Housing and the Great Depression (RePEc:uct:uconnp:2012-47)
  by Mehmet Balcilar & Rangan Gupta & Stephen M. Miller
• Time-Varying Effects of Housing and Stock Prices on U.S. Consumption (RePEc:uct:uconnp:2013-13)
  by Beatrice D. Simo-Kengne & Stephen M. Miller & Rangan Gupta & Goodness C. Aye
• Temporal Causality between House Prices and Output in the U.S.: A Bootstrap Rolling-Window Approach (RePEc:uct:uconnp:2013-14)
  by Wendy Nyakabawo & Stephen M. Miller & Mehmet Balcilar & Sonali Das & Rangan Gupta
• Evolution of Monetary Policy in the US: The Role of Asset Prices (RePEc:uct:uconnp:2013-20)
  by Beatrice D. Simo-Kengne & Stephen M. Miller & Rangan Gupta
• The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains (RePEc:uct:uconnp:2013-34)
  by Tsangyao Chang & Xiao-lin Li & Stephen M. Miller & Mehmet Balcilar & Rangan Gupta
• Forecasting US Real Private Residential Fixed Investment Using a Large Number of Predictors (RePEc:uct:uconnp:2014-10)
  by Goodness C. Aye & Rangan Gupta & Stephen M. Miller & Mehmet Balcilar
• A Time-Varying Approach of the US Welfare Cost of Inflation (RePEc:uct:uconnp:2014-11)
  by Stephen M. Miller & Luis F. Martins & Rangan Gupta
• Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013 (RePEc:uct:uconnp:2014-26)
  by Mehmet Balcilar & Rangan Gupta & Stephen M. Miller
• Is Real Per Capita State Personal Income Stationary? New Nonlinear, Asymmetric Panel-Data Evidence (RePEc:uct:uconnp:2015-02)
  by Furkan Emirmahmutoglu & Rangan Gupta & Stephen M. Miller & Tolga Omay
• Uncertainty and crude oil returns (RePEc:uct:uconnp:2015-03)
  by Riadh Aloui & Rangan Gupta & Stephen M. Miller
• Time-Varying Persistence of Inflation: Evidence from a Wavelet-based Approach (RePEc:uct:uconnp:2016-09)
  by Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller
• Time-Frequency Relationship between Inflation and Inflation Uncertainty for the U.S.: Evidence from Historical Data (RePEc:uct:uconnp:2016-12)
  by Claudiu Tiberiu Albulescu & Aviral Kumar Tiwari & Stephen M. Miller & Rangan Gupta
• Causality between Per Capita Real GDP and Income Inequality in the U.S.: Evidence from a Wavelet Analysis (RePEc:uct:uconnp:2016-14)
  by Shinhye Chang & Rangan Gupta & Stephen M. Miller
• The time-series linkages between US fiscal policy and asset prices (RePEc:uct:uconnp:2016-15)
  by Ghassen El Montasser & Rangan Gupta & Charl Jooste & Stephen M. Miller
• The Relationship between Population Growth and Standard-of-Living Growth Over 1870-2013: Evidence from a Bootstrapped Panel Granger Causality Test (RePEc:uct:uconnp:2016-17)
  by Tsangyao Chang & Hsiao-Ping Chu & Frederick W. Deale & Rangan Gupta & Stephen M. Miller
• Income Inequality: A State-by-State Complex Network Analysis (RePEc:uct:uconnp:2016-18)
  by Periklis Gogas & Rangan Gupta & Stephen M. Miller & Theophilos Papadimitriou & Georgios Antonios Sarantitis
• Convergence in Income Inequality: Further Evidence from the Club Clustering Methodology across the U.S. States (RePEc:uct:uconnp:2016-19)
  by Nicholas Apergis & Christina Christou & Rangan Gupta & Stephen M. Miller
• Is Real Per Capita State Personal Income Stationary? New Nonlinear, Asymmetric Panel-Data Evidence (RePEc:uct:uconnp:2016-20)
  by Furkan Emirmahmutoglu & Rangan Gupta & Stephen M. Miller & Tolga Omay
• U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict (RePEc:uct:uconnp:2017-10)
  by Rangan Gupta & Chi Keung Marco Lau & Stephen M. Miller & Mark E. Wohar
• Partisan Conflict and Income Distribution in the United States: A Nonparametric Causality-in-Quantiles Approach (RePEc:uct:uconnp:2017-11)
  by Mehmet Balcilar & Seyi Saint Akadiri & Rangan Gupta & Stephen M. Miller
• Modeling U.S. Historical Time-Series Prices and Inflation Using Various Linear and Nonlinear Long-Memory Approaches (RePEc:uct:uconnp:2017-13)
  by Giorgio Canarella & Luis A. Gil-Alaña & Rangan Gupta & Stephen M. Miller
• The Relationship between the Inflation Rate and Inequality across U.S. States: A Semiparametric Approach (RePEc:uct:uconnp:2017-14)
  by Mehmet Balcilar & Shinhye Chang & Rangan Gupta & Stephen M. Miller
• Growth Volatility and Inequality in the U.S.: A Wavelet Analysis (RePEc:uct:uconnp:2018-05)
  by Shinhye Chang & Rangan Gupta & Stephen M. Miller & Mark E. Wohar
• Causality between Output and Income Inequality across U.S. States: Evidence from a Heterogeneous Mixed Panel Approach (RePEc:uct:uconnp:2018-07)
  by Shinhye Chang & Hsiao-Ping Chu & Rangan Gupta & Stephen M. Miller
• Estimating U.S. Housing Price Network Connectedness: Evidence from Dynamic Elastic Net, Lasso, and Ridge Vector Autoregressive Models (RePEc:uct:uconnp:2020-08)
  by David Gabauer & Rangan Gupta & Hardik A. Marfatia & Stephen M. Miller
• Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting (RePEc:uct:uconnp:2020-10)
  by Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller
• 125 Years of Time-Varying Effects of Fiscal Policy on Financial Markets (RePEc:uct:uconnp:2020-12)
  by Hardik A. Marfatia & Rangan Gupta & Stephen M. Miller
• Testing for Persistence with Breaks and Outliers in South African House Prices (RePEc:una:unccee:wp2012)
  by Luis A. Gil-Alana & Goodness C. Aye & Rangan Gupta
• Unknown item RePEc:voj:journl:v:63:y:2016:i:3:p:273-291 (article)
• Does Debt Ceiling and Government Shutdown Help in Forecasting the US Equity Risk Premium? (RePEc:voj:journl:v:63:y:2016:i:3:p:273-291:id:25)
  by Goodness C. Aye & Frederick W. Deale & Rangan Gupta
• Unknown item RePEc:voj:journl:v:66:y:2019:i:2:p:187-201 (article)
• Price Convergence Patterns across U.S. States (RePEc:voj:journl:v:66:y:2019:i:2:p:187-201:id:408)
  by Christina Christou & Juncal Cunado & Rangan Gupta
• Modelling long memory volatility in the Bitcoin market: Evidence of persistence and structural breaks (RePEc:wly:ijfiec:v:24:y:2019:i:1:p:412-426)
  by Elie Bouri & Luis A. Gil‐Alana & Rangan Gupta & David Roubaud
• A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market: Evidence from over a century of data (RePEc:wly:ijfiec:v:27:y:2022:i:1:p:384-400)
  by Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna
• On the transmission mechanism of Asia‐Pacific yield curve characteristics (RePEc:wly:ijfiec:v:27:y:2022:i:1:p:473-488)
  by David Gabauer & Sowmya Subramaniam & Rangan Gupta
• The predictive power of the term spread on inequality in the United Kingdom: An empirical analysis (RePEc:wly:ijfiec:v:27:y:2022:i:2:p:1979-1988)
  by Mehmet Balcilar & Edmond Berisha & Oğuzhan Çepni & Rangan Gupta
• Monetary policy reaction to uncertainty in Japan: Evidence from a quantile‐on‐quantile interest rate rule (RePEc:wly:ijfiec:v:27:y:2022:i:2:p:2041-2053)
  by Christina Christou & Ruthira Naraidoo & Rangan Gupta & Christis Hassapis
• Nonlinear contagion between stock and real estate markets: International evidence from a local Gaussian correlation approach (RePEc:wly:ijfiec:v:27:y:2022:i:2:p:2089-2109)
  by Elie Bouri & Rangan Gupta & Shixuan Wang
• Forecasting stock market (realized) volatility in the United Kingdom: Is there a role of inequality? (RePEc:wly:ijfiec:v:27:y:2022:i:2:p:2146-2152)
  by Hossein Hassani & Mohammad Reza Yeganegi & Rangan Gupta & Riza Demirer
• The role of oil and risk shocks in the high‐frequency movements of the term structure of interest rates: Evidence from the U.S. Treasury market (RePEc:wly:ijfiec:v:28:y:2023:i:2:p:1845-1857)
  by Rangan Gupta & Syed Jawad Hussain Shahzad & Xin Sheng & Sowmya Subramaniam
• Time‐varying causality between bond and oil markets of the United States: Evidence from over one and half centuries of data (RePEc:wly:ijfiec:v:28:y:2023:i:3:p:2239-2247)
  by Semei Coronado & Rangan Gupta & Saban Nazlioglu & Omar Rojas
• Openness and growth: Is the relationship non‐linear? (RePEc:wly:ijfiec:v:28:y:2023:i:3:p:3071-3099)
  by Rangan Gupta & Lardo Stander & Andrea Vaona
• The Informational Content of the Term Spread in Forecasting the US Inflation Rate: A Nonlinear Approach (RePEc:wly:jforec:v:36:y:2017:i:2:p:109-121)
  by Vasilios Plakandaras & Periklis Gogas & Theophilos Papadimitriou & Rangan Gupta
• Forecasting key US macroeconomic variables with a factor‐augmented Qual VAR (RePEc:wly:jforec:v:36:y:2017:i:6:p:640-650)
  by Rangan Gupta & Eric Olson & Mark E. Wohar
• Forecasting US GNP growth: The role of uncertainty (RePEc:wly:jforec:v:37:y:2018:i:5:p:541-559)
  by Mawuli Segnon & Rangan Gupta & Stelios Bekiros & Mark E. Wohar
• The role of economic uncertainty in forecasting exchange rate returns and realized volatility: Evidence from quantile predictive regressions (RePEc:wly:jforec:v:37:y:2018:i:7:p:705-719)
  by Christina Christou & Rangan Gupta & Christis Hassapis & Tahir Suleman
• Volatility forecasting with bivariate multifractal models (RePEc:wly:jforec:v:39:y:2020:i:2:p:155-167)
  by Ruipeng Liu & Riza Demirer & Rangan Gupta & Mark Wohar
• The predictability of stock market volatility in emerging economies: Relative roles of local, regional, and global business cycles (RePEc:wly:jforec:v:39:y:2020:i:6:p:957-965)
  by Elie Bouri & Riza Demirer & Rangan Gupta & Xiaojin Sun
• Forecasting local currency bond risk premia of emerging markets: The role of cross‐country macrofinancial linkages (RePEc:wly:jforec:v:39:y:2020:i:6:p:966-985)
  by Oguzhan Cepni & Rangan Gupta & I. Ethem Güney & M. Yilmaz
• Point and density forecasting of macroeconomic and financial uncertainties of the USA (RePEc:wly:jforec:v:40:y:2021:i:4:p:700-707)
  by Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna
• Stock markets and exchange rate behavior of the BRICS (RePEc:wly:jforec:v:40:y:2021:i:8:p:1581-1595)
  by Afees A. Salisu & Juncal Cuñado & Kazeem Isah & Rangan Gupta
• Mixed‐frequency forecasting of crude oil volatility based on the information content of global economic conditions (RePEc:wly:jforec:v:41:y:2022:i:1:p:134-157)
  by Afees A. Salisu & Rangan Gupta & Elie Bouri & Qiang Ji
• Forecasting realized volatility of international REITs: The role of realized skewness and realized kurtosis (RePEc:wly:jforec:v:41:y:2022:i:2:p:303-315)
  by Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch
• Uncertainty and forecastability of regional output growth in the UK: Evidence from machine learning (RePEc:wly:jforec:v:41:y:2022:i:6:p:1049-1064)
  by Mehmet Balcilar & David Gabauer & Rangan Gupta & Christian Pierdzioch
• Uncertainty and predictability of real housing returns in the United Kingdom: A regional analysis (RePEc:wly:jforec:v:41:y:2022:i:7:p:1525-1556)
  by Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna & Mark E. Wohar
• Interest rate uncertainty and the predictability of bank revenues (RePEc:wly:jforec:v:41:y:2022:i:8:p:1559-1569)
  by Oguzhan Cepni & Riza Demirer & Rangan Gupta & Ahmet Sensoy
• The role of investor sentiment in forecasting housing returns in China: A machine learning approach (RePEc:wly:jforec:v:41:y:2022:i:8:p:1725-1740)
  by Oguzhan Cepni & Rangan Gupta & Yigit Onay
• Structural and predictive analyses with a mixed copula‐based vector autoregression model (RePEc:wly:jforec:v:42:y:2023:i:2:p:223-239)
  by Woraphon Yamaka & Rangan Gupta & Sukrit Thongkairat & Paravee Maneejuk
• El Niño, La Niña, and forecastability of the realized variance of agricultural commodity prices: Evidence from a machine learning approach (RePEc:wly:jforec:v:42:y:2023:i:4:p:785-801)
  by Matteo Bonato & Oğuzhan Çepni & Rangan Gupta & Christian Pierdzioch
• The ENSO cycle and forecastability of global inflation and output growth: Evidence from standard and mixed‐frequency multivariate singular spectrum analyses (RePEc:wly:jforec:v:42:y:2023:i:7:p:1690-1707)
  by Mohammad Reza Yeganegi & Hossein Hassani & Rangan Gupta
• Policy uncertainty and stock market volatility revisited: The predictive role of signal quality (RePEc:wly:jforec:v:42:y:2023:i:8:p:2307-2321)
  by Afees A. Salisu & Riza Demirer & Rangan Gupta
• Business applications and state‐level stock market realized volatility: A forecasting experiment (RePEc:wly:jforec:v:43:y:2024:i:2:p:456-472)
  by Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch
• Forecasting the realized volatility of agricultural commodity prices: Does sentiment matter? (RePEc:wly:jforec:v:43:y:2024:i:6:p:2088-2125)
  by Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch
• Forecasting the Probability of Recessions in South Africa: the Role of Decomposed Term Spread and Economic Policy Uncertainty (RePEc:wly:jintdv:v:31:y:2019:i:1:p:101-116)
  by Goodness C. Aye & Christina Christou & Luis A. Gil‐Alana & Rangan Gupta
• The role of time‐varying rare disaster risks in predicting bond returns and volatility (RePEc:wly:revfec:v:37:y:2019:i:3:p:327-340)
  by Rangan Gupta & Tahir Suleman & Mark E. Wohar
• The impact of uncertainty shocks in South Africa: The role of financial regimes (RePEc:wly:revfec:v:39:y:2021:i:4:p:442-454)
  by Mehmet Balcilar & Rangan Gupta & Theshne Kisten
• Dynamic Spillovers in the United States: Stock Market, Housing, Uncertainty, and the Macroeconomy (RePEc:wly:soecon:v:83:y:2016:i:2:p:609-624)
  by Nikolaos Antonakakis & Christophe André & Rangan Gupta
• Historical Forecasting Of Interest Rate Mean And Volatility Of The United States: Is There A Role Of Uncertainty? (RePEc:wsi:afexxx:v:15:y:2020:i:04:n:s2010495220500189)
  by Hossein Hassani & Mohammad Reza Yeganegi & Rangan Gupta
• The Relationship Between Economic Policy Uncertainty And Corporate Tax Rates (RePEc:wsi:afexxx:v:16:y:2021:i:01:n:s2010495221500020)
  by Matthew Clance & Giray Gozgor & Rangan Gupta & Chi Keung Marco Lau
• Uncertainty Related To Infectious Diseases And Forecastability Of The Realized Volatility Of Us Treasury Securities (RePEc:wsi:afexxx:v:16:y:2021:i:02:n:s2010495221500081)
  by Sisa Shiba & Rangan Gupta
• Geopolitical Risks And The High-Frequency Movements Of The Us Term Structure Of Interest Rates (RePEc:wsi:afexxx:v:16:y:2021:i:03:n:s2010495221500123)
  by Rangan Gupta & Anandamayee Majumdar & Jacobus Nel & Sowmya Subramaniam
• Investor Sentiment Connectedness: Evidence From Linear And Nonlinear Causality Approaches (RePEc:wsi:afexxx:v:16:y:2021:i:04:n:s2010495221500160)
  by Aviral Kumar Tiwari & Deven Bathia & Elie Bouri & Rangan Gupta
• A Note On Uncertainty Due To Infectious Diseases And Output Growth Of The United States: A Mixed-Frequency Forecasting Experiment (RePEc:wsi:afexxx:v:17:y:2022:i:02:n:s2010495222500099)
  by Afees A. Salisu & Rangan Gupta & Riza Demirer
• Infectious Diseases-Related Uncertainty and the Predictability of Foreign Exchange and Bitcoin Futures Realized Volatility (RePEc:wsi:afexxx:v:18:y:2023:i:02:n:s2010495222300010)
  by Sisa Shiba & Juncal Cunado & Rangan Gupta & Samrat Goswami
• The Benefits of Diversification Between Bitcoin, Bonds, Equities and the US Dollar: A Matter of Portfolio Construction (RePEc:wsi:apjorx:v:39:y:2022:i:04:n:s0217595920400242)
  by Abdulnasser Hatemi-J & Mohamed A. Hajji & Elie Bouri & Rangan Gupta
• The Impact of Exchange Rate Uncertainty on Exports in South Africa (RePEc:wsi:jicepx:v:06:y:2015:i:01:n:s1793993315500040)
  by Goodness C. Aye & Rangan Gupta & Prudence S. Moyo & Nehrunaman Pillay
• Analyzing The Impact Of Brexit On Global Uncertainty Using Functional Linear Regression With Point Of Impact: The Role Of Currency And Equity Markets (RePEc:wsi:serxxx:v:67:y:2022:i:04:n:s0217590820460029)
  by Siphumlile Mangisa & Sonali Das & Rangan Gupta
• Testing the Monetary Model for Exchange Rate Determination in South Africa: Evidence from 101 Years of Data (RePEc:wyz:journl:id:272)
  by Riané de Bruyn & Rangan Gupta & Lardo Stander
• Forecasting the volatility of the dow jones islamic stock market index: Long memory vs. regime switching (RePEc:zbw:cauewp:201407)
  by Nasr, Adnen Ben & Lux, Thomas & Ajm, Ahdi Noomen & Gupta, Rangan
• Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching (RePEc:zbw:fmpwps:2)
  by Ben Nasr, Adnen & Lux, Thomas & Ajmi, Ahdi Noomen & Gupta, Rangan
• Modeling and forecasting crude oil price volatility: Evidence from historical and recent data (RePEc:zbw:fmpwps:31)
  by Lux, Thomas & Segnon, Mawuli & Gupta, Rangan
• Modeling and Forecasting Carbon Dioxide Emission Allowance Spot Price Volatility: Multifractal vs. GARCH-type Volatility Models (RePEc:zbw:fmpwps:46)
  by Segnon, Mawuli & Lux, Thomas & Gupta, Rangan
• The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach (RePEc:zbw:ifwedp:201614)
  by Balcilar, Mehmet & Gupta, Rangan & Segnon, Mawuli
• A historical analysis of the US stock price index using empirical mode decomposition over 1791-2015 (RePEc:zbw:ifwedp:20169)
  by Tiwari, Aviral Kumar & Dar, Arif Billah & Bhanja, Niyati & Gupta, Rangan
• Date-stamping US housing market explosivity (RePEc:zbw:ifwedp:201744)
  by Balcilar, Mehmet & Katzke, Nico & Gupta, Rangan
• The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach (RePEc:zbw:ifweej:201627)
  by Balcilar, Mehmet & Gupta, Rangan & Segnon, Mawuli
• A historical analysis of the US stock price index using empirical mode decomposition over 1791-2015 (RePEc:zbw:ifweej:20169)
  by Tiwari, Aviral K. & Dar, Arif B. & Bhanja, Niyati & Gupta, Rangan
• Date-stamping US housing market explosivity (RePEc:zbw:ifweej:201818)
  by Balcilar, Mehmet & Katzke, Nico & Gupta, Rangan
• Stock Price Dynamics and the Business Cycle in an Estimated DSGE Model for South Africa (RePEc:zbw:uhhwps:18)
  by Paetz, Michael & Gupta, Rangan