Content
2022
- 202213 Forecasting Returns of Major Cryptocurrencies: Evidence from Regime-Switching Factor Models
by Elie Bouri & Christina Christou & Rangan Gupta - 202212 On the Propagation Mechanism of International Real Interest Rate Spillovers: Evidence from More than 200 Years of Data
by Juncal Cunado & David Gabauer & Rangan Gupta & Chien-Chiang Lee - 202211 Testing the Forecasting Power of Global Economic Conditions for the Volatility of International REITs using a GARCH-MIDAS Approach
by Afees A. Salisu & Rangan Gupta & Elie Bouri - 202210 Climate Risks and Realized Volatility of Major Commodity Currency Exchange Rates
by Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch - 202209 Temperature and Precipitation in the US States: Long Memory, Persistence and Time Trend
by Luis A. Gil-Alana & Rangan Gupta & Laura Sauci & Nieves Carmona-Gonzalez - 202208 Persistence of State-Level Uncertainty of the United States: The Role of Climate Risks
by Xin Sheng & Rangan Gupta & Oguzhan Cepni - 202207 The Effects of Climate Risks on Economic Activity in a Panel of US States: The Role of Uncertainty
by Xin Sheng & Rangan Gupta & Oguzhan Cepni - 202206 Inflation-Inequality Puzzle: Is it Still Apparent?
by Edmond Berisha & Orkideh Gharehgozli & Rangan Gupta - 202205 Forecasting the Realized Variance of Oil-Price Returns Using Machine-Learning: Is there a Role for U.S. State-Level Uncertainty?
by Oguzhan Cepni & Rangan Gupta & Daniel Pienaar & Christian Pierdzioch - 202204 Real-Time Forecast of DSGE Models with Time-Varying Volatility in GARCH Form
by Sergey Ivashchenko & Semih Emre Cekin & Rangan Gupta & Chien-Chiang Lee - 202203 Forecasting Stock Market Volatility with Regime-Switching GARCH-MIDAS: The Role of Geopolitical Risks
by Mawuli Segnon & Rangan Gupta & Bernd Wilfling - 202202 Institutions and African Economic Development
by Augustin Kwasi Fosu - 202201 Safe Havens, Machine Learning, and the Sources of Geopolitical Risk: A Forecasting Analysis Using Over a Century of Data
by Rangan Gupta & Sayar Karmakar & Christian Pierdzioch
2021
- 202187 A Note on State-Level Nonlinear Effects of Government Spending Shocks in the US: The Role of Partisan Conflict
by Xin Sheng & Rangan Gupta - 202186 Does Climate Policy Uncertainty Affect Tourism Demand? Evidence from Time-Varying Causality Tests
by Nicholas Apergis & Konstantinos Gavriilidis & Rangan Gupta - 202185 Equivalence Scales with Endogeneity and Base Independence
by Steven F. Koch - 202184 The Impacts of Oil Price Volatility on Financial Stress: Is the COVID-19 Period Different?
by Xin Sheng & Won Joong Kim & Rangan Gupta & Qiang Ji - 202183 Climate Risks and Forecasting Stock-Market Returns in Advanced Economies Over a Century
by Mehmet Balcilar & David Gabauer & Rangan Gupta & Christian Pierdzioch - 202182 Forecasting the Artificial Intelligence Index Returns: A Hybrid Approach
by Yue-Jun Zhang & Han Zhang & Rangan Gupta - 202181 Predictability of the Realised Volatility of International Stock Markets Amid Uncertainty Related to Infectious Diseases
by Sisa Shiba & Juncal Cunado & Rangan Gupta - 202180 Realized Volatility Spillovers between Energy and Metal Markets: A Time-Varying Connectedness Approach
by Juncal Cunado & David Gabauer & Rangan Gupta - 202179 El Nino, La Nina, and Forecastability of the Realized Variance of Agricultural Commodity Prices: Evidence from a Machine Learning Approach
by Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch - 202178 Conventional and Unconventional Monetary Policy Rate Uncertainty and Stock Market Volatility: A Forecasting Perspective
by Ruipeng Liu & Mawuli Segnon & Rangan Gupta & Elie Bouri - 202177 Climate Risk and the Volatility of Agricultural Commodity Price Fluctuations: A Forecasting Experiment
by Rangan Gupta & Christian Pierdzioch - 202176 Forecasting the Realized Variance of Oil-Price Returns: A Disaggregated Analysis of the Role of Uncertainty and Geopolitical Risk
by Rangan Gupta & Christian Pierdzioch - 202175 Climate Risks and the Realized Volatility Oil and Gas Prices: Results of an Out-of-Sample Forecasting Experiment
by Rangan Gupta & Christian Pierdzioch - 202174 The Non-Linear Response of US State-Level Tradable and Non-Tradable Inflation to Oil Shocks: The Role of Oil-Dependence
by Xin Sheng & Hardik A. Marfatia & Rangan Gupta & Qiang Ji - 202173 Forecasting International REITs Volatility: The Role of Oil-Price Uncertainty
by Jiqian Wang & Rangan Gupta & Oguzhan Cepni & Feng Ma - 202172 Climate Risks and Forecastability of the Realized Volatility of Gold and Other Metal Prices
by Rangan Gupta & Christian Pierdzioch - 202171 Revisiting the Kuznets Curve Hypothesis for Tunisia: Carbon Dioxide vs. Ecological Footprint
by Ahdi Noomen Ajmi & Roula Inglesi-Lotz - 202170 Productivity and GDP: International Evidence of Persistence and Trends Over 130 Years of Data
by Luis A. Gil-Alana & Sakiru Adebola Solarin & Rangan Gupta - 202169 The ENSO Cycle and Forecastability of Global Inflation and Output Growth: Evidence from Standard and Mixed-Frequency Multivariate Singular Spectrum Analyses
by Hossein Hassani & Mohammad Reza Yeganegi & Rangan Gupta - 202168 The Time-Varying Impact of Uncertainty Shocks on the Comovement of Regional Housing Prices of the United Kingdom
by Oguzhan Cepni & Hardik A. Marfatia & Rangan Gupta - 202167 Financial Inclusion and Gender Inequality in sub-Saharan Africa
by Tendai Zawaira & Matthew Clance & Carolyn Chisadza & Rangan Gupta - 202166 Bitcoin Mining Activity and Volatility Dynamics in the Power Market
by Sayar Karmakar & Riza Demirer & Rangan Gupta - 202165 Climate Risks and U.S. Stock-Market Tail Risks: A Forecasting Experiment Using over a Century of Data
by Afees A. Salisu & Christian Pierdzioch & Rangan Gupta & Renee van Eyden - 202164 A robust approach for outlier imputation: Singular Spectrum Decomposition
by Maryam Movahedifar & Hossein Hassani & Masoud Yarmohammadi & Mahdi Kalantari & Rangan Gupta - 202163 Measuring Market Expectations
by Christiane Baumeister - 202162 Financial Turbulence, Systemic Risk and the Predictability of Stock Market Volatility
by Afees A. Salisu & Riza Demirer & Rangan Gupta - 202161 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
by Afees A. Salisu & Christian Pierdzioch & Rangan Gupta & David Gabauer - 202160 The Effect of Oil Price Uncertainty Shock on International Equity Markets: Evidence from a GVAR Model
by Afees A. Salisu & Rangan Gupta & Riza Demirer - 202159 High-Frequency Contagion between Aggregate and Regional Housing Markets of the United States with Financial Assets: Evidence from Multichannel Tests
by Goodness C. Aye & Christina Christou & Rangan Gupta & Christis Hassapis - 202158 A Note on Forecasting the Historical Realized Variance of Oil-Price Movements: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios
by Rangan Gupta & Christian Pierdzioch & Wing-Keung Wong - 202157 Firm-level Business Uncertainty and the Predictability of the Aggregate U.S. Stock Market Volatility during the COVID-19 Pandemic
by Riza Demirer & Rangan Gupta & Afees A. Salisu & Renee van Eyden - 202156 Slave Trades, Kinship Structures and Women Political Participation in Africa
by Leone Walters & Carolyn Chisadza & Matthew Clance - 202155 Rare Disaster Risks and Volatility of the Term-Structure of US Treasury Securities: The Role of El Nino and La Nina Events
by Renee van Eyden & Rangan Gupta & Jacobus Nel & Elie Bouri - 202154 Global Evidence of the COVID-19 Shock on Real Equity Prices and Real Exchange Rates: A Counterfactual Analysis with a Threshold-Augmented GVAR Model
by Afees A. Salisu & Taofeek O. Ayinde & Rangan Gupta & Mark E. Wohar - 202153 The Effect of Oil Uncertainty Shock on Real GDP of 33 Countries: A Global VAR Approach
by Afees A. Salisu & Rangan Gupta & Abeeb Olaniran - 202152 On the Dynamics of International Real Estate Investment Trust Propagation Mechanisms: Evidence from Time-Varying Return and Volatility Connectedness Measures
by Keagile Lesame & Elie Bouri & David Gabauer & Rangan Gupta - 202151 Tracking Weekly State-Level Economic Conditions
by Christiane Baumeister & Danilo Leiva-Leon & Eric Sims - 202150 Geopolitical Risks and the High-Frequency Movements of the US Term Structure of Interest Rates
by Rangan Gupta & Anandamayee Majumdar & Jacobus Nel & Sowmya Subramaniam - 202149 A Note on the COVID-19 Shock and Real GDP in Emerging Economies: A Counterfactual Analysis from the Threshold-Augmented Global Vector Autoregressive Model
by Afees A. Salisu & Idris A. Adediran & Rangan Gupta - 202148 Human Capital and the Timing of the First Birth
by Jesse Naidoo - 202147 Integration and Risk Transmission in the Market for Crude Oil: A Time-Varying Parameter Frequency Connectedness Approach
by Ioannis Chatziantoniou & David Gabauer & Rangan Gupta - 202146 Oil Tail Risks and the Forecastability of the Realized Variance of Oil-Price: Evidence from Over 150 Years of Data
by Afees A. Salisu & Christian Pierdzioch & Rangan Gupta - 202145 The Financial US Uncertainty Spillover Multiplier: Evidence from a GVAR Model
by Afees A. Salisu & Rangan Gupta & Riza Demirer - 202144 Commodity Prices and Forecastability of South African Stock Returns Over a Century: Sentiments versus Fundamentals
by Afees A. Salisu & Rangan Gupta - 202143 Out-of-Sample Predictability of Gold Market Volatility: The Role of US Nonfarm Payroll
by Afees A. Salisu & Elie Bouri & Rangan Gupta - 202142 Household Debt and Consumption Dynamics: A Non-Developed World View following the Financial Crisis
by Adel Bosch & Matthew Clance & Steven F. Koch - 202141 Individual and Household Debt: Does Imputation Choice Matter?
by Adel Bosch & Steven F. Koch - 202140 Uncertainty Related to Infectious Diseases and Forecastability of the Realised Volatility of US Treasury Securities
by Sisa Shiba & Rangan Gupta - 202139 Social Capital and Protests in the United States
by Carolyn Chisadza & Matthew Clance & Rangan Gupta - 202138 El Nino, La Nina, and the Forecastability of the Realized Variance of Heating Oil Price Movements
by Mehmet Balcilar & Elie Bouri & Rangan Gupta & Christian Pierdzioch - 202137 Uncertainty, Spillovers, and Forecasts of the Realized Variance of Gold Returns
by Rangan Gupta & Christian Pierdzioch - 202136 The Effect of US Uncertainty Shock on International Equity Markets: The Role of the Global Financial Cycle
by Afees A. Salisu & Rangan Gupta & Idris A. Adediran - 202135 Forecasting the Volatility of Crude Oil: The Role of Uncertainty and Spillovers
by Rangan Gupta & Christian Pierdzioch - 202134 Income Inequality and House Prices across US States
by Edmond Berisha & John Meszaros & Rangan Gupta - 202133 Forecasting Output Growth of Advanced Economies Over Eight Centuries: The Role of Gold Market Volatility as a Proxy of Global Uncertainty
by Afees A. Salisu & Rangan Gupta & Sayar Karmakar & Sonali Das - 202132 The (Asymmetric) Effect of El Nino and La Nina on Gold and Silver Prices in a GVAR Model
by Afees A. Salisu & Rangan Gupta & Jacobus Nel & Elie Bouri - 202131 The Effect of Macroeconomic Uncertainty on Housing Returns and Volatility: Evidence from US State-Level Data
by Renee van Eyden & Rangan Gupta & Christophe Andre & Xin Sheng - 202130 Forecasting Oil and Gold Volatilities with Sentiment Indicators Under Structural Breaks
by Jiawen Luo & Riza Demirer & Rangan Gupta & Qiang Ji - 202129 Gold and the Global Financial Cycle
by Afees A. Salisu & Rangan Gupta & Siphesihle Ntyikwe & Riza Demirer - 202128 The Impact of Oil Price Shocks on Income Inequality: Evidence from State-Level Data of the United States
by Xin Sheng & Rangan Gupta - 202127 Predictability of Tail Risks of Canada and the U.S. Over a Century: The Role of Spillovers and Oil Tail Risks
by Afees A. Salisu & Rangan Gupta & Christian Pierdzioch - 202126 Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries
by Oguzhan Cepni & Rangan Gupta & Qiang Ji - 202125 The Economic Complexity Index (ECI) and Output Volatility: High vs Low Income Countries
by Marthinus C. Breitenbach & Carolyn Chisadza & Matthew Clance - 202124 Government Religious Preference and Intrastate Conflict
by Eduard van der Merwe & Carolyn Chisadza & Matthew Clance - 202123 Impact of technological progress on carbon emissions in different country income groups
by Chris Belmert Milindi & Roula Inglesi-Lotz - 202122 Geopolitical Risk and Forecastability of Tail Risk in the Oil Market: Evidence from Over a Century of Monthly Data
by Afees A. Salisu & Christian Pierdzioch & Rangan Gupta - 202121 Global Financial Cycle and the Predictability of Oil Market Volatility: Evidence from a GARCH-MIDAS Model
by Afees A. Salisu & Rangan Gupta & Riza Demirer - 202120 Forecasting Oil Price over 150 Years: The Role of Tail Risks
by Afees A. Salisu & Rangan Gupta & Qiang Ji - 202119 Price Effects after One-Day Abnormal Returns in Developed and Emerging Markets: ESG versus Traditional Indices
by Alex Plastun & Elie Bouri & Rangan Gupta & Qiang Ji - 202118 Investor Confidence and Forecastability of US Stock Market Realized Volatility : Evidence from Machine Learning
by Rangan Gupta & Jacobus Nel & Christian Pierdzioch - 202117 Tail Risks and Forecastability of Stock Returns of Advanced Economies: Evidence from Centuries of Data
by Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna - 202116 Exchange Rate Predictability with Nine Alternative Models for BRICS Countries
by Afees A. Salisu & Rangan Gupta & Won Joong Kim - 202115 Impact of Housing Policy Uncertainty on Herding Behavior: Evidence from UK's Regional Housing Markets
by Geoffrey M. Ngene & Rangan Gupta - 202114 Forecasting Realized Volatility of International REITs: The Role of Realized Skewness and Realized Kurtosis
by Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch - 202113 Evolving United States Stock Market Volatility: The Role of Conventional and Unconventional Monetary Policies
by Vasilios Plakandaras & Rangan Gupta & Mehmet Balcilar & Qiang Ji - 202112 Financial Vulnerability and Volatility in Emerging Stock Markets: Evidence from GARCH-MIDAS Models
by Riza Demirer & Rangan Gupta & He Li & Yu You - 202111 Uncertainty and Forecastability of Regional Output Growth in the United Kingdom: Evidence from Machine Learning
by Mehmet Balcilar & David Gabauer & Rangan Gupta & Christian Pierdzioch - 202110 Fostering Human Empowerment through Education: The Road to Progressive Political Institutions
by Carla Peyper & Reneé Van Eyden & Sansia Blackmore - 202109 The Transmission of Monetary Policy via the Banks' Balance Sheet - Does Bank Size Matter?
by Tumisang Loate & Nicola Viegi - 202108 Structural and Predictive Analyses with a Mixed Copula-Based Vector Autoregression Model
by Woraphon Yamaka & Rangan Gupta & Sukrit Thongkairat & Paravee Maneejuk - 202107 Estimating a New Keynesian Wage Phillips Curve
by Vincent Dadam & Nicola Viegi - 202106 Disaggregated Oil Shocks and Stock-Market Tail Risks: Evidence from a Panel of 48 Countries
by Rangan Gupta & Xin Sheng & Christian Pierdzioch & Qiang Ji - 202105 El Nino and Forecastability of Oil-Price Realized Volatility
by Elie Bouri & Rangan Gupta & Christian Pierdzioch & Afees A. Salisu - 202104 Government Effectiveness and Covid-19 Pandemic
by Carolyn Chisadza & Matthew Clance & Rangan Gupta - 202103 Forecasting US Output Growth with Large Information Sets
by Afees A. Salisu & Umar Bida Ndako & Rangan Gupta - 202102 Uncertainty and Predictability of Real Housing Returns in the United Kingdom: A Regional Analysis
by Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna & Mark E. Wohar - 202101 OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning
by Xin Sheng & Rangan Gupta & Afees A. Salisu & Elie Bouri
2020
- 2020112 Progressivity of Out-of-Pocket Payments and its Determinants Decomposed Over Time
by Steven F. Koch & Naomi Setshegetso - 2020111 Endogenous Long-Term Productivity Performance in Advanced Countries: A Novel Two-Dimensional Fuzzy-Monte Carlo Approach
by Jorge Antunes & Goodness C. Aye & Rangan Gupta & Peter Wanke & Yong Tan - 2020110 Information Entropy, Continuous Improvement, and US Energy Performance: A Novel Stochastic-Entropic Analysis for Ideal Solutions (SEA-IS)
by Jorge Antunes & Rangan Gupta & Zinnia Mukherjee & Peter Wanke - 2020109 The Impact of Diabetes on Labour Market Outcomes
by Steven F. Koch & Evelyn Tshela - 2020108 Measuring Energy Poverty in South Africa Based on Household Required Energy Consumption
by Yuxiang Ye & Steven F. Koch - 2020107 Forecasting Realized Stock-Market Volatility: Do Industry Returns have Predictive Value?
by Riza Demirer & Rangan Gupta & Christian Pierdzioch - 2020106 Globalization, Long Memory, and Real Interest Rate Convergence: A Historical Perspective
by Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller - 2020105 Geopolitical Risks and Historical Exchange Rate Volatility of the BRICS
by Afees A. Salisu & Juncal Cunado & Rangan Gupta - 2020104 Effect of Rare Disaster Risks on Crude Oil: Evidence from El Nino from Over 140 Years of Data
by Riza Demirer & Rangan Gupta & Jacobus Nel & Christian Pierdzioch - 2020103 Income Inequality and Oil Resources: Panel Evidence from the United States
by Edmond Berisha & Carolyn Chisadza & Matthew Clance & Rangan Gupta - 2020102 The Effect of Colonial and Pre-Colonial Institutions on Contemporary Education in Africa
by Leone Walters & Carolyn Chisadza & Matthew W. Clance - 2020101 Social Institutions and Gender-Biased Outcomes in sub-Saharan Africa
by Tendai Zawaira & Matthew W. Clance & Carolyn Chisadza - 2020100 Do Oil-Price Shocks Predict the Realized Variance of U.S. REITs?
by Matteo Bonato & Rangan Gupta & Christian Pierdzioch - 202099 Uncertainty due to Infectious Diseases and Forecastability of the Realized Variance of US REITs: A Note
by Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch - 202098 Time-Varying Risk Aversion and Forecastability of the US Term Structure of Interest Rates
by Elie Bouri & Rangan Gupta & Anandamayee Majumdar & Sowmya Subramaniam - 202097 Bear, Bull, Sidewalk, and Crash: The Evolution of the US Stock Market Using Over a Century of Daily Data
by Shixuan Wang & Rangan Gupta & Yue-Jun Zhang - 202096 The Impact of Disaggregated Oil Shocks on State-Level Real Housing Returns of the United States: The Role of Oil Dependence
by Rangan Gupta & Xin Sheng & Renee van Eyden & Mark E. Wohar - 202095 Oil-Price Uncertainty and the U.K. Unemployment Rate: A Forecasting Experiment with Random Forests Using 150 Years of Data
by Rangan Gupta & Christian Pierdzioch & Afees A. Salisu - 202094 Linking U.S. State-Level Housing Market Returns and the Consumption-(Dis)Aggregate Wealth Ratio
by Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar - 202093 The Behavior of Real Interest Rates: New Evidence from a ``Suprasecular" Perspective
by Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller - 202092 Forecasting Charge-Off Rates with a Panel Tobit Model: The Role of Uncertainty
by Xin Sheng & Rangan Gupta & Qiang Ji - 202091 Time-Varying Spillovers between Housing Sentiment and Housing Market in the United States
by Christophe Andre & David Gabauer & Rangan Gupta - 202090 Investors' Uncertainty and Forecasting Stock Market Volatility
by Ruipeng Liu & Rangan Gupta - 202089 COVID-19 Pandemic and Investor Herding in International Stock Markets
by Elie Bouri & Riza Demirer & Rangan Gupta & Jacobus Nel - 202088 Investor Sentiment and (Anti-)Herding in the Currency Market: Evidence from Twitter Feed Data
by Xolani Sibande & Rangan Gupta & Riza Demirer & Elie Bouri - 202087 Forecasting U.S. Aggregate Stock Market Excess Return: Do Functional Data Analysis Add Economic Value?
by Joao F. Caldeira & Rangan Gupta & Hudson S. Torrent - 202086 Stock Markets and Exchange Rate Behaviour of the BRICS
by Afees A. Salisu & Juncal Cunado & Kazeem Isah & Rangan Gupta - 202085 High-Frequency Movements of the Term Structure of Interest Rates of the United States: The Role of Oil Market Uncertainty
by Elie Bouri & Rangan Gupta & Clement Kweku Kyei & Sowmya Subramaniam - 202084 Time-Varying Predictability of Labor Productivity on Inequality in United Kingdom
by David Gabauer & Rangan Gupta & Jacobus Nel & Woraphon Yamaka - 202083 Unemployment Fluctuations and Currency Returns in the United Kingdom: Evidence from Over One and a Half Century of Data
by Deven Bathia & Riza Demirer & Rangan Gupta & Kevin Kotze - 202082 Effect of Fiscal and Monetary Policies on Economic Activities in South Africa: The Role of Policy Uncertainty
by Goodness C. Aye - 202081 Examining the Determinants of Electricity Demand by South African Households per Income Level
by J.A. Bohlmann & Roula Inglesi-Lotz - 202080 A Sequence to Reverse Poverty: Institutions, State Capacity and Human Empowerment
by Sansia Blackmore & Renee van Eyden - 202079 Structure Dependence between Oil and Agricultural Commodities Returns: The Role of Geopolitical Risks
by Aviral Kumar Tiwari & Micheal Kofi Boachie & Tahir Suleman & Rangan Gupta - 202078 Infectious Disease-Related Uncertainty and the Safe-Haven Characteristic of US Treasury Securities
by Rangan Gupta & Sowmya Subramaniam & Elie Bouri & Qiang Ji - 202077 Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty
by Rangan Gupta & Hardik A. Marfatia & Christian Pierdzioch & Afees A. Salisu - 202076 House Price Synchronization across the US States: The Role of Structural Oil Shocks
by Xin Sheng & Hardik A. Marfatia & Rangan Gupta & Qiang Ji - 202075 Historical Forecasting of Interest Rate Mean and Volatility of the United States: Is there a Role of Uncertainty?
by Hossein Hassani & Mohammad Reza Yeganegi & Rangan Gupta - 202074 Economic Neoliberalism and African Development
by Augustin Kwasi Fosu & Dede Woade Gafa - 202073 Development Strategies for the Vulnerable Small Island Developing States (SIDS)
by Augustin Kwasi Fosu & Dede Woade Gafa - 202072 A Fiscus for Better Economic and Social Development in South Africa
by Francois J. Stofberg & Jan H. van Heerden & Heinrich R. Bohlmann - 202071 Uncertainty and Daily Predictability of Housing Returns and Volatility of the United States: Evidence from a Higher-Order Nonparametric Causality-in-Quantiles Test
by Elie Bouri & Rangan Gupta & Clement Kweku Kyei & Rinsuna Shivambu - 202070 The Effect of Air Quality and Weather on the Chinese Stock Market: Evidence from Shenzhen Stock Exchange
by Zhuhua Jiang & Rangan Gupta & Sowmya Subramaniam & Seong-Min Yoon - 202069 The U.S. Term Structure and Return Volatility in Global REIT Markets
by Riza Demirer & Rangan Gupta & Asli Yuksel & Aydin Yuksel - 202068 Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin
by Konstantinos Gkillas & Elie Bouri & Rangan Gupta & David Roubaud - 202067 Optimal Social Distancing in SIR based Macroeconomic Models
by Yoseph Getachew - 202066 High-Frequency Predictability of Housing Market Movements of the United States: The Role of Economic Sentiment
by Mehmet Balcilar & Elie Bouri & Rangan Gupta & Clement Kweku Kyei - 202065 Estimating U.S. Housing Price Network Connectedness: Evidence from Dynamic Elastic Net, Lasso, and Ridge Vector Autoregressive Models
by David Gabauer & Rangan Gupta & Hardik A. Marfatia & Stephen M. Miller - 202064 Oil Price and Exchange Rate Behaviour of the BRICS for Over a Century
by Afees A. Salisu & Juncal Cunado & Kazeem Isah & Rangan Gupta - 202063 The Role of Oil and Risk Shocks in the High-Frequency Movements of the Term Structure of Interest Rates of the United States
by Rangan Gupta & Syed Jawad Hussain Shahzad & Xin Sheng & Sowmya Subramaniam - 202062 Time-Varying Impact of Pandemics on Global Output Growth
by Rangan Gupta & Xin Sheng & Mehmet Balcilar & Qiang Ji - 202061 Predicting Housing Market Sentiment: The Role of Financial, Macroeconomic and Real Estate Uncertainties
by Hardik A. Marfatia & Christophe Andre & Rangan Gupta - 202060 Time-Varying Spillover between Currency and Stock Markets in the United States: More than Two Centuries of Historical Evidence
by Semei Coronado & Rangan Gupta & Besma Hkiri & Omar Rojas - 202059 Volatility Connectedness of Major Cryptocurrencies: The Role of Investor Happiness
by Elie Bouri & David Gabauer & Rangan Gupta & Aviral Kumar Tiwari - 202058 Point and Density Forecasting of Macroeconomic and Financial Uncertainties of the United States
by Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna - 202057 Technological Trade Composition and Performance in African Countries
by Blessing Chipanda & Matthew Clance & Steven F. Koch - 202056 Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting
by Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller - 202055 The Role of Investor Sentiment in Forecasting Housing Returns in China: A Machine Learning Approach
by Oguzhan Cepni & Rangan Gupta & Yigit Onay - 202054 Time-Varying Evidence of Predictability of Financial Stress in the United States over a Century: The Role of Inequality
by Mehmet Balcilar & Edmond Berisha & Rangan Gupta & Christian Pierdzioch - 202053 OPEC News and Jumps in the Oil Market
by Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch & Seong-Min Yoon - 202051 Forecasting Oil Volatility Using a GARCH-MIDAS Approach: The Role of Global Economic Conditions
by Afees A. Salisu & Rangan Gupta & Elie Bouri & Qiang Ji - 202050 A Note on Uncertainty due to Infectious Diseases and Output Growth of the United States: A Mixed-Frequency Forecasting Experiment
by Afees A. Salisu & Rangan Gupta & Riza Demirer - 202049 Forecasting Power of Infectious Diseases-Related Uncertainty for Gold Realized Volatility
by Elie Bouri & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch - 202048 The Effects of Oil Shocks on Macroeconomic Uncertainty: Evidence from a Large Panel Dataset of US States
by Rangan Gupta & Xin Sheng - 202047 Return Connectedness across Asset Classes around the COVID-19 Outbreak
by Elie Bouri & Oguzhan Cepni & David Gabauer & Rangan Gupta - 202046 The Impact of Uncertainty Shocks in South Africa: The Role of Financial Regimes
by Mehmet Balcilar & Rangan Gupta & Theshne Kisten - 202045 The Impact of Disaggregated Oil Shocks on State-Level Consumption of the United States
by Rangan Gupta & Xin Sheng & Renee van Eyden & Mark E. Wohar - 202044 The Predictive Power of Oil Price Shocks on Realized Volatility of Oil: A Note
by Riza Demirer & Rangan Gupta & Christian Pierdzioch & Syed Jawad Hussain Shahzad - 202043 The Role of Global Economic Conditions in Forecasting Gold Market Volatility: Evidence from a GARCH-MIDAS Approach
by Afees A. Salisu & Rangan Gupta & Elie Bouri & Qiang Ji - 202042 The Possible Effects of the Extended Lockdown Period on the South African Economy: A CGE Analysis
by Jan H van Heerden - 202041 Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility in the United Kingdom
by Afees A. Salisu & Rangan Gupta - 202040 Interest Rate Uncertainty and the Predictability of Bank Revenues
by Oguzhan Cepni & Riza Demirer & Rangan Gupta & Ahmet Sensoy - 202039 Time-Varying Impact of Monetary Policy Shocks on U.S. Stock Returns: The Role of Investor Sentiment
by Oguzhan Cepni & Rangan Gupta - 202038 The Effects of Public Expenditures on Labour Productivity in Europe
by Igor Fedotenkov & Rangan Gupta - 202037 Forecasting State- and MSA-Level Housing Returns of the US: The Role of Mortgage Default Risks
by Christos Bouras & Christina Christou & Rangan Gupta & Keagile Lesame - 202036 Oil Price Shocks and Yield Curve Dynamics in Emerging Markets
by Oguzhan Cepni & Rangan Gupta & Cenk C. Karahan & Brian M. Lucey - 202035 Movements in Real Estate Uncertainty in the United States: The Role of Oil Shocks
by Rangan Gupta & Xin Sheng & Qiang Ji - 202034 The Taylor Curve: International Evidence
by Semih Emre Cekin & Rangan Gupta & Eric Olson - 202033 Spillovers of the Conventional and Unconventional Monetary Policy from the US to South Africa
by Alain Kabundi & Tumisang Loate & Nicola Viegi - 202032 Monetary Policy and Speculative Spillovers in Financial Markets
by Riza Demirer & David Gabauer & Rangan Gupta & Qiang Ji - 202031 Oil-Shocks and Directional Predictability of Macroeconomic Uncertainties of Developed Economies: Evidence from High-Frequency Data
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