Search Results

Forecasting inflation in an inflation targeting economy: structural versus nonstructural models,
Rangan Gupta, in Applied Economics (2017)

Financial Liberalization and Inflationary Dynamics: An Open Economy Analysis,
Rangan Gupta, in International Economic Journal (2007)
Keywords: Inflation financial markets and the macroeconomy,

Currency Substitution and Financial Repression,
Rangan Gupta, in International Economic Journal (2011)
Keywords: Currency substitution, endogenous growth models, financial repression, small open economy, public finance,

Costly State Monitoring and Reserve Requirements,
Rangan Gupta, in Annals of Economics and Finance (2005)
Keywords: Reserve requirements, Tax evasion, Information asymmetry in financial markets, Costly state verification

Growth-Effects of Inflation Targeting: The Role of Financial Sector Development,
Rangan Gupta, in Annals of Economics and Finance (2011)
Keywords: Inflation targeting, Economic growth, Financial sector development

Financial Liberalization and the Dynamics of Inflation, Nominal Exchange Rate, and Terms of Trade,
Rangan Gupta, in Indian Economic Review (2007)
Keywords: Financial Liberalization; Inflation, exchange rate and terms of trade dynamics; Small open economy.

Financial Liberalization and a Possible Growth-Inflation Trade-Off,
Rangan Gupta, in Indian Economic Review (2009)
Keywords: Financial Repression; Growth and Inflation; Unofficial Financial Markets, Monetary Policy.

Tax evasion and financial repression,
Rangan Gupta, in Journal of Economics and Business (2008)
Keywords: Underground economy Tax evasion Macroeconomic policy

Asymmetric Information, Tax Evasion and Alternative Instruments of Government Revenue,
Rangan Gupta, in The IUP Journal of Monetary Economics (2006)

FORECASTING THE SOUTH AFRICAN ECONOMY WITH VARs AND VECMs,
Rangan Gupta, in South African Journal of Economics (2006)

FORECASTING THE SOUTH AFRICAN ECONOMY WITH GIBBS SAMPLED BVECMs,
Rangan Gupta, in South African Journal of Economics (2007)

BAYESIAN METHODS OF FORECASTING INVENTORY INVESTMENT,
Rangan Gupta, in South African Journal of Economics (2009)

Currency Substitution and Financial Repression,
Rangan Gupta, from Economic Research Southern Africa (2008)

Revisiting the Temporal Causality between Money and Income,
Rangan Gupta, from University of Pretoria, Department of Economics (2005)
Keywords: Causality, Error Correction Models

Effect of High Yielding Variety of Seeds in the State of West Bengal: An Empirical Quest,
Rangan Gupta, from University of Pretoria, Department of Economics (2005)
Keywords: High Yielding Variety of Seeds, Panel Data, Ordinary Least Squares, Generalized, Least Squares

Financial Liberalization and the Dynamics of Inflation, the Nominal Exchange Rate and the Terms of Trade,
Rangan Gupta, from University of Pretoria, Department of Economics (2005)
Keywords: Financial Liberalization, Inflation, Exchange rate and terms of trade dynamics, Small open economy

Financial Liberalization and Inflationary Dynamics in the Context of a Small Open Economy,
Rangan Gupta, from University of Pretoria, Department of Economics (2005)
Keywords: Financial Liberalization, Inflation, Small open economy

Rational Expectations and the Effects of Financial Liberalization on Price Level and Output,
Rangan Gupta, from University of Pretoria, Department of Economics (2005)
Keywords: Financial Liberalization, Price Level, Small open economy

Revisiting the Inflation-Repression Relationship,
Rangan Gupta, from University of Pretoria, Department of Economics (2005)
Keywords: Financial Repression, Inflation, Financial Markets and the Macroeconomy

Financial Liberalization with Productive Public Expenditure and A Curb Market,
Rangan Gupta, from University of Pretoria, Department of Economics (2006)
Keywords: Financial Repression; Growth and Inflation; Unofficial Financial Markets; Monetary Policy

Growth-Effects of Inflation Targeting: The Role of Financial Sector Development,
Rangan Gupta, from University of Pretoria, Department of Economics (2006)
Keywords: Inflation Targeting, economic growth, financial sector development

Financial Liberalization and a Possible Growth-Inflation Trade-Off,
Rangan Gupta, from University of Pretoria, Department of Economics (2006)
Keywords: Financial Repression, Growth and Inflation, Unofficial Financial Markets, Monetary Policy

Forecasting the South African Economy with VARs and VECMs,
Rangan Gupta, from University of Pretoria, Department of Economics (2006)
Keywords: VECM and BVECM, VAR and BVAR Model, Forecast Accuracy, BVECM

Forecasting the South African Economy with Gibbs Sampled BVECMs,
Rangan Gupta, from University of Pretoria, Department of Economics (2007)
Keywords: VECM and BVECM, Forecast Accuracy, BVECM Forecasts, VECM Forecasts, Gibbs Sampling

Bayesian Methods of Forecasting Inventory Investment in South Africa,
Rangan Gupta, from University of Pretoria, Department of Economics (2007)
Keywords: VECM and BVECM, VAR and BVAR Model, Forecast Accuracy, BVECM Forecasts, VECM Forecasts, BVAR Forecasts, ECM Forecasts, VAR Forecasts

Currency Substitution and Financial Repression,
Rangan Gupta, from University of Pretoria, Department of Economics (2008)
Keywords: Currency Substitution, Endogenous Growth Models, Financial Repression, Small Open Economy, Public Finance

Production Lags and Growth Dynamics in an Overlapping Generations Endogenous Growth Model,
Rangan Gupta, from University of Pretoria, Department of Economics (2010)
Keywords: Endogenous fluctuations, Overlapping generations, Production lags

SHOULD THE SOUTH AFRICAN RESERVE BANK RESPOND TO EXCHANGE RATE FLUCTUATIONS? EVIDENCE FROM THE COSINE-SQUARED CEPSTRUM,
Rangan Gupta, from University of Pretoria, Department of Economics (2012)
Keywords: Cosine-Squared Cepstrum, Exchange Rate Regime, Inflation Targeting, Inflation Volatility, Output Volatility, Saphe Cracking

Forecasting House Prices for the Four Census Regions and the Aggregate US Economy: The Role of a Data-Rich Environment,
Rangan Gupta, from University of Pretoria, Department of Economics (2012)
Keywords: House prices, Forecasting, Factor Augmented Models, Large-Scale, BVAR models

Forecasting Inflation in an Inflation Targeting Economy: Structural Versus Non-Structural Models,
Rangan Gupta, from University of Pretoria, Department of Economics (2015)
Keywords: Inflation, South Africa, Structural, Atheoretical, Factors, DSGE

Manager Sentiment and Stock Market Volatility,
Rangan Gupta, from University of Pretoria, Department of Economics (2018)
Keywords: Manager Sentiment, Asset Pricing, Return and Volatility Predictability

Registered author: Rangan Gupta

The Time-Series Properties on Housing Prices: A Case Study of the Southern California Market,
Rangan Gupta and Stephen Miller, from University of Connecticut, Department of Economics (2009)
Keywords: Housing prices, Forecasting

"Ripple Effects" and Forecasting Home Prices in Los Angeles, Las Vegas, and Phoenix,
Rangan Gupta and Stephen Miller, from University of Connecticut, Department of Economics (2009)
Keywords: Ripple effect, housing prices, forecasting

Time-varying impact of monetary policy shocks on US stock returns: The role of investor sentiment,
Oguzhan Cepni and Rangan Gupta, in The North American Journal of Economics and Finance (2021)
Keywords: Investor sentiment; External instruments; Monetary policy surprises; Time-varying parameter VAR model;

Has oil price predicted stock returns for over a century?,
Paresh Narayan and Rangan Gupta, in Energy Economics (2015)
Keywords: Stock returns; Predictability; Oil price;

The role of oil prices in the forecasts of South African interest rates: A Bayesian approach,
Rangan Gupta and Kevin Kotze, in Energy Economics (2017)
Keywords: Interest rate; Oil price; Forecasting; South Africa;

Oil shocks and stock market volatility of the BRICS: A GARCH-MIDAS approach,
Afees Salisu and Rangan Gupta, in Global Finance Journal (2021)
Keywords: Oil shocks; Stock market volatility; BRICS; GARCH–MIDAS;

How Do Housing Returns in Emerging Countries Respond to Oil Shocks? A MIDAS Touch,
Afees Salisu and Rangan Gupta, in Emerging Markets Finance and Trade (2021)

Commodity Prices and Forecastability of International Stock Returns over a Century: Sentiments versus Fundamentals with Focus on South Africa,
Afees Salisu and Rangan Gupta, in Emerging Markets Finance and Trade (2022)

Dynamic effects of monetary policy shocks on macroeconomic volatility in the United Kingdom,
Afees Salisu and Rangan Gupta, in Applied Economics Letters (2021)

Can (unusual) weather conditions in New York predict South African stock returns?,
Nicholas Apergis and Rangan Gupta, in Research in International Business and Finance (2017)
Keywords: Unusual weather conditions; New York weather; South African stock market;

A DSGE-VAR model for forecasting key South African macroeconomic variables,
Rangan Gupta and Max Steinbach, in Economic Modelling (2013)
Keywords: Bayesian methods; Macroeconomic forecasting; New Keynesian DSGE; Small open economy; Vector autoregressions;

Predicting stock returns and volatility using consumption-aggregate wealth ratios: A nonlinear approach,
Stelios Bekiros and Rangan Gupta, in Economics Letters (2015)
Keywords: Cay; Stock markets; Volatility; Nonlinear causality;

On the transmission mechanism of country-specific and international economic uncertainty spillovers: Evidence from a TVP-VAR connectedness decomposition approach,
David Gabauer and Rangan Gupta, in Economics Letters (2018)
Keywords: Dynamic connectedness; TVP-VAR; Spillover decomposition;

Forecasting economic policy uncertainty of BRIC countries using Bayesian VARs,
Rangan Gupta and Xiaojin Sun, in Economics Letters (2020)
Keywords: Economic policy uncertainty; VAR; Bayesian methods; BRIC countries;

Is the response of the bank of England to exchange rate movements frequency-dependent?,
Petre Caraiani and Rangan Gupta, in Journal of Macroeconomics (2020)
Keywords: Small open economy DSGE model; Monetary policy rule; Exchange rate; Structural estimation; Bayesian analysis; Wavelets;

Does the US. macroeconomic news make the South African stock market riskier?,
Esin Cakan and Rangan Gupta, in Journal of Developing Areas (2017)
Keywords: Asymmetric GARCH, US macroeconomic news, surprises, South Africa

Development, Poverty and Inequality: A Spatial Analysis of South African Provinces,
Carlos Barros and Rangan Gupta, in Journal of Developing Areas (2017)
Keywords: South Africa; poverty; inequality, spatial model

Comparing South African Inflation Volatility Across Monetary Policy Regimes: An Application of Saphe Cracking,
Rangan Gupta and Josine Uwilingiye, in Journal of Developing Areas (2012)
Keywords: Cosine-Squared Cepstrum, Inflation Targeting, Inflation Volatility, Saphe Cracking

Forecasting macroeconomic variables in a small open economy: a comparison between small- and large-scale models,
Rangan Gupta and Alain Kabundi, in Journal of Forecasting (2010)

The effects of public expenditures on labour productivity in Europe,
Igor Fedotenkov and Rangan Gupta, in Empirica (2021)
Keywords: Labour productivity, Government expenditures, Decentralisation, Services

Unconventional monetary policy shocks in OECD countries: how important is the extent of policy uncertainty?,
Rangan Gupta and Charl Jooste, in International Economics and Economic Policy (2018)
Keywords: Unconventional monetary policy, Economic policy uncertainty, Macroeconomic effects, OECD countries

Predicting Downturns in the US Housing Market: A Bayesian Approach,
Rangan Gupta and Sonali Das, in The Journal of Real Estate Finance and Economics (2010)
Keywords: BVAR model, BVAR forecasts, Forecast accuracy, SBVAR model, SBVAR forecasts, VAR model, VAR forecasts, E17, E27, E37, E47,

The Time-Series Properties of House Prices: A Case Study of the Southern California Market,
Rangan Gupta and Stephen Miller, in The Journal of Real Estate Finance and Economics (2012)
Keywords: House prices, Cointegration, Temporal causality, Forecasting,

"Ripple Effects” and Forecasting Home Prices in Los Angeles, Las Vegas, and Phoenix,
Rangan Gupta and Stephen Miller, from University of Nevada, Las Vegas , Department of Economics (2009)
Keywords: Ripple effect, Housing prices, Forecasting

The Time-Series Properties of House Prices: A Case Study of the Southern California Market,
Rangan Gupta and Stephen Miller, from University of Nevada, Las Vegas , Department of Economics (2009)
Keywords: House prices, Cointegration, Temporal causality, Forecasting

The role of monetary policy uncertainty in predicting equity market volatility of the United Kingdom: evidence from over 150 years of data,
Rangan Gupta and Mark Wohar, in Economics and Business Letters (2019)

Is the Permanent Income Hypothesis Really Well-Suited for Forecasting&quest,
Rangan Gupta and Emmanuel Ziramba, in Eastern Economic Journal (2011)

Efficiency in BRICS Currency Markets Using Long-Spans of Data: Evidence from Model-Free Tests of Directional Predictability,
Rangan Gupta and Vasilios Plakandaras, in Journal of Economics and Behavioral Studies (2019)

The Role of Asset Prices in Forecasting Inflation and Output in South Africa,
Rangan Gupta and Faaiqa Hartley, in Journal of Emerging Market Finance (2013)
Keywords: Asset prices; combination forecasts; BVAR; FAVAR

“Ripple effects” and forecasting home prices in Los Angeles, Las Vegas, and Phoenix,
Rangan Gupta and Stephen Miller, in The Annals of Regional Science (2012)
Keywords: C32, R31,

Reconsidering the welfare cost of inflation in the US: a nonparametric estimation of the nonlinear long-run money-demand equation using projection pursuit regressions,
Rangan Gupta and Anandamayee Majumdar, in Empirical Economics (2014)
Keywords: Cointegration, Money demand, Projection pursuit regression, Welfare cost of inflation, E31, E41, E52,

Time-varying persistence in US inflation,
Massimiliano Caporin and Rangan Gupta, in Empirical Economics (2017)
Keywords: Persistence, US inflation rate, Time-varying long memory

Housing market spillovers in South Africa: evidence from an estimated small open economy DSGE model,
Rangan Gupta and Xiaojin Sun, in Empirical Economics (2020)
Keywords: Housing market, Spillovers, Monetary policy, Dynamic stochastic general equilibrium model, South Africa

Do U.S. economic conditions at the state level predict the realized volatility of oil-price returns? A quantile machine-learning approach,
Rangan Gupta and Christian Pierdzioch, in Financial Innovation (2023)
Keywords: Oil price, Realized volatility, Economic conditions indexes, Quantile Lasso, Prediction models

Is Economic Policy Uncertainty Related to Suicide Rates? Evidence from the United States,
Nikolaos Antonakakis and Rangan Gupta, in Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement (2017)
Keywords: United States, Economic policy uncertainty, Suicide

Forecasting US real house price returns over 1831-2013: evidence from copula models,
Rangan Gupta and Anandamayee Majumdar, in Applied Economics (2015)

Investors’ Uncertainty and Forecasting Stock Market Volatility,
Ruipeng Liu and Rangan Gupta, in Journal of Behavioral Finance (2022)

An Endogenous Growth Model of a Financially Repressed Small Open Economy,
Samrat Goswami and Rangan Gupta, in International Economic Journal (2009)
Keywords: Financial repression, growth and inflation, unofficial financial markets, monetary policy,

Optimal public policy with endogenous mortality,
Rangan Gupta and Emmanuel Ziramba, in Journal of Economic Policy Reform (2010)

Time Aggregation and the Contradictions with Causal Relationships: Can Economic Theory Come to the Rescue?,
Rangan Gupta and K Komen, in Studies in Economics and Econometrics (2009)

Time Aggregation, Long-Run Money Demand and the Welfare Cost of Inflation,
Rangan Gupta and Josine Uwilingiye, in Studies in Economics and Econometrics (2009)

UNCERTAINTY RELATED TO INFECTIOUS DISEASES AND FORECASTABILITY OF THE REALIZED VOLATILITY OF US TREASURY SECURITIES,
Sisa Shiba and Rangan Gupta, in Annals of Financial Economics (AFE) (2021)
Keywords: Uncertainty, infectious diseases, COVID-19, US treasury securities, realized volatility, forecasting

The Role of Oil Prices in the Forecasts of South African Interest Rates: A Bayesian Approach,
Rangan Gupta and Kevin Kotze, from School of Economics, University of Cape Town (2016)

Private and Public Health Expenditures in an Endogenous Growth Model with Inflation Targeting,
Rangan Gupta and Cobus Vermeulen, in Annals of Economics and Finance (2010)
Keywords: Indeterminacy, Inflation targeting, Longevity, Multiple equilibria, Overlapping generations, Public health

Inflation Aversion and the Growth-Inflation Relationship,
Rangan Gupta and Philton Makena, in Annals of Economics and Finance (2019)
Keywords: Inflation, Inflation Aversion, Endogenous Growth

Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs,
Rangan Gupta and Alain Kabundi, in Indian Economic Review (2011)
Keywords: Dynamic Factor Model; BVAR; Forecast Accuracy

Forecasting oil and stock returns with a Qual VAR using over 150years off data,
Rangan Gupta and Mark Wohar, in Energy Economics (2017)
Keywords: Vector autoregressions; Business cycle turning points; Forecasting; Oil and stock prices;

Predicting Bitcoin returns: Comparing the roles of newspaper- and internet search-based measures of uncertainty,
Elie Bouri and Rangan Gupta, in Finance Research Letters (2021)
Keywords: Bitcoin; Hedging; Predictability; Economic uncertainty; Economic uncertainty related queries;

Impact of macroeconomic news surprises and uncertainty for major economies on returns and volatility of oil futures,
Walid Bahloul and Rangan Gupta, in International Economics (2018)
Keywords: Macroeconomic news surprises; Uncertainty; Behavioural finance; Oil futures; Returns and volatility;

Stock price dynamics and the business cycle in an estimated DSGE model for South Africa,
Michael Paetz and Rangan Gupta, in Journal of International Financial Markets, Institutions and Money (2016)
Keywords: DSGE models; Wealth effects; Open economy; South Africa;

A large factor model for forecasting macroeconomic variables in South Africa,
Rangan Gupta and Alain Kabundi, in International Journal of Forecasting (2011)
Keywords: Large factor model VAR BVAR NKDSGE model Forecast accuracy

Climate risks and forecastability of the realized volatility of gold and other metal prices,
Rangan Gupta and Christian Pierdzioch, in Resources Policy (2022)
Keywords: Climate risks; Realized volatility; Gold; Metals; Forecasting;

Endogenous fluctuations in an endogenous growth model: An analysis of inflation targeting as a policy,
Rangan Gupta and Lardo Stander, in The Quarterly Review of Economics and Finance (2018)
Keywords: Endogenous fluctuations; Inflation targeting; Production lags; Chaos; Indeterminacy;

Forecasting equity premium in a panel of OECD countries: The role of economic policy uncertainty,
Christina Christou and Rangan Gupta, in The Quarterly Review of Economics and Finance (2020)
Keywords: Equity premium; Economic policy uncertainty; OECD countries; Panel predictive regressions;

Why must it always be so Real with tax evasion?,
Rangan Gupta and Philton Makena, in The Quarterly Review of Economics and Finance (2020)

Chaos in G7 stock markets using over one century of data: A note,
Aviral Tiwari and Rangan Gupta, in Research in International Business and Finance (2019)
Keywords: Chaos; G7 countries; Stock returns;

Reprint of: Chaos in G7 stock markets using over one century of data: A note,
Aviral Tiwari and Rangan Gupta, in Research in International Business and Finance (2019)
Keywords: Chaos; G7 countries; Stock returns;

Spillovers across macroeconomic, financial and real estate uncertainties: A time-varying approach,
David Gabauer and Rangan Gupta, in Structural Change and Economic Dynamics (2020)
Keywords: Dynamic connectedness; Uncertainty transmission; Real estate uncertainty; Macroeconomic uncertainty; Financial uncertainty;