Browsing Τμήμα Οικονομικών / Department of Economics by Author "Gupta, Rangan"
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Article
Does economic policy uncertainty forecast real housing returns in a panel of OECD countries? A Bayesian approach
Christou, Christina; Gupta, Rangan; Hassapis, Christis (2017)This paper investigates whether the news-based measure of economic policy uncertainty (EPU) could help in forecasting the real housing returns in ten (Canada, France, Germany, Italy, Japan, The Netherlands, South Korea, ...
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Book
Does economic policy uncertainty forecast real housing returns in a panel of OECD countries? A Bayesian approach
Christou, Christina; Gupta, Rangan; Hassapis, Christis (2016)
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Article
Economic policy uncertainty and stock market returns in PacificRim countries: Evidence based on a Bayesian panel VAR model
Christou, Christina; Cunado, Juncal; Gupta, Rangan; Hassapis, Christis (2017)This paper examines the role of economic policy uncertainty (EPU) on stock market returns for six countries (Australia, Canada, China, Japan, Korea and the US), based on a panel VAR model estimated using stochastic search ...
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Article
The role of economic uncertainty in forecasting exchange rate returns and realized volatility: Evidence from quantile predictive regressions
Christou, Christina; Gupta, Rangan; Hassapis, Christis; Suleman, Tahir (2018)In this paper, we investigate whether the news-based measure of economic policy uncertainty (EPU) can be used to forecast exchange rate returns and volatility using a quantile regression approach, which accounts for ...