• Forecasting US GNP growth : the role of uncertainty 

  Segnon, Mawuli; Gupta, Rangan; Bekiros, Stelios; Wohar, Mark E. (Wiley, 2018-04)

  A large number of models have been developed in the literature to analyze and forecast changes in output dynamics. The objective of this paper was to compare the predictive ability of univariate and bivariate models, in ...
• Comparing the forecasting ability of financial conditions indices : the case of South Africa 

  Balcilar, Mehmet; Gupta, Rangan; Van Eyden, Renee; Thompson, Kirsten L.; Majumdar, Anandamayee (Elsevier, 2018-03)

  In this paper we test the forecasting ability of three estimated financial conditions indices (FCIs) with respect to key macroeconomic variables of output growth, inflation and interest rates. We do this by forecasting the ...
• Information spillover across international real estate investment trusts : evidence from an entropy-based network analysis 

  Ji, Qiang; Marfatia, Hardik A.; Gupta, Rangan (Elsevier, 2018-04)

  In this study, we unveil information spillover between international real estate markets using an entropy-based network approach for real estate investment trusts (REIT). Our novel approach is simple and yet flexible enough ...
• Time-varying efficiency of developed and emerging bond markets : evidence from long-spans of historical data 

  Charfeddine, Lanouar; Khediri, Karim Ben; Aye, Goodness Chioma; Gupta, Rangan (Elsevier, 2018-09)

  Bonds have become an important part of investment portfolios for individuals as well as for institutions, particularly after the recent financial crisis. This paper empirically investigates the Adaptive Market Hypothesis ...
• Viscosity limit and deviations principles for a grade-two fluid driven by multiplicative noise 

  Razafimandimby, Paul Andre (Springer, 2018-03)

  Please read abstract in the article.

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