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Showing 10 out of a total of 17 results for collection: Research Articles (University of Pretoria).
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Forecasting charge-off rates with a panel Tobit model : the role of uncertainty
Sheng, Xin
;
Gupta, Rangan
;
Ji, Qiang
(
Routledge
,
2022
)
The impacts of structural oil shocks on macroeconomic uncertainty : evidence from a large panel of 45 countries
Sheng, Xin
;
Gupta, Rangan
;
Ji, Qiang
(
Elsevier
,
2020-09
)
Testing the white noise hypothesis in high-frequency housing returns of the United States
Tiwari, Aviral Kumar
;
Gupta, Rangan
;
Cunado, Juncal
;
Sheng, Xin
(
Oviedo University Press
,
2020
)
The impact of disaggregated oil shocks on state-level real housing returns of the United States : the role of oil dependence
Gupta, Rangan
;
Sheng, Xin
;
Van Eyden, Renee
;
Wohar, Mark E.
(
Elsevier
,
2021-11
)
The effects of climate risks on economic activity in a panel of US states : the role of uncertainty
Sheng, Xin
;
Gupta, Rangan
;
Cepni, Oguzhan
(
Elsevier
,
2022-04
)
Disaggregated oil shocks and stock-market tail risks : evidence from a panel of 48 economics
Gupta, Rangan
;
Sheng, Xin
;
Pierdzioch, Christian
;
Ji, Qiang
(
Elsevier
,
2021-12
)
Movements in real estate uncertainty in the United States : the role of oil shocks
Gupta, Rangan
;
Sheng, Xin
;
Ji, Qiang
(
Routledge
,
2021
)
Time-varying impact of pandemics on global output growth
Gupta, Rangan
;
Sheng, Xin
;
Balcilar, Mehmet
;
Ji, Qiang
(
Elsevier
,
2021-07
)
The impact of disaggregated oil shocks on state-level consumption of the United States
Gupta, Rangan
;
Sheng, Xin
;
Van Eyden, Renee
;
Wohar, Mark E.
(
Routledge
,
2020-12
)
Impact of oil price volatility on state-level consumption of the United States : the role of oil dependence
Van Eyden, Renee
;
Gupta, Rangan
;
Sheng, Xin
;
Wohar, Mark E.
(
Sage
,
2021-05
)
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Gupta, Rangan (17)
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Impulse response functions (6)
Oil shocks (5)
Uncertainty (5)
Local projection model (4)
Oil dependency (3)
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Nonlinear local projections (2)
Time-varying parameter structural vector autoregressive (TVP-SVAR) (2)
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