Yazar "Gupta, Rangan" için listeleme
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Forecasting with second-order approximations and markov-switching DSGE models
Ivashchenko, Sergey; Çekin, Semih Emre; Kotze, Kevin; Gupta, Rangan (Springer, 2020)This paper considers the out-of-sample forecasting performance of first- and second-order perturbation approximations for DSGE models that incorporate Markov-switching behaviour in the policy reaction function and the ... -
Measuring co-dependencies of economic policy uncertainty in Latin American countries using vine copulas
Çekin, Semih Emre; Pradhan, Ashis Kumar; Tiwari, Aviral Kumar; Gupta, Rangan (Elsevier Science Inc, 2020)We analyze the dependence structure of economic policy uncertainty in four Latin American economies (Brazil, Chile, Colombia, Mexico) using vine copula modeling with various forms of tail dependence. Our results suggest ... -
The relationship between monetary policy and uncertainty in advanced economies: evidence from time- and frequency-domains
Çekin, Semih Emre; Hkiri, Besma; Tiwari, Aviral Kumar; Gupta, Rangan (Elsevier B.V., 2020)In this work we offer new insight into the relationship between interest rates and uncertainty for several advanced economies (Canada, Euro Area, Japan, UK, US) for the period 2003?2018. For this purpose, we utilize wavelets, ... -
The Taylor curve: international evidence
Çekin, Semih Emre; Gupta, Rangan; Olson, Eric (Taylor & Francis Online, 2021)We use the Taylor curve to gauge deviations of monetary policy from an efficiency locus for the United Kingdom (UK) and the four largest economies of the Eurozone (Germany, France, Italy, Spain) for the period 2000–2018. ...
