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The Impact of US Uncertainty Shocks on a Panel of Advanced and Emerging Market Economies: The Role of Exchange Rate, Trade and Financial Channels. (2018). Wohar, Mark ; Olasehinde-Williams, Godwin ; GUPTA, RANGAN.
In: Working Papers.
RePEc:pre:wpaper:201857.

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Cited: 12

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Cites: 22

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  1. External Shocks and Their Transmission Channels in Nigeria: A Dynamic Stochastic General Equilibrium Approach. (2023). Yinusa, Olalekan ; Ojeyinka, Titus.
    In: Global Journal of Emerging Market Economies.
    RePEc:sae:emeeco:v:15:y:2023:i:1:p:132-153.

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  2. Uncertainty and Forecastability of Regional Output Growth in the United Kingdom: Evidence from Machine Learning. (2021). Pierdzioch, Christian ; GUPTA, RANGAN ; Gabauer, David ; Balcilar, Mehmet.
    In: Working Papers.
    RePEc:pre:wpaper:202111.

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  3. Structural and Predictive Analyses with a Mixed Copula-Based Vector Autoregression Model. (2021). GUPTA, RANGAN ; Yamaka, Woraphon ; Thongkairat, Sukrit ; Maneejuk, Paravee.
    In: Working Papers.
    RePEc:pre:wpaper:202108.

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  4. Time‐varying impact of global, region‐, and country‐specific uncertainties on the volatility of international trade. (2021). GUPTA, RANGAN ; Gul, Selcuk.
    In: Contemporary Economic Policy.
    RePEc:bla:coecpo:v:39:y:2021:i:4:p:691-700.

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  5. Point and Density Forecasting of Macroeconomic and Financial Uncertainties of the United States. (2020). Salisu, Afees ; Ogbonna, Ahamuefula ; GUPTA, RANGAN.
    In: Working Papers.
    RePEc:pre:wpaper:202058.

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  6. The Impact of Uncertainty Shocks in South Africa: The Role of Financial Regimes. (2020). Kisten, Theshne ; GUPTA, RANGAN ; Balcilar, Mehmet.
    In: Working Papers.
    RePEc:pre:wpaper:202046.

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  7. A Note on the Time-Varying Impact of Global, Region- and Country-Specific Uncertainties on the Volatility of International Trade. (2020). GUPTA, RANGAN ; Gul, Selcuk.
    In: Working Papers.
    RePEc:pre:wpaper:202025.

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  8. Analysing the Impact of Brexit on Global Uncertainty Using Functional Linear Regression with Point of Impact: The Role of Currency and Equity Markets. (2020). GUPTA, RANGAN ; DAS, SONALI ; Mangisa, Siphumlile.
    In: Working Papers.
    RePEc:pre:wpaper:202012.

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  9. Time-Varying Spillover of US Trade War on the Growth of Emerging Economies. (2020). GUPTA, RANGAN ; Gabauer, David ; Cepni, Oguzhan ; Ramabulana, Khuliso.
    In: Working Papers.
    RePEc:pre:wpaper:202002.

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  10. Time-Varying impact of uncertainty shocks on macroeconomic variables of the united kingdom: Evidence from over 150 years of monthly data. (2020). GUPTA, RANGAN ; Gabauer, David ; Christou, Christina.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:37:y:2020:i:c:s1544612319309936.

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  11. Are Uncertainties across the World Convergent?. (2020). Lau, Chi Keung ; GUPTA, RANGAN ; Gözgör, Giray ; Christou, Christina ; Marco, Chi Keung.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-19-00608.

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  12. Are Uncertainties across the World Convergent?. (2019). Lau, Chi Keung ; GUPTA, RANGAN ; Gözgör, Giray ; Gozgor, Giray ; Christou, Christina.
    In: Working Papers.
    RePEc:pre:wpaper:201907.

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References

References cited by this document

  1. Bhattarai, S., Chatterjee, A., and Park, W-Y. (2017). Global Spillover Effects of US Uncertainty. Discussion Papers 2017-17, School of Economics, The University of New South Wales.

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  13. Gupta, R., Ma, J., Risse, M., and Wohar, M.E. (2018a). Common business cycles and volatilities in US states and MSAs: The role of economic uncertainty. Journal of Macroeconomics, 57, 317337.

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  19. Piffer, M., and Podstawski, M. (2017). Identifying Uncertainty Shocks Using the Price of Gold.

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  22. Wu, J. C., Xia, F. D., 2016. Measuring the macroeconomic impact of monetary policy at the zero lower bound. Journal of Money, Credit, and Banking 48 (2-3), 253-291.

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