Gupta Rangan

Rangan Gupta

Information about the author Rangan Gupta will soon be added to the site.
Found 5 papers in total
Forecasting key US macroeconomic variables with a factor-augmented Qual VAR
Forecasting key US macroeconomic variables with a factor-augmented Qual VAR
2017
In this paper, we first extract factors from a monthly dataset of 130 macroeconomic...
The Informational Content of the Term Spread in Forecasting the US Inflation Rate: A Nonlinear Approach
The Informational Content of the Term Spread in Forecasting the US Inflation Rate: A Nonlinear Approach
2017
The difficulty in modelling inflation and the significance in discovering the...
Forecasting regional house price inflation: a comparison between dynamic factor models and vector autoregressive models
Forecasting regional house price inflation: a comparison between dynamic factor models and vector autoregressive models
2011
This paper uses the dynamic factor model framework, which accommodates a large...
A large factor model for forecasting macroeconomic variables in South Africa
A large factor model for forecasting macroeconomic variables in South Africa
2011
This paper uses large Factor Models (FMs), which accommodate a large...
Forecasting macroeconomic variables in a small open economy: a comparison between small‐ and large‐scale models
Forecasting macroeconomic variables in a small open economy: a comparison between small‐ and large‐scale models
2010
This paper compares the forecasting ability of five alternative types of models in...
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