21 citations · 29 across the 16 of their papers we have counts for
3 papers · 1 filter
Macroeconomic Forecasting for the G7 countries under Uncertainty Shocks
Shovon Sengupta, Sunny Kumar Singh, Tanujit Chakraborty
Accurate macroeconomic forecasting has become harder amid geopolitical disruptions, policy reversals, and volatile financial markets. Conventional vector autoregressions (VARs) ove…
Neural ARFIMA model for forecasting BRIC exchange rates with long memory
Donia Besher, Madhurima Panja, Shovon Sengupta +1
Exchange rate forecasting remains a challenging problem, particularly for emerging economies, where the observed time series exhibit pronounced long-memory dependence, nonlinear dy…
Probabilistic Forecasting of Climate Policy Uncertainty: The Role of Macro-financial Variables and Google Search Data
Donia Besher, Anirban Sengupta, Tanujit Chakraborty
Accurately forecasting Climate Policy Uncertainty (CPU) is essential for designing climate strategies that balance economic growth with environmental objectives. Elevated CPU level…