Details about Rangan Gupta
Access statistics for papers by Rangan Gupta.
Last updated 2013-05-11. Update your information in the RePEc Author Service.
Short-id: pgu80
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Working Papers
2013
- A Time-Varying Approach to Analysing Fiscal Policy and Asset Prices in South Africa
Working Papers, University of Pretoria, Department of Economics
- Convergence in Provincial-Level South African House Prices: Evidence from the Club Convergence and Clustering Procedure
Working Papers, University of Pretoria, Department of Economics 
- Does the Source of Oil Price Shocks Matter for South African Stock Returns? A Structural VAR Approach
Working Papers, University of Pretoria, Department of Economics
- FORECASTING THE RAND-DOLLAR AND RAND-POUND EXCHANGE RATES USING DYNAMIC MODEL AVERAGING
Working Papers, University of Pretoria, Department of Economics View citations (1)
- Forecasting Aggregate Retail Sales: The Case of South Africa
Working Papers, University of Pretoria, Department of Economics
- Forecasting South African Macroeconomic Data with a Nonlinear DSGE Model
Working Papers, University of Pretoria, Department of Economics
- House Price, Stock Price and Consumption in South Africa: A Structural VAR Approach
Working Papers, University of Pretoria, Department of Economics
- Housing and the Great Depression
Working Papers, University of Nevada, Las Vegas , Department of Economics
Also in Working papers, University of Connecticut, Department of Economics (2012)
Working Papers, University of Pretoria, Department of Economics (2013)
- MACRO SHOCKS AND HOUSE PRICES IN SOUTH AFRICA
Working Papers, University of Pretoria, Department of Economics
- Tax evasion, financial development and inflation: theory and empirical evidence
Working Papers, University of Pretoria, Department of Economics
- Testing for Persistence in Housing Price-to-Income and Price-to-Rent Ratios in 16 OECD Countries
Working Papers, University of Pretoria, Department of Economics
- The Causal Relationship between Exports and Economic Growth in the Nine Provinces of South Africa: Evidence from Panel-Granger Causality Tests
Working Papers, University of Pretoria, Department of Economics
Also in Working Papers, University of Pretoria, Department of Economics (2013)
- The Causal Relationship between House Prices and Economic Growth in the Nine Provinces of South Africa: Evidence from Panel-Granger Causality Tests
Working Papers, University of Pretoria, Department of Economics
- The Impact of Oil Shocks on the South African Economy
Working Papers, University of Pretoria, Department of Economics
- The out-of-sample forecasting performance of non-linear models of real exchange rate behaviour: The case of the South African Rand
Working Papers, University of Pretoria, Department of Economics
See also Journal Article in European Journal of Comparative Economics (2013)
2012
- Are the Effects of Monetary Policy Asymmetric in India? Evidence from a Nonlinear Vector Autoregression Approach
Working Papers, University of Pretoria, Department of Economics
- Do House Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-Varying Vector Autoregressive Model
Working Papers, University of Pretoria, Department of Economics View citations (2)
- Do House Prices Impact Consumption and Interest Rate?: Evidence from OECD Countries Using an Agnostic Identification Procedure
OECD Economics Department Working Papers, OECD Publishing View citations (2)
Also in Working Papers, University of Pretoria, Department of Economics (2011) View citations (7)
See also Journal Article in Applied Economics Quarterly (formerly: Konjunkturpolitik) (2012)
- Do Stock Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-Varying Vector Autoregressive Model
Working Papers, University of Pretoria, Department of Economics View citations (4)
- Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience
Working Papers, University of Pretoria, Department of Economics View citations (2)
Also in Working Papers, University of Nevada, Las Vegas , Department of Economics (2012)
Working papers, University of Connecticut, Department of Economics (2012)
- Forecasting House Prices for the Four Census Regions and the Aggregate US Economy: The Role of a Data-Rich Environment
Working Papers, University of Pretoria, Department of Economics View citations (2)
- HOUSE PRICES AND BALANCE OF TRADE DYNAMICS IN SOUTH AFRICA: EVIDENCE FROM AN AGNOSTIC IDENTIFICATION PROCEDURE
Working Papers, University of Pretoria, Department of Economics
- IS THE RELATIONSHIP BETWEEN MONETARY POLICY AND HOUSE PRICES ASYMMETRIC IN SOUTH AFRICA? EVIDENCE FROM A MARKOV-SWITCHING VECTOR AUTOREGRESSIVE MODEL
Working Papers, University of Pretoria, Department of Economics View citations (1)
Also in Working Papers, Stellenbosch University, Department of Economics (2012) View citations (1)
- METROPOLITAN HOUSE PRICES IN INDIA: DO THEY CONVERGE?
Working Papers, University of Pretoria, Department of Economics
- Macro Shocks and Real US Stock Prices with Special Focus on the "Great Recession"
Working Papers, University of Pretoria, Department of Economics
See also Journal Article in Applied Econometrics and International Development (2012)
- Macroeconomic Surprises and Stock Returns in South Africa
Working Papers, University of Pretoria, Department of Economics View citations (2)
Also in Working Papers, Stellenbosch University, Department of Economics (2012) View citations (1)
- Predicting BRICS Stock Returns Using ARFIMA Models
Working Papers, University of Pretoria, Department of Economics
- Predictive Ability of Competing Models for South Africa’s Fixed Business Non- Residential Investment Spending
Working Papers, University of Pretoria, Department of Economics
- Real Interest Rate Persistence in South Africa: Evidence and Implications
Working Papers, Stellenbosch University, Department of Economics
Also in Working Papers, University of Pretoria, Department of Economics (2012)
- SHOULD THE SOUTH AFRICAN RESERVE BANK RESPOND TO EXCHANGE RATE FLUCTUATIONS? EVIDENCE FROM THE COSINE-SQUARED CEPSTRUM
Working Papers, University of Pretoria, Department of Economics
- Structural Breaks and Predictive Regressions Models of South African Equity Premium
Working Papers, University of Pretoria, Department of Economics
- THE IMPACT OF HOUSE PRICES ON CONSUMPTION IN SOUTH AFRICA: EVIDENCE FROM PROVINCIAL-LEVEL PANEL VARs
Working Papers, University of Pretoria, Department of Economics View citations (3)
- Testing for Persistence with Breaks and Outliers in South African House Prices
Working Papers, University of Pretoria, Department of Economics
Also in Faculty Working Papers, School of Economics and Business Administration, University of Navarra (2012)
- The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US
Working Papers, University of Pretoria, Department of Economics
Also in Working papers, University of Connecticut, Department of Economics (2012)
Working Papers, University of Nevada, Las Vegas , Department of Economics (2012)
- Using Large Data Sets to Forecast Sectoral Employment
Working papers, University of Connecticut, Department of Economics
Also in Working Papers, University of Nevada, Las Vegas , Department of Economics (2011)
Working Papers, University of Pretoria, Department of Economics (2011)
- Was the Recent Downturn in US GDP Predictable?
Working Papers, University of Nevada, Las Vegas , Department of Economics
Also in Working papers, University of Connecticut, Department of Economics (2012)
Working Papers, University of Pretoria, Department of Economics (2012)
2011
- "Ripple" Effects in South African House Prices
Working Papers, University of Pretoria, Department of Economics View citations (2)
- Financial Variables and the Out-of-Sample Forecastability of the Growth Rate of Indian Industrial Production
Working Papers, University of Pretoria, Department of Economics
- Forecasting Key Macroeconomic Variables of the South African Economy Using Bayesian Variable Selection
Working Papers, University of Pretoria, Department of Economics
- Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes
Working Papers, University of Nevada, Las Vegas , Department of Economics
Also in Working Papers, University of Pretoria, Department of Economics (2010)
Working papers, University of Connecticut, Department of Economics (2010) View citations (1)
See also Journal Article in Empirical Economics (2013)
- House Prices and Economic Growth in South Africa: Evidence from Provincial-Level Data
Working Papers, University of Pretoria, Department of Economics View citations (6)
- Intertemporal portfolio allocation and hedging demand: An application to South Africa
Working Papers, University of Pretoria, Department of Economics
- Long- and Short-Run Relationships between House and Stock Prices in South Africa: A Nonparametric Approach
Working Papers, University of Pretoria, Department of Economics View citations (3)
- Macroeconomic Variables and South African Stock Return Predictability
Working Papers, University of Pretoria, Department of Economics View citations (2)
See also Journal Article in Economic Modelling (2013)
- Out-of-Sample Equity Premium Predictability in South Africa: Evidence from a Large Number of Predictors
Working Papers, University of Pretoria, Department of Economics View citations (1)
- Reconsidering the Welfare Cost of Inflation in the US: A Nonparametric Estimation of the Nonlinear Long-Run Money Demand Equation using Projection Pursuit Regressions
Working Papers, University of Pretoria, Department of Economics
- Relationship between House Prices and Inflation in South Africa: An ARDL Approach
Working Papers, University of Pretoria, Department of Economics View citations (2)
- Testing the Monetary Model for Exchange Rate Determination in South Africa: Evidence from 101 Years of Data
Working Papers, University of Pretoria, Department of Economics View citations (3)
- The Effects of Monetary Policy On Real Farm Prices in South Africa
Working Papers, University of Pretoria, Department of Economics
See also Journal Article in Regional and Sectoral Economic Studies (2012)
- The Role of Asset Prices in Forecasting Inflation and Output in South Africa
Working Papers, University of Pretoria, Department of Economics View citations (5)
2010
- An In-Sample and Out-of-Sample Empirical Investigation of the Nonlinearity in House Prices of South Africa
Working Papers, University of Pretoria, Department of Economics View citations (4)
See also Journal Article in Economic Modelling (2011)
- Bubbles in South African House Prices and their Impact on Consumption
Working Papers, University of Pretoria, Department of Economics View citations (13)
- Evaluating the Welfare Cost of Inflation in a Monetary Endogenous Growth General Equilibrium Model: The Case of South Africa
Working Papers, University of Pretoria, Department of Economics View citations (1)
- Financial Market Liberalization, Monetary Policy, and Housing Price Dynamics
Working papers, University of Connecticut, Department of Economics
Also in Working Papers, University of Pretoria, Department of Economics (2010) View citations (5)
- Forecasting Key Macroeconomic Variables of the South African Economy: A Small Open Economy New Keynesian DSGE-VAR Model
Working Papers, University of Pretoria, Department of Economics View citations (1)
- Private and Public Health Expenditures in an Endogenous Growth Model with Inflation Targeting
Working Papers, University of Pretoria, Department of Economics View citations (1)
See also Journal Article in Annals of Economics and Finance (2010)
- Production Lags and Growth Dynamics in an Overlapping Generations Endogenous Growth Model
Working Papers, University of Pretoria, Department of Economics
- South African Stock Return Predictability in the Context of Data Mining: The Role of Financial Variables and International Stock Returns
Working Papers, University of Pretoria, Department of Economics
- Structural Breaks and GARCH Models of Stock Return Volatility: The Case of South Africa
Working Papers, University of Pretoria, Department of Economics
See also Journal Article in Economic Modelling (2012)
- The Long-Run Impact of Inflation in South Africa
Working Papers, University of Pretoria, Department of Economics View citations (2)
- The Long-Run Relationship between Inflation and Real Stock Prices: Empirical Evidence from South Africa
Working Papers, University of Pretoria, Department of Economics View citations (1)
See also Journal Article in Journal of Business Economics and Management (2011)
- Valuation Ratios and Stock Price Predictability in South Africa: Is it there?
Working Papers, University of Pretoria, Department of Economics
2009
- "Ripple Effects" and Forecasting Home Prices in Los Angeles, Las Vegas, and Phoenix
Working papers, University of Connecticut, Department of Economics View citations (14)
Also in Working Papers, University of Nevada, Las Vegas , Department of Economics (2009) View citations (4)
Working Papers, University of Pretoria, Department of Economics (2009)
See also Journal Article in The Annals of Regional Science (2012)
- A Large Factor Model for Forecasting Macroeconomic Variables in South Africa
Working Papers, Economic Research Southern Africa View citations (4)
See also Journal Article in International Journal of Forecasting (2011)
- COMPARING SOUTH AFRICAN INFLATION VOLATILITY ACROSS MONETARY POLICY REGIMES: AN APPLICATION OF SAPHE CRACKING
Working Papers, University of Pretoria, Department of Economics
- Convergence of Metropolitan House Prices in South Africa: A Re-Examination Using Efficient Unit Root Tests
Working Papers, University of Pretoria, Department of Economics
See also Journal Article in Applied Econometrics and International Development (2010)
- Could We Have Predicted the Recent Downturn in Home Sales of the Four US Census Regions?
Working Papers, University of Pretoria, Department of Economics
- Could we have predicted the recent downturn in the South African Housing Market?
Working Papers, Economic Research Southern Africa View citations (7)
Also in Working Papers, University of Pretoria, Department of Economics (2008) View citations (7)
See also Journal Article in Journal of Housing Economics (2009)
- FORECASTING REAL US HOUSE PRICE: PRINCIPAL COMPONENTS VERSUS BAYESIAN REGRESSIONS
Working Papers, University of Pretoria, Department of Economics View citations (3)
- Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs
Working Papers, Economic Research Southern Africa View citations (4)
Also in Working Papers, University of Pretoria, Department of Economics (2008) View citations (2)
See also Journal Article in Indian Economic Review (2011)
- Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals
Working papers, University of Connecticut, Department of Economics View citations (3)
Also in Working Papers, University of Nevada, Las Vegas , Department of Economics (2009) View citations (3)
Working Papers, University of Pretoria, Department of Economics (2009) View citations (1)
See also Journal Article in Economic Modelling (2011)
- Has the SARB Become More Effective Post Inflation Targeting?
Working Papers, University of Pretoria, Department of Economics
See also Journal Article in Economic Change and Restructuring (2010)
- Is the Permanent Income Hypothesis Really Well-Suited for Forecasting?
Working Papers, University of Pretoria, Department of Economics
- Modelling monetary policy in South Africa: Focus on inflation targeting era using a simple learning rule
Working Papers, University of Pretoria, Department of Economics View citations (4)
- Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Mode
Working Papers, University of Nevada, Las Vegas , Department of Economics View citations (1)
Also in Working papers, University of Connecticut, Department of Economics (2009) View citations (8)
Working Papers, University of Pretoria, Department of Economics (2009)
See also Journal Article in International Journal of Strategic Property Management (2011)
- Some Benefits of Reducing Inflation in South Africa
Working Papers, University of Pretoria, Department of Economics
- THE BLESSING OF DIMENSIONALITY IN FORECASTING REAL HOUSE PRICE GROWTH IN THE NINE CENSUS DIVISIONS OF THE US
Working Papers, University of Pretoria, Department of Economics View citations (1)
- THE EFFECT OF DEFENSE SPENDING ON US OUTPUT: A FACTOR AUGMENTED VECTOR AUTOREGRESSION (FAVAR) APPROACH
Working Papers, University of Pretoria, Department of Economics View citations (1)
See also Journal Article in Defence and Peace Economics (2010)
- THE EFFECT OF MONETARY POLICY ON HOUSE PRICE INFLATION: A FACTOR AUGMENTED VECTOR AUTOREGRESSION (FAVAR) APPROACH
Working Papers, University of Pretoria, Department of Economics View citations (5)
See also Journal Article in Journal of Economic Studies (2010)
- THE EFFECT OF MONETARY POLICY ON REAL HOUSE PRICE GROWTH IN SOUTH AFRICA: A FACTOR AUGMENTED VECTOR AUTOREGRESSION (FAVAR) APPROACH
Working Papers, University of Pretoria, Department of Economics View citations (2)
See also Journal Article in Economic Modelling (2010)
- The Time-Series Properties of House Prices: A Case Study of the Southern California Market
Working Papers, University of Nevada, Las Vegas , Department of Economics View citations (5)
See also Journal Article in The Journal of Real Estate Finance and Economics (2012)
- The Time-Series Properties of Housing Prices: A Case Study of the Southern California Market
Working Papers, University of Pretoria, Department of Economics View citations (1)
Also in Working papers, University of Connecticut, Department of Economics (2009) View citations (4)
- Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States
Working papers, University of Connecticut, Department of Economics View citations (5)
Also in Working Papers, University of Nevada, Las Vegas , Department of Economics (2009) View citations (2)
Working Papers, University of Pretoria, Department of Economics (2009) View citations (2)
2008
- A Dynamic Factor Model for Forecasting Macroeconomic Variables in South Africa
Working Papers, University of Pretoria, Department of Economics View citations (5)
- A New-Keynesian DSGE Model for Forecasting the South African Economy
Working Papers, University of Pretoria, Department of Economics View citations (1)
See also Journal Article in Journal of Forecasting (2009)
- Conditional Loss Estimation Using a South African Global Error Correcting Macroeconometric Model
Working Papers, University of Pretoria, Department of Economics
- Costly Tax Enforcement and Financial Repression
Working Papers, University of Pretoria, Department of Economics View citations (1)
Also in Working Papers, Economic Research Southern Africa (2008) View citations (2)
See also Journal Article in Economic Notes (2008)
- Costly Tax Enforcement and Financial Repression: A Reconsideration Using an Endogenous Growth Model
Working Papers, University of Pretoria, Department of Economics
- Currency Substitution and Financial Repression
Working Papers, Economic Research Southern Africa View citations (1)
Also in Working Papers, University of Pretoria, Department of Economics (2008)
See also Journal Article in International Economic Journal (2011)
- Exchange Rate Puzzles: A Review of the Recent Theoretical and Empirical Developments
Working Papers, University of Pretoria, Department of Economics
See also Journal Article in The IUP Journal of Monetary Economics (2010)
- Financial Liberalisation and the Effectiveness of Monetary Policy on House Prices in South Africa
Working Papers, University of Pretoria, Department of Economics View citations (4)
See also Journal Article in The IUP Journal of Monetary Economics (2010)
- Forecasting Macroeconomic Variables in a Small Open Economy: A Comparison between Small- and Large-Scale Models
Working Papers, University of Pretoria, Department of Economics View citations (5)
See also Journal Article in Journal of Forecasting (2010)
- Forecasting the South African Economy: A DSGE-VAR Approach
Discussion Paper, Tilburg University, Center for Economic Research
Also in Working Papers, University of Pretoria, Department of Economics (2007) View citations (1)
Working Papers, Economic Research Southern Africa (2007) View citations (1)
- Half-Life Deviations from PPP in the SADC
Working Papers, University of Pretoria, Department of Economics View citations (1)
- Is a DFM Well Suited for Forecasting Regional House Price Inflation?
Working Papers, Economic Research Southern Africa View citations (2)
- Is a DFM Well-Suited in Forecasting Regional House Price Inflation?
Working Papers, University of Pretoria, Department of Economics
- Market Microstructure Approach to the Exchange Rate Determination Puzzle
Working Papers, University of Pretoria, Department of Economics
See also Journal Article in The IUP Journal of Monetary Economics (2009)
- Measuring the Welfare Cost of Inflation in South Africa
Working Papers, University of Pretoria, Department of Economics
Also in Working Papers, Economic Research Southern Africa (2008)
See also Journal Article in South African Journal of Economics (2008)
- Measuring the Welfare Cost of Inflation in South Africa: A Reconsideration
Working Papers, University of Pretoria, Department of Economics
- Misalignment in the Growth-Maximizing Policies under Alternative Assumptions of Tax Evasion
Working Papers, University of Pretoria, Department of Economics
- Openness, Bureaucratic Corruption and Public Policy in an Endogenous Growth Model
Working Papers, University of Pretoria, Department of Economics View citations (1)
- Optimal Public Policy with Endogenous Mortality
Working Papers, University of Pretoria, Department of Economics
See also Journal Article in Journal of Economic Policy Reform (2010)
- Predicting Downturns in the US Housing Market: A Bayesian Approach
Working Papers, University of Pretoria, Department of Economics
See also Journal Article in The Journal of Real Estate Finance and Economics (2010)
- Should the SARB Have Stayed Time Inconsistent?
Working Papers, University of Pretoria, Department of Economics
- Spatial Bayesian Methods of Forecasting House Prices in Six Metropolitan Areas of South Africa
Working Papers, University of Pretoria, Department of Economics View citations (8)
See also Journal Article in South African Journal of Economics (2008)
- Tax Evasion and Financial Repression: A Reconsideration Using Endogenous Growth Models
Working Papers, University of Pretoria, Department of Economics
Also in Working Papers, Economic Research Southern Africa (2008) View citations (1)
See also Journal Article in Journal of Economic Studies (2009)
- Testing for Fractional Integration in SADC Real Exchange Rates
Working Papers, University of Pretoria, Department of Economics View citations (2)
- Testing for PPP Using SADC Real Exchange Rates
Working Papers, University of Pretoria, Department of Economics View citations (1)
See also Journal Article in South African Journal of Economics (2009)
- Time Aggregation and the Contradictions with Causal Relationships: Can Economic Theory Come to the Rescue?
Working Papers, University of Pretoria, Department of Economics
- Time Aggregation, Long-Run Money Demand and the Welfare Cost of Inflation
Working Papers, University of Pretoria, Department of Economics
2007
- A Panel Bargaining Model within the Regional Boundaries of the South African Grain Industry
Working Papers, University of Pretoria, Department of Economics
- Bayesian Methods of Forecasting Inventory Investment in South Africa
Working Papers, University of Pretoria, Department of Economics
- Forecasting the South African Economy with Gibbs Sampled BVECMs
Working Papers, University of Pretoria, Department of Economics
See also Journal Article in South African Journal of Economics (2007)
- Linking Global Economic Dynamics to a South African-Specific Credit Risk Correlation Model
Working Papers, University of Pretoria, Department of Economics
See also Journal Article in Economic Modelling (2009)
- Modelling Preferences of South African Grain Farmers for Adopting Derivative Contracts Using Discrete Choice Models
Working Papers, University of Pretoria, Department of Economics
- Modelling and Forecasting the Metical-Rand Exchange Rate
Working Papers, University of Pretoria, Department of Economics View citations (1)
See also Journal Article in The IUP Journal of Monetary Economics (2008)
- Tax Evasion and Financial Repression
Working papers, University of Connecticut, Department of Economics
See also Journal Article in Journal of Economics and Business (2008)
- Temporal Causality between Budget Deficit and Interest Rate: The Case of South Africa
Working Papers, University of Pretoria, Department of Economics
- Temporal Causality between Taxes and Public Expenditures: The Case of South Africa
Working Papers, University of Pretoria, Department of Economics View citations (1)
2006
- A BVAR Model for the South African Economy
Working Papers, University of Pretoria, Department of Economics View citations (1)
See also Journal Article in South African Journal of Economics (2006)
- A Small-Scale DSGE Model for Forecasting the South African Economy
Working Papers, University of Pretoria, Department of Economics
See also Journal Article in South African Journal of Economics (2007)
- Active versus Passive Policies of Unemployment: Growth and Public Finance Perspectives
Working Papers, University of Pretoria, Department of Economics
- An Endogenous Growth Model of a Financially Repressed Small Open Economy
Working Papers, University of Pretoria, Department of Economics
See also Journal Article in International Economic Journal (2009)
- An Investigation of Openness and Economic Growth Using Panel Estimation
Working Papers, University of Pretoria, Department of Economics View citations (1)
- Financial Liberalization and a Possible Growth-Inflation Trade-Off
Working Papers, University of Pretoria, Department of Economics
See also Journal Article in Indian Economic Review (2009)
- Financial Liberalization with Productive Public Expenditure and A Curb Market
Working Papers, University of Pretoria, Department of Economics
- Forecasting the South African Economy with VARs and VECMs
Working Papers, University of Pretoria, Department of Economics
See also Journal Article in South African Journal of Economics (2006)
- Growth-Effects of Inflation Targeting: The Role of Financial Sector Development
Working Papers, University of Pretoria, Department of Economics View citations (1)
See also Journal Article in Annals of Economics and Finance (2011)
- R&D, Openness, and Growth
Working Papers, University of Pretoria, Department of Economics
2005
- A Generic Model of Financial Repression
Working papers, University of Connecticut, Department of Economics View citations (1)
- Asymmetric Information, Tax Evasion and Alternative Instruments of Government Revenue
Working papers, University of Connecticut, Department of Economics
See also Journal Article in The IUP Journal of Monetary Economics (2006)
- Costly State Monitoring and Reserve Requirements
Working papers, University of Connecticut, Department of Economics View citations (4)
See also Journal Article in Annals of Economics and Finance (2005)
- Effect of High Yielding Variety of Seeds in the State of West Bengal: An Empirical Quest
Working Papers, University of Pretoria, Department of Economics
- Endogenous Tax Evasion and Reserve Requirements: A Comparative Study in the Context of European Economies
Computing in Economics and Finance 2005, Society for Computational Economics View citations (5)
- Financial Liberalization and Inflationary Dynamics
Working papers, University of Connecticut, Department of Economics View citations (3)
- Financial Liberalization and Inflationary Dynamics in the Context of a Small Open Economy
Working Papers, University of Pretoria, Department of Economics
Also in Working papers, University of Connecticut, Department of Economics (2005)
- Financial Liberalization and Inflationary Dynamics: An Open Economy Analysis
Working papers, University of Connecticut, Department of Economics View citations (1)
See also Journal Article in International Economic Journal (2007)
- Financial Liberalization and the Dynamics of Inflation, the Nominal Exchange Rate and the Terms of Trade
Working Papers, University of Pretoria, Department of Economics
- Financial Liberalization: A Myth or a Miracle Cure?
Working Papers, University of Pretoria, Department of Economics
See also Journal Article in The IUP Journal of Monetary Economics (2008)
- Rational Expectations and the Effects of Financial Liberalization on Price Level and Output
Working Papers, University of Pretoria, Department of Economics
- Revisiting the Inflation-Repression Relationship
Working Papers, University of Pretoria, Department of Economics
- Revisiting the Temporal Causality between Money and Income
Working Papers, University of Pretoria, Department of Economics
- The Macroeconomic Reform and the Demand for Money in India
Working Papers, University of Pretoria, Department of Economics
Journal Articles
2013
- Forecasting Nevada gross gaming revenue and taxable sales using coincident and leading employment indexes
Empirical Economics, 2013, 44, (2), 387-417
See also Working Paper (2011)
- Macroeconomic Variables and South African Stock Return Predictability
Economic Modelling, 2013, 30, (C), 612-622
See also Working Paper (2011)
- Metropolitan House Prices In Regions of India: Do They Converge?
Regional and Sectoral Economic Studies, 2013, 13, (1), 135-144
- The out-of-sample forecasting performance of non-linear models of real exchange rate behaviour: The case of the South African Rand
European Journal of Comparative Economics, 2013, 10, (1), 121-148
See also Working Paper (2013)
2012
- Do House Prices Impact Consumption and Interest Rate? Evidence from OECD Countries using an Agnostic Identification Procedure
Applied Economics Quarterly (formerly: Konjunkturpolitik), 2012, 58, (1), 19-70
See also Working Paper (2012)
- Macro Shocks and Real US Stock Prices with Special Focus on the “Great Recession”
Applied Econometrics and International Development, 2012, 12, (2)
See also Working Paper (2012)
- South African stock return predictability in the context data mining: The role of financial variables and international stock returns
Economic Modelling, 2012, 29, (3), 908-916
- Structural breaks and GARCH models of stock return volatility: The case of South Africa
Economic Modelling, 2012, 29, (6), 2435-2443 View citations (1)
See also Working Paper (2010)
- THE EFFECTS OF MONETARY POLICY ON REAL FARM PRICES IN SOUTH AFRICA
Regional and Sectoral Economic Studies, 2012, 12, (1), 147-158
See also Working Paper (2011)
- The Time-Series Properties of House Prices: A Case Study of the Southern California Market
The Journal of Real Estate Finance and Economics, 2012, 44, (3), 339-361 View citations (1)
See also Working Paper (2009)
- Valuation Ratios and Stock Return Predictability in South Africa: Is It There?
Emerging Markets Finance and Trade, 2012, 48, (1), 70-82
- “Ripple effects” and forecasting home prices in Los Angeles, Las Vegas, and Phoenix
The Annals of Regional Science, 2012, 48, (3), 763-782 View citations (1)
See also Working Paper (2009)
2011
- A large factor model for forecasting macroeconomic variables in South Africa
International Journal of Forecasting, 2011, 27, (4), 1076-1088 View citations (2)
See also Working Paper (2009)
- An in-sample and out-of-sample empirical investigation of the nonlinearity in house prices of South Africa
Economic Modelling, 2011, 28, (3), 891-899 View citations (3)
See also Working Paper (2010)
- Currency Substitution and Financial Repression
International Economic Journal, 2011, 25, (1), 47-61
See also Working Paper (2008)
- Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs
Indian Economic Review, 2011, 46, (1), 23-40 View citations (1)
See also Working Paper (2009)
- Forecasting regional house price inflation: a comparison between dynamic factor models and vector autoregressive models
Journal of Forecasting, 2011, 30, (2), 288-302 View citations (4)
- Forecasting the US real house price index: Structural and non-structural models with and without fundamentals
Economic Modelling, 2011, 28, (4), 2013-2021 View citations (3)
See also Working Paper (2009)
- Growth-Effects of Inflation Targeting: The Role of Financial Sector Development
Annals of Economics and Finance, 2011, 12, (1), 65-87 View citations (1)
See also Working Paper (2006)
- Is the Permanent Income Hypothesis Really Well-Suited for Forecasting&quest
Eastern Economic Journal, 2011, 37, (2), 165-177
- Monetary policy and housing sector dynamics in a large-scale Bayesian vector autoregressive model
International Journal of Strategic Property Management, 2011, 16, (1), 1-20
See also Working Paper (2009)
- The long-run relationship between inflation and real stock prices: empirical evidence from South Africa
Journal of Business Economics and Management, 2011, 13, (4), 600-613
See also Working Paper (2010)
2010
- CONVERGENCE OF METROPOLITAN HOUSE PRICES IN SOUTH AFRICA: A RE-EXAMINATION USING EFFICIENT UNIT ROOT TESTS
Applied Econometrics and International Development, 2010, 10, (1) View citations (5)
See also Working Paper (2009)
- DYNAMIC TIME INCONSISTENCY AND THE SOUTH AFRICAN RESERVE BANK
South African Journal of Economics, 2010, 78, (1), 76-88
- Exchange Rate Puzzles: A Review of the Recent Theoretical and Empirical Developments
The IUP Journal of Monetary Economics, 2010, VIII, (1 & 2), 77-112
See also Working Paper (2008)
- Financial Liberalization and the Effectiveness of Monetary Policy on House Prices in South Africa
The IUP Journal of Monetary Economics, 2010, VIII, (4), 59-74 View citations (6)
See also Working Paper (2008)
- Forecasting macroeconomic variables in a small open economy: a comparison between small- and large-scale models
Journal of Forecasting, 2010, 29, (1-2), 168-185 View citations (6)
See also Working Paper (2008)
- Forecasting the South African economy: a hybrid-DSGE approach
Journal of Economic Studies, 2010, 37, (2), 181-195 View citations (3)
- Has the SARB become more effective post inflation targeting?
Economic Change and Restructuring, 2010, 43, (3), 187-204
See also Working Paper (2009)
- Loan Portfolio Conditional Loss Estimation Using an Error-Correcting Macroeconometric Model
The African Finance Journal, 2010, 12, (2), 28-49
- Optimal public policy with endogenous mortality
Journal of Economic Policy Reform, 2010, 13, (3), 241-249
Also in Journal of Policy Reform, 2010, 13, (3), 241-249 (2010)
See also Working Paper (2008)
- Predicting Downturns in the US Housing Market: A Bayesian Approach
The Journal of Real Estate Finance and Economics, 2010, 41, (3), 294-319 View citations (6)
See also Working Paper (2008)
- Private and Public Health Expenditures in an Endogenous Growth Model with Inflation Targeting
Annals of Economics and Finance, 2010, 11, (1), 139-153 View citations (2)
See also Working Paper (2010)
- THE EFFECT OF DEFENSE SPENDING ON US OUTPUT: A FACTOR AUGMENTED VECTOR AUTOREGRESSION (FAVAR) APPROACH
Defence and Peace Economics, 2010, 21, (2), 135-147 View citations (4)
See also Working Paper (2009)
- The effect of monetary policy on house price inflation: A factor augmented vector autoregression (FAVAR) approach
Journal of Economic Studies, 2010, 37, (6), 616-626 View citations (6)
See also Working Paper (2009)
- The effect of monetary policy on real house price growth in South Africa: A factor-augmented vector autoregression (FAVAR) approach
Economic Modelling, 2010, 27, (1), 315-323 View citations (17)
See also Working Paper (2009)
2009
- A New-Keynesian DSGE model for forecasting the South African economy
Journal of Forecasting, 2009, 28, (5), 387-404 View citations (3)
See also Working Paper (2008)
- An Endogenous Growth Model of a Financially Repressed Small Open Economy
International Economic Journal, 2009, 23, (1), 143-161
See also Working Paper (2006)
- BAYESIAN METHODS OF FORECASTING INVENTORY INVESTMENT
South African Journal of Economics, 2009, 77, (1), 113-126 View citations (3)
- Could we have predicted the recent downturn in the South African housing market?
Journal of Housing Economics, 2009, 18, (4), 325-335 View citations (17)
See also Working Paper (2009)
- Financial Liberalization and a Possible Growth-Inflation Trade-Off
Indian Economic Review, 2009, 44, (1), 1-19
See also Working Paper (2006)
- Half-Life Deviations from PPP in the South African Development Community (SADC)
Applied Econometrics and International Development, 2009, 9, (1) View citations (1)
- Linking global economic dynamics to a South African-specific credit risk correlation model
Economic Modelling, 2009, 26, (5), 1000-1011
See also Working Paper (2007)
- Market Microstructure Approach to the Exchange Rate Determination Puzzle
The IUP Journal of Monetary Economics, 2009, VII, (3-4), 101-115
See also Working Paper (2008)
- TESTING FOR FRACTIONAL INTEGRATION IN SOUTHERN AFRICAN DEVELOPMENT COMMUNITY REAL EXCHANGE RATES
South African Journal of Economics, 2009, 77, (4), 531-537
- TESTING FOR PPP USING SADC REAL EXCHANGE RATES
South African Journal of Economics, 2009, 77, (3), 351-362 View citations (1)
See also Working Paper (2008)
- Tax evasion and financial repression: a reconsideration using endogenous growth models
Journal of Economic Studies, 2009, 36, (6), 660-674 View citations (2)
See also Working Paper (2008)
2008
- Costly Tax Enforcement and Financial Repression
Economic Notes, 2008, 37, (2), 141-154 View citations (2)
See also Working Paper (2008)
- Financial Liberalization: A Myth or a Miracle Cure?
The IUP Journal of Monetary Economics, 2008, VI, (1), 6-33 View citations (1)
See also Working Paper (2005)
- MEASURING THE WELFARE COST OF INFLATION IN SOUTH AFRICA
South African Journal of Economics, 2008, 76, (1), 16-25 View citations (2)
See also Working Paper (2008)
- Modeling and Forecasting the Metical-Rand Exchange Rate
The IUP Journal of Monetary Economics, 2008, VI, (4), 63-90 View citations (1)
See also Working Paper (2007)
- Modelling South African grain farmers’ preferences to adopt derivative contracts using discrete choice models
Agrekon, 2008, 47, (2) View citations (1)
- SPATIAL BAYESIAN METHODS OF FORECASTING HOUSE PRICES IN SIX METROPOLITAN AREAS OF SOUTH AFRICA
South African Journal of Economics, 2008, 76, (2), 298-313 View citations (3)
See also Working Paper (2008)
- Tax evasion and financial repression
Journal of Economics and Business, 2008, 60, (6), 517-535 View citations (2)
See also Working Paper (2007)
2007
- A SMALL-SCALE DSGE MODEL FOR FORECASTING THE SOUTH AFRICAN ECONOMY
South African Journal of Economics, 2007, 75, (2), 179-193 View citations (10)
See also Working Paper (2006)
- FORECASTING THE SOUTH AFRICAN ECONOMY WITH GIBBS SAMPLED BVECMs
South African Journal of Economics, 2007, 75, (4), 631-643 View citations (3)
See also Working Paper (2007)
- Financial Liberalization and Inflationary Dynamics: An Open Economy Analysis
International Economic Journal, 2007, 21, (3), 335-360
See also Working Paper (2005)
- Financial Liberalization and the Dynamics of Inflation, Nominal Exchange Rate, and Terms of Trade
Indian Economic Review, 2007, 42, (2), 165-176
2006
- A BVAR MODEL FOR THE SOUTH AFRICAN ECONOMY
South African Journal of Economics, 2006, 74, (3), 391-409 View citations (11)
See also Working Paper (2006)
- Asymmetric Information, Tax Evasion and Alternative Instruments of Government Revenue
The IUP Journal of Monetary Economics, 2006, IV, (1), 75 - 89 View citations (2)
See also Working Paper (2005)
- FORECASTING THE SOUTH AFRICAN ECONOMY WITH VARs AND VECMs
South African Journal of Economics, 2006, 74, (4), 611-628 View citations (14)
See also Working Paper (2006)
2005
- Costly State Monitoring and Reserve Requirements
Annals of Economics and Finance, 2005, 6, (2), 263-288 View citations (2)
See also Working Paper (2005)
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