Details about Rangan Gupta

Access statistics for papers by Rangan Gupta.

Last updated 2009-11-17. Update your information in the RePEc Author Service.

Short-id: pgu80

Working Papers

2009

1. "Ripple Effects" and Forecasting Home Prices in Los Angeles, Las Vegas, and Phoenix
   Working papers, University of Connecticut, Department of Economics
   Also in Working Papers, University of Nevada, Las Vegas , Department of Economics (2009)
   Working Papers, University of Pretoria, Department of Economics (2009)
2. COMPARING SOUTH AFRICAN INFLATION VOLATILITY ACROSS MONETARY POLICY REGIMES: AN APPLICATION OF SAPHE CRACKING
   Working Papers, University of Pretoria, Department of Economics
3. Convergence of Metropolitan House Prices in South Africa: A Re-Examination Using Efficient Unit Root Tests
   Working Papers, University of Pretoria, Department of Economics
4. FORECASTING REAL US HOUSE PRICE: PRINCIPAL COMPONENTS VERSUS BAYESIAN REGRESSIONS
   Working Papers, University of Pretoria, Department of Economics
5. Has the SARB Become More Effective Post Inflation Targeting?
   Working Papers, University of Pretoria, Department of Economics
6. Is the Permanent Income Hypothesis Really Well-Suited for Forecasting?
   Working Papers, University of Pretoria, Department of Economics
7. Modelling monetary policy in South Africa: Focus on inflation targeting era using a simple learning rule
   Working Papers, University of Pretoria, Department of Economics
8. Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Mode
   Working Papers, University of Nevada, Las Vegas , Department of Economics
   Also in Working papers, University of Connecticut, Department of Economics (2009)
   Working Papers, University of Pretoria, Department of Economics (2009)
9. Some Benefits of Reducing Inflation in South Africa
   Working Papers, University of Pretoria, Department of Economics
10. 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
11. THE EFFECT OF DEFENSE SPENDING ON US OUTPUT: A FACTOR AUGMENTED VECTOR AUTOREGRESSION (FAVAR) APPROACH
    Working Papers, University of Pretoria, Department of Economics
12. 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
13. 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
14. The Time-Series Properties on Housing Prices: A Case Study of the Southern California Market
    Working Papers, University of Nevada, Las Vegas , Department of Economics View citations
    Also in Working Papers, University of Pretoria, Department of Economics (2009) View citations
    Working papers, University of Connecticut, Department of Economics (2009) View citations
15. Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States
    Working Papers, University of Pretoria, Department of Economics
    Also in Working Papers, University of Nevada, Las Vegas , Department of Economics (2009)
    Working papers, University of Connecticut, Department of Economics (2009)

2008

16. A Dynamic Factor Model for Forecasting Macroeconomic Variables in South Africa
    Working Papers, University of Pretoria, Department of Economics View citations
17. A New-Keynesian DSGE Model for Forecasting the South African Economy
    Working Papers, University of Pretoria, Department of Economics View citations
    See also Journal Article in Journal of Forecasting (2009)
18. COULD WE HAVE PREDICTED THE RECENT DOWNTURN IN THE SOUTH AFRICAN HOUSING MARKET?
    Working Papers, University of Pretoria, Department of Economics View citations
19. Conditional Loss Estimation Using a South African Global Error Correcting Macroeconometric Model
    Working Papers, University of Pretoria, Department of Economics
20. Costly Tax Enforcement and Financial Repression
    Working Papers, University of Pretoria, Department of Economics View citations
    See also Journal Article in Economic Notes (2008)
21. Costly Tax Enforcement and Financial Repression: A Reconsideration Using an Endogenous Growth Model
    Working Papers, University of Pretoria, Department of Economics View citations
22. Currency Substitution and Financial Repression
    Working Papers, University of Pretoria, Department of Economics View citations
23. Exchange Rate Puzzles: A Review of the Recent Theoretical and Empirical Developments
    Working Papers, University of Pretoria, Department of Economics
24. Financial Liberalisation and the Effectiveness of Monetary Policy on House Prices in South Africa
    Working Papers, University of Pretoria, Department of Economics
25. Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs
    Working Papers, University of Pretoria, Department of Economics View citations
26. 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
27. Forecasting the South African Economy: A DSGE-VAR Approach
    Discussion Paper, Tilburg University, Center for Economic Research View citations
    Also in Working Papers, University of Pretoria, Department of Economics (2007) View citations
28. Half-Life Deviations from PPP in the SADC
    Working Papers, University of Pretoria, Department of Economics
29. Is a DFM Well-Suited in Forecasting Regional House Price Inflation?
    Working Papers, University of Pretoria, Department of Economics
30. Market Microstructure Approach to the Exchange Rate Determination Puzzle
    Working Papers, University of Pretoria, Department of Economics
31. Measuring the Welfare Cost of Inflation in South Africa
    Working Papers, University of Pretoria, Department of Economics View citations
    See also Journal Article in South African Journal of Economics (2008)
32. Measuring the Welfare Cost of Inflation in South Africa: A Reconsideration
    Working Papers, University of Pretoria, Department of Economics
33. Misalignment in the Growth-Maximizing Policies under Alternative Assumptions of Tax Evasion
    Working Papers, University of Pretoria, Department of Economics View citations
34. Openness, Bureaucratic Corruption and Public Policy in an Endogenous Growth Model
    Working Papers, University of Pretoria, Department of Economics View citations
35. Optimal Public Policy with Endogenous Mortality
    Working Papers, University of Pretoria, Department of Economics
36. Predicting Downturns in the US Housing Market: A Bayesian Approach
    Working Papers, University of Pretoria, Department of Economics
37. Should the SARB Have Stayed Time Inconsistent?
    Working Papers, University of Pretoria, Department of Economics
38. Spatial Bayesian Methods of Forecasting House Prices in Six Metropolitan Areas of South Africa
    Working Papers, University of Pretoria, Department of Economics View citations
    See also Journal Article in South African Journal of Economics (2008)
39. Tax Evasion and Financial Repression: A Reconsideration Using Endogenous Growth Models
    Working Papers, University of Pretoria, Department of Economics View citations
40. Testing for Fractional Integration in SADC Real Exchange Rates
    Working Papers, University of Pretoria, Department of Economics View citations
41. Testing for PPP Using SADC Real Exchange Rates
    Working Papers, University of Pretoria, Department of Economics View citations
    See also Journal Article in South African Journal of Economics (2009)
42. Time Aggregation and the Contradictions with Causal Relationships: Can Economic Theory Come to the Rescue?
    Working Papers, University of Pretoria, Department of Economics
43. Time Aggregation, Long-Run Money Demand and the Welfare Cost of Inflation
    Working Papers, University of Pretoria, Department of Economics View citations

2007

44. A Panel Bargaining Model within the Regional Boundaries of the South African Grain Industry
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article in Icfai University Journal of Industrial Economics (2009)
45. Bayesian Methods of Forecasting Inventory Investment in South Africa
    Working Papers, University of Pretoria, Department of Economics View citations
46. 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)
47. Linking Global Economic Dynamics to a South African-Specific Credit Risk Correlation Model
    Working Papers, University of Pretoria, Department of Economics
48. Modelling Preferences of South African Grain Farmers for Adopting Derivative Contracts Using Discrete Choice Models
    Working Papers, University of Pretoria, Department of Economics
49. Modelling and Forecasting the Metical-Rand Exchange Rate
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article in Icfai University Journal of Monetary Economics (2008)
50. Tax Evasion and Financial Repression
    Working papers, University of Connecticut, Department of Economics View citations
    See also Journal Article in Journal of Economics and Business (2008)
51. Temporal Causality between Budget Deficit and Interest Rate: The Case of South Africa
    Working Papers, University of Pretoria, Department of Economics
52. Temporal Causality between Taxes and Public Expenditures: The Case of South Africa
    Working Papers, University of Pretoria, Department of Economics

2006

53. A BVAR Model for the South African Economy
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article in South African Journal of Economics (2006)
54. 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)
55. Active versus Passive Policies of Unemployment: Growth and Public Finance Perspectives
    Working Papers, University of Pretoria, Department of Economics
56. 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)
57. An Investigation of Openness and Economic Growth Using Panel Estimation
    Working Papers, University of Pretoria, Department of Economics
58. 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)
59. Financial Liberalization with Productive Public Expenditure and A Curb Market
    Working Papers, University of Pretoria, Department of Economics
60. 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)
61. Growth-Effects of Inflation Targeting: The Role of Financial Sector Development
    Working Papers, University of Pretoria, Department of Economics
62. R&D, Openness, and Growth
    Working Papers, University of Pretoria, Department of Economics

2005

63. A Generic Model of Financial Repression
    Working papers, University of Connecticut, Department of Economics View citations
64. Asymmetric Information, Tax Evasion and Alternative Instruments of Government Revenue
    Working papers, University of Connecticut, Department of Economics
    See also Journal Article in Icfai University Journal of Monetary Economics (2006)
65. Costly State Monitoring and Reserve Requirements
    Working papers, University of Connecticut, Department of Economics View citations
66. Effect of High Yielding Variety of Seeds in the State of West Bengal: An Empirical Quest
    Working Papers, University of Pretoria, Department of Economics
67. 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
68. Financial Liberalization and Inflationary Dynamics
    Working papers, University of Connecticut, Department of Economics View citations
69. 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)
70. Financial Liberalization and Inflationary Dynamics: An Open Economy Analysis
    Working papers, University of Connecticut, Department of Economics
    See also Journal Article in International Economic Journal (2007)
71. Financial Liberalization and the Dynamics of Inflation, the Nominal Exchange Rate and the Terms of Trade
    Working Papers, University of Pretoria, Department of Economics
72. Financial Liberalization: A Myth or a Miracle Cure?
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article in Icfai University Journal of Monetary Economics (2008)
73. Rational Expectations and the Effects of Financial Liberalization on Price Level and Output
    Working Papers, University of Pretoria, Department of Economics
74. Revisiting the Inflation-Repression Relationship
    Working Papers, University of Pretoria, Department of Economics
75. Revisiting the Temporal Causality between Money and Income
    Working Papers, University of Pretoria, Department of Economics
76. The Macroeconomic Reform and the Demand for Money in India
    Working Papers, University of Pretoria, Department of Economics

Journal Articles

2009

1. A New-Keynesian DSGE model for forecasting the South African economy
   Journal of Forecasting, 2009, 28, (5), 387-404
   See also Working Paper (2008)
2. A Panel Bargaining Model Within the Regional Boundaries of the South African Grain Industry
   Icfai University Journal of Industrial Economics, 2009, VI, (1), 40-55
   See also Working Paper (2007)
3. An Endogenous Growth Model of a Financially Repressed Small Open Economy
   International Economic Journal, 2009, 23, (1), 143-161
   See also Working Paper (2006)
4. BAYESIAN METHODS OF FORECASTING INVENTORY INVESTMENT
   South African Journal of Economics, 2009, 77, (1), 113-126
5. Financial Liberalization and a Possible Growth-Inflation Trade-Off
   Indian Economic Review, 2009, 44, (1), 1-19
   See also Working Paper (2006)
6. Half-Life Deviations from PPP in the South African Development Community (SADC)
   Applied Econometrics and International Development, 2009, 9, (1)
7. TESTING FOR PPP USING SADC REAL EXCHANGE RATES
   South African Journal of Economics, 2009, 77, (3), 351-362
   See also Working Paper (2008)

2008

8. Costly Tax Enforcement and Financial Repression
   Economic Notes, 2008, 37, (2), 141-154
   See also Working Paper (2008)
9. Financial Liberalization: A Myth or a Miracle Cure?
   Icfai University Journal of Monetary Economics, 2008, VI, (1), 6-33
   See also Working Paper (2005)
10. MEASURING THE WELFARE COST OF INFLATION IN SOUTH AFRICA
    South African Journal of Economics, 2008, 76, (1), 16-25
    See also Working Paper (2008)
11. Modeling and Forecasting the Metical-Rand Exchange Rate
    Icfai University Journal of Monetary Economics, 2008, VI, (4), 63-90
    See also Working Paper (2007)
12. Modelling South African grain farmers’ preferences to adopt derivative contracts using discrete choice models
    Agrekon, 2008, 47, (2)
13. 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
    See also Working Paper (2008)
14. Tax evasion and financial repression
    Journal of Economics and Business, 2008, 60, (6), 517-535 View citations
    See also Working Paper (2007)

2007

15. A SMALL-SCALE DSGE MODEL FOR FORECASTING THE SOUTH AFRICAN ECONOMY
    South African Journal of Economics, 2007, 75, (2), 179-193 View citations
    See also Working Paper (2006)
16. FORECASTING THE SOUTH AFRICAN ECONOMY WITH GIBBS SAMPLED BVECMs
    South African Journal of Economics, 2007, 75, (4), 631-643 View citations
    See also Working Paper (2007)
17. Financial Liberalization and Inflationary Dynamics: An Open Economy Analysis
    International Economic Journal, 2007, 21, (3), 335-360
    See also Working Paper (2005)
18. Financial Liberalization and the Dynamics of Inflation, Nominal Exchange Rate, and Terms of Trade
    Indian Economic Review, 2007, 42, (2), 165-176

2006

19. A BVAR MODEL FOR THE SOUTH AFRICAN ECONOMY
    South African Journal of Economics, 2006, 74, (3), 391-409 View citations
    See also Working Paper (2006)
20. Asymmetric Information, Tax Evasion and Alternative Instruments of Government Revenue
    Icfai University Journal of Monetary Economics, 2006, IV, (1), 75 - 89 View citations
    See also Working Paper (2005)
21. FORECASTING THE SOUTH AFRICAN ECONOMY WITH VARs AND VECMs
    South African Journal of Economics, 2006, 74, (4), 611-628 View citations
    See also Working Paper (2006)