Details about Sonali Das

Access statistics for papers by Sonali Das.

Last updated 2020-02-27. Update your information in the RePEc Author Service.

Short-id: pda321

Working Papers

2020

1. Analysing the Impact of Brexit on Global Uncertainty Using Functional Linear Regression with Point of Impact: The Role of Currency and Equity Markets
   Working Papers, University of Pretoria, Department of Economics View citations (1)

2019

2. The Effect of Global Crises on Stock Market Correlations: Evidence from Scalar Regressions via Functional Data Analysis
   Working Papers, University of Pretoria, Department of Economics View citations (48)
   See also Journal Article The effect of global crises on stock market correlations: Evidence from scalar regressions via functional data analysis, Structural Change and Economic Dynamics, Elsevier (2019) View citations (41) (2019)

2016

3. Nonparametric Analysis of Complex Nonlinear Systems
   Department of Economics Working Papers, McMaster University

2015

4. Predicting Global Temperature Anomaly: A Definitive Investigation Using an Ensemble of Twelve Competing Forecasting Models
   Working Papers, University of Pretoria, Department of Economics View citations (1)
   See also Journal Article Predicting global temperature anomaly: A definitive investigation using an ensemble of twelve competing forecasting models, Physica A: Statistical Mechanics and its Applications, Elsevier (2018) View citations (9) (2018)

2013

5. Temporal Causality between House Prices and Output in the U. S.: A Bootstrap Rolling-Window Approach
   Working Papers, University of Pretoria, Department of Economics View citations (6)
   Also in Working papers, University of Connecticut, Department of Economics (2013) View citations (8)
   See also Journal Article Temporal causality between house prices and output in the US: A bootstrap rolling-window approach, The North American Journal of Economics and Finance, Elsevier (2015) View citations (79) (2015)

2012

6. Real Interest Rate Persistence in South Africa: Evidence and Implications
   Working Papers, University of Pretoria, Department of Economics View citations (1)
   Also in Working Papers, Stellenbosch University, Department of Economics (2012)
   See also Journal Article Real interest rate persistence in South Africa: evidence and implications, Economic Change and Restructuring, Springer (2014) View citations (6) (2014)

2010

7. Bubbles in South African House Prices and their Impact on Consumption
   Working Papers, University of Pretoria, Department of Economics View citations (34)

2009

8. 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 CONVERGENCE OF METROPOLITAN HOUSE PRICES IN SOUTH AFRICA: A RE-EXAMINATION USING EFFICIENT UNIT ROOT TESTS, Applied Econometrics and International Development, Euro-American Association of Economic Development (2010) View citations (11) (2010)
9. Could We Have Predicted the Recent Downturn in Home Sales of the Four US Census Regions?
   Working Papers, University of Pretoria, Department of Economics View citations (10)
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 (17)

2008

11. COULD WE HAVE PREDICTED THE RECENT DOWNTURN IN THE SOUTH AFRICAN HOUSING MARKET?
    Working Papers, University of Pretoria, Department of Economics View citations (9)
    See also Journal Article Could we have predicted the recent downturn in the South African housing market?, Journal of Housing Economics, Elsevier (2009) View citations (28) (2009)
12. Is a DFM Well-Suited in Forecasting Regional House Price Inflation?
    Working Papers, University of Pretoria, Department of Economics View citations (2)
13. Predicting Downturns in the US Housing Market: A Bayesian Approach
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article Predicting Downturns in the US Housing Market: A Bayesian Approach, The Journal of Real Estate Finance and Economics, Springer (2010) View citations (28) (2010)
14. Spatial Bayesian Methods of Forecasting House Prices in Six Metropolitan Areas of South Africa
    Working Papers, University of Pretoria, Department of Economics View citations (29)
    See also Journal Article SPATIAL BAYESIAN METHODS OF FORECASTING HOUSE PRICES IN SIX METROPOLITAN AREAS OF SOUTH AFRICA, South African Journal of Economics, Economic Society of South Africa (2008) View citations (27) (2008)

Journal Articles

2019

1. The effect of global crises on stock market correlations: Evidence from scalar regressions via functional data analysis
   Structural Change and Economic Dynamics, 2019, 50, (C), 132-147 View citations (41)
   See also Working Paper The Effect of Global Crises on Stock Market Correlations: Evidence from Scalar Regressions via Functional Data Analysis, Working Papers (2019) View citations (48) (2019)

2018

2. Interactive nonparametric analysis of nonlinear systems
   Physica A: Statistical Mechanics and its Applications, 2018, 510, (C), 290-301
3. Predicting global temperature anomaly: A definitive investigation using an ensemble of twelve competing forecasting models
   Physica A: Statistical Mechanics and its Applications, 2018, 509, (C), 121-139 View citations (9)
   See also Working Paper Predicting Global Temperature Anomaly: A Definitive Investigation Using an Ensemble of Twelve Competing Forecasting Models, Working Papers (2015) View citations (1) (2015)

2015

4. Temporal causality between house prices and output in the US: A bootstrap rolling-window approach
   The North American Journal of Economics and Finance, 2015, 33, (C), 55-73 View citations (79)
   See also Working Paper Temporal Causality between House Prices and Output in the U. S.: A Bootstrap Rolling-Window Approach, Working Papers (2013) View citations (6) (2013)

2014

5. Pedestrian fatality and natural light: Evidence from South Africa using a Bayesian approach
   Economic Modelling, 2014, 38, (C), 311-315
6. Real interest rate persistence in South Africa: evidence and implications
   Economic Change and Restructuring, 2014, 47, (1), 41-62 View citations (6)
   See also Working Paper Real Interest Rate Persistence in South Africa: Evidence and Implications, Working Papers (2012) View citations (1) (2012)

2011

7. 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 (17)

2010

8. 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 (11)
   See also Working Paper Convergence of Metropolitan House Prices in South Africa: A Re-Examination Using Efficient Unit Root Tests, Working Papers (2009) (2009)
9. 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 (28)
   See also Working Paper Predicting Downturns in the US Housing Market: A Bayesian Approach, Working Papers (2008) (2008)

2009

10. Could we have predicted the recent downturn in the South African housing market?
    Journal of Housing Economics, 2009, 18, (4), 325-335 View citations (28)
    See also Working Paper COULD WE HAVE PREDICTED THE RECENT DOWNTURN IN THE SOUTH AFRICAN HOUSING MARKET?, Working Papers (2008) View citations (9) (2008)

2008

11. 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 (27)
    See also Working Paper Spatial Bayesian Methods of Forecasting House Prices in Six Metropolitan Areas of South Africa, Working Papers (2008) View citations (29) (2008)