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Details about Sonali Das

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Workplace:CSIR

Access statistics for papers by Sonali Das.

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

Short-id: pda321


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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

2019

  1. 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 (5)
    See also Journal Article in Structural Change and Economic Dynamics (2019)

2016

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

2015

  1. 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 in Physica A: Statistical Mechanics and its Applications (2018)

2013

  1. 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 (4)
    Also in Working papers, University of Connecticut, Department of Economics (2013) Downloads View citations (7)

    See also Journal Article in The North American Journal of Economics and Finance (2015)

2012

  1. Real Interest Rate Persistence in South Africa: Evidence and Implications
    Working Papers, Stellenbosch University, Department of Economics Downloads
    Also in Working Papers, University of Pretoria, Department of Economics (2012) View citations (1)

    See also Journal Article in Economic Change and Restructuring (2014)

2010

  1. Bubbles in South African House Prices and their Impact on Consumption
    Working Papers, University of Pretoria, Department of Economics View citations (28)

2009

  1. 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)
  2. 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 (7)
  3. Could we have predicted the recent downturn in the South African Housing Market?
    Working Papers, Economic Research Southern Africa Downloads View citations (18)
    Also in Working Papers, University of Pretoria, Department of Economics (2008) View citations (8)

    See also Journal Article in Journal of Housing Economics (2009)
  4. 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)

2008

  1. Adaptive Bayesian Analysis for Binomial Proportions
    Working Papers, Economic Research Southern Africa Downloads
  2. Is a DFM Well Suited for Forecasting Regional House Price Inflation?
    Working Papers, Economic Research Southern Africa Downloads View citations (5)
  3. Is a DFM Well-Suited in Forecasting Regional House Price Inflation?
    Working Papers, University of Pretoria, Department of Economics
  4. 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)
  5. Spatial Bayesian Methods of Forecasting House Prices in Six Metropolitan Areas of South Africa
    Working Papers, University of Pretoria, Department of Economics View citations (16)
    See also Journal Article in South African Journal of Economics (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 Downloads View citations (5)
    See also Working Paper (2019)

2018

  1. Interactive nonparametric analysis of nonlinear systems
    Physica A: Statistical Mechanics and its Applications, 2018, 510, (C), 290-301 Downloads
  2. 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 Downloads View citations (3)
    See also Working Paper (2015)

2015

  1. 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 Downloads View citations (52)
    See also Working Paper (2013)

2014

  1. Pedestrian fatality and natural light: Evidence from South Africa using a Bayesian approach
    Economic Modelling, 2014, 38, (C), 311-315 Downloads
  2. Real interest rate persistence in South Africa: evidence and implications
    Economic Change and Restructuring, 2014, 47, (1), 41-62 Downloads View citations (4)
    See also Working Paper (2012)

2011

  1. Forecasting regional house price inflation: a comparison between dynamic factor models and vector autoregressive models
    Journal of Forecasting, 2011, 30, (2), 288-302 Downloads View citations (13)

2010

  1. CONVERGENCE OF METROPOLITAN HOUSE PRICES IN SOUTH AFRICA: A RE-EXAMINATION USING EFFICIENT UNIT ROOT TESTS
    Applied Econometrics and International Development, 2010, 10, (1) Downloads View citations (10)
    See also Working Paper (2009)
  2. Predicting Downturns in the US Housing Market: A Bayesian Approach
    The Journal of Real Estate Finance and Economics, 2010, 41, (3), 294-319 Downloads View citations (24)
    See also Working Paper (2008)

2009

  1. Could we have predicted the recent downturn in the South African housing market?
    Journal of Housing Economics, 2009, 18, (4), 325-335 Downloads View citations (28)
    See also Working Paper (2009)

2008

  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 Downloads View citations (17)
    See also Working Paper (2008)
 
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