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~isPartOf:"Economic modelling"
~language:"eng"
~person:"Gupta, Rangan"
~subject:"Südafrika"
~subject:"Time series analysis"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschriften"
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Südafrika
Time series analysis
Forecasting model
8
Prognoseverfahren
8
South Africa
7
Estimation
5
Immobilienpreis
5
Real estate price
5
Schätzung
5
Capital income
4
Kapitaleinkommen
4
VAR model
4
VAR-Modell
4
Börsenkurs
3
Geldpolitik
3
In-sample tests
3
Monetary policy
3
Out-of-sample tests
3
Share price
3
Volatility
3
Volatilität
3
ARCH model
2
ARCH-Modell
2
Aktienmarkt
2
Bayes-Statistik
2
Bayesian inference
2
Bayesian methods
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Data Mining
2
Data mining
2
Dynamic equilibrium
2
Dynamisches Gleichgewicht
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Economic forecast
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Emerging economies
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Macroeconomic forecasting
2
Neoclassical synthesis
2
Neoklassische Synthese
2
Preisindex
2
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2
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2
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Article
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Article in journal
Aufsatz in Zeitschriften
Aufsatz in Zeitschrift
7
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English
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Gupta, Rangan
Fedderke, Johannes W.
8
Kabundi, Alain
5
Tiwari, Aviral Kumar
4
Arčabić, Vladimir
3
Cubadda, Gianluca
3
Huang, Zhuo
3
Kim, Jong-Min
3
Moosa, Imad A.
3
Paradiso, Antonio
3
Sharma, Susan Sunila
3
Todorova, Neda
3
Andrés, Antonio R.
2
Balcilar, Mehmet
2
Baruník, Jozef
2
Bekiros, Stelios
2
Boutahar, Mohamed
2
Camacho, Maximo
2
Caporale, Guglielmo Maria
2
Chaiechi, Taha
2
Chang, Tsangyao
2
Chen, Shyh-Wei
2
Chen, Shyh-wei
2
Chitiga-Mabugu, Margaret
2
Franses, Philip Hans
2
Fukuda, Kosei
2
Gil-Alaña, Luis A.
2
Guardabascio, Barbara
2
Halicioglu, Ferda
2
Hall, Stephen G.
2
Kiani, Khurshid M.
2
Kumar, Dilip
2
Lahiani, Amine
2
Li, Yong
2
Liu, Guangling
2
Liu, Li
2
Mabugu, Ramos E.
2
Maheswaran, S.
2
Masih, Rumi
2
Modise, Mampho P.
2
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Economic modelling
Applied economics
16
Energy economics
10
The South African journal of economics
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Journal of real estate literature : a publication of the American Real Estate Society
6
The journal of developing areas
6
Journal of forecasting
5
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Applied economics letters
3
Computational economics
3
Economic change and restructuring : empirical and policy research on the transitional and emerging economies
3
Finance research letters
3
International business and economics research journal
3
Journal of policy modeling : JPMOD ; a social science forum of world issues
3
Research in international business and finance
3
The North American journal of economics and finance : a journal of financial economics studies
3
Applied econometrics and international development
2
Applied financial economics
2
Economia internazionale
2
Emerging markets, finance and trade : EMFT
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
International journal of economic policy in emerging economies
2
International journal of finance & economics : IJFE
2
International review of economics & finance : IREF
2
International review of financial analysis
2
Journal of business economics and management
2
Journal of economic studies
2
Journal of economics and finance
2
Journal of emerging market finance
2
Journal of international financial markets, institutions & money
2
Public finance review : PFR
2
Studies in economics and finance
2
The journal of international trade & economic development
2
The journal of real estate finance and economics
2
African development review
1
Contemporary economics
1
Defence and peace economics
1
Economic systems
1
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ECONIS (ZBW)
7
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1
A DSGE-VAR model for forecasting key South African macroeconomic variables
Gupta, Rangan
;
Steinbach, Rudi
- In:
Economic modelling
33
(
2013
),
pp. 19-33
Persistent link: https://www.econbiz.de/10010192067
Saved in:
2
Is the relationship between monetary policy and house prices asymmetric across bull and bear markets in South Africa? : evidence from a Markov-switching vector autoregressive model
Simo-Kengne, Beatrice D.
;
Balcilar, Mehmet
;
Gupta, Rangan
; …
- In:
Economic modelling
32
(
2013
),
pp. 161-171
Persistent link: https://www.econbiz.de/10009760669
Saved in:
3
Macroeconomic variables and South African stock return predictability
Gupta, Rangan
;
Modise, Mampho P.
- In:
Economic modelling
30
(
2013
),
pp. 612-622
Persistent link: https://www.econbiz.de/10009708826
Saved in:
4
South African stock return predictability in the context data mining : the role of financial variables and international stock returns
Gupta, Rangan
;
Modise, Mampho P.
- In:
Economic modelling
29
(
2012
)
3
,
pp. 908-916
Persistent link: https://www.econbiz.de/10009545495
Saved in:
5
Structural breaks and GARCH models of stock return volatility : the case of South Africa
Babikir, Ali
;
Gupta, Rangan
;
Mwabutwa, Chance
; …
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2435-2443
Persistent link: https://www.econbiz.de/10009673703
Saved in:
6
An in-sample and out-of-sample empirical investigation of the nonlinearity in house prices of South Africa
Balcilar, Mehmet
;
Gupta, Rangan
;
Shah, Zahra B.
- In:
Economic modelling
28
(
2011
)
3
,
pp. 891-899
Persistent link: https://www.econbiz.de/10009271405
Saved in:
7
Linking global economic dynamics to a South African-specific credit risk correlation model
Wet, Albertus H. de
;
Van Eyden, Reneé
;
Gupta, Rangan
- In:
Economic modelling
26
(
2009
)
5
,
pp. 1000-1011
Persistent link: https://www.econbiz.de/10003871251
Saved in:
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