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Forecasting macroeconomic data for an emerging market with a nonlinear DSGE model

Balcilar, Mehmet; Gupta, Rangan; Kotzé, Kevin - In: Economic modelling 44 (2015), pp. 215-228

Persistent link: https://www.econbiz.de/10011326254

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

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

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

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

The growth-inflation nexus for the US from 1801 to 2013 : a semiparametric approach

Balcilar, Memet; Gupta, Rangan; Jooste, Charl - In: Journal of applied economics 20 (2017) 1, pp. 105-120

Persistent link: https://www.econbiz.de/10011924262

Revisiting the twin deficits hypothesis : a quantile cointegration analysis over the period 1791-2013

Antonakakis, Nikolaos; Cuñado Eizaguirre, Juncal; … - In: Journal of applied economics 22 (2019) 1, pp. 117-131

We revisit the twin deficits hypothesis by examining the long-run cointegrating relationship between the US budget and trade deficits across various quantiles using a unique dataset for the period 1791–2013. The main results suggest the existence of nonlinearities and structural breaks in the...

Persistent link: https://www.econbiz.de/10012157295