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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
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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
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Does globalization promote real output? : evidence from quantile cointegration regression
Chang, Chun Ping; Lee, Chien-chiang; Hsieh, Meng-Chi - In: Economic modelling 44 (2015), pp. 25-36
Persistent link: https://www.econbiz.de/10011326304
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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
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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
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Asymmetric dynamics in REIT prices : further evidence based on quantile regression analysis
Lee, Chien-chiang; Lee, Cheng-Feng; Lee, Chi-Chuan - In: Economic modelling 42 (2014), pp. 29-37
Persistent link: https://www.econbiz.de/10010478286
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The nexus between defense expenditure and economic growth : new global evidence
Chen, Pei-fen; Lee, Chien-chiang; Chiu, Yi-bin - In: Economic modelling 36 (2014), pp. 474-483
Persistent link: https://www.econbiz.de/10010416417
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Dynamic modelling of real estate investment trusts and stock markets
Lee, Chien-chiang; Chien, Mei-Se; Lin, Tsoyu Calvin - In: Economic modelling 29 (2012) 2, pp. 395-407
Persistent link: https://www.econbiz.de/10009536806
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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
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Dynamic Asian stock market convergence : evidence from dynamic cointegration analysis among China and ASEAN-5
Chien, Mei-Se; Lee, Chien-chiang; Hu, Te-Chung; Hu, Hui-Ting - In: Economic modelling 51 (2015), pp. 84-98
Persistent link: https://www.econbiz.de/10011475851