Similar Search Results

Does inequality help in forecasting equity premium in a panel of G7 countries?

Christou, Christina; Gupta, Rangan; Jawadi, Fredj - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-10

Persistent link: https://www.econbiz.de/10012822273

Time-varying evidence of predictability of financial stress in the United States over a century : the role of inequality

Balcilar, Mehmet; Berisha, Edmond; Gupta, Rangan; … - In: Structural change and economic dynamics : SC+ED 57 (2021), pp. 87-92

Persistent link: https://www.econbiz.de/10012648494

Testing the monetary model for exchange rate determination in South Africa : evidence from 101 years of data

De Bruyn, Riané; Gupta, Rangan; Stander, Lardo - In: Contemporary economics 7 (2013) 1, pp. 19-32

Evidence in favor of the monetary model of exchange rate determination for the South African Rand is, at best, mixed. A co-integrating relationship between the nominal exchange rate and monetary fundamentals forms the basis of the monetary model. With the econometric literature suggesting that...

Persistent link: https://www.econbiz.de/10009770376

Causality between inflation and inflation uncertainty in South Africa: evidence from a Markov-switching vector autoregressive model

Nasr, Adnen Ben; Balcilar, Mehmet; Ajmi, Ahdi Noomen; … - In: Emerging markets review 24 (2015), pp. 46-68

Persistent link: https://www.econbiz.de/10011538531

Revisiting the causality between electricity consumption and economic growth in South Africa : a bootstrap rolling-window approach

Dlamini, Janneke; Balcilar, Mehmet; Gupta, Rangan; … - In: International journal of economic policy in emerging … 8 (2015) 2, pp. 169-190

Persistent link: https://www.econbiz.de/10011412719

Forecasting core inflation : the case of South Africa

Ruch, Franz; Balcilar, Mehmet; Gupta, Rangan; Modise, … - In: Applied economics 52 (2020) 28, pp. 3004-3022

Persistent link: https://www.econbiz.de/10012221472

Housing market spillovers in South Africa : evidence from an estimated small open economy DSGE model

Gupta, Rangan; Sun, Xiaojin - In: Empirical economics : a journal of the Institute for … 58 (2020) 5, pp. 2309-2332

Persistent link: https://www.econbiz.de/10012255840

Is there an Environmental Kuznets Curve for South Africa? : a co-summability approach using a century of data

Nasr, Adnen Ben; Gupta, Rangan; Sato, João Ricardo - In: Energy economics 52 (2015) 1, pp. 136-141

Persistent link: https://www.econbiz.de/10011568168

Stock price dynamics and the business cycle in an estimated DSGE model for South Africa

Paetz, Michael; Gupta, Rangan - In: Journal of international financial markets, … 44 (2016), pp. 166-182

Persistent link: https://www.econbiz.de/10011690409

Are there housing bubbles in South Africa? : evidence from SPSM-based panel KSS test with a Fourier function

Chang, Tsangyao; Liu, Wen-Chi; Aye, Goodness C.; Gupta, … - In: Global business & economics review 18 (2016) 5, pp. 517-532

Persistent link: https://www.econbiz.de/10011665420