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Forecasting the US real house price index
Plakandaras, Vasilios; Gupta, Rangan; Gkonkas, Periklēs; … - In: Economic modelling 45 (2015), pp. 259-267
Persistent link: https://www.econbiz.de/10011334082
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Can volume predict Bitcoin returns and volatility? : a quantiles-based approach
Balcilar, Mehmet; Bouri, Elie; Gupta, Rangan; Roubaud, David - In: Economic modelling 64 (2017), pp. 74-81
Persistent link: https://www.econbiz.de/10011756479
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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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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
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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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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
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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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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
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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