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Do stock prices impact consumption and interest rate in South Africa? : evidence from a time-varying vector autoregressive model

Aye, Goodness C.; Gupta, Rangan; Modise, Mampho P. - In: Journal of emerging market finance 14 (2015) 2, pp. 176-196

Persistent link: https://www.econbiz.de/10011378505

Do house prices impact consumption and interest rate in South Africa? : evidence from a time-varying vector autogressive model

Peretti, Vittorio; Gupta, Rangan; Inglesi-Lotz, Roula - In: Economics, management and financial markets 7 (2012) 4, pp. 101-120

Persistent link: https://www.econbiz.de/10009740972

The role of oil prices in the forecasts of South African interest rates : a Bayesian approach

Gupta, Rangan; Kotzé, Kevin - In: Energy economics 61 (2017), pp. 270-278

Persistent link: https://www.econbiz.de/10011737812

Monetary policy and housing sector dynamics in a large-scale Bayesian vector autoregressive model

Gupta, Rangan; Jurgilas, Marius; Kabundi, Alain; … - 2009

Persistent link: https://www.econbiz.de/10003867074

Monetary policy, financial frictions and structural changes in Uganda : a Markov-switching DSGE approach

Anguyo, Francis Leni; Gupta, Rangan; Kotzé, Kevin - In: Economic research 33 (2020) 1,2, pp. 1538-1561

Persistent link: https://www.econbiz.de/10013179677

Is the response of the bank of England to exchange rate movements frequency-dependent?

Caraiani, Petre; Gupta, Rangan - In: Journal of macroeconomics 63 (2020), pp. 1-10

Persistent link: https://www.econbiz.de/10012243170

Monetary policy and financial frictions in a small open-economy model for Uganda

Anguyo, Francis Leni; Gupta, Rangan; Kotzé, Kevin - In: Empirical economics : a journal of the Institute for … 59 (2020) 3, pp. 1213-1241

Persistent link: https://www.econbiz.de/10012285343

Forecasting South African macroeconomic variables with a Markov-switching small open-economy dynamic stochastic general equilibrium model

Balcilar, Mehmet; Gupta, Rangan; Kotzé, Kevin - In: Empirical economics : a journal of the Institute for … 53 (2017) 1, pp. 117-135

Persistent link: https://www.econbiz.de/10011935894

Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Model

Gupta, Rangan - 2013

Our paper considers this channel whereby monetary policy, a Federal funds rate shock, affects the dynamics of the US housing sector. The analysis uses impulse response functions obtained from a large-scale Bayesian Vector Autoregression (LBVAR) model that incorporates 143 monthly macroeconomic...

Persistent link: https://www.econbiz.de/10013095819

Forecasting the real US house price : principal components versus Bayesian regressions

Gupta, Rangan; Kabundi, Alain - In: International business and economics research journal 9 (2010) 7, pp. 141-152

Persistent link: https://www.econbiz.de/10009306613