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Testing for PPP using SADC real exchange rates

Mokoena, Thabo M.; Gupta, Rangan; Van Eyden, Reneé - In: The South African journal of economics 77 (2009) 3, pp. 351-362

Persistent link: https://www.econbiz.de/10003883068

Testing for fractional integration in Southern African development community real exchange rates

Mokoena, Thabo M.; Gupta, Rangan; Van Eyden, Reneé - In: The South African journal of economics 77 (2009) 4, pp. 531-537

Persistent link: https://www.econbiz.de/10003917342

Choice is suffering : a focused information criterion for model selection

Behl, Peter; Dette, Holger; Frondel, Manuel; Tauchmann, … - 2011

In contrast to conventional measures, the Focused Information Criterion (FIC) allows the purpose-specific selection of models, thereby reflecting the idea that one kind of model might be appropriate for inferences on a parameter of interest, but not for another. Ever since its invention, the FIC...

Persistent link: https://www.econbiz.de/10008935218

Testing the white noise hypothesis in high-frequency housing returns of the United States

Tiwari, Aviral Kumar; Gupta, Rangan; Cuñado … - In: Economics and Business Letters : EBL 9 (2020) 3, pp. 178-188

Persistent link: https://www.econbiz.de/10012420487

Terror attacks and stock-market fluctuations : evidence based on a nonparametric causality-in-quantiles test for the G7 countries

Balcilar, Mehmet; Gupta, Rangan; Pierdzioch, Christian; … - In: The European journal of finance 24 (2018) 4/6, pp. 333-346

Persistent link: https://www.econbiz.de/10012244323

Forecasting crude oil price volatility and value-at-risk : evidence from historical and recent data

Lux, Thomas; Segnon, Mawuli; Gupta, Rangan - In: Energy economics 56 (2016), pp. 117-133

Persistent link: https://www.econbiz.de/10011663878

The efficiency of the art market : evidence from variance ratio tests, linear and nonlinear fractional integration approaches

Aye, Goodness C.; Gil-Alaña, Luis A.; Gupta, Rangan; … - In: International review of economics & finance : IREF 51 (2017), pp. 283-294

Persistent link: https://www.econbiz.de/10011754449

The causal relationship between house prices and growth in the nine provinces of South Africa : evidence from panel - Granger causality tests

Chang, Tsangyao; Simo-Kengne, Beatrice D.; Gupta, Rangan - In: International journal of sustainable economy 6 (2014) 4, pp. 345-358

Persistent link: https://www.econbiz.de/10011311387

Household survey data for research on well-being and behavior in Central Asia

Brück, Tilman; Esenaliev, Damir; Kröger, Antje; … - 2012

of panel data. We identify knowledge gaps caused from this lack of longitudinal surveys and suggest worthwhile areas for … future research. Finally, we also present the new and novel individual-level panel dataset called "Life in Kyrgyzstan …

Persistent link: https://www.econbiz.de/10009666485

Are house prices in South Africa really nonstationary? : evidence from SPSM-based panel KSS test with a Fourier function

Chang, Tsangyao; Wu, Tsung-Pao; Gupta, Rangan - In: Applied economics 47 (2015) 1/3, pp. 32-53

Persistent link: https://www.econbiz.de/10010463953