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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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A BVAR model for the South African economy
Gupta, Rangan; Sichei, Moses M. - In: The South African journal of economics 74 (2006) 3, pp. 391-409
Persistent link: https://www.econbiz.de/10003382145
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Dynamic time inconsistency and the South African Reserve Bank
Gupta, Rangan; Uwilingiye, Josine - In: The South African journal of economics 78 (2010) 1, pp. 76-88
Persistent link: https://www.econbiz.de/10003949882
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Has the SARB become more effective post inflation targeting?
Gupta, Rangan; Kabundi, Alain; Modise, Mampho P. - In: Economic change and restructuring : empirical and … 43 (2010) 3, pp. 187-204
Persistent link: https://www.econbiz.de/10008648088
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Does the price of oil help predict inflation in South Africa? : historical evidence using a frequency domain approach
Gupta, Rangan; Kanda, Patrick T. - In: Economia internazionale 68 (2015) 4, pp. 451-467
Persistent link: https://www.econbiz.de/10011428268
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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
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Comparing South African inflation volatility across monetary policy regimes : an application of Saphe cracking
Gupta, Rangan; Uwilingiye, Josine - In: The journal of developing areas 46 (2012) 1, pp. 45-54
Persistent link: https://www.econbiz.de/10009664533
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The effects of monetary policy on real farm prices in South Africa
Aye, Goodness C.; Gupta, Rangan - In: Regional and sectoral economic studies : RSES 12 (2012) 1, pp. 129-138
Persistent link: https://www.econbiz.de/10009667347
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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 New-Keynesian DSGE Model for Forecasting the South African Economy
Gupta, Rangan - 2010
This paper develops a New-Keynesian Dynamic Stochastic General Equilibrium (NKDSGE) model for forecasting the growth rate of output, inflation, and the nominal short-term interest rate (91 days Treasury Bill rate) for the South African economy. The model is estimated via maximum likelihood...
Persistent link: https://www.econbiz.de/10013138053