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Fiscal policy shocks and the dynamics of asset prices : the South African experience
Aye, Goodness C.; Balcilar, Mehmet; Gupta, Rangan; … - In: Public finance review : PFR 42 (2014) 4, pp. 511-531
Persistent link: https://www.econbiz.de/10010387143
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Fiscal policy shocks and the dynamics of asset prices : the South African experience
Aye, Goodness C.; Balcilar, Mehmet; Gupta, Rangan; … - 2012
Persistent link: https://www.econbiz.de/10009660761
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A time-varying approach to analysing fiscal policy and asset prices in South Africa
Gupta, Rangan; Jooste, Charl; Matlou, Kanyane - In: Journal of financial economic policy 6 (2014) 1, pp. 46-63
Persistent link: https://www.econbiz.de/10010490625
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Fiscal Policy Shocks and the Dynamics of Asset Prices : The South African Experience
Aye, Goodness - 2015
This study assesses how fiscal policy affects the dynamics of asset markets, using Bayesian vector autoregressive models. We use sign restrictions to identify government revenue and government spending shocks, while controlling for generic business cycle and monetary policy shocks. In addition...
Persistent link: https://www.econbiz.de/10013036495
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Housing and the business cycle in South Africa
Aye, Goodness C.; Balcilar, Mehmet; Bosch, Adél; … - In: Journal of policy modeling : JPMOD ; a social science … 36 (2014) 3, pp. 471-491
Persistent link: https://www.econbiz.de/10010396042
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Stock price dynamics and the business cycle in an estimated DSGE model for South Africa
Paetz, Michael; Gupta, Rangan - 2014
Persistent link: https://www.econbiz.de/10010430711
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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
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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
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Testing the asymmetric effects of financial conditions in South Africa : a nonlinear vector autoregression approach
Balcilar, Mehmet; Thompson, Kirsten; Gupta, Rangan; Van … - In: Journal of international financial markets, … 43 (2016), pp. 30-43
Persistent link: https://www.econbiz.de/10011673486
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Spatial Bayesian methods of forecasting house prices in six metropolitan areas of South Africa
Gupta, Rangan; Das, Sonali - In: The South African journal of economics 76 (2008) 2, pp. 298-313
Persistent link: https://www.econbiz.de/10003742750