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Testing the out-of-sample forecasting ability of a financial conditions index for South Africa

Thompson, Kirsten; Van Eyden, Reneé; Gupta, Rangan - In: Emerging markets finance & trade : a journal of the … 51 (2015) 3, pp. 486-501

Persistent link: https://www.econbiz.de/10011403782

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

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

Macroeconomic Variables and South African Stock Return Predictability

Gupta, Rangan; Modise, Mampho P. - In: Economic Modelling 30 (2013) C, pp. 612-622

. We base our analysis on a predictive regression framework, using monthly data covering the in-sample period between 1990 …-statistic corresponding to the slope coefficient of the predictive regression model, and for the out-of-sample tests we employ the MSE-F and … the ENC-NEW test statistics. When using multiple variables in a predictive regression model, the results become …

Persistent link: https://www.econbiz.de/10010608280

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

regression model for in-sample predictions, while for the out-of-sample, the MSE-F and the ENC-NEW tests statistics with good …

Persistent link: https://www.econbiz.de/10010573379

South African Stock Return Predictability in the Context of Data Mining: The Role of Financial Variables and International Stock Returns

Gupta, Rangan; Modise, Mampho P. - Department of Economics, Faculty of Economic and … - 2010

regression model for in-sample predictions, while for the out-of-sample, the MSE-F and the ENC-NEW tests statistics with good …

Persistent link: https://www.econbiz.de/10008756444

Macroeconomic Variables and South African Stock Return Predictability

Gupta, Rangan; Modise, Mampho P. - Department of Economics, Faculty of Economic and … - 2011

. We base our analysis on a predictive regression framework, using monthly data covering the in-sample period between 1990 …-statistic corresponding to the slope coefficient of the predictive regression model, and for the out-of-sample tests we employ the MSE-F and … the ENCNEW test statistics. When using multiple variables in a predictive regression model, the results become susceptible …

Persistent link: https://www.econbiz.de/10008876620

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

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

Valuation ratios and stock return predictability in South Africa : is it there?

Gupta, Rangan; Modise, Mampho P. - In: Emerging markets finance & trade : a journal of the … 48 (2012) 1, pp. 70-82

Persistent link: https://www.econbiz.de/10009620175