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Forecasting the US Real Private Residential Fixed Investment Using Large Number of Predictors
Aye, Goodness C.; Miller, Stephen M.; Gupta, Rangan; … - Department of Economics, Faculty of Economic and … - 2013
20 bivariate regression models, are used in order to capture the influence of fundamentals in forecasting residential …
Persistent link: https://www.econbiz.de/10011149763
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Forecasting US Real Private Residential Fixed Investment Using a Large Number of Predictors
Aye, Goodness C.; Miller, Stephen M.; Gupta, Rangan; … - Institut de Préparation à l'Administration et à la … - 2014
, as well as 20 bivariate regression models, capture the influence of fundamentals in forecasting residential investment …-wide factors, in addition to specific housing market variables, prove important when forecasting in the real estate market. …
Persistent link: https://www.econbiz.de/10010891080
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"Ripple" Effects in South African House Prices
Balcilar, Mehmet; Beyene, Abebe D.; Gupta, Rangan; … - Department of Economics, Faculty of Economic and … - 2011
This paper analyzes the so-called “ripple” effect of house prices in five major metropolitan areas of South Africa, namely, Cape Town, Durban Unicity, Greater Johannesburg, Port Elizabeth/Uitenhage and Pretoria, based on available quarterly data covering the period of 1966:Q1 to 2010:Q1....
Persistent link: https://www.econbiz.de/10008835331
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Realized volatility spillovers between energy and metal markets : a time-varying connectedness approach
Cuñado Eizaguirre, Juncal; Gabauer, David; Gupta, Rangan - In: Financial innovation : FIN 10 (2024), pp. 1-17
This paper analyzes the degree of dynamic connectedness between energy and metal commodity prices in the pre and post-COVID-19 era, using the time-varying parameter vector autoregressive connectedness approach of Antonakakis et al. (J Risk Financ Manag 13(4):84, 2020). The results suggest that...
Persistent link: https://www.econbiz.de/10014530244
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THE EFFECT OF DEFENSE SPENDING ON US OUTPUT: A FACTOR AUGMENTED VECTOR AUTOREGRESSION (FAVAR) APPROACH
Gupta, Rangan; Kabundi, Alain; Ziramba, Emmanuel - Department of Economics, Faculty of Economic and … - 2009
outperform the VAR in forecasting the growth rate of real GNP, we concluded that the FAVAR framework is superior and should be …
Persistent link: https://www.econbiz.de/10005828377
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Predictive Ability of Competing Models for South Africa’s Fixed Business Non- Residential Investment Spending
Eyden, Renee van; Aye, Goodness C.; Gupta, Rangan - Department of Economics, Faculty of Economic and … - 2012
The study evaluates the forecasting ability of models of South Africa’s real fixed business nonresidential investment … spending growth over the recent 2003:1–2011:4 out-of-sample period. The forecasting models are based on the Accelerator …, Stock Price and Return Predictors models appear more important in forecasting the behaviour of South Africa’s business …
Persistent link: https://www.econbiz.de/10010691506
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DSGE Model-Based Forecasting of Modeled and Non-Modeled Ination Variables in South Africa
Gupta, Rangan; Kanda, Patrick T.; Modise, Mampho P.; … - Institut de Préparation à l'Administration et à la … - 2014
generate recursive forecasts over 2000Q1-2011Q4. The hybrid DSGE performs extremely well in forecasting in ation variables …
Persistent link: https://www.econbiz.de/10011161644
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DGSE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa
Gupta, Rangan; Kanda, Patrick; Modise, Mampho; … - Dipartimento di Economia, Metodi Quantitativi e … - 2013
1999Q4, and generate recursive forecasts over 2000Q1-2011Q4. The hybrid DSGE performs extremely well in forecasting …
Persistent link: https://www.econbiz.de/10010901456
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Forecasting the South African Economy: A DSGE-VAR Approach
Guangling ‘Dave’ Liu; Gupta, Rangan; … - Economic Research Southern Africa (ERSA) - 2007
VARs in terms of out-of-sample forecasting performances. …
Persistent link: https://www.econbiz.de/10008594417
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Forecasting the South African Economy with Gibbs Sampled BVECMs
Gupta, Rangan - Department of Economics, Faculty of Economic and … - 2007
The paper uses Gibbs sampling technique to estimate a heteroscedastic Bayesian Vector Error Correction Model (BVECM) of the South African economy for the period 1970:1-2000:4, and then forecast GDP, consumption, investment, short and long term interest rates, and the CPI over the period of...
Persistent link: https://www.econbiz.de/10005773165