Narrow search
Showing 1 - 6 of 6
Cover Image
Do we need a global VAR model to forecast inflation and output in South Africa?
Waal, Annari de; Van Eyden, Reneé; Gupta, Rangan - In: Applied economics 47 (2015) 25/27, pp. 2649-2670
Persistent link: https://www.econbiz.de/10010519635
Cover Image
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
Cover Image
Can we beat the random-walk model for the South African rand-US dollar and South African rand-UK pound exchange rates? : evidence from dynamic model averaging
De Bruyn, Riané; Gupta, Rangan; Van Eyden, Reneé - In: Emerging markets finance & trade : a journal of the … 51 (2015) 3, pp. 502-524
Persistent link: https://www.econbiz.de/10011403785
Cover Image
Comparing the forecasting ability of financial conditions indices : the case of South Africa
Balcilar, Mehmet; Gupta, Rangan; Van Eyden, Reneé; … - In: The quarterly review of economics and finance : journal … 69 (2018), pp. 245-259
Persistent link: https://www.econbiz.de/10012035015
Cover Image
Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.; Gupta, Rangan; Pierdzioch, Christian; … - In: International review of finance : the official journal … 23 (2023) 2, pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
Cover Image
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza; Gupta, Rangan; Salisu, Afees A.; Van … - In: The quarterly review of economics and finance : journal … 88 (2023), pp. 295-302
Persistent link: https://www.econbiz.de/10014428071