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Do house prices impact consumption and interest rate in South Africa? : evidence from a time-varying vector autogressive model
Peretti, Vittorio; Gupta, Rangan; Inglesi-Lotz, Roula - In: Economics, management and financial markets 7 (2012) 4, pp. 101-120
Persistent link: https://www.econbiz.de/10009740972
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Was the recent downturn in US real GDP predictable?
Balcilar, Mehmet; Gupta, Rangan; Majumdar, Anandamayee; … - In: Applied economics 47 (2015) 28/30, pp. 2985-3007
Persistent link: https://www.econbiz.de/10011289393
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The co-movement and causality between the US real estate and stock markets in the time and frequency domains
Chang, Tsangyao; Li, Xiao-Lin; Miller, Stephen M.; … - 2013
Persistent link: https://www.econbiz.de/10010344588
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Regime switching model of US crude oil and stock market prices : 1859 to 2013
Balcilar, Mehmet; Gupta, Rangan; Miller, Stephen M. - In: Energy economics 49 (2015), pp. 317-327
Persistent link: https://www.econbiz.de/10011537104
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Causality between inflation and inflation uncertainty in South Africa: evidence from a Markov-switching vector autoregressive model
Nasr, Adnen Ben; Balcilar, Mehmet; Ajmi, Ahdi Noomen; … - In: Emerging markets review 24 (2015), pp. 46-68
Persistent link: https://www.econbiz.de/10011538531
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Regime switching model of US crude oil and stock market prices : 1859 to 2013
Balcilar, Mehmet; Gupta, Rangan; Miller, Stephen M. - 2014
Persistent link: https://www.econbiz.de/10010415510
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Predicting BRICS stock returns using ARFIMA models
Aye, Goodness C.; Balcilar, Mehmet; Gupta, Rangan; … - In: Applied financial economics 24 (2014) 16/18, pp. 1159-1166
Persistent link: https://www.econbiz.de/10010418936
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Forecasting aggregate retail sales : the case of South Africa
Aye, Goodness C.; Balcilar, Mehmet; Gupta, Rangan; … - In: International journal of production economics 160 (2015), pp. 66-79
Persistent link: https://www.econbiz.de/10010482834
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The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains
Chang, Tsangyao - 2016
This study applies wavelet analysis to examine the relationship between the U.S. real estate and stock markets over the period 1890-2012. Wavelet analysis allows the simultaneous examination of co-movement and causality between the two markets in both the time and frequency domains. Our findings...
Persistent link: https://www.econbiz.de/10013006954
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Forecasting core inflation : the case of South Africa
Ruch, Franz; Balcilar, Mehmet; Gupta, Rangan; Modise, … - In: Applied economics 52 (2020) 28, pp. 3004-3022
Persistent link: https://www.econbiz.de/10012221472