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Time-varying linkages between tourism receipts and economic growth in South Africa

Balcilar, Mehmet; Van Eyden, Reneé; Inglesi-Lotz, Roula; … - In: Applied economics 46 (2014) 34/36, pp. 4381-4398

Persistent link: https://www.econbiz.de/10010462732

DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa

Gupta, Rangan; Kanda, Patrick T.; Modise, Mampho P.; … - In: Applied economics 47 (2015) 1/3, pp. 207-221

Persistent link: https://www.econbiz.de/10010463937

Are house prices in South Africa really nonstationary? : evidence from SPSM-based panel KSS test with a Fourier function

Chang, Tsangyao; Wu, Tsung-Pao; Gupta, Rangan - In: Applied economics 47 (2015) 1/3, pp. 32-53

Persistent link: https://www.econbiz.de/10010463953

US inflation dynamics on long-range data

Plakandaras, Vasilios; Gkonkas, Periklēs; Gupta, Rangan; … - In: Applied economics 47 (2015) 34/36, pp. 3874-3890

Persistent link: https://www.econbiz.de/10011294308

Forecasting the price of gold

Hassani, Hossein; Silva, Emmanuel Sirimal; Gupta, Rangan; … - In: Applied economics 47 (2015) 37/39, pp. 4141-4152

Persistent link: https://www.econbiz.de/10011294643

Modeling and forecasting carbon dioxide emission allowance spot price volatility : multifractal vs. GARCH-type volatility models

Segnon, Mawuli; Lux, Thomas; Gupta, Rangan - 2015

This paper applies Markov-switching multifractal (MSM) processes to model and forecast carbon dioxide (CO2) emission price volatility, and compares their forecasting performance to the standard GARCH, fractionally integrated GARCH (FIGARCH) and the two-state Markov-switching GARCH (MS-GARCH)...

Persistent link: https://www.econbiz.de/10011296114