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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. 908-917
Persistent link: https://www.econbiz.de/10009848563
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A DSGE-VAR model for forecasting key South African macroeconomic variables
Gupta, Rangan; Steinbach, Rudi - In: Economic modelling 33 (2013), pp. 19-33
Persistent link: https://www.econbiz.de/10010161375
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Is the relationship between monetary policy and house prices asymmetric across bull and bear markets in South Africa? Evidence from a Markov-switching vector autoregressive model
Simo-Kengne, Beatrice D.; Balcilar, Mehmet; Gupta, Rangan; … - In: Economic modelling 32 (2013), pp. 161-171
Persistent link: https://www.econbiz.de/10010109558
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An analysis of the informational content of New Zealand data releases: The importance of business opinion surveys
Gupta, Rangan; Jurgilas, Marius; Kabundi, Alain - In: Economic modelling 27 (2010) 1, pp. 304-315
Persistent link: https://www.econbiz.de/10008347920
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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/10010062297
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Forecasting the US real house price index: Structural and non-structural models with and without fundamentals
Gupta, Rangan; Kabundi, Alain; Miller, Stephen M. - In: Economic modelling 28 (2011) 4, pp. 2013-2022
Persistent link: https://www.econbiz.de/10009017392
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Linking global economic dynamics to a South African-specific credit risk correlation model
de Wet, Albertus H.; van Eyden, Reneé; Gupta, Rangan - In: Economic modelling 26 (2009) 5, pp. 1000-1012
Persistent link: https://www.econbiz.de/10008898740
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Structural breaks and GARCH models of stock return volatility: The case of South Africa
Babikir, Ali; Gupta, Rangan; Mwabutwa, Chance; … - In: Economic modelling 29 (2012) 6, pp. 2435-2444
Persistent link: https://www.econbiz.de/10010032197
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Linking global economic dynamics to a South African-specific credit risk correlation model
de Wet, Albertus H.; van Eyden, Reneé; Gupta, Rangan - In: Economic modelling 26 (2009) 5, pp. 1000-1011
Persistent link: https://www.econbiz.de/10008280410
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An in-sample and out-of-sample empirical investigation of the nonlinearity in house prices of South Africa
Balcilar, Mehmet; Gupta, Rangan; Shah, Zahra B. - In: Economic modelling 28 (2011) 3, pp. 891-900
Persistent link: https://www.econbiz.de/10008893642