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Do house prices impact consumption and interest rates? : evidence from OECD countries using an agnostic identification procedure

André, Christophe; Gupta, Rangan; Kanda, Patrick T. - In: Applied economics quarterly 58 (2012) 1, pp. 19-70

Persistent link: https://www.econbiz.de/10009746031

Do house prices impact consumption and interest rate? : evidence from OECD countries using an agnostic identification procedure

André, Christophe; Gupta, Rangan; Kanda, Patrick T. - 2012

This paper investigates the existence of significant spillovers from the housing sector onto the wider economy for the seven major OECD countries using Uhlig's (2005) agnostic identification procedure. This method allows a housing demand shock to be identified in a six-variable VAR model by...

Persistent link: https://www.econbiz.de/10009690177

Bubbles in South African house prices and their impact on consumption

Das, Sonali; Gupta, Rangan; Kanda, Patrick T. - In: Journal of real estate literature : a publication of … 19 (2011) 1, pp. 71-91

Persistent link: https://www.econbiz.de/10009384899

Real interest rate persistence in South Africa : evidence and implications

Das, Sonali; Gupta, Rangan; Kanda, Patrick T.; Reid, Monique - In: Economic change and restructuring : empirical and … 47 (2014) 1, pp. 41-62

Persistent link: https://www.econbiz.de/10010408410

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

Does the price of oil help predict inflation in South Africa? : historical evidence using a frequency domain approach

Gupta, Rangan; Kanda, Patrick T. - In: Economia internazionale 68 (2015) 4, pp. 451-467

Persistent link: https://www.econbiz.de/10011428268

Forecasting South African inflation using non-linearmodels : a weighted loss-based evaluation

Kanda, Patrick T.; Balcilar, Mehmet; Bahramian, Pejman; … - In: Applied economics 48 (2016) 25/27, pp. 2412-2427

Persistent link: https://www.econbiz.de/10011591098

Testing for persistence in housing price-to-income and price-to-rent ratios in 16 OECD countries

André, Christophe; Gil-Alaña, Luis A.; Gupta, Rangan - In: Applied economics 46 (2014) 16/18, pp. 2127-2138

Persistent link: https://www.econbiz.de/10010413319

Current account sustainability in G7 and BRICS : evidence from a long-memory model with structural breaks

André, Christophe; Balcilar, Mehmet; Chang, Tsangyao; … - In: The journal of international trade & economic development 27 (2018) 5/6, pp. 638-654

Persistent link: https://www.econbiz.de/10011897008

Dynamic spillovers in the United States : stock market, housing, uncertainty, and the macroeconomy

Antonakakis, Nikolaos; André, Christophe; Gupta, Rangan - In: Southern economic journal 83 (2016) 2, pp. 609-624

Persistent link: https://www.econbiz.de/10011625589