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The causal relationship between house prices and growth in the nine provinces of South Africa : evidence from panel - Granger causality tests

Chang, Tsangyao; Simo-Kengne, Beatrice D.; Gupta, Rangan - In: International journal of sustainable economy 6 (2014) 4, pp. 345-358

Persistent link: https://ebvufind01.dmz1.zbw.eu/10011311387

The dynamic relationship between house prices and output : evidence from US metropolitan areas

Apergēs, Nikolaos; Simo-Kengne, Beatrice D.; Gupta, Rangan - In: International journal of strategic property management 19 (2015) 4, pp. 336-345

Persistent link: https://ebvufind01.dmz1.zbw.eu/10011598395

Causal relationship between asset prices and output in the United States : evidence from the state-level panel granger causality test

Emirmahmutoglu, Furkan; Bacilar, Mehmet; Apergēs, Nikolaos - In: Regional studies 50 (2016) 10, pp. 1728-1741

Persistent link: https://ebvufind01.dmz1.zbw.eu/10011710601

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://ebvufind01.dmz1.zbw.eu/10009740972

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://ebvufind01.dmz1.zbw.eu/10009760669

House prices and economic growth in South Africa : evidence from provincial-level data

Simo-Kengne, Beatrice D.; Bittencourt, Manuel Fernando; … - In: Journal of real estate literature : a publication of … 20 (2012) 1, pp. 97-117

Persistent link: https://ebvufind01.dmz1.zbw.eu/10009622318

The long-run relationship between consumption, house prices, and stock provincial-level data

Apergēs, Nikolaos; Simo-Kengne, Beatrice D.; Gupta, Rangan - In: Journal of real estate literature : a publication of … 22 (2014) 1, pp. 83-99

Persistent link: https://ebvufind01.dmz1.zbw.eu/10010411543

Time-varying effects of housing and stock returns on U.S. consumption

Simo-Kengne, Beatrice D.; Miller, Stephen M.; Gupta, Rangan - In: The journal of real estate finance and economics 50 (2015) 3, pp. 339-354

Persistent link: https://ebvufind01.dmz1.zbw.eu/10011474541

Convergence in provincial-level South African house prices : evidence from the club convergence and clustering procedure

Apergēs, Nikolaos; Simo-Kengne, Beatrice D.; Gupta, Rangan - In: Review of urban & regional development studies : … 27 (2015) 1, pp. 2-17

Persistent link: https://ebvufind01.dmz1.zbw.eu/10011343748

Time-Varying Effects of Housing and Stock Returns on U.S. Consumption

Simo-Kengne, Beatrice D. - 2015

This paper applies a time-varying parameter vector autoregressive approach to estimate the relative effects of housing and stock returns on the growth rate of US consumption over time. We use annual data from 1890 to 2012 and find that at the one- and two-year horizons and over time, generally...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10013025463