Narrow search
Showing 1 - 10 of 117
Cover Image
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
Cover Image
Do we need a global VAR model to forecast inflation and output in South Africa?
Waal, Annari de; Van Eyden, Reneé; Gupta, Rangan - In: Applied economics 47 (2015) 25/27, pp. 2649-2670
Persistent link: https://www.econbiz.de/10010519635
Cover Image
The impact of US policy uncertainty on the monetary effectiveness in the Euro area
Balcilar, Mehmet; Demirer, Rıza; Gupta, Rangan; Van … - In: Journal of policy modeling : JPMOD ; a social science … 39 (2017) 6, pp. 1052-1064
Persistent link: https://www.econbiz.de/10011792967
Cover Image
Testing the asymmetric effects of financial conditions in South Africa : a nonlinear vector autoregression approach
Balcilar, Mehmet; Thompson, Kirsten; Gupta, Rangan; Van … - In: Journal of international financial markets, … 43 (2016), pp. 30-43
Persistent link: https://www.econbiz.de/10011673486
Cover Image
Comparing the forecasting ability of financial conditions indices : the case of South Africa
Balcilar, Mehmet; Gupta, Rangan; Van Eyden, Reneé; … - In: The quarterly review of economics and finance : journal … 69 (2018), pp. 245-259
Persistent link: https://www.econbiz.de/10012035015
Cover Image
Monetary policy effectiveness in the face of uncertainty : the real macroeconomic impact of a monetary policy shock in South Africa during high and low uncertainty states
Van Der Westhuizen, Chevaughn; Van Eyden, Reneé; Aye, … - 2023
Persistent link: https://www.econbiz.de/10014369392
Cover Image
Monetary policy and inflation in South Africa : a VECM augmented with foreign variables
Waal, Annari de; Van Eyden, Reneé - In: The South African journal of economics 82 (2014) 1, pp. 117-140
Persistent link: https://www.econbiz.de/10010501415
Cover Image
The impact of economic shocks in the rest of the world on South Africa : evidence from a Global VAR
Waal, Annari de; Van Eyden, Reneé - In: Emerging markets finance & trade : a journal of the … 52 (2016) 1/3, pp. 557-573
Persistent link: https://www.econbiz.de/10011562521
Cover Image
Forecasting house prices for the four census regions and the aggregate US economy in a data-rich environment
Gupta, Rangan - In: Applied economics 45 (2013) 31/33, pp. 4677-4697
Persistent link: https://www.econbiz.de/10010225005
Cover Image
Predicting Downturns in the US Housing Market: A Bayesian Approach
Gupta, Rangan; Das, Sonali - In: The Journal of Real Estate Finance and Economics 41 (2010) 3, pp. 294-319
Persistent link: https://www.econbiz.de/10008678366