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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://www.econbiz.de/10011474541

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/10009760669

Evolution of the monetary transmission mechanism in the US : the role of asset returns

Simo-Kengne, Beatrice D.; Miller, Stephen M.; Gupta, Rangan - In: The journal of real estate finance and economics 52 (2016) 3, pp. 226-243

Persistent link: https://www.econbiz.de/10011591659

Evolution of the Monetary Transmission Mechanism in the US : The Role of Asset Returns

Simo-Kengne, Beatrice D. - 2016

This paper investigates whether changes in the monetary transmission mechanism as captured by the interest rate respond to variations in asset returns. We distinguish between low-volatility (bull) and high-volatility (bear) markets and employ a TVP-VAR approach with stochastic volatility to...

Persistent link: https://www.econbiz.de/10012997726

Forecasting US real private residential fixed investment using a large number of predictors

Aye, Goodness C.; Gupta, Rangan; Miller, Stephen M.; … - 2014

Persistent link: https://www.econbiz.de/10010415549

Fiscal policy shocks and the dynamics of asset prices : the South African experience

Aye, Goodness C.; Balcilar, Mehmet; Gupta, Rangan; … - In: Public finance review : PFR 42 (2014) 4, pp. 511-531

Persistent link: https://www.econbiz.de/10010387143

Forecasting US real private residential fixed investment using a large number of predictors

Aye, Goodness C.; Miller, Stephen M.; Gupta, Rangan; … - In: Empirical economics : a journal of the Institute for … 51 (2016) 4, pp. 1557-1580

Persistent link: https://www.econbiz.de/10011661835

The long-run impact of inflation in South Africa

Amusa, Kafayat; Gupta, Rangan; Karolia, Shaakira; … - In: Journal of policy modeling : JPMOD ; a social science … 35 (2013) 5, pp. 798-812

Persistent link: https://www.econbiz.de/10009788109

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://www.econbiz.de/10011598395

Oil price uncertainty and manufacturing production

Aye, Goodness C.; Dadam, Vincent; Gupta, Rangan; Mamba, … - In: Energy economics 43 (2014), pp. 41-47

Persistent link: https://www.econbiz.de/10010504182