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A time-varying approach to analysing fiscal policy and asset prices in South Africa

Gupta, Rangan; Jooste, Charl; Matlou, Kanyane - In: Journal of Financial Economic Policy 6 (2014) 1, pp. 46-63

Purpose – This paper aims to study the interplay of fiscal policy and asset prices in a time-varying fashion. Design/methodology/approach – Using South African data since 1966, the authors are able to study the dynamic shocks of both fiscal policy and asset prices on asset prices and fiscal...

Persistent link: https://www.econbiz.de/10014866897

A Time-Varying Approach to Analysing Fiscal Policy and Asset Prices in South Africa

Gupta, Rangan; Jooste, Charl; Matlou, Kanyane - Department of Economics, Faculty of Economic and … - 2013

This paper studies the interplay of fiscal policy and asset prices in a time varying parameter VAR. Using South African data since 1966 we are able to study the dynamic shocks of both fiscal policy and asset prices on asset prices and fiscal policy. This enables us to isolate specific periods in...

Persistent link: https://www.econbiz.de/10010643573

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

Aye, Goodness C.; Balcilar, Mehmet; Gupta, Rangan; … - 2012

Persistent link: https://www.econbiz.de/10009660761

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

Are there long-run diversification gains from the Dow Jones Islamic finance index?

Balcilar, Mehmet; Jooste, Charl; Hammoudeh, Shawkat; … - In: Applied economics letters 22 (2015) 10/12, pp. 945-950

Persistent link: https://www.econbiz.de/10011285996

The time-series linkages between US fiscal policy and asset prices

El Montasser, Ghassen; Gupta, Rangan; Jooste, Charl; … - 2016

Persistent link: https://www.econbiz.de/10011547643

The growth-inflation nexus for the US from 1801 to 2013 : a semiparametric approach

Balcilar, Memet; Gupta, Rangan; Jooste, Charl - In: Journal of applied economics 20 (2017) 1, pp. 105-120

Persistent link: https://www.econbiz.de/10011924262

Unconventional monetary policy shocks in OECD countries : how important is the extent of policy uncertainty?

Gupta, Rangan; Jooste, Charl - In: International economics and economic policy : IEEP 15 (2018) 3, pp. 683-703

Persistent link: https://www.econbiz.de/10011955341

The dynamic response of the rand real exchange rate to fundamental shocks

Balcilar, Mehmet; Gupta, Rangan; Jooste, Charl - In: Journal of economic studies 43 (2016) 1, pp. 108-121

Persistent link: https://www.econbiz.de/10011687400

South Africa's inflation persistence : a quantile regression framework

Gupta, Rangan; Jooste, Charl; Ranjbar, Omid - In: Economic change and restructuring : empirical and … 50 (2017) 4, pp. 367-386

Persistent link: https://www.econbiz.de/10011778459