Sonali Das
Personal Details
First Name: | Sonali |
Middle Name: | |
Last Name: | Das |
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RePEc Short-ID: | pda321 |
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Research output
Jump to: Working papers ArticlesWorking papers
- Siphumlile Mangisa & Sonali Das & Rangan Gupta, 2020.
"Analysing the Impact of Brexit on Global Uncertainty Using Functional Linear Regression with Point of Impact: The Role of Currency and Equity Markets,"
Working Papers
202012, University of Pretoria, Department of Economics.
- Siphumlile Mangisa & Sonali Das & Rangan Gupta, 2022. "Analyzing The Impact Of Brexit On Global Uncertainty Using Functional Linear Regression With Point Of Impact: The Role Of Currency And Equity Markets," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 67(04), pages 1377-1388, June.
- Sonali Das & Riza Demirer & Rangan Gupta & Siphumlile Mangisa, 2019.
"The Effect of Global Crises on Stock Market Correlations: Evidence from Scalar Regressions via Functional Data Analysis,"
Working Papers
201908, University of Pretoria, Department of Economics.
- Das, Sonali & Demirer, Riza & Gupta, Rangan & Mangisa, Siphumlile, 2019. "The effect of global crises on stock market correlations: Evidence from scalar regressions via functional data analysis," Structural Change and Economic Dynamics, Elsevier, vol. 50(C), pages 132-147.
- Josue Mbonigaba & Wa Ntita Serge Kabongo, 2017. "Demand-side determinants of access to healthcare services: Empirical evidence from Africa," Working Papers 103, Economic Research Southern Africa.
- Sonali Das & Jeffrey S. Racine, 2016. "Nonparametric Analysis of Complex Nonlinear Systems," Department of Economics Working Papers 2016-07, McMaster University.
- Ailie Charteris & Barry Strydom, 2016. "Stock return predictability in South Africa: An Alternative Approach," Working Papers 85, Economic Research Southern Africa.
- Hossein Hassani & Emmanuel Sirimal Silva & Rangan Gupta & Sonali Das, 2015.
"Predicting Global Temperature Anomaly: A Definitive Investigation Using an Ensemble of Twelve Competing Forecasting Models,"
Working Papers
201561, University of Pretoria, Department of Economics.
- Hassani, Hossein & Silva, Emmanuel Sirimal & Gupta, Rangan & Das, Sonali, 2018. "Predicting global temperature anomaly: A definitive investigation using an ensemble of twelve competing forecasting models," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 509(C), pages 121-139.
- Wendy Nyakabawo & Stephen M. Miller & Mehmet Balcilar & Sonali Das & Rangan Gupta, 2013.
"Temporal Causality between House Prices and Output in the U.S.: A Bootstrap Rolling-Window Approach,"
Working papers
2013-14, University of Connecticut, Department of Economics.
- Nyakabawo, Wendy & Miller, Stephen M. & Balcilar, Mehmet & Das, Sonali & Gupta, Rangan, 2015. "Temporal causality between house prices and output in the US: A bootstrap rolling-window approach," The North American Journal of Economics and Finance, Elsevier, vol. 33(C), pages 55-73.
- Wendy Nyakabawo & Stephen M. Miller & Mehmet Balcilar & Sonali Das & Rangan Gupta, 2013. "Temporal Causality between House Prices and Output in the U. S.: A Bootstrap Rolling-Window Approach," Working Papers 201329, University of Pretoria, Department of Economics.
- Sonali Das & Rangan Gupta & Patrick T. Kanda & Monique Reid & Christian K. Tipoy & Mulatu F. Zerihun, 2012.
"Real Interest Rate Persistence in South Africa: Evidence and Implications,"
Working Papers
17/2012, Stellenbosch University, Department of Economics.
- Sonali Das & Rangan Gupta & Patrick Kanda & Monique Reid & Christian Tipoy & Mulatu Zerihun, 2014. "Real interest rate persistence in South Africa: evidence and implications," Economic Change and Restructuring, Springer, vol. 47(1), pages 41-62, February.
- Sonali Das & Rangan Gupta & Patrick T. Kanda & Monique Reid & Christian K. Tipoy & Mulatu F. Zerihun, 2012. "Real Interest Rate Persistence in South Africa: Evidence and Implications," Working Papers 201204, University of Pretoria, Department of Economics.
- Sonali Das & Rangan Gupta & Patrick T Kanda, 2010. "Bubbles in South African House Prices and their Impact on Consumption," Working Papers 201017, University of Pretoria, Department of Economics.
- Sonali Das & Rangan Gupta & Patrick Agu Kaya, 2009.
"Convergence of Metropolitan House Prices in South Africa: A Re-Examination Using Efficient Unit Root Tests,"
Working Papers
200922, University of Pretoria, Department of Economics.
- Sonali DAS , Rangan GUPTA & Patrick A. KAYA, 2010. "Convergence Of Metropolitan House Prices In South Africa: A Re-Examination Using Efficient Unit Root Tests," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 10(1).
- Rangan Gupta & Christian K. Tipoy & Sonali Das, 2009.
"Could We Have Predicted the Recent Downturn in Home Sales of the Four US Census Regions?,"
Working Papers
200926, University of Pretoria, Department of Economics.
- Rangan Gupta & Christian Tipoy & Sonali Das, 2010. "Could We Have Predicted the Recent Downturn in Home Sales in the Four U.S. Census Regions?," Journal of Housing Research, Taylor & Francis Journals, vol. 19(2), pages 111-128, January.
- Sonali Das & Rangan Gupta & Alain Kabundi, 2009.
"The Blessing Of Dimensionality In Forecasting Real House Price Growth In The Nine Census Divisions Of The Us,"
Working Papers
200902, University of Pretoria, Department of Economics.
- Sonali Das & Rangan Gupta & Alain Kabundi, 2010. "The Blessing of Dimensionality in Forecasting Real House Price Growth in the Nine Census Divisions of the U.S," Journal of Housing Research, Taylor & Francis Journals, vol. 19(1), pages 89-109, January.
- Sonali Das & Rangan Gupta & Alain Kabundi, 2008.
"Could We Have Predicted The Recent Downturn In The South African Housing Market?,"
Working Papers
200831, University of Pretoria, Department of Economics.
- Das, Sonali & Gupta, Rangan & Kabundi, Alain, 2009. "Could we have predicted the recent downturn in the South African housing market?," Journal of Housing Economics, Elsevier, vol. 18(4), pages 325-335, December.
- Nonso Obikili, 2018. "Unfulfilled expectations and the emergence of the EFF," Working Papers 149, Economic Research Southern Africa.
- Rangan Gupta & Sonali Das, 2008.
"Spatial Bayesian Methods of Forecasting House Prices in Six Metropolitan Areas of South Africa,"
Working Papers
200813, University of Pretoria, Department of Economics.
- Rangan Gupta & Sonali Das, 2008. "Spatial Bayesian Methods Of Forecasting House Prices In Six Metropolitan Areas Of South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 76(2), pages 298-313, June.
- Rangan Gupta & Sonali Das, 2008.
"Predicting Downturns in the US Housing Market: A Bayesian Approach,"
Working Papers
200821, University of Pretoria, Department of Economics.
- Rangan Gupta & Sonali Das, 2010. "Predicting Downturns in the US Housing Market: A Bayesian Approach," The Journal of Real Estate Finance and Economics, Springer, vol. 41(3), pages 294-319, October.
- Sonali Das & Rangan Gupta & Alain Kabundi, 2008. "Is a DFM Well-Suited in Forecasting Regional House Price Inflation?," Working Papers 200814, University of Pretoria, Department of Economics.
Articles
- Das, Sonali & Demirer, Riza & Gupta, Rangan & Mangisa, Siphumlile, 2019.
"The effect of global crises on stock market correlations: Evidence from scalar regressions via functional data analysis,"
Structural Change and Economic Dynamics, Elsevier, vol. 50(C), pages 132-147.
- Sonali Das & Riza Demirer & Rangan Gupta & Siphumlile Mangisa, 2019. "The Effect of Global Crises on Stock Market Correlations: Evidence from Scalar Regressions via Functional Data Analysis," Working Papers 201908, University of Pretoria, Department of Economics.
- Das, Sonali & Racine, Jeffrey S., 2018. "Interactive nonparametric analysis of nonlinear systems," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 510(C), pages 290-301.
- Hassani, Hossein & Silva, Emmanuel Sirimal & Gupta, Rangan & Das, Sonali, 2018.
"Predicting global temperature anomaly: A definitive investigation using an ensemble of twelve competing forecasting models,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 509(C), pages 121-139.
- Hossein Hassani & Emmanuel Sirimal Silva & Rangan Gupta & Sonali Das, 2015. "Predicting Global Temperature Anomaly: A Definitive Investigation Using an Ensemble of Twelve Competing Forecasting Models," Working Papers 201561, University of Pretoria, Department of Economics.
- Nyakabawo, Wendy & Miller, Stephen M. & Balcilar, Mehmet & Das, Sonali & Gupta, Rangan, 2015.
"Temporal causality between house prices and output in the US: A bootstrap rolling-window approach,"
The North American Journal of Economics and Finance, Elsevier, vol. 33(C), pages 55-73.
- Wendy Nyakabawo & Stephen M. Miller & Mehmet Balcilar & Sonali Das & Rangan Gupta, 2013. "Temporal Causality between House Prices and Output in the U.S.: A Bootstrap Rolling-Window Approach," Working papers 2013-14, University of Connecticut, Department of Economics.
- Wendy Nyakabawo & Stephen M. Miller & Mehmet Balcilar & Sonali Das & Rangan Gupta, 2013. "Temporal Causality between House Prices and Output in the U. S.: A Bootstrap Rolling-Window Approach," Working Papers 201329, University of Pretoria, Department of Economics.
- Das, Sonali, 2014. "Pedestrian fatality and natural light: Evidence from South Africa using a Bayesian approach," Economic Modelling, Elsevier, vol. 38(C), pages 311-315.
- Sonali Das & Rangan Gupta & Patrick Kanda & Monique Reid & Christian Tipoy & Mulatu Zerihun, 2014.
"Real interest rate persistence in South Africa: evidence and implications,"
Economic Change and Restructuring, Springer, vol. 47(1), pages 41-62, February.
- Sonali Das & Rangan Gupta & Patrick T. Kanda & Monique Reid & Christian K. Tipoy & Mulatu F. Zerihun, 2012. "Real Interest Rate Persistence in South Africa: Evidence and Implications," Working Papers 201204, University of Pretoria, Department of Economics.
- Sonali Das & Rangan Gupta & Patrick T. Kanda & Monique Reid & Christian K. Tipoy & Mulatu F. Zerihun, 2012. "Real Interest Rate Persistence in South Africa: Evidence and Implications," Working Papers 17/2012, Stellenbosch University, Department of Economics.
- Sonali Das & Rangan Gupta & Alain Kabundi, 2011. "Forecasting regional house price inflation: a comparison between dynamic factor models and vector autoregressive models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 30(2), pages 288-302, March.
- Sonali DAS , Rangan GUPTA & Patrick A. KAYA, 2010.
"Convergence Of Metropolitan House Prices In South Africa: A Re-Examination Using Efficient Unit Root Tests,"
Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 10(1).
- Sonali Das & Rangan Gupta & Patrick Agu Kaya, 2009. "Convergence of Metropolitan House Prices in South Africa: A Re-Examination Using Efficient Unit Root Tests," Working Papers 200922, University of Pretoria, Department of Economics.
- Rangan Gupta & Sonali Das, 2010.
"Predicting Downturns in the US Housing Market: A Bayesian Approach,"
The Journal of Real Estate Finance and Economics, Springer, vol. 41(3), pages 294-319, October.
- Rangan Gupta & Sonali Das, 2008. "Predicting Downturns in the US Housing Market: A Bayesian Approach," Working Papers 200821, University of Pretoria, Department of Economics.
- Das, Sonali & Gupta, Rangan & Kabundi, Alain, 2009.
"Could we have predicted the recent downturn in the South African housing market?,"
Journal of Housing Economics, Elsevier, vol. 18(4), pages 325-335, December.
- Nonso Obikili, 2018. "Unfulfilled expectations and the emergence of the EFF," Working Papers 149, Economic Research Southern Africa.
- Sonali Das & Rangan Gupta & Alain Kabundi, 2008. "Could We Have Predicted The Recent Downturn In The South African Housing Market?," Working Papers 200831, University of Pretoria, Department of Economics.
- Rangan Gupta & Sonali Das, 2008.
"Spatial Bayesian Methods Of Forecasting House Prices In Six Metropolitan Areas Of South Africa,"
South African Journal of Economics, Economic Society of South Africa, vol. 76(2), pages 298-313, June.
- Rangan Gupta & Sonali Das, 2008. "Spatial Bayesian Methods of Forecasting House Prices in Six Metropolitan Areas of South Africa," Working Papers 200813, University of Pretoria, Department of Economics.
More information
Research fields, statistics, top rankings, if available.Statistics
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 11 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-URE: Urban and Real Estate Economics (8) 2008-07-05 2008-07-05 2008-10-21 2009-01-24 2009-10-24 2009-12-19 2010-07-31 2013-07-15. Author is listed
- NEP-FOR: Forecasting (5) 2008-07-05 2008-07-05 2008-10-21 2009-01-24 2009-12-19. Author is listed
- NEP-AFR: Africa (3) 2009-10-24 2010-07-31 2012-11-11
- NEP-ECM: Econometrics (3) 2008-07-05 2008-10-21 2016-07-23
- NEP-GEO: Economic Geography (2) 2008-07-05 2008-07-05
- NEP-MAC: Macroeconomics (2) 2008-07-05 2009-01-24
- NEP-CBA: Central Banking (1) 2009-01-24
- NEP-FMK: Financial Markets (1) 2019-02-11
- NEP-HIS: Business, Economic and Financial History (1) 2019-02-11
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