Forecasting the South African Economy with VARs and VECMs
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- Rangan Gupta, 2006. "FORECASTING THE SOUTH AFRICAN ECONOMY WITH VARs AND VECMs," South African Journal of Economics, Economic Society of South Africa, vol. 74(4), pages 611-628, December.
References listed on IDEAS
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Citations
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Cited by:
- Rangan Gupta & Stephen Miller, 2012.
"“Ripple effects” and forecasting home prices in Los Angeles, Las Vegas, and Phoenix,"
The Annals of Regional Science, Springer;Western Regional Science Association, vol. 48(3), pages 763-782, June.
- Rangan Gupta & Stephen M. Miller, 2009. ""Ripple Effects" and Forecasting Home Prices in Los Angeles, Las Vegas, and Phoenix," Working papers 2009-05, University of Connecticut, Department of Economics, revised Jun 2009.
- Rangan Gupta & Stephen M. Miller, 2009. "“Ripple Effects” and Forecasting Home Prices In Los Angeles, Las Vegas, and Phoenix," Working Papers 200901, University of Pretoria, Department of Economics.
- Rangan Gupta & Stephen M. Miller, 2009. ""Ripple Effects” and Forecasting Home Prices in Los Angeles, Las Vegas, and Phoenix," Working Papers 0902, University of Nevada, Las Vegas , Department of Economics.
- Mirriam Chitalu Chama-Chiliba & Rangan Gupta & Nonophile Nkambule & Naomi Tlotlego, 2011. "Forecasting Key Macroeconomic Variables of the South African Economy Using Bayesian Variable Selection," Working Papers 201132, University of Pretoria, Department of Economics.
- Eric Schaling & Guangling Dave Liu & Rangan Gupta, 2007.
"Forecasting the South African Economy: A DSGE-VAR Approach,"
Working Papers
051, Economic Research Southern Africa.
- Liu, G. & Gupta, R. & Schaling, E., 2008. "Forecasting the South African Economy : A DSGE-VAR Approach," Discussion Paper 2008-32, Tilburg University, Center for Economic Research.
- Liu, G. & Gupta, R. & Schaling, E., 2008. "Forecasting the South African Economy : A DSGE-VAR Approach," Other publications TiSEM adfaca2d-b9dd-4548-93d0-3, Tilburg University, School of Economics and Management.
- Guangling (Dave) Liu & Rangan Gupta & Eric Schaling, 2007. "Forecasting the South African Economy: A DSGE-VAR Approach," Working Papers 200724, University of Pretoria, Department of Economics.
- Guangling 'Dave' Liu & Rangan Gupta & Eric Schaling, 2009.
"A New-Keynesian DSGE model for forecasting the South African economy,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 28(5), pages 387-404.
- Guangling (Dave) Liu & Rangan Gupta & Eric Schaling, 2008. "A New-Keynesian DSGE Model for Forecasting the South African Economy," Working Papers 200805, University of Pretoria, Department of Economics.
- repec:ipg:wpaper:2014-471 is not listed on IDEAS
- 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.
- Gupta, Rangan & Kabundi, Alain & Miller, Stephen M., 2011.
"Forecasting the US real house price index: Structural and non-structural models with and without fundamentals,"
Economic Modelling, Elsevier, vol. 28(4), pages 2013-2021, July.
- Rangan Gupta & Alain Kabundi & Stephen M. Miller, 2009. "Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals," Working Papers 200927, University of Pretoria, Department of Economics.
- Rangan Gupta & Alan Kabundi & Stephen M. Miller, 2010. "Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals," Working Papers 1001, University of Nevada, Las Vegas , Department of Economics.
- Rangan Gupta & Alain Kabundi & Stephen M. Miller, 2009. "Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals," Working papers 2009-42, University of Connecticut, Department of Economics.
- Rangan Gupta & Alain Kabundi & Stephen M. Miller, 2009.
"Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States,"
Working papers
2009-13, University of Connecticut, Department of Economics.
- Rangan Gupta & Alain Kabundi & Stephen M. Miller, 2009. "Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States," Working Papers 200912, University of Pretoria, Department of Economics.
- Rangan Gupta & Alain Kabundi & Stephen M. Miller, 2009. "Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States," Working Papers 0916, University of Nevada, Las Vegas , Department of Economics.
- Rangan Gupta & Stephen Miller, 2012.
"The Time-Series Properties of House Prices: A Case Study of the Southern California Market,"
The Journal of Real Estate Finance and Economics, Springer, vol. 44(3), pages 339-361, April.
- Rangan Gupta & Stephen M. Miller, 2009. "The Time-Series Properties of House Prices: A Case Study of the Southern California Market," Working Papers 0912, University of Nevada, Las Vegas , Department of Economics, revised Dec 2009.
- Annari De Waal & Rene頖an Eyden & Rangan Gupta, 2015.
"Do we need a global VAR model to forecast inflation and output in South Africa?,"
Applied Economics, Taylor & Francis Journals, vol. 47(25), pages 2649-2670, May.
- Annari de Waal & Renee van Eyden & Rangan Gupta, 2013. "Do we need a global VAR model to forecast inflation and output in South Africa?," Working Papers 201346, University of Pretoria, Department of Economics.
- Dominique Guegan & Patrick Rakotomarolahy, 2010. "Alternative methods for forecasting GDP," Post-Print halshs-00511979, HAL.
- Rangan Gupta, 2009. "Bayesian Methods Of Forecasting Inventory Investment," South African Journal of Economics, Economic Society of South Africa, vol. 77(1), pages 113-126, March.
- 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.
- 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.
- Nonso Obikili, 2018. "Unfulfilled expectations and the emergence of the EFF," Working Papers 149, Economic Research Southern Africa.
- Patrick T. Kanda & Mehmet Balcilar & Pejman Bahramian & Rangan Gupta, 2016.
"Forecasting South African inflation using non-linearmodels: a weighted loss-based evaluation,"
Applied Economics, Taylor & Francis Journals, vol. 48(26), pages 2412-2427, June.
- Pejman Bahramian & Mehmet Balcilar & Rangan Gupta & Patrick T. kanda, 2014. "Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation," Working Papers 15-19, Eastern Mediterranean University, Department of Economics.
- Patrick T. kanda & Mehmet Balcilar & Pejman Bahramian & Rangan Gupta, 2014. "Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation," Working Papers 201416, University of Pretoria, Department of Economics.
- Balcilar, Mehmet & Gupta, Rangan & Shah, Zahra B., 2011.
"An in-sample and out-of-sample empirical investigation of the nonlinearity in house prices of South Africa,"
Economic Modelling, Elsevier, vol. 28(3), pages 891-899, May.
- Mehmet Balcilar & Rangan Gupta & Zahra Shah, 2010. "An In-Sample and Out-of-Sample Empirical Investigation of the Nonlinearity in House Prices of South Africa," Working Papers 201008, 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.
- Dominique Guegan & Patrick Rakotomarolahy, 2010. "Alternative methods for forecasting GDP," PSE-Ecole d'économie de Paris (Postprint) halshs-00511979, HAL.
- Rangan Gupta & Alain Kabundi, 2010.
"Forecasting macroeconomic variables in a small open economy: a comparison between small- and large-scale models,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 168-185.
- Rangan Gupta & Alain Kabundi, 2008. "Forecasting Macroeconomic Variables in a Small Open Economy: A Comparison between Small- and Large-Scale Models," Working Papers 200830, University of Pretoria, Department of Economics.
- Dominique Guegan & Patrick Rakotomarolahy, 2010. "Alternative methods for forecasting GDP," Post-Print halshs-00505165, HAL.
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More about this item
Keywords
VECM and BVECM; VAR and BVAR Model; Forecast Accuracy; BVECM;All these keywords.
JEL classification:
- E17 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - Forecasting and Simulation: Models and Applications
- E27 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Forecasting and Simulation: Models and Applications
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
- E47 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Forecasting and Simulation: Models and Applications
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