Spatial Bayesian Methods of Forecasting House Prices in Six Metropolitan Areas of South Africa
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- 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.
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Citations
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- 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.
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- Ali Azadeh & Mohammad Sheikhalishahi & Ali Boostani, 2014. "A Flexible Neuro-Fuzzy Approach for Improvement of Seasonal Housing Price Estimation in Uncertain and Non-Linear Environments," South African Journal of Economics, Economic Society of South Africa, vol. 82(4), pages 567-582, December.
- Rosa Drift & Jan Haan & Peter Boelhouwer, 2024. "Forecasting House Prices through Credit Conditions: A Bayesian Approach," Computational Economics, Springer;Society for Computational Economics, vol. 64(6), pages 3381-3405, December.
- Gupta, Rangan & Jurgilas, Marius & Kabundi, Alain, 2010.
"The effect of monetary policy on real house price growth in South Africa: A factor-augmented vector autoregression (FAVAR) approach,"
Economic Modelling, Elsevier, vol. 27(1), pages 315-323, January.
- Rangan Gupta & Marius Jurgilas & Alain Kabundi, 2009. "The Effect Of Monetary Policy On Real House Price Growth In South Africa: A Factor Augmented Vector Autoregression (Favar) Approach," Working Papers 200905, University of Pretoria, Department of Economics.
- Cuestas, Juan Carlos, 2017.
"House prices and capital inflows in Spain during the boom: Evidence from a cointegrated VAR and a structural Bayesian VAR,"
Journal of Housing Economics, Elsevier, vol. 37(C), pages 22-28.
- Juan Carlos Cuestas, 2016. "House prices and capital inflows in Spain during the boom: evidence from a cointegrated VAR and a Structural Bayesian VAR," Working Papers 16-11, Asociación Española de Economía y Finanzas Internacionales.
- Roula Inglesi-Lotz & Rangan Gupta, 2011. "Relationship between House Prices and Inflation in South Africa: An ARDL Approach," Working Papers 201130, University of Pretoria, Department of Economics.
- Goodness C. Aye & Samrat Goswami & Rangan Gupta, 2012. "Metropolitan House Prices In India: Do They Converge?," Working Papers 201220, 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,"
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- 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.
- 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.
- 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.
- Luis A. Gil-Alana & Goodness C. Aye & Rangan Gupta, 2012.
"Testing for Persistence with Breaks and Outliers in South African House Prices,"
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- Luis Alberiko Gil-Alaña & Goodness C. Aye & Rangan Gupta, 2013. "Testing for persistence with breaks and outliers in South African house prices," NCID Working Papers 01/2013, Navarra Center for International Development, University of Navarra.
- Luis A. Gil-Alana & Goodness C. Aye & Rangan Gupta, 2012. "Testing for Persistence with Breaks and Outliers in South African House Prices," Faculty Working Papers 20/12, School of Economics and Business Administration, University of Navarra.
- Charles Rahal, 2015. "Housing Market Forecasting with Factor Combinations," Discussion Papers 15-05, Department of Economics, University of Birmingham.
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- Juan Carlos Cuestas & Mercedes Monfort, 2021.
"Co-movement between residential and commercial housing prices: evidence from a new database,"
Applied Economics Letters, Taylor & Francis Journals, vol. 28(5), pages 402-407, March.
- Juan Carlos Cuestas, 2019. "Co-movement between residential and commercial housing prices: Evidence from a new database," Working Papers 2019/11, Economics Department, Universitat Jaume I, Castellón (Spain).
- Aye, G.C. & Goswami, S. & Gupta, R., 2013. "Metropolitan House Prices In Regions of India: Do They Converge?," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, vol. 13(1), pages 135-144.
- 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.
- Shihai Dong & Yandong Wang & Yanyan Gu & Shiwei Shao & Hui Liu & Shanmei Wu & Mengmeng Li, 2020. "Predicting the turning points of housing prices by combining the financial model with genetic algorithm," PLOS ONE, Public Library of Science, vol. 15(4), pages 1-20, April.
- Rangan Gupta & Alain Kabundi, 2010.
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- 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.
- Alain Kabundi & Rangan Gupta & Sonali Das, 2008. "Is a DFM well suited for forecasting regional house price inflation?," Working Papers 085, Economic Research Southern Africa.
- Charles Rahal, 2015. "Housing Market Forecasting with Factor Combinations," Discussion Papers 15-05r, Department of Economics, University of Birmingham.
- Rangan Gupta, 2012. "Forecasting House Prices for the Four Census Regions and the Aggregate US Economy: The Role of a Data-Rich Environment," Working Papers 201214, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Abebe Beyene & Rangan Gupta & Monaheng Seleteng, 2013. "‘Ripple’ Effects in South African House Prices," Urban Studies, Urban Studies Journal Limited, vol. 50(5), pages 876-894, April.
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More about this item
Keywords
BVAR Model; BVAR Forecasts; Forecast Accuracy; SBVAR Model; SBVAR Forecasts; VAR Model; VAR Forecasts;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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