Stock return predictability in South Africa: An Alternative Approach
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- 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.
- Alain KABUNDI & Rangan GUPTA, 2009.
"The Effect of Monetary Policy on House Price Inflation: A Factor Augmented Vector Autoregression (FAVAR) Approach,"
EcoMod2009
21500048, EcoMod.
- Rangan Gupta & Alain Kabundi, 2009. "The Effect Of Monetary Policy On House Price Inflation: A Factor Augmented Vector Autoregression (Favar) Approach," Working Papers 200903, University of Pretoria, Department of Economics.
- Rangan Gupta & Stephen M. Miller & Dylan van Wyk, 2010.
"Financial Market Liberalization, Monetary Policy, and Housing Price Dynamics,"
Working papers
2010-06, University of Connecticut, Department of Economics.
- Rangan Gupta & Marius Jurgilas & Stephen M. Miller & Dylan van Wyk, 2010. "Financial Market Liberalization, Monetary Policy, and Housing Price Dynamics," Working Papers 201009, 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.
- 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.
- Alain Kabundi & Rangan Gupta & Sonali Das, 2009. "Could we have predicted the recent downturn in the South African Housing Market?," Working Papers 149, Economic Research Southern Africa.
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