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Browsing Economic and Management Sciences by Author "Das, Sonali"
Now showing items 1-20 of 21
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Analysing maximum monthly temperatures in South Africa for 45 years using functional data analysis Rangata, Mapitsi; Das, Sonali; Ali, Montaz (Asia University, Taiwan, 2020)The paper uses Functional Data Analysis (FDA) to explore space and time variation of monthly maximum temperature data of 16 locations in South Africa for the period 1965 - 2010 at intervals of 5 years. We explore monthly ...
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Gupta, Rangan; Das, Sonali; Kabundi, Alain (University of Pretoria, Department of Economics, 2009-01)This paper analyzes whether a wealth of information contained in 126 monthly series used by large-scale Bayesian Vector Autoregressive (LBVAR) models, as well as Factor Augmented Vector Autoregressive (FAVAR) models, ...
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Das, Sonali; Gupta, Rangan; Kanda, Patrick T. (American Real Estate Society, 2011)This study tests for house price bubbles in the South African housing market using quarterly data from 1969:Q2 to 2009:Q3, based on the unit root test developed by Phillips, Wu, and Yu (2010). The findings indicate house ...
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Gupta, Rangan; Kanda, Patrick T.; Das, Sonali (University of Pretoria, Department of Economics, 2010-07)This paper tests for house price bubbles in the South African housing market, using quarterly data from 1969:Q2 to 2009:Q3, based on the unit root test developed by Phillips et al. (2010). This test allows us to detect ...
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Das, Sonali; Gupta, Rangan; Kaya, Patrick A. (Euro-American Association of Economic Development, 2010)This paper analyzes whether the Law of One Price (LOOP) holds in the housing market of five metropolitan areas of South Africa, namely Cape Town, Durban, Greater Johannesburg, Port Elizabeth/Uitenhage and Pretoria. We test ...
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Gupta, Rangan; Tipoy, Christian Kakese; Das, Sonali (University of Pretoria, Department of Economics, 2009-12)This paper analyzes the ability of a random walk and, classical and Bayesian versions of autoregressive, vector autoregressive and vector error correction models in forecasting home sales for the four US census regions ...
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Gupta, Rangan; Das, Sonali; Kabundi, Alain (University of Pretoria, Department of Economics, 2008-10)This paper develops large-scale Bayesian Vector Autoregressive (BVAR) models, based on 268 quarterly series, for forecasting annualized real house price growth rates for large-, medium- and smallmiddle- segment housing ...
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Das, Sonali; Gupta, Rangan; Kabundi, Alain (Elsevier, 2009)This paper develops large-scale Bayesian Vector Autoregressive (BVAR) models, based on 268 quarterly series, for forecasting annualized real house price growth rates for large-, medium- and small-middle-segment housing for ...
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Das, Sonali; Demirer, Riza; Gupta, Rangan (Elsevier, 2019-09)This paper presents a novel, mixed-frequency based regression approach, derived from functional data analysis (FDA), to analyze the effect of global crises on stock market correlations, using a long span of data, dating ...
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Salisu, Afees A.; Gupta, Rangan; Karmakar, Sayar; Das, Sonali (Elsevier, 2022-03)In this paper, we develop a proxy for global uncertainty based on the volatility of gold market over the annual periods from 1311 to 2019, and then use this proxy metric to forecast historical growth-rates for eight advanced ...
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Das, Sonali; Gupta, Rangan; Kabundi, Alain (Wiley-Blackwell, 2011)This paper uses the Dynamic Factor Model framework, which accommodates a large cross-section of macroeconomic time series, for forecasting regional house price inflation. In this study, we forecast house price inflation ...
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Van Staden, Antoinique; Ahmed, Nova; Getachew, Yoseph; Gledhill, Irvy M.A.; Kanjere, Maria; Khuluse-Makhanya, Sibusisiwe; Das, Sonali (Academy of Science of South Africa, 2019-03-27)The disparities that exist between men and women, and more so working mothers, in the participation of science, technology, engineering, mathematics, medicine and innovation (STEMMI) are a global concern.2 In the ...
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Ilo, Sylvester O.; Das, Sonali; Bello, Felix G. (Africa Journal, 2023)The need to systematically examine emergent literature focusing on the impact of the COVID-19 pandemic on South African tourism is prompted by the contributions of tourism to the South African economy. The Preferred Reporting ...
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Gupta, Rangan; Das, Sonali; Kabundi, Alain (University of Pretoria, Department of Economics, 2008-06)This paper uses the Dynamic Factor Model (DFM) framework, which accommodates a large cross-section of macroeconomic time series for forecasting regional house price inflation. As a case study, we use data on house price ...
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Gupta, Rangan; Das, Sonali (Springer, 2010)This paper estimates Bayesian Vector Autoregressive (BVAR) models, both spatial and non-spatial (univariate and multivariate), for the twenty largest states of the US economy, using quarterly data over the period ...
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Gupta, Rangan; Das, Sonali (University of Pretoria, Department of Economics, 2008-06)This paper estimates Bayesian Vector Autoregressive (BVAR) models, both spatial and non-spatial (univariate and multivariate), for the twenty largest states of the US economy, using quarterly data over the period 1976:Q1 ...
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Hassani, Hossein; Silva, Emmanuel Sirimal; Gupta, Rangan; Das, Sonali (Elsevier, 2018-11)
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Das, Sonali; Gupta, Rangan; Kanda, Patrick T.; Reid, Monique; Tipoy, Christian Kakese; Zerihun, Mulatu F. (Springer, 2014-01)The real interest rate is a very important variable in the transmission of monetary policy. It features in vast majority of financial and macroeconomic models. Though the theoretical importance of the real interest rate ...
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Ilo, Sylvester O.; Das, Sonali; Bello, Felix G. (Routledge, 2024)The adverse impacts of the COVID-19 pandemic on the global tourism industry necessitated several responses from policymakers in order to support the industry’s recovery and post-pandemic growth. Southern Africa hosts ...
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Gupta, Rangan; Das, Sonali (Blackwell, 2008-06)This paper estimates Spatial Bayesian Vector Autoregressive (SBVAR) models, based on the First-Order Spatial Contiguity and the Random Walk Averaging priors, for six metropolitan areas of South Africa, using monthly data ...
Now showing items 1-20 of 21