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Browsing Research Articles (Economics) by Author "Das, Sonali"
Now showing items 1-12 of 12
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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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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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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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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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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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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 ...
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Temporal causality between house prices and output in the US : a bootstrap rolling-window approach Nyakabawo, Wendy; Miller, Stephen M.; Balcilar, Mehmet; Das, Sonali; Gupta, Rangan (Elsevier, 2015-07)This paper examines the causal relationships between the realhouse price index and real GDP per capita in the US, using thebootstrap Granger (temporal) non-causality test and a fixed-sizerolling-window estimation approach. ...
Now showing items 1-12 of 12