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Browsing Working Papers (Economics) by Author "Miller, Stephen M."
Now showing items 1-7 of 7
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Gupta, Rangan; Miller, Stephen M.; Van Wyk, Dylan (University of Pretoria, Department of Economics, 2010-03)This paper considers how monetary policy, a Federal funds rate shock, affects the dynamics of the US housing sector and whether the financial market liberalization of the early 1980’s influenced those dynamics. The analysis ...
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Balcilar, Mehmet; Gupta, Rangan; Majumdar, Anandamayee; Miller, Stephen M. (University of Pretoria, Department of Economics, 2010-07)This paper provides out-of-sample forecasts of Nevada gross gaming revenue and taxable sales using a battery of linear and non-linear forecasting models and univariate and multivariate techniques. The linear models include ...
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Gupta, Rangan; Kabundi, Alain; Miller, Stephen M. (University of Pretoria, Department of Economics, 2009-12)We employ a 10-variable dynamic structural general equilibrium model to forecast the US real house price index as well as its turning point in 2006:Q2. We also examine various Bayesian and classical time-series models in ...
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Gupta, Rangan; Jurgilas, Marius; Kabundi, Alain; Miller, Stephen M. (University of Pretoria, Department of Economics, 2009-06)Our paper considers the channel whereby monetary policy, a Federal funds rate shock, affects the dynamics of the US housing sector. The analysis uses impulse response functions obtained from a large-scale Bayesian Vector ...
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Gupta, Rangan; Miller, Stephen M. (University of Pretoria, Department of Economics, 2009-01)We examine the time-series relationship between housing prices in Los Angeles, Las Vegas, and Phoenix. First, temporal Granger causality tests reveal that Los Angeles housing prices cause housing prices in Las Vegas ...
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Gupta, Rangan; Miller, Stephen M. (University of Pretoria, Department of Economics, 2009-02)We examine the time-series relationship between housing prices in eight Southern California metropolitan statistical areas (MSAs). First, we perform cointegration tests of the housing price indexes for the MSAs, finding ...
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Gupta, Rangan; Kabundi, Alain; Miller, Stephen M. (University of Pretoria, Department of Economics, 2009-05)We implement several Bayesian and classical models to forecast housing prices in 20 US states. In addition to standard vector-autoregressive (VAR) and Bayesian vector autoregressive (BVAR) models, we also include the ...
Now showing items 1-7 of 7