1. Housing Boom, Dutch Disease, and the Decline in Chinas Manufacturing Exports. (2023). Liu, Zhuqing ; Tong, Jiadong.
   In: China & World Economy.
   RePEc:bla:chinae:v:31:y:2023:i:3:p:205-229.

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2. Commodity Prices and Forecastability of South African Stock Returns Over a Century: Sentiments versus Fundamentals. (2021). Salisu, Afees ; GUPTA, RANGAN.
   In: Working Papers.
   RePEc:pre:wpaper:202144.

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3. Housing sector and economic policy uncertainty: A GMM panel VAR approach. (2021). Wohar, Mark ; Uzuner, Gizem ; Balcilar, Mehmet ; Roubaud, David.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:76:y:2021:i:c:p:114-126.

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4. Forecasting output growth using a DSGE-based decomposition of the South African yield curve. (2020). Steinbach, Max ; Hollander, Hylton ; GUPTA, RANGAN.
   In: Empirical Economics.
   RePEc:spr:empeco:v:58:y:2020:i:1:d:10.1007_s00181-018-1607-4.

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5. The Journal of Emerging Market Finance: A Bibliometric Overview (2002€“2019). (2020). Kumar, Satish ; Madhavan, Vinodh ; Sureka, Riya.
   In: Journal of Emerging Market Finance.
   RePEc:sae:emffin:v:19:y:2020:i:3:p:326-352.

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6. Predicting international equity returns: Evidence from time-varying parameter vector autoregressive models. (2020). Piribauer, Philipp ; Huber, Florian ; GUPTA, RANGAN.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:68:y:2020:i:c:s1057521918307555.

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7. How do Housing Returns in Emerging Countries Respond to Oil Shocks? A MIDAS Touch. (2019). Salisu, Afees ; GUPTA, RANGAN.
   In: Working Papers.
   RePEc:pre:wpaper:201946.

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8. The effect of gold market speculation on REIT returns in South Africa: a behavioral perspective. (2017). GUPTA, RANGAN ; Demirer, Riza ; Balcilar, Mehmet ; Akinsomi, Omokolade.
   In: Journal of Economics and Finance.
   RePEc:spr:jecfin:v:41:y:2017:i:4:d:10.1007_s12197-016-9381-7.

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9. Forecasting the U.S. Real House Price Index. (2017). Plakandaras, Vasilios ; Papadimitriou, Theophilos ; GUPTA, RANGAN ; Gogas, Periklis.
   In: Papers.
   RePEc:arx:papers:1707.04868.

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10. Causal Relationship between Asset Prices and Output in the United States: Evidence from the State-Level Panel Granger Causality Test. (2016). Simo-Kengne, Beatrice Desiree ; GUPTA, RANGAN ; Emirmahmutoglu, Furkan ; Chang, Tsangyao ; Balcilar, Mehmet ; Apergis, Nicholas ; Bacilar, Mehmet.
    In: Regional Studies.
    RePEc:taf:regstd:v:50:y:2016:i:10:p:1728-1741.

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11. Forecasting South African inflation using non-linearmodels: a weighted loss-based evaluation. (2016). Kanda, Patrick ; GUPTA, RANGAN ; Balcilar, Mehmet ; Bahramian, Pejman.
    In: Applied Economics.
    RePEc:taf:applec:v:48:y:2016:i:26:p:2412-2427.

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12. The Impact of Oil Shocks in a Small Open Economy New-Keynesian Dynamic Stochastic General Equilibrium Model for South Africa. (2016). Wohar, Mark ; Hollander, Hylton ; GUPTA, RANGAN.
    In: Working Papers.
    RePEc:pre:wpaper:201652.

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13. The Effect of Gold Market Speculation on REIT Returns in South Africa: A Behavioral Perspective. (2016). GUPTA, RANGAN ; Demirer, Riza ; Balcilar, Mehmet ; Akinsomi, Omokolade.
    In: Working Papers.
    RePEc:pre:wpaper:201643.

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14. DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa. (2015). Paccagnini, Alessia ; Kanda, Patrick ; GUPTA, RANGAN ; Modise, Mampho P.
    In: Open Access publications.
    RePEc:ucn:oapubs:10197/7351.

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15. DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa. (2015). Paccagnini, Alessia ; Kanda, Tunda P. ; GUPTA, RANGAN ; Modise, Mampho P..
    In: Applied Economics.
    RePEc:taf:applec:v:47:y:2015:i:3:p:207-221.

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16. Are house prices in South Africa really nonstationary? Evidence from SPSM-based panel KSS test with a Fourier function. (2015). GUPTA, RANGAN ; Chang, Tsangyao ; Wu, Tsung-Pao.
    In: Applied Economics.
    RePEc:taf:applec:v:47:y:2015:i:1:p:32-53.

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17. Does the Price of Oil Help Predict Inflation in South Africa? Historical Evidence Using a Frequency Domain Approach. - Il prezzo del petrolio predice l’inflazione in Sud Africa? Evidenza storica attraverso l’utilizzo di un approccio basato sulla frequenza.. (2015). Kanda, Patrick ; GUPTA, RANGAN.
    In: Economia Internazionale / International Economics.
    RePEc:ris:ecoint:0763.

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18. Forecasting the U.S. real house price index. (2015). Plakandaras, Vasilios ; Papadimitriou, Theophilos ; GUPTA, RANGAN ; Gogas, Periklis.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:45:y:2015:i:c:p:259-267.

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19. Predicting BRICS stock returns using ARFIMA models. (2014). GUPTA, RANGAN ; Balcilar, Mehmet ; Redford, Siobhan ; Kilimani, Nicholas ; Aye, Goodness C. ; Nakumuryango, Amandine.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:24:y:2014:i:17:p:1159-1166.

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20. Fiscal Policy Shocks and the Dynamics of Asset Prices. (2014). Ozdemir, Zeynel ; Miller, Stephen ; Jooste, Charl ; GUPTA, RANGAN ; Balcilar, Mehmet.
    In: Public Finance Review.
    RePEc:sae:pubfin:v:42:y:2014:i:4:p:511-531.

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21. Forecasting the U.S. Real House Price Index. (2014). Plakandaras, Vasilios ; Papadimitriou, Theophilos ; GUPTA, RANGAN ; Gogas, Periklis.
    In: Working Paper series.
    RePEc:rim:rimwps:30_14.

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22. Forecasting the U.S. Real House Price Index. (2014). Plakandaras, Vasilios ; Papadimitriou, Theophilos ; GUPTA, RANGAN ; Gogas, Periklis.
    In: Working Papers.
    RePEc:pre:wpaper:201418.

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23. Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation. (2014). Kanda, Tunda P. ; GUPTA, RANGAN ; Balcilar, Mehmet ; Bahramian, Pejman.
    In: Working Papers.
    RePEc:pre:wpaper:201416.

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24. Causal relationship between asset prices and output in the US: Evidence from state-level panel Granger causality test. (2014). Simo-Kengne, Beatrice Desiree ; GUPTA, RANGAN ; Emirmahmutoglu, Furkan ; Chang, Tsangyao ; Balcilar, Mehmet ; Apergis, Nicholas.
    In: Working Papers.
    RePEc:pre:wpaper:201411.

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25. Forecasting US Real House Price Returns over 1831-2013: Evidence from Copula Models. (2014). Gupta, Rangan ; Majumdar, Anandamayee.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-585.

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26. Forecasting the U.S. Real House Price Index. (2014). Plakandaras, Vasilios ; Papadimitriou, Theophilos ; Gogas, Periklis.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-473.

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27. Forecasting South African Ination Using Non-linear Models: A Weighted Loss-based Evaluation. (2014). Kanda, Tunda P. ; Bahramian, Pejman.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-471.

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28. Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation. (2014). Kanda, Patrick ; GUPTA, RANGAN ; Balcilar, Mehmet ; Bahramian, Pejman.
    In: Working Papers.
    RePEc:emu:wpaper:15-19.pdf.

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29. Housing and the business cycle in South Africa. (2014). GUPTA, RANGAN ; Bosch, Adel ; Balcilar, Mehmet ; Aye, Goodness C..
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:36:y:2014:i:3:p:471-491.

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30. Are House Prices in South Africa Really Non-Stationary? Evidence from SPSM-Based Panel KSS Test with a Fourier Function. (2013). GUPTA, RANGAN ; Chang, Tsangyao ; Wu, Tsung-Pao.
    In: Working Papers.
    RePEc:pre:wpaper:201324.

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31. Does the source of oil price shocks matter for South African stock returns? A structural VAR approach. (2013). GUPTA, RANGAN ; Modise, Mampho P..
    In: Energy Economics.
    RePEc:eee:eneeco:v:40:y:2013:i:c:p:825-831.

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32. Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience. (2012). Ozdemir, Zeynel ; Miller, Stephen ; Jooste, Charl ; GUPTA, RANGAN ; Balcilar, Mehmet ; Aye, Goodness C..
    In: Working Papers.
    RePEc:nlv:wpaper:1211.

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1. On the applicability of dynamic factor models for forecasting real GDP growth in Armenia. (2021). Poghosyan, Karen.
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2. Housing Demand Shocks and Households Balance Sheets. (2021). Anderes, Marc.
   In: KOF Working papers.
   RePEc:kof:wpskof:21-492.

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3. Nonlinear factor models for network and panel data. (2021). Fernandez-Val, Ivan ; Chen, Mingli ; Weidner, Martin.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:220:y:2021:i:2:p:296-324.

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4. Sequential testing for structural stability in approximate factor models. (2020). Trapani, Lorenzo ; Barigozzi, Matteo.
   In: Papers.
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5. Efficient estimation of approximate factor models via penalized maximum likelihood. (2016). Liao, Yuan ; Bai, Jushan.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:191:y:2016:i:1:p:1-18.

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6. Forecasting Core Inflation: The Case of South Africa. (2015). Ruch, Franz ; GUPTA, RANGAN ; Balcilar, Mehmet ; Modise, Mampho P..
   In: Working Papers.
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7. Global and country-specific factors in real effective exchange rates. (2015). Nagayasu, Jun.
   In: MPRA Paper.
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8. Forecasting Core Inflation: The Case of South Africa. (2015). Ruch, Franz ; GUPTA, RANGAN ; Balcilar, Mehmet ; Balcilarauthor-Name, Mehmet ; Modise, Mampho P.
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9. Geographical diversification with a World Volatility Index. (2015). Chevallier, Julien ; Aboura, Sofiane.
   In: Journal of Multinational Financial Management.
   RePEc:eee:mulfin:v:30:y:2015:i:c:p:62-82.

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10. A cross-volatility index for hedging the country risk. (2015). Chevallier, Julien ; Aboura, Sofiane.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:38:y:2015:i:c:p:25-41.

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11. Cross-market volatility index with Factor-DCC. (2015). Chevallier, Julien ; Aboura, Sofiane.
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    RePEc:eee:finana:v:42:y:2015:i:c:p:132-140.

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12. Asymptotic analysis of the squared estimation error in misspecified factor models. (2015). Onatski, Alexei.
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13. Dynamic factor models with infinite-dimensional factor spaces: One-sided representations. (2015). Zaffaroni, Paolo ; Lippi, Marco ; Hallin, Marc ; Forni, Mario.
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14. Empirical Analysis of Agricultural Commodity Prices, Crude Oil Prices and US Dollar Exchange Rates using Panel Data Econometric Methods. (2015). Rezitis, Anthony.
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    RePEc:eco:journ2:2015-03-28.

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15. Labour market adjustments in Europe and the US: How different?. (2015). Smets, Frank ; Beyer, Robert ; Beyer, Robert C. M., .
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16. Small versus big-data factor extraction in Dynamic Factor Models: An empirical assessment. (2015). Ruiz, Esther ; Poncela, Pilar.
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17. Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis. (2015). Zaffaroni, Paolo ; Lippi, Marco ; Hallin, Marc ; Forni, Mario.
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18. Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads. (2015). Rodriguez Caballero, Carlos ; Haldrup, Niels ; Ergemen, Yunus Emre ; Rodriguez-Caballero, Carlos Vladimir.
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19. Supervision in Factor Models Using a Large Number of Predictors. (2015). Hillebrand, Eric ; Boldrini, Lorenzo .
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20. Lending standards, credit booms and monetary policy. (2014). Güntner, Jochen ; Afanasyeva, Elena ; Guntner, Jochen.
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21. Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities. (2014). Schorfheide, Frank ; Liao, Zhipeng ; Cheng, Xu.
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22. Lending Standards, Credit Booms and Monetary Policy. (2014). Güntner, Jochen ; Afanasyeva, Elena ; Guntner, Jochen.
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23. Cross-market index with Factor-DCC. (2014). Chevallier, Julien ; Aboura, Sofiane.
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24. Selection of the number of factors in presence of structural instability: a Monte Carlo study. (2014). Stevanovic, Dalibor ; MAO TAKONGMO, Charles Olivier.
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25. Nowcasting global economic growth: A factor-augmented mixed-frequency approach.. (2014). Marsilli, Clément ; Ferrara, Laurent.
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26. Important Channels of Transmission Monetary Policy Shock in South Africa. (2013). Ndou, Eliphas ; Nombulelo Gumata, Alain Kabundi, .
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27. Forecasting the US Real Private Residential Fixed Investment Using Large Number of Predictors. (2013). Miller, Stephen ; GUPTA, RANGAN ; Balcilar, Mehmet ; Aye, Goodness C..
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28. Shrinkage estimation of high-dimensional factor models with structural instabilities. (2013). Schorfheide, Frank ; Liao, Zhipeng ; Cheng, Xu.
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29. The common component of firm growth. (2013). Capasso, Marco ; Barigozzi, Matteo ; Alessi, Lucia.
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30. Factor models in high-dimensional time series—A time-domain approach. (2013). Lippi, Marco ; Hallin, Marc.
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31. Dynamic factor Value-at-Risk for large heteroskedastic portfolios. (2013). Wu, Jason ; Aramonte, Sirio ; Giudice Rodriguez, Marius del, .
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32. Dynamic Factor Models: A review of the Literature .. (2013). Barhoumi, Karim ; Ferrara, Laurent ; Darné, Olivier ; Darne, O..
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33. Uncertainty and heterogeneity in factor models forecasting. (2013). Monteforte, Libero ; Luciani, Matteo.
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34. Do euro area countries respond asymmetrically to the common monetary policy?. (2013). Luciani, Matteo ; Conti, Antonio ; Barigozzi, Matteo.
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35. Identifying the Independent Sources of Consumption Variation. (2012). Moneta, Alessio ; Barigozzi, Matteo.
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36. An alternative business cycle dating procedure for South Africa. (2012). Ruch, Franz ; Bosch, Adl.
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37. Forecasting House Prices for the Four Census Regions and the Aggregate US Economy: The Role of a Data-Rich Environment. (2012). GUPTA, RANGAN.
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38. Efficient Estimation of Approximate Factor Models. (2012). Liao, Yuan ; Bai, Jushan.
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39. Do Euro area countries respond asymmetrically to the common monetary policy?. (2012). Luciani, Matteo ; Barigozzi, Matteo ; Conti, Antonio .
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40. Do disaggregated CPI data improve the accuracy of inflation forecasts?. (2012). Ibarra, Raul.
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41. Short-term forecasting of the Japanese economy using factor models. (2012). Lombardi, Marco ; Godbout, Claudia.
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42. Dynamic Factor Models with Infinite-Dimensional Factor Space: One-Sided Representations. (2012). Zaffaroni, Paolo ; Lippi, Marco ; Hallin, Marc ; Forni, Mario.
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43. Monetary Policy and the Housing Market: A Structural Factor Analysis. (2012). Luciani, Matteo.
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44. A model for vast panels of volatilities. (2012). Veredas, David ; Luciani, Matteo.
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45. Short-Term Forecasting of the Japanese Economy Using Factor Models. (2012). Lombardi, Marco ; Godbout, Claudia.
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46. One-Sided Representations of Generalized Dynamic Factor Models. (2011). Zaffaroni, Paolo ; Lippi, Marco ; Hallin, Marc ; Forni, Mario.
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47. Global Financial Crises and Time-varying Volatility Comovement in World Equity Markets. (2011). Duncan, Andrew.
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48. Out-of-Sample Equity Premium Predictability in South Africa: Evidence from a Large Number of Predictors. (2011). Uwilingiye, Josine ; GUPTA, RANGAN ; Modise, Mampho P..
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49. Forecasting economic growth in the euro area during the Great Moderation and the Great Recession. (2011). Maier, Philipp ; Lombardi, Marco.
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50. One-Sided Representations of Generalized Dynamic Factor Models. (2011). Zaffaroni, Paolo ; Lippi, Marco ; Hallin, Marc ; Forni, Mario.
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