create a website

Relationship between House Prices and Inflation in South Africa: An ARDL Approach. (2011). Inglesi-Lotz, Roula ; GUPTA, RANGAN.
In: Working Papers.
RePEc:pre:wpaper:201130.

Full description at Econpapers || Download paper

Cited: 3

Citations received by this document

Cites: 20

References cited by this document

Cocites: 23

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. The Impact of House Prices on Consumption in South Africa: Evidence from Provincial-Level Panel VARs. (2013). Simo-Kengne, Beatrice Desiree ; GUPTA, RANGAN ; Bittencourt, Manoel.
    In: Housing Studies.
    RePEc:taf:chosxx:v:28:y:2013:i:8:p:1133-1154.

    Full description at Econpapers || Download paper

  2. Testing for Persistence with Breaks and Outliers in South African House Prices. (2012). GUPTA, RANGAN ; Gil-Alana, Luis.
    In: Faculty Working Papers.
    RePEc:una:unccee:wp2012.

    Full description at Econpapers || Download paper

  3. Testing for Persistence with Breaks and Outliers in South African House Prices. (2012). GUPTA, RANGAN ; Gil-Alana, Luis ; Aye, Goodness C..
    In: Working Papers.
    RePEc:pre:wpaper:201233.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Anari, A., & Kolari, J. (2002). House Prices and Inflation. Real Estate Economics , 30 (1), 67-84. Balcilar, M., Beyene, A., Gupta, R., & Seleteng, M. (forthcoming). Ripple effects in South African house prices. Urban Studies.

  2. Balcilar, M., Gupta, R., & Shah, Z. (2011). An in-sample and out-of-sample empirical investigation of the nonlinearity in house prices of South Africa . Economic Modelling , 28 (3), 891-899.

  3. Bond, M., & Seiler, M. (1998). Real Estate Returns and Inflation: An Added Variable Approach. Journal of Real Estate Research , 15, 327-338.

  4. Brown, P. (1990). Australian residential price expectations and inflation. The Valuer , 29, 124-128.
    Paper not yet in RePEc: Add citation now
  5. Das, S., Gupta, R., & Kabundi, A. (2009). Could we have predicted the recent downturn in the South African housing market? Journal of Housing Economics , 18 (4), 325-335.

  6. Das, S., Gupta, R., & Kaya, P. (2010). Convergence of metropolitan house prices in South Africa: A reexamination using efficient unit root tests. Applied Econometrics and International Development , 10 (1), 173-188.

  7. Das, S., Gupta, R., and Kanda, P.T. (2011). Bubbles in South African house prices and their impact on consumption. Journal of Real Estate Literature, 19(1), 71-92.

  8. Fisher, I. (1930). The theory of interest rate. Macmillan: New York, NY.
    Paper not yet in RePEc: Add citation now
  9. Gupta, R., & Das, S. (2008). Spatial Bayesian Methods of Forecasting house prices in six metropolitan areas of South Africa. South African Journal of Economics , 76 (2), 298-313.

  10. Gupta, R., Jurgilas, M., & Kabundi, A. (2010). The effect of monetary policy on real house price growth in South Africa: A factor-augmented vector autoregression (FAVAR) approach . Economic Modelling , 27 (1), 315-323.

  11. Hoesli, M. (1994). Real estate as a hedge against inflation: lessons from the Swiss case. Journal of Property Valuation and Investment , 12 (3), 51-59.
    Paper not yet in RePEc: Add citation now
  12. Narayan, P. (2005). The saving and investment nexus for China: evidence from cointegration tsets.

  13. Newell, G. (1995). Is Canadian real estate a hedge against inflation? The Canadian Appraiser , 39, 2527.
    Paper not yet in RePEc: Add citation now
  14. Newell, G. (1996). The Inflation-Hedging characteristics of Australian Commercial Property: 19841995. Journal of Property Finance , 7, 6-20.
    Paper not yet in RePEc: Add citation now
  15. Newell, G., & Boyd, T. (1995). Inflation-hedging attributes of New Zealand commercial property. New Zealand Valuers Journal , 12, 50-54.
    Paper not yet in RePEc: Add citation now
  16. Pesaran, M., & Shin, Y. (1999). An autoregressive distributed lag modelling approach to cointegration analysis. In Econometrics and Economic theory in the 20th Century: The Ragnar Frisch Centennial Symposium (Chapter 11). Cambridge: Cambridge University Press.
    Paper not yet in RePEc: Add citation now
  17. Pesaran, M., Shin, Y., & Smith, R. (2001). Bounds testing approaches to the analysis of level relationships. Journal of Applied Econometrics , 16, 289-326.

  18. Reilly, F., Marquardt, R., & Price, D. (1977). Real estate as an Inflation Hedge. Review of Business and Economic Research , 12, 1-19.
    Paper not yet in RePEc: Add citation now
  19. Spellman, L. (1981). Inflation and Housing prices. Journal of the American Real Estate and Urban Economics Association , 9, 205-222.

  20. Ziramba, E. (2008). The demand for residential electricity in South Africa. Energy Policy , 36 (9), 34603466.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Estimating House Prices in Emerging Markets and Developing Economies : A Big Data Approach. (2023). Behr, Daniela Monika ; Goel, Ankita ; Haider, Khondoker Tanveer ; Singh, Sandeep ; Zaman, Asad ; Chen, Lixue.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:10301.

    Full description at Econpapers || Download paper

  2. Testing Market Efficiency with Nonlinear Methods: Evidence from Borsa Istanbul. (2019). Aliyev, Fuzuli.
    In: IJFS.
    RePEc:gam:jijfss:v:7:y:2019:i:2:p:27-:d:237146.

    Full description at Econpapers || Download paper

  3. Relationships among regional housing markets: Evidence on adjustments of housing burden. (2019). Tsai, I-Chun.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:78:y:2019:i:c:p:309-318.

    Full description at Econpapers || Download paper

  4. Causality analysis of the Canadian city house price indices: A cross-sample validation approach. (2017). Panagiotidis, Theodore ; Kyriazakou, Eleni.
    In: The Journal of Economic Asymmetries.
    RePEc:eee:joecas:v:16:y:2017:i:c:p:42-52.

    Full description at Econpapers || Download paper

  5. 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.

    Full description at Econpapers || Download paper

  6. Modelling nonlinear behavior of labor force participation rate by STAR: An application for Turkey. (2014). SAHIN, Afsin ; Cengiz, Sibel.
    In: International Journal of Business and Economic Sciences Applied Research (IJBESAR).
    RePEc:tei:journl:v:7:y:2014:i:1:p:113-127.

    Full description at Econpapers || Download paper

  7. Some Pitfalls in Smooth Transition Models Estimation: A Monte Carlo Study. (2014). Maugeri, Novella.
    In: Computational Economics.
    RePEc:kap:compec:v:44:y:2014:i:3:p:339-378.

    Full description at Econpapers || Download paper

  8. 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.

    Full description at Econpapers || Download paper

  9. €˜Ripple€™ Effects in South African House Prices. (2013). GUPTA, RANGAN ; Balcilar, Mehmet.
    In: Urban Studies.
    RePEc:sae:urbstu:v:50:y:2013:i:5:p:876-894.

    Full description at Econpapers || Download paper

  10. Are there Housing Bubbles in South Africa? Evidence from SPSM-Based Panel KSS Test with a Fourier Function. (2013). GUPTA, RANGAN ; Chang, Tsangyao ; Liu, Wen-Chi ; Aye, Goodness C..
    In: Working Papers.
    RePEc:pre:wpaper:201377.

    Full description at Econpapers || Download paper

  11. 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.

    Full description at Econpapers || Download paper

  12. Convergence in Provincial-Level South African House Prices: Evidence from the Club Convergence and Clustering Procedure. (2013). Simo-Kengne, Beatrice Desiree ; GUPTA, RANGAN ; Apergis, Nicholas.
    In: Working Papers.
    RePEc:pre:wpaper:201322.

    Full description at Econpapers || Download paper

  13. Modelling Nonlinear Behavior of Labor Force Participation Rate by STAR: An Application for Turkey. (2013). SAHIN, Afsin ; Cengiz, Sibel.
    In: MPRA Paper.
    RePEc:pra:mprapa:47805.

    Full description at Econpapers || Download paper

  14. Testing for persistence with breaks and outliers in South African house prices. (2013). GUPTA, RANGAN ; Gil-Alana, Luis ; Gil-Alaa, Luis Alberiko ; Aye, Goodness C.
    In: NCID Working Papers.
    RePEc:nva:unnvaa:wp01-2013.

    Full description at Econpapers || Download paper

  15. Testing for Persistence with Breaks and Outliers in South African House Prices. (2012). GUPTA, RANGAN ; Gil-Alana, Luis.
    In: Faculty Working Papers.
    RePEc:una:unccee:wp2012.

    Full description at Econpapers || Download paper

  16. The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US. (2012). Miller, Stephen ; GUPTA, RANGAN ; Balcilar, Mehmet.
    In: Working papers.
    RePEc:uct:uconnp:2012-12.

    Full description at Econpapers || Download paper

  17. Testing for Persistence with Breaks and Outliers in South African House Prices. (2012). GUPTA, RANGAN ; Gil-Alana, Luis ; Aye, Goodness C..
    In: Working Papers.
    RePEc:pre:wpaper:201233.

    Full description at Econpapers || Download paper

  18. The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US. (2012). Miller, Stephen ; GUPTA, RANGAN ; Balcilar, Mehmet.
    In: Working Papers.
    RePEc:pre:wpaper:201226.

    Full description at Econpapers || Download paper

  19. The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US. (2012). Miller, Stephen ; GUPTA, RANGAN ; Balcilar, Mehmet.
    In: Working Papers.
    RePEc:nlv:wpaper:1209.

    Full description at Econpapers || Download paper

  20. The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US. (2012). Miller, Stephen ; GUPTA, RANGAN ; Balcilar, Mehmet.
    In: Working Papers.
    RePEc:emu:wpaper:15-27.pdf.

    Full description at Econpapers || Download paper

  21. Forecasting Key Macroeconomic Variables of the South African Economy Using Bayesian Variable Selection. (2011). Tlotlego, Naomi ; GUPTA, RANGAN ; Nkambule, Nonophile ; Chama-Chiliba, Mirriam Chitalu .
    In: Working Papers.
    RePEc:pre:wpaper:201132.

    Full description at Econpapers || Download paper

  22. Relationship between House Prices and Inflation in South Africa: An ARDL Approach. (2011). Inglesi-Lotz, Roula ; GUPTA, RANGAN.
    In: Working Papers.
    RePEc:pre:wpaper:201130.

    Full description at Econpapers || Download paper

  23. House Prices and Economic Growth in South Africa: Evidence from Provincial-Level Data. (2011). Simo-Kengne, Beatrice Desiree ; GUPTA, RANGAN ; Bittencourt, Manoel.
    In: Working Papers.
    RePEc:pre:wpaper:201116.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-09-23 19:12:02 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.