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7. Is the relationship between monetary policy and house prices asymmetric in South Africa? Evidence from a Markov-Switching Vector Autoregressive mode. (2012). Simo-Kengne, Beatrice Desiree ; Reid, Monique ; GUPTA, RANGAN ; Balcilar, Mehmet ; Aye, Goodness C..
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8. IS THE RELATIONSHIP BETWEEN MONETARY POLICY AND HOUSE PRICES ASYMMETRIC IN SOUTH AFRICA? EVIDENCE FROM A MARKOV-SWITCHING VECTOR AUTOREGRESSIVE MODEL. (2012). Simo-Kengne, Beatrice Desiree ; Reid, Monique ; GUPTA, RANGAN ; Balcilar, Mehmet ; Aye, Goodness C..
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1. Quantitative Easing During the COVID-19 Pandemic: A Cross-Country Study. (2023). Stefaski, Maciej.
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2. A Framework for Macroprudential Stress Testing. (2022). Rice, Jonathan ; Morell, Joe ; Shaw, Frances.
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4. Short-Term Inflation Projections Model and Its Assessment in Latvia. (2020). Krasnopjorovs, Olegs ; Bessonovs, Andrejs.
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5. Macroeconomic transmission of Eurozone shocks to India—A mean-adjusted Bayesian VAR approach. (2020). Swamy, Vighneswara.
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6. Regularized Estimation of High-dimensional Factor-Augmented Vector Autoregressive (FAVAR) Models. (2020). Lin, Jiahe ; Michailidis, George.
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7. A Scoring Rule for Factor and Autoregressive Models Under Misspecification. (2020). Wong, Wing-Keung ; Sartore, Domenico ; Ravazzolo, Francesco ; Casarin, Roberto ; Corradin, Fausto.
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8. Bayesian estimation of large dimensional time varying VARs using copulas. (2019). Tsionas, Mike ; Trapani, Lorenzo ; Izzeldin, Marwan.
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9. Estimating Large Mixed-Frequency Bayesian VAR Models. (2019). Ankargren, Sebastian ; Jon, Paulina.
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10. Financial and Fiscal Interaction in the Euro Area Crisis : This Time was Different. (2018). Ricco, Giovanni ; Reichlin, Lucrezia ; Caruso, Alberto.
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11. Machine Learning Macroeconometrics: A Primer. (2018). Korobilis, Dimitris.
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12. Monetary policy reaction function pre and post the global financial crisis. (2018). Raputsoane, Leroi.
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13. Targeting financial stress as opposed to the exchange rate. (2018). Raputsoane, Leroi.
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14. Forecasting with High-Dimensional Panel VARs. (2018). Koop, Gary ; Korobilis, Dimitris.
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15. Fiscal Multipliers in Russia. (2018). Vlasov, Sergey ; Deryugina, Elena.
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17. Combining Survey Long-Run Forecasts and Nowcasts with BVAR Forecasts Using Relative Entropy. (2018). Zaman, Saeed ; Tallman, Ellis.
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19. Evaluating nowcasts of bridge equations with advanced combination schemes for the Turkish unemployment rate. (2018). Yazgan, Ege ; Soybilgen, Barış.
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20. Inflation as a global phenomenon—Some implications for inflation modeling and forecasting. (2018). Martínez García, Enrique ; Kabukçuoğlu Dur, Ayşe ; Martinez-Garcia, Enrique ; Kabukuolu, Aye.
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23. An approach to increasing forecast-combination accuracy through VAR error modeling. (2018). Wilfling, Bernd ; Weigt, Till.
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24. The Estimation of Reaction Functions under Tax Competition. (2018). Rivolta, Giulia ; Panteghini, Paolo ; Miniaci, Raffaele.
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25. The Federal Reserve s implicit inflation target and Macroeconomic dynamics. A SVAR analysis. (2018). Theodoridis, Konstantinos ; mumtaz, haroon.
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26. Байесовский подход к анализу влияния монетарной политики на макроэкономические показатели России. Bayesian approac. (2017). и управления Мир экономики, .
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27. US financial shocks and the distribution of income and consumption in the UK. (2017). Theodoridis, Konstantinos ; mumtaz, haroon.
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28. The Federal Reserve’s implicit inflation target and Macroeconomic dynamics. A SVAR analysis.. (2017). Theodoridis, Konstantinos ; mumtaz, haroon.
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29. Debt and Stabilization Policy: Evidence from a Euro Area FAVAR. (2017). Zubairy, Sarah ; Owyang, Michael ; Jackson Young, Laura.
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30. The Double-Edged Sword of Global Integration: Robustness, Fragility & Contagion in the International Firm Network. (2017). Yung, Julieta ; Grant, Everett.
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31. South Africas Financial Spillover Effects on Growth and Financial Development in the Southern African Development Community. (2017). le Roux, Pierre ; Bara, Alex.
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33. US financial shocks and the distribution of income and consumption in the UK. (2017). Theodoridis, Konstantinos ; mumtaz, haroon.
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34. Asymmetric Forecast Densities for U.S. Macroeconomic Variables from a Gaussian Copula Model of Cross-Sectional and Serial Dependence. (2016). Vahey, Shaun ; Smith, Michael.
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36. Identifying Demand Effects in a Large Network of Product Categories. (2016). Wilms, Ines ; Gelper, Sarah ; Croux, Christophe.
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37. The impact of brand familiarity on online and offline media synergy. (2016). Srinivasan, Shuba ; Pauwels, Koen ; Yildirim, Gokhan ; Demirci, Ceren.
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38. The Credibility of Hong Kongs Currency Board System: Looking Through the Prism of MS-VAR Models with Time-Varying Transition Probabilities. (2016). Funke, Michael ; Blagov, Boris.
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40. Does Inflation Adjust Faster to Aggregate Technology Shocks than to Monetary Policy Shocks?. (2011). Paciello, Luigi.
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41. Forecasting the US real house price index: Structural and non-structural models with and without fundamentals. (2011). Miller, Stephen ; Kabundi, Alain ; GUPTA, RANGAN.
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42. An in-sample and out-of-sample empirical investigation of the nonlinearity in house prices of South Africa. (2011). GUPTA, RANGAN ; Balcilar, Mehmet ; Shah, Zahra B..
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45. Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals. (2010). Miller, Stephen ; Kabundi, Alain ; GUPTA, RANGAN.
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46. The effect of monetary policy on real house price growth in South Africa: A factor-augmented vector autoregression (FAVAR) approach. (2010). Kabundi, Alain ; Jurgilas, Marius ; GUPTA, RANGAN.
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47. Monetary policy, capital inflows and the housing boom. (2010). Wieladek, Tomasz ; Sa, Filipa.
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48. Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals. (2009). Miller, Stephen ; Kabundi, Alain ; GUPTA, RANGAN.
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49. The Effect of Monetary Policy on House Price Inflation: A Factor Augmented Vector Autoregression (FAVAR) Approach. (2009). Kabundi, Alain ; GUPTA, RANGAN.
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50. Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models. (2009). Marcellino, Massimiliano ; Kapetanios, George ; Carriero, Andrea.
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