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The Long-Run Relationship between Consumption, House Prices and Stock Prices in South Africa: Evidence from Provincial-Level Data. (2013). Simo-Kengne, Beatrice Desiree ; GUPTA, RANGAN ; Apergis, Nicholas.
In: Working Papers.
RePEc:pre:wpaper:201326.

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  1. Stock Price Dynamics and the Business Cycle in an Estimated DSGE Model for South Africa. (2014). Paetz, Michael ; GUPTA, RANGAN.
    In: Working Papers.
    RePEc:pre:wpaper:201441.

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  2. 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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  3. Causal relationship between asset prices and output in the US: Evidence from state-level panel Granger causality test. (2014). Chang, Tsangyao ; Apergis, Nicholas ; Emirmahmutoglu, Furkan ; Simo-Kengne, Beatrice D..
    In: Working Papers.
    RePEc:ipg:wpaper:2014-466.

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References

References cited by this document

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  19. Peretti, V., Gupta, R. and Inglesi-Lotz, R. (2012). Do house prices impact consumption and interest rate in South Africa? Evidence from a Time Varying Vector Autoregressive model. Economics, Financial Markets and Management, 7(4), 101-120.

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  8. Two Countries, Sixteen Cities, Five Thousand Kilometres: How Many Housing Markets?. (2016). Holmes, Mark ; Grimes, Arthur ; Greenaway-McGrevy, Ryan.
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  9. Stock price dynamics and the business cycle in an estimated DSGE model for South Africa. (2016). Paetz, Michael ; GUPTA, RANGAN.
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  11. 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.
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