1. Will the euro replace the U.S. dollar as the leading international currency? A volatility analysis. (2025). Portugal Duarte, António ; Murta, Ftima Sol ; Silva, Nuno Baetas.
   In: Eurasian Economic Review.
   RePEc:spr:eurase:v:15:y:2025:i:1:d:10.1007_s40822-024-00306-7.

   Full description at Econpapers || Download paper

2. Quantile Dependence between Crude Oil and China’s Biofuel Feedstock Commodity Market. (2023). Shahbaz, Muhammad ; Hau, Liya ; Huang, KE ; Zhu, Huiming.
   In: Sustainability.
   RePEc:gam:jsusta:v:15:y:2023:i:11:p:8980-:d:1162316.

   Full description at Econpapers || Download paper

3. Do gold, oil, equities, and currencies hedge economic policy uncertainty and geopolitical risks during covid crisis?. (2022). Wohar, Mark ; Kamal, Khaled Bin.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003646.

   Full description at Econpapers || Download paper

4. Category-specific EPU indices, macroeconomic variables and stock market return predictability. (2022). Lu, Xinjie ; Zeng, Qing ; Li, Pan ; Dong, Dayong.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003039.

   Full description at Econpapers || Download paper

5. Corporate governance and investment sensitivity to policy uncertainty in Brazil. (2022). Caixe, Daniel Ferreira.
   In: Emerging Markets Review.
   RePEc:eee:ememar:v:51:y:2022:i:pb:s1566014121000911.

   Full description at Econpapers || Download paper

6. Investor sentiment and Bitcoin relationship: A quantile-based analysis. (2022). Mokni, Khaled ; Nakhli, Mohamed Sahbi ; Bouteska, Ahmed.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000171.

   Full description at Econpapers || Download paper

7. The Impacts of Structural Oil Shocks on Macroeconomic Uncertainty: Evidence from a Large Panel of 45 Countries. (2020). GUPTA, RANGAN ; Sheng, Xin ; Ji, Qiang.
   In: Working Papers.
   RePEc:pre:wpaper:202024.

   Full description at Econpapers || Download paper

8. Graph theory-based network analysis of regional uncertainties of the US Economy. (2020). Lau, Chi Keung ; GUPTA, RANGAN ; Sheng, Xin.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:540:y:2020:i:c:s0378437119317315.

   Full description at Econpapers || Download paper

9. Time-Varying impact of uncertainty shocks on macroeconomic variables of the united kingdom: Evidence from over 150 years of monthly data. (2020). GUPTA, RANGAN ; Gabauer, David ; Christou, Christina.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:37:y:2020:i:c:s1544612319309936.

   Full description at Econpapers || Download paper

10. The impacts of structural oil shocks on macroeconomic uncertainty: Evidence from a large panel of 45 countries. (2020). Ji, Qiang ; GUPTA, RANGAN ; Sheng, Xin.
    In: Energy Economics.
    RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302802.

    Full description at Econpapers || Download paper

11. On the Exchange Rate and Economic Policy Uncertainty Nexus: A Panel VAR Approach for Emerging Markets. (2020). Rault, Christophe ; Abid, Abir.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_8189.

    Full description at Econpapers || Download paper

12. Efficiency in BRICS Currency Markets using Long-Spans of Data: Evidence from Model-Free Tests of Directional Predictability. (2018). Plakandaras, Vasilios ; GUPTA, RANGAN.
    In: Working Papers.
    RePEc:pre:wpaper:201836.

    Full description at Econpapers || Download paper

13. Do Bivariate Multifractal Models Improve Volatility Forecasting in Financial Time Series? An Application to Foreign Exchange and Stock Markets. (2017). Wohar, Mark ; GUPTA, RANGAN ; Demirer, Riza ; Liu, Rui Peng.
    In: Working Papers.
    RePEc:pre:wpaper:201728.

    Full description at Econpapers || Download paper

14. Economic policy uncertainty and stock market returns in PacificRim countries: Evidence based on a Bayesian panel VAR model. (2017). GUPTA, RANGAN ; Cunado, Juncal ; Hassapis, Christis ; Christou, Christina.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:40:y:2017:i:c:p:92-102.

    Full description at Econpapers || Download paper

15. Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach. (2017). Wohar, Mark ; Uribe, Jorge ; GUPTA, RANGAN ; Chuliá, Helena ; Chulia, Helena.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:48:y:2017:i:c:p:178-191.

    Full description at Econpapers || Download paper

16. Causal Relationships between Economic Policy Uncertainty and Housing Market Returns in China and India: Evidence from Linear and Nonlinear Panel and Time Series Models. (2016). Wong, Wing-Keung ; GUPTA, RANGAN ; Chow, Nikolai Sheung-Chi ; Cunado, Juncal.
    In: Working Papers.
    RePEc:pre:wpaper:201674.

    Full description at Econpapers || Download paper

17. Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach. (2016). Wohar, Mark ; Uribe, Jorge ; GUPTA, RANGAN ; Chuliá, Helena ; Chulia, Helena.
    In: Working Papers.
    RePEc:pre:wpaper:201656.

    Full description at Econpapers || Download paper

18. 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.

    Full description at Econpapers || Download paper

1. André C, Gupta R, Kanda P, et al. 2012. Do house prices impact consumption and interest rate?: Evidence from OECD countries using an agnostic identification procedure. Applied Economics Quarterly 58: 19–70.

2. Apergis N, Simo-Kengne B, Gupta R. 2014. The long-run relationship between consumption, house prices, and stock prices in South Africa: Evidence from provincial-level data. Journal of Real Estate Literature 22: 83–99.
   Paper not yet in RePEc: Add citation now
   

3. Aye GC, Balcilar M, Bosch A, Gupta R. 2014. Housing and the business cycle in South Africa. Journal of Policy Modeling 36: 471–491.

4. Aye GC, Gupta R, Kaninda A, Nyakabawo W, Razak A. 2013. House price, stock price and consumption in South Africa: A structural VAR approach. Corporate Ownership and Control 10: 585–90.

5. Aye GC, Gupta R, Modise MP. 2015. Do stock prices impact consumption and interest rate in South Africa? evidence from a time-varying vector autoregressive model. Journal of Emerging Market Finance 14: 176–196.

6. Baele L, Bekaert G, Cho S, Inghelbrecht K, Moreno A. 2015. Macroeconomic regimes. Journal of Monetary Economics 70: 51–71.

7. Calvo GA. 1983. Staggered prices in a utility-maximizing framework. Journal of Monetary Economics 12: 383–398.

8. Cesa-Bianchi A, Cespedes LF, Rebucci A. 2015. Global liquidity, house prices, and the macroeconomy: Evidence from advanced and emerging economies. Journal of Money, Credit and Banking 47: 301–335.

9. Cesa-Bianchi A. 2013. Housing cycles and macroeconomic fluctuations: A global perspective. Journal of International Money and Finance 37: 215–238.

10. Chang T, Simo-Kengne BD, Gupta R, et al. 2013. The causal relationship between house prices and economic growth in the nine provinces of South Africa: Evidence from panel-Granger causality tests. International Journal of Sustainable Economy 6: 345–358.

11. Das S, Gupta R, Kanda P. 2011. International articles: Bubbles in South African house prices and their impact on consumption. Journal of Real Estate Literature 19: 69–91.

12. Davis MA, Heathcote J. 2005. Housing and the business cycle. International Economic Review 46: 751–784.

13. Farmer RE, Khramov V, Nicolò G. 2015. Solving and estimating indeterminate DSGE models. Journal of Economic Dynamics and Control 54: 17–36.

14. Finocchiaro D, Queijo von Heideken V. 2009. Do central banks react to house prices? Riksbank Research Paper .

15. Funke M, Paetz M, Pytlarczyk E. 2011. Stock market wealth effects in an estimated DSGE model for Hong Kong. Economic Modelling 28: 316–334.

16. Funke M, Paetz M. 2013. Housing prices and the business cycle: An empirical application to Hong Kong. Journal of Housing Economics 22: 62–76.

17. Gali J, Monacelli T. 2005. Monetary policy and exchange rate volatility in a small open economy. The Review of Economic Studies 72: 707–734.

18. Giannoni MP, Woodford M. 2003. How forward-looking is optimal monetary policy? Journal of Money, Credit and Banking : 1425–1469.

19. 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: 315–323.

20. Hirata H, Kose MA, Otrok C, Terrones ME. 2013. Global house price fluctuations: Synchronization and determinants. NBER International Seminar on Macroeconomics, University of Chicago Press 9: 119 – 166.

21. Iacoviello M, Neri S. 2010. Housing market spillovers: Evidence from an estimated DSGE model. American Economic Journal: Macroeconomics 2: 125–164.

22. Iacoviello M. 2005. House prices, borrowing constraints, and monetary policy in the business cycle. American Economic Review 95: 739–764.

23. Iacoviello M. 2010. Housing in DSGE Models: Findings and New Directions. Springer.
    Paper not yet in RePEc: Add citation now
    
24. Inglesi-Lotz R, Gupta R. 2013. The long-run relationship between house prices and inflation in South Africa: an ARDL approach. International Journal of Strategic Property Management 17: 188–198.
    Paper not yet in RePEc: Add citation now
    

25. Lubik TA, Schorfheide F. 2004. Testing for indeterminacy: An application to US monetary policy. American Economic Review : 190–217.

26. Lucas RE. 1976. Econometric policy evaluation: A critique. In Carnegie-Rochester conference series on public policy, volume 1. Elsevier, 19–46.

27. Ndahiriwe K, Gupta R. 2010. Financial liberalization and the effectiveness of monetary policy on house prices in South Africa. ICFAI Journal of Monetary Economics 8: 59–74.

28. Nyakabawo W, Miller SM, Balcilar M, Das S, Gupta R. 2015. Temporal causality between house prices and output in the US: A bootstrap rolling-window approach. The North American Journal of Economics and Finance 33: 55–73. Paetz M, Gupta R. Forthcoming. Stock price dynamics and the business cycle in an estimated DSGE model for South Africa. Journal of International Financial Markets, Institutions and Money .

29. Pariès MD, Notarpietro A. 2008. Monetary policy and housing prices in an estimated DSGE model for the US and the euro area. European Central Bank.

30. Peretti V, Gupta R, Inglesi-Lotz R. 2012. Do house prices impact consumption and interest rate in South Africa? evidence from a time-varying vector autoregressive model. Economics, Management and Financial Markets 7: 101–120.

31. Simo-Kengne B, Bittencourt M, Gupta R. 2012. House prices and economic growth in South Africa: Evidence from provincial-level data. Journal of Real Estate Literature 20: 97–117.

32. Simo-Kengne B, Gupta R, Aye G. 2014. Macro shocks and house prices in South Africa. Journal of Real Estate Literature 20: 179–193.
    Paper not yet in RePEc: Add citation now
    

33. Simo-Kengne BD, Balcilar M, Gupta R, Reid M, Aye GC. 2013a. Is the relationship between monetary policy and house prices asymmetric across bull and bear markets in South Africa? evidence from a markovswitching vector autoregressive model. Economic Modelling 32: 161–171.

34. Simo-Kengne BD, Gupta R, Aye GC. 2015. House prices and balance of trade dynamics in South Africa: evidence from an agnostic identification procedure. Journal of Housing Research 24: 107–126.
    Paper not yet in RePEc: Add citation now
    

35. Simo-Kengne BD, Gupta R, Bittencourt M. 2013b. The impact of house prices on consumption in South Africa: evidence from provincial-level panel VARs. Housing Studies 28: 1133–1154.

36. Smets F, Wouters R. 2003. An estimated dynamic stochastic general equilibrium model of the euro area.

37. Sun X, Tsang KP. 2014. Optimal interest rate rule in a DSGE model with housing market spillovers. Economics Letters 125: 47–51.

1. Housing market spillovers in South Africa: evidence from an estimated small open economy DSGE model. (2020). Sun, Xiaojin ; GUPTA, RANGAN.
   In: Empirical Economics.
   RePEc:spr:empeco:v:58:y:2020:i:5:d:10.1007_s00181-018-1613-6.

   Full description at Econpapers || Download paper

2. Time-varying role of macroeconomic shocks on house prices in the US and UK: evidence from over 150 years of data. (2020). Wohar, Mark ; Plakandaras, Vasilios ; Katrakilidis, Constantinos ; GUPTA, RANGAN.
   In: Empirical Economics.
   RePEc:spr:empeco:v:58:y:2020:i:5:d:10.1007_s00181-018-1581-x.

   Full description at Econpapers || Download paper

3. The Dynamics of Tourism—Refugeeism on House Prices in Cyprus and Malta. (2019). Alola, Andrew.
   In: Journal of International Migration and Integration.
   RePEc:spr:joimai:v:20:y:2019:i:2:d:10.1007_s12134-018-0621-x.

   Full description at Econpapers || Download paper

4. Analiza međuovisnosti stambenog tržišta i makroekonomskog sustava u Hrvatskoj. (2018). Slikovi, Tamara.
   In: EFZG Occasional Publications (Department of Macroeconomics).
   RePEc:zag:chaptr:18-11.

   Full description at Econpapers || Download paper

5. Time-varying correlations between trade balance and stock prices in the United States over the period 1792 to 2013. (2018). Tiwari, Aviral ; GUPTA, RANGAN ; Antonakakis, Nikolaos.
   In: Journal of Economics and Finance.
   RePEc:spr:jecfin:v:42:y:2018:i:4:d:10.1007_s12197-018-9428-z.

   Full description at Econpapers || Download paper

6. Does Inequality Really Matter in Forecasting Real Housing Returns of the United Kingdom?. (2018). GUPTA, RANGAN ; Yeganegi, Mohammad Reza ; Hassani, Hossein.
   In: Working Papers.
   RePEc:pre:wpaper:201859.

   Full description at Econpapers || Download paper

7. Comparing the forecasting ability of financial conditions indices: The case of South Africa. (2018). Majumdar, Anandamayee ; GUPTA, RANGAN ; van Eyden, Renee ; Balcilar, Mehmet ; Thompson, Kirsten.
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:69:y:2018:i:c:p:245-259.

   Full description at Econpapers || Download paper

8. The global financial cycle, bank capital flows and monetary policy. Evidence from Norway. (2018). Alstadheim, Ragna ; Blandhol, Christine.
   In: Working Paper.
   RePEc:bno:worpap:2018_02.

   Full description at Econpapers || Download paper

9. Time-Varying Role of Macroeconomic Shocks on House Prices in the US and UK: Evidence from Over 150 Years of Data. (2017). Wohar, Mark ; Plakandaras, Vasilios ; Katrakilidis, Constantinos ; GUPTA, RANGAN.
   In: Working Papers.
   RePEc:pre:wpaper:201765.

   Full description at Econpapers || Download paper

10. Asymmetric Behaviour in Nominal and Real Housing Prices: Evidence from Advanced and Emerging Economies. (2017). Zerihun, Mulatu ; GUPTA, RANGAN ; Antonakakis, Nikolaos ; André, Christophe ; Andre, Christophe.
    In: Working Papers.
    RePEc:pre:wpaper:201711.

    Full description at Econpapers || Download paper

11. Has the correlation of inflation and stock prices changed in the United States over the last two centuries?. (2017). Tiwari, Aviral ; GUPTA, RANGAN ; Antonakakis, Nikolaos.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:42:y:2017:i:c:p:1-8.

    Full description at Econpapers || Download paper

12. Dynamic Spillovers in the United States: Stock Market, Housing, Uncertainty, and the Macroeconomy. (2016). GUPTA, RANGAN ; Antonakakis, Nikolaos ; André, Christophe.
    In: Southern Economic Journal.
    RePEc:wly:soecon:v:83:y:2016:i:2:p:609-624.

    Full description at Econpapers || Download paper

13. Housing Market Spillovers in South Africa: Evidence from an Estimated Small Open Economy DSGE Model. (2016). Sun, Xiaojin ; GUPTA, RANGAN.
    In: Working Papers.
    RePEc:pre:wpaper:201641.

    Full description at Econpapers || Download paper

14. Components of Economic Policy Uncertainty and Predictability of US Stock Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantile Approach. (2016). Kyei, Clement ; GUPTA, RANGAN ; Balcilar, Mehmet ; Antonakakis, Nikolaos ; Sun, Xiaojin.
    In: Working Papers.
    RePEc:pre:wpaper:201639.

    Full description at Econpapers || Download paper

15. Time-Varying Correlations between Inflation and Stock Prices in the United States over the Last Two Centuries. (2016). Tiwari, Aviral ; GUPTA, RANGAN ; Antonakakis, Nikolaos.
    In: Working Papers.
    RePEc:pre:wpaper:201605.

    Full description at Econpapers || Download paper

16. Assessing the Effects of Housing Market Shocks on Output: The Case of South Africa. (2016). .
    In: MPRA Paper.
    RePEc:pra:mprapa:69610.

    Full description at Econpapers || Download paper

17. Household debt in OECD countries: Stylised facts and policy issues. (2016). André, Christophe ; Andre, Christophe.
    In: OECD Economics Department Working Papers.
    RePEc:oec:ecoaaa:1277-en.

    Full description at Econpapers || Download paper

18. Stock price dynamics and the business cycle in an estimated DSGE model for South Africa. (2016). Paetz, Michael ; GUPTA, RANGAN.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:44:y:2016:i:c:p:166-182.

    Full description at Econpapers || Download paper

19. Dynamic interdependencies among the housing market, stock market, policy uncertainty and the macroeconomy in the United Kingdom. (2016). Floros, Christos ; Antonakakis, Nikolaos.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:44:y:2016:i:c:p:111-122.

    Full description at Econpapers || Download paper

20. Comovement in Euro area housing prices: A fractional cointegration approach. (2015). GUPTA, RANGAN ; Gil-Alana, Luis ; André, Christophe.
    In: Urban Studies.
    RePEc:sae:urbstu:v:52:y:2015:i:16:p:3123-3143.

    Full description at Econpapers || Download paper

21. Macroeconomic Effects of a Decline in Housing Prices in Sweden. (2015). Österholm, Pär ; Gustafsson, Peter ; Stockhammar, Par ; Osterholm, Par.
    In: Working Papers.
    RePEc:hhs:nierwp:0138.

    Full description at Econpapers || Download paper

22. Stock Price Dynamics and the Business Cycle in an Estimated DSGE Model for South Africa. (2014). GUPTA, RANGAN ; Paetz, Michael.
    In: WiSo-HH Working Paper Series.
    RePEc:zbw:uhhwps:18.

    Full description at Econpapers || Download paper

23. 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.

    Full description at Econpapers || Download paper

24. 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.

    Full description at Econpapers || Download paper

25. Comovement in Euro Area Housing Prices: A Fractional Cointegration Approach. (2013). GUPTA, RANGAN ; Gil-Alana, Luis ; André, Christophe ; Andre, Christophe.
    In: Working Papers.
    RePEc:pre:wpaper:201359.

    Full description at Econpapers || Download paper

26. Housing Cycles and Macroeconomic Fluctuations: A Global Perspective. (2012). Cesa-Bianchi, Ambrogio.
    In: IDB Publications (Working Papers).
    RePEc:idb:brikps:4085.

    Full description at Econpapers || Download paper

27. 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.
    In: Working Papers.
    RePEc:emu:wpaper:15-26.pdf.

    Full description at Econpapers || Download paper

28. Re-examining the Decline in the US Saving Rate: The Impact of Mortgage Equity Withdrawal. (2012). Paradiso, Antonio ; Costantini, Mauro ; Caporale, Guglielmo Maria.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp1232.

    Full description at Econpapers || Download paper

29. Re-examining the Decline in the US Saving Rate: The Impact of Mortgage Equity Withdrawal. (2012). Paradiso, Antonio ; Costantini, Mauro ; Caporale, Guglielmo Maria.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_3897.

    Full description at Econpapers || Download paper

Report date: 2025-09-22 06:46:31 || Missing content? Let us know