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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..
In: Economic Modelling.
RePEc:eee:ecmode:v:28:y:2011:i:3:p:891-899.

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  1. 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.

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

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  3. 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.

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  4. 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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  5. 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.

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  6. 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.

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

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  8. ‘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.

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  9. Are there Housing Bubbles in South Africa? Evidence from SPSM-Based Panel KSS Test with a Fourier Function. (2013). GUPTA, RANGAN ; Chang, Tsangyao ; Aye, Goodness C. ; Liu, Wen-Chi .
    In: Working Papers.
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  10. 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.
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  11. 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.

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  12. 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.

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  13. 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.

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  14. 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.

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  15. 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.

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  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.
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  17. 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.
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  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:emu:wpaper:15-27.pdf.

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  19. Forecasting Key Macroeconomic Variables of the South African Economy Using Bayesian Variable Selection. (2011). Tlotlego, Naomi ; GUPTA, RANGAN ; Chama-Chiliba, Mirriam Chitalu ; Nkambule, Nonophile .
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  20. Relationship between House Prices and Inflation in South Africa: An ARDL Approach. (2011). Inglesi-Lotz, Roula ; GUPTA, RANGAN.
    In: Working Papers.
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    RePEc:eie:wpaper:0917.

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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.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:4:p:2013-2021.

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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..
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:3:p:891-899.

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  43. Monetary Policy, Capital Inflows, and the Housing Boom. (2011). Wieladek, Tomasz ; Sa, Filipa.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:1141.

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  44. Financial Market Liberalization, Monetary Policy, and Housing Price Dynamics. (2010). Miller, Stephen ; GUPTA, RANGAN ; van Wyk, Dylan .
    In: Working papers.
    RePEc:uct:uconnp:2010-06.

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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.
    In: Working Papers.
    RePEc:nlv:wpaper:1001.

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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.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:27:y:2010:i:1:p:315-323.

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  47. Monetary policy, capital inflows and the housing boom. (2010). Wieladek, Tomasz ; Sa, Filipa.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0405.

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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.
    In: Working papers.
    RePEc:uct:uconnp:2009-42.

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  49. Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models. (2009). Marcellino, Massimiliano ; Carriero, Andrea ; Kapetanios, George.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7446.

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  50. The Effect of Monetary Policy on House Price Inflation: A Factor Augmented Vector Autoregression (FAVAR) Approach. (2002). Kabundi, Alain ; GUPTA, RANGAN.
    In: EcoMod2009.
    RePEc:ekd:000215:21500048.

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