Relationship between House Prices and Inflation in South Africa: An ARDL Approach
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References listed on IDEAS
- Mehmet Balcilar & Abebe D. Beyene & Rangan Gupta & Monaheng Seleteng, 2011. ""Ripple" Effects in South African House Prices," Working Papers 201102, University of Pretoria, Department of Economics.
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"Could we have predicted the recent downturn in the South African housing market?,"
Journal of Housing Economics,
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- Sonali Das & Rangan Gupta & Alain Kabundi, 2009. "Could we have predicted the recent downturn in the South African Housing Market?," Working Papers 149, Economic Research Southern Africa.
- Sonali Das & Rangan Gupta & Patrick T Kanda, 2010. "Bubbles in South African House Prices and their Impact on Consumption," Working Papers 201017, University of Pretoria, Department of Economics.
- Rangan Gupta & Sonali Das, 2008.
"Spatial Bayesian Methods Of Forecasting House Prices In Six Metropolitan Areas Of South Africa,"
South African Journal of Economics,
Economic Society of South Africa, vol. 76(2), pages 298-313, June.
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"An in-sample and out-of-sample empirical investigation of the nonlinearity in house prices of South Africa,"
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"The effect of monetary policy on real house price growth in South Africa: A factor-augmented vector autoregression (FAVAR) approach,"
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- Rangan Gupta & Marius Jurgilas & Alain Kabundi, 2009. "The Effect Of Monetary Policy On Real House Price Growth In South Africa: A Factor Augmented Vector Autoregression (Favar) Approach," Working Papers 200905, University of Pretoria, Department of Economics.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Luis A. Gil-Alana & Goodness C. Aye & Rangan Gupta, 2012.
"Testing for Persistence with Breaks and Outliers in South African House Prices,"
201233, University of Pretoria, Department of Economics.
- Luis A. Gil-Alana & Goodness C. Aye & Rangan Gupta, 2012. "Testing for Persistence with Breaks and Outliers in South African House Prices," Faculty Working Papers 20/12, School of Economics and Business Administration, University of Navarra.
- Luis Alberiko Gil-Alaña & Goodness C. Aye & Rangan Gupta, 2013. "Testing for persistence with breaks and outliers in South African house prices," NCID Working Papers 01/2013, Navarra Center for International Development, University of Navarra.
More about this item
KeywordsHouse prices; Inflation; South Africa;
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
- R31 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Real Estate Markets, Spatial Production Analysis, and Firm Location - - - Housing Supply and Markets
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