SONALI DAS : Citation Profile


Are you SONALI DAS?

8

H index

8

i10 index

202

Citations

RESEARCH PRODUCTION:

5

Articles

12

Papers

RESEARCH ACTIVITY:

   5 years (2008 - 2013). See details.
   Cites by year: 40
   Journals where SONALI DAS has often published
   Relations with other researchers
   Recent citing documents: 38.    Total self citations: 3 (1.46 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pda321
   Updated: 2020-02-16    RAS profile: 2011-05-09    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with SONALI DAS.

Is cited by:

GUPTA, RANGAN (142)

Miller, Stephen (31)

Kabundi, Alain (29)

Balcilar, Mehmet (23)

Plakandaras, Vasilios (19)

Papadimitriou, Theophilos (18)

Gogas, Periklis (15)

Gil-Alana, Luis (14)

Simo-Kengne, Beatrice Desiree (12)

Wohar, Mark (8)

Jurgilas, Marius (7)

Cites to:

GUPTA, RANGAN (32)

Stock, James (8)

Liu, Guangling (8)

Dua, Pami (7)

Miller, Stephen (7)

Sims, Christopher (7)

Forni, Mario (6)

Watson, Mark (6)

Schaling, Eric (5)

Hallin, Marc (5)

Litterman, Robert (5)

Main data


Where SONALI DAS has published?


Working Papers Series with more than one paper published# docs
Working Papers / University of Pretoria, Department of Economics8
Working Papers / Economic Research Southern Africa3

Recent works citing SONALI DAS (2018 and 2017)


YearTitle of citing document
2017Forecasting the U.S. Real House Price Index. (2017). Plakandaras, Vasilios ; Papadimitriou, Theophilos ; GUPTA, RANGAN ; Gogas, Periklis. In: Papers. RePEc:arx:papers:1707.04868.

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2017Bayesian analysis of Hong Kongs housing price dynamics. (2017). Wu, Tommy ; Wong, Ken ; Cheng, Michael . In: Pacific Economic Review. RePEc:bla:pacecr:v:22:y:2017:i:3:p:312-331.

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2019Does Renewable Energy Increase Growth? Evidence from EU-19 Countries. (2019). Karhan, Gokhan. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2019-02-40.

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2018Multi-scale causality and extreme tail inter-dependence among housing prices. (2018). Uddin, Gazi ; Yoon, Seong-Min ; Ahmed, Ali ; Kang, Sang Hoon. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:301-309.

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2019Dynamic price–volume causality in the American housing market: A signal of market conditions. (2019). Tsai, I-Chun ; I-Chun Tsai, . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:385-400.

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2019Time-varying impact of uncertainty shocks on the US housing market. (2019). GUPTA, RANGAN ; Christou, Christina ; Nyakabawo, Wendy. In: Economics Letters. RePEc:eee:ecolet:v:180:y:2019:i:c:p:15-20.

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2017Testing for convergence in electricity consumption across Croatian regions at the consumers sectoral level. (2017). Borozan, Djula. In: Energy Policy. RePEc:eee:enepol:v:102:y:2017:i:c:p:145-153.

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2017Time-varying causality between stock and housing markets in China. (2017). Shi, Guangping ; Zhang, XU ; Liu, Xiaoxing. In: Finance Research Letters. RePEc:eee:finlet:v:22:y:2017:i:c:p:227-232.

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2017House prices and capital inflows in Spain during the boom: Evidence from a cointegrated VAR and a structural Bayesian VAR. (2017). Cuestas, Juan. In: Journal of Housing Economics. RePEc:eee:jhouse:v:37:y:2017:i:c:p:22-28.

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2017Causality 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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2017Time-varying volatility spillovers between stock and precious metal markets with portfolio implications. (2017). Mensi, walid ; Kang, Sang Hoon ; Al-Yahyaee, Khamis Hamed. In: Resources Policy. RePEc:eee:jrpoli:v:53:y:2017:i:c:p:88-102.

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2017Does economic policy uncertainty forecast real housing returns in a panel of OECD countries? A Bayesian approach. (2017). GUPTA, RANGAN ; Hassapis, Christis ; Christou, Christina. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:65:y:2017:i:c:p:50-60.

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2018Do house prices hedge inflation in the US? A quantile cointegration approach. (2018). Wohar, Mark ; GUPTA, RANGAN ; Nyakabawo, Wendy ; Christou, Christina. In: International Review of Economics & Finance. RePEc:eee:reveco:v:54:y:2018:i:c:p:15-26.

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2018Time-varying diversification strategies: The roles of state-level housing assets in optimal portfolios. (2018). Huang, Meichi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:55:y:2018:i:c:p:145-172.

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2018Moneys causal role in exchange rate: Do divisia monetary aggregates explain more?. (2018). Ghosh, Taniya ; Bhadury, Soumya . In: International Review of Economics & Finance. RePEc:eee:reveco:v:57:y:2018:i:c:p:402-417.

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2019Macroeconomic Shocks and Changing Dynamics of the U.S. REITs Sector. (2019). Wong, Wing-Keung ; Lv, Zhihui ; Gupta, Rangan. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:10:p:2776-:d:231284.

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2019Variations and Influences of Connectedness among US Housing Markets. (2019). Lin, Che-Chun ; Tsai, I-Chun ; I-Chun Tsai, . In: International Real Estate Review. RePEc:ire:issued:v:22:n:01:2019:p:27-58.

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2019Variations and Influences of Connectedness among US Housing Markets. (2019). Lin, Che-Chun ; Tsai, I-Chun ; I-Chun Tsai, . In: International Real Estate Review. RePEc:ire:issued:v:22:n:01:2019:p:27-59.

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2019Are there asymmetries in the interaction between housing prices and housing credit? Evidence from a country with rapid credit accumulation. (2019). Kukk, Merike ; Cuestas, Juan. In: Working Papers. RePEc:jau:wpaper:2019/06.

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2019Co-movement between residential and commercial housing prices: Evidence from a new database. (2019). Cuestas, Juan. In: Working Papers. RePEc:jau:wpaper:2019/11.

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2017Forecasting Home Sales in the Four Census Regions and the Aggregate US Economy Using Singular Spectrum Analysis. (2017). GUPTA, RANGAN ; Hassani, Hossein ; Segnon, Mawuli ; Ghodsi, Zara . In: Computational Economics. RePEc:kap:compec:v:49:y:2017:i:1:d:10.1007_s10614-015-9548-x.

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2017The Dynamic Relationship Between Housing Prices and the Macroeconomy: Evidence from OECD Countries. (2017). Marfatia, Hardik ; Kishor, N. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:54:y:2017:i:2:d:10.1007_s11146-015-9546-8.

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2017Is the accuracy of stock value forecasting relevant to industry factors or firm-specific factors? An empirical study of the Ohlson model. (2017). Kuo, Chen-Yin. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:49:y:2017:i:1:d:10.1007_s11156-016-0587-8.

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2019Lithuanian house price index: modelling and forecasting. (2019). Reichenbachas, Tomas ; Gudauskait, Laura ; Ramanauskas, Tomas ; Narusevicius, Laurynas. In: Bank of Lithuania Occasional Paper Series. RePEc:lie:opaper:28.

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2017Do House Prices Hedge Inflation in the US? A Quantile Cointegration Approach. (2017). Wohar, Mark ; GUPTA, RANGAN ; Christou, Christina ; Nyakabawo, Wendy. In: Working Papers. RePEc:pre:wpaper:201707.

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

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2017Time-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 ; GUPTA, RANGAN ; Katrakilidis, Constantinos. In: Working Papers. RePEc:pre:wpaper:201765.

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2018Macroeconomic Shocks and Changing Dynamics of the U.S. REITs Sector. (2018). Wong, Wing-Keung ; GUPTA, RANGAN ; Lv, Zhihui. In: Working Papers. RePEc:pre:wpaper:201849.

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2018Does 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.

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2018Mortgage Default Risks and High-Frequency Predictability of the US Housing Market: A Reconsideration. (2018). Wohar, Mark ; GUPTA, RANGAN ; Bouri, Elie ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:201875.

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2019Is the Housing Market in the United States Really Weakly-Efficient?. (2019). Wohar, Mark ; Tiwari, Aviral ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201934.

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2019Effect of Uncertainty on U.S. Stock Returns and Volatility: Evidence from Over Eighty Years of High-Frequency Data. (2019). Wohar, Mark ; Olson, Eric ; Marfatia, Hardik ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201942.

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2019Testing the White Noise Hypothesis in High-Frequency Housing Returns of the United States. (2019). Tiwari, Aviral ; GUPTA, RANGAN ; Sheng, Xin ; Cunado, Juncal. In: Working Papers. RePEc:pre:wpaper:201952.

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2019Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment. (2019). Marfatia, Hardik ; GUPTA, RANGAN ; Marco, Chi Keung ; Caraiani, Petre. In: Working Papers. RePEc:pre:wpaper:201953.

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2019Multi-Horizon Financial and Housing Wealth Effects across the U.S. States. (2019). Wohar, Mark ; GUPTA, RANGAN ; coskun, yener ; Bouras, Christos. In: Working Papers. RePEc:pre:wpaper:201958.

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2017TAX REFORM, INFLATION, FINANCIAL DEVELOPMENT AND ECONOMIC GROWTH IN MALAYSIA. (2017). Mardani, Abbas ; Loganathan, Nanthakumar ; Zavadskas, Edmundas Kazimieras ; Golam, Asan Ali ; Streimikiene, Dalia ; Ismail, Suraya. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2017:i:4:p:152-165.

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2017Uncovering the interrelationship between the U.S. stock and housing markets: a bootstrap rolling window Granger causality approach. (2017). Chang, Tsangyao ; Haga, Kai-Yin Allison ; Tsai, Su-Ling. In: Applied Economics. RePEc:taf:applec:v:49:y:2017:i:58:p:5841-5848.

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2018The dynamic causality between commodity prices, inflation and output in China: a bootstrap rolling window approach. (2018). Zhang, XU ; Yao, Dengbao ; Liu, Xiaoxing. In: Applied Economics. RePEc:taf:applec:v:50:y:2018:i:4:p:407-425.

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Works by SONALI DAS:


YearTitleTypeCited
2008SPATIAL BAYESIAN METHODS OF FORECASTING HOUSE PRICES IN SIX METROPOLITAN AREAS OF SOUTH AFRICA In: South African Journal of Economics.
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article21
2008Spatial Bayesian Methods of Forecasting House Prices in Six Metropolitan Areas of South Africa.(2008) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 21
paper
2010CONVERGENCE OF METROPOLITAN HOUSE PRICES IN SOUTH AFRICA: A RE-EXAMINATION USING EFFICIENT UNIT ROOT TESTS In: Applied Econometrics and International Development.
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article10
2009Convergence of Metropolitan House Prices in South Africa: A Re-Examination Using Efficient Unit Root Tests.(2009) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 10
paper
2009Could we have predicted the recent downturn in the South African housing market? In: Journal of Housing Economics.
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article33
2008COULD WE HAVE PREDICTED THE RECENT DOWNTURN IN THE SOUTH AFRICAN HOUSING MARKET?.(2008) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 33
paper
2009Could we have predicted the recent downturn in the South African Housing Market?.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 33
paper
2011Forecasting regional house price inflation: a comparison between dynamic factor models and vector autoregressive models In: Journal of Forecasting.
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article14
2010Predicting Downturns in the US Housing Market: A Bayesian Approach In: The Journal of Real Estate Finance and Economics.
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article23
2008Predicting Downturns in the US Housing Market: A Bayesian Approach.(2008) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 23
paper
2008Is a DFM Well-Suited in Forecasting Regional House Price Inflation? In: Working Papers.
[Citation analysis]
paper0
2009THE BLESSING OF DIMENSIONALITY IN FORECASTING REAL HOUSE PRICE GROWTH IN THE NINE CENSUS DIVISIONS OF THE US In: Working Papers.
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paper13
2009Could We Have Predicted the Recent Downturn in Home Sales of the Four US Census Regions? In: Working Papers.
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paper7
2010Bubbles in South African House Prices and their Impact on Consumption In: Working Papers.
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paper34
2008Adaptive Bayesian Analysis for Binomial Proportions In: Working Papers.
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paper0
2008Is a DFM Well Suited for Forecasting Regional House Price Inflation? In: Working Papers.
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paper5
2013Temporal Causality between House Prices and Output in the U.S.: A Bootstrap Rolling-Window Approach In: Working papers.
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paper42

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