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Publications

by members of

Faculty of Economic and Management Sciences
University of Pretoria
Pretoria, South Africa

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institutions, not those affilated at the time of publication. List of registered members. Register yourself. Find also a compilation of publications from alumni here.

This page is updated in the first days of each month.


| Working papers | Journal articles |

Working papers

Undated material is listed at the end

2014

  1. Mulatu F. Zerihun, Marthinus C. Breitenbach and Francis Kemegue, 2014. "Nonlinear Econometric Approaches in Testing PPP of SADC Economies towards Monetary Union," Working Papers 420, Economic Research Southern Africa.
  2. Heinrich R. Bohlmann and Martin C. Breitenbach, 2014. "A Historical CGE Simulation of the South African Economy from 2006–2013: Analysing Changes in the Use of Primary Factors by Industries," Working Papers 416, Economic Research Southern Africa.
  3. Heinrich R. Bohlmann & Martin C. Breitenbach, 2014. "A Historical CGE Simulation of the South African Economy from 2006–2013: Analysing Changes in the Use of Primary Factors by Industries," Working Papers 201405, University of Pretoria, Department of Economics.
  4. Nicholas Apergis & Ghassen El Montasser & Emmanuel Owusu-Sekyere & Ahdi N. Ajmi & Rangan Gupta, 2014. "Dutch Disease Effect of Oil Rents on Agriculture Value Added in MENA Countries," Working Papers 201408, University of Pretoria, Department of Economics.
  5. Tsangyao Chang & Goodness C. Aye & Rangan Gupta, 2014. "Testing for Multiple Bubbles in the BRICS Stock Markets," Working Papers 201407, University of Pretoria, Department of Economics.
  6. Rangan Gupta & Patrick T. kanda, 2014. "Does the Price of Oil Help Predict Inflation in South Africa? Historical Evidence Using a Frequency Domain Approach," Working Papers 201401, University of Pretoria, Department of Economics.
  7. Saban Nazlioglu & Ugur Soytas & Rangan Gupta, 2014. "Volatility Spillover between Energy and Financial Markets," Working Papers 201409, University of Pretoria, Department of Economics.
  8. Adnen Ben Nasr & Thomas Lux & Ahdi N. Ajmi & Rangan Gupta, 2014. "Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching," Working Papers 201412, University of Pretoria, Department of Economics.
  9. Furkan Emirmahmutoglu & Nicholas Apergis & Beatrice D. Simo-Kengne & Tsangyao Chang & Rangan Gupta, 2014. "Causal relationship between asset prices and output in the US: Evidence from state-level panel Granger causality test," Working Papers 201411, University of Pretoria, Department of Economics.
  10. Kuei-Chiu Lee & Hsiao-Ping Chu & Tsangyao Chang & Roula Inglesi-Lotz & Rangan Gupta, 2014. "Revisiting the Causal Relationship between CO2 Emissions and Economic Growth in 12 Asian Countries: Evidence from a Bootstrap Panel Causality Test," Working Papers 201413, University of Pretoria, Department of Economics.
  11. Mehmet Balcilar & Kirsten Thompson & Rangan Gupta & Renee van Eyden, 2014. "Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach," Working Papers 201414, University of Pretoria, Department of Economics.
  12. Goodness C. Aye & Rangan Gupta & Shawkat Hammoudeh & Won Joong Kim, 2014. "Forecasting the Price of Gold Using Dynamic Model Averaging," Working Papers 201415, University of Pretoria, Department of Economics.
  13. Pejman Bahramian & Mehmet Balcilar & Rangan Gupta & Patrick T. kanda, 2014. "Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation," Working Papers 201416, University of Pretoria, Department of Economics.
  14. Plakandaras, Vasilios & Gupta, Rangan & Papadimitriou, Theophilos & Gogas, Periklis, 2014. "Forecasting the U.S. Real House Price Index," DUTH Research Papers in Economics 10-2014, Democritus University of Thrace, Department of Economics.
  15. Charl Jooste & Rangan Gupta, 2014. "Is the South African Reserve Bank Influenced by Exchange Rates when Setting Interest Rates?," Working Papers 201420, University of Pretoria, Department of Economics.
  16. Ghassen El Montasser & Rangan Gupta & Devon Smithers, 2014. "Convergence in U.S. Metropolitan Statistical Areas," Working Papers 201421, University of Pretoria, Department of Economics.
  17. Stephen M. Miller & Luis F. Martins & Rangan Gupta, 2014. "A Time-Varying Approach of the US Welfare Cost of Inflation," Working Papers 201419, University of Pretoria, Department of Economics.
  18. Goodness C. Aye & Frederick W. Deale & Rangan Gupta, 2014. "Does Debt Ceiling and Government Shutdown Help in Forecasting the US Equity Risk Premium?," Working Papers 201422, University of Pretoria, Department of Economics.
  19. Ahdi N. Ajmi & Vassilios Babalos & Rangan Gupta & Roulof Hefer, 2014. "A Reinvestigation of the Oil Price and Consumer Price Nexus in South Africa: An Asymmetric Causality Approach," Working Papers 201423, University of Pretoria, Department of Economics.
  20. Goodness C. Aye & Rangan Gupta & Stephen M. Miller & Mehmet Balcilar, 2014. "Forecasting US Real Private Residential Fixed Investment Using a Large Number of Predictors," Working papers 2014-10, University of Connecticut, Department of Economics.
  21. Goodness C. Aye & Olorato Gadinabokao & Rangan Gupta, 2014. "Does the South African Reserve Bank (SARB) Respond to Oil Price Movements? Historical Evidence from the Frequency Domain," Working Papers 201425, University of Pretoria, Department of Economics.
  22. Hossein Hassani & Rangan Gupta & Xu Huang & Mansi Ghodsi, 2014. "Does Sunspot Numbers Cause Global Temperatures? A Reconsideration Using a Non-Parametric Causality Test," Working Papers 201427, University of Pretoria, Department of Economics.
  23. Tsangyao Chang & Hsiao-Ping Chu & Frederick W. Deale & Rangan Gupta, 2014. "The Relationship between Population Growth and Economic Growth Over 1870-2013: Evidence from a Bootstrapped Panel-Granger Causality Test," Working Papers 201431, University of Pretoria, Department of Economics.
  24. Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2014. "Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013," Working Papers 201429, University of Pretoria, Department of Economics.
  25. Rangan Gupta & Shawkat Hammoudeh & Mampho P. Modise & Duc Khuong Nguyen, 2014. "Can Economic Uncertainty, Financial Stress and Consumer Senti-ments Predict U.S. Equity Premium?," Working Papers 2014-436, Department of Research, Ipag Business School.
  26. Ghassen El Montasser & Rangan Gupta, 2014. "An Application of a New Seasonal Unit Root Test for Trending and Breaking Series to Industrial Production of the BRICS," Working Papers 201435, University of Pretoria, Department of Economics.
  27. Rangan Gupta & Lardo Stander, 2014. "Endogenous Fluctuations in an Endogenous Growth Model with Infl ation Targeting," Working Papers 201432, University of Pretoria, Department of Economics.
  28. Hossein Hassani & Emmanuel Sirimal Silva & Rangan Gupta, 2014. "Forecasting the Price of Gold," Working Papers 201428, University of Pretoria, Department of Economics.
  29. Mehmet Balcilar & Josine Uwilingiye & Rangan Gupta, 2014. "Dynamic Relationship between Oil Price and Inflation in South Africa," Working Papers 201430, University of Pretoria, Department of Economics.
  30. Carolyn Chisadza & Manoel Bittencourt, 2014. "Is Democracy Eluding Sub-Saharan Africa?," Working Papers 201403, University of Pretoria, Department of Economics.
  31. Manoel Bittencourt, 2014. "Education and Fertility: Panel Time-Series Evidence from Southern Africa," Working Papers 201402, University of Pretoria, Department of Economics.
  32. Manoel Bittencourt, Renee van Eyden and Monaheng Seleteng, 2014. "Inflation and Economic Growth: Evidence from the Southern African Development Countries," Working Papers 405, Economic Research Southern Africa.
  33. Manoel Bittencourt, 2014. "Primary Education and Fertility Rates in Southern Africa: Evidence from Before the Demographic Transition," Working Papers 201404, University of Pretoria, Department of Economics.
  34. Chitalu M. Chama-Chiliba & Steven F. Koch, 2014. "Assessing Regional Variations in the Effect of the Removal of User Fees on Institutional Deliveries in Rural Zambia," Working Papers 201417, University of Pretoria, Department of Economics.
  35. Adel Bosch & Steven F. Koch, 2014. "Using a Natural Experiment to Examine Tobacco Tax Regressivity," Working Papers 201424, University of Pretoria, Department of Economics.
  36. Anna S. Brink and Steven F. Koch, 2014. "User Fee Abolition in South Africa in 1994 and 1996: Differences-in-Differences," Working Papers 430, Economic Research Southern Africa.
  37. Nicky Nicholls & Alexander Zimper, 2014. "Subjective Life Expectancy," Working Papers 201410, University of Pretoria, Department of Economics.

2013

  1. Heather D. Gibson & Stephen G. Hall & George S. Tavlas, 2013. "Fundamentally Wrong: Market Pricing Of Sovereigns And The Greek Financial Crisis," Discussion Papers in Economics 13/20, Department of Economics, University of Leicester.
  2. Stephen Hall & George Hondroyiannis & Amangeldi Kenjegaliev & P.A.V.B. Swamy & George S. Tavlas, 2013. "Is the Relationship Between Prices and Exchange Rates Homogeneous?," Discussion Papers in Economics 13/13, Department of Economics, University of Leicester.
  3. Stephen Hall & Amangeldi Kenjegaliev & P.A.V.B. Swamy & George S. Tavlas, 2013. "Measuring Currency Pressures: The Cases of the Japanese Yen, the Chinese Yuan, and the U.K. Pound," Discussion Papers in Economics 13/10, Department of Economics, University of Leicester.
  4. Hall, Stephen G & Ahmad, Mahyudin, 2013. "Can Trust Explain Social Capital Effect on Property Rights and Growth?," MPRA Paper 48440, University Library of Munich, Germany.
  5. Harold P.E. Ngalawa and Nicola Viegi, 2013. "Interaction of Formal and Informal Financial Markets in Quasi-Emerging Market Economies," Working Papers 326, Economic Research Southern Africa.
  6. Chance Mwabutwa & Manoel Bittencourt & Nicola Viegi, 2013. "Evolution of Monetary Policy Transmission Mechanism in Malawi: A TVP-VAR Approach," Working Papers 201327, University of Pretoria, Department of Economics.
  7. Chance Mwabutwa, Manoel Bittencourt and Nicola Viegi, 2013. "Monetary Policy Response to Foreign Aid in an Estimated DSGE Model of Malawi," Working Papers 350, Economic Research Southern Africa.
  8. Ruthira Naraidoo & Leroi Raputsoane, 2013. "Financial markets and the response of monetary policy to uncertainty in South Africa," Working Papers 201310, University of Pretoria, Department of Economics.
  9. Ruthira Naraidoo & Leroi Raputsoane, 2013. "Debt sustainability and financial crises in South Africa," Working Papers 201352, University of Pretoria, Department of Economics.
  10. Beatrice D. Simo-Kengne & Rangan Gupta & Goodness C. Aye, 2013. "Macro Shocks And House Prices In South Africa," Working Papers 201302, University of Pretoria, Department of Economics.
  11. Rangan Gupta & Charl Jooste & Kanyane Matlou, 2013. "A Time-Varying Approach to Analysing Fiscal Policy and Asset Prices in South Africa," Working Papers 201303, University of Pretoria, Department of Economics.
  12. Goodness C. Aye & Mehmet Balcilar & Adel Bosch & Rangan Gupta & Francois Stofberg, 2013. "The out-of-sample forecasting performance of non-linear models of real exchange rate behaviour: The case of the South African Rand," Working Papers 201304, University of Pretoria, Department of Economics.
  13. Riane de Bruyn & Rangan Gupta & Renee van Eyden, 2013. "Forecasting The Rand-Dollar And Rand-Pound Exchange Rates Using Dynamic Model Averaging," Working Papers 201307, University of Pretoria, Department of Economics.
  14. Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2013. "Housing and the Great Depression," Working Papers 201308, University of Pretoria, Department of Economics.
  15. Goodness C. Aye & Rangan Gupta & Alain Kaninda & Wendy Nyakabawo & Aarifah Razak, 2013. "House Price, Stock Price and Consumption in South Africa: A Structural VAR Approach," Working Papers 201309, University of Pretoria, Department of Economics.
  16. Carolyn Chisadza & Janneke Dlamini & Rangan Gupta & Mampho P. Modise, 2013. "The Impact of Oil Shocks on the South African Economy," Working Papers 201311, University of Pretoria, Department of Economics.
  17. Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar, 2013. "Forecasting Aggregate Retail Sales: The Case of South Africa," Working Papers 201312, University of Pretoria, Department of Economics.
  18. Mehmet Balcilar & Rangan Gupta & Kevin Kotze, 2013. "Forecasting South African Macroeconomic Data with a Nonlinear DSGE Model," Working Papers 201313, University of Pretoria, Department of Economics.
  19. Tsangyao Chang & Beatrice D. Simo-Kengne & Rangan Gupta, 2013. "The Causal Relationship between House Prices and Economic Growth in the Nine Provinces of South Africa: Evidence from Panel-Granger Causality Tests," Working Papers 201317, University of Pretoria, Department of Economics.
  20. Manoel Bittencourt & Rangan Gupta & Lardo Stander, 2013. "Tax evasion, financial development and inflation: theory and empirical evidence," Working Papers 201316, University of Pretoria, Department of Economics.
  21. Tsangyao Chang & Beatrice D. Simo-Kengne & Rangan Gupta, 2013. "The Causal Relationship between Exports and Economic Growth in the Nine Provinces of South Africa: Evidence from Panel-Granger Causality Tests," Working Papers 201319, University of Pretoria, Department of Economics.
  22. Rangan Gupta & Mampho P. Modise, 2013. "Does the Source of Oil Price Shocks Matter for South African Stock Returns? A Structural VAR Approach," Working Papers 201318, University of Pretoria, Department of Economics.
  23. Christophe Andre & Luis A. Gil-Alana & Rangan Gupta, 2013. "Testing for Persistence in Housing Price-to-Income and Price-to-Rent Ratios in 16 OECD Countries," Working Papers 201321, University of Pretoria, Department of Economics.
  24. Nicholas Apergis & Beatrice D. Simo-Kengne & Rangan Gupta, 2013. "Convergence in Provincial-Level South African House Prices: Evidence from the Club Convergence and Clustering Procedure," Working Papers 201322, University of Pretoria, Department of Economics.
  25. Goodness C. Aye & Mehmet Balcilar & Adel Bosch & Rangan Gupta, 2013. "Housing and the Business Cycle in South Africa," Working Papers 201323, University of Pretoria, Department of Economics.
  26. Tsangyao Chang & Tsung-pao Wu & Rangan Gupta, 2013. "Are House Prices in South Africa Really Non-Stationary? Evidence from SPSM-Based Panel KSS Test with a Fourier Function," Working Papers 201324, University of Pretoria, Department of Economics.
  27. Beatrice D. Simo-Kengne & Stephen M. Miller & Rangan Gupta & Goodness C. Aye, 2013. "Time-Varying Effects of Housing and Stock Prices on U.S. Consumption," Working Papers 201325, University of Pretoria, Department of Economics.
  28. Nicholas Apergis & Beatrice D. Simo-Kengne & Rangan Gupta, 2013. "The Long-Run Relationship between Consumption, House Prices and Stock Prices in South Africa: Evidence from Provincial-Level Data," Working Papers 201326, University of Pretoria, Department of Economics.
  29. Wendy Nyakabawo & Stephen M. Miller & Mehmet Balcilar & Sonali Das & Rangan Gupta, 2013. "Temporal Causality between House Prices and Output in the U. S.: A Bootstrap Rolling-Window Approach," Working Papers 201329, University of Pretoria, Department of Economics.
  30. Janneke Dlamini & Mehmet Balcilar & Rangan Gupta & Roula Inglesi-Lotz, 2013. "Revisiting the Causality between Electricity Consumption and Economic Growth in South Africa: A Bootstrap Rolling-Window Approach," Working Papers 201330, University of Pretoria, Department of Economics.
  31. Kirsten Thompson & Renee van Eyden & Rangan Gupta, 2013. "Identifying a financial conditions index for South Africa," Working Papers 201333, University of Pretoria, Department of Economics.
  32. Roula Inglesi-Lotz & Tsangyao Chang & Rangan Gupta, 2013. "Causality between Research Output and Economic Growth in BRICS," Working Papers 201337, University of Pretoria, Department of Economics.
  33. Wendy N. Cowan & Tsangyao Chang & Roula Inglesi-Lotz & Rangan Gupta, 2013. "The nexus of electricity consumption, economic growth and CO2 emissions in the BRICS countries," Working Papers 201340, University of Pretoria, Department of Economics.
  34. Ahdi N. Ajmi & Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2013. "Causality between Exports and Economic Growth in South Africa: Evidence from Linear and Nonlinear Tests," Working Papers 201339, University of Pretoria, Department of Economics.
  35. Rangan Gupta & Lardo Stander, 2013. "Social Status, Inflation and Endogenous Growth in a Cash-in-Advance Economy: A Reconsideration," Working Papers 201336, University of Pretoria, Department of Economics.
  36. Rangan Gupta & Shawkat Hammoudeh & Won Joong Kim & Beatrice D. Simo-Kengne, 2013. "Forecasting China’s Foreign Exchange Reserves Using Dynamic Model Averaging: The Role of Macroeconomic Fundamentals, Financial Stress and Economic Uncertainty," Working Papers 201338, University of Pretoria, Department of Economics.
  37. Janneke Dlamini & Mehmet Balcilar & Rangan Gupta & Roula Inglesi-Lotz, 2013. "Revisiting the Causal Relationship between Energy Consumption and Economic Growth in South Africa: Evidence from a Bootstrap Rolling Window Approach," Working Papers 201341, University of Pretoria, Department of Economics.
  38. Goodness C. Aye & Pami Dua & Rangan Gupta, 2013. "Forecasting Indian Macroeconomic Variables Using Medium-Scale VAR Models," Working Papers 201342, University of Pretoria, Department of Economics.
  39. Beatrice D. Simo-Kengne & Stephen M. Miller & Rangan Gupta, 2013. "Evolution of Monetary Policy in the US: The Role of Asset Prices," Working papers 2013-20, University of Connecticut, Department of Economics, revised Dec 2013.
  40. Goodness C. Aye & Mehmet Balcilar & John P. Dunne & Rangan Gupta & Renee van Eyden, 2013. "Military Expenditure, Economic Growth and Structural Instability: A Case Study of South Africa," Working Papers 201344, University of Pretoria, Department of Economics.
  41. Xiao-lin Li & Mehmet Balcilar & Rangan Gupta & Tsangyao Chang, 2013. "The Causal Relationship between Economic Policy Uncertainty and Stock Returns in China and India: Evidence from a Bootstrap Rolling-Window Approach," Working Papers 201345, University of Pretoria, Department of Economics.
  42. Nicholas Apergis & Beatrice D. Simo-Kengne & Rangan Gupta & Tsangyao Chang, 2013. "The Dynamic Relationship between House Prices and Output: Evidence from US Metropolitan Statistical Areas," Working Papers 201349, University of Pretoria, Department of Economics.
  43. Goodness C. Aye & Stephen M. Miller & Rangan Gupta & Mehmet Balcilar, 2013. "Forecasting the US Real Private Residential Fixed Investment Using Large Number of Predictors," Working Papers 201348, University of Pretoria, Department of Economics.
  44. Roula Inglesi-Lotz & Mehmet Balcilar & Rangan Gupta, 2013. "Time-Varying Causality between Research Output and Economic Growth in the US," Working Papers 201350, University of Pretoria, Department of Economics.
  45. Rangan Gupta & Shawkat Hammoudeh & Mampho P. Modise & Duc Khuong Nguyen, 2013. "Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium?," Working Papers 201351, University of Pretoria, Department of Economics.
  46. Adnen Ben Nasr & Ahdi N. Ajmi & Rangan Gupta, 2013. "Modeling the Volatility of the Dow Jones Islamic Market World Index Using a Fractionally Integrated Time Varying GARCH (FITVGARCH) Model," Working Papers 201357, University of Pretoria, Department of Economics.
  47. Christophe Andre & Luis A. Gil-Alana & Rangan Gupta, 2013. "Comovement in Euro Area Housing Prices: A Fractional Cointegration Approach," Working Papers 201359, University of Pretoria, Department of Economics.
  48. Ahdi N. Ajmi & Goodness C. Aye & Mehmet Balcilar & Ghassen El Montasser & Rangan Gupta, 2013. "Causality between US Economic Policy and Equity Market Uncertainties: Evidence from Linear and Nonlinear Tests," Working Papers 201358, University of Pretoria, Department of Economics.
  49. Ahdi N. Ajmi & Rangan Gupta & Patrick T. Kanda, 2013. "Causality between Economic Policy Uncertainty across Countries: Evidence from Linear and Nonlinear Tests," Working Papers 201361, University of Pretoria, Department of Economics.
  50. Goodness C. Aye & Rangan Gupta, 2013. "Forecasting Real House Price of the U.S.: An Analysis Covering 1890 to 2012," Working Papers 201362, University of Pretoria, Department of Economics.
  51. Tsangyao Chang & Wen-Yi Chen & Rangan Gupta & Duc Khuong Nguyen, 2013. "Are Stock Prices Related to Political Uncertainty Index in OECD Countries? Evidence from Bootstrap Panel Causality Test," Working Papers 201360, University of Pretoria, Department of Economics.
  52. Mehmet Balcilar & Renee van Eyden & Roula Inglesi-Lotz & Rangan Gupta, 2013. "Time-Varying Linkages between Tourism Receipts and Economic Growth in South Africa," Working Papers 201363, University of Pretoria, Department of Economics.
  53. Tsangyao Chang & Xiao-lin Li & Stephen M. Miller & Mehmet Balcilar & Rangan Gupta, 2013. "The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains," Working Papers 201365, University of Pretoria, Department of Economics.
  54. Goodness C. Aye & Vincent Dadam & Rangan Gupta & Bonginkosi Mamba, 2013. "Oil Price Uncertainty and Manufacturing Production in South Africa," Working Papers 201368, University of Pretoria, Department of Economics.
  55. Tsangyao Chang & Olorato Gadinabokao & Rangan Gupta & Roula Inglesi-Lotz & Pervan Kanniah & Beatrice D. Simo-Kengne, 2013. "Panel Granger causality between oil consumption and GDP: Evidence from the BRICS countries," Working Papers 201371, University of Pretoria, Department of Economics.
  56. Tsangyao Chang & Rangan Gupta & Roula Inglesi-Lotz & Beatrice D. Simo-Kengne & Devon Smithers & Amy B. Trembling, 2013. "The causal relationship between renewable energy consumption and economic growth: Evidence from the G7 countries," Working Papers 201372, University of Pretoria, Department of Economics.
  57. Tsangyao Chang & Frederick W. Deale & Rangan Gupta & Roulof Hefer & Roula Inglesi-Lotz & Beatrice D. Simo-Kengne, 2013. "The causal relationship between coal consumption and economic growth in the BRICS countries: Evidence from panel Granger causality tests," Working Papers 201369, University of Pretoria, Department of Economics.
  58. Goodness C. Aye & Rangan Gupta & Prudence S. Moyo & Nehrunaman Pillay, 2013. "Testing the Impact of Exchange Rate Uncertainty on Exports in South Africa," Working Papers 201367, University of Pretoria, Department of Economics.
  59. Tsangyao Chang & Fabrice Gatwabuyege & Rangan Gupta & Roula Inglesi-Lotz & Nangamso C. Manjezi & Beatrice D. Simo-Kengne, 2013. "Causal relationship between nuclear energy consumption and economic growth in the G6 countries: Evidence from panel Granger causality tests," Working Papers 201373, University of Pretoria, Department of Economics.
  60. Tsangyao Chang & Rangan Gupta & Roula Inglesi-Lotz & Lilian S. Masabala & Beatrice D. Simo-Kengne & Jaco P. Weideman, 2013. "The causal relationship between natural gas consumption and economic growth: Evidence from the G7 countries," Working Papers 201370, University of Pretoria, Department of Economics.
  61. Rangan Gupta & Patrick T. kanda & Mampho P. Modise & Alessia Paccagnini, 2013. "DSGE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa," Working Papers 201374, University of Pretoria, Department of Economics.
  62. Luis A. Gil-Alana & Rangan Gupta, 2013. "Persistence and Cycles in Historical Oil Prices Data," Working Papers 201375, University of Pretoria, Department of Economics.
  63. Tsangyao Chang & Wen-Chi Liu & Goodness C. Aye & Rangan Gupta, 2013. "Are there Housing Bubbles in South Africa? Evidence from SPSM-Based Panel KSS Test with a Fourier Function," Working Papers 201377, University of Pretoria, Department of Economics.
  64. Ghassen El Montasser & Ahdi N. Ajmi & Tsangyao Chang & Beatrice D. Simo-Kengne & Christophe Andre & Rangan Gupta, 2013. "Cross-Country Evidence On The Causal Relationship Between Policy Uncertainty And House Prices," Working Papers 201380, University of Pretoria, Department of Economics.
  65. Saban Nazlioglu & Shawkat Hammoudeh & Rangan Gupta, 2013. "Volatility Transmission between Islamic and Conventional Equity Markets: Evidence from Causality-in-Variance Test," Working Papers 201384, University of Pretoria, Department of Economics.
  66. Kirsten Thompson & Renee van Eyden & Rangan Gupta, 2013. "Testing the Out-of-Sample Forecasting Ability of a Financial Conditions Index for South Africa," Working Papers 201383, University of Pretoria, Department of Economics.
  67. Rangan Gupta & Shawkat Hammoudeh & Beatrice D. Simo-Kengne & Soodabeh Sarafrazi, 2013. "Can the Sharia-Based Islamic Stock Market Returns be Forecasted Using Large Number of Predictors and Models?," Working Papers 201381, University of Pretoria, Department of Economics.
  68. Marcos Álvarez-Díaz & Shawkat Hammoudeh & Rangan Gupta, 2013. "Detecting Predictable Non-linear Dynamics in Dow Jones Industrial Average and Dow Jones Islamic Market Indices using Nonparametric Regressions," Working Papers 201385, University of Pretoria, Department of Economics.
  69. Ghassen El Montasser & Roula Inglesi-Lotz & Rangan Gupta, 2013. "Convergence of Greenhouse Gas Emissions among G7 Countries," Working Papers 201386, University of Pretoria, Department of Economics.
  70. Rangan Gupta & Luis A. Gil-Alana & OlaOluwa S. Yaya, 2013. "Does Sunspot Numbers Cause Global Temperatures? Evidence from a Frequency Domain Causality Test," Working Papers 201382, University of Pretoria, Department of Economics.
  71. Annari de Waal & Renee van Eyden & Rangan Gupta, 2013. "Do we need a global VAR model to forecast inflation and output in South Africa?," Working Papers 201346, University of Pretoria, Department of Economics.
  72. Manoel Bittencourt, 2013. "Economic Growth and Inequality: Evidence from the Young Democracies of South America," Working Papers 201301, University of Pretoria, Department of Economics.
  73. Manoel Bittencourt, 2013. "Young Democracies and Government Size: Evidence from South America," Working Papers 329, Economic Research Southern Africa.
  74. Manoel Bittencourt, 2013. "Yet Another Look at the Modernisation Hypothesis: Evidence from South America," Working Papers 342, Economic Research Southern Africa.
  75. Manoel Bittencourt, 2013. "Determinants of Government and External Debt: Evidence from the Young Democracies of South America," Working Papers 341, Economic Research Southern Africa.
  76. Manoel Bittencourt & Renee van Eyden & Monaheng Seleteng, 2013. "Inflation and Economic Growth in the SADC: Some Panel Time-Series Evidence," Working Papers 201354, University of Pretoria, Department of Economics.
  77. Chance Mwabutwa, Manoel Bittencourt and Nicola Viegi, 2013. "Evolution of Monetary Policy Transmission Mechanism in Malawi: A TVP-VAR with Stochastic Volatility Approach," Working Papers 387, Economic Research Southern Africa.
  78. Manoel Bittencourt, 2013. "Democracy and Education: Evidence from the Southern African Development Community," Working Papers 201387, University of Pretoria, Department of Economics.
  79. Anna S. Brink & Steven F. Koch, 2013. "The 1996 User Fee Abolition in South Africa: A Difference-in-Difference Analysis," Working Papers 201332, University of Pretoria, Department of Economics.
  80. Steven F. Koch, 2013. "User Fee Abolition in South Africa: Re-Evaluating the Impact?," Working Papers 201331, University of Pretoria, Department of Economics.
  81. Steven F. Koch & Jeffrey S. Racine, 2013. "Health Care Facility Choice and User Fee Abolition: Regression Discontinuity in a Multinomial Choice Setting," Department of Economics Working Papers 2013-14, McMaster University.
  82. Dambala Gelo & Steven F. Koch & Edwin Muchapondwah, 2013. "Do the Poor Benefit from Devolution Policies? Evidences from Quantile Treatment Effect Evaluation of Joint Forest Management," Working Papers 201388, University of Pretoria, Department of Economics.
  83. Yolandé van Heerden and N.J. Schoeman, 2013. "Measuring the Impact of Marginal Tax Rate Reform on the Revenue Base of South Africa Using a Microsimulation Tax Model," Working Papers 397, Economic Research Southern Africa.
  84. Roula Inglesi-Lotz & Anastassios Pouris, 2013. "On the causality and determinants of energy and electricity demand in South Africa: A review," Working Papers 201314, University of Pretoria, Department of Economics.
  85. Roula Inglesi-Lotz, 2013. "The Impact of Renewable Energy Consumption to Economic Welfare: A Panel Data Application," Working Papers 201315, University of Pretoria, Department of Economics.
  86. Hamilton Ntuli & Roula Inglesi-Lotz & Tsangyao Chang & Anastassios Pouris, 2013. "Research Output and Economic Growth in 34 OECD countries: A Bootstrap Panel Causality Exercise," Working Papers 201355, University of Pretoria, Department of Economics.
  87. Alexander Zimper, 2013. "The minimal confidence levels of Basel capital regulation," Working Papers 201305, University of Pretoria, Department of Economics.
  88. Max Groneck & Alexander Ludwig & Alexander Zimper, 2013. "A Life-Cycle Model with Ambiguous Survival Beliefs," Working Paper Series in Economics 63, University of Cologne, Department of Economics, revised 22 Nov 2013.
  89. Alexander Zimper, 2013. "Bank Deposit Contracts Versus Financial Market Participation in Emerging Economies," Working Papers 354, Economic Research Southern Africa.
  90. Alexander Zimper, 2013. "Speculative Trade Equilibria with Incorrect Price Anticipations," Working Papers 201335, University of Pretoria, Department of Economics.
  91. Alexander Zimper, 2013. "On the Welfare Equivalence of Asset Markets and Banking in Diamond Dybvig Economies," Working Papers 201356, University of Pretoria, Department of Economics.
  92. Nicky Nicholls & Aylit Romm & Alexander Zimper, 2013. "The impact of statistical learning on violations of the sure-thing principle," Working Papers 201364, University of Pretoria, Department of Economics.
  93. Alexander Ludwig & Alexander Zimper, 2013. "Biased Bayesian learning with an application to the risk-free rate puzzle," Working Papers 201366, University of Pretoria, Department of Economics.
  94. Alexander Zimper, 2013. "On the impossibility of insider trade in rational expectations equilibria," Working Papers 201379, University of Pretoria, Department of Economics.
  95. Groneck, Max & Ludwig, Alexander & Zimper, Alexander, 2013. "Ambiguous Survival Beliefs and Hyperbolic Discounting in a Life-Cycle Model," Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79878, Verein für Socialpolitik / German Economic Association.
  96. Annari de Waal & Renee van Eyden, 2013. "The impact of economic shocks in the rest of the world on South Africa: Evidence from a global VAR," Working Papers 201328, University of Pretoria, Department of Economics.

2012

  1. Bettina Becker & Stephen G Hall, 2012. "Spurious Common Factors," Discussion Paper Series 2012_12, Department of Economics, Loughborough University, revised Oct 2012.
  2. Ahmad, Mahyudin & Hall, Stephen G., 2012. "Institutions and growth: Testing the spatial effect using weight matrix based on the institutional distance concept," MPRA Paper 42294, University Library of Munich, Germany.
  3. Stephen Hall & P.A.V.B. Swamy & George S. Tavlas, 2012. "Milton Friedman, the Demand for Money and the ECB’s Monetary-Policy Strategy," Discussion Papers in Economics 12/05, Department of Economics, University of Leicester.
  4. Ahmad, Mahyudin & Hall, Stephen G., 2012. "Institutions-growth spatial dependence: An empirical test," MPRA Paper 42360, University Library of Munich, Germany.
  5. Brissimis, Sophocles N. & Garganas, Eugenie N. & Hall, Stephen G., 2012. "Consumer credit in an era of financial liberalisation: An overreaction to repressed demand?," MPRA Paper 41819, University Library of Munich, Germany.
  6. Ahmad, Mahyudin & Hall, Stephen G., 2012. "Do institutions matter for growth? Evidence from East Asian countries," MPRA Paper 42158, University Library of Munich, Germany.
  7. Louise Roos & Philip Adams & Jan van Heerden, 2012. "Construction and updating of a Ugandan CGE database," Centre of Policy Studies/IMPACT Centre Working Papers g-226, Victoria University, Centre of Policy Studies/IMPACT Centre.
  8. Marthinus C. Breitenbach, Francis Kemegue and Mulatu F. Zerihun, 2012. "A Greek wedding in SADC? - Testing for structural symmetry," Working Papers 319, Economic Research Southern Africa.
  9. Marthinus C. Breitenbach & Francis Kemegue & Mulatu F. Zerihun, 2012. "A Greek wedding in SADC? - Testing for structural symmetry towards SADC monetary integration," Working Papers 201234, University of Pretoria, Department of Economics.
  10. Manoel Bittencourt & Chance Mwabutwa & Nicola Viegi, 2012. "Financial Reforms and Consumption Behaviour in Malawi," Working Papers 201210, University of Pretoria, Department of Economics.
  11. Greg Farrell & Shakill Hassan & Nicola Viegi, 2012. "The High-Frequency Response of the Rand-Dollar Rate to Inflation Surprises," Working Papers 201215, University of Pretoria, Department of Economics.
  12. Chance Mwabutwa & Nicola Viegi & Manoel Bittencourt, 2012. "Monetary Policy Response to Capital Inflows in Form of Foreign Aid in Malawi," Working Papers 201232, University of Pretoria, Department of Economics.
  13. Charl Jooste & Guangling "Dave" Liu & Ruthira Naraidoo, 2012. "Analysing the Effects of Fiscal Policy Shocks in the South African Economy," Working Papers 201206, University of Pretoria, Department of Economics.
  14. Rangan Gupta, 2012. "Should The South African Reserve Bank Respond To Exchange Rate Fluctuations? Evidence From The Cosine-Squared Cepstrum," Working Papers 201201, University of Pretoria, Department of Economics.
  15. Goodness C. Aye & Rangan Gupta, 2012. "Are the Effects of Monetary Policy Asymmetric in India? Evidence from a Nonlinear Vector Autoregression Approach," Working Papers 201202, University of Pretoria, Department of Economics.
  16. Sonali Das & Rangan Gupta & Patrick T. Kanda & Monique Reid & Christian K. Tipoy & Mulatu F. Zerihun, 2012. "Real Interest Rate Persistence in South Africa: Evidence and Implications," Working Papers 201204, University of Pretoria, Department of Economics.
  17. Rangan Gupta & Roula Inglesi-Lotz, 2012. "Macro Shocks and Real US Stock Prices with Special Focus on the "Great Recession"," Working Papers 201208, University of Pretoria, Department of Economics.
  18. Goodness C. Aye & Rangan Gupta & Mampho P. Modise, 2012. "Structural Breaks and Predictive Regressions Models of South African Equity Premium," Working Papers 201209, University of Pretoria, Department of Economics.
  19. Beatrice D. Simo-Kengne & Rangan Gupta & Manoel Bittencourt, 2012. "THE IMPACT OF HOUSE PRICES ON CONSUMPTION IN SOUTH AFRICA: EVIDENCE FROM PROVINCIAL-LEVEL PANEL VARs," Working Papers 201211, University of Pretoria, Department of Economics.
  20. Rangan Gupta & Monique Reid, 2012. "Macroeconomic Surprises and Stock Returns in South Africa," Working Papers 201212, University of Pretoria, Department of Economics.
  21. Rangan Gupta, 2012. "Forecasting House Prices for the Four Census Regions and the Aggregate US Economy: The Role of a Data-Rich Environment," Working Papers 201214, University of Pretoria, Department of Economics.
  22. Vittorio Peretti & Rangan Gupta & Roula Inglesi-Lotz, 2012. "Do House Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-Varying Vector Autoregressive Model," Working Papers 201216, University of Pretoria, Department of Economics.
  23. Goodness C. Aye & Samrat Goswami & Rangan Gupta, 2012. "Metropolitan House Prices In India: Do They Converge?," Working Papers 201220, University of Pretoria, Department of Economics.
  24. Beatrice D. Simo-Kengne & Mehmet Balcilar & Rangan Gupta & Monique Reid & Goodness C. Aye, 2012. "Is The Relationship Between Monetary Policy And House Prices Asymmetric In South Africa? Evidence From A Markov-Switching Vector Autoregressive Model," Working Papers 201222, University of Pretoria, Department of Economics.
  25. Goodness C. Aye & Rangan Gupta & Mampho P. Modise, 2012. "Do Stock Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-Varying Vector Autoregressive Model," Working Papers 201224, University of Pretoria, Department of Economics.
  26. Beatrice D. Simo-Kengne & Rangan Gupta & Goodness C. Aye, 2012. "House Prices And Balance Of Trade Dynamics In South Africa: Evidence From An Agnostic Identification Procedure," Working Papers 201227, University of Pretoria, Department of Economics.
  27. Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2012. "The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US," Working Papers 201226, University of Pretoria, Department of Economics.
  28. Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Charl Jooste & Stephen M. Miller & Zeynel A. Ozdemir, 2012. "Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience," Working Papers 201228, University of Pretoria, Department of Economics.
  29. Renee van Eyden & Goodness C. Aye & Rangan Gupta, 2012. "Predictive Ability of Competing Models for South Africa’s Fixed Business Non- Residential Investment Spending," Working Papers 201229, University of Pretoria, Department of Economics.
  30. Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen M. Miller, 2012. "Was the Recent Downturn in US GDP Predictable?," Working Papers 201230, University of Pretoria, Department of Economics.
  31. Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Nicholas Kilimani & Amandine Nakumuryango & Siobhan Redford, 2012. "Predicting BRICS Stock Returns Using ARFIMA Models," Working Papers 201235, University of Pretoria, Department of Economics.
  32. Luis A. Gil-Alana & Goodness C. Aye & Rangan Gupta, 2012. "Testing for Persistence with Breaks and Outliers in South African House Prices," Working Papers 201233, University of Pretoria, Department of Economics.
  33. Manoel Bittencourt, 2012. "Economic Growth and Government Debt: Evidence from the Young Democracies of Latin America," Working Papers 201203, University of Pretoria, Department of Economics.
  34. Manoel Bittencourt, 2012. "Yet Another Look at the Modernisation Hypothesis: Evidence from Latin America," Working Papers 201205, University of Pretoria, Department of Economics.
  35. Dambala Gelo & Steven F. Koch, 2012. "Welfare and Common Property Rights Forestry: Evidence from Ethiopian Villages," Working Papers 277, Economic Research Southern Africa.
  36. Steven F. Koch, 2012. "The Abolition of User Fees and the Demand for Health Care: Re-evaluating the Impact," Working Papers 301, Economic Research Southern Africa.
  37. Jacques K. Ngoie & Niek Schoeman, 2012. "Efficiency of Optimal Taxation in a Dynamic Stochastic Environment: Case of South Africa," Working Papers 287, Economic Research Southern Africa.
  38. Yoseph Yilma Getachew, 2012. "Do Ak models really lack transitional dynamics?," Working Papers 2012_01, Durham University Business School.
  39. Yoseph Yilma Getachew, 2012. "Distributional effects of public policy choices," Working Papers 2012_04, Durham University Business School.
  40. Yoseph Yilma Getachew & Keshab Bhattarai & Parantap Basu, 2012. "Capital adjustment cost and bias in income based dynamic panel models with fixed effects," Working Papers 2012_07, Durham University Business School.
  41. Yoseph Yilma Getachew & Parantap Basu, 2012. "An adjustment cost model of distributional dynamics," Working Papers 2012_08, Durham University Business School.
  42. Roula Inglesi-Lotz, 2012. "The sensitivity of the South African industrial sector’s electricity consumption to electricity price fluctuations," Working Papers 201225, University of Pretoria, Department of Economics.
  43. Alexander Zimper, 2012. "The emergence of "fifty-fifty" probability judgements in a conditional Savage world," Working Papers 201221, University of Pretoria, Department of Economics.
  44. Alexander Ludwig & Alexander Zimper, 2012. "A decision-theoretic model of asset-price underreaction and overreaction to dividend news," Working Papers 201223, University of Pretoria, Department of Economics.
  45. Alexander Zimper & Alexander Ludwig & Max Groneck, 2012. "A Life-Cycle Consumption Model with Ambiguous Survival Beliefs," 2012 Meeting Papers 693, Society for Economic Dynamics.
  46. Heinrich R. Bohlmann, 2012. "Reducing illegal immigration to South Africa: A dynamic CGE analysis," Working Papers 274, Economic Research Southern Africa.
  47. Annari de Waal & Renee van Eyden, 2012. "Monetary policy and inflation in South Africa: A VECM augmented with foreign variables," Working Papers 201231, University of Pretoria, Department of Economics.

2011

  1. Dieppe, Alistair & González Pandiella, Alberto & Hall, Stephen & Willman, Alpo, 2011. "The ECB's New Multi-Country Model for the euro area: NMCM - with boundedly rational learning expectations," Working Paper Series 1316, European Central Bank.
  2. Stephen Hall & P. A. V. B. Swamy & George S. Tavlas & Amangeldi Kenjegaliev, 2011. "The Forward Rate Premium Puzzle: A Resolution?," Discussion Papers in Economics 11/23, Department of Economics, University of Leicester.
  3. Stephen Hall & P. A. V. B. Swamy & George S. Tavlas, 2011. "Generalized Cointegration: A New Concept with an Application to Health Expenditure and Health Outcomes," Discussion Papers in Economics 11/22, Department of Economics, University of Leicester.
  4. Stephen Hall & George S. Tavlas, 2011. "The Debate about the Revived Bretton-Woods Regime: A Survey and Extension of the Literature," Discussion Papers in Economics 11/21, Department of Economics, University of Leicester.
  5. Maria Demertzis & Nicola Viegi, 2011. "Interdependence of Fiscal Debts in EMU," DNB Working Papers 309, Netherlands Central Bank, Research Department.
  6. Ngalawa, Harold & Tchana Tchana, Fulbert & Viegi, Nicola, 2011. "Banking Instability and Deposit Insurance: The Role of Moral Hazard," MPRA Paper 31329, University Library of Munich, Germany.
  7. Harold Ngalawa & Nicola Viegi, 2011. "Dynamic Effects of Monetary Policy Shocks in Malawi," Working Papers 217, Economic Research Southern Africa.
  8. Kasai Ndahiriwe & Ruthira Naraidoo, 2011. "The Opportunistic approach to monetary policy and financial markets," Working Papers 201103, University of Pretoria, Department of Economics.
  9. Kasai, Ndahiriwe & Naraidoo, Ruthira, 2011. "Evaluating the forecasting performance of linear and nonlinear monetary policy rules for South Africa," MPRA Paper 40699, University Library of Munich, Germany.
  10. Rangan Gupta & Alain Kabundi & Stephen M. Miller & Josine Uwilingiye, 2011. "Using Large Data Sets to Forecast Sectoral Employment," Working papers 2011-02, University of Connecticut, Department of Economics, revised Aug 2012.
  11. 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.
  12. Rangan Gupta & Mampho P. Modise, 2011. "Macroeconomic Variables and South African Stock Return Predictability," Working Papers 201107, University of Pretoria, Department of Economics.
  13. Rangan Gupta & Anandamayee Majumdar, 2011. "Reconsidering the Welfare Cost of Inflation in the US: A Nonparametric Estimation of the Nonlinear Long-Run Money Demand Equation using Projection Pursuit Regressions," Working Papers 201114, University of Pretoria, Department of Economics.
  14. Rangan Gupta & Faaiqa Hartley, 2011. "The Role of Asset Prices in Forecasting Inflation and Output in South Africa," Working Papers 201115, University of Pretoria, Department of Economics.
  15. Beatrice D. Simo-Kengne & Manoel Bittencourt & Rangan Gupta, 2011. "House Prices and Economic Growth in South Africa: Evidence from Provincial-Level Data," Working Papers 201116, University of Pretoria, Department of Economics.
  16. Christophe Andre & Rangan Gupta & Patrick T. Kanda, 2011. "Do House Prices Impact Consumption and Interest Rate? Evidence from OECD Countries using an Agnostic Identification Procedure," Working Papers 201118, University of Pretoria, Department of Economics.
  17. Goodness C. Aye & Rangan Gupta, 2011. "The Effects of Monetary Policy On Real Farm Prices in South Africa," Working Papers 201119, University of Pretoria, Department of Economics.
  18. Rangan Gupta & Mampho P. Modise & Josine Uwilingiye, 2011. "Out-of-Sample Equity Premium Predictability in South Africa: Evidence from a Large Number of Predictors," Working Papers 201122, University of Pretoria, Department of Economics.
  19. Roula Inglesi-Lotz & Rangan Gupta, 2011. "Relationship between House Prices and Inflation in South Africa: An ARDL Approach," Working Papers 201130, University of Pretoria, Department of Economics.
  20. Esti van Wyk de Vries & Rangan Gupta & Renee van Eyden, 2011. "Intertemporal portfolio allocation and hedging demand: An application to South Africa," Working Papers 201133, University of Pretoria, Department of Economics.
  21. Mirriam Chitalu Chama-Chiliba & Rangan Gupta & Nonophile Nkambule & Naomi Tlotlego, 2011. "Forecasting Key Macroeconomic Variables of the South African Economy Using Bayesian Variable Selection," Working Papers 201132, University of Pretoria, Department of Economics.
  22. Riane de Bruyn & Rangan Gupta & Lardo stander, 2011. "Testing the Monetary Model for Exchange Rate Determination in South Africa: Evidence from 101 Years of Data," Working Papers 201134, University of Pretoria, Department of Economics.
  23. Rangan Gupta & Yuxiang Ye & Christopher Sako, 2011. "Financial Variables and the Out-of-Sample Forecastability of the Growth Rate of Indian Industrial Production," Working Papers 201135, University of Pretoria, Department of Economics.
  24. Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2011. "Long- and Short-Run Relationships between House and Stock Prices in South Africa: A Nonparametric Approach," Working Papers 201136, University of Pretoria, Department of Economics.
  25. Manoel Bittencourt, 2011. "Young Democracies and Government Size: Evidence from Latin America," Working Papers 201113, University of Pretoria, Department of Economics.
  26. Monaheng Seleteng & Manoel Bittencourt & Renee van Eyden, 2011. "Non-linearities in Inflation-Growth Nexus in the SADC Region: A Panel Smooth Transition Regression Approach," Working Papers 201126, University of Pretoria, Department of Economics.
  27. Steven F. Koch & Jean D. Slabbert, 2011. "An Analysis of Specialist Surgeons and their Practices," Working Papers 201108, University of Pretoria, Department of Economics.
  28. Abebe Damte & Steven F. Koch, 2011. "Non-Timber Forest Products Dependence, Property Rights And Local Level Institutions: Empirical Evidence From Ethiopia," Working Papers 201111, University of Pretoria, Department of Economics.
  29. Abebe Damte & Steven F. Koch, 2011. "Clean Fuel Saving Technology Adoption In Urban Ethiopia," Working Papers 201109, University of Pretoria, Department of Economics.
  30. Abebe Damte & Steven F. Koch, 2011. "Property Rights, Institutions and Source of Fuel Wood in Rural Ethiopia," Working Papers 201110, University of Pretoria, Department of Economics.
  31. Dambala Gelo & Steven F. Koch, 2011. "The Welfare Effect of Common Property Forestry Rights:Evidence from Ethiopian Villages," Working Papers 201123, University of Pretoria, Department of Economics.
  32. Dambala Gelo & Steven F. Koch, 2011. "Does One Size Fit All? Heterogeneity in the Valuation of Community Forestry Programs?," Working Papers 248, Economic Research Southern Africa.
  33. Abebe Damte & Steven F. Koch & Alemu Mekonnen, 2011. "Coping with Fuel Wood Scarcity: Household Responses in Rural Ethiopia," Working Papers 201125, University of Pretoria, Department of Economics.
  34. Johannes W. Riekert & Steven F. Koch, 2011. "Projecting the External Health Costs of a Coal-Fired Power Plant: The Case of Kusile," Working Papers 201131, University of Pretoria, Department of Economics.
  35. Dambala Gelo & Steven F. Koch, 2011. "Contingent Valuation of Community Forestry Programs in Ethiopia: Observing Preference Anomalies in Double-Bounded CVM," Working Papers 201124, University of Pretoria, Department of Economics.
  36. Richard J. Grimbeek & Sunel Grimbeek & Steven F. Koch, 2011. "The Consistency of Merger Decisions in a Developing Country: The South African Competition Commission," Working Papers 201117, University of Pretoria, Department of Economics.
  37. Niek J. Schoeman, 2011. "Fiscal Performance and Sustainability of Local Government in South Africa — An Empirical Analysis," Working Papers 201104, University of Pretoria, Department of Economics.
  38. Niek Schoeman, 2011. "Fiscal Performance and Sustainability of Local Government in South Africa – An Empirical Analysis," Working Papers 201, Economic Research Southern Africa.
  39. Augustin Kwasi Fosu & Yoseph Yilma Getachew & Thomas Ziesemer, 2011. "Optimal public investment, growth, and consumption: Evidence from African countries," CSAE Working Paper Series 2011-22, Centre for the Study of African Economies, University of Oxford.
  40. Yoseph Yilma Getachew, 2011. "Public Investment Policy, Distribution, and Growth: What Levels of Redistribution through Public Investment Maximize Growth?," DEGIT Conference Papers c016_072, DEGIT, Dynamics, Economic Growth, and International Trade.
  41. Roula Inglesi-Lotz & James Blignaut, 2011. "South Africa's Electricity Consumption: A Sectoral Decomposition Analysis," Working Papers 201105, University of Pretoria, Department of Economics.
  42. Roula Inglesi-Lotz & James Blignaut, 2011. "Electricity Intensities of the OECD and South Africa: A Comparison," Working Papers 201106, University of Pretoria, Department of Economics.
  43. R. Inglesi-Lotz & J. Blignaut, 2011. "South Africa’s Electricity Consumption: A Sectoral Decomposition Analysis," Working Papers 203, Economic Research Southern Africa.
  44. Carike Claassen & Elsabé Loots & Henri Bezuidenhout, 2011. "Chinese Foreign Direct Investment in Africa," Working Papers 261, Economic Research Southern Africa.
  45. Alexander Zimper, 2011. "Optimal liquidity provision through a demand deposit scheme: The Jacklin critique revisited," Working Papers 208, Economic Research Southern Africa.
  46. Ulrich Schmidt & Alexander Zimper, 2011. "Explaining the harmonic sequence paradox," Kiel Working Papers 1724, Kiel Institute for the World Economy.
  47. Alexander Zimper, 2011. "Do Bayesians learn their way out of ambiguity?," Working Papers 240, Economic Research Southern Africa.
  48. Francis Kemegue & Emmanuel Owusu-Sekyere & Renee van Eyden, 2011. "What Drives Remittance Inflows to Sub-Saharan Africa? A Dynamic Panel Approach," Working Papers 201128, University of Pretoria, Department of Economics.
  49. Emmanuel Owusu-Sekyere & Renee van Eyden & Francis Kemegue, 2011. "Remittances And The Dutch Disease In Sub-Saharan Africa: A Dynamic Panel Approach," Working Papers 201129, University of Pretoria, Department of Economics.
  50. Renee van Eyden & Emmanuel Owusu-Sekyere & Francis Kemegue, 2011. "Remittance Inflows to Sub-Saharan Africa: The Case of SADC," Working Papers 201127, University of Pretoria, Department of Economics.

2010

  1. Stephen Hall & George Hondroyiannis & P.A.V.B Swamy & George Tavlas, 2010. "Bretton-Woods systems, old and new, and the rotation of exchange-rate regimes," Working Papers 112, Bank of Greece.
  2. Stephen Hall & Kavita Sirichand, 2010. "Decision-Based Forecast Evaluation of UK Interest Rate Predictability," Discussion Papers in Economics 10/09, Department of Economics, University of Leicester.
  3. Stephen Hall & Kavita Sirichand, 2010. "Economic Value of Stock and Interest Rate Predictability in the UK," Discussion Papers in Economics 10/13, Department of Economics, University of Leicester.
  4. Reyno Seymore & Margaret Mabugu & Jan van Heerden, 2010. "Border Tax Adjustments to Negate the Economic Impact of an Electricity Generation Tax," Working Papers 201003, University of Pretoria, Department of Economics.
  5. Nico Meyer & Tamas Fenyes & Martin Breitenbach & Ernst Idsardi, 2010. "Bilateral and Regional Trade Agreements and Technical Barriers to Trade: An African Perspective," OECD Trade Policy Papers 96, OECD Publishing.
  6. J.A. Agbor & J. W. Fedderke & N. Viegi, 2010. "A Theory of Colonial Governance," Working Papers 172, Economic Research Southern Africa.
  7. Maria Demertzis & Massimiliano Marcellino & Nicola Viegi, 2010. "Anchors for Inflation Expectations," Economics Working Papers ECO2010/10, European University Institute.
  8. J.A. Agbor & J. W. Fedderke & N. Viegi, 2010. "How Does Colonial Origin Matter for Economic Performance in sub-Saharan Africa?," Working Papers 176, Economic Research Southern Africa.
  9. Ruthira Naraidoo & Kasai Ndahiriwe, 2010. "Financial asset prices, linear and nonlinear policy rules. An In-sample assessment of the reaction function of the South African Reserve Bank," Working Papers 201006, University of Pretoria, Department of Economics.
  10. Ruthira Naraidoo & Ivan Paya, 2010. "Forecasting Monetary Rules in South Africa," Working Papers 201007, University of Pretoria, Department of Economics.
  11. Ruthira Naraidoo & Leroi Raputsoane, 2010. "Zone targeting monetary policy preferences and financial market conditions: a flexible nonlinear policy reaction function of the SARB monetary policy," Working Papers 201005, University of Pretoria, Department of Economics.
  12. Ruthira Naraidoo & Leroi Raputsoane, 2010. "Optimal monetary policy reaction function in a model with target zones and asymmetric preferences for South Africa," Working Papers 201004, University of Pretoria, Department of Economics.
  13. Samuel S Jibao & Niek Schoeman & Ruthira Naraidoo, 2010. "Fiscal Regime Changes and the Sustainability of Fiscal Imbalance in South Africa: A Smooth Transition Error-Correction Approach," Working Papers 201023, University of Pretoria, Department of Economics.
  14. Charl Jooste & Ruthira Naraidoo, 2010. "Nonlinear Tax Elasticities And Their Implications For The Structural Budget Balance," Working Papers 201022, University of Pretoria, Department of Economics.
  15. Ruthira Naraidoo & Ivan Paya, 2010. "Forecasting Monetary Policy Rules in South Africa," Working Papers 189, Economic Research Southern Africa.
  16. Rangan Gupta & Cobus Vermeulen, 2010. "Private and Public Health Expenditures in an Endogenous Growth Model with Inflation Targeting," Working Papers 201001, University of Pretoria, Department of Economics.
  17. Rangan Gupta & Josine Uwilingiye, 2010. "Evaluating the Welfare Cost of Inflation in a Monetary Endogenous Growth General Equilibrium Model: The Case of South Africa," Working Papers 201002, University of Pretoria, Department of Economics.
  18. Mehmet Balcilar & Rangan Gupta & Zahra Shah, 2010. "An In-Sample and Out-of-Sample Empirical Investigation of the Nonlinearity in House Prices of South Africa," Working Papers 201008, University of Pretoria, Department of Economics.
  19. Rangan Gupta & Stephen M. Miller & Dylan van Wyk, 2010. "Financial Market Liberalization, Monetary Policy, and Housing Price Dynamics," Working papers 2010-06, University of Connecticut, Department of Economics.
  20. Rangan Gupta & Mampho P. Modise, 2010. "Valuation Ratios and Stock Price Predictability in South Africa: Is it there?," Working Papers 201016, University of Pretoria, Department of Economics.
  21. 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.
  22. Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen M. Miller, 2010. "Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes," Working Papers 201018, University of Pretoria, Department of Economics.
  23. Rangan Gupta & Rudi Steinbach, 2010. "Forecasting Key Macroeconomic Variables of the South African Economy: A Small Open Economy New Keynesian DSGE-VAR Model," Working Papers 201019, University of Pretoria, Department of Economics.
  24. Ali Babikir & Rangan Gupta & Chance Mwabutwa & Emmanuel Owusu-Sekyere, 2010. "Structural Breaks and GARCH Models of Stock Return Volatility: The Case of South Africa," Working Papers 201030, University of Pretoria, Department of Economics.
  25. Kafayat Amusa & Rangan Gupta & Shaakira Karolia & Beatrice D. Simo Kengne, 2010. "The Long-Run Impact of Inflation in South Africa," Working Papers 201029, University of Pretoria, Department of Economics.
  26. Riona Arjoon & Mariette Botes & Laban K. Chesang & Rangan Gupta, 2010. "The Long-Run Relationship between Inflation and Real Stock Prices: Empirical Evidence from South Africa," Working Papers 201028, University of Pretoria, Department of Economics.
  27. Rangan Gupta & Mampho P. Modise, 2010. "South African Stock Return Predictability in the Context of Data Mining: The Role of Financial Variables and International Stock Returns," Working Papers 201027, University of Pretoria, Department of Economics.
  28. Rangan Gupta, 2010. "Production Lags and Growth Dynamics in an Overlapping Generations Endogenous Growth Model," Working Papers 201024, University of Pretoria, Department of Economics.
  29. Manoel Bittencourt, 2010. "Democracy, Populism and Hyperinflation(s): Some Evidence from Latin America," Working Papers 169, Economic Research Southern Africa.
  30. Manoel Bittencourt, 2010. "Inflation and Economic Growth in Latin America: Some Panel Time-Series Evidence," Working Papers 201011, University of Pretoria, Department of Economics.
  31. Manoel Bittencourt, 2010. "Financial Development and Economic Growth in Latin America: Schumpeter is Right!," Working Papers 201014, University of Pretoria, Department of Economics.
  32. Bittencourt, Manoel, 2010. "Democracy, Populism and Hyperinflation[s]: Evidence from Latin America," Proceedings of the German Development Economics Conference, Hannover 2010 47, Verein für Socialpolitik, Research Committee Development Economics.
  33. Manoel Bittencourt, 2010. "Financial Development and Economic Growth in Latin America: Is Schumpeter Right?," Working Papers 191, Economic Research Southern Africa.
  34. Steven F. Koch & Jean D. Slabbert, 2010. "Semiparametric Stochastic Frontier Analysis Of Specialist Surgeon Clinics," Working Papers 201020, University of Pretoria, Department of Economics.
  35. Steven F. Koch, 2010. "Fractional Multinomial Response Models With An Application To Expenditure Shares," Working Papers 201021, University of Pretoria, Department of Economics.
  36. Yolande van Heerden & Niek Schoeman, 2010. "An Empirical Dissemination Of The Personal Income Tax Regime In South Africa Using A Microsimulation Tax Model," Working Papers 201025, University of Pretoria, Department of Economics.
  37. Makochekanwa, Albert & Kwaramba, Marko, 2010. "Dwindling access to basic services in Zimbabwe," MPRA Paper 28271, University Library of Munich, Germany.
  38. Makochekanwa, Albert, 2010. "Estimating the size and trends of the second economy in Zimbabwe," MPRA Paper 37807, University Library of Munich, Germany.
  39. Nara F. Monkam, 2010. "Mobilising Tax Revenue to Finance Development: The Case for Property Taxation in Francophone Africa," Working Papers 201026, University of Pretoria, Department of Economics.
  40. Alexander Zimper, 2010. "The harmonic sequence paradox reconsidered," Working Papers 161, Economic Research Southern Africa.

2009

  1. Bettina Becker & Stephen G. Hall, 2009. "How Far From the Euro Area? Measuring Convergence of Inflation Rates in Eastern Europe," Discussion Paper Series 2009_05, Department of Economics, Loughborough University, revised Mar 2009.
  2. Stephen Hall & P.A.V.B. Swamy & George S. Tavlas & George Hondroyiannis, 2009. "Time-Varying Coefficient Estimation in the Presence of Non-Stationarity," Discussion Papers in Economics 09/13, Department of Economics, University of Leicester.
  3. Stephen Hall & P.A.V.B. Swamy & George S. Tavlas, 2009. "The Nonexistence of Instrumental Variables," Discussion Papers in Economics 09/16, Department of Economics, University of Leicester.
  4. Bettina Becker & Stephen G. Hall, 2009. "Measuring Convergence of the New Member Countries’ Exchange Rates to the Euro," Discussion Papers in Economics 09/2, Department of Economics, University of Leicester.
  5. Stephen Hall & George Hondroyiannis & P.A.V.B. Swamy & George S. Tavlas, 2009. "Assessing the Casual Relationship between Euro-Area Money and Price in Time-Varying Environment," Discussion Papers in Economics 09/17, Department of Economics, University of Leicester.
  6. Stephen Hall & Sahar S. Qaqeesh, 2009. "The Behaviour of Dickey Fuller test in the case of noisy data: to what extent we can trust the outcome," Discussion Papers in Economics 09/18, Department of Economics, University of Leicester.
  7. Stephen Hall & Amangeldi Kenjegaliev, 2009. "Effect of oil price changes on the price of Russian and Chinese oil shares," Discussion Papers in Economics 09/14, Department of Economics, University of Leicester.
  8. James Blignaut & Jan van Heerden, 2009. "Is Water Shedding Next?," Working Papers 200918, University of Pretoria, Department of Economics.
  9. Reyno Seymore & Philip David Adams & Margaret Mabugu & Jan van Heerden & James Blignaut, 2009. "The Impact Of An Electricity Generation Tax On The South African Economy," Working Papers 200920, University of Pretoria, Department of Economics.
  10. Reyno Seymore & Margaret Mabugu & Jan van Heerden, 2009. "The Competitiveness Impact Of A Multilateral Electricity Generation Tax," Working Papers 200919, University of Pretoria, Department of Economics.
  11. NG Meyer & MC Breitenbach & TI Fényes & A Jooste, 2009. "The Economic Rationale for Agricultural Regeneration and Rural Infrastructure Investment in South Africa," Working Papers 200910, University of Pretoria, Department of Economics.
  12. Obinyeluaku, Moses & Viegi, Nicola, 2009. "How does fiscal policy affect monetary policy in the Southern African Community (SADC)?," MPRA Paper 15372, University Library of Munich, Germany.
  13. Ruthira Naraidoo & Rangan Gupta, 2009. "Modelling monetary policy in South Africa: Focus on inflation targeting era using a simple learning rule," Working Papers 200904, University of Pretoria, Department of Economics.
  14. Costas Milas & Ruthira Naraidoo, 2009. "Financial Market Conditions, Real Time, Nonlinearity and European Central Bank Monetary Policy: In-Sample and Out-of-Sample Assessment," Working Paper Series 42_09, The Rimini Centre for Economic Analysis, revised Jan 2009.
  15. Agyenim Boateng & Ruthira Naraidoo & Moshfique M. Uddin, 2009. "An Analysis of the Inward Cross-border Mergers and Acquisitions in the UK: A Macroeconomic Perspective," Working Papers 200924, University of Pretoria, Department of Economics.
  16. Rangan Gupta & Stephen M. Miller, 2009. "“Ripple Effects” and Forecasting Home Prices In Los Angeles, Las Vegas, and Phoenix," Working Papers 200901, University of Pretoria, Department of Economics.
  17. Sonali Das & Rangan Gupta & Alain Kabundi, 2009. "The Blessing Of Dimensionality In Forecasting Real House Price Growth In The Nine Census Divisions Of The Us," Working Papers 200902, University of Pretoria, Department of Economics.
  18. Rangan Gupta & Alain Kabundi, 2009. "The Effect Of Monetary Policy On House Price Inflation: A Factor Augmented Vector Autoregression (Favar) Approach," Working Papers 200903, University of Pretoria, Department of Economics.
  19. 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.
  20. Rangan Gupta & Josine Uwilingiye, 2009. "Comparing South African Inflation Volatility Across Monetary Policy Regimes: An Application Of Saphe Cracking," Working Papers 200906, University of Pretoria, Department of Economics.
  21. Rangan Gupta & Stephen M. Miller, 2009. "The Time-Series Properties on Housing Prices: A Case Study of the Southern California Market," Working papers 2009-10, University of Connecticut, Department of Economics, revised Dec 2009.
  22. Rangan Gupta & Alain Kabundi, 2009. "Forecasting Real Us House Price: Principal Components Versus Bayesian Regressions," Working Papers 200907, University of Pretoria, Department of Economics.
  23. Rangan Gupta & Emmanuel Ziramba, 2009. "Is the Permanent Income Hypothesis Really Well-Suited for Forecasting?," Working Papers 200909, University of Pretoria, Department of Economics.
  24. Rangan Gupta & Stephen M. Miller, 2009. "The Time-Series Properties of House Prices: A Case Study of the Southern California Market," Working Papers 0912, University of Nevada, Las Vegas , Department of Economics, revised Dec 2009.
  25. Rangan Gupta & Alain Kabundi & Emmanuel Ziramba, 2009. "The Effect Of Defense Spending On Us Output: A Factor Augmented Vector Autoregression (Favar) Approach," Working Papers 200911, University of Pretoria, Department of Economics.
  26. Rangan Gupta & Alain Kabundi & Stephen M. Miller, 2009. "Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States," Working Papers 200912, University of Pretoria, Department of Economics.
  27. Rangan Gupta & Josine Uwilingiye, 2009. "Some Benefits of Reducing Inflation in South Africa," Working Papers 200915, University of Pretoria, Department of Economics.
  28. Rangan Gupta & Marius Jurgilas & Alain Kabundi & Stephen M. Miller, 2009. "Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Model," Working Papers 200913, University of Pretoria, Department of Economics.
  29. Sonali Das & Rangan Gupta & Patrick Agu Kaya, 2009. "Convergence of Metropolitan House Prices in South Africa: A Re-Examination Using Efficient Unit Root Tests," Working Papers 200922, University of Pretoria, Department of Economics.
  30. Rangan Gupta & Alain Kabundi & Mampho P. Modise, 2009. "Has the SARB Become More Effective Post Inflation Targeting?," Working Papers 200925, University of Pretoria, Department of Economics.
  31. Rangan Gupta & Alain Kabundi & Stephen M. Miller, 2009. "Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals," Working Papers 200927, University of Pretoria, Department of Economics.
  32. Rangan Gupta & Christian K. Tipoy & Sonali Das, 2009. "Could We Have Predicted the Recent Downturn in Home Sales of the Four US Census Regions?," Working Papers 200926, University of Pretoria, Department of Economics.
  33. Rangan Gupta & Alain Kabundi, 2009. "A Large Factor Model for Forecasting Macroeconomic Variables in South Africa," Working Papers 137, Economic Research Southern Africa.
  34. Manoel Bittencourt, 2009. "Polarisation, Populism and Hyperinflation[s]: Some Evidence from Latin America," Working Papers 200921, University of Pretoria, Department of Economics.
  35. Steven F. Koch, 2009. "Equity in Private Health Insurance Coverage in South Africa: 2002-2007," Working Papers 200916, University of Pretoria, Department of Economics.
  36. Steven F. Koch & Adel Bosch, 2009. "Inflation and the Household: Towards a Measurement of the Welfare Costs of Inflation," Working Papers 200917, University of Pretoria, Department of Economics.
  37. Jacques Kibambe & Niek J. Schoeman, 2009. "Modelling the impact of automatic fiscal stabilisers on output stabilisation in South Africa," Working Papers 200930, University of Pretoria, Department of Economics.
  38. Makochekanwa, Albert, 2009. "Zimbabwe’s Currency Crisis: Which Currency To Adopt In The Aftermath Of The Multi-Currency Regime?," MPRA Paper 22463, University Library of Munich, Germany.
  39. Makochekanwa, Albert, 2009. "Chiadzwa Diamonds: Zimbabwe’s potential economic recovery option," MPRA Paper 22488, University Library of Munich, Germany.
  40. Makochekanwa, Albert, 2009. "Clothed in rags by hyperinflation: the case of Zimbabwe," MPRA Paper 28863, University Library of Munich, Germany.
  41. Alain Kabundi & Elsabé Loots, 2009. "Patterns of co-movement between a developed and emerging market economy: The case of South Africa and Germany," Working Papers 159, Economic Research Southern Africa.
  42. Eric Danan & Ani Guerdjikova & Alexander Zimper, 2009. "Indecisiveness aversion and preference for commitment," Working Papers 157, Economic Research Southern Africa.
  43. Jacques Kibambe & Renee van Eyden & charlotte du Toit, 2009. "Social Ingredients and Conditional Convergence in the Study of Sectoral Growth," Working Papers 200931, University of Pretoria, Department of Economics.

2008

  1. Stephen G. Hall & Pavlos Petroulas, 2008. "Spatial Interdependencies of FDI Locations: A Lessening of the Tyranny of Distance?," Working Papers 67, Bank of Greece.
  2. Stephen G. Hall & George Hondroyiannis & P.A.V.B. Swamy & George S. Tavlas, 2008. "The New Keynesian Phillips Curve and Lagged Inflation: A Case of Spurious Correlation?," Discussion Papers in Economics 08/26, Department of Economics, University of Leicester.
  3. Stephen G Hall & Qian Guo, 2008. "A Test of the Balassa-Samuelson Effect Applied to Chinese Regional Data," Discussion Papers in Economics 08/8, Department of Economics, University of Leicester.
  4. P.A.V.B. Swamy & George S. Tavlas & Stephen G. Hall & George Hondroyiannis, 2008. "Estimation of Parameters in the Presence of Model misspecification and Measurement Error," Discussion Papers in Economics 08/27, Department of Economics, University of Leicester.
  5. Jan van Heerden & James Blignaut & Andre Jordaan, 2008. "On the Real Exchange Rate Effects of Higher Electricity Prices in South Africa," Working Papers 200836, University of Pretoria, Department of Economics.
  6. Jan van Heerden, 2008. "Who would eat more with a Food Voucher Programme in South Africa?," Working Papers 200837, University of Pretoria, Department of Economics.
  7. Fenyes, Tamas I. & Meyer, Nicolas G. & Breitenbach, Marthinus C., 2008. "Impact Assessments Of Changing Agricultural Trade Agreements And Tariff Barriers Between South Africa And European Unions," Bulletin of the Szent Istvan University 43241, Szent Istvan University, Faculty of Economics and Social Sciences.
  8. Philippe Aghion & Johannes Fedderke & Peter Howitt & Chandana Kularatne & Nicola Viegi, 2008. "Testing Creative Destruction in an Opening Economy : the Case of the South African Manufacturing Inudstries," Documents de Travail de l'OFCE 2008-23, Observatoire Francais des Conjonctures Economiques (OFCE).
  9. Maria Demertzis & Massimiliano Marcellino & Nicola Viegi, 2008. "A Measure for Credibility: Tracking US Monetary Developments," DNB Working Papers 187, Netherlands Central Bank, Research Department.
  10. Rangan Gupta & Kibii Komen, 2008. "Time Aggregation and the Contradictions with Causal Relationships: Can Economic Theory Come to the Rescue?," Working Papers 200802, University of Pretoria, Department of Economics.
  11. Kasai Ndahiriwe & Rangan Gupta, 2008. "Financial Liberalisation and the Effectiveness of Monetary Policy on House Prices in South Africa," Working Papers 200803, University of Pretoria, Department of Economics.
  12. Rangan Gupta & Josine Uwilingiye, 2008. "Measuring the Welfare Cost of Inflation in South Africa," Working Papers 200804, University of Pretoria, Department of Economics.
  13. Guangling (Dave) Liu & Rangan Gupta & Eric Schaling, 2008. "A New-Keynesian DSGE Model for Forecasting the South African Economy," Working Papers 200805, University of Pretoria, Department of Economics.
  14. Rangan Gupta, 2008. "Currency Substitution and Financial Repression," Working Papers 200806, University of Pretoria, Department of Economics.
  15. Rangan Gupta & Emmanuel Ziramba, 2008. "Tax Evasion and Financial Repression: A Reconsideration Using Endogenous Growth Models," Working Papers 200808, University of Pretoria, Department of Economics.
  16. Rangan Gupta & Josine Uwilingiye, 2008. "Measuring the Welfare Cost of Inflation in South Africa: A Reconsideration," Working Papers 200809, University of Pretoria, Department of Economics.
  17. Rangan Gupta & Sonali Das, 2008. "Spatial Bayesian Methods of Forecasting House Prices in Six Metropolitan Areas of South Africa," Working Papers 200813, University of Pretoria, Department of Economics.
  18. Rangan Gupta & Sonali Das, 2008. "Predicting Downturns in the US Housing Market: A Bayesian Approach," Working Papers 200821, University of Pretoria, Department of Economics.
  19. Rangan Gupta & Alain Kabundi, 2008. "A Dynamic Factor Model for Forecasting Macroeconomic Variables in South Africa," Working Papers 200815, University of Pretoria, Department of Economics.
  20. Thabo Mokoena & Rangan Gupta & Renee Van Eyden, 2008. "Market Microstructure Approach to the Exchange Rate Determination Puzzle," Working Papers 200810, University of Pretoria, Department of Economics.
  21. Sonali Das & Rangan Gupta & Alain Kabundi, 2008. "Is a DFM Well-Suited in Forecasting Regional House Price Inflation?," Working Papers 200814, University of Pretoria, Department of Economics.
  22. Rangan Gupta & Emmanuel Ziramba, 2008. "Misalignment in the Growth-Maximizing Policies under Alternative Assumptions of Tax Evasion," Working Papers 200819, University of Pretoria, Department of Economics.
  23. Thabo Mokoena & Rangan Gupta & Renee Van Eyden, 2008. "Testing for Fractional Integration in SADC Real Exchange Rates," Working Papers 200811, University of Pretoria, Department of Economics.
  24. Rangan Gupta & Alain Kabundi, 2008. "Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs," Working Papers 200816, University of Pretoria, Department of Economics.
  25. Rangan Gupta & Emmanuel Ziramba, 2008. "Openness, Bureaucratic Corruption and Public Policy in an Endogenous Growth Model," Working Papers 200817, University of Pretoria, Department of Economics.
  26. Rangan Gupta & Emmanuel Ziramba, 2008. "Costly Tax Enforcement and Financial Repression: A Reconsideration Using an Endogenous Growth Model," Working Papers 200820, University of Pretoria, Department of Economics.
  27. Thabo Mokoena & Rangan Gupta & Renee van Eyden, 2008. "Half-Life Deviations from PPP in the SADC," Working Papers 200823, University of Pretoria, Department of Economics.
  28. Rangan Gupta & Emmanuel Ziramba, 2008. "Costly Tax Enforcement and Financial Repression," Working Papers 200818, University of Pretoria, Department of Economics.
  29. Thabo Mokoena & Rangan Gupta & Renee van Eyden, 2008. "Testing for PPP Using SADC Real Exchange Rates," Working Papers 200822, University of Pretoria, Department of Economics.
  30. Rangan Gupta & Josine Uwilingiye, 2008. "Time Aggregation, Long-Run Money Demand and the Welfare Cost of Inflation," Working Papers 200825, University of Pretoria, Department of Economics.
  31. Thabo Mokoena & Rangan Gupta & Renee van Eyden, 2008. "Exchange Rate Puzzles: A Review of the Recent Theoretical and Empirical Developments," Working Papers 200827, University of Pretoria, Department of Economics.
  32. Albert H. De Wet & Renee Van Eyden & Rangan Gupta, 2008. "Conditional Loss Estimation Using a South African Global Error Correcting Macroeconometric Model," Working Papers 200826, University of Pretoria, Department of Economics.
  33. Rangan Gupta & Emmanuel Ziramba, 2008. "Optimal Public Policy with Endogenous Mortality," Working Papers 200829, University of Pretoria, Department of Economics.
  34. Rangan Gupta & Alain Kabundi, 2008. "Forecasting Macroeconomic Variables in a Small Open Economy: A Comparison between Small- and Large-Scale Models," Working Papers 200830, University of Pretoria, Department of Economics.
  35. Sonali Das & Rangan Gupta & Alain Kabundi, 2008. "Could We Have Predicted The Recent Downturn In The South African Housing Market?," Working Papers 200831, University of Pretoria, Department of Economics.
  36. Rangan Gupta & Josine Uwilingiye, 2008. "Should the SARB Have Stayed Time Inconsistent?," Working Papers 200833, University of Pretoria, Department of Economics.
  37. Sonali Das & Rangan Gupta & Alain Kabundi, 2008. "Is a DFM Well Suited for Forecasting Regional House Price Inflation?," Working Papers 85, Economic Research Southern Africa.
  38. Olufunke A. Alaba & Steven F. Koch, 2008. "Health Insurance or Food for the Family? An Examination into Unintended Consequences," Working Papers 200824, University of Pretoria, Department of Economics.
  39. Steven F. Koch & S. Ssekabira Ntege, 2008. "Returns To Schooling: Skills Accumulation Or Information Revelation?," Working Papers 200812, University of Pretoria, Department of Economics.
  40. Steven F. Koch & Gauthier Tshiswaka-Kashalala, 2008. "Tobacco Substitution and the Poor," Working Papers 200832, University of Pretoria, Department of Economics.
  41. Sudhanshu Handa & Steven F. Koch & Shu Wen Ng, 2008. "Child Mortality in Eastern and Southern Africa," Working Papers 200835, University of Pretoria, Department of Economics.
  42. Olufunke A. Alaba & Steven F. Koch, 2008. "Dynamic Health Care Decisions And Child Health In South Africa," Working Papers 200834, University of Pretoria, Department of Economics.
  43. Vasco C Nhabinde & Niek J Schoeman, 2008. "The Impact of Retirement Benefits on Consumption and Saving in South Africa," Working Papers 200807, University of Pretoria, Department of Economics.
  44. Yolande Van Heerden & Niek J. Schoeman, 2008. "Finding The Optimum Level Of Taxes In South Africa: A Balanced Budget Approach," Working Papers 200828, University of Pretoria, Department of Economics.
  45. Makochekanwa, Albert, 2008. "Measuring the Welfare Cost of Inflation in Zimbabwe," MPRA Paper 22396, University Library of Munich, Germany.
  46. Makochekanwa, Albert, 2008. "The impact of a budget deficit on inflation in Zimbabwe," MPRA Paper 24227, University Library of Munich, Germany.
  47. Alexander Zimper & Alexander Ludwig, 2008. "On attitude polarization under Bayesian learning with non-additive beliefs," Working Papers 104, Economic Research Southern Africa.
  48. Alexander Zimper, 2008. "Revisiting independence and stochastic dominance for compound lotteries," Working Papers 97, Economic Research Southern Africa.
  49. Alexander Zimper, 2008. "Asset pricing in a Lucas "fruit-tree' economy with non-additive beliefs," Working Papers 92, Economic Research Southern Africa.
  50. Alexander Ludwig & Alexander Zimper, 2008. "A Parsimonious Choquet Model of Subjective Life Expectancy," Working Papers, Center for Retirement Research at Boston College wp2008-20, Center for Retirement Research, revised Dec 2008.

2007

  1. Bettina Becker & Stephen G. Hall, 2007. "A New Look at Economic Convergence in Europe: A Common Factor Approach," Discussion Paper Series 2007_09, Department of Economics, Loughborough University, revised Feb 2007.
  2. Stephen G.Hall & George Hondroyiannis & P.A.V.B. Swamy & George S. Tavlas, 2007. "A Portofolio Balance Approach to Euro-Area Money Demand in a Time-Varying Environment," Working Papers 61, Bank of Greece.
  3. Driver, Ciaran F. & Hall, Stephen G., 2007. "Production Constraints and the NAIRU," Economics Discussion Papers 2007-41, Kiel Institute for the World Economy.
  4. Maria Demertzis & Nicola Viegi, 2007. "Inflation Targeting - a Framework for Communication," DNB Working Papers 149, Netherlands Central Bank, Research Department.
  5. Samuel Zita & Rangan Gupta, 2007. "Modelling and Forecasting the Metical-Rand Exchange Rate," Working Papers 200702, University of Pretoria, Department of Economics.
  6. Elizabeth M. Ueckermann & James N. Blignaut & Rangan Gupta & J Raubenheimer, 2007. "Modelling Preferences of South African Grain Farmers for Adopting Derivative Contracts Using Discrete Choice Models," Working Papers 200705, University of Pretoria, Department of Economics.
  7. Rangan Gupta, 2007. "Forecasting the South African Economy with Gibbs Sampled BVECMs," Working Papers 200701, University of Pretoria, Department of Economics.
  8. Josine Uwilingiye & Rangan Gupta, 2007. "Temporal Causality between Budget Deficit and Interest Rate: The Case of South Africa," Working Papers 200708, University of Pretoria, Department of Economics.
  9. Rangan Gupta, 2007. "Bayesian Methods of Forecasting Inventory Investment in South Africa," Working Papers 200704, University of Pretoria, Department of Economics.
  10. Kasai Ndahiriwe & Rangan Gupta, 2007. "Temporal Causality between Taxes and Public Expenditures: The Case of South Africa," Working Papers 200709, University of Pretoria, Department of Economics.
  11. Elizabeth M. Ueckermann & James N. Blignaut & Rangan Gupta, 2007. "A Panel Bargaining Model within the Regional Boundaries of the South African Grain Industry," Working Papers 200706, University of Pretoria, Department of Economics.
  12. Guangling (Dave) Liu & Rangan Gupta & Eric Schaling, 2007. "Forecasting the South African Economy: A DSGE-VAR Approach," Working Papers 200724, University of Pretoria, Department of Economics.
  13. Albert H. De Wet & Renee´ Van Eyden & Rangan Gupta, 2007. "Linking Global Economic Dynamics to a South African-Specific Credit Risk Correlation Model," Working Papers 200719, University of Pretoria, Department of Economics.
  14. Manoel F. Bittencourt, 2007. "Inflation and Finance: Evidence from Brazil," The Centre for Market and Public Organisation 07/163, Department of Economics, University of Bristol, UK.
  15. Manoel Bittencourt, 2007. "Macroeconomic Performance and Inequality: Brazil 1983-1994," Ibero America Institute for Econ. Research (IAI) Discussion Papers 163, Ibero-America Institute for Economic Research.
  16. Manoel Bittencourt, 2007. "Financial Development and Inequality: Brazil 1985-1994," Ibero America Institute for Econ. Research (IAI) Discussion Papers 164, Ibero-America Institute for Economic Research.
  17. Manoel Bittencourt, 2007. "Inflation and Financial Development: Evidence from Brazil," Ibero America Institute for Econ. Research (IAI) Discussion Papers 165, Ibero-America Institute for Economic Research.
  18. Marc Ground & Steven F. Koch, 2007. "Hurdle Models of Alcohol and Tobacco Expenditure in South African Households," Working Papers 200703, University of Pretoria, Department of Economics.
  19. Olusegun A. Akanbi & Niek J. Schoeman, 2007. "The Welfare Implications of Expenditure on Education and Public Expenditure in General in African Countries," Working Papers 200707, University of Pretoria, Department of Economics.
  20. Eita, Joel Hinaunye & Jordaan, Andre C., 2007. "Estimating The Tourism Potential In Namibia," MPRA Paper 5788, University Library of Munich, Germany.
  21. André C. Jordaan & Joel Hinaunye Eita, 2007. "Determinants of South Africa’s Exports of Leather Products," Working Papers 200721, University of Pretoria, Department of Economics.
  22. André C. Jordaan & Joel Hinaunye Eita, 2007. "Testing the Export-Led Growth Hypothesis for Botswana: A Causality Analysis," Working Papers 200720, University of Pretoria, Department of Economics.
  23. Joel Hinaunye Eita & André C. Jordaan, 2007. "A Causality Analysis between Financial Development and Economic Growth for Botswana," Working Papers 200722, University of Pretoria, Department of Economics.
  24. Joel Hinaunye Eita & André C. Jordaan, 2007. "South Africa’s Wood Export Potential Using a Gravity Model Approach," Working Papers 200723, University of Pretoria, Department of Economics.
  25. Albert Makochekanwa, 2007. "Zimbabwe’s Hyperinflation Money Demand Model," Working Papers 200712, University of Pretoria, Department of Economics.
  26. Albert Makochekanwa, 2007. "A Dynamic Enquiry into the Causes of Hyperinflation in Zimbabwe," Working Papers 200710, University of Pretoria, Department of Economics.
  27. Albert Makochekanwa, 2007. "Zimbabwe’s Black Market for Foreign Exchange," Working Papers 200713, University of Pretoria, Department of Economics.
  28. Albert Makochekanwa, 2007. "An Empirical Investigation of Capital Flight from Zimbabwe," Working Papers 200711, University of Pretoria, Department of Economics.
  29. Makochekanwa, Albert, 2007. "Botswana’s revealed comparative advantage," MPRA Paper 34564, University Library of Munich, Germany.
  30. Alexander Zimper, 2007. "Half empty, half full and the possibility of agreeing to disagree," Working Papers 58, Economic Research Southern Africa.
  31. Ulrich Schmidt & Alexander Zimper, 2007. "Security and Potential Level Preferences with Thresholds," Working Papers 47, Economic Research Southern Africa.
  32. Alexander Zimper & Alexander Ludwig, 2007. "Attitude polarization," MEA discussion paper series 07155, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
  33. Alexander Ludwig & Alexander Zimper, 2007. "A Parsimonious Model of Subjective Life Expectancy," MEA discussion paper series 07154, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.

2006

  1. Marco R. Barassi & Guglielmo Maria Caporale & Stephen G. Hall, 2006. "A Comparison Between Tests For Changes In The Adjustment Coefficients In Cointegrated Systems," Economics and Finance Discussion Papers 06-04, Economics and Finance Section, School of Social Sciences, Brunel University.
  2. Stephen G. Hall & George Hondroyiannis, 2006. "Measuring the Correlation of Shocks betweem the EU15 and the New Member Countries," Working Papers 31, Bank of Greece.
  3. Maria Demertzis & Nicola Viegi, 2006. "Aiming for the Bull's Eye: Uncertainty and Inertia in Monetary Policy," Computing in Economics and Finance 2006 150, Society for Computational Economics.
  4. Ruthira Naraidoo & Patrick Minford & Kent Matthews, 2006. "Vicious and Virtuous Circles - the Political Economy of Unemployment in Interwar UK and USA," Keele Economics Research Papers KERP 2006/08, Centre for Economic Research, Keele University.
  5. Ruthira Naraidoo & Patrick Minford & Ioannis A. Venetis, 2006. "The political economy of unemployment and threshold effects. A nonlinear time series approach," Keele Economics Research Papers KERP 2006/21, Centre for Economic Research, Keele University.
  6. Pei-Pei Chen & Rangan Gupta, 2006. "R&D, Openness, and Growth," Working Papers 200623, University of Pretoria, Department of Economics.
  7. Rangan Gupta & Moses M. Sichei, 2006. "A BVAR Model for the South African Economy," Working Papers 200612, University of Pretoria, Department of Economics.
  8. Rangan Gupta, 2006. "Forecasting the South African Economy with VARs and VECMs," Working Papers 200618, University of Pretoria, Department of Economics.
  9. Rangan Gupta, 2006. "Growth-Effects of Inflation Targeting: The Role of Financial Sector Development," Working Papers 200610, University of Pretoria, Department of Economics.
  10. Rangan Gupta, 2006. "Financial Liberalization with Productive Public Expenditure and A Curb Market," Working Papers 200601, University of Pretoria, Department of Economics.
  11. Rangan Gupta, 2006. "Financial Liberalization and a Possible Growth-Inflation Trade-Off," Working Papers 200617, University of Pretoria, Department of Economics.
  12. Pei-Pei Chen & Rangan Gupta, 2006. "An Investigation of Openness and Economic Growth Using Panel Estimation," Working Papers 200622, University of Pretoria, Department of Economics.
  13. Guangling (Dave) Liu & Rangan Gupta, 2006. "A Small-Scale DSGE Model for Forecasting the South African Economy," Working Papers 200621, University of Pretoria, Department of Economics.
  14. Rangan Gupta & Charlotte du Toit, 2006. "Active versus Passive Policies of Unemployment: Growth and Public Finance Perspectives," Working Papers 200620, University of Pretoria, Department of Economics.
  15. Samrat Goswami & Rangan Gupta, 2006. "An Endogenous Growth Model of a Financially Repressed Small Open Economy," Working Papers 200616, University of Pretoria, Department of Economics.
  16. Manoel F. Meyer Bittencourt, 2006. "Financial Development and Inequality: Brazil 1985-99," Bristol Economics Discussion Papers 06/582, Department of Economics, University of Bristol, UK.
  17. Steven F. Koch & Marc Ground & Dylan van Wyk, 2006. "South African Household Expenditure Patterns: Alcohol Products in 1995 and 2000," Working Papers 200615, University of Pretoria, Department of Economics.
  18. Steven F. Koch, 2006. "Trends in South African Household Alcohol Consumption Risk Factors," Working Papers 200619, University of Pretoria, Department of Economics.
  19. K. L. Thompson & N. J. Schoeman, 2006. "Using a Static Micro-Simulation Model to Evaluate the South African Income Tax System," Working Papers 200613, University of Pretoria, Department of Economics.
  20. Guerdjikova, Ani & Zimper, Alexander, 2006. "Flexibility of Choice versus Reduction of Ambiguity," Working Papers 06-14, Cornell University, Center for Analytic Economics.
  21. Alexander Zimper, 2006. "An epistemic model of an agent who does not reflect on reasoning processes," Working Papers 45, Economic Research Southern Africa.
  22. James Blignaut & Christina Moolman, 2006. "Quantifying the Potential of Restored Natural Capital to Alleviate Poverty and Help Conserve Nature: A Case Study from South Africa," Working Papers 200607, University of Pretoria, Department of Economics.
  23. C.E. Moolman & J. N. Blignaut & R. Van Eyden, 2006. "Modeling the Marginal Revenue of Water in Selected Agricultural Commodities: A Panel Date Approach," Working Papers 200606, University of Pretoria, Department of Economics.
  24. Heinrich R. Bohlmann, 2006. "Predicting the Economic Impact of the 2010 FIFA World Cup on South Africa," Working Papers 200611, University of Pretoria, Department of Economics.
  25. Gauthier Tshiswaka-Kashalala, 2006. "Is Fiscal Policy Sustainable in South Africa? An Application of the Econometric Approach," Working Papers 200614, University of Pretoria, Department of Economics.
  26. C. B. Du Toit & Reneé Van Eyden & Marc Ground, 2006. "Does South Africa Have the Potential and Capacity to Grow at 7 Per Cent?: A Labour Market Perspective," Working Papers 200603, University of Pretoria, Department of Economics.

2005

  1. Bettina Becker & Stephan G Hall, 2005. "Non-Linear Properties of Currency Crises in Emerging Markets," Money Macro and Finance (MMF) Research Group Conference 2005 13, Money Macro and Finance Research Group.
  2. Anthony Letsoalo & James Blignaut & Theuns de Wet & Martin de Wit & Sebastiaan Hess & Richard S.J. Tol & Jan van Heerden, 2005. "Triple Dividends Of Water Consumption Charges In South Africa," Working Papers FNU-62, Research unit Sustainability and Global Change, Hamburg University, revised Apr 2005.
  3. H. R. Bohlmann & Moses J.H. van Heerden, 2005. "The Impact of Hosting a Major Sport Event on the South African Economy," Working Papers 200509, University of Pretoria, Department of Economics.
  4. Maria Demertzis & Nicola Viegi, 2005. "Inflation Targets as Focal Points," Money Macro and Finance (MMF) Research Group Conference 2005 52, Money Macro and Finance Research Group.
  5. Rangan Gupta, 2005. "A Generic Model of Financial Repression," Working papers 2005-20, University of Connecticut, Department of Economics, revised Jul 2005.
  6. Rangan Gupta, 2005. "Financial Liberalization and Inflationary Dynamics," Working papers 2005-31, University of Connecticut, Department of Economics.
  7. Rangan Gupta, 2005. "Financial Liberalization and Inflationary Dynamics: An Open Economy Analysis," Working papers 2005-32, University of Connecticut, Department of Economics.
  8. Rangan Gupta, 2005. "Asymmetric Information, Tax Evasion and Alternative Instruments of Government Revenue," Working papers 2005-33, University of Connecticut, Department of Economics.
  9. Rangan Gupta, 2005. "Tax Evasion and Financial Repression," Working papers 2005-34, University of Connecticut, Department of Economics, revised Jun 2007.
  10. Rangan Gupta, 2005. "Financial Liberalization and Inflationary Dynamics in the Context of a Small Open Economy," Working papers 2005-39, University of Connecticut, Department of Economics.
  11. Rangan Gupta, 2005. "Endogenous Tax Evasion and Reserve Requirements: A Comparative Study in the Context of European Economies," Computing in Economics and Finance 2005 328, Society for Computational Economics.
  12. Rangan Gupta, 2005. "Revisiting the Temporal Causality between Money and Income," Working Papers 200501, University of Pretoria, Department of Economics.
  13. Rangan Gupta & Basab Dasgupta, 2005. "The Macroeconomic Reform and the Demand for Money in India," Working Papers 200502, University of Pretoria, Department of Economics.
  14. Rangan Gupta, 2005. "Rational Expectations and the Effects of Financial Liberalization on Price Level and Output," Working Papers 200507, University of Pretoria, Department of Economics.
  15. Rangan Gupta, 2005. "Effect of High Yielding Variety of Seeds in the State of West Bengal: An Empirical Quest," Working Papers 200503, University of Pretoria, Department of Economics.
  16. Rangan Gupta, 2005. "Financial Liberalization and the Dynamics of Inflation, the Nominal Exchange Rate and the Terms of Trade," Working Papers 200504, University of Pretoria, Department of Economics.
  17. Rangan Gupta, 2005. "Revisiting the Inflation-Repression Relationship," Working Papers 200508, University of Pretoria, Department of Economics.
  18. Rangan Gupta & Andreas G. Karapatakis, 2005. "Financial Liberalization: A Myth or a Miracle Cure?," Working Papers 200505, University of Pretoria, Department of Economics.
  19. Manoel F. Meyer Bittencourt, 2005. "Macroeconomic Performance and Inequality: Brazil 1983-94," Ibero America Institute for Econ. Research (IAI) Discussion Papers 130, Ibero-America Institute for Economic Research.
  20. Jacques Ngoie Kibambe & Steven F. Koch, 2005. "DEA Applied to a Gauteng Sample of South African Public Hospitals," Working Papers 200512, University of Pretoria, Department of Economics.
  21. Steven F. Koch, 2005. "The Aid and Maid System: South African Data Pitfalls," Working Papers 200511, University of Pretoria, Department of Economics.
  22. Michael A. Peet & Steven F. Koch, 2005. "Technical Barriers to Trade Faced by South African SMME'S," Working Papers 200517, University of Pretoria, Department of Economics.
  23. Steven F. Koch, 2005. "Love and Addiction: The Importance of Commitment," Working Papers 200516, University of Pretoria, Department of Economics.
  24. Steve F Koch, 2005. "The Aid and Maid System: South African Household Data Pitfalls," Working Papers 24, Economic Research Southern Africa.
  25. Alexander Zimper, 2005. "A fixed point characterization of the dominancesolvability of lattice games with strategic substitutes," Working Papers 32, Economic Research Southern Africa.
  26. Zimper, Alexander, 2005. "Equivalence between best responses and undominated," Sonderforschungsbereich 504 Publications 05-08, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim.

2004

  1. Sylvia Gottschalk & R. Barrel & S.G. Hall, 2004. "Foreign direct investment and exchange rate uncertainty in imperfectly competitive industries," Money Macro and Finance (MMF) Research Group Conference 2003 39, Money Macro and Finance Research Group.
  2. Bettina Becker & Stephen Hall, 2004. "Foreign direct investment in industrial R&D and exchange rate uncertainty in the UK," Money Macro and Finance (MMF) Research Group Conference 2003 4, Money Macro and Finance Research Group.
  3. Maria Demertzis & Nicola Viegi, 2004. "The Dynamic Properties of Inflation Targeting Under Uncertainty," DNB Staff Reports (discontinued) 113, Netherlands Central Bank.
  4. Rangan Gupta, 2004. "Costly State Monitoring and Reserve Requirements," Working papers 2004-33, University of Connecticut, Department of Economics, revised Jul 2005.
  5. Alexander Ludwig & Alexander Zimper, 2004. "Investment Behavior under Ambiguity: The Case of Pessimistic Decision Makers," MEA discussion paper series 04060, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
  6. Alexander Ludwig & Alexander Zimper, 2004. "Rational Expectations and Ambiguity: A Comment on Abel," MEA discussion paper series 04066, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
  7. Zimper, Alexander, 2004. "On the Existence of Strategic Solutions for Games with Security- and Potential Level Players," Sonderforschungsbereich 504 Publications 04-04, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim.
  8. Zimper, Alexander, 2004. "Dominance-Solvable Lattice Games," Sonderforschungsbereich 504 Publications 04-18, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim.
  9. Ludwig, Alexander & Zimper, Alexander, 2004. "Rational Expectations and Ambiguity: A Comment on Abel (2002)," Sonderforschungsbereich 504 Publications 04-66, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim.
  10. Zimper, Alexander, 2004. "A Note on the Equivalence of Rationalizability Concepts in Generalized Nice Games," Sonderforschungsbereich 504 Publications 04-03, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim.

2003

  1. Stephen G. Hall & Nicholas G. Zonzilos, 2003. "An Indicator Measuring Underlying Economic Activity in Greece," Working Papers 04, Bank of Greece.
  2. Zimper, Alexander, 2003. "Uniqueness Conditions for Point-Rationalizable," Sonderforschungsbereich 504 Publications 03-28, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim.
  3. Schmidt, Ulrich & Zimper, Alexander, 2003. "Security And Potential Level Preferences With," Sonderforschungsbereich 504 Publications 03-29, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim.

2002

  1. Chamberlin, Graeme & Stephen Hall & Brian Henry, 2002. "Bargaining Models and Identifying the Wage Equation," Royal Economic Society Annual Conference 2002 43, Royal Economic Society.
  2. M. Demertzis & A. Hughes Hallett & N. Viegi, 2002. "An Independent Central Bank faced with Elected Government: A Political Economy Conflict," WO Research Memoranda (discontinued) 686, Netherlands Central Bank, Research Department.
  3. Minford, Patrick & Naraidoo, Ruthira, 2002. "Vicious and Virtuous Circles - The Political Economy of Unemployment," CEPR Discussion Papers 3618, C.E.P.R. Discussion Papers.

2001

  1. Beeby, Mike & Hall, Stephan George & Henry, Brian S., 2001. "Rational expectations and near rational alternatives: How best to form expectations," Working Paper Series 0086, European Central Bank.
  2. Hughes Hallett, Andrew & Viegi, Nicola, 2001. "Credibility, Transparency and Asymmetric Information in Monetary Policy," CEPR Discussion Papers 2671, C.E.P.R. Discussion Papers.
  3. Hughes Hallett, Andrew & Viegi, Nicola, 2001. "Labour Market Reform and Monetary Policy in EMU: Do Asymmetries Matter?," CEPR Discussion Papers 2979, C.E.P.R. Discussion Papers.
  4. M. Demertzis & N. Viegi, 2001. "Aiming for the Bull's Eye: Inflation Targeting under Uncertainty," WO Research Memoranda (discontinued) 671, Netherlands Central Bank, Research Department.

1999

  1. Stephen G. Hall & Jennifer V. Greenslade & S. G. Brian Henry, 1999. "On the Identification of Cointegrated Systems in Small Samples: Practical Procedures with an Application to UK Wages and Prices," Computing in Economics and Finance 1999 643, Society for Computational Economics.
  2. S. G. Brian Henry & Stephen G. Hall & James Nixon, 1999. "Inflation Targeting: The Delegation and Co-Ordination of Monetary Policy," Computing in Economics and Finance 1999 842, Society for Computational Economics.
  3. Hall, S. & Sheperd, D., 1999. "Testing for Common Cycles in Money, Nominal Income and Prices," Department of Economics - Working Papers Series 697, The University of Melbourne.
  4. Hall, S. & Mizon, G.E. & Welfe, A., 1999. "Modelling economies in transition: an introduction," Discussion Paper Series In Economics And Econometrics 9919, Economics Division, School of Social Sciences, University of Southampton.

1997

  1. Mary O'Mahony, 1997. "Labour Productivity in Transport and Communications: International Comparisons," NIESR Discussion Papers 220, National Institute of Economic and Social Research.

1996

  1. Bob Anderton, 1996. "Wage Determination and Active Labour Market Programme," NIESR Discussion Papers 241, National Institute of Economic and Social Research.

1993

  1. D M Egginton & S G Hall, 1993. "An investigation of the effect of funding on the slope of the yield curve," Bank of England working papers 6, Bank of England.
  2. M. Funke & S. Hall & M. Solá, 1993. "Rational bubbles during Polland’s hiperinflation: implications and empirical evidence," Documentos de Trabajo (working papers) 1193, Department of Economics - dECON.
  3. S. Hall & M. Solá, 1993. "Structural breaks and GARCH modelling," Documentos de Trabajo (working papers) 0793, Department of Economics - dECON.

Undated

  1. Stephen Hall & Anna Zelweska-Mitura, . "Modelling Emerging Financial Markets and their Approach to Market Efficiency," Computing in Economics and Finance 1996 _066, Society for Computational Economics.
  2. Rebecca Emerson & Stephen G. Hall & Anna Zalewska-Mitura, . "Evolving Market Efficiency with an Application to Some Bulgarian Shares," Ace Project Memoranda 96/18, Department of Economics, University of Leicester.

Journal articles

2014

  1. Cowan, Wendy N. & Chang, Tsangyao & Inglesi-Lotz, Roula & Gupta, Rangan, 2014. "The nexus of electricity consumption, economic growth and CO2 emissions in the BRICS countries," Energy Policy, Elsevier, vol. 66(C), pages 359-368.
  2. Bittencourt, Manoel & Gupta, Rangan & Stander, Lardo, 2014. "Tax evasion, financial development and inflation: Theory and empirical evidence," Journal of Banking & Finance, Elsevier, vol. 41(C), pages 194-208.
  3. Sonali Das & Rangan Gupta & Patrick Kanda & Monique Reid & Christian Tipoy & Mulatu Zerihun, 2014. "Real interest rate persistence in South Africa: evidence and implications," Economic Change and Restructuring, Springer, vol. 47(1), pages 41-62, February.
  4. Christophe André & Luis A. Gil-Alana & Rangan Gupta, 2014. "Testing for persistence in housing price-to-income and price-to-rent ratios in 16 OECD countries," Applied Economics, Taylor & Francis Journals, vol. 46(18), pages 2127-2138, June.
  5. Rangan Gupta & Anandamayee Majumdar, 2014. "Reconsidering the welfare cost of inflation in the US: a nonparametric estimation of the nonlinear long-run money-demand equation using projection pursuit regressions," Empirical Economics, Springer, vol. 46(4), pages 1221-1240, June.
  6. Gupta, Rangan & Hammoudeh, Shawkat & Kim, Won Joong & Simo-Kengne, Beatrice D., 2014. "Forecasting China's foreign exchange reserves using dynamic model averaging: The roles of macroeconomic fundamentals, financial stress and economic uncertainty," The North American Journal of Economics and Finance, Elsevier, vol. 28(C), pages 170-189.
  7. Aye, Goodness C. & Balcilar, Mehmet & Bosch, Adél & Gupta, Rangan, 2014. "Housing and the business cycle in South Africa," Journal of Policy Modeling, Elsevier, vol. 36(3), pages 471-491.
  8. Inglesi-Lotz, Roula & Blignaut, James N., 2014. "Improving the electricity efficiency in South Africa through a benchmark-and-trade system," Renewable and Sustainable Energy Reviews, Elsevier, vol. 30(C), pages 833-840.
  9. Ludwig, Alexander & Zimper, Alexander, 2014. "Biased Bayesian learning with an application to the risk-free rate puzzle," Journal of Economic Dynamics and Control, Elsevier, vol. 39(C), pages 79-97.
  10. Alexander Zimper, 2014. "The minimal confidence levels of Basel capital regulation," Journal of Banking Regulation, Palgrave Macmillan, vol. 15(2), pages 129-143, April.
  11. Zimper, Alexander, 2014. "On the impossibility of insider trade in rational expectations equilibria," The North American Journal of Economics and Finance, Elsevier, vol. 28(C), pages 109-118.
  12. Seymore, R. & Inglesi-Lotz, R. & Blignaut, J., 2014. "A greenhouse gas emissions inventory for South Africa: A comparative analysis," Renewable and Sustainable Energy Reviews, Elsevier, vol. 34(C), pages 371-379.
  13. Roula INGLESI-LOTZ & Renee VAN EYDEN & Charlotte DU TOIT, 2014. "The evolution and contribution of technological progress to the South African economy: Growth accounting and Kalman filter application," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 14(1), pages 175-188.

2013

  1. Hall Stephen G. & Kenjegaliev Amangeldi & Swamy P. A. V. B. & Tavlas George S., 2013. "The forward rate premium puzzle: a case of misspecification?," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 17(3), pages 265-279, May.
  2. Stephen G. Hall & George S. Tavlas, 2013. "The Debate About The Revived Bretton-Woods Regime: A Survey And Extension Of The Literature," Journal of Economic Surveys, Wiley Blackwell, vol. 27(2), pages 340-363, 04.
  3. Bettina Becker & Stephen Hall, 2013. "Do R&D strategies in high-tech sectors differ from those in low-tech sectors? An alternative approach to testing the pooling assumption," Economic Change and Restructuring, Springer, vol. 46(2), pages 183-202, May.
  4. Marthinus C Breitenbach, 2013. "Telecentres for sustainable rural development: Review and case study of a South African rural telecentre," Development Southern Africa, Taylor & Francis Journals, vol. 30(2), pages 262-278, June.
  5. Philippe Aghion & Johannes Fedderke & Peter Howitt & Nicola Viegi, 2013. "Testing creative destruction in an opening economy," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 21(3), pages 419-450, 07.
  6. Ngalawa, Harold & Viegi, Nicola, 2013. "Interaction of formal and informal financial markets in quasi-emerging market economies," Economic Modelling, Elsevier, vol. 31(C), pages 614-624.
  7. Jooste, Charl & Liu, Guangling (Dave) & Naraidoo, Ruthira, 2013. "Analysing the effects of fiscal policy shocks in the South African economy," Economic Modelling, Elsevier, vol. 32(C), pages 215-224.
  8. Gupta, Rangan & Modise, Mampho P., 2013. "Macroeconomic Variables and South African Stock Return Predictability," Economic Modelling, Elsevier, vol. 30(C), pages 612-622.
  9. Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen Miller, 2013. "Forecasting Nevada gross gaming revenue and taxable sales using coincident and leading employment indexes," Empirical Economics, Springer, vol. 44(2), pages 387-417, April.
  10. Aye, G.C. & Goswami, S. & Gupta, R., 2013. "Metropolitan House Prices In Regions of India: Do They Converge?," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, vol. 13(1), pages 135-144.
  11. Goodness C. Aye & Mehmet Balcilar & Adél Bosch & Rangan Gupta & Francois Stofberg, 2013. "The out-of-sample forecasting performance of non-linear models of real exchange rate behaviour: The case of the South African Rand," European Journal of Comparative Economics, Cattaneo University (LIUC), vol. 10(1), pages 121-148, April.
  12. Simo-Kengne, Beatrice D. & Balcilar, Mehmet & Gupta, Rangan & Reid, Monique & Aye, Goodness C., 2013. "Is the relationship between monetary policy and house prices asymmetric across bull and bear markets in South Africa? Evidence from a Markov-switching vector autoregressive model," Economic Modelling, Elsevier, vol. 32(C), pages 161-171.
  13. Riané de Bruyn & Rangan Gupta & Lardo Stander, 2013. "Testing the Monetary Model for Exchange Rate Determination in South Africa: Evidence from 101 Years of Data," Contemporary Economics, University of Finance and Management in Warsaw, vol. 7(1), March.
  14. Mehmet Balcilar & Abebe Beyene & Rangan Gupta & Monaheng Seleteng, 2013. "‘Ripple’ Effects in South African House Prices," Urban Studies, Urban Studies Journal Limited, vol. 50(5), pages 876-894, April.
  15. Roula Inglesi-Lotz & Rangan Gupta, 2013. "The long-run relationship between house prices and inflation in South Africa: an ARDL approach," International Journal of Strategic Property Management, Taylor & Francis Journals, vol. 17(2), pages 188-198, June.
  16. Tsangyao Chang & Beatrice D. Simo-Kengne & Rangan Gupta, 2013. "The causal relationship between exports and economic growth in the nine provinces of South Africa: evidence from panel-Granger causality test," International Journal of Economic Policy in Emerging Economies, Inderscience Enterprises Ltd, vol. 6(3), pages 296-310.
  17. Amusa, Kafayat & Gupta, Rangan & Karolia, Shaakira & Simo-Kengne, Beatrice D., 2013. "The long-run impact of inflation in South Africa," Journal of Policy Modeling, Elsevier, vol. 35(5), pages 798-812.
  18. Rangan Gupta & Monique Reid, 2013. "Macroeconomic surprises and stock returns in South Africa," Studies in Economics and Finance, Emerald Group Publishing, vol. 30(3), pages 266-282, June.
  19. Gupta, Rangan & Modise, Mampho P., 2013. "Does the source of oil price shocks matter for South African stock returns? A structural VAR approach," Energy Economics, Elsevier, vol. 40(C), pages 825-831.
  20. Rangan Gupta, 2013. "Forecasting house prices for the four census regions and the aggregate US economy in a data-rich environment," Applied Economics, Taylor & Francis Journals, vol. 45(33), pages 4677-4697, November.
  21. Gupta, Rangan & Steinbach, Rudi, 2013. "A DSGE-VAR model for forecasting key South African macroeconomic variables," Economic Modelling, Elsevier, vol. 33(C), pages 19-33.
  22. Rangan Gupta & Faaiqa Hartley, 2013. "The Role of Asset Prices in Forecasting Inflation and Output in South Africa," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 12(3), pages 239-291, December.
  23. Seleteng, Monaheng & Bittencourt, Manoel & van Eyden, Reneé, 2013. "Non-linearities in inflation–growth nexus in the SADC region: A panel smooth transition regression approach," Economic Modelling, Elsevier, vol. 30(C), pages 149-156.
  24. Beyene, Abebe D. & Koch, Steven F., 2013. "Clean fuel-saving technology adoption in urban Ethiopia," Energy Economics, Elsevier, vol. 36(C), pages 605-613.
  25. Beyene, Abebe D. & Koch, Steven F., 2013. "Property rights, institutions and choice of fuelwood source in rural Ethiopia," Forest Policy and Economics, Elsevier, vol. 30(C), pages 30-38.
  26. Alexander Zimper, 2013. "Optimal Liquidity Provision Through a Demand Deposit Scheme: The Jacklin Critique Revisited," German Economic Review, Verein für Socialpolitik, vol. 14(1), pages 89-107, 02.
  27. A. Ludwig & A. Zimper, 2013. "A parsimonious model of subjective life expectancy," Theory and Decision, Springer, vol. 75(4), pages 519-541, October.
  28. Alexander Ludwig & Alexander Zimper, 2013. "A decision-theoretic model of asset-price underreaction and overreaction to dividend news," Annals of Finance, Springer, vol. 9(4), pages 625-665, November.
  29. Zimper, Alexander, 2013. "On the welfare equivalence of asset markets and banking in Diamond Dybvig economies," Economics Letters, Elsevier, vol. 121(3), pages 356-359.

2012

  1. Stephen Hall & Dan Ladley, 2012. "Introduction to the special issue in honour of Wojciech Charemza," Economic Change and Restructuring, Springer, vol. 45(1), pages 1-2, February.
  2. Ali Al-Eyd & Stephen Hall, 2012. "Financial crisis, effective policy rules and bounded rationality in a New Keynesian framework," Economic Change and Restructuring, Springer, vol. 45(1), pages 25-44, February.
  3. Stephen Hall & P. Swamy & George Tavlas, 2012. "Generalized cointegration: a new concept with an application to health expenditure and health outcomes," Empirical Economics, Springer, vol. 42(2), pages 603-618, April.
  4. P. Swamy & Stephen Hall, 2012. "Measurement of causal effects," Economic Change and Restructuring, Springer, vol. 45(1), pages 3-23, February.
  5. Stephen G. Hall & P.A.V.B. Swamy & George S. Tavlas, 2012. "Milton Friedman, the demand for money, and the ECB’s monetary policy strategy," Review, Federal Reserve Bank of St. Louis, issue May, pages 153-186.
  6. Gibson, Heather D. & Hall, Stephen G. & Tavlas, George S., 2012. "The Greek financial crisis: Growing imbalances and sovereign spreads," Journal of International Money and Finance, Elsevier, vol. 31(3), pages 498-516.
  7. Hall, Stephen G. & Guo, Qian, 2012. "Spatial panel data analysis with feasible GLS techniques: An application to the Chinese real exchange rate," Economic Modelling, Elsevier, vol. 29(1), pages 41-47.
  8. Demertzis Maria & Marcellino Massimiliano & Viegi Nicola, 2012. "A Credibility Proxy: Tracking US Monetary Developments," The B.E. Journal of Macroeconomics, De Gruyter, vol. 12(1), pages 1-36, June.
  9. Milas, Costas & Naraidoo, Ruthira, 2012. "Financial conditions and nonlinearities in the European Central Bank (ECB) reaction function: In-sample and out-of-sample assessment," Computational Statistics & Data Analysis, Elsevier, vol. 56(1), pages 173-189, January.
  10. Naraidoo, Ruthira & Paya, Ivan, 2012. "Forecasting monetary policy rules in South Africa," International Journal of Forecasting, Elsevier, vol. 28(2), pages 446-455.
  11. Ndahiriwe Kasaï & Ruthira Naraidoo, 2012. "Financial assets, linear and nonlinear policy rules: An in-sample assessment of the reaction function of the South African Reserve Bank," Journal of Economic Studies, Emerald Group Publishing, vol. 39(2), pages 161-177, May.
  12. Rangan Gupta & Stephen Miller, 2012. "The Time-Series Properties of House Prices: A Case Study of the Southern California Market," The Journal of Real Estate Finance and Economics, Springer, vol. 44(3), pages 339-361, April.
  13. Goodness C. AYE & Rangan GUPTA, 2012. "The Effects Of Monetary Policy On Real Farm Prices In South Africa," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, vol. 12(1), pages 147-158.
  14. Rangan Gupta & Stephen Miller, 2012. "“Ripple effects” and forecasting home prices in Los Angeles, Las Vegas, and Phoenix," The Annals of Regional Science, Springer, vol. 48(3), pages 763-782, June.
  15. Gupta, Rangan & Modise, Mampho P., 2012. "South African stock return predictability in the context data mining: The role of financial variables and international stock returns," Economic Modelling, Elsevier, vol. 29(3), pages 908-916.
  16. Rangan GUPTA & Roula INGLESI-LOTZ, 2012. "Macro Shocks and Real US Stock Prices with Special Focus on the “Great Recession”," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 12(2).
  17. Babikir, Ali & Gupta, Rangan & Mwabutwa, Chance & Owusu-Sekyere, Emmanuel, 2012. "Structural breaks and GARCH models of stock return volatility: The case of South Africa," Economic Modelling, Elsevier, vol. 29(6), pages 2435-2443.
  18. Rangan Gupta & Mampho P. Modise, 2012. "Valuation Ratios and Stock Return Predictability in South Africa: Is It There?," Emerging Markets Finance and Trade, M.E. Sharpe, Inc., vol. 48(1), pages 70-82, January.
  19. Christophe Andre & Rangan Gupta & Patrick T. Kanda, 2012. "Do House Prices Impact Consumption and Interest Rate? Evidence from OECD Countries using an Agnostic Identification Procedure," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, vol. 58(1), pages 19-70.
  20. Bittencourt, Manoel, 2012. "Inflation and economic growth in Latin America: Some panel time-series evidence," Economic Modelling, Elsevier, vol. 29(2), pages 333-340.
  21. Bittencourt, Manoel, 2012. "Financial development and economic growth in Latin America: Is Schumpeter right?," Journal of Policy Modeling, Elsevier, vol. 34(3), pages 341-355.
  22. Bittencourt, Manoel, 2012. "Inflación y crecimiento económico: Evidencia con datos de panel para América del Sur," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 23, pages 25-38.
  23. Manoel Bittencourt, 2012. "Democracy, populism and hyperinflation: some evidence from Latin America," Economics of Governance, Springer, vol. 13(4), pages 311-332, December.
  24. Steven F. Koch & Jean D. Slabbert, 2012. "Stochastic Frontier Analysis Of Specialist Surgeon Clinics," South African Journal of Economics, Economic Society of South Africa, vol. 80(1), pages 1-15, 03.
  25. Gelo, Dambala & Koch, Steven F., 2012. "Does one size fit all? Heterogeneity in the valuation of community forestry programs," Ecological Economics, Elsevier, vol. 74(C), pages 85-94.
  26. Getachew, Yoseph Yilma, 2012. "Distributional effects of public policy choices," Economics Letters, Elsevier, vol. 115(1), pages 56-59.
  27. Inglesi-Lotz, R. & Blignaut, J.N., 2012. "Electricity intensities of the OECD and South Africa: A comparison," Renewable and Sustainable Energy Reviews, Elsevier, vol. 16(7), pages 4491-4499.
  28. Eric Danan & Ani Guerdjikova & Alexander Zimper, 2012. "Indecisiveness aversion and preference for commitment," Theory and Decision, Springer, vol. 72(1), pages 1-13, January.
  29. Shaheen Seedat & Alexander Zimper, 2012. "Existence of speculative bubbles when time-horizons are finite," Economics Bulletin, AccessEcon, vol. 32(1), pages 251-259.
  30. Zimper, Alexander & Hassan, Shakill, 2012. "Can industry regulators learn collusion structures from information-efficient asset markets?," Economics Letters, Elsevier, vol. 116(1), pages 1-4.
  31. Zimper, Alexander, 2012. "Asset pricing in a Lucas fruit-tree economy with the best and worst in mind," Journal of Economic Dynamics and Control, Elsevier, vol. 36(4), pages 610-628.

2011

  1. Stephen G. Hall & George Hondroyiannis & P. A. V. B. Swamy & George S. Tavlas, 2011. "Bretton‐Woods Systems, Old And New, And The Rotation Of Exchange‐Rate Regimes," Manchester School, University of Manchester, vol. 79(2), pages 293-317, 03.
  2. Eugenie Garganas & Stephen G. Hall, 2011. "The small sample properties of tests of the expectations hypothesis: a Monte Carlo investigation," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 16(2), pages 152-171, 04.
  3. Harold Ngalawa & Nicola Viegi, 2011. "Dynamic Effects Of Monetary Policy Shocks In Malawi," South African Journal of Economics, Economic Society of South Africa, vol. 79(3), pages 224-250, 09.
  4. Naraidoo, Ruthira & Raputsoane, Leroi, 2011. "Optimal monetary policy reaction function in a model with target zones and asymmetric preferences for South Africa," Economic Modelling, Elsevier, vol. 28(1-2), pages 251-258, January.
  5. Sonali Das & Rangan Gupta & Alain Kabundi, 2011. "Forecasting regional house price inflation: a comparison between dynamic factor models and vector autoregressive models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 30(2), pages 288-302, March.
  6. Rangan Gupta & Emmanuel Ziramba, 2011. "Is the Permanent Income Hypothesis Really Well-Suited for Forecasting?," Eastern Economic Journal, Palgrave Macmillan, vol. 37(2), pages 165-177.
  7. Balcilar, Mehmet & Gupta, Rangan & Shah, Zahra B., 2011. "An in-sample and out-of-sample empirical investigation of the nonlinearity in house prices of South Africa," Economic Modelling, Elsevier, vol. 28(3), pages 891-899, May.
  8. Rangan Gupta, 2011. "Growth-Effects of Inflation Targeting: The Role of Financial Sector Development," Annals of Economics and Finance, Society for AEF, vol. 12(1), pages 65-87, May.
  9. Gupta, Rangan & Kabundi, Alain & Miller, Stephen M., 2011. "Forecasting the US real house price index: Structural and non-structural models with and without fundamentals," Economic Modelling, Elsevier, vol. 28(4), pages 2013-2021, July.
  10. Rangan Gupta, 2011. "Currency Substitution and Financial Repression," International Economic Journal, Taylor & Francis Journals, vol. 25(1), pages 47-61.
  11. Gupta, Rangan & Kabundi, Alain, 2011. "A large factor model for forecasting macroeconomic variables in South Africa," International Journal of Forecasting, Elsevier, vol. 27(4), pages 1076-1088, October.
  12. Gupta, Rangan & Kabundi, Alain, 2011. "Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs," Indian Economic Review, Department of Economics, Delhi School of Economics, vol. 46(1), pages 23-40.
  13. Rangan Gupta & Marius Jurgilas & Alain Kabundi & Stephen M. Miller, 2011. "Monetary policy and housing sector dynamics in a large-scale Bayesian vector autoregressive model," International Journal of Strategic Property Management, Taylor & Francis Journals, vol. 16(1), pages 1-20, August.
  14. Riona Arjoon & Mari�tte Botes & Laban K. Chesang & Rangan Gupta, 2011. "The long-run relationship between inflation and real stock prices: empirical evidence from South Africa," Journal of Business Economics and Management, Taylor & Francis Journals, vol. 13(4), pages 600-613, July.
  15. Manoel Bittencourt, 2011. "Is Copacabana Still the ‘Little Princess of the Sea’?," CESifo Forum, Ifo Institute for Economic Research at the University of Munich, vol. 12(1), pages 11-16, 03.
  16. Bittencourt, Manoel, 2011. "Inflation and financial development: Evidence from Brazil," Economic Modelling, Elsevier, vol. 28(1-2), pages 91-99, January.
  17. Manoel Bittencourt, 2011. "Debates on the Measurement of Global Poverty – Edited by Sudhir Anand, Paul Segal, and Joseph E. Stiglitz," The Developing Economies, Institute of Developing Economies, vol. 49(2), pages 228-230, 06.
  18. Albert Makochekanwa, 2011. "Impact of Budget Deficit on Inflation in Zimbabwe," Economic Research Guardian, Weissberg Publishing, vol. 1(2), pages 49-59, December.
  19. Inglesi-Lotz, R., 2011. "The evolution of price elasticity of electricity demand in South Africa: A Kalman filter application," Energy Policy, Elsevier, vol. 39(6), pages 3690-3696, June.
  20. Roula Inglesi-Lotz, James Blignaut, 2011. "Estimating the price elasticity for demand for electricity by sector in South Africa," South African Journal of Economic and Management Sciences, University of Pretoria, Faculty of Economic and Management Sciences, vol. 14(4), pages 449-465, December.
  21. Inglesi-Lotz, Roula & Blignaut, James N., 2011. "South Africa’s electricity consumption: A sectoral decomposition analysis," Applied Energy, Elsevier, vol. 88(12), pages 4779-4784.
  22. Andre Cillie Jordaan & Patrick Kanda, 2011. "Analysing the trade effects of the EU-SA & SADC trading agreements: a panel data approach," South African Journal of Economic and Management Sciences, University of Pretoria, Faculty of Economic and Management Sciences, vol. 14(2), pages 229-244, June.
  23. Alexander Zimper, 2011. "Re-examining the law of iterated expectations for Choquet decision makers," Theory and Decision, Springer, vol. 71(4), pages 669-677, October.

2010

  1. Guo, Qian & Hall, Stephen G., 2010. "A Test of the Balassa-Samuelson Effect Applied to Chinese Regional Data," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 57-78, July.
  2. Hall, Stephen & Hondroyiannis, George & Swamy, P.A.V.B. & Tavlas, George & Ulan, Michael, 2010. "Exchange-rate volatility and export performance: Do emerging market economies resemble industrial countries or other developing countries?," Economic Modelling, Elsevier, vol. 27(6), pages 1514-1521, November.
  3. Hall, Stephen G. & Klein, Lawrence R. & Tavlas, George S., 2010. "Arnold Zellner: January 2nd 1927-August 11th 2010," Economic Modelling, Elsevier, vol. 27(6), pages 1337-1337, November.
  4. Hall, Stephen G. & Klein, Lawrence R. & Tavlas, George S. & Zellner, Arnold, 2010. "Introduction: P.A.V.B. Swamy's contribution to Econometrics," Economic Modelling, Elsevier, vol. 27(6), pages 1338-1344, November.
  5. Stephen Hall & George Hondroyiannis & P. Swamy & George Tavlas, 2010. "The Fisher Effect Puzzle: A Case of Non-Linear Relationship?," Open Economies Review, Springer, vol. 21(1), pages 91-103, February.
  6. Patrick Minford & Ruthira Naraidoo, 2010. "Vicious And Virtuous Circles - The Political Economy Of Unemployment," South African Journal of Economics, Economic Society of South Africa, vol. 78(1), pages 1-22, 03.
  7. Ruthira Naraidoo & Leroi Raputsoane, 2010. "Zone‐Targeting Monetary Policy Preferences And Financial Market Conditions: A Flexible Non‐Linear Policy Reaction Function Of The Sarb Monetary Policy," South African Journal of Economics, Economic Society of South Africa, vol. 78(4), pages 400-417, December.
  8. Gupta, Rangan & Jurgilas, Marius & Kabundi, Alain, 2010. "The effect of monetary policy on real house price growth in South Africa: A factor-augmented vector autoregression (FAVAR) approach," Economic Modelling, Elsevier, vol. 27(1), pages 315-323, January.
  9. Rangan Gupta & Josine Uwilingiye, 2010. "Dynamic Time Inconsistency And The South African Reserve Bank," South African Journal of Economics, Economic Society of South Africa, vol. 78(1), pages 76-88, 03.
  10. Rangan Gupta & Alain Kabundi, 2010. "Forecasting macroeconomic variables in a small open economy: a comparison between small- and large-scale models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 168-185.
  11. Sonali DAS , Rangan GUPTA & Patrick A. KAYA, 2010. "Convergence Of Metropolitan House Prices In South Africa: A Re-Examination Using Efficient Unit Root Tests," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 10(1).
  12. Thabo M Mokoena & Rangan Gupta & Renee van Eyden, 2010. "Exchange Rate Puzzles: A Review of the Recent Theoretical and Empirical Developments," The IUP Journal of Monetary Economics, IUP Publications, vol. 0(1 & 2), pages 77-112, February .
  13. Rangan Gupta & Sonali Das, 2010. "Predicting Downturns in the US Housing Market: A Bayesian Approach," The Journal of Real Estate Finance and Economics, Springer, vol. 41(3), pages 294-319, October.
  14. Guangling “Dave” Liu & Rangan Gupta & Eric Schaling, 2010. "Forecasting the South African economy: a hybrid-DSGE approach," Journal of Economic Studies, Emerald Group Publishing, vol. 37(2), pages 181-195, May.
  15. Rangan Gupta & Alain Kabundi & Mampho Modise, 2010. "Has the SARB become more effective post inflation targeting?," Economic Change and Restructuring, Springer, vol. 43(3), pages 187-204, August.
  16. Rangan Gupta & Emmanuel Ziramba, 2010. "Optimal public policy with endogenous mortality," Journal of Economic Policy Reform, Taylor and Francis Journals, vol. 13(3), pages 241-249.
  17. Ndahiriwe Kasai & Rangan Gupta, 2010. "Financial Liberalization and the Effectiveness of Monetary Policy on House Prices in South Africa," The IUP Journal of Monetary Economics, IUP Publications, vol. 0(4), pages 59-74, November.
  18. Albert H. de Wet & Reneé van Eyden & Rangan Gupta, 2010. "Loan Portfolio Conditional Loss Estimation Using an Error-Correcting Macroeconometric Model," The African Finance Journal, Africagrowth Institute, vol. 12(2), pages 28-49.
  19. Rangan Gupta & Alain Kabundi & Emmanuel Ziramba, 2010. "The Effect Of Defense Spending On Us Output: A Factor Augmented Vector Autoregression (Favar) Approach," Defence and Peace Economics, Taylor & Francis Journals, vol. 21(2), pages 135-147.
  20. Rangan Gupta & Alain Kabundi, 2010. "The effect of monetary policy on house price inflation: A factor augmented vector autoregression (FAVAR) approach," Journal of Economic Studies, Emerald Group Publishing, vol. 37(6), pages 616-626, September.
  21. Rangan Gupta & Cobus Vermeulen, 2010. "Private and Public Health Expenditures in an Endogenous Growth Model with Inflation Targeting," Annals of Economics and Finance, Society for AEF, vol. 11(1), pages 139-153, May.
  22. Manoel Bittencourt, 2010. "Financial development and inequality: Brazil 1985–1994," Economic Change and Restructuring, Springer, vol. 43(2), pages 113-130, May.
  23. Koch, Steven & Alaba, Olufunke, 2010. "On health insurance and household decisions: A treatment effect analysis," Social Science & Medicine, Elsevier, vol. 70(2), pages 175-182, January.
  24. Steven Koch, 2010. "Book review," Journal of Development Effectiveness, Taylor & Francis Journals, vol. 2(4), pages 574-576.
  25. Joel Hinaunye Eita & Andre C. Jordaan, 2010. "A Causality Analysis Between Financial Development and Economic Growth for Botswana," The African Finance Journal, Africagrowth Institute, vol. 12(1), pages 72-89.
  26. Getachew, Yoseph Yilma, 2010. "Public capital and distributional dynamics in a two-sector growth model," Journal of Macroeconomics, Elsevier, vol. 32(2), pages 606-616, June.
  27. Inglesi, Roula, 2010. "Aggregate electricity demand in South Africa: Conditional forecasts to 2030," Applied Energy, Elsevier, vol. 87(1), pages 197-204, January.
  28. Alain Kabundi & Elsabé Loots, 2010. "Patterns Of Co‐Movement Between South Africa And Germany: Evidence From The Period 1985 To 2006," South African Journal of Economics, Economic Society of South Africa, vol. 78(4), pages 383-399, December.
  29. Alexander Zimper, 2010. "Canonical interpretation of propositions as events," International Journal of Economic Theory, The International Society for Economic Theory, vol. 6(3), pages 327-339.
  30. Blignaut, James & Mander, Myles & Schulze, Roland & Horan, Mark & Dickens, Chris & Pringle, Catherine & Mavundla, Khulile & Mahlangu, Isaiah & Wilson, Adrian & McKenzie, Margaret & McKean, Steve, 2010. "Restoring and managing natural capital towards fostering economic development: Evidence from the Drakensberg, South Africa," Ecological Economics, Elsevier, vol. 69(6), pages 1313-1323, April.

2009

  1. Bettina Becker & Stephen G. Hall, 2009. "A new look at economic convergence in Europe: a common factor approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 14(1), pages 85-97.
  2. Bettina Becker & Stephen Hall, 2009. "Foreign Direct Investment in R&D and Exchange Rate Uncertainty," Open Economies Review, Springer, vol. 20(2), pages 207-223, April.
  3. Stephen G. Hall & George Hondroyiannis & P.A.V.B. Swamy & George S. Tavlas, 2009. "Where Has All the Money Gone? Wealth and the Demand for Money in South Africa †," Journal of African Economies, Centre for the Study of African Economies (CSAE), vol. 18(1), pages 84-112, January.
  4. Stephen G. Hall & George Hondroyiannis & P. A. V. B. Swamy & G. S. Tavlas, 2009. "The New Keynesian Phillips Curve and Lagged Inflation: A Case of Spurious Correlation?," Southern Economic Journal, Southern Economic Association, vol. 76(2), pages 467-481, October.
  5. Hall, Stephen G. & Hondroyiannis, George & Swamy, P.A.V.B. & Tavlas, George S., 2009. "Assessing the causal relationship between euro-area money and prices in a time-varying environment," Economic Modelling, Elsevier, vol. 26(4), pages 760-766, July.
  6. Becker, Bettina & Hall, Stephen G., 2009. "How far from the Euro Area? Measuring convergence of inflation rates in Eastern Europe," Economic Modelling, Elsevier, vol. 26(4), pages 788-798, July.
  7. Demertzis Maria & Viegi Nicola, 2009. "Inflation Targeting: A Framework for Communication," The B.E. Journal of Macroeconomics, De Gruyter, vol. 9(1), pages 1-32, December.
  8. Rangan Gupta, 2009. "Bayesian Methods Of Forecasting Inventory Investment," South African Journal of Economics, Economic Society of South Africa, vol. 77(1), pages 113-126, 03.
  9. Thabo M. Mokoena & Gupta, R. & Van Eyden, R., 2009. "Half-Life Deviations from PPP in the South African Development Community (SADC)," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 9(1).
  10. Guangling 'Dave' Liu & Rangan Gupta & Eric Schaling, 2009. "A New-Keynesian DSGE model for forecasting the South African economy," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 28(5), pages 387-404.
  11. Samrat Goswami & Rangan Gupta, 2009. "An Endogenous Growth Model of a Financially Repressed Small Open Economy," International Economic Journal, Taylor & Francis Journals, vol. 23(1), pages 143-161.
  12. Rangan Gupta, 2009. "Financial Liberalization and a Possible Growth-Inflation Trade-Off," Indian Economic Review, Department of Economics, Delhi School of Economics, vol. 44(1), pages 1-19, July.
  13. Thabo m. Mokoena & Rangan Gupta & Reneé Van eyden, 2009. "Testing For Ppp Using Sadc Real Exchange Rates," South African Journal of Economics, Economic Society of South Africa, vol. 77(3), pages 351-362, 09.
  14. Rangan Gupta & Emmanuel Ziramba, 2009. "Tax evasion and financial repression: a reconsideration using endogenous growth models," Journal of Economic Studies, Emerald Group Publishing, vol. 36(6), pages 660-674, November.
  15. de Wet, Albertus H. & van Eyden, Reneé & Gupta, Rangan, 2009. "Linking global economic dynamics to a South African-specific credit risk correlation model," Economic Modelling, Elsevier, vol. 26(5), pages 1000-1011, September.
  16. Das, Sonali & Gupta, Rangan & Kabundi, Alain, 2009. "Could we have predicted the recent downturn in the South African housing market?," Journal of Housing Economics, Elsevier, vol. 18(4), pages 325-335, December.
  17. Thabo M Mokoena & Rangan Gupta & Renee van Eyden, 2009. "Market Microstructure Approach to the Exchange Rate Determination Puzzle," The IUP Journal of Monetary Economics, IUP Publications, vol. 0(3-4), pages 101-115, August.
  18. Thabo m. Mokoena & Rangan Gupta & Reneé Van eyden, 2009. "Testing For Fractional Integration In Southern African Development Community Real Exchange Rates," South African Journal of Economics, Economic Society of South Africa, vol. 77(4), pages 531-537, December.
  19. Manoel BITTENCOURT, 2009. "Macroeconomic Performance And Inequality: Brazil, 1983-94," The Developing Economies, Institute of Developing Economies, vol. 47(1), pages 30-52.
  20. Olufunke A. Alaba & Steven F. Koch, 2009. "Dynamic Health Care Decisions and Child Health in South Africa," Journal of Income Distribution, Journal of Income Distribution, vol. 18(3-4), pages 188-205, September.
  21. Alexander Zimper & Alexander Ludwig, 2009. "On attitude polarization under Bayesian learning with non-additive beliefs," Journal of Risk and Uncertainty, Springer, vol. 39(2), pages 181-212, October.
  22. Zimper, Alexander, 2009. "Half empty, half full and why we can agree to disagree forever," Journal of Economic Behavior & Organization, Elsevier, vol. 71(2), pages 283-299, August.
  23. Zimper, Alexander, 2009. "An epistemic model of an agent who does not reflect on reasoning processes," Mathematical Social Sciences, Elsevier, vol. 58(3), pages 290-309, November.

2008

  1. Hall, S.G. & Yhap, B., 2008. "Measuring the Correlation of Shocks Between the UK and the Core of Europe," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 5(1), pages 17-26, March.
  2. Hall, Stephen G. & Driver, Ciaran F., 2008. "Production Constraints and the NAIRU," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 2(11), pages 1-15.
  3. Sylvia Gottschalk & Stephen Hall, 2008. "Foreign direct investment and exchange rate uncertainty in South-East Asia," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 13(4), pages 349-359.
  4. van Heerden, Jan H. & Blignaut, James & Horridge, Mark, 2008. "Integrated water and economic modelling of the impacts of water market instruments on the South African economy," Ecological Economics, Elsevier, vol. 66(1), pages 105-116, May.
  5. Martin Breitenbach, 2008. "Morality, Political Economy and American Constitutionalism - By Timothy P. Roth," South African Journal of Economics, Economic Society of South Africa, vol. 76(2), pages 328-330, 06.
  6. N.g. Meyer & M. Breitenbach & R.d. Kekana, 2008. "An Economic Appraisal Of The Impact Of Traffic Diversion - The N1 Toll Road And Its Alternative," South African Journal of Economics, Economic Society of South Africa, vol. 76(4), pages 652-666, December.
  7. Maria Demertzis & Nicola Viegi, 2008. "Inflation Targets as Focal Points," International Journal of Central Banking, International Journal of Central Banking, vol. 4(1), pages 55-87, March.
  8. Matthews, Kent & Minford, Patrick & Naraidoo, Ruthira, 2008. "Vicious and virtuous circles -- The political economy of unemployment in interwar UK and USA," European Journal of Political Economy, Elsevier, vol. 24(3), pages 605-614, September.
  9. Rangan Gupta & Andreas G Karapatakis, 2008. "Financial Liberalization: A Myth or a Miracle Cure?," The IUP Journal of Monetary Economics, IUP Publications, vol. 0(1), pages 6-33, February.
  10. Rangan Gupta & Josine Uwilingiye, 2008. "Measuring The Welfare Cost Of Inflation In South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 76(1), pages 16-25, 03.
  11. 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, 06.
  12. Rangan Gupta & Emmanuel Ziramba, 2008. "Costly Tax Enforcement and Financial Repression," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 37(2), pages 141-154, 07.
  13. Samuel Zita & Rangan Gupta, 2008. "Modeling and Forecasting the Metical-Rand Exchange Rate," The IUP Journal of Monetary Economics, IUP Publications, vol. 0(4), pages 63-90, November.
  14. Gupta, Rangan, 2008. "Tax evasion and financial repression," Journal of Economics and Business, Elsevier, vol. 60(6), pages 517-535.
  15. Ueckermann, E.M. & Blignaut, J.N. & Gupta, Rangan & Raubenheimer, J., 2008. "Modelling South African grain farmers’ preferences to adopt derivative contracts using discrete choice models," Agrekon, Agricultural Economics Association of South Africa (AEASA), vol. 47(2), June.
  16. Marc Ground & Steven f Koch, 2008. "Hurdle Models Of Alcohol And Tobacco Expenditure In South African Households," South African Journal of Economics, Economic Society of South Africa, vol. 76(1), pages 132-143, 03.
  17. Niek Schoeman, 2008. "Global Imbalances and the US Debt Problem. Should Developing Countries Support the Dollar - Edited by Jan Joost Teunissen and Age Akkerman," South African Journal of Economics, Economic Society of South Africa, vol. 76(2), pages 326-327, 06.
  18. Ani Guerdjikova & Alexander Zimper, 2008. "Flexibility of choice versus reduction of ambiguity," Social Choice and Welfare, Springer, vol. 30(3), pages 507-526, April.
  19. Zimper Alexander, 2008. "Revisiting Independence and Stochastic Dominance for Compound Lotteries," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 8(1), pages 1-11, April.
  20. Turpie, J.K. & Marais, C. & Blignaut, J.N., 2008. "The working for water programme: Evolution of a payments for ecosystem services mechanism that addresses both poverty and ecosystem service delivery in South Africa," Ecological Economics, Elsevier, vol. 65(4), pages 788-798, May.

2007

  1. Hall, Stephen G. & Mitchell, James, 2007. "Combining density forecasts," International Journal of Forecasting, Elsevier, vol. 23(1), pages 1-13.
  2. Becker, Bettina & Hall, Stephen, 2007. "Measuring convergence of the new member countries’ exchange rates to the euro," Journal of Financial Transformation, Capco Institute, vol. 19, pages 20-25.
  3. Martin Breitenbach, 2007. "Understanding South African Financial Markets - Edited by Cecilia van Zyl, Ziets Botha and Peter Skerritt," South African Journal of Economics, Economic Society of South Africa, vol. 75(1), pages 156-157, 03.
  4. Rangan Gupta, 2007. "Financial Liberalization and Inflationary Dynamics: An Open Economy Analysis," International Economic Journal, Taylor & Francis Journals, vol. 21(3), pages 335-360.
  5. Rangan Gupta, 2007. "Financial Liberalization and the Dynamics of Inflation, Nominal Exchange Rate, and Terms of Trade," Indian Economic Review, Department of Economics, Delhi School of Economics, vol. 42(2), pages 165-176, December.
  6. Rangan Gupta, 2007. "FORECASTING THE SOUTH AFRICAN ECONOMY WITH GIBBS SAMPLED BVECMs," South African Journal of Economics, Economic Society of South Africa, vol. 75(4), pages 631-643, December.
  7. Guangling (dave Liu & Rangan Gupta, 2007. "A Small-Scale Dsge Model For Forecasting The South African Economy," South African Journal of Economics, Economic Society of South Africa, vol. 75(2), pages 179-193, 06.
  8. Jacques ngoie Kibambe & Steven f. Koch, 2007. "Dea Applied To A Gauteng Sample Of Public Hospitals," South African Journal of Economics, Economic Society of South Africa, vol. 75(2), pages 351-368, 06.
  9. Morekwa e. Nyamongo & Nicolaas j. Schoeman, 2007. "Tax Reform And The Progressivity Of Personal Income Tax In South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 75(3), pages 478-495, 09.
  10. Andre c Jordaan & Joel hinaunye Eita, 2007. "Export And Economic Growth In Namibia: A Granger Causality Analysis," South African Journal of Economics, Economic Society of South Africa, vol. 75(3), pages 540-547, 09.
  11. Kabundi, Alain & Loots, Elsabe, 2007. "Co-movement between South Africa and the Southern African Development Community: An empirical analysis," Economic Modelling, Elsevier, vol. 24(5), pages 737-748, September.
  12. Alexander Zimper, 2007. "A fixed point characterization of the dominance-solvability of lattice games with strategic substitutes," International Journal of Game Theory, Springer, vol. 36(1), pages 107-117, September.
  13. Alexander Zimper, 2007. "Strategic games with security and potential level players," Theory and Decision, Springer, vol. 63(1), pages 53-78, August.
  14. Reyno Seymore, 2007. "Foreign Direct Investment and the Regional Economy - By Jonathan Jones and Colin Wren," South African Journal of Economics, Economic Society of South Africa, vol. 75(1), pages 155-156, 03.

2006

  1. Barrell, R. & Hall, S.G. & Hurst, I., 2006. "Evaluating policy feedback rules using the joint density function of a stochastic model," Economics Letters, Elsevier, vol. 93(1), pages 1-5, October.
  2. Stephen Hall & George Hondroyiannis, 2006. "Measuring the correlation of shocks between the EU15 and the new member countries," Economic Change and Restructuring, Springer, vol. 39(1), pages 19-34, June.
  3. S.G. Hall & S.G.B. Henry, 2006. "An Independent Bank of England," National Institute Economic Review, National Institute of Economic and Social Research, vol. 196(1), pages 120-127, April.
  4. H. Smith & J.n. Blignaut & J.h. Van heerden, 2006. "An Analysis Of Inventory Investment In South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 74(1), pages 6-19, 03.
  5. Jan van Heerden & Reyer Gerlagh & James Blignaut & Mark Horridge & Sebastiaan Hess & Ramos Mabugu & Margaret Mabugu, 2006. "Searching for Triple Dividends in South Africa: Fighting CO2 Pollution and Poverty while Promoting Growth," The Energy Journal, International Association for Energy Economics, vol. 0(Number 2), pages 113-142.
  6. Rangan Gupta, 2006. "Asymmetric Information, Tax Evasion and Alternative Instruments of Government Revenue," The IUP Journal of Monetary Economics, IUP Publications, vol. 0(1), pages 75 - 89, February.
  7. Rangan Gupta, 2006. "FORECASTING THE SOUTH AFRICAN ECONOMY WITH VARs AND VECMs," South African Journal of Economics, Economic Society of South Africa, vol. 74(4), pages 611-628, December.
  8. Rangan Gupta & Moses m. Sichei, 2006. "A Bvar Model For The South African Economy," South African Journal of Economics, Economic Society of South Africa, vol. 74(3), pages 391-409, 09.
  9. Elsabé Loots, 2006. "Aid And Development In Africa: The Debate, The Challenges And The Way Forward," South African Journal of Economics, Economic Society of South Africa, vol. 74(3), pages 363-381, 09.
  10. Ludwig, Alexander & Zimper, Alexander, 2006. "Investment behavior under ambiguity: The case of pessimistic decision makers," Mathematical Social Sciences, Elsevier, vol. 52(2), pages 111-130, September.
  11. Alexander Zimper, 2006. "A Note On The Equivalence Of Rationalizability Concepts In Generalized Nice Games," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., vol. 8(04), pages 669-674.
  12. Zimper Alexander, 2006. "Assessing the Likelihood of Panic-Based Bank Runs," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 6(1), pages 1-19, December.
  13. Zimper, Alexander, 2006. "Uniqueness conditions for strongly point-rationalizable solutions to games with metrizable strategy sets," Journal of Mathematical Economics, Elsevier, vol. 42(6), pages 729-751, September.
  14. Alexander Zimper & Alexander Ludwig, 2006. "Rational expectations and ambiguity: A comment on Abel (2002)," Economics Bulletin, AccessEcon, vol. 4(2), pages 1-15.
  15. Moolman, C.E. & Blignaut, J.N. & van Eyden, R., 2006. "Modelling the marginal revenue of water in selected agricultural commodities: A panel data approach," Agrekon, Agricultural Economics Association of South Africa (AEASA), vol. 45(1), March.

2005

  1. Marco Barassi & Guglielmo Caporale & Stephen Hall, 2005. "A Sequential Test for Structural Breaks in the Causal Linkages Between the G7 Short-Term Interest Rates," Open Economies Review, Springer, vol. 16(2), pages 107-133, April.
  2. Barassi, Marco R. & Caporale, Guglielmo Maria & Hall, Stephen G., 2005. "Interest rate linkages: a Kalman filter approach to detecting structural change," Economic Modelling, Elsevier, vol. 22(2), pages 253-284, March.
  3. Marco Barassi & Guglielmo Maria Caporale & Stephen Hall, 2005. "Interest rate linkages: identifying structural relations," Applied Financial Economics, Taylor & Francis Journals, vol. 15(14), pages 977-986.
  4. James Mitchell & Stephen G. Hall, 2005. "Evaluating, Comparing and Combining Density Forecasts Using the KLIC with an Application to the Bank of England and NIESR 'Fan' Charts of Inflation," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(s1), pages 995-1033, December.
  5. Rangan Gupta, 2005. "Costly State Monitoring and Reserve Requirements," Annals of Economics and Finance, Society for AEF, vol. 6(2), pages 263-288, November.
  6. Steven F. Koch & Kerry Anne McGeary, 2005. "The Effect of Youth Alcohol Initiation on High School Completion," Economic Inquiry, Western Economic Association International, vol. 43(4), pages 750-765, October.
  7. Steven F. Koch & Niek J. Schoeman & Jurie J. Tonder, 2005. "Economic Growth And The Structure Of Taxes In South Africa: 1960-2002," South African Journal of Economics, Economic Society of South Africa, vol. 73(2), pages 190-210, 06.
  8. Elsabé Loots, 2005. "Nepad And The Capital Flows Initiative: Can Africa Walk The Walk?," South African Journal of Economics, Economic Society of South Africa, vol. 73(1), pages 1-20, 03.
  9. Alexander Zimper, 2005. "Equivalence between best responses and undominated strategies: a generalization from finite to compact strategy sets," Economics Bulletin, AccessEcon, vol. 3(7), pages 1-6.
  10. Albert H. De Wet & Reneé Van Eyden, 2005. "Capital Mobility In Sub-Saharan Africa: A Panel Data Approach," South African Journal of Economics, Economic Society of South Africa, vol. 73(1), pages 22-35, 03.

2004

  1. Beeby M, Hall S. & Henry S.G.B & Marcet, A., 2004. "Expectations Formation and the 1990s ERM Crisis/Formación de expectativas y crisis del S.M.E en la década de los noventa," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 22, pages 161-174, Agosto.
  2. Drew, Aaron & Hall, Viv B. & McDermott, C. John & Clair, Robert St., 2004. "Would adopting the Australian dollar provide superior monetary policy in New Zealand?," Economic Modelling, Elsevier, vol. 21(6), pages 949-964, December.
  3. Meyer, Nicolas G. & Breitenbach, Marthinus C., 2004. "The market potential of the South African apple industry: Strategies and options," Agrekon, Agricultural Economics Association of South Africa (AEASA), vol. 43(1), March.
  4. Demertzis, Maria & Hughes Hallett, Andrew & Viegi, Nicola, 2004. "An independent central bank faced with elected governments," European Journal of Political Economy, Elsevier, vol. 20(4), pages 907-922, November.

2003

  1. Stephen Hall & David Shepherd, 2003. "Testing for Common Cycles in Money, Nominal Income and Prices," Manchester School, University of Manchester, vol. 71(Supplemen), pages 68-84, 09.
  2. Desai, Meghnad & Hall, Stephen G., 2003. "S.G.B. Henry: a memoir and a festschrift essay," Economic Modelling, Elsevier, vol. 20(2), pages 227-236, March.
  3. Guglielmo Caporale & Michael Chui & Stephen Hall & Brian Henry, 2003. "Evaluating the Gains to Cooperation in the G-3," Empirica, Springer, vol. 30(4), pages 337-356, December.
  4. Andrew Hughes Hallett & Nicola Viegi, 2003. "Imperfect transparency and the strategic use of information: an ever present temptation for central bankers?," Manchester School, University of Manchester, vol. 71(5), pages 498-520, 09.
  5. Hughes Hallett, Andrew & Viegi, Nicola, 2003. "Labour Market Reform and the Effectiveness of Monetary Policy in EMU," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 18, pages 726-749.

2002

  1. Barria, J A & Hall, Stephen G, 2002. "A Non-parametric Approach to Pricing and Hedging Derivative Securities: With an Application to LIFFE Data," Computational Economics, Society for Computational Economics, vol. 19(3), pages 303-22, June.
  2. Hall, Stephen G & Basdevant, Olivier, 2002. " Measuring the Capital Stock in Russia: An Unobserved Component Model," Economic Change and Restructuring, Springer, vol. 35(4), pages 365-70.
  3. Greenslade, Jennifer V. & Hall, Stephen G. & Henry, S. G. Brian, 2002. "On the identification of cointegrated systems in small samples: a modelling strategy with an application to UK wages and prices," Journal of Economic Dynamics and Control, Elsevier, vol. 26(9-10), pages 1517-1537, August.
  4. Basdevant, Olivier & Hall, Stephen G., 2002. "The 1998 Russian crisis: could the exchange rate volatility have predicted it?," Journal of Policy Modeling, Elsevier, vol. 24(2), pages 151-168, May.
  5. Montserrat Ferre & Stephen Hall, 2002. "Foreign exchange market efficiency and cointegration," Applied Financial Economics, Taylor & Francis Journals, vol. 12(2), pages 131-139.
  6. Guglielmo CAPORALE & Michael CHUI & Stephen G. HALL & S. G. Brian HENRY, 2002. "Modelling Economic Policy Responses with an Application to the G3," Annales d'Economie et de Statistique, ENSAE, issue 67-68, pages 415-433.
  7. Stephen Hall & Stefan Szymanski & Andrew S. Zimbalist, 2002. "Testing the Causality between Team Performance and Payroll: The Cases of Major League Baseball and English Soccer," Journal of Sports Economics, , vol. 3(2), pages 149-168, May.
  8. Davina Jacobs & Nj Schoeman & Jh Van Heerden, 2002. "Alternative Definitions of the Budget Deficit and its Impact on the Sustainability of Fiscal Policy in South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 70(3), pages 251-257, 03.
  9. Andrew Hallett & Nicola Viegi, 2002. "Inflation Targeting as a Coordination Device," Open Economies Review, Springer, vol. 13(4), pages 341-362, October.
  10. Elsabe Loots, 2002. "Globalisation, Emerging Markets and the South African Economy," South African Journal of Economics, Economic Society of South Africa, vol. 70(2), pages 123-132, 03.
  11. Blignaut, J. N. & Hassan, R. M., 2002. "Assessment of the performance and sustainability of mining sub-soil assets for economic development in South Africa," Ecological Economics, Elsevier, vol. 40(1), pages 89-101, January.

2001

  1. Barassi, Marco R & Caporale, Guglielmo Maria & Hall, Stephen G, 2001. "Irreducibility and Structural Cointegrating Relations: An Application to the G-7 Long-Term Interest Rates," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 6(2), pages 127-38, April.
  2. Liu, H & Hall, Stephen G, 2001. "Creating High-Frequency National Accounts with State-Space Modelling: A Monte Carlo Experiment," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 20(6), pages 441-49, September.
  3. Caporale, Guglielmo Maria & Chui, Michael & Hall, Stephen G. & Henry, Brian, 2001. "Coordination and price shocks: an empirical analysis," Economic Modelling, Elsevier, vol. 18(4), pages 569-584, December.
  4. SF Koch & DC Ribar, 2001. "A Siblings Analysis Of The Effects Of Alcohol Consumption Onset On Educational Attainment," Contemporary Economic Policy, Western Economic Association International, vol. 19(2), pages 162-174, 04.
  5. Donald Kenkel & Steven Koch, 2001. "Deterrence and knowledge of the law: The case of drunk driving," Applied Economics, Taylor & Francis Journals, vol. 33(7), pages 845-854.

2000

  1. Zalewska-Mitura, Anna & Hall, Stephen G, 2000. " Do Market Participants Learn? The Case of the Budapest Stock Exchange," Economic Change and Restructuring, Springer, vol. 33(1-2), pages 3-18.
  2. Hall, Stephen & Nixon, James, 2000. "Unemployment and the capital stock: a dynamic structural model of the UK supply side," Economic Modelling, Elsevier, vol. 17(3), pages 415-437, August.
  3. Hall, Stephen & Mizon, Grayham E. & Welfe, Aleksander, 2000. "Modelling economies in transition: an introduction," Economic Modelling, Elsevier, vol. 17(3), pages 339-357, August.
  4. Breitenbach, Marthinus C. & Fenyes, Tamas I., 2000. "Maize and wheat production trends in South Africa in a deregulated environment," Agrekon, Agricultural Economics Association of South Africa (AEASA), vol. 39(3), September.
  5. Breitenbach, Marthinus C. & Meyer, Nicolas G., 2000. "Modelling fertiliser use in the grain crop and oilseed sectors of South Africa," Agrekon, Agricultural Economics Association of South Africa (AEASA), vol. 39(3), September.
  6. de Wit, M.P. & Blignaut, J.N., 2000. "A Critical Evaluation of the Capital Theory Approach to Sustainable Development," Agrekon, Agricultural Economics Association of South Africa (AEASA), vol. 39(1), March.

1999

  1. Funke, Michael & Hall, Stephen & Ruhwedel, Ralf, 1999. "Shock Hunting: The Relative Importance of Industry-Specific, Region-Specific and Aggregate Shocks in the OECD Countries," Manchester School, University of Manchester, vol. 67(0), pages 49-65, Supplemen.
  2. Hall, Stephen & Lazarova, Stepana & Urga, Giovanni, 1999. " A Principal Components Analysis of Common Stochastic Trends in Heterogeneous Panel Data: Some Monte Carlo Evidence," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 61(0), pages 749-67, Special I.
  3. Boone, Laurence & Hall, Stephen G, 1999. "Stylized Facts of the Business Cycle Revisited: A Structural Modelling Approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 4(3), pages 253-68, July.
  4. Hall, Stephen G & Psaradakis, Zacharias & Sola, Martin, 1999. "Detecting Periodically Collapsing Bubbles: A Markov-Switching Unit Root Test," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(2), pages 143-54, March-Apr.
  5. Zalewska-Mitura, Anna & Hall, Stephen G., 1999. "Examining the first stages of market performance: a test for evolving market efficiency," Economics Letters, Elsevier, vol. 64(1), pages 1-12, July.
  6. Maria Demertzis & Andrew Hughes Hallett & Nicola Viegi, 1999. "Can the ECB be Truly Independent? Should It Be?," Empirica, Springer, vol. 26(3), pages 217-240, September.

1998

  1. Andrew Sentance & Stephen Hall & John O'Sullivan, 1998. "Modelling and forecasting UK public finances," Fiscal Studies, Institute for Fiscal Studies, vol. 19(1), pages 63-81, February.
  2. Michael Funke & Stephen Hall, 1998. "Aggregate demand and aggregate supply in UK regions," Journal of Economic Studies, Emerald Group Publishing, vol. 25(4), pages 260-276, September.
  3. Nj Schoeman & Jn Blignaut, 1998. "Socio - Economic Environment and Labour Absorption in South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 66(3), pages 145-154, 09.
  4. Elsabé Loots, 1998. "Job Creation and Economic Growth," South African Journal of Economics, Economic Society of South Africa, vol. 66(3), pages 155-163, 09.
  5. J.N. Blignaut & E.f. Heymann, 1998. "Development and the Environment: Some Basic Issues," South African Journal of Economics, Economic Society of South Africa, vol. 66(2), pages 114-122, 06.

1997

  1. Funke, Michael & Hall, Stephen & Sola, Martin, 1997. "Empirical Properties of the Black Market Zloty-Dollar Exchange Rate, 1955-1990," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 2(1), pages 29-37, January.
  2. Hall, Stephen G & Robertson D & Wickens, M R, 1997. "Measuring Economic Convergence," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 2(2), pages 131-43, April.
  3. Hall, Stephen G & Psaradakis, Zacharias & Sola, Martin, 1997. "Cointegration and Changes in Regime: The Japanese Consumption Function," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(2), pages 151-68, March-Apr.
  4. Emerson, Rebecca & Hall, Stephen G & Zalewska-Mitura, Anna, 1997. " Evolving Market Efficiency with an Application to Some Bulgarian Shares," Economic Change and Restructuring, Springer, vol. 30(2-3), pages 75-90.
  5. Gupta, Sujata & Hall, Stephen, 1997. "Stabilizing energy related CO2 emissions for India," Energy Economics, Elsevier, vol. 19(1), pages 125-150, March.
  6. Hall, Stephen & Psaradakis, Zacharias & Sola, Martin, 1997. "Switching error-correction models of house prices in the United Kingdom," Economic Modelling, Elsevier, vol. 14(4), pages 517-527, October.
  7. Barrell, Ray & Caporale, Guglielmo Maria & Hall, Stephen & Garratt, Anthony, 1997. "Learning about monetary union: An analysis of bounded rational learning in European labor markets," Journal of Policy Modeling, Elsevier, vol. 19(5), pages 469-489, October.
  8. Garratt, Anthony & Hall, Stephen G., 1997. "E-equilibria and adaptive expectations: Output and inflation in the LBS model," Journal of Economic Dynamics and Control, Elsevier, vol. 21(7), pages 1149-1171, June.

1996

  1. Garratt, Anthony & Hall, Stephen G, 1996. "Measuring Underlying Economic Activity," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 11(2), pages 135-51, March-Apr.
  2. Greenslade, Jennifer V. & Hall, Stephen G., 1996. "Modelling economies subject to structural change: The case of Germany," Economic Modelling, Elsevier, vol. 13(4), pages 545-559, October.
  3. Boone, Laurence & Hall, Stephen & Kemball-Cook, David, 1996. "Endogenous technical progress in fossil fuel demand: The case of France," Journal of Policy Modeling, Elsevier, vol. 18(2), pages 141-155, April.
  4. Gupta, Sujata & Hall, Stephen G., 1996. "Carbon abatement costs: an integrated approach for India," Environment and Development Economics, Cambridge University Press, vol. 1(01), pages 41-63, February.

1995

  1. Geroski, P A & Hall, S G, 1995. "Price and Quantity Responses to Cost and Demand Shocks," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 57(2), pages 185-204, May.
  2. Hall, Stephen, 1995. "Macroeconomics and a Bit More Reality," Economic Journal, Royal Economic Society, vol. 105(431), pages 974-88, July.
  3. Hall, S. G. & Garratt, A., 1995. "Model consistent learning and regime switching in the London Business School model," Economic Modelling, Elsevier, vol. 12(2), pages 87-95, April.
  4. Anthony Garratt & Stephen Hall, 1995. "A proposed framework for monetary policy," Applied Economics Letters, Taylor & Francis Journals, vol. 2(5), pages 135-138.
  5. G.L. Wet & Estelle Jonkergouw & Renee Koekemoer, 1995. "An Econometric Model for Monetary Policy in South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 63(4), pages 317-329, December.

1994

  1. Hall, Stephen G & Milne, Alistair, 1994. "The Relevance of P-Star Analysis to UK Monetary Policy," Economic Journal, Royal Economic Society, vol. 104(424), pages 597-604, May.
  2. Hall, Stephen G & O'Sullivan, John, 1994. " Forecasting Economies in Transition: The Case of Romania," Economic Change and Restructuring, Springer, vol. 27(3), pages 175-84.
  3. Funke, Michael & Hall, Stephen, 1994. "Is the Bundesbank Different from Other Central Banks: A Study Based on P," Empirical Economics, Springer, vol. 19(4), pages 691-707.
  4. Funke, Michael & Hall, Stephen & Sola, Martin, 1994. "Rational bubbles during Poland's hyperinflation: Implications and empirical evidence," European Economic Review, Elsevier, vol. 38(6), pages 1257-1276, June.
  5. Becker, R. & Hall, S. & Rustem, B., 1994. "Robust optimal decisions with stochastic nonlinear economic systems," Journal of Economic Dynamics and Control, Elsevier, vol. 18(1), pages 125-147, January.
  6. Hall, Stephen & Zegras, Christopher & Rojas, Henry Malbrán, 1994. "Transportation and energy in Santiago, Chile," Transport Policy, Elsevier, vol. 1(4), pages 233-243, October.

1993

  1. Hall, S G, 1993. "Modelling the Sterling Effective Exchange Rate Using Expectations and Learning," The Manchester School of Economic & Social Studies, University of Manchester, vol. 61(3), pages 270-86, September.
  2. Hall, Stephen G, 1993. " Modelling Structural Change Using the Kalman Filter," Economic Change and Restructuring, Springer, vol. 26(1), pages 1-13.

1992

  1. Hall, S G & Robertson, D & Wickens, M R, 1992. "Measuring Convergence of the EC Economies," The Manchester School of Economic & Social Studies, University of Manchester, vol. 60(0), pages 99-111, Supplemen.
  2. Hall, S G & Henry, S G B & Pemberton, M, 1992. "Testing a Discrete Switching Disequilibrium Model of the UK Labour Market," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 7(1), pages 83-91, Jan.-Marc.
  3. Hall, Stephen G & Miles, David K, 1992. "Measuring Efficiency and Risk in the Major Bond Markets," Oxford Economic Papers, Oxford University Press, vol. 44(4), pages 599-625, October.

1991

  1. Hall, S G, 1991. "An Application of the Stochastic GARCH-in-Mean Model to Risk Premia in the London Metal Exchange," The Manchester School of Economic & Social Studies, University of Manchester, vol. 59(0), pages 57-71, Supplemen.
  2. Hall, S G, 1991. "The Effect of Varying Length VAR Models on the Maximum Likelihood Estimates of Cointegrating Vectors," Scottish Journal of Political Economy, Scottish Economic Society, vol. 38(4), pages 317-23, November.
  3. Davidson, James & Hall, Stephen, 1991. "Cointegration in Recursive Systems," Economic Journal, Royal Economic Society, vol. 101(405), pages 239-51, March.
  4. Haldane, A G & Hall, S G, 1991. "Sterling's Relationship with the Dollar and the Deutschemark: 1976-89," Economic Journal, Royal Economic Society, vol. 101(406), pages 436-43, May.

1990

  1. Callen, T S & Hall, S G & Henry, S G B, 1990. "Manufacturing Stocks: Expectations, Risk and Co-integration," Economic Journal, Royal Economic Society, vol. 100(402), pages 756-72, September.
  2. Hall, S G & Stephenson, M J, 1990. "An Algorithm for the Solution of Stochastic Optimal Control Problems for Large Nonlinear Econometric Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 5(4), pages 393-99, Oct.-Dec..

1989

  1. Hall, Stephen G & Miles, David K & Taylor, Mark P, 1989. "Modelling Asset Prices with Time-Varying Betas," The Manchester School of Economic & Social Studies, University of Manchester, vol. 57(4), pages 340-56, December.
  2. Hall, S G, 1989. "Maximum Likelihood Estimation of Cointegration Vectors: An Example of the Johansen Procedure," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 51(2), pages 213-18, March.
  3. Drobny, A & Hall, S G, 1989. "An Investigation of the Long-run Properties of Aggregate Non-durable Consumers' Expenditure in the United Kingdom," Economic Journal, Royal Economic Society, vol. 99(396), pages 454-60, June.

1988

  1. Hall, S G & Kennally, G F, 1988. "Analysing Unstable Policy Prescriptions in Linear Difference Models with Rational Expectations," Bulletin of Economic Research, Wiley Blackwell, vol. 40(3), pages 217-25, June.

1987

  1. Hall, S G, 1987. "A Forward Looking Model of the Exchange Rate," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 2(1), pages 47-60, January.

1986

  1. Hall, Stephen G & Henry, S G B & Wren-Lewis, Simon, 1986. "Manufacturing Stocks and Forward-Looking Expectations in the UK," Economica, London School of Economics and Political Science, vol. 53(212), pages 447-65, November.
  2. Hall, S G, 1986. "The Application of Stochastic Simulation Techniques to the National Institute's Model 7," The Manchester School of Economic & Social Studies, University of Manchester, vol. 54(2), pages 180-201, June.
  3. Hall, S G, 1986. "An Application of the Granger & Engle Two-Step Estimation Procedure to United Kingdom Aggregate Wage Data," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 48(3), pages 229-39, August.
  4. Hall, S G & Henry, S G B & Johns, C B, 1986. "Forecasting with an Econometric Model: Some Recent Results Using the National Institute Model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 1(2), pages 163-83, April.
  5. Hall, S. G. & Henry, S. G. B., 1986. "A dynamic econometric model of the UK with rational expectations," Journal of Economic Dynamics and Control, Elsevier, vol. 10(1-2), pages 219-223, June.
  6. Hall, S. G. & Brooks, S. J., 1986. "The use of prior regressions in the estimation of error correction models," Economics Letters, Elsevier, vol. 20(1), pages 33-37.
  7. Hall, S. G. & Henry, S. G. B. & Markandya, A. & Pemberton, M., 1986. "Disequilibrium models with rational expectations : An application to the UK labour market," Economics Letters, Elsevier, vol. 21(3), pages 215-220.
  8. Hall, S. G., 1986. "Time inconsistency and optimal policy formulation in the presence of rational expectations," Journal of Economic Dynamics and Control, Elsevier, vol. 10(1-2), pages 323-326, June.
  9. Hall, Stephen & Henry, Brian & Payne, Judith & Wren-Lewis, Simon, 1986. "Forecasting employment : The role of forward-looking behaviour," International Journal of Forecasting, Elsevier, vol. 2(4), pages 435-445.

1985

  1. Hall, S G, 1985. "On the Solution of Large Economic Models with Consistent Expectations," Bulletin of Economic Research, Wiley Blackwell, vol. 37(2), pages 157-61, May.
  2. Hall, S G & Henry, S G B & Johns, C B, 1985. "Forecasting with a Rational Expectations Model of the UK: A Comment," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 47(4), pages 337-45, November.

1984

  1. Hall, S G, 1984. "On the Solution of High Order, Symmetric, Difference Equations," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 46(1), pages 85-88, February.

1983

  1. Hall, S G, 1983. "Money and the Walrasian Utility Function," Oxford Economic Papers, Oxford University Press, vol. 35(2), pages 247-53, July.

1982

  1. Hall, Stephen G, 1982. "Money and the Economics of Leon Walras," Scottish Journal of Political Economy, Scottish Economic Society, vol. 29(3), pages 246-55, November.

1980

  1. Hall, Stephen, 1980. "Scarcity, energy and economic progress : by Ferdinand E. Banks 200 pp, [UK pound]10.50, Lexington books, Lexington, MA, 1978," Energy Economics, Elsevier, vol. 2(1), pages 60-61, January.