Publications

by members of

University of Pretoria → Faculty of Economic and Management Sciences → Department of Economics

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 institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. Find also a compilation of publications from alumni here.

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

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| Working papers | Journal articles | Books | Chapters | Software components |

Working papers

2026

1. Jesus Bejarano & Rangan Gupta, 2026, "Impact of Climate Change on South Africa: Evidence from a DSGE Model," Working Papers, University of Pretoria, Department of Economics, number 202601, Jan.
2. Jiawen Luo & Jingyi Deng & Rangan Gupta & Oguzhan Cepni, 2026, "Time-Varying Effects of Skewness: An International Comparison," Working Papers, University of Pretoria, Department of Economics, number 202602, Feb.
3. Giovanni Bonaccolto & Massimiliano Caporin & Oguzhan Cepni & Rangan Gupta, 2026, "Forecasting Realized Volatility of State-Level Stock Markets of the United States: The Role of Sentiment," Working Papers, University of Pretoria, Department of Economics, number 202603, Feb.
4. Abeeb Olaniran & Xin Sheng & Oguzhan Cepni & Rangan Gupta, 2026, "When the Weather Turns Risky: Climate Shocks and U.S. State-Level Credit Risk," Working Papers, University of Pretoria, Department of Economics, number 202604, Feb.
5. Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2026, "Credit Standards: A New Predictor of U.S. Stock Market Realized Volatility," Working Papers, University of Pretoria, Department of Economics, number 202607, Mar.
   
   • Bonato, Matteo & Cepni, Oguzhan & Gupta, Rangan & Pierdzioch, Christian, 2026, "Credit standards: A new predictor of U.S. stock market realized volatility," Finance Research Letters, Elsevier, volume 106, issue C, DOI: 10.1016/j.frl.2026.110298.
6. Ufuk Can & Oguzhan Cepni & Rangan Gupta & Onur Polat, 2026, "From Supply-Chain Disruptions to Speculative Exuberance: How Energy Transportation Uncertainty Drives Oil Price Bubbles," Working Papers, University of Pretoria, Department of Economics, number 202608, Mar.
7. Zhangying Li & O-Chia Chuang & Rangan Gupta, 2026, "The Shifting Dynamics of Energy Supply Shocks: Natural Gas as the New Driver of European Stock Market Volatility," Working Papers, University of Pretoria, Department of Economics, number 202609, Apr.
8. Petre Caraiani & Rangan Gupta, 2026, "Fiscal Policy in HANK Models: One Asset versus Two Assets," Working Papers, University of Pretoria, Department of Economics, number 202610, Apr.
9. Onur Polat & Rangan Gupta & Dhanashree Somani & Sayar Karmakar, 2026, "Machine Learning Forecasting of U.S. Stock Market Volatility: The Role of Stock and Oil Bubbles," Working Papers, University of Pretoria, Department of Economics, number 202611, Apr.
10. Kenny Kutu & Renee van Eyden & Sonali Das & Rangan Gupta, 2026, "Assessing the Impact of Climate Risks on Agricultural Commodity Prices in South Africa," Working Papers, University of Pretoria, Department of Economics, number 202612, Apr.
11. Beverley Jane Wingfield & Onur Polat & Sonali Das & Rangan Gupta, 2026, "From Search to Signal: Dynamic Spillovers Between Biodiversity Attention and Climate Attention in South Africa," Working Papers, University of Pretoria, Department of Economics, number 202613, Apr.
12. Yuvana Jaichand & Onur Polat & Renee van Eyden & Rangan Gupta, 2026, "US Trade Policy Uncertainty and the Connectedness of Global Supply Bottlenecks," Working Papers, University of Pretoria, Department of Economics, number 202614, May.
13. Petre Caraiani & Rangan Gupta, 2026, "Firm-Level Inflationary Expectations in South Africa: The Role of Oil Supply News Shocks," Working Papers, University of Pretoria, Department of Economics, number 202615, May.
14. Talita Greyling & Rangan Gupta & Christian Pierdzioch, 2026, "Supply Bottlenecks and Sentiment in Europe: Some Evidence using Machine Learning," Working Papers, University of Pretoria, Department of Economics, number 202616, May.
15. Onur Polat & Oguzhan Cepni & Riza Demirer & Rangan Gupta, 2026, "AI Revolution and Crash Risks in Technology Stocks," Working Papers, University of Pretoria, Department of Economics, number 202617, Jun.
16. Sphiwe B. Skhosana & Abeeb O. Olaniran & Najmeh Nakhaei Rad & Rangan Gupta, 2026, "Economic Complexity and Environmental Impact using a Neural-Network Embedded Semiparametric Mixture of Experts Model," Working Papers, University of Pretoria, Department of Economics, number 202618, Jun.
17. Talita Greyling & Rangan Gupta & Onur Polat & Stephanie Rossouw, 2026, "Sports and Happiness in South Africa: Evidence from a Quantile Regression Approach," Working Papers, University of Pretoria, Department of Economics, number 202619, Jul.
18. GISELE MAH & Christian Urom & Denis N Yuni & Realeboga Mahapa, 2026, "Quantifying the impact of international food price spillovers on South Africa domestic market: Short- and long-term dynamics and transmission channels," ERSA Working Paper Series, Economic Research Southern Africa, number 200, Mar.
19. Guangling Liu & Christopher Solomon, 2026, "South Africa's inflation: Monetary or fiscal," ERSA Working Paper Series, Economic Research Southern Africa, number 261, Mar.
20. Lukasz Grzybowski, 2026, "Digital Infrastructure as a Driver of Inclusive Growth," ERSA Working Paper Series, Economic Research Southern Africa, number 358, Jul.

2025

1. Carolyn Chisadza & Matthew W. Clance & Romuald Meango & Charl van Schoor, 2025, "Women's Agency in Conflict Settings: Evidence from Peace Agreements," Working Papers, University of Pretoria, Department of Economics, number 202510, Mar.
2. Jeffrey H. Bergstrand & Matthew W. Clance & Joao Santos Silva, 2025, "Poisson-based expectile regression for nonnegative data with a mass point at zero," UK Stata Conference 2025, Stata Users Group, number 11, Sep.
3. Carolyn Chisadza & Matthew Clance & Nicky Nicholls & Eleni Yitbarek & Tendai Zawaira, 2025, "Attitudes to Gender Inequality in South Africa: Evidence from Implicit and Explicit Attitudes," Working Papers, University of Pretoria, Department of Economics, number 202514, Apr.
4. Jeffrey H. Bergstrand & Matthew W. Clance & Joao M.C. Santos Silva, 2025, "The Tails of Gravity: Using Expectiles to Quantify the Trade-Margins Effects of Economic Integration Agreements," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0125, Feb.
   
   • Bergstrand, Jeffrey H. & Clance, Matthew W. & Santos Silva, J.M.C., 2025, "The tails of gravity: Using expectiles to quantify the trade-margins effects of economic integration agreements," Journal of International Economics, Elsevier, volume 157, issue C, DOI: 10.1016/j.jinteco.2025.104145.
5. Jiawen Luo & Shengjie Fu & Oguzhan Cepni & Rangan Gupta, 2025, "The Role of Uncertainty in Forecasting Realized Covariance of US State-Level Stock Returns: A Reverse-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 202501, Feb.
6. Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Luis A. Gil-Alana, 2025, "Supply Disruptions and Predictability of Oil Returns Volatility: A GARCH-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 202502, Feb.
7. Onur Polat & Dhanashree Somani & Rangan Gupta & Sayar Karmakar, 2025, "Shortages and Machine-Learning Forecasting of Oil Returns Volatility: 1900-2024," Working Papers, University of Pretoria, Department of Economics, number 202503, Feb.
   
   • Polat, Onur & Somani, Dhanashree & Gupta, Rangan & Karmakar, Sayar, 2025, "Shortages and machine-learning forecasting of oil returns volatility: 1900–2024," Finance Research Letters, Elsevier, volume 79, issue C, DOI: 10.1016/j.frl.2025.107334.
8. Rachel Steenkamp & Rangan Gupta & Oguzhan Cepni, 2025, "Analysing the Predictability of Climate Risks on the Conditional Distributions of Bank Returns and Volatility: An International Perspective," Working Papers, University of Pretoria, Department of Economics, number 202504, Feb.
9. Mawuli Segnon & Bjorn Schulte-Tillmann & Riza Demirer & Rangan Gupta, 2025, "Deglobalization and Foreign Exchange Volatility: The Role of Supply Chain Pressures," Working Papers, University of Pretoria, Department of Economics, number 202506, Feb.
10. Petre Caraiani & Onur Polat & Rangan Gupta & Elie Bouri, 2025, "Climate Risks and Predictability of Financial Risks in the US Banking Sector," Working Papers, University of Pretoria, Department of Economics, number 202507, Feb.
11. Kenny Kutu & Sonali Das & Rangan Gupta, 2025, "Paradox of Sustainable Agricultural Policy Under Climate Change in South Africa: The Whys? and What-Ifs!," Working Papers, University of Pretoria, Department of Economics, number 202508, Feb.
12. Massimiliano Caporin & Oguzhan Cepni & Rangan Gupta & Bertrand B. Maillet, 2025, "Unveiling True Connectedness in US State-Level Stock Markets: The Role of Common Factors," Working Papers, University of Pretoria, Department of Economics, number 202509, Feb.
13. Vasilios Plakandaras & Rangan Gupta & Qiang Ji, 2025, "Unraveling Financial Fragility of Global Markets Using Machine Learning," Working Papers, University of Pretoria, Department of Economics, number 202511, Mar.
14. Vassilios Babalos & Xolani Sibande & Elie Bouri & Rangan Gupta, 2025, "Do Investors in Clean Energy ETFs Herd? The Role of Climate Risks," Working Papers, University of Pretoria, Department of Economics, number 202512, Apr.
15. Matteo Bonato & Rangan Gupta & Christian Pierdzioch & Onur Polat, 2025, "ESG Uncertainty and Forecasting Realized Volatility of Gold Returns: A Boosting Approach," Working Papers, University of Pretoria, Department of Economics, number 202513, Apr.
16. Hossein Hassani & Pouria Parvizi & Mohammad Reza Yeganegi & Rangan Gupta, 2025, "Understanding Sentiment Across Genders: Challenges and Solutions," Working Papers, University of Pretoria, Department of Economics, number 202515, Apr.
17. Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Elie Bouri, 2025, "Forecasting Spot and Futures Price Volatility of Agricultural Commodities: The Role of Climate-Related Migration Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 202516, Apr.
    
    • Salisu, Afees A. & Ogbonna, Ahamuefula E. & Gupta, Rangan & Bouri, Elie, 2025, "Forecasting spot and futures price volatility of agricultural commodities: The role of climate-related migration uncertainty," Research in International Business and Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.ribaf.2025.103133.
18. Onur Polat & Rangan Gupta & Elie Bouri & Mariem Brahim, 2025, "Climate Risks and Predictability of the Conditional Distributions of Rare Earth Stock Returns and Volatility," Working Papers, University of Pretoria, Department of Economics, number 202517, Apr.
    
    • Onur Polat & Rangan Gupta & Elie Bouri & Mariem Brahim, 2026, "Climate risks and predictability of the conditional distributions of rare earth stock returns and volatility," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 50, issue 1, pages 1-26, December, DOI: 10.1007/s12197-026-09750-4.
19. Vasilios Plakandaras & Matteo Bonato & Rangan Gupta & Oguzhan Cepni, 2025, "Machine Learning and the Forecastability of Cross-Sectional Realized Variance: The Role of Realized Moments," Working Papers, University of Pretoria, Department of Economics, number 202518, Apr.
20. Abeeb Olaniran & Elie Bouri & Rangan Gupta, 2025, "Multi-Moment and Multilayer Analysis of Connectedness among Clean, Brown, and Technology ETFs: The Role of Climate Risk," Working Papers, University of Pretoria, Department of Economics, number 202519, May.
21. Xin Sheng & Oguzhan Cepni & Rangan Gupta & Minko Markovski, 2025, "Mixed Frequency Machine Learning Forecasting of the Growth of Real Gross Fixed Capital Formation in the United States: The Role of Extreme Weather Conditions," Working Papers, University of Pretoria, Department of Economics, number 202520, May.
    
    • Sheng, Xin & Cepni, Oguzhan & Gupta, Rangan & Markovski, Minko, 2026, "Mixed frequency machine learning forecasting of the growth of real gross fixed capital formation in the United States: the role of extreme weather conditions," Finance Research Letters, Elsevier, volume 106, issue C, DOI: 10.1016/j.frl.2026.110271.
22. Dhanashree Somani & Rangan Gupta & Sayar Karmakar & Vasilios Plakandaras, 2025, "Supply Bottlenecks and Machine Learning Forecasting of International Stock Market Volatility," Working Papers, University of Pretoria, Department of Economics, number 202521, Jun.
    
    • Somani, Dhanashree & Gupta, Rangan & Karmakar, Sayar & Plakandaras, Vasilios, 2025, "Supply bottlenecks and machine learning forecasting of international stock market volatility," Finance Research Letters, Elsevier, volume 86, issue PG, DOI: 10.1016/j.frl.2025.108931.
23. Jiawei Xu & Elie Bouri & Libing Fang & Rangan Gupta, 2025, "US-China Tensions and Stock Market Co-movement between the US and China: Insights from a DCC-DAGARCH-MIDAS Model," Working Papers, University of Pretoria, Department of Economics, number 202522, Jul.
24. Jiawen Luo & Jingyi Deng & Juncal Cunado & Rangan Gupta, 2025, "Forecasting GDP with Oil Price Shocks: A Mixed-Frequency Time-Varying Perspective," Working Papers, University of Pretoria, Department of Economics, number 202523, Jul.
25. Abeeb Olaniran & David Gabauer & Rangan Gupta & Onur Polat, 2025, "Predicting the Conditional Distribution of Risk Aversion The Role of Climate Risks in a Cross-Quantilogram Framework," Working Papers, University of Pretoria, Department of Economics, number 202524, Jul.
26. Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Yunhan Zhang, 2025, "Climate Policy Uncertainty and the Forecastability of Inflation," Working Papers, University of Pretoria, Department of Economics, number 202525, Aug.
27. Massimiliano Caporin & Rangan Gupta & Sowmya Subramaniam & Hudson S. Torrent, 2025, "Supply Constraints and Conditional Distribution Predictability of Inflation and its Volatility: A Non-parametric Mixed-Frequency Causality-in-Quantiles Approach," Working Papers, University of Pretoria, Department of Economics, number 202526, Aug.
    
    • Caporin, Massimiliano & Gupta, Rangan & Subramaniam, Sowmya & Torrent, Hudson S., 2026, "Supply Constraints and Conditional Distribution Predictability of Inflation and its Volatility: A Nonparametric Mixed-Frequency Causality-in-Quantiles Approach," Research in Economics, Elsevier, volume 80, issue 2, DOI: 10.1016/j.rie.2026.101128.
28. Mengting Li & Yu Wei & Rangan Gupta & Oguzhan Cepni, 2025, "Carbon Price Uncertainty-Macroeconomy Mixed-Frequency Spillovers: Evidence from the Frequency-Domain," Working Papers, University of Pretoria, Department of Economics, number 202527, Aug.
29. Zhangying Li & O-Chia Chuang & Rangan Gupta & Elie Bouri, 2025, "The Roles of Global Supply Chain Pressure and Economic Conditions in Forecasting the VaR of Commodity Markets: A Quantile GARCH-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 202528, Aug.
30. Mehmet Balcilar & Kenny Kutu & Sonali Das & Rangan Gupta, 2025, "Predicting the Conditional Distributions of Inflation and Inflation Uncertainty in South Africa: The Role of Climate Risks," Working Papers, University of Pretoria, Department of Economics, number 202529, Aug.
31. Matteo Bonato & Riza Demirer & Rangan Gupta & Abeeb Olaniran, 2025, "Does Mining Activity Drive Crash Risks in Cryptocurrency Markets? An Application to Bitcoin," Working Papers, University of Pretoria, Department of Economics, number 202530, Sep.
32. Vassilios Babalos & Geoffrey M. Ngene & Rangan Gupta & Elie Bouri, 2025, "Herding Spillover Effects in US REIT Sectors," Working Papers, University of Pretoria, Department of Economics, number 202531, Sep.
33. Onur Polat & Matteo Bonato & Rangan Gupta & Christian Pierdzioch, 2025, "Forecasting The Volatility of Natural Gas Price using Machine Learning: Fundamentals versus Moments," Working Papers, University of Pretoria, Department of Economics, number 202532, Sep.
34. Elie Bouri & Oguzhan Cepni & Rangan Gupta & Sibanjan Mishra & Muhammed Enes Olgun, 2025, "Dynamic Return Connectedness Among Crypto-Mining Technology Firms and Major Cryptocurrencies: The Role of Sentiment Indices," Working Papers, University of Pretoria, Department of Economics, number 202533, Sep.
35. Matteo Foglia & Rangan Gupta & Petre Caraiani & Vincenzo Pacelli, 2025, "Time-Varying Spillover of Multi-Scale Positive and Negative Bubbles in Stock and Oil Markets," Working Papers, University of Pretoria, Department of Economics, number 202534, Sep.
    
    • Foglia, Matteo & Gupta, Rangan & Caraiani, Petre & Pacelli, Vincenzo, 2026, "Time-varying spillover of multi-scale positive and negative bubbles in stock and oil markets," Finance Research Letters, Elsevier, volume 88, issue C, DOI: 10.1016/j.frl.2025.109179.
36. Moise Kabwe wa Kabwe & Rangan Gupta & Yunhan Zhang & Samrat Goswami, 2025, "Predictive Effects of Climate Policy Uncertainty on Returns and Volatility of Carbon Emission Prices: The Case of China," Working Papers, University of Pretoria, Department of Economics, number 202535, Sep.
37. Abeeb Olaniran & Xin Sheng & Oguzhan Cepni & Rangan Gupta, 2025, "Climate Shocks and Unemployment Claims," Working Papers, University of Pretoria, Department of Economics, number 202536, Sep.
38. Rangan Gupta & Wei Ma, 2025, "Investment Adjustment Costs and Growth Dynamics," Working Papers, University of Pretoria, Department of Economics, number 202537, Sep.
    
    • Gupta, Rangan & Ma, Wei, 2025, "Investment adjustment costs and growth dynamics," Economics Letters, Elsevier, volume 257, issue C, DOI: 10.1016/j.econlet.2025.112726.
39. Giovanni Bonaccolto & Sayar Karmakar & Elie Bouri & Rangan Gupta, 2025, "Spillover and Predictability of Volatility of 50 Major Cryptocurrencies: Evidence from a LASSO-Regularized Quantile VAR," Working Papers, University of Pretoria, Department of Economics, number 202538, Sep.
    
    • Bonaccolto, Giovanni & Karmakar, Sayar & Bouri, Elie & Gupta, Rangan, 2026, "Spillover and predictability of volatility of 50 major cryptocurrencies: Evidence from a LASSO-regularized Quantile VAR," The North American Journal of Economics and Finance, Elsevier, volume 85, issue C, DOI: 10.1016/j.najef.2026.102668.
40. Onur Polat & Rangan Gupta & Riza Demirer & Elie Bouri, 2025, "Implied Skewness of the Treasury Yield: A New Predictor for Stock Market Bubbles," Working Papers, University of Pretoria, Department of Economics, number 202539, Oct.
41. Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2025, "Electricity Sales and Forecasting of Stock Market Realized Volatility: A State-Level Analysis of the United States," Working Papers, University of Pretoria, Department of Economics, number 202540, Nov.
42. Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Onur Polat, 2025, "Forecasting Natural Gas Futures Price Volatility of the United States: National versus State-Level Climate Concern Indexes," Working Papers, University of Pretoria, Department of Economics, number 202541, Nov.
    
    • Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Onur Polat, 2026, "Forecasting Natural Gas Futures Price Volatility of the United States: National Versus State‐Level Climate Concern Indexes," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 46, issue 7, pages 1275-1297, July, DOI: 10.1002/fut.70108.
43. Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta, 2025, "Forecasting Oil Price Volatility of the United States: The Role of State-Level Climate Concern Indexes," Working Papers, University of Pretoria, Department of Economics, number 202542, Nov.
44. Elie Bouri & Ufuk Can & Oguzhan Cepni & Rangan Gupta, 2025, "Corporate Earnings Announcements and Stock Market Bubbles," Working Papers, University of Pretoria, Department of Economics, number 202543, Nov.
45. Onur Polat & Elie Bouri & Rangan Gupta & Riza Demirer, 2025, "Predicting Safe Haven Assets through Implied Treasury Yield Skewness: A Time-Varying Nonparametric Quantile Causality Analysis," Working Papers, University of Pretoria, Department of Economics, number 202544, Dec.
46. Onur Polat & Rangan Gupta & Mariem Brahim & Elie Bouri, 2025, "Predicting Oil Price Bubbles: Monetary Policy versus Central Bank Information Shocks," Working Papers, University of Pretoria, Department of Economics, number 202545, Dec.
47. Elie Bouri & Ufuk Can & Oguzhan Cepni & Rangan Gupta, 2025, "Oil Price Shocks and Stock Market Bubbles," Working Papers, University of Pretoria, Department of Economics, number 202546, Dec.
48. Alanda Venter & Roula Inglesi-Lotz, 2025, "Institutional Quality as a Possible Catalyst in South Africa's Electricity Supply and FDI Nexus," Working Papers, University of Pretoria, Department of Economics, number 202505, Feb.
49. Jooste, Charl & Tercioglu, Remzi Baris, 2025, "Beyond Aggregates : A Sector-Specific Framework for Long-Term Growth Modeling," Policy Research Working Paper Series, The World Bank, number 11127, May.
50. Kodzovi Senu Abalo & Boehlert,Brent & Bui,Thanh & Andrew Burns & Castillo,Diego & Unnada Chewpreecha & Alexander Haider & Stephane Hallegatte & Charl Jooste & Florent McIsaac & Heather Jane Ruberl & S, 2025, "The Macroeconomic Implications of Climate Change Impacts and Adaptation Options : A Modeling Approach," Policy Research Working Paper Series, The World Bank, number 11133, May.
51. Ruthira Naraidoo & Juan Paez-Farrell, 2025, "Business cycle models with labour market frictions: the role of the matching function," Working Papers, The University of Sheffield, Department of Economics, number 2025006, Jul.
52. by Ed Cornforth & Urvish Patel & Xolani Sibande & Kgotso Morema & Konstantin Makrelov & Ian Hurst, 2025, "The South African NiGEM expansion," Working Papers, South African Reserve Bank, number 11081, Jun.
53. Ekaterina Pirozhkova & Nicola Viegi, 2025, "The bank lending channel of monetary policy transmission in South Africa," Post-Print, HAL, number hal-05467839, Dec, DOI: 10.1016/j.qref.2025.102041.
    
    • Pirozhkova, Ekaterina & Viegi, Nicola, 2025, "The bank lending channel of monetary policy transmission in South Africa," The Quarterly Review of Economics and Finance, Elsevier, volume 104, issue C, DOI: 10.1016/j.qref.2025.102041.
    • Ekaterina Pirozhkova & Nicola Viegi, 2024, "The Bank Lending Channel of Monetary Policy Transmission in South Africa," Working Papers, University of Pretoria, Department of Economics, number 202443, Sep.
    • Ekaterina Pirozhkova & Nicola Viegi, 2024, "The bank lending channel of monetary policy transmission in South Africa," Working Papers, South African Reserve Bank, number 11072, Nov.

2024

1. Petre Caraiani & Carolyn Chisadza & Rangan Gupta, 2024, "Does Climate Affect Investments? Evidence from Firms in the United States," Working Papers, University of Pretoria, Department of Economics, number 202448, Nov.
2. Fadzayi Chingwere & Matthew Clance & Nicky Nicholls & Aimable Nsabimana & Eleni Yitbarek, 2024, "Donations and tax incentives: Evidence from South Africa," WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER), number wp-2024-72.
3. Yuvana Jaichand & Renee van Eyden & Rangan Gupta, 2024, "Presidential Approval Ratings and Stock Market Performance in Latin America," Working Papers, University of Pretoria, Department of Economics, number 202411, Mar.
   
   • Yuvana Jaichand & Reneé van Eyden & Rangan Gupta, 2025, "Presidential Approval Ratings and Stock Market Performance in Latin America," Scottish Journal of Political Economy, Scottish Economic Society, volume 72, issue 4, September, DOI: 10.1111/sjpe.70011.
4. Oguzhan Cepni & Rangan Gupta & Jacobus Nel & Renee van Eyden, 2024, "Prediction of the Conditional Distribution of Daily International Stock Returns Volatility: The Role of (Conventional and Unconventional) Monetary Policies," Working Papers, University of Pretoria, Department of Economics, number 202439, Sep.
5. V. Candila & O. Cepni & G. Gallo & R. Gupta, 2024, "Influence of Local and Global Economic Policy Uncertainty on the volatility of US state-level equity returns: Evidence from a GARCH-MIDAS approach with Shrinkage and Cluster Analysis," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 202414.
   
   • Vincenzo Candila & Oguzhan Cepni & Giampiero M. Gallo & Rangan Gupta, 2024, "Influence of Local and Global Economic Policy Uncertainty on the Volatility of US State-Level Equity Returns: Evidence from a GARCH-MIDAS Approach with Shrinkage and Cluster Analysis," Working Papers, University of Pretoria, Department of Economics, number 202437, Aug.
6. Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2024, "Forecasting Growth-at-Risk of the United States: Housing Price versus Housing Sentiment or Attention," Working Papers, University of Pretoria, Department of Economics, number 202401, Jan.
7. Wenting Liao & Xin Sheng & Rangan Gupta & Sayar Karmakar, 2024, "Extreme Weather Shocks and State-Level Inflation of the United States," Working Papers, University of Pretoria, Department of Economics, number 202402, Jan.
   
   • Liao, Wenting & Sheng, Xin & Gupta, Rangan & Karmakar, Sayar, 2024, "Extreme weather shocks and state-level inflation of the United States," Economics Letters, Elsevier, volume 238, issue C, DOI: 10.1016/j.econlet.2024.111714.
8. Linyan Dai & Xin Sheng & Rangan Gupta, 2024, "Socio-Spatial Features of Neighbourhoods Supporting Social Interaction between Locals and Migrants in Peri-Urban China," Working Papers, University of Pretoria, Department of Economics, number 202403, Jan.
9. Rangan Gupta & Sarah Nandnaba & Wei Jiang, 2024, "Climate Change and Growth Dynamics," Working Papers, University of Pretoria, Department of Economics, number 202404, Feb.
10. Yunhan Zhang & Qiang Ji & David Gabauer & Rangan Gupta, 2024, "How Connected is the Oil-Bank Network? Firm-Level and High-Frequency Evidence," Working Papers, University of Pretoria, Department of Economics, number 202405, Feb.
    
    • Zhang, Yunhan & Gabauer, David & Gupta, Rangan & Ji, Qiang, 2024, "How connected is the oil-bank network? Firm-level and high-frequency evidence," Energy Economics, Elsevier, volume 136, issue C, DOI: 10.1016/j.eneco.2024.107684.
11. Elie Bouri & Rangan Gupta & Christian Pierdzioch, 2024, "Modeling the Presidential Approval Ratings of the United States using Machine-Learning: Does Climate Policy Uncertainty Matter?," Working Papers, University of Pretoria, Department of Economics, number 202406, Feb.
    
    • Bouri, Elie & Gupta, Rangan & Pierdzioch, Christian, 2024, "Modeling the presidential approval ratings of the United States using machine-learning: Does climate policy uncertainty matter?," European Journal of Political Economy, Elsevier, volume 85, issue C, DOI: 10.1016/j.ejpoleco.2024.102602.
12. Massimiliano Caporin & Petre Caraiani & Oguzhan Cepni & Rangan Gupta, 2024, "Predicting the Conditional Distribution of US Stock Market Systemic Stress: The Role of Climate Risks," Working Papers, University of Pretoria, Department of Economics, number 202407, Mar.
    
    • Caporin, Massimiliano & Caraiani, Petre & Cepni, Oguzhan & Gupta, Rangan, 2025, "Predicting the conditional distribution of US stock market systemic Stress: The role of climate risks," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 101, issue C, DOI: 10.1016/j.intfin.2025.102156.
13. Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2024, "Forecasting Realized US Stock Market Volatility: Is there a Role for Economic Policy Uncertainty?," Working Papers, University of Pretoria, Department of Economics, number 202408, Mar.
14. Afees A. Salisu & Ahamuefula E.Oghonna & Rangan Gupta & Oguzhan Cepni, 2024, "Energy Market Uncertainties and US State-Level Stock Market Volatility: A GARCH-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 202409, Mar.
15. Xin Sheng & Rangan Gupta & Wenting Liao & Oguzhan Cepni, 2024, "The Effects of Uncertainty on Economic Conditions across US States: The Role of Climate Risks," Working Papers, University of Pretoria, Department of Economics, number 202410, Mar.
    
    • Xin Sheng & Rangan Gupta & Wenting Liao & Oguzhan Cepni, 2026, "The Effects of Uncertainty on Economic Conditions Across US States: The Role of Climate Risks," Scottish Journal of Political Economy, Scottish Economic Society, volume 73, issue 1, February, DOI: 10.1111/sjpe.70035.
16. Bruno Tag Sales & Hudson Da Silva Torrent & Rangan Gupta, 2024, "Forecasting Real Housing Price Returns of the United States using Machine Learning: The Role of Climate Risks," Working Papers, University of Pretoria, Department of Economics, number 202412, Mar.
17. Oguzhan Cepni & Riza Demirer & Rangan Gupta & Christian Pierdzioch, 2024, "Political Geography and Stock Market Volatility: The Role of Political Alignment across Sentiment Regimes," Working Papers, University of Pretoria, Department of Economics, number 202414, Mar.
    
    • Oguzhan Cepni & Riza Demirer & Rangan Gupta & Christian Pierdzioch, 2026, "Political Geography and Stock Market Volatility: The Role of Political Alignment Across Sentiment Regimes," Scottish Journal of Political Economy, Scottish Economic Society, volume 73, issue 1, February, DOI: 10.1111/sjpe.70028.
18. Matteo Foglia & Vasilios Plakandaras & Rangan Gupta & Qiang Ji, 2024, "Long-Span Multi-Layer Spillovers between Moments of Advanced Equity Markets: The Role of Climate Risks," Working Papers, University of Pretoria, Department of Economics, number 202415, Apr.
    
    • Foglia, Matteo & Plakandaras, Vasilios & Gupta, Rangan & Ji, Qiang, 2025, "Long-span multi-layer spillovers between moments of advanced equity markets: The role of climate risks," Research in International Business and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.ribaf.2024.102667.
19. Sarah Nandnaba & Abebe Hailemariam & Rangan Gupta & Xin Sheng, 2024, "A Note on Oil Consumption and Growth: The Role of Greenhouse Gases Emissions," Working Papers, University of Pretoria, Department of Economics, number 202417, Apr.
20. Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Qiang Ji, 2024, "Energy Market Uncertainties and Exchange Rate Volatility: A GARCH-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 202418, Apr.
    
    • Salisu, Afees A. & Ogbonna, Ahamuefula E. & Gupta, Rangan & Ji, Qiang, 2024, "Energy market uncertainties and exchange rate volatility: A GARCH-MIDAS approach," Finance Research Letters, Elsevier, volume 67, issue PB, DOI: 10.1016/j.frl.2024.105847.
21. Onur Polat & Rangan Gupta & Oguzhan Cepni & Qiang Ji, 2024, "Can Municipal Bonds Hedge US State-Level Climate Risks?," Working Papers, University of Pretoria, Department of Economics, number 202419, Apr.
    
    • Polat, Onur & Gupta, Rangan & Cepni, Oguzhan & Ji, Qiang, 2024, "Can municipal bonds hedge US state-level climate risks?," Finance Research Letters, Elsevier, volume 67, issue PB, DOI: 10.1016/j.frl.2024.105915.
22. Jiawen Luo & Shengjie Fu & Oguzhan Cepni & Rangan Gupta, 2024, "Climate Risks and Forecastability of US Inflation: Evidence from Dynamic Quantile Model Averaging," Working Papers, University of Pretoria, Department of Economics, number 202420, May.
23. Thanoj K. Muddana & Komal S.R. Bhimireddy & Anandamayee Majumdar & Rangan Gupta, 2024, "Forecasting Gold Returns Volatility Over 1258-2023: The Role of Moments," Working Papers, University of Pretoria, Department of Economics, number 202421, May.
24. Xuewei Zhou & Zisheng Ouyang & Rangan Gupta & Qiang Ji, 2024, "Time-Varying Multilayer Networks Analysis of Frequency Connectedness in Commodity Futures Markets," Working Papers, University of Pretoria, Department of Economics, number 202422, Jun.
    
    • Xuewei Zhou & Zisheng Ouyang & Rangan Gupta & Qiang Ji, 2026, "Time-varying multilayer networks analysis of frequency connectedness in commodity futures markets," Empirical Economics, Springer, volume 70, issue 2, pages 1-41, February, DOI: 10.1007/s00181-026-02886-6.
25. Rangan Gupta & Christian Pierdzioch, 2024, "Multi-Task Forecasting of the Realized Volatilities of Agricultural Commodity Prices," Working Papers, University of Pretoria, Department of Economics, number 202423, Jun.
    
    • Rangan Gupta & Christian Pierdzioch, 2024, "Multi-Task Forecasting of the Realized Volatilities of Agricultural Commodity Prices," Mathematics, MDPI, volume 12, issue 18, pages 1-26, September.
26. Elie Bouri & Rangan Gupta & Asingamaanda Liphadzi & Christian Pierdzioch, 2024, "Forecasting Stock Returns Volatility of the G7 Over Centuries: The Role of Climate Risks," Working Papers, University of Pretoria, Department of Economics, number 202424, Jun.
27. Carolyn Chisadza, 2024, "Xenophobia and Quality of Life: Evidence From South Africa," Working Papers, University of Pretoria, Department of Economics, number 202426, Jun.
28. Rangan Gupta & Christian Pierdzioch & Aviral K. Tiwari, 2024, "Gasoline Prices and Presidential Approval Ratings of the United States," Working Papers, University of Pretoria, Department of Economics, number 202427, Jun.
29. Rangan Gupta & Christian Pierdzioch, 2024, "Climate Policy Uncertainty and Financial Stress: Evidence for China," Working Papers, University of Pretoria, Department of Economics, number 202428, Jun.
30. Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta, 2024, "Geopolitical Risks and Oil Returns Volatility: A GARCH-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 202429, Jun.
31. Goodness C. Aye & Prosper E. Edoja & Sarah Enwa & Rangan Gupta & Emmanuel Eshoforen, 2024, "Role of Inflation and Exchange Rates in Shaping the Country's Food Security Landscape: Nigeria's Food Price Puzzle," Working Papers, University of Pretoria, Department of Economics, number 202430, Jul.
32. Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Sisa Shiba, 2024, "Energy Market Uncertainties and Gold Return Volatility: A GARCH-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 202431, Jul.
    
    • Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Sisa Shiba, 2025, "Energy Market Uncertainties and Gold Return Volatility: A GARCH–MIDAS Approach," Australian Economic Papers, Wiley Blackwell, volume 64, issue 3, pages 320-329, September, DOI: 10.1111/1467-8454.12396.
33. Elie Bouri & Matteo Foglia & Sayar Karmakar & Rangan Gupta, 2024, "Return-Volatility Nexus in the Digital Asset Class: A Dynamic Multilayer Connectedness Analysis," Working Papers, University of Pretoria, Department of Economics, number 202432, Jul.
    
    • Elie Bouri & Matteo Foglia & Sayar Karmakar & Rangan Gupta, 2026, "Return‐Volatility Nexus in the Digital Asset Class: A Dynamic Multilayer Connectedness Analysis," Bulletin of Economic Research, Wiley Blackwell, volume 78, issue 2, pages 498-512, April, DOI: 10.1111/boer.70035.
34. Sarah Nandnaba & Rangan Gupta & Samrat Goswami, 2024, "Effects of Climate Risks on Financial Stress: Evidence from Asia-Pacific Countries," Working Papers, University of Pretoria, Department of Economics, number 202433, Aug.
35. Afees A. Salisu & Ahamuefula E. Ogbonna & Elie Bouri & Rangan Gupta, 2024, "Climate Risks and Prediction of Sectoral REITs Volatility: International Evidence," Working Papers, University of Pretoria, Department of Economics, number 202434, Aug.
36. Elie Bouri & Rangan Gupta & Christian Pierdzioch & Onur Polat, 2024, "Forecasting U.S. Recessions Using Over 150 Years of Data: Stock-Market Moments versus Oil-Market Moments," Working Papers, University of Pretoria, Department of Economics, number 202435, Aug.
    
    • Bouri, Elie & Gupta, Rangan & Pierdzioch, Christian & Polat, Onur, 2024, "Forecasting U.S. recessions using over 150 years of data: Stock-market moments versus oil-market moments," Finance Research Letters, Elsevier, volume 69, issue PB, DOI: 10.1016/j.frl.2024.106179.
37. Rangan Gupta & Anandamayee Majumdar & Christian Pierdzioch & Onur Polat, 2024, "Climate Risks and Real Gold Returns over 750 Years," Working Papers, University of Pretoria, Department of Economics, number 202436, Aug.
    
    • Rangan Gupta & Anandamayee Majumdar & Christian Pierdzioch & Onur Polat, 2024, "Climate Risks and Real Gold Returns over 750 Years," Forecasting, MDPI, volume 6, issue 4, pages 1-16, October.
38. Onur Polat & Juncal Cunado & Oguzhan Cepni & Rangan Gupta, 2024, "Oil Price Shocks and the Connectedness of US State-Level Financial Markets," Working Papers, University of Pretoria, Department of Economics, number 202438, Sep.
    
    • Polat, Onur & Cunado, Juncal & Cepni, Oguzhan & Gupta, Rangan, 2025, "Oil price shocks and the connectedness of US state-level financial markets," Energy Economics, Elsevier, volume 141, issue C, DOI: 10.1016/j.eneco.2024.108128.
39. Elie Bouri & Oguzhan Cepni & Rangan Gupta & Ruipeng Liu, 2024, "Supply Chain Constraints and the Predictability of the Conditional Distribution of International Stock Market Returns and Volatility," Working Papers, University of Pretoria, Department of Economics, number 202440, Sep.
    
    • Bouri, Elie & Cepni, Oguzhan & Gupta, Rangan & Liu, Ruipeng, 2025, "Supply chain constraints and the predictability of the conditional distribution of international stock market returns and volatility," Economics Letters, Elsevier, volume 247, issue C, DOI: 10.1016/j.econlet.2025.112176.
40. O-Chia Chuang & Rangan Gupta & Christian Pierdzioch & Buliao Shu, 2024, "Financial Uncertainty and Gold Market Volatility: Evidence from a GARCH-MIDAS Approach with Variable Selection," Working Papers, University of Pretoria, Department of Economics, number 202441, Sep.
41. Afees A. Salisu & Ahamuefula E. Ogbonna & Elie Bouri & Rangan Gupta, 2024, "Economic Policy Uncertainty and Bank-Level Stock Returns Volatility of the United States: A Mixed-Frequency Perspective," Working Papers, University of Pretoria, Department of Economics, number 202444, Oct.
42. Prosper E. Edoja & Goodness C. Aye & Rangan Gupta, 2024, "Effects of Energy Consumption, Agricultural Trade and Productivity on Carbon Emissions in Nigeria: A Quantile Regression Approach," Working Papers, University of Pretoria, Department of Economics, number 202445, Oct.
    
    • Prosper E. Edoja & Goodness C. Aye & Rangan Gupta, 2024, "Effects of Energy Consumption, Agricultural Trade, and Productivity on Carbon Emissions in Nigeria: A Quantile Regression Approach," Commodities, MDPI, volume 3, issue 4, pages 1-18, December.
43. Oguzhan Cepni & Luis A. Gil-Alana & Rangan Gupta & Onur Polat, 2024, "Time-Variation in the Persistence of Carbon Price Uncertainty: The Role of Carbon Policy Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 202446, Oct.
    
    • Cepni, Oguzhan & Gil-Alana, Luis A. & Gupta, Rangan & Polat, Onur, 2025, "Time-variation in the persistence of carbon price uncertainty: The role of carbon policy uncertainty," The Quarterly Review of Economics and Finance, Elsevier, volume 102, issue C, DOI: 10.1016/j.qref.2025.102004.
44. Xolani Sibande & Vassilios Babalos & Riza Demirer & Rangan Gupta, 2024, "Presidential Politics and Investor Behavior in the Stock Market: Evidence from a Century of Stock Market Data," Working Papers, University of Pretoria, Department of Economics, number 202447, Oct.
45. Xin Sheng & Rangan Gupta & Oguzhan Cepni & Masego Motsuenyane, 2024, "Political ``Color" and the Impact of Climate Risks on Output Growth: Evidence from a Panel of US States," Working Papers, University of Pretoria, Department of Economics, number 202449, Nov.
46. Matteo Bonato & Rangan Gupta & Christian Pierdzioch, 2024, "Do Shortages Forecast Aggregate and Sectoral U.S. Stock Market Realized Variance? Evidence from a Century of Data," Working Papers, University of Pretoria, Department of Economics, number 202450, Nov.
    
    • Bonato, Matteo & Gupta, Rangan & Pierdzioch, Christian, 2026, "Do shortages forecast aggregate and sectoral U.S. stock market realized variance? Evidence from a century of data," Journal of Empirical Finance, Elsevier, volume 86, issue C, DOI: 10.1016/j.jempfin.2026.101726.
47. Everisto Madziva Mugocha & Haroon Bhorat, 2024, "Import Tariff Pass-through Effect and the Spatial Distribution of Domestic Consumer Goods Prices: Zimbabwe (2009-2014)," ERSA Working Paper Series, Economic Research Southern Africa, number 35, Aug.
48. Stephane Hallegatte & Florent McIsaac & Hasan Dudu & Charl Jooste & Camilla Knudsen & Hans Beck, 2024, "Macroeconomic implications of a transition to net zero emissions," Working Paper Series, Peterson Institute for International Economics, number WP24-6, Mar.
49. Jooste,Charl & Mcisaac,Florent John & Haider,Alexander, 2024, "Electricity Transition in MFMod : A Methodological Note with Applications," Policy Research Working Paper Series, The World Bank, number 10854, Jul.
50. Steven F. Koch, 2024, "Health Gains Arising from Reduced Risk Consumption: South Africa's PRIME Example," Working Papers, University of Pretoria, Department of Economics, number 202413, Mar.
51. Stefano Farolfi & Damien Jourdain & Eric Mungatana & Nicky Nicholls & Marc Willinger & Eleni Yitbarek, 2024, "Beliefs and preferences as predictors of prophylactic adherence and lockdown compliance in South Africa," Post-Print, HAL, number hal-04201670, DOI: 10.1080/0376835X.2023.2252462.
    
    • Stefano Farolfi & Damien Jourdain & Eric Mungatana & Nicky Nicholls & Marc Willinger & Eleni Yitbarek, 2024, "Beliefs and preferences as predictors of prophylactic adherence and lockdown compliance in South Africa," Development Southern Africa, Taylor & Francis Journals, volume 41, issue 1, pages 91-109, January, DOI: 10.1080/0376835X.2023.2252462.
52. Ekaterina Pirozhkova & Nicola Viegi, 2024, "Change of the SARBs preferred inflation target in 2017 the conditional forecast story," Occasional Bulletin of Economic Notes, South African Reserve Bank, number 11051, Apr.
53. Xolani Sibande & Alistair Milne, 2024, "The impact of Basel III implementation on bank lending in South Africa," Working Papers, South African Reserve Bank, number 11055, Jan.
    
    • Xolani Sibande & Alistair Milne, 2025, "The Impact of Basel III Implementation on Bank Lending in South Africa," South African Journal of Economics, Economic Society of South Africa, volume 93, issue 1, pages 6-26, March, DOI: 10.1111/saje.12398.
54. Xolani Sibande & Dumakude Nxumalo & Keaoleboga Mncube & Steve Koch & Nicola Viegi, 2024, "Regulation and bank lending in South Africa a narrative index approach," Working Papers, South African Reserve Bank, number 11069, Oct.
    
    • Xolani Sibande & Dumakude Nxumalo & Keaoleboga Mncube & Steve Koch & Nicola Viegi, 2025, "Regulation and Bank Lending in South Africa: A Narrative Index Approach," South African Journal of Economics, Economic Society of South Africa, volume 93, issue 1, pages 73-85, March, DOI: 10.1111/saje.12401.
55. Pirozhkova, Ekaterina & Ricco, Giovanni & Viegi, Nicola, 2024, "Trouble Every Day: Monetary Policy in an Open Emerging Economy," CEPR Discussion Papers, Centre for Economic Policy Research, number 19094, May.
    
    • Ekaterina Pirozhkova & Giovanni Ricco & Nicola Viegi, 2024, "Trouble Every Day: Monetary Policy in an Open Emerging Economy," Sciences Po Economics Publications (main), HAL, number hal-04892065, Nov.
    • Ekaterina Pirozhkova & Giovanni Ricco & Nicola Viegi, 2024, "Trouble Every Day: Monetary Policy in an Open Emerging Economy," Working Papers, HAL, number hal-04892065, Nov.
    • Ekaterina Pirozhkova & Giovanni Ricco & Nicola Viegi, 2024, "Trouble Every Day: Monetary Policy in an Open Emerging Economy," Working Papers, University of Pretoria, Department of Economics, number 202442, Sep.
    • Ekaterina Pirozhkova & Giovanni Ricco & Nicola Viegi, undated, "Trouble Every Day: Monetary Policy in an Open Emerging Economy," ERSA Working Paper Series, Economic Research Southern Africa, number 891.
56. Cyril Dell'Eva & Nicola Viegi, 2024, "Economic Stability in Small Open Economy under the Shadow of International Financiers," Working Papers, HAL, number hal-04847478, Dec.
57. Tumisang Loate & Nicola Viegi, 2024, "Can monetary and fiscal policy account for South Africas economic stagnation," Working Papers, South African Reserve Bank, number 11054, Jan.
58. Eduard van der Merwe & Matthew Clance & Eleni Yitbarek, 2024, "Climate Change and Child Health: A Nigerian Perspective," ERSA Working Paper Series, Economic Research Southern Africa, number 43, Aug.

2023

1. Khumbuzile C. Mosoma & Renee van Eyden & Heinrich R. Bohlmann, 2023, "Measuring Total Factor Productivity in the South African Agricultural Sector Using a Growth Accounting Framework," Working Papers, University of Pretoria, Department of Economics, number 202306, Mar.
2. Khumbuzile C. Mosoma & Heinrich R. Bohlmann & Sifiso M. Ntombela & Renee van Eyden, 2023, "Quantifying the Economic Effects of Land Reform Policy in South Africa: A Computable General Equilibrium Analysis," Working Papers, University of Pretoria, Department of Economics, number 202307, Mar.
3. Rangan Gupta & Yuvana Jaichand & Christian Pierdzioch & Renee van Eyden, 2023, "Realized Stock-Market Volatility of the United States and the Presidential Approval Rating," Working Papers, University of Pretoria, Department of Economics, number 202311, May.
   
   • Rangan Gupta & Yuvana Jaichand & Christian Pierdzioch & Reneé van Eyden, 2023, "Realized Stock-Market Volatility of the United States and the Presidential Approval Rating," Mathematics, MDPI, volume 11, issue 13, pages 1-27, July.
4. Desiree M. Kunene & Renee van Eyden & Petre Caraiani & Rangan Gupta, 2023, "The Predictive Impact of Climate Risk on Total Factor Productivity Growth: 1880-2020," Working Papers, University of Pretoria, Department of Economics, number 202321, Jul.
5. Chevaughn van der Westhuizen & Renee van Eyden & Goodness C. Aye, 2023, "Monetary Policy Effectiveness in the Face of Uncertainty: The Real Macroeconomic Impact of a Monetary Policy Shock in South Africa during High and Low Uncertainty States," Working Papers, University of Pretoria, Department of Economics, number 202331, Oct.
6. Renee van Eyden & Rangan Gupta & Xin Sheng & Joshua Nielsen, 2023, "Predicting Multi-Scale Positive and Negative Stock Market Bubbles in a Panel of G7 Countries: The Role of Oil Price Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 202332, Oct.
   
   • Reneé van Eyden & Rangan Gupta & Xin Sheng & Joshua Nielsen, 2025, "Predicting Multi-Scale Positive and Negative Stock Market Bubbles in a Panel of G7 Countries: The Role of Oil Price Uncertainty," Economies, MDPI, volume 13, issue 2, pages 1-25, January.
7. Augustin Kwasi Fosu & Dede Woade Gafa, 2023, "The Future of Natural Resources and Development: Whither Low and Middle-Income Countries?," Working Papers, Center for Global Development, number 664, Nov.
8. Augustin Kwasi Fosu, 2023, "Infrastructure and the Impact of Foreign Direct Investment (FDI) on Export Diversification: Evidence from Africa," Working Papers, University of Pretoria, Department of Economics, number 202312, May.
9. Augustin Kwasi Fosu, 2023, "Progress on Poverty in Africa: The Importance of Growth and Inequality," Working Papers, University of Pretoria, Department of Economics, number 202313, May.
   
   • Augustin Kwasi Fosu, 2023, "Progress on Poverty in Africa: The Importance of Growth and Inequality," Journal of African Economies, Centre for the Study of African Economies, volume 32, issue Supplemen, pages 164-182.
10. Augustin Kwasi Fosu & Dede Woade Gafa, 2023, "Natural Resources, Institutions, and Economic Development in Africa," Working Papers, University of Pretoria, Department of Economics, number 202314, May.
11. Augustin Kwasi Fosu & Dede Woade Gafa, 2023, "Poverty, Inequality, and Governance: A Global Perspective," Working Papers, University of Pretoria, Department of Economics, number 202315, May.
12. Augustin K. Fosu & Dede W. Gafa, 2023, "Governance and Debt Accumulation in Africa," Working Papers, University of Pretoria, Department of Economics, number 202338, Dec.
13. Kejin Wu & Sayar Karmakar & Rangan Gupta, 2023, "GARCHX-NoVaS: A Model-free Approach to Incorporate Exogenous Variables," Papers, arXiv.org, number 2308.13346, Aug, revised Sep 2024.
    
    • Kejin Wu & Sayar Karmakar & Rangan Gupta, 2024, "GARCHX-NoVaS: A Model-Free Approach to Incorporate Exogenous Variables," Working Papers, University of Pretoria, Department of Economics, number 202425, Jun.
14. Haohua Li & Elie Bouri & Rangan Gupta & Libing Fang, 2023, "Return Volatility, Correlation, and Hedging of Green and Brown Stocks: Is there a Role for Climate Risk Factors?," Working Papers, University of Pretoria, Department of Economics, number 202301, Jan.
15. Xin Sheng & Rangan Gupta & Qiang Ji, 2023, "The Effects of Disaggregate Oil Shocks on Aggregate Expected Skewness of the United States," Working Papers, University of Pretoria, Department of Economics, number 202302, Jan.
    
    • Xin Sheng & Rangan Gupta & Qiang Ji, 2023, "The Effects of Disaggregate Oil Shocks on the Aggregate Expected Skewness of the United States," Risks, MDPI, volume 11, issue 11, pages 1-9, October.
16. Rangan Gupta & Jacobus Nel & Christian Pierdzioch, 2023, "Drivers of Realized Volatility for South Africa (and the BRIC Countries): Fundamentals versus Sentiment," Working Papers, University of Pretoria, Department of Economics, number 202303, Feb.
17. Elie Bouri & David Gabauer & Rangan Gupta & Harald Kinateder, 2023, "Geopolitical Risk and Inflation Spillovers across European and North American Economies," Working Papers, University of Pretoria, Department of Economics, number 202304, Mar.
18. Oguzhan Cepni & Rangan Gupta & Jacobus Nel & Joshua Nielsen, 2023, "Monetary Policy Shocks and Multi-Scale Positive and Negative Bubbles in an Emerging Country: The Case of India," Working Papers, University of Pretoria, Department of Economics, number 202305, Mar.
    
    • Oguzhan Cepni & Rangan Gupta & Jacobus Nel & Joshua Nielsen, 2025, "Monetary policy shocks and multi-scale positive and negative bubbles in an emerging country: the case of India," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 11, issue 1, pages 1-25, December, DOI: 10.1186/s40854-024-00692-6.
19. Afees A. Salisu & Riza Demirer & Rangan Gupta, 2023, "Technological Shocks and Stock Market Volatility Over a Century: A GARCH-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 202308, Apr.
20. Christophe Andre & Petre Caraiani & Rangan Gupta, 2023, "Fiscal Policy and Stock Markets at the Effective Lower Bound," Working Papers, University of Pretoria, Department of Economics, number 202309, May.
    
    • André, Christophe & Caraiani, Petre & Gupta, Rangan, 2023, "Fiscal policy and stock markets at the effective lower bound," Finance Research Letters, Elsevier, volume 58, issue PC, DOI: 10.1016/j.frl.2023.104564.
21. Rangan Gupta & Jacobus Nel & Joshua Nielsen & Christian Pierdzioch, 2023, "Stock Market Volatility and Multi-Scale Positive and Negative Bubbles," Working Papers, University of Pretoria, Department of Economics, number 202310, May.
    
    • Gupta, Rangan & Nel, Jacobus & Nielsen, Joshua & Pierdzioch, Christian, 2025, "Stock market volatility and multi-scale positive and negative bubbles," The North American Journal of Economics and Finance, Elsevier, volume 75, issue PA, DOI: 10.1016/j.najef.2024.102300.
22. Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2023, "Forecasting the Realized Volatility of Agricultural Commodity Prices: Does Sentiment Matter?," Working Papers, University of Pretoria, Department of Economics, number 202316, May.
    
    • Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2024, "Forecasting the realized volatility of agricultural commodity prices: Does sentiment matter?," Journal of Forecasting, John Wiley & Sons, Ltd., volume 43, issue 6, pages 2088-2125, September, DOI: 10.1002/for.3106.
23. Riza Demirer & David Gabauer & Rangan Gupta & Joshua Nielsen, 2023, "Gold-to-Platinum Price Ratio and the Predictability of Bubbles in Financial Markets," Working Papers, University of Pretoria, Department of Economics, number 202317, May.
24. Rangan Gupta & Qiang Ji & Christian Pierdzioch & Vasilios Plakandaras, 2023, "Forecasting the Conditional Distribution of Realized Volatility of Oil Price Returns: The Role of Skewness over 1859 to 2023," Working Papers, University of Pretoria, Department of Economics, number 202318, Jun.
    
    • Gupta, Rangan & Ji, Qiang & Pierdzioch, Christian & Plakandaras, Vasilios, 2023, "Forecasting the conditional distribution of realized volatility of oil price returns: The role of skewness over 1859 to 2023," Finance Research Letters, Elsevier, volume 58, issue PC, DOI: 10.1016/j.frl.2023.104501.
25. Rangan Gupta & Savanah Hall & Christian Pierdzioch, 2023, "Realized Stock Market Volatility of the United States: The Role of Employee Sentiment," Working Papers, University of Pretoria, Department of Economics, number 202319, Jul.
    
    • Rangan Gupta & Savanah Hall & Christian Pierdzioch, 2024, "Realized Stock Market Volatility of the United States: The Role of Employee Sentiment," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 19, issue 02, pages 1-21, June, DOI: 10.1142/S2010495224500064.
26. Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2023, "Financial Stress and Realized Volatility: The Case of Agricultural Commodities," Working Papers, University of Pretoria, Department of Economics, number 202320, Jul.
    
    • Bonato, Matteo & Cepni, Oguzhan & Gupta, Rangan & Pierdzioch, Christian, 2024, "Financial stress and realized volatility: The case of agricultural commodities," Research in International Business and Finance, Elsevier, volume 71, issue C, DOI: 10.1016/j.ribaf.2024.102442.
27. Mehmet Balcilar & Zinnia Mukherjee & Rangan Gupta & Sonali Das, 2023, "Effect of Temperature on the Spread of Contagious Diseases: Evidence from over 2000 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 202322, Jul.
28. Afees A. Salisu & Wenting Liao & Rangan Gupta & Oguzhan Cepni, 2023, "Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor versus National Factor in a GARCH-MIDAS Model," Working Papers, University of Pretoria, Department of Economics, number 202323, Aug.
    
    • Afees A. S alisu & Wenting Liao & Rangan Gupta & Oguzhan Cepni, 2025, "Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor Versus National Factor in a GARCH‐MIDAS Model," Journal of Forecasting, John Wiley & Sons, Ltd., volume 44, issue 4, pages 1441-1466, July, DOI: 10.1002/for.3251.
29. Xin Sheng & Rangan Gupta & Oguzhan Cepni, 2023, "Time-Varying Effects of Extreme Weather Shocks on Output Growth of the United States," Working Papers, University of Pretoria, Department of Economics, number 202324, Aug.
    
    • Sheng, Xin & Gupta, Rangan & Cepni, Oguzhan, 2024, "Time-Varying effects of extreme weather shocks on output growth of the United States," Finance Research Letters, Elsevier, volume 70, issue C, DOI: 10.1016/j.frl.2024.106318.
30. Rangan Gupta & Joshua Nielsen & Christian Pierdzioch, 2023, "Stock Market Bubbles and the Realized Volatility of Oil Price Returns," Working Papers, University of Pretoria, Department of Economics, number 202325, Aug.
    
    • Gupta, Rangan & Nielsen, Joshua & Pierdzioch, Christian, 2024, "Stock market bubbles and the realized volatility of oil price returns," Energy Economics, Elsevier, volume 132, issue C, DOI: 10.1016/j.eneco.2024.107432.
31. Kejin Wu & Sayar Karmakar & Rangan Gupta & Christian Pierdzioch, 2023, "Climate Risks and Stock Market Volatility Over a Century in an Emerging Market Economy: The Case of South Africa," Working Papers, University of Pretoria, Department of Economics, number 202326, Sep.
32. Afees A. Salisu & Rangan Gupta & Oguzhan Cepni & Petre Caraiani, 2023, "Oil Shocks and State-Level Stock Market Volatility of the United States: A GARCH-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 202327, Sep.
    
    • Afees A. Salisu & Rangan Gupta & Oguzhan Cepni & Petre Caraiani, 2024, "Oil shocks and state-level stock market volatility of the United States: a GARCH-MIDAS approach," Review of Quantitative Finance and Accounting, Springer, volume 63, issue 4, pages 1473-1510, November, DOI: 10.1007/s11156-024-01295-z.
33. Ryan Shackleton & Sonali Das & Rangan Gupta, 2023, "Comparing Risk Profiles of International Stock Markets as Functional Data: COVID-19 versus the Global Financial Crisis," Working Papers, University of Pretoria, Department of Economics, number 202328, Sep.
34. Santino Del Fava & Rangan Gupta & Christian Pierdzioch & Lavinia Rognone, 2023, "Forecasting International Financial Stress: The Role of Climate Risks," Working Papers, University of Pretoria, Department of Economics, number 202329, Sep.
    
    • Fava, Santino Del & Gupta, Rangan & Pierdzioch, Christian & Rognone, Lavinia, 2024, "Forecasting international financial stress: The role of climate risks," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 92, issue C, DOI: 10.1016/j.intfin.2024.101975.
35. Afees A. Salisu & Rangan Gupta & Oguzhan Cepni, 2023, "Housing Market Variables and Predictability of State-Level Stock Market Volatility of the United States: Evidence from a GARCH-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 202330, Sep.
36. Rangan Gupta & Jacobus Nel & Joshua Nielsen, 2023, "Oil Price Uncertainty and Predictability of Multi-Scale Positive and Negative Bubbles in the BRICS: Evidence from a Nonparametric Causality-in-Quantiles Test," Working Papers, University of Pretoria, Department of Economics, number 202333, Oct.
37. Rangan Gupta & Damien Moodley, 2023, "Housing Search Activity and Quantiles-Based Predictability of Housing Price Movements in the United States," Working Papers, University of Pretoria, Department of Economics, number 202335, Dec.
38. Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Elie Bouri, 2023, "Energy-Related Uncertainty and International Stock Market Volatility," Working Papers, University of Pretoria, Department of Economics, number 202336, Dec.
    
    • Salisu, Afees A. & Ogbonna, Ahamuefula E. & Gupta, Rangan & Bouri, Elie, 2024, "Energy-related uncertainty and international stock market volatility," The Quarterly Review of Economics and Finance, Elsevier, volume 95, issue C, pages 280-293, DOI: 10.1016/j.qref.2024.04.005.
39. Matteo Foglia & Vasilios Plakandaras & Rangan Gupta & Elie Bouri, 2023, "Multi-Layer Spillovers between Volatility and Skewness in International Stock Markets Over a Century of Data: The Role of Disaster Risks," Working Papers, University of Pretoria, Department of Economics, number 202337, Dec.
40. Afees A. Salisu & Rangan Gupta, 2023, "Oil Price Returns Skewness and Forecastability of International Stock Returns Over One Century of Data," Working Papers, University of Pretoria, Department of Economics, number 202339, Dec.
41. Ruipeng Liu & Mawuli Segnon & Oguzhan Cepni & Rangan Gupta, 2023, "Forecasting Volatility of Commodity, Currency, and Stock Markets: Evidence from Markov Switching Multifractal Models," Working Papers, University of Pretoria, Department of Economics, number 202340, Dec.
    
    • Ruipeng Liu & Mawuli Segnon & Oguzhan Cepni & Rangan Gupta, 2026, "Forecasting Volatility of Commodity, Currency, and Stock Markets: Evidence From Markov‐Switching Multifractal Models," Journal of Forecasting, John Wiley & Sons, Ltd., volume 45, issue 6, pages 2905-2941, September, DOI: 10.1002/for.70145.
42. Alanda Venter & Roula Inglesi-Lotz, 2023, "Examining the Interlinkage between CO2 Emissions and Inclusive Human Development: Unveiling the Significance of Effective Institutions," Working Papers, University of Pretoria, Department of Economics, number 202334, Nov.
43. Hallegatte,Stephane & Mcisaac,Florent John & Dudu,Hasan & Jooste,Charl & Knudsen,Camilla & Beck,Hans Anand, 2023, "The Macroeconomic Implications of a Transition to Zero Net Emissions : A Modeling Framework," Policy Research Working Paper Series, The World Bank, number 10367, Mar.
44. Ekaterina Pirozhkova & Jeffrey Rakgalakane & Luchelle Soobyah Rudi Steinbach, 2023, "EnhancingtheQuarterlyProjectionModel," Working Papers, South African Reserve Bank, number 11044, Jun.
45. Ekaterina Pirozhkova & Jeffrey Rakgalakane & Luchelle Soobyah & Rudi Steinbach, 2023, "Enhancing the Quarterly Projection Model," Working Papers, South African Reserve Bank, number 11048, Jun.
46. Xolani Sibande, 2023, "Monetary policy and herding behaviour in the ZAR market," Working Papers, South African Reserve Bank, number 11053, Nov.
47. Cobus Vermeulen, 2023, "The inherent uncertainties in output gap estimation a South African perspective," Working Papers, South African Reserve Bank, number 11051, Aug.
48. Ekaterina Pirozhkova & Nicola Viegi, 2023, "Changing the inflation target in emerging markets: the reward of reducing risk," Post-Print, HAL, number hal-04723605.
    
    • Ekaterina Pirozhkova & Nicola Viegi, 2023, "Changing the inflation target in emerging markets: the reward of reducing risk," Economics Bulletin, AccessEcon, volume 43, issue 3, pages 1453-1457.
49. Luchelle Soobyah & Mulalo Mamburu & Nicola Viegi, 2023, "IsSouthAfricafallingintoafiscaldominantregime," Working Papers, South African Reserve Bank, number 11041, Mar.
    
    • Luchelle Soobyah & Mulalo Mamburu & Nicola Viegi, 2023, "Is South Africa falling into a fiscal dominant regime," Working Papers, South African Reserve Bank, number 11046, Mar.
50. Nicola Viegi & Vincent Dadam, 2023, "Investigating unemployment hysteresis in South Africa," Working Papers, South African Reserve Bank, number 11043, Jun.
    
    • Vincent Dadam & Nicola Viegi, 2024, "Investigating unemployment hysteresis in South Africa," South African Journal of Economics, Economic Society of South Africa, volume 92, issue 3, pages 331-353, September, DOI: 10.1111/saje.12366.

2022

1. Mduduzi Biyase & Carolyn Chisadza, 2022, "Symmetric and Asymmetric Effects of Financial Deepening on Income Inequality in South Africa," Working Papers, University of Pretoria, Department of Economics, number 202214, Feb.
   
   • Mduduzi Biyase & Carolyn Chisadza, 2023, "Symmetric and asymmetric effects of financial deepening on income inequality in South Africa," Development Southern Africa, Taylor & Francis Journals, volume 40, issue 5, pages 961-978, September, DOI: 10.1080/0376835X.2022.2163226.
2. Carolyn Chisadza & Mduduzi Biyase, 2022, "Financial Development and Income Inequality: Evidence from Advanced, Emerging and Developing Economies," Working Papers, University of Pretoria, Department of Economics, number 202221, Apr.
   
   • Carolyn Chisadza & Mduduzi Biyase, 2023, "Financial Development and Income Inequality: Evidence From Advanced, Emerging and Developing Economies," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 18, issue 01, pages 1-27, March, DOI: 10.1142/S2010495222410020.
3. Tendai Zawaira & Matthew W. Clance & Carolyn Chisadza, 2022, "Family, External Environment and Gender Attitudes: Evidence from Students' Survey," Working Papers, University of Pretoria, Department of Economics, number 202235, Aug.
4. Carolyn Chisadza & Matthew Clance & Xin Sheng & Rangan Gupta, 2022, "Climate Change and Inequality," Working Papers, University of Pretoria, Department of Economics, number 202244, Sep.
5. Xin Sheng & Carolyn Chisadza & Rangan Gupta & Christian Pierdzioch, 2022, "Climate Shocks and Wealth Inequality in the United Kingdom: Evidence from Monthly Data," Working Papers, University of Pretoria, Department of Economics, number 202250, Oct.
6. Eduard van der Merwe & Matthew Clance & Eleni Yitbarek, 2022, "Climate Change and Child Health: A Nigerian Perspective," Working Papers, University of Pretoria, Department of Economics, number 202223, May.
7. Renee van Eyden & Geoffrey Ngene & Oguzhan Cepni & Rangan Gupta, 2022, "The Heterogeneous Impact of Temperature Growth on Real House Price Returns across the US States," Working Papers, University of Pretoria, Department of Economics, number 202236, Aug.
8. Chevaughn van der Westhuizen & Renee van Eyden & Goodness C. Aye, 2022, "Is Inflation Uncertainty a Self-Fulfilling Prophecy? The Inflation-Inflation Uncertainty Nexus and Inflation Targeting in South Africa," Working Papers, University of Pretoria, Department of Economics, number 202254, Nov.
9. Renee van Eyden & Rangan Gupta & Joshua Nielsen & Elie Bouri, 2022, "Investor Sentiment and Multi-Scale Positive and Negative Stock Market Bubbles in a Panel of G7 Countries," Working Papers, University of Pretoria, Department of Economics, number 202256, Nov.
   
   • van Eyden, Reneé & Gupta, Rangan & Nielsen, Joshua & Bouri, Elie, 2023, "Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries," Journal of Behavioral and Experimental Finance, Elsevier, volume 38, issue C, DOI: 10.1016/j.jbef.2023.100804.
10. Augustin Kwasi Fosu, 2022, "Institutions and African Economic Development," Working Papers, University of Pretoria, Department of Economics, number 202202, Jan.
11. Rangan Gupta & Sayar Karmakar & Christian Pierdzioch, 2022, "Safe Havens, Machine Learning, and the Sources of Geopolitical Risk: A Forecasting Analysis Using Over a Century of Data," Working Papers, University of Pretoria, Department of Economics, number 202201, Jan.
    
    • Rangan Gupta & Sayar Karmakar & Christian Pierdzioch, 2024, "Safe Havens, Machine Learning, and the Sources of Geopolitical Risk: A Forecasting Analysis Using Over a Century of Data," Computational Economics, Springer;Society for Computational Economics, volume 64, issue 1, pages 487-513, July, DOI: 10.1007/s10614-023-10452-w.
12. Mawuli Segnon & Rangan Gupta & Bernd Wilfling, 2022, "Forecasting Stock Market Volatility with Regime-Switching GARCH-MIDAS: The Role of Geopolitical Risks," Working Papers, University of Pretoria, Department of Economics, number 202203, Jan.
    
    • Segnon, Mawuli & Gupta, Rangan & Wilfling, Bernd, 2024, "Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks," International Journal of Forecasting, Elsevier, volume 40, issue 1, pages 29-43, DOI: 10.1016/j.ijforecast.2022.11.007.
13. Sergey Ivashchenko & Semih Emre Cekin & Rangan Gupta & Chien-Chiang Lee, 2022, "Real-Time Forecast of DSGE Models with Time-Varying Volatility in GARCH Form," Working Papers, University of Pretoria, Department of Economics, number 202204, Jan.
    
    • Çekin, Semih Emre & Ivashchenko, Sergey & Gupta, Rangan & Lee, Chien-Chiang, 2024, "Real-time forecast of DSGE models with time-varying volatility in GARCH form," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103175.
14. Oguzhan Cepni & Rangan Gupta & Daniel Pienaar & Christian Pierdzioch, 2022, "Forecasting the Realized Variance of Oil-Price Returns Using Machine-Learning: Is there a Role for U.S. State-Level Uncertainty?," Working Papers, University of Pretoria, Department of Economics, number 202205, Jan.
    
    • Çepni, Oğuzhan & Gupta, Rangan & Pienaar, Daniel & Pierdzioch, Christian, 2022, "Forecasting the realized variance of oil-price returns using machine learning: Is there a role for U.S. state-level uncertainty?," Energy Economics, Elsevier, volume 114, issue C, DOI: 10.1016/j.eneco.2022.106229.
15. Edmond Berisha & Orkideh Gharehgozli & Rangan Gupta, 2022, "Inflation-Inequality Puzzle: Is it Still Apparent?," Working Papers, University of Pretoria, Department of Economics, number 202206, Jan.
    
    • Edmond Berisha & Rangan Gupta & Orkideh Gharehgozli, 2024, "Inflation–inequality puzzle: is it still apparent?," Journal of Economic Studies, Emerald Group Publishing Limited, volume 51, issue 7, pages 1461-1480, January, DOI: 10.1108/JES-09-2023-0477.
16. Xin Sheng & Rangan Gupta & Oguzhan Cepni, 2022, "The Effects of Climate Risks on Economic Activity in a Panel of US States: The Role of Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 202207, Jan.
    
    • Sheng, Xin & Gupta, Rangan & Çepni, Oğuzhan, 2022, "The effects of climate risks on economic activity in a panel of US states: The role of uncertainty," Economics Letters, Elsevier, volume 213, issue C, DOI: 10.1016/j.econlet.2022.110374.
17. Xin Sheng & Rangan Gupta & Oguzhan Cepni, 2022, "Persistence of State-Level Uncertainty of the United States: The Role of Climate Risks," Working Papers, University of Pretoria, Department of Economics, number 202208, Feb.
    
    • Sheng, Xin & Gupta, Rangan & Cepni, Oguzhan, 2022, "Persistence of state-level uncertainty of the United States: The role of climate risks," Economics Letters, Elsevier, volume 215, issue C, DOI: 10.1016/j.econlet.2022.110500.
18. Luis A. Gil-Alana & Rangan Gupta & Laura Sauci & Nieves Carmona-Gonzalez, 2022, "Temperature and Precipitation in the US States: Long Memory, Persistence and Time Trend," Working Papers, University of Pretoria, Department of Economics, number 202209, Feb.
19. Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2022, "Climate Risks and Realized Volatility of Major Commodity Currency Exchange Rates," Working Papers, University of Pretoria, Department of Economics, number 202210, Feb.
    
    • Bonato, Matteo & Cepni, Oguzhan & Gupta, Rangan & Pierdzioch, Christian, 2023, "Climate risks and realized volatility of major commodity currency exchange rates," Journal of Financial Markets, Elsevier, volume 62, issue C, DOI: 10.1016/j.finmar.2022.100760.
20. Afees A. Salisu & Rangan Gupta & Elie Bouri, 2022, "Testing the Forecasting Power of Global Economic Conditions for the Volatility of International REITs using a GARCH-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 202211, Feb.
    
    • Salisu, Afees A. & Gupta, Rangan & Bouri, Elie, 2023, "Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach," The Quarterly Review of Economics and Finance, Elsevier, volume 88, issue C, pages 303-314, DOI: 10.1016/j.qref.2023.02.004.
21. Juncal Cunado & David Gabauer & Rangan Gupta & Chien-Chiang Lee, 2022, "On the Propagation Mechanism of International Real Interest Rate Spillovers: Evidence from More than 200 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 202212, Feb.
    
    • Juncal Cunado & David Gabauer & Rangan Gupta & Chien-Chiang Lee, 2025, "On the propagation mechanism of international real interest rate spillovers: evidence from more than 200 years of data," Applied Economics, Taylor & Francis Journals, volume 57, issue 7, pages 790-804, February, DOI: 10.1080/00036846.2024.2309458.
22. Elie Bouri & Christina Christou & Rangan Gupta, 2022, "Forecasting Returns of Major Cryptocurrencies: Evidence from Regime-Switching Factor Models," Working Papers, University of Pretoria, Department of Economics, number 202213, Feb.
    
    • Bouri, Elie & Christou, Christina & Gupta, Rangan, 2022, "Forecasting returns of major cryptocurrencies: Evidence from regime-switching factor models," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103193.
23. Serda Selin Ozturk & Riza Demirer & Rangan Gupta, 2022, "Climate Uncertainty and Carbon Emissions Prices: The Relative Roles of Transition and Physical Climate Risks," Working Papers, University of Pretoria, Department of Economics, number 202215, Feb.
    
    • Ozturk, Serda Selin & Demirer, Riza & Gupta, Rangan, 2022, "Climate uncertainty and carbon emissions prices: The relative roles of transition and physical climate risks," Economics Letters, Elsevier, volume 217, issue C, DOI: 10.1016/j.econlet.2022.110687.
24. Rangan Gupta & Christian Pierdzioch, 2022, "Do Economic Conditions of U.S. States Predict the Realized Volatility of Oil-Price Returns? A Quantile Machine-Learning Approach," Working Papers, University of Pretoria, Department of Economics, number 202216, Mar.
25. Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch, 2022, "Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data," Working Papers, University of Pretoria, Department of Economics, number 202217, Mar.
    
    • Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch, 2022, "Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data," Energies, MDPI, volume 15, issue 22, pages 1-26, November.
26. Keagile Lesame & Geoffrey Ngene & Rangan Gupta & Elie Bouri, 2022, "Herding in International REITs Markets around the COVID-19 Pandemic," Working Papers, University of Pretoria, Department of Economics, number 202218, Apr.
    
    • Lesame, Keagile & Ngene, Geoffrey & Gupta, Rangan & Bouri, Elie, 2024, "Herding in international REITs markets around the COVID-19 pandemic," Research in International Business and Finance, Elsevier, volume 67, issue PB, DOI: 10.1016/j.ribaf.2023.102147.
27. Shixuan Wang & Rangan Gupta & Matteo Bonato & Oguzhan Cepni, 2022, "The Effects of Conventional and Unconventional Monetary Policy Shocks on US REITs Moments: Evidence from VARs with Functional Shocks," Working Papers, University of Pretoria, Department of Economics, number 202219, Apr.
    
    • Shixuan Wang & Rangan Gupta & Matteo Bonato & Oğuzhan Çepni, 2025, "The Effects of Conventional and Unconventional Monetary Policy Shocks on US REITs Moments: Evidence from VARs with Functional Shocks," The Journal of Real Estate Finance and Economics, Springer, volume 71, issue 4, pages 642-702, November, DOI: 10.1007/s11146-024-09978-z.
28. Goodness C. Aye & Riza Demirer & Rangan Gupta & Jacobus Nel, 2022, "The Pricing Implications of Cryptocurrency Mining on Global Electricity Markets: Evidence from Quantile Causality Tests," Working Papers, University of Pretoria, Department of Economics, number 202220, Apr.
29. Alex Plastun & Xolani Sibande & Rangan Gupta & Qiang Ji, 2022, "Price Effects After One-Day Abnormal Returns and Crises in the Stock Markets," Working Papers, University of Pretoria, Department of Economics, number 202222, May.
    
    • Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Ji, Qiang, 2024, "Price effects after one-day abnormal returns and crises in the stock markets," Research in International Business and Finance, Elsevier, volume 70, issue PA, DOI: 10.1016/j.ribaf.2024.102308.
30. Elie Bouri & Afees A. Salisu & Rangan Gupta, 2022, "Bitcoin Prices and the Realized Volatility of US Sectoral Stock Returns," Working Papers, University of Pretoria, Department of Economics, number 202224, May.
31. Sisa Shiba & Juncal Cunado & Rangan Gupta & Samrat Goswami, 2022, "Infectious Diseases-Related Uncertainty and the Predictability of Foreign Exchange and Bitcoin Futures Realised Volatility," Working Papers, University of Pretoria, Department of Economics, number 202225, May.
    
    • Sisa Shiba & Juncal Cunado & Rangan Gupta & Samrat Goswami, 2023, "Infectious Diseases-Related Uncertainty and the Predictability of Foreign Exchange and Bitcoin Futures Realized Volatility," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 18, issue 02, pages 1-14, June, DOI: 10.1142/S2010495222300010.
32. Christophe Andre & Christina Christou & Rangan Gupta, 2022, "Revisiting International House Price Convergence Using House Price Level Data," Working Papers, University of Pretoria, Department of Economics, number 202226, May.
    
    • André, Christophe & Christou, Christina & Gupta, Rangan, 2024, "Revisiting international house price convergence using house price level data," Economic Systems, Elsevier, volume 48, issue 2, DOI: 10.1016/j.ecosys.2024.101181.
33. Imran Yousaf & Vasilios Plakandaras & Elie Bouri & Rangan Gupta, 2022, "Hedge and Safe Haven Properties of Gold, US Treasury, Bitcoin, and Dollar/CHF against the FAANA Companies and S&P 500," Working Papers, University of Pretoria, Department of Economics, number 202227, May.
34. David Gabauer & Rangan Gupta & Sayar Karmakar & Joshua Nielsen, 2022, "Stock Market Bubbles and the Forecastability of Gold Returns (and Volatility)," Working Papers, University of Pretoria, Department of Economics, number 202228, Jun.
35. Elie Bouri & Rangan Gupta & Luca Rossini, 2022, "The Role of the Monthly ENSO in Forecasting the Daily Baltic Dry Index," Working Papers, University of Pretoria, Department of Economics, number 202229, Jun.
36. Petre Caraiani & Rangan Gupta & Jacobus Nel & Joshua Nielsen, 2022, "Monetary Policy and Bubbles in G7 Economies: Evidence from a Panel VAR Approach," Working Papers, University of Pretoria, Department of Economics, number 202230, Jun.
37. Mehmet Balcilar & Rangan Gupta & Jacobus Nel, 2022, "Rare Disaster Risks and Gold over 700 Years: Evidence from Nonparametric Quantile Regressions," Working Papers, University of Pretoria, Department of Economics, number 202231, Jun.
    
    • Balcilar, Mehmet & Gupta, Rangan & Nel, Jacobus, 2022, "Rare disaster risks and gold over 700 years: Evidence from nonparametric quantile regressions," Resources Policy, Elsevier, volume 79, issue C, DOI: 10.1016/j.resourpol.2022.103053.
38. Afees A. Salisu & Riza Demirer & Rangan Gupta, 2022, "Policy Uncertainty and Stock Market Volatility Revisited: The Predictive Role of Signal Quality," Working Papers, University of Pretoria, Department of Economics, number 202232, Jun.
    
    • Afees A. Salisu & Riza Demirer & Rangan Gupta, 2023, "Policy uncertainty and stock market volatility revisited: The predictive role of signal quality," Journal of Forecasting, John Wiley & Sons, Ltd., volume 42, issue 8, pages 2307-2321, December, DOI: 10.1002/for.3016.
39. Elie Bouri & Rangan Gupta & Jacobus Nel & Sisa Shiba, 2022, "Contagious Diseases and Gold: Over 700 Years of Evidence from Quantile Regressions," Working Papers, University of Pretoria, Department of Economics, number 202233, Jun.
    
    • Bouri, Elie & Gupta, Rangan & Nel, Jacobus & Shiba, Sisa, 2022, "Contagious diseases and gold: Over 700 years of evidence from quantile regressions," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103266.
40. Rangan Gupta & Xiaojin Sun, 2022, "Time-Varying Parameter Four-Equation DSGE Model," Working Papers, University of Pretoria, Department of Economics, number 202234, Aug.
    
    • Gupta Rangan & Sun Xiaojin, 2025, "Time-Varying Parameter Four-Equation DSGE Model," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 29, issue 2, pages 235-246, DOI: 10.1515/snde-2023-0010.
41. Rangan Gupta & Jacobus Nel & Afees A. Salisu & Qiang Ji, 2022, "Predictability of Economic Slowdowns in Advanced Countries over Eight Centuries: The Role of Climate Risks," Working Papers, University of Pretoria, Department of Economics, number 202237, Aug.
    
    • Gupta, Rangan & Nel, Jacobus & Salisu, Afees A. & Ji, Qiang, 2023, "Predictability of economic slowdowns in advanced countries over eight centuries: The role of climate risks," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103795.
42. Hardik A. Marfatia & Rangan Gupta & Goodness C. Aye & Christian Pierdzioch, 2022, "Forecasting More than Three Centuries of Economic Growth of the United Kingdom: The Role of Climate Risks," Working Papers, University of Pretoria, Department of Economics, number 202238, Aug.
43. Xolani Sibande & Riza Demirer & Mehmet Balcilar & Rangan Gupta, 2022, "On the Pricing Effects of Bitcoin Mining in the Fossil Fuel Market: The Case of Coal," Working Papers, University of Pretoria, Department of Economics, number 202239, Sep.
    
    • Sibande, Xolani & Demirer, Riza & Balcilar, Mehmet & Gupta, Rangan, 2023, "On the pricing effects of bitcoin mining in the fossil fuel market: The case of coal," Resources Policy, Elsevier, volume 85, issue PB, DOI: 10.1016/j.resourpol.2023.103539.
44. Elie Bouri & Rangan Gupta & Hardik A. Marfatia & Jacobus Nel, 2022, "Do Climate Risks Predict US Housing Returns and Volatility? Evidence from a Quantiles-Based Approach," Working Papers, University of Pretoria, Department of Economics, number 202240, Sep.
    
    • Elie Bouri & Rangan Gupta & Hardik A. Marfatia & Jacobus Nel, 2025, "Do Climate Risks Predict US Housing Returns and Volatility? Evidence from a Quantiles-Based Approach," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 20, issue 01, pages 1-21, March, DOI: 10.1142/S2010495225500046.
45. Sayar Karmakar & Rangan Gupta & Oguzhan Cepni & Lavinia Rognone, 2022, "Climate Risks and Predictability of the Trading Volume of Gold: Evidence from an INGARCH Model," Working Papers, University of Pretoria, Department of Economics, number 202241, Sep.
    
    • Karmakar, Sayar & Gupta, Rangan & Cepni, Oguzhan & Rognone, Lavinia, 2023, "Climate risks and predictability of the trading volume of gold: Evidence from an INGARCH model," Resources Policy, Elsevier, volume 82, issue C, DOI: 10.1016/j.resourpol.2023.103438.
46. Jacobus Nel & Rangan Gupta & Mark E. Wohar & Christian Pierdzioch, 2022, "Climate Risks and Predictability of Commodity Returns and Volatility: Evidence from Over 750 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 202242, Sep.
    
    • Jacobus Nel & Rangan Gupta & Mark E. Wohar & Christian Pierdzioch, 2024, "Climate Risks And Predictability Of Commodity Returns And Volatility: Evidence From Over 750 Years Of Data," Climate Change Economics (CCE), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 04, pages 1-40, November, DOI: 10.1142/S2010007824500039.
47. Rangan Gupta & Jacobus Nel & Joshua Nielsen, 2022, "US Monetary Policy and BRICS Stock Market Bubbles," Working Papers, University of Pretoria, Department of Economics, number 202243, Sep.
    
    • Gupta, Rangan & Nel, Jacobus & Nielsen, Joshua, 2023, "US monetary policy and BRICS stock market bubbles," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103435.
48. Vasilios Plakandaras & Rangan Gupta & Sayar Karmakar & Mark E. Wohar, 2022, "Is Real Interest Rate a Monetary Phenomenon in Advanced Economies? Time-Varying Evidence from Over 700 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 202245, Sep.
49. Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2022, "Climate Risks and State-Level Stock-Market Realized Volatility," Working Papers, University of Pretoria, Department of Economics, number 202246, Sep.
    
    • Bonato, Matteo & Cepni, Oguzhan & Gupta, Rangan & Pierdzioch, Christian, 2023, "Climate risks and state-level stock market realized volatility," Journal of Financial Markets, Elsevier, volume 66, issue C, DOI: 10.1016/j.finmar.2023.100854.
50. Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2022, "Business Applications and State-Level Stock Market Realized Volatility: A Forecasting Experiment," Working Papers, University of Pretoria, Department of Economics, number 202247, Oct.
    
    • Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2024, "Business applications and state‐level stock market realized volatility: A forecasting experiment," Journal of Forecasting, John Wiley & Sons, Ltd., volume 43, issue 2, pages 456-472, March, DOI: 10.1002/for.3042.
51. Sisa Shiba & Goodness C. Aye & Rangan Gupta & Samrat Goswami, 2022, "Forecastability of Agricultural Commodity Futures Realised Volatility with Daily Infectious Disease-Related Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 202249, Oct.
    
    • Sisa Shiba & Goodness C. Aye & Rangan Gupta & Samrat Goswami, 2022, "Forecastability of Agricultural Commodity Futures Realised Volatility with Daily Infectious Disease-Related Uncertainty," JRFM, MDPI, volume 15, issue 11, pages 1-15, November.
52. Oguzhan Cepni & Rangan Gupta & Wenting Liao & Jun Ma, 2022, "Climate Risks and Forecastability of the Weekly State-Level Economic Conditions of the United States," Working Papers, University of Pretoria, Department of Economics, number 202251, Oct.
    
    • Oguzhan Cepni & Rangan Gupta & Wenting Liao & Jun Ma, 2024, "Climate risks and forecastability of the weekly state‐level economic conditions of the United States," International Review of Finance, International Review of Finance Ltd., volume 24, issue 1, pages 154-162, March, DOI: 10.1111/irfi.12431.
53. Oguzhan Cepni & Christina Christou & Rangan Gupta, 2022, "Forecasting National Recessions of the United States with State-Level Climate Risks: Evidence from Model Averaging in Markov-Switching Models," Working Papers, University of Pretoria, Department of Economics, number 202252, Oct.
    
    • Cepni, Oguzhan & Christou, Christina & Gupta, Rangan, 2023, "Forecasting national recessions of the United States with state-level climate risks: Evidence from model averaging in Markov-switching models," Economics Letters, Elsevier, volume 227, issue C, DOI: 10.1016/j.econlet.2023.111121.
54. Bruno Coric & Rangan Gupta, 2022, "Economic Disasters and Inequality," Working Papers, University of Pretoria, Department of Economics, number 202255, Nov.
55. Jiawen Luo & Oguzhan Cepni & Riza Demirer & Rangan Gupta, 2022, "Forecasting Multivariate Volatilities with Exogenous Predictors: An Application to Industry Diversification Strategies," Working Papers, University of Pretoria, Department of Economics, number 202258, Dec.
    
    • Luo, Jiawen & Cepni, Oguzhan & Demirer, Riza & Gupta, Rangan, 2025, "Forecasting multivariate volatilities with exogenous predictors: An application to industry diversification strategies," Journal of Empirical Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.jempfin.2025.101595.
56. Jessika A. Bohlmann & Roula Inglesi-Lotz & Heinrich R. Bohlmann, 2022, "Carbon Tax and its Impact on South African Households," Working Papers, University of Pretoria, Department of Economics, number 202248, Oct.
57. Alanda Venter & Roula Inglesi-Lotz, 2022, "The Role of Institutions on the Global Economy-Emissions Nexus," Working Papers, University of Pretoria, Department of Economics, number 202253, Nov.
58. Jacobus Nel & Roula Inglesi-Lotz, 2022, "Electric Vehicles Market and Policy Conditions: Identifying South African Policy ``Potholes"�," Working Papers, University of Pretoria, Department of Economics, number 202257, Dec.
59. Arayavechkit,Tanida & Jooste,Charl & Urrutia Arrieta,Ana Francisca, 2022, "How Regulation and Enforcement of Competition Affects ICT Productivity : Evidence from MatchedRegulatory-Production Surveys in Peru’s ICT Sector," Policy Research Working Paper Series, The World Bank, number 10151, Aug.
60. Jooste,Charl & Loch Temzelides,Ted Paul & Sampi Bravo,James Robert Ezequiel & Dudu,Hasan, 2022, "Pollution and Labor Productivity : Evidence from Chilean Cities," Policy Research Working Paper Series, The World Bank, number 10236, Nov.
61. Doemeland,Doerte & Estevão,Marcello & Jooste,Charl & Sampi Bravo,James Robert Ezequiel & Tsiropoulos,Vasileios, 2022, "Debt Vulnerability Analysis : A Multi-Angle Approach," Policy Research Working Paper Series, The World Bank, number 9929, Feb.
62. Hallegatte,Stephane & Jooste,Charl & Mcisaac,Florent John, 2022, "Macroeconomic Consequences of Natural Disasters : A Modeling Proposal and Application to Floodsand Earthquakes in Turkey," Policy Research Working Paper Series, The World Bank, number 9943, Feb.
    
    • Hallegatte, Stéphane & Jooste, Charl & McIsaac, Florent, 2024, "Modeling the macroeconomic consequences of natural disasters: Capital stock, recovery dynamics, and monetary policy," Economic Modelling, Elsevier, volume 139, issue C, DOI: 10.1016/j.econmod.2024.106787.
63. Steven F. Koch, 2022, "Basic Needs (In)Security and Subjective Equivalence Scales," Working Papers, University of Pretoria, Department of Economics, number 202259, Dec.
    
    • Steven F. Koch, 2023, "Basic Needs (in)Security and Subjective Equivalence Scales," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 169, issue 3, pages 723-757, October, DOI: 10.1007/s11205-023-03178-7.
64. Ruthira Naraidoo & Juan Paez-Farrell, 2022, "Commodity price shocks and macroeconomic dynamics," Working Papers, The University of Sheffield, Department of Economics, number 2022008, May.
65. Chris Loewald & Konstantin Makrelov & Ekaterina Pirozhkova, 2022, "TheshorttermcostsofreducingtrendinflationinSouthAfrica," Working Papers, South African Reserve Bank, number 11029, Aug.
66. Shaun de Jager & Chris Loewald & Konstantin Makrelov & Xolani Sibande, 2022, "Leaningagainstthewindwithfiscalandmonetarypolicy," Working Papers, South African Reserve Bank, number 11033, Sep.
67. Maria Demertzis & Catarina Martins & Nicola Viegi, 2022, "An analysis of central bank decision-making," Bruegel Policy Brief, Bruegel, number node_8103, Jul.
68. Luchelle Soobyah & Nicola Viegi, 2022, "CanNationalTreasurydocontractionarymonetarypolicy," Working Papers, South African Reserve Bank, number 11031, Aug.

2021

1. Ngobeni, Victor & Breitenbach, Marthinus C, 2021, "Production and Scale Efficiency of South African Water Utilities: The Case of Water Boards," MPRA Paper, University Library of Munich, Germany, number 106242, Jan.
2. Marthinus C. Breitenbach & Carolyn Chisadza & Matthew Clance, 2021, "The Economic Complexity Index (ECI) and Output Volatility: High vs Low Income Countries," Working Papers, University of Pretoria, Department of Economics, number 202125, Mar.
   
   • Marthinus C. Breitenbach & Carolyn Chisadza & Matthew Clance, 2022, "The Economic Complexity Index (ECI) and output volatility: High vs. low income countries," The Journal of International Trade & Economic Development, Taylor & Francis Journals, volume 31, issue 4, pages 566-580, May, DOI: 10.1080/09638199.2021.1995467.
3. Carolyn Chisadza & Matthew Clance & Rangan Gupta, 2021, "Government Effectiveness and Covid-19 Pandemic," Working Papers, University of Pretoria, Department of Economics, number 202104, Jan.
   
   • Carolyn Chisadza & Matthew Clance & Rangan Gupta, 2021, "Government Effectiveness and the COVID-19 Pandemic," Sustainability, MDPI, volume 13, issue 6, pages 1-15, March.
4. Eduard van der Merwe & Carolyn Chisadza & Matthew Clance, 2021, "Government Religious Preference and Intrastate Conflict," Working Papers, University of Pretoria, Department of Economics, number 202124, Mar.
5. Carolyn Chisadza & Matthew Clance & Rangan Gupta, 2021, "Social Capital and Protests in the United States," Working Papers, University of Pretoria, Department of Economics, number 202139, Jun.
6. Leone Walters & Carolyn Chisadza & Matthew Clance, 2021, "Slave Trades, Kinship Structures and Women Political Participation in Africa," Working Papers, University of Pretoria, Department of Economics, number 202156, Aug.
   
   • Leoné Walters & Carolyn Chisadza & Matthew Clance, 2024, "Slave trades, kinship structures and women's political participation in Africa," Kyklos, Wiley Blackwell, volume 77, issue 3, pages 734-758, August, DOI: 10.1111/kykl.12384.
7. Tendai Zawaira & Matthew Clance & Carolyn Chisadza & Rangan Gupta, 2021, "Financial Inclusion and Gender Inequality in sub-Saharan Africa," Working Papers, University of Pretoria, Department of Economics, number 202167, Oct.
8. Adel Bosch & Matthew Clance & Steven F. Koch, 2021, "Household Debt and Consumption Dynamics: A Non-Developed World View following the Financial Crisis," Working Papers, University of Pretoria, Department of Economics, number 202142, Jun.
   
   • Adél Bosch & Matthew Clance & Steven F. Koch, 2022, "Household debt and consumption dynamics A non-developed world view following the financial crisis," Applied Economics, Taylor & Francis Journals, volume 54, issue 8, pages 897-917, February, DOI: 10.1080/00036846.2021.1969004.
9. Renee van Eyden & Rangan Gupta & Christophe Andre & Xin Sheng, 2021, "The Effect of Macroeconomic Uncertainty on Housing Returns and Volatility: Evidence from US State-Level Data," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2021_008, Apr.
   
   • Reneé van Eyden & Rangan Gupta & Christophe André & Xin Sheng, 2022, "The effect of macroeconomic uncertainty on housing returns and volatility: evidence from US state-level data," Chapters, Edward Elgar Publishing, chapter 8, in: Charles K.Y. Leung, "Handbook of Real Estate and Macroeconomics".
   • Renee van Eyden & Rangan Gupta & Christophe Andre & Xin Sheng, 2021, "The Effect of Macroeconomic Uncertainty on Housing Returns and Volatility: Evidence from US State-Level Data," Working Papers, University of Pretoria, Department of Economics, number 202131, Apr.
10. Carla Peyper & Reneé Van Eyden & Sansia Blackmore, 2021, "Fostering Human Empowerment through Education: The Road to Progressive Political Institutions," Working Papers, University of Pretoria, Department of Economics, number 202110, Feb.
11. Renee van Eyden & Rangan Gupta & Jacobus Nel & Elie Bouri, 2021, "Rare Disaster Risks and Volatility of the Term-Structure of US Treasury Securities: The Role of El Nino and La Nina Events," Working Papers, University of Pretoria, Department of Economics, number 202155, Aug.
12. Riza Demirer & Rangan Gupta & Afees A. Salisu & Renee van Eyden, 2021, "Firm-level Business Uncertainty and the Predictability of the Aggregate U.S. Stock Market Volatility during the COVID-19 Pandemic," Working Papers, University of Pretoria, Department of Economics, number 202157, Aug.
    
    • Demirer, Riza & Gupta, Rangan & Salisu, Afees A. & van Eyden, Reneé, 2023, "Firm-level business uncertainty and the predictability of the aggregate U.S. stock market volatility during the COVID-19 pandemic," The Quarterly Review of Economics and Finance, Elsevier, volume 88, issue C, pages 295-302, DOI: 10.1016/j.qref.2023.02.002.
13. Afees A. Salisu & Christian Pierdzioch & Rangan Gupta & Renee van Eyden, 2021, "Climate Risks and U.S. Stock-Market Tail Risks: A Forecasting Experiment Using over a Century of Data," Working Papers, University of Pretoria, Department of Economics, number 202165, Sep.
    
    • Afees A. Salisu & Christian Pierdzioch & Rangan Gupta & Reneé van Eyden, 2023, "Climate risks and U.S. stock‐market tail risks: A forecasting experiment using over a century of data," International Review of Finance, International Review of Finance Ltd., volume 23, issue 2, pages 228-244, June, DOI: 10.1111/irfi.12397.
14. Afees A. Salisu & Rangan Gupta & Sayar Karmakar & Sonali Das, 2021, "Forecasting Output Growth of Advanced Economies Over Eight Centuries: The Role of Gold Market Volatility as a Proxy of Global Uncertainty," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2021_017, May.
    
    • Salisu, Afees A. & Gupta, Rangan & Karmakar, Sayar & Das, Sonali, 2022, "Forecasting output growth of advanced economies over eight centuries: The role of gold market volatility as a proxy of global uncertainty," Resources Policy, Elsevier, volume 75, issue C, DOI: 10.1016/j.resourpol.2021.102527.
    • Afees A. Salisu & Rangan Gupta & Sayar Karmakar & Sonali Das, 2021, "Forecasting Output Growth of Advanced Economies Over Eight Centuries: The Role of Gold Market Volatility as a Proxy of Global Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 202133, May.
15. Edmond Berisha & John Meszaros & Rangan Gupta, 2021, "Income Inequality and House Prices across US States," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2021_018, May.
    
    • Berisha, Edmond & Meszaros, John & Gupta, Rangan, 2023, "Income inequality and house prices across US states," The Quarterly Review of Economics and Finance, Elsevier, volume 91, issue C, pages 192-197, DOI: 10.1016/j.qref.2022.11.004.
    • Edmond Berisha & John Meszaros & Rangan Gupta, 2021, "Income Inequality and House Prices across US States," Working Papers, University of Pretoria, Department of Economics, number 202134, May.
16. Christina Christou & Rangan Gupta & Fredj Jawadi, 2021, "Does inequality help in forecasting equity premium in a panel of G7 countries?," Post-Print, HAL, number hal-04478772, Jul, DOI: 10.1016/j.najef.2021.101456.
    
    • Christou, Christina & Gupta, Rangan & Jawadi, Fredj, 2021, "Does inequality help in forecasting equity premium in a panel of G7 countries?," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101456.
    • Christina Christou & Rangan Gupta & Fredj Jawadi, 2017, "Does Inequality Help in Forecasting Equity Premium in a Panel of G7 Countries?," Working Papers, University of Pretoria, Department of Economics, number 201720, Mar.
17. Cepni, Oguzhan & Demirer, Riza & Gupta, Rangan & Sensoy, Ahmet, 2021, "Interest Rate Uncertainty and the Predictability of Bank Revenues," Working Papers, Copenhagen Business School, Department of Economics, number 2-2021, Jan.
    
    • Oguzhan Cepni & Riza Demirer & Rangan Gupta & Ahmet Sensoy, 2022, "Interest rate uncertainty and the predictability of bank revenues," Journal of Forecasting, John Wiley & Sons, Ltd., volume 41, issue 8, pages 1559-1569, December, DOI: 10.1002/for.2884.
    • Oguzhan Cepni & Riza Demirer & Rangan Gupta & Ahmet Sensoy, 2020, "Interest Rate Uncertainty and the Predictability of Bank Revenues," Working Papers, University of Pretoria, Department of Economics, number 202040, May.
18. Xin Sheng & Rangan Gupta & Afees A. Salisu & Elie Bouri, 2021, "OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning," Working Papers, University of Pretoria, Department of Economics, number 202101, Jan.
    
    • Sheng, Xin & Gupta, Rangan & Salisu, Afees A. & Bouri, Elie, 2022, "OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102125.
19. Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna & Mark E. Wohar, 2021, "Uncertainty and Predictability of Real Housing Returns in the United Kingdom: A Regional Analysis," Working Papers, University of Pretoria, Department of Economics, number 202102, Jan.
    
    • Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna & Mark E. Wohar, 2022, "Uncertainty and predictability of real housing returns in the United Kingdom: A regional analysis," Journal of Forecasting, John Wiley & Sons, Ltd., volume 41, issue 7, pages 1525-1556, November, DOI: 10.1002/for.2878.
20. Afees A. Salisu & Umar Bida Ndako & Rangan Gupta, 2021, "Forecasting US Output Growth with Large Information Sets," Working Papers, University of Pretoria, Department of Economics, number 202103, Jan.
21. Elie Bouri & Rangan Gupta & Christian Pierdzioch & Afees A. Salisu, 2021, "El Nino and Forecastability of Oil-Price Realized Volatility," Working Papers, University of Pretoria, Department of Economics, number 202105, Jan.
22. Rangan Gupta & Xin Sheng & Christian Pierdzioch & Qiang Ji, 2021, "Disaggregated Oil Shocks and Stock-Market Tail Risks: Evidence from a Panel of 48 Countries," Working Papers, University of Pretoria, Department of Economics, number 202106, Jan.
23. Woraphon Yamaka & Rangan Gupta & Sukrit Thongkairat & Paravee Maneejuk, 2021, "Structural and Predictive Analyses with a Mixed Copula-Based Vector Autoregression Model," Working Papers, University of Pretoria, Department of Economics, number 202108, Jan.
    
    • Woraphon Yamaka & Rangan Gupta & Sukrit Thongkairat & Paravee Maneejuk, 2023, "Structural and predictive analyses with a mixed copula‐based vector autoregression model," Journal of Forecasting, John Wiley & Sons, Ltd., volume 42, issue 2, pages 223-239, March, DOI: 10.1002/for.2902.
24. Mehmet Balcilar & David Gabauer & Rangan Gupta & Christian Pierdzioch, 2021, "Uncertainty and Forecastability of Regional Output Growth in the United Kingdom: Evidence from Machine Learning," Working Papers, University of Pretoria, Department of Economics, number 202111, Feb.
25. Riza Demirer & Rangan Gupta & He Li & Yu You, 2021, "Financial Vulnerability and Volatility in Emerging Stock Markets: Evidence from GARCH-MIDAS Models," Working Papers, University of Pretoria, Department of Economics, number 202112, Feb.
26. Vasilios Plakandaras & Rangan Gupta & Mehmet Balcilar & Qiang Ji, 2021, "Evolving United States Stock Market Volatility: The Role of Conventional and Unconventional Monetary Policies," Working Papers, University of Pretoria, Department of Economics, number 202113, Feb.
    
    • Plakandaras, Vasilios & Gupta, Rangan & Balcilar, Mehmet & Ji, Qiang, 2022, "Evolving United States stock market volatility: The role of conventional and unconventional monetary policies," The North American Journal of Economics and Finance, Elsevier, volume 60, issue C, DOI: 10.1016/j.najef.2022.101666.
27. Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2021, "Forecasting Realized Volatility of International REITs: The Role of Realized Skewness and Realized Kurtosis," Working Papers, University of Pretoria, Department of Economics, number 202114, Feb.
    
    • Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2022, "Forecasting realized volatility of international REITs: The role of realized skewness and realized kurtosis," Journal of Forecasting, John Wiley & Sons, Ltd., volume 41, issue 2, pages 303-315, March, DOI: 10.1002/for.2813.
28. Geoffrey M. Ngene & Rangan Gupta, 2021, "Impact of Housing Policy Uncertainty on Herding Behavior: Evidence from UK's Regional Housing Markets," Working Papers, University of Pretoria, Department of Economics, number 202115, Feb.
29. Afees A. Salisu & Rangan Gupta & Won Joong Kim, 2021, "Exchange Rate Predictability with Nine Alternative Models for BRICS Countries," Working Papers, University of Pretoria, Department of Economics, number 202116, Feb.
    
    • Salisu, Afees A. & Gupta, Rangan & Kim, Won Joong, 2022, "Exchange rate predictability with nine alternative models for BRICS countries," Journal of Macroeconomics, Elsevier, volume 71, issue C, DOI: 10.1016/j.jmacro.2021.103374.
30. Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna, 2021, "Tail Risks and Forecastability of Stock Returns of Advanced Economies: Evidence from Centuries of Data," Working Papers, University of Pretoria, Department of Economics, number 202117, Feb.
    
    • Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna, 2023, "Tail risks and forecastability of stock returns of advanced economies: evidence from centuries of data," The European Journal of Finance, Taylor & Francis Journals, volume 29, issue 4, pages 466-481, March, DOI: 10.1080/1351847X.2022.2097883.
31. Rangan Gupta & Jacobus Nel & Christian Pierdzioch, 2021, "Investor Confidence and Forecastability of US Stock Market Realized Volatility : Evidence from Machine Learning," Working Papers, University of Pretoria, Department of Economics, number 202118, Feb.
    
    • Rangan Gupta & Jacobus Nel & Christian Pierdzioch, 2023, "Investor Confidence and Forecastability of US Stock Market Realized Volatility: Evidence from Machine Learning," Journal of Behavioral Finance, Taylor & Francis Journals, volume 24, issue 1, pages 111-122, January, DOI: 10.1080/15427560.2021.1949719.
32. Alex Plastun & Elie Bouri & Rangan Gupta & Qiang Ji, 2021, "Price Effects after One-Day Abnormal Returns in Developed and Emerging Markets: ESG versus Traditional Indices," Working Papers, University of Pretoria, Department of Economics, number 202119, Mar.
    
    • Plastun, Alex & Bouri, Elie & Gupta, Rangan & Ji, Qiang, 2022, "Price effects after one-day abnormal returns in developed and emerging markets: ESG versus traditional indices," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101572.
33. Afees A. Salisu & Rangan Gupta & Qiang Ji, 2021, "Forecasting Oil Price over 150 Years: The Role of Tail Risks," Working Papers, University of Pretoria, Department of Economics, number 202120, Mar.
    
    • Salisu, Afees A. & Gupta, Rangan & Ji, Qiang, 2022, "Forecasting oil prices over 150 years: The role of tail risks," Resources Policy, Elsevier, volume 75, issue C, DOI: 10.1016/j.resourpol.2021.102508.
34. Afees A. Salisu & Rangan Gupta & Riza Demirer, 2021, "Global Financial Cycle and the Predictability of Oil Market Volatility: Evidence from a GARCH-MIDAS Model," Working Papers, University of Pretoria, Department of Economics, number 202121, Mar.
    
    • Salisu, Afees A. & Gupta, Rangan & Demirer, Riza, 2022, "Global financial cycle and the predictability of oil market volatility: Evidence from a GARCH-MIDAS model," Energy Economics, Elsevier, volume 108, issue C, DOI: 10.1016/j.eneco.2022.105934.
35. Afees A. Salisu & Christian Pierdzioch & Rangan Gupta, 2021, "Geopolitical Risk and Forecastability of Tail Risk in the Oil Market: Evidence from Over a Century of Monthly Data," Working Papers, University of Pretoria, Department of Economics, number 202122, Mar.
    
    • Salisu, Afees A. & Pierdzioch, Christian & Gupta, Rangan, 2021, "Geopolitical risk and forecastability of tail risk in the oil market: Evidence from over a century of monthly data," Energy, Elsevier, volume 235, issue C, DOI: 10.1016/j.energy.2021.121333.
36. Oguzhan Cepni & Rangan Gupta & Qiang Ji, 2021, "Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries," Working Papers, University of Pretoria, Department of Economics, number 202126, Apr.
    
    • Oguzhan Cepni & Rangan Gupta & Qiang Ji, 2023, "Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries," Journal of Behavioral Finance, Taylor & Francis Journals, volume 24, issue 3, pages 365-381, July, DOI: 10.1080/15427560.2021.1983576.
37. Afees A. Salisu & Rangan Gupta & Christian Pierdzioch, 2021, "Predictability of Tail Risks of Canada and the U.S. Over a Century: The Role of Spillovers and Oil Tail Risks," Working Papers, University of Pretoria, Department of Economics, number 202127, Apr.
38. Xin Sheng & Rangan Gupta, 2021, "The Impact of Oil Price Shocks on Income Inequality: Evidence from State-Level Data of the United States," Working Papers, University of Pretoria, Department of Economics, number 202128, Apr.
39. Afees A. Salisu & Rangan Gupta & Siphesihle Ntyikwe & Riza Demirer, 2021, "Gold and the Global Financial Cycle," Working Papers, University of Pretoria, Department of Economics, number 202129, Apr.
40. Jiawen Luo & Riza Demirer & Rangan Gupta & Qiang Ji, 2021, "Forecasting Oil and Gold Volatilities with Sentiment Indicators Under Structural Breaks," Working Papers, University of Pretoria, Department of Economics, number 202130, Apr.
    
    • Luo, Jiawen & Demirer, Riza & Gupta, Rangan & Ji, Qiang, 2022, "Forecasting oil and gold volatilities with sentiment indicators under structural breaks," Energy Economics, Elsevier, volume 105, issue C, DOI: 10.1016/j.eneco.2021.105751.
41. Afees A. Salisu & Rangan Gupta & Jacobus Nel & Elie Bouri, 2021, "The (Asymmetric) Effect of El Nino and La Nina on Gold and Silver Prices in a GVAR Model," Working Papers, University of Pretoria, Department of Economics, number 202132, Apr.
    
    • Salisu, Afees A. & Gupta, Rangan & Nel, Jacobus & Bouri, Elie, 2022, "The (Asymmetric) effect of El Niño and La Niña on gold and silver prices in a GVAR model," Resources Policy, Elsevier, volume 78, issue C, DOI: 10.1016/j.resourpol.2022.102897.
42. Rangan Gupta & Christian Pierdzioch, 2021, "Forecasting the Volatility of Crude Oil: The Role of Uncertainty and Spillovers," Working Papers, University of Pretoria, Department of Economics, number 202135, May.
    
    • Rangan Gupta & Christian Pierdzioch, 2021, "Forecasting the Volatility of Crude Oil: The Role of Uncertainty and Spillovers," Energies, MDPI, volume 14, issue 14, pages 1-15, July.
43. Afees A. Salisu & Rangan Gupta & Idris A. Adediran, 2021, "The Effect of US Uncertainty Shock on International Equity Markets: The Role of the Global Financial Cycle," Working Papers, University of Pretoria, Department of Economics, number 202136, May.
    
    • Afees A. Salisu & Rangan Gupta & Idris A. Adediran, 2023, "The Effect of US Uncertainty Shock on International Equity Markets: The Role of the Global Financial Cycle," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, volume 15, issue 2, pages 139-159, June, DOI: https://doi.org/10.15353/rea.v15i2..
44. Rangan Gupta & Christian Pierdzioch, 2021, "Uncertainty, Spillovers, and Forecasts of the Realized Variance of Gold Returns," Working Papers, University of Pretoria, Department of Economics, number 202137, May.
45. Mehmet Balcilar & Elie Bouri & Rangan Gupta & Christian Pierdzioch, 2021, "El Nino, La Nina, and the Forecastability of the Realized Variance of Heating Oil Price Movements," Working Papers, University of Pretoria, Department of Economics, number 202138, Jun.
    
    • Mehmet Balcilar & Elie Bouri & Rangan Gupta & Christian Pierdzioch, 2021, "El Niño, La Niña, and the Forecastability of the Realized Variance of Heating Oil Price Movements," Sustainability, MDPI, volume 13, issue 14, pages 1-23, July.
46. Sisa Shiba & Rangan Gupta, 2021, "Uncertainty Related to Infectious Diseases and Forecastability of the Realised Volatility of US Treasury Securities," Working Papers, University of Pretoria, Department of Economics, number 202140, Jun.
    
    • Sisa Shiba & Rangan Gupta, 2021, "Uncertainty Related To Infectious Diseases And Forecastability Of The Realized Volatility Of Us Treasury Securities," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 16, issue 02, pages 1-12, June, DOI: 10.1142/S2010495221500081.
47. Afees A. Salisu & Elie Bouri & Rangan Gupta, 2021, "Out-of-Sample Predictability of Gold Market Volatility: The Role of US Nonfarm Payroll," Working Papers, University of Pretoria, Department of Economics, number 202143, Jun.
    
    • Salisu, Afees A. & Bouri, Elie & Gupta, Rangan, 2022, "Out-of-sample predictability of gold market volatility: The role of US Nonfarm Payroll," The Quarterly Review of Economics and Finance, Elsevier, volume 86, issue C, pages 482-488, DOI: 10.1016/j.qref.2022.05.004.
48. Afees A. Salisu & Rangan Gupta, 2021, "Commodity Prices and Forecastability of South African Stock Returns Over a Century: Sentiments versus Fundamentals," Working Papers, University of Pretoria, Department of Economics, number 202144, Jun.
49. Afees A. Salisu & Rangan Gupta & Riza Demirer, 2021, "The Financial US Uncertainty Spillover Multiplier: Evidence from a GVAR Model," Working Papers, University of Pretoria, Department of Economics, number 202145, Jun.
    
    • Afees A. Salisu & Rangan Gupta & Riza Demirer, 2022, "The financial US uncertainty spillover multiplier: Evidence from a GVAR model," International Finance, Wiley Blackwell, volume 25, issue 3, pages 313-340, December, DOI: 10.1111/infi.12414.
50. Afees A. Salisu & Christian Pierdzioch & Rangan Gupta, 2021, "Oil Tail Risks and the Forecastability of the Realized Variance of Oil-Price: Evidence from Over 150 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 202146, Jun.
    
    • Salisu, Afees A. & Pierdzioch, Christian & Gupta, Rangan, 2022, "Oil tail risks and the forecastability of the realized variance of oil-price: Evidence from over 150 years of data," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102378.
51. Ioannis Chatziantoniou & David Gabauer & Rangan Gupta, 2021, "Integration and Risk Transmission in the Market for Crude Oil: A Time-Varying Parameter Frequency Connectedness Approach," Working Papers, University of Pretoria, Department of Economics, number 202147, Jun.
52. Afees A. Salisu & Idris A. Adediran & Rangan Gupta, 2021, "A Note on the COVID-19 Shock and Real GDP in Emerging Economies: A Counterfactual Analysis from the Threshold-Augmented Global Vector Autoregressive Model," Working Papers, University of Pretoria, Department of Economics, number 202149, Jul.
53. Rangan Gupta & Anandamayee Majumdar & Jacobus Nel & Sowmya Subramaniam, 2021, "Geopolitical Risks and the High-Frequency Movements of the US Term Structure of Interest Rates," Working Papers, University of Pretoria, Department of Economics, number 202150, Jul.
    
    • Rangan Gupta & Anandamayee Majumdar & Jacobus Nel & Sowmya Subramaniam, 2021, "Geopolitical Risks And The High-Frequency Movements Of The Us Term Structure Of Interest Rates," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 16, issue 03, pages 1-16, September, DOI: 10.1142/S2010495221500123.
54. Keagile Lesame & Elie Bouri & David Gabauer & Rangan Gupta, 2021, "On the Dynamics of International Real Estate Investment Trust Propagation Mechanisms: Evidence from Time-Varying Return and Volatility Connectedness Measures," Working Papers, University of Pretoria, Department of Economics, number 202152, Jul.
55. Afees A. Salisu & Rangan Gupta & Abeeb Olaniran, 2021, "The Effect of Oil Uncertainty Shock on Real GDP of 33 Countries: A Global VAR Approach," Working Papers, University of Pretoria, Department of Economics, number 202153, Jul.
    
    • Afees A. Salisu & Rangan Gupta & Abeeb Olaniran, 2023, "The effect of oil uncertainty shock on real GDP of 33 countries: a global VAR approach," Applied Economics Letters, Taylor & Francis Journals, volume 30, issue 3, pages 269-274, February, DOI: 10.1080/13504851.2021.1983134.
56. Afees A. Salisu & Taofeek O. Ayinde & Rangan Gupta & Mark E. Wohar, 2021, "Global Evidence of the COVID-19 Shock on Real Equity Prices and Real Exchange Rates: A Counterfactual Analysis with a Threshold-Augmented GVAR Model," Working Papers, University of Pretoria, Department of Economics, number 202154, Aug.
    
    • Salisu, Afees A. & Ayinde, Taofeek O. & Gupta, Rangan & Wohar, Mark E., 2022, "Global evidence of the COVID-19 shock on real equity prices and real exchange rates: A counterfactual analysis with a threshold-augmented GVAR model," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102519.
57. Rangan Gupta & Christian Pierdzioch & Wing-Keung Wong, 2021, "A Note on Forecasting the Historical Realized Variance of Oil-Price Movements: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios," Working Papers, University of Pretoria, Department of Economics, number 202158, Aug.
    
    • Rangan Gupta & Christian Pierdzioch & Wing-Keung Wong, 2021, "A Note on Forecasting the Historical Realized Variance of Oil-Price Movements: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios," Energies, MDPI, volume 14, issue 20, pages 1-12, October.
58. Goodness C. Aye & Christina Christou & Rangan Gupta & Christis Hassapis, 2021, "High-Frequency Contagion between Aggregate and Regional Housing Markets of the United States with Financial Assets: Evidence from Multichannel Tests," Working Papers, University of Pretoria, Department of Economics, number 202159, Aug.
    
    • Goodness C. Aye & Christina Christou & Rangan Gupta & Christis Hassapis, 2024, "High-Frequency Contagion between Aggregate and Regional Housing Markets of the United States with Financial Assets: Evidence from Multichannel Tests," The Journal of Real Estate Finance and Economics, Springer, volume 69, issue 2, pages 253-276, August, DOI: 10.1007/s11146-022-09919-8.
59. Afees A. Salisu & Rangan Gupta & Riza Demirer, 2021, "The Effect of Oil Price Uncertainty Shock on International Equity Markets: Evidence from a GVAR Model," Working Papers, University of Pretoria, Department of Economics, number 202160, Aug.
60. Afees A. Salisu & Christian Pierdzioch & Rangan Gupta & David Gabauer, 2021, "Forecasting Stock-Market Tail Risk and Connectedness in Advanced Economies Over a Century: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios," Working Papers, University of Pretoria, Department of Economics, number 202161, Sep.
    
    • Salisu, Afees A. & Pierdzioch, Christian & Gupta, Rangan & Gabauer, David, 2022, "Forecasting stock-market tail risk and connectedness in advanced economies over a century: The role of gold-to-silver and gold-to-platinum price ratios," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102300.
61. Afees A. Salisu & Riza Demirer & Rangan Gupta, 2021, "Financial Turbulence, Systemic Risk and the Predictability of Stock Market Volatility," Working Papers, University of Pretoria, Department of Economics, number 202162, Sep.
    
    • Salisu, Afees A. & Demirer, Riza & Gupta, Rangan, 2022, "Financial turbulence, systemic risk and the predictability of stock market volatility," Global Finance Journal, Elsevier, volume 52, issue C, DOI: 10.1016/j.gfj.2022.100699.
62. Maryam Movahedifar & Hossein Hassani & Masoud Yarmohammadi & Mahdi Kalantari & Rangan Gupta, 2021, "A robust approach for outlier imputation: Singular Spectrum Decomposition," Working Papers, University of Pretoria, Department of Economics, number 202164, Sep.
63. Sayar Karmakar & Riza Demirer & Rangan Gupta, 2021, "Bitcoin Mining Activity and Volatility Dynamics in the Power Market," Working Papers, University of Pretoria, Department of Economics, number 202166, Sep.
    
    • Karmakar, Sayar & Demirer, Riza & Gupta, Rangan, 2021, "Bitcoin mining activity and volatility dynamics in the power market," Economics Letters, Elsevier, volume 209, issue C, DOI: 10.1016/j.econlet.2021.110111.
64. Oguzhan Cepni & Hardik A. Marfatia & Rangan Gupta, 2021, "The Time-Varying Impact of Uncertainty Shocks on the Comovement of Regional Housing Prices of the United Kingdom," Working Papers, University of Pretoria, Department of Economics, number 202168, Oct.
    
    • Oguzhan Cepni & Hardik A. Marfatia & Rangan Gupta, 2025, "The time-varying impact of uncertainty shocks on the co-movement of regional housing prices of the United Kingdom," Humanities and Social Sciences Communications, Palgrave Macmillan, volume 12, issue 1, pages 1-22, December, DOI: 10.1057/s41599-025-04494-8.
65. Hossein Hassani & Mohammad Reza Yeganegi & Rangan Gupta, 2021, "The ENSO Cycle and Forecastability of Global Inflation and Output Growth: Evidence from Standard and Mixed-Frequency Multivariate Singular Spectrum Analyses," Working Papers, University of Pretoria, Department of Economics, number 202169, Oct.
    
    • Mohammad Reza Yeganegi & Hossein Hassani & Rangan Gupta, 2023, "The ENSO cycle and forecastability of global inflation and output growth: Evidence from standard and mixed‐frequency multivariate singular spectrum analyses," Journal of Forecasting, John Wiley & Sons, Ltd., volume 42, issue 7, pages 1690-1707, November, DOI: 10.1002/for.2982.
66. Luis A. Gil-Alana & Sakiru Adebola Solarin & Rangan Gupta, 2021, "Productivity and GDP: International Evidence of Persistence and Trends Over 130 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 202170, Oct.
    
    • Luis A. Gil-Alana & Sakiru Adebola Solarin & Mehmet Balcilar & Rangan Gupta, 2023, "Productivity and GDP: international evidence of persistence and trends over 130 years of data," Empirical Economics, Springer, volume 64, issue 3, pages 1219-1246, March, DOI: 10.1007/s00181-022-02281-x.
67. Ahdi Noomen Ajmi & Roula Inglesi-Lotz, 2021, "Revisiting the Kuznets Curve Hypothesis for Tunisia: Carbon Dioxide vs. Ecological Footprint," Working Papers, University of Pretoria, Department of Economics, number 202171, Oct.
68. Rangan Gupta & Christian Pierdzioch, 2021, "Climate Risks and Forecastability of the Realized Volatility of Gold and Other Metal Prices," Working Papers, University of Pretoria, Department of Economics, number 202172, Oct.
    
    • Gupta, Rangan & Pierdzioch, Christian, 2022, "Climate risks and forecastability of the realized volatility of gold and other metal prices," Resources Policy, Elsevier, volume 77, issue C, DOI: 10.1016/j.resourpol.2022.102681.
69. Jiqian Wang & Rangan Gupta & Oguzhan Cepni & Feng Ma, 2021, "Forecasting International REITs Volatility: The Role of Oil-Price Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 202173, Oct.
    
    • Jiqian Wang & Rangan Gupta & Oğuzhan Çepni & Feng Ma, 2023, "Forecasting international REITs volatility: the role of oil-price uncertainty," The European Journal of Finance, Taylor & Francis Journals, volume 29, issue 14, pages 1579-1597, September, DOI: 10.1080/1351847X.2022.2137422.
70. Xin Sheng & Hardik A. Marfatia & Rangan Gupta & Qiang Ji, 2021, "The Non-Linear Response of US State-Level Tradable and Non-Tradable Inflation to Oil Shocks: The Role of Oil-Dependence," Working Papers, University of Pretoria, Department of Economics, number 202174, Oct.
    
    • Sheng, Xin & Marfatia, Hardik A. & Gupta, Rangan & Ji, Qiang, 2023, "The non-linear response of US state-level tradable and non-tradable inflation to oil shocks: The role of oil-dependence," Research in International Business and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.ribaf.2022.101830.
71. Rangan Gupta & Christian Pierdzioch, 2021, "Climate Risks and the Realized Volatility Oil and Gas Prices: Results of an Out-of-Sample Forecasting Experiment," Working Papers, University of Pretoria, Department of Economics, number 202175, Oct.
    
    • Rangan Gupta & Christian Pierdzioch, 2021, "Climate Risks and the Realized Volatility Oil and Gas Prices: Results of an Out-of-Sample Forecasting Experiment," Energies, MDPI, volume 14, issue 23, pages 1-18, December.
72. Rangan Gupta & Christian Pierdzioch, 2021, "Forecasting the Realized Variance of Oil-Price Returns: A Disaggregated Analysis of the Role of Uncertainty and Geopolitical Risk," Working Papers, University of Pretoria, Department of Economics, number 202176, Oct.
73. Rangan Gupta & Christian Pierdzioch, 2021, "Climate Risk and the Volatility of Agricultural Commodity Price Fluctuations: A Forecasting Experiment," Working Papers, University of Pretoria, Department of Economics, number 202177, Nov.
74. Ruipeng Liu & Mawuli Segnon & Rangan Gupta & Elie Bouri, 2021, "Conventional and Unconventional Monetary Policy Rate Uncertainty and Stock Market Volatility: A Forecasting Perspective," Working Papers, University of Pretoria, Department of Economics, number 202178, Nov.
75. Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2021, "El Nino, La Nina, and Forecastability of the Realized Variance of Agricultural Commodity Prices: Evidence from a Machine Learning Approach," Working Papers, University of Pretoria, Department of Economics, number 202179, Nov.
    
    • Matteo Bonato & Oğuzhan Çepni & Rangan Gupta & Christian Pierdzioch, 2023, "El Niño, La Niña, and forecastability of the realized variance of agricultural commodity prices: Evidence from a machine learning approach," Journal of Forecasting, John Wiley & Sons, Ltd., volume 42, issue 4, pages 785-801, July, DOI: 10.1002/for.2914.
76. Juncal Cunado & David Gabauer & Rangan Gupta, 2021, "Realized Volatility Spillovers between Energy and Metal Markets: A Time-Varying Connectedness Approach," Working Papers, University of Pretoria, Department of Economics, number 202180, Nov.
    
    • Juncal Cunado & David Gabauer & Rangan Gupta, 2024, "Realized volatility spillovers between energy and metal markets: a time-varying connectedness approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 10, issue 1, pages 1-17, December, DOI: 10.1186/s40854-023-00554-7.
77. Sisa Shiba & Juncal Cunado & Rangan Gupta, 2021, "Predictability of the Realised Volatility of International Stock Markets Amid Uncertainty Related to Infectious Diseases," Working Papers, University of Pretoria, Department of Economics, number 202181, Nov.
    
    • Sisa Shiba & Juncal Cunado & Rangan Gupta, 2022, "Predictability of the Realised Volatility of International Stock Markets Amid Uncertainty Related to Infectious Diseases," JRFM, MDPI, volume 15, issue 1, pages 1-18, January.
78. Yue-Jun Zhang & Han Zhang & Rangan Gupta, 2021, "Forecasting the Artificial Intelligence Index Returns: A Hybrid Approach," Working Papers, University of Pretoria, Department of Economics, number 202182, Nov.
79. Mehmet Balcilar & David Gabauer & Rangan Gupta & Christian Pierdzioch, 2021, "Climate Risks and Forecasting Stock-Market Returns in Advanced Economies Over a Century," Working Papers, University of Pretoria, Department of Economics, number 202183, Nov.
    
    • Mehmet Balcilar & David Gabauer & Rangan Gupta & Christian Pierdzioch, 2023, "Climate Risks and Forecasting Stock Market Returns in Advanced Economies over a Century," Mathematics, MDPI, volume 11, issue 9, pages 1-21, April.
80. Xin Sheng & Won Joong Kim & Rangan Gupta & Qiang Ji, 2021, "The Impacts of Oil Price Volatility on Financial Stress: Is the COVID-19 Period Different?," Working Papers, University of Pretoria, Department of Economics, number 202184, Dec.
    
    • Sheng, Xin & Kim, Won Joong & Gupta, Rangan & Ji, Qiang, 2023, "The impacts of oil price volatility on financial stress: Is the COVID-19 period different?," International Review of Economics & Finance, Elsevier, volume 85, issue C, pages 520-532, DOI: 10.1016/j.iref.2023.02.006.
81. Nicholas Apergis & Konstantinos Gavriilidis & Rangan Gupta, 2021, "Does Climate Policy Uncertainty Affect Tourism Demand? Evidence from Time-Varying Causality Tests," Working Papers, University of Pretoria, Department of Economics, number 202186, Dec.
    
    • Nicholas Apergis & Konstantinos Gavriilidis & Rangan Gupta, 2023, "Does climate policy uncertainty affect tourism demand? Evidence from time-varying causality tests," Tourism Economics, , volume 29, issue 6, pages 1484-1498, September, DOI: 10.1177/13548166221110540.
82. Xin Sheng & Rangan Gupta, 2021, "A Note on State-Level Nonlinear Effects of Government Spending Shocks in the US: The Role of Partisan Conflict," Working Papers, University of Pretoria, Department of Economics, number 202187, Dec.
83. Chris Belmert Milindi & Roula Inglesi-Lotz, 2021, "Impact of technological progress on carbon emissions in different country income groups," Working Papers, University of Pretoria, Department of Economics, number 202123, Mar.
    
    • Chris Belmert Milindi & Roula Inglesi-Lotz, 2023, "Impact of technological progress on carbon emissions in different country income groups," Energy & Environment, , volume 34, issue 5, pages 1348-1382, August, DOI: 10.1177/0958305X221087507.
    • Chris B. Milindi & Roula Inglesi-Lotz, 2021, "Impact of technological progress on carbon emissions in different country income groups," ERSA Working Paper Series, Economic Research Southern Africa, number 855, Mar.
84. Burns,Andrew & Jooste,Charl & Schwerhoff,Gregor, 2021, "Macroeconomic Modeling of Managing Hurricane Damage in the Caribbean : The Case of Jamaica," Policy Research Working Paper Series, The World Bank, number 9505, Jan.
85. Sampi Bravo,James Robert Ezequiel & Jooste,Charl & Vostroknutova,Ekaterina, 2021, "Identification Properties for Estimating the Impact of Regulation on Markups and Productivity," Policy Research Working Paper Series, The World Bank, number 9523, Jan.
86. Burns,Andrew,Jooste,Charl,Schwerhoff,Gregor, 2021, "Climate Modeling for Macroeconomic Policy : A Case Study for Pakistan," Policy Research Working Paper Series, The World Bank, number 9780, Sep.
87. Adel Bosch & Steven F. Koch, 2021, "Individual and Household Debt: Does Imputation Choice Matter?," Working Papers, University of Pretoria, Department of Economics, number 202141, Jun.
88. Steven F. Koch, 2021, "Equivalence Scales with Endogeneity and Base Independence," Working Papers, University of Pretoria, Department of Economics, number 202185, Dec.
89. Tumisang Loate & Ekaterina Pirozhkova & Nicola Viegi, 2021, "Sailing into the Wind evaluating the near future of Monetary Policy in South Africa," Working Papers, South African Reserve Bank, number 11006, Apr.
90. Maria Demertzis & Nicola Viegi, 2021, "Low interest rates in Europe and the US- one trend, two stories," Bruegel Policy Contributions, Bruegel, number 41560, Mar.
91. Dadam, Vincent & Viegi, Nicola, 2021, "Hysteresis without Hope: investigating unemployment persistence in South Africa," MPRA Paper, University Library of Munich, Germany, number 108129, May.
92. Vincent Dadam & Nicola Viegi, 2021, "Estimating a New Keynesian Wage Phillips Curve," Working Papers, University of Pretoria, Department of Economics, number 202107, Jan.
    
    • Nicola Viegi & Vincent Dadam, 2021, "Estimating a New Keynesian Wage Phillips Curve," ERSA Working Paper Series, Economic Research Southern Africa, number 847, Jan.
93. Tumisang Loate & Nicola Viegi, 2021, "The Transmission of Monetary Policy via the Banks' Balance Sheet - Does Bank Size Matter?," Working Papers, University of Pretoria, Department of Economics, number 202109, Jan.
    
    • Nicola Viegi & Tumisang Loate-Ntsoko, 2021, "The transmission of monetary policy via the banks’ balance sheet – does bank size matter?," ERSA Working Paper Series, Economic Research Southern Africa, number 849, Jan.
94. Ekaterina Pirozhkova & Nicola Viegi & Tumisang Loate-Ntsoko, 2021, "Sailing into the Wind: evaluating the (near) future of Monetary Policy in South Africa," ERSA Working Paper Series, Economic Research Southern Africa, number 25, Apr.
95. Tumisang Loate & Romain Houssa & Nicola Viegi, 2021, "The macroeconomic effect of fiscal policy in South Africa: A narrative analysis," WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER), number wp-2021-156.
96. Ludwig, Alexander & Groneck, Max & Zimper, Alexander, 2021, "Who Saves More, the Naive or the Sophisticated Agent?," CEPR Discussion Papers, Centre for Economic Policy Research, number 16412, Jul.
    
    • Groneck, Max & Ludwig, Alexander & Zimper, Alexander, 2024, "Who saves more, the naive or the sophisticated agent?," Journal of Economic Theory, Elsevier, volume 219, issue C, DOI: 10.1016/j.jet.2024.105848.
    • Groneck, Max & Ludwig, Alexander & Zimper, Alexander, 2022, "Who saves more, the naive or the sophisticated agent?," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 169, revised 2022.

2020

1. Ngobeni, Victor & Breitenbach, Marthinus C, 2020, "Technical Efficiency of Water Boards in South Africa: A Costing and Pricing Benchmarking Exercise," MPRA Paper, University Library of Munich, Germany, number 101501, Jul.
2. Breitenbach, Marthinus C & Ngobeni, Victor & Aye, Goodness C, 2020, "Global Healthcare Resource Efficiency in the Management of COVID-19 Death and Infection Prevalence Rates," MPRA Paper, University Library of Munich, Germany, number 104814, Dec.
3. Breitenbach, Marthinus C & Ngobeni, Victor & Ayte, Goodness, 2020, "The first 100 days of COVID-19 coronavirus – How efficient did country health systems perform to flatten the curve in the first wave?," MPRA Paper, University Library of Munich, Germany, number 8872, May.
4. Victor Ngobeni & Marthinus C. Breitenbach & Goodness C. Aye, 2020, "Technical Efficiency of Provincial Public Healthcare in South Africa," Working Papers, University of Pretoria, Department of Economics, number 202013, Jan.
5. Tendai Zawaira & Matthew W. Clance & Carolyn Chisadza, 2020, "Social Institutions and Gender-Biased Outcomes in sub-Saharan Africa," Working Papers, University of Pretoria, Department of Economics, number 2020101, Nov.
6. Leone Walters & Carolyn Chisadza & Matthew W. Clance, 2020, "The Effect of Colonial and Pre-Colonial Institutions on Contemporary Education in Africa," Working Papers, University of Pretoria, Department of Economics, number 2020102, Nov.
   
   • Carolyn Chisadza & Leoné Walters & Matthew W. Clance, 2021, "The effect of colonial and pre-colonial institutions on contemporary education in Africa," ERSA Working Paper Series, Economic Research Southern Africa, number 850, Jan.
7. Edmond Berisha & Carolyn Chisadza & Matthew Clance & Rangan Gupta, 2020, "Income Inequality and Oil Resources: Panel Evidence from the United States," Working Papers, University of Pretoria, Department of Economics, number 2020103, Nov.
   
   • Berisha, Edmond & Chisadza, Carolyn & Clance, Matthew & Gupta, Rangan, 2021, "Income inequality and oil resources: Panel evidence from the United States," Energy Policy, Elsevier, volume 159, issue C, DOI: 10.1016/j.enpol.2021.112603.
8. Carolyn Chisadza & Matthew Clance & Rangan Gupta & Peter Wanke, 2020, "Uncertainty and Tourism in Africa," Working Papers, University of Pretoria, Department of Economics, number 202019, Feb.
   
   • Carolyn Chisadza & Matthew Clance & Rangan Gupta & Peter Wanke, 2022, "Uncertainty and tourism in Africa," Tourism Economics, , volume 28, issue 4, pages 964-978, June, DOI: 10.1177/1354816620969998.
9. Matthew W. Clance & Riza Demirer & Rangan Gupta & Clement Kweku Kyei, 2020, "Predicting Firm-Level Volatility in the United States: The Role of Monetary Policy Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 202007, Jan.
   
   • Matthew W Clance & Riza Demirer & Rangan Gupta & Clement Kweku Kyei, 2020, "Predicting firm-level volatility in the United States: the role of monetary policy uncertainty," Economics and Business Letters, Oviedo University Press, volume 9, issue 3, pages 167-177.
10. Blessing Chipanda & Matthew Clance & Steven F. Koch, 2020, "Technological Trade Composition and Performance in African Countries," Working Papers, University of Pretoria, Department of Economics, number 202057, Jun.
11. Rangan Gupta & Xin Sheng & Renee van Eyden & Mark E. Wohar, 2020, "The Impact of Disaggregated Oil Shocks on State-Level Consumption of the United States," Working Papers, University of Pretoria, Department of Economics, number 202045, May.
    
    • Rangan Gupta & Xin Sheng & Reneé van Eyden & Mark Wohar, 2021, "The impact of disaggregated oil shocks on state-level consumption of the United States," Applied Economics Letters, Taylor & Francis Journals, volume 28, issue 21, pages 1818-1824, December, DOI: 10.1080/13504851.2020.1854439.
12. Sansia Blackmore & Renee van Eyden, 2020, "A Sequence to Reverse Poverty: Institutions, State Capacity and Human Empowerment," Working Papers, University of Pretoria, Department of Economics, number 202080, Sep.
13. Rangan Gupta & Xin Sheng & Renee van Eyden & Mark E. Wohar, 2020, "The Impact of Disaggregated Oil Shocks on State-Level Real Housing Returns of the United States: The Role of Oil Dependence," Working Papers, University of Pretoria, Department of Economics, number 202096, Oct.
    
    • Gupta, Rangan & Sheng, Xin & van Eyden, Reneé & Wohar, Mark E., 2021, "The impact of disaggregated oil shocks on state-level real housing returns of the United States: The role of oil dependence," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.102029.
14. Augustin Kwasi Fosu, 2020, "Democracy and Development in Africa," Working Papers, University of Pretoria, Department of Economics, number 202026, Mar.
15. Augustin Kwasi Fosu & Dede Woade Gafa, 2020, "Development Strategies for the Vulnerable Small Island Developing States (SIDS)," Working Papers, University of Pretoria, Department of Economics, number 202073, Aug.
16. Augustin Kwasi Fosu & Dede Woade Gafa, 2020, "Economic Neoliberalism and African Development," Working Papers, University of Pretoria, Department of Economics, number 202074, Aug.
17. Yoseph Y. Getachew & Stephen J. Turnovsky, 2020, "Redistribution, Inequality, and Efficiency with Credit Constraints," Working Papers, University of Pretoria, Department of Economics, number 202028, Apr.
    
    • Stephen J. Turnovsky & Yoseph Y. Getachew, 2020, "Redistribution, Inequality, and Efficiency with Credit Constraints," ERSA Working Paper Series, Economic Research Southern Africa, number 817, Apr.
18. Yoseph Getachew, 2020, "Optimal Social Distancing in SIR based Macroeconomic Models," Working Papers, University of Pretoria, Department of Economics, number 202067, Jul.
    
    • Getachew, Yoseph, 2020, "Optimal social distancing in SIR based macroeconomic models," MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT), number 2020-034, Aug.
19. Gupta, Rangan & Ma, Jun & Theodoridis, Konstantinos & Wohar, Mark E, 2020, "Is there a National Housing Market Bubble Brewing in the United States?," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2020/3, Apr.
    
    • Gupta, Rangan & Ma, Jun & Theodoridis, Konstantinos & Wohar, Mark E., 2023, "Is there a national housing market bubble brewing in the United States?," Macroeconomic Dynamics, Cambridge University Press, volume 27, issue 8, pages 2191-2228, December.
    • Rangan Gupta & Jun Ma & Konstantinos Theodoridis & Mark E. Wohar, 2020, "Is there a National Housing Market Bubble Brewing in the United States?," Working Papers, University of Pretoria, Department of Economics, number 202023, Mar.
20. Deven Bathia & Riza Demirer & Rangan Gupta & Kevin Kotze, 2020, "Unemployment fluctuations and currency returns in the United Kingdom: Evidence from over one and a half century of data," School of Economics Macroeconomic Discussion Paper Series, School of Economics, University of Cape Town, number 2020-01.
    
    • Bathia, Deven & Demirer, Riza & Gupta, Rangan & Kotzé, Kevin, 2021, "Unemployment fluctuations and currency returns in the United Kingdom: Evidence from over one and a half century of data," Journal of Multinational Financial Management, Elsevier, volume 61, issue C, DOI: 10.1016/j.mulfin.2021.100679.
    • Deven Bathia & Riza Demirer & Rangan Gupta & Kevin Kotze, 2020, "Unemployment Fluctuations and Currency Returns in the United Kingdom: Evidence from Over One and a Half Century of Data," Working Papers, University of Pretoria, Department of Economics, number 202083, Sep.
21. Oguzhan Cepni & Wiehan Dul & Rangan Gupta & Mark E. Wohar, 2020, "The Dynamics of U.S. REITs Returns to Uncertainty Shocks: A Proxy SVAR Approach," Working Papers, University of Pretoria, Department of Economics, number 202001, Jan.
    
    • Cepni, Oguzhan & Dul, Wiehan & Gupta, Rangan & Wohar, Mark E., 2021, "The dynamics of U.S. REITs returns to uncertainty shocks: A proxy SVAR approach," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101433.
22. Oguzhan Cepni & David Gabauer & Rangan Gupta & Khuliso Ramabulana, 2020, "Time-Varying Spillover of US Trade War on the Growth of Emerging Economies," Working Papers, University of Pretoria, Department of Economics, number 202002, Jan.
    
    • OÄŸuzhan Çepni & David Gabauer & Rangan Gupta & Khuliso Ramabulana, 2023, "Time-Varying Spillover of US Trade War on the Growth of Emerging Economies," Journal of Developing Areas, Tennessee State University, College of Business, volume 57, issue 1, pages 167-181, Januaryâ€.
23. Elie Bouri & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2020, "Forecasting Realized Volatility of Bitcoin: The Role of the Trade War," Working Papers, University of Pretoria, Department of Economics, number 202003, Jan.
    
    • Elie Bouri & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2021, "Forecasting Realized Volatility of Bitcoin: The Role of the Trade War," Computational Economics, Springer;Society for Computational Economics, volume 57, issue 1, pages 29-53, January, DOI: 10.1007/s10614-020-10022-4.
24. Matteo Bonato & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2020, "A Note on Investor Happiness and the Predictability of Realized Volatility of Gold," Working Papers, University of Pretoria, Department of Economics, number 202004, Jan.
    
    • Bonato, Matteo & Gkillas, Konstantinos & Gupta, Rangan & Pierdzioch, Christian, 2021, "A note on investor happiness and the predictability of realized volatility of gold," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101614.
25. Rangan Gupta & Chi Keung Marco Lau & Jacobus A Nel & Xin Sheng, 2020, "Monetary Policy Uncertainty Spillovers in Time- and Frequency-Domains," Working Papers, University of Pretoria, Department of Economics, number 202005, Jan.
    
    • Rangan Gupta & Chi Keung Marco Lau & Jacobus A. Nel & Xin Sheng, 2020, "Monetary policy uncertainty spillovers in time and frequency domains," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), volume 9, issue 1, pages 1-30, December, DOI: 10.1186/s40008-020-00219-z.
26. Semei Coronado & Rangan Gupta & Saban Nazlioglu & Omar Rojas, 2020, "Time-Varying Causality between Bond and Oil Markets of the United States: Evidence from Over One and Half Centuries of Data," Working Papers, University of Pretoria, Department of Economics, number 202006, Jan.
    
    • Semei Coronado & Rangan Gupta & Saban Nazlioglu & Omar Rojas, 2023, "Time‐varying causality between bond and oil markets of the United States: Evidence from over one and half centuries of data," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 28, issue 3, pages 2239-2247, July, DOI: 10.1002/ijfe.2534.
27. Syed Jawad Hussain Shahzad & Clement Kweku Kyei & Rangan Gupta & Eric Olson, 2020, "Investor Sentiment and Dollar-Pound Exchange Rate Returns: Evidence from Over a Century of Data Using a Cross-Quantilogram Approach," Working Papers, University of Pretoria, Department of Economics, number 202008, Jan.
    
    • Shahzad, Syed Jawad Hussain & Kyei, Clement Kweku & Gupta, Rangan & Olson, Eric, 2021, "Investor sentiment and dollar-pound exchange rate returns: Evidence from over a century of data using a cross-quantilogram approach," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101504.
28. Matteo Bonato & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2020, "Investor Happiness and Predictability of the Realized Volatility of Oil Price," Working Papers, University of Pretoria, Department of Economics, number 202009, Jan.
    
    • Matteo Bonato & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2020, "Investor Happiness and Predictability of the Realized Volatility of Oil Price," Sustainability, MDPI, volume 12, issue 10, pages 1-11, May.
29. Riza Demirer & Rangan Gupta & Christian Pierdzioch & Syed Jawad Hussain Shahzad, 2020, "A Note on Oil Price Shocks and the Forecastability of Gold Realized Volatility," Working Papers, University of Pretoria, Department of Economics, number 202010, Jan.
    
    • Riza Demirer & Rangan Gupta & Christian Pierdzioch & Syed Jawad Hussain Shahzad, 2021, "A note on oil price shocks and the forecastability of gold realized volatility," Applied Economics Letters, Taylor & Francis Journals, volume 28, issue 21, pages 1889-1897, December, DOI: 10.1080/13504851.2020.1854658.
30. Matteo Bonato & Rangan Gupta & Christian Pierdzioch, 2020, "Do Oil-Price Shocks Predict the Realized Variance of U.S. REITs?," Working Papers, University of Pretoria, Department of Economics, number 2020100, Nov.
    
    • Bonato, Matteo & Çepni, Oğuzhan & Gupta, Rangan & Pierdzioch, Christian, 2021, "Do oil-price shocks predict the realized variance of U.S. REITs?," Energy Economics, Elsevier, volume 104, issue C, DOI: 10.1016/j.eneco.2021.105689.
31. Riza Demirer & Rangan Gupta & Jacobus Nel & Christian Pierdzioch, 2020, "Effect of Rare Disaster Risks on Crude Oil: Evidence from El Nino from Over 140 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 2020104, Nov.
32. Afees A. Salisu & Juncal Cunado & Rangan Gupta, 2020, "Geopolitical Risks and Historical Exchange Rate Volatility of the BRICS," Working Papers, University of Pretoria, Department of Economics, number 2020105, Nov.
    
    • Salisu, Afees A. & Cuñado, Juncal & Gupta, Rangan, 2022, "Geopolitical risks and historical exchange rate volatility of the BRICS," International Review of Economics & Finance, Elsevier, volume 77, issue C, pages 179-190, DOI: 10.1016/j.iref.2021.09.017.
33. Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller, 2020, "Globalization, Long Memory, and Real Interest Rate Convergence: A Historical Perspective," Working Papers, University of Pretoria, Department of Economics, number 2020106, Dec.
    
    • Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller, 2022, "Globalization, long memory, and real interest rate convergence: a historical perspective," Empirical Economics, Springer, volume 63, issue 5, pages 2331-2355, November, DOI: 10.1007/s00181-022-02206-8.
34. Riza Demirer & Rangan Gupta & Christian Pierdzioch, 2020, "Forecasting Realized Stock-Market Volatility: Do Industry Returns have Predictive Value?," Working Papers, University of Pretoria, Department of Economics, number 2020107, Dec.
35. Jorge Antunes & Rangan Gupta & Zinnia Mukherjee & Peter Wanke, 2020, "Information Entropy, Continuous Improvement, and US Energy Performance: A Novel Stochastic-Entropic Analysis for Ideal Solutions (SEA-IS)," Working Papers, University of Pretoria, Department of Economics, number 2020110, Dec.
    
    • Jorge Antunes & Rangan Gupta & Zinnia Mukherjee & Peter Wanke, 2022, "Information entropy, continuous improvement, and US energy performance: a novel stochastic-entropic analysis for ideal solutions (SEA-IS)," Annals of Operations Research, Springer, volume 313, issue 1, pages 289-318, June, DOI: 10.1007/s10479-021-04428-y.
36. Jorge Antunes & Goodness C. Aye & Rangan Gupta & Peter Wanke & Yong Tan, 2020, "Endogenous Long-Term Productivity Performance in Advanced Countries: A Novel Two-Dimensional Fuzzy-Monte Carlo Approach," Working Papers, University of Pretoria, Department of Economics, number 2020111, Dec.
37. Siphumlile Mangisa & Sonali Das & Rangan Gupta, 2020, "Analysing the Impact of Brexit on Global Uncertainty Using Functional Linear Regression with Point of Impact: The Role of Currency and Equity Markets," Working Papers, University of Pretoria, Department of Economics, number 202012, Jan.
    
    • Siphumlile Mangisa & Sonali Das & Rangan Gupta, 2022, "Analyzing The Impact Of Brexit On Global Uncertainty Using Functional Linear Regression With Point Of Impact: The Role Of Currency And Equity Markets," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 67, issue 04, pages 1377-1388, June, DOI: 10.1142/S0217590820460029.
38. Elie Bouri & Rangan Gupta & Xuan Vinh Vo, 2020, "Jumps in Geopolitical Risk and the Cryptocurrency Market: The Singularity of Bitcoin," Working Papers, University of Pretoria, Department of Economics, number 202015, Feb.
    
    • Elie Bouri & Rangan Gupta & Xuan Vinh Vo, 2022, "Jumps in Geopolitical Risk and the Cryptocurrency Market: The Singularity of Bitcoin," Defence and Peace Economics, Taylor & Francis Journals, volume 33, issue 2, pages 150-161, February, DOI: 10.1080/10242694.2020.1848285.
39. Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2020, "Evolution of Price Effects After One-Day of Abnormal Returns in the US Stock Market," Working Papers, University of Pretoria, Department of Economics, number 202016, Feb.
    
    • Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E., 2021, "Evolution of price effects after one-day abnormal returns in the US stock market," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101405.
40. Edmond Berisha & David Gabauer & Rangan Gupta & Chi Keung Marco Lau, 2020, "Time-Varying Influence of Household Debt on Inequality in United Kingdom," Working Papers, University of Pretoria, Department of Economics, number 202017, Feb.
    
    • Edmond Berisha & David Gabauer & Rangan Gupta & Chi Keung Marco Lau, 2021, "Time-varying influence of household debt on inequality in United Kingdom," Empirical Economics, Springer, volume 61, issue 4, pages 1917-1933, October, DOI: 10.1007/s00181-020-01940-1.
41. Elie Bouri & Rangan Gupta, 2020, "Jumps in Energy and Non-Energy Commodities," Working Papers, University of Pretoria, Department of Economics, number 202018, Feb.
42. Hardik A. Marfatia & Rangan Gupta & Keagile Lesame, 2020, "Dynamic Impact of Unconventional Monetary Policy on International REITs," Working Papers, University of Pretoria, Department of Economics, number 202020, Feb.
    
    • Hardik A. Marfatia & Rangan Gupta & Keagile Lesame, 2021, "Dynamic Impact of Unconventional Monetary Policy on International REITs," JRFM, MDPI, volume 14, issue 9, pages 1-19, September.
43. Elie Bouri & Riza Demirer & David Gabauer & Rangan Gupta, 2020, "Sentiment and Financial Market Connectedness: The Role of Investor Happiness," Working Papers, University of Pretoria, Department of Economics, number 202022, Mar.
44. Xin Sheng & Rangan Gupta & Qiang Ji, 2020, "The Impacts of Structural Oil Shocks on Macroeconomic Uncertainty: Evidence from a Large Panel of 45 Countries," Working Papers, University of Pretoria, Department of Economics, number 202024, Mar.
    
    • Sheng, Xin & Gupta, Rangan & Ji, Qiang, 2020, "The impacts of structural oil shocks on macroeconomic uncertainty: Evidence from a large panel of 45 countries," Energy Economics, Elsevier, volume 91, issue C, DOI: 10.1016/j.eneco.2020.104940.
45. Selçuk Gul & Rangan Gupta, 2020, "A Note on the Time-Varying Impact of Global, Region- and Country-Specific Uncertainties on the Volatility of International Trade," Working Papers, University of Pretoria, Department of Economics, number 202025, Mar.
46. Yue-Jun Zhang & Elie Bouri & Shu-Jiao Ma & Rangan Gupta, 2020, "Risk Spillover between Bitcoin and Conventional Financial Markets: An Expectile-Based Approach," Working Papers, University of Pretoria, Department of Economics, number 202027, Mar.
    
    • Zhang, Yue-Jun & Bouri, Elie & Gupta, Rangan & Ma, Shu-Jiao, 2021, "Risk spillover between Bitcoin and conventional financial markets: An expectile-based approach," The North American Journal of Economics and Finance, Elsevier, volume 55, issue C, DOI: 10.1016/j.najef.2020.101296.
47. Elie Bouri & Oguzhan Cepni & Rangan Gupta & Naji Jalkh, 2020, "Geopolitical Risks and Stock Market Volatility in the G7 Countries: A Century of Evidence from a Time-Varying Nonparametric Panel Data Model," Working Papers, University of Pretoria, Department of Economics, number 202029, Apr.
48. Edmond Berisha & David Gabauer & Rangan Gupta & Jacobus Nel, 2020, "Time-Varying Predictability of Financial Stress on Inequality in United Kingdom," Working Papers, University of Pretoria, Department of Economics, number 202030, Apr.
    
    • Edmond Berisha & David Gabauer & Rangan Gupta & Jacobus Nel, 2022, "Time-varying predictability of financial stress on inequality in United Kingdom," Journal of Economic Studies, Emerald Group Publishing Limited, volume 50, issue 5, pages 987-1007, August, DOI: 10.1108/JES-02-2022-0103.
49. Syed Jawad Hussain Shahzad & Rangan Gupta & Riza Demirer & Christian Pierdzioch, 2020, "Oil-Shocks and Directional Predictability of Macroeconomic Uncertainties of Developed Economies: Evidence from High-Frequency Data," Working Papers, University of Pretoria, Department of Economics, number 202031, Apr.
50. Riza Demirer & David Gabauer & Rangan Gupta & Qiang Ji, 2020, "Monetary Policy and Speculative Spillovers in Financial Markets," Working Papers, University of Pretoria, Department of Economics, number 202032, Apr.
    
    • Demirer, Riza & Gabauer, David & Gupta, Rangan & Ji, Qiang, 2021, "Monetary policy and speculative spillovers in financial markets," Research in International Business and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.ribaf.2020.101373.
51. Semih Emre Cekin & Rangan Gupta & Eric Olson, 2020, "The Taylor Curve: International Evidence," Working Papers, University of Pretoria, Department of Economics, number 202034, May.
    
    • Semih Emre Çekin & Rangan Gupta & Eric Olson, 2021, "The Taylor curve: international evidence," Applied Economics, Taylor & Francis Journals, volume 53, issue 40, pages 4680-4691, August, DOI: 10.1080/00036846.2021.1907284.
52. Rangan Gupta & Xin Sheng & Qiang Ji, 2020, "Movements in Real Estate Uncertainty in the United States: The Role of Oil Shocks," Working Papers, University of Pretoria, Department of Economics, number 202035, May.
    
    • Rangan Gupta & Xin Sheng & Qiang Ji, 2021, "Movements in real estate uncertainty in the United States: the role of oil shocks," Applied Economics Letters, Taylor & Francis Journals, volume 28, issue 13, pages 1059-1065, July, DOI: 10.1080/13504851.2020.1796911.
53. Oguzhan Cepni & Rangan Gupta & Cenk C. Karahan & Brian M. Lucey, 2020, "Oil Price Shocks and Yield Curve Dynamics in Emerging Markets," Working Papers, University of Pretoria, Department of Economics, number 202036, May.
    
    • Cepni, Oguzhan & Gupta, Rangan & Karahan, Cenk C. & Lucey, Brian, 2022, "Oil price shocks and yield curve dynamics in emerging markets," International Review of Economics & Finance, Elsevier, volume 80, issue C, pages 613-623, DOI: 10.1016/j.iref.2022.02.065.
54. Christos Bouras & Christina Christou & Rangan Gupta & Keagile Lesame, 2020, "Forecasting State- and MSA-Level Housing Returns of the US: The Role of Mortgage Default Risks," Working Papers, University of Pretoria, Department of Economics, number 202037, May.
    
    • Bouras, Christos & Christou, Christina & Gupta, Rangan & Lesame, Keagile, 2023, "Forecasting state- and MSA-level housing returns of the US: The role of mortgage default risks," Research in International Business and Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.ribaf.2023.101952.
55. Igor Fedotenkov & Rangan Gupta, 2020, "The Effects of Public Expenditures on Labour Productivity in Europe," Working Papers, University of Pretoria, Department of Economics, number 202038, May.
    
    • Igor Fedotenkov & Rangan Gupta, 2021, "The effects of public expenditures on labour productivity in Europe," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 48, issue 4, pages 845-874, November, DOI: 10.1007/s10663-021-09505-w.
56. Oguzhan Cepni & Rangan Gupta, 2020, "Time-Varying Impact of Monetary Policy Shocks on U.S. Stock Returns: The Role of Investor Sentiment," Working Papers, University of Pretoria, Department of Economics, number 202039, May.
    
    • Cepni, Oguzhan & Gupta, Rangan, 2021, "Time-varying impact of monetary policy shocks on US stock returns: The role of investor sentiment," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101550.
57. Afees A. Salisu & Rangan Gupta, 2020, "Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility in the United Kingdom," Working Papers, University of Pretoria, Department of Economics, number 202041, May.
    
    • Afees A. Salisu & Rangan Gupta, 2021, "Dynamic effects of monetary policy shocks on macroeconomic volatility in the United Kingdom," Applied Economics Letters, Taylor & Francis Journals, volume 28, issue 18, pages 1594-1599, October, DOI: 10.1080/13504851.2020.1834498.
58. Afees A. Salisu & Rangan Gupta & Elie Bouri & Qiang Ji, 2020, "The Role of Global Economic Conditions in Forecasting Gold Market Volatility: Evidence from a GARCH-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 202043, May.
    
    • Salisu, Afees A. & Gupta, Rangan & Bouri, Elie & Ji, Qiang, 2020, "The role of global economic conditions in forecasting gold market volatility: Evidence from a GARCH-MIDAS approach," Research in International Business and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.ribaf.2020.101308.
59. Riza Demirer & Rangan Gupta & Christian Pierdzioch & Syed Jawad Hussain Shahzad, 2020, "The Predictive Power of Oil Price Shocks on Realized Volatility of Oil: A Note," Working Papers, University of Pretoria, Department of Economics, number 202044, May.
    
    • Demirer, Riza & Gupta, Rangan & Pierdzioch, Christian & Shahzad, Syed Jawad Hussain, 2020, "The predictive power of oil price shocks on realized volatility of oil: A note," Resources Policy, Elsevier, volume 69, issue C, DOI: 10.1016/j.resourpol.2020.101856.
60. Mehmet Balcilar & Rangan Gupta & Theshne Kisten, 2020, "The Impact of Uncertainty Shocks in South Africa: The Role of Financial Regimes," Working Papers, University of Pretoria, Department of Economics, number 202046, May.
    
    • Mehmet Balcilar & Rangan Gupta & Theshne Kisten, 2021, "The impact of uncertainty shocks in South Africa: The role of financial regimes," Review of Financial Economics, John Wiley & Sons, volume 39, issue 4, pages 442-454, October, DOI: 10.1002/rfe.1120.
61. Elie Bouri & Oguzhan Cepni & David Gabauer & Rangan Gupta, 2020, "Return Connectedness across Asset Classes around the COVID-19 Outbreak," Working Papers, University of Pretoria, Department of Economics, number 202047, May.
    
    • Bouri, Elie & Cepni, Oguzhan & Gabauer, David & Gupta, Rangan, 2021, "Return connectedness across asset classes around the COVID-19 outbreak," International Review of Financial Analysis, Elsevier, volume 73, issue C, DOI: 10.1016/j.irfa.2020.101646.
62. Rangan Gupta & Xin Sheng, 2020, "The Effects of Oil Shocks on Macroeconomic Uncertainty: Evidence from a Large Panel Dataset of US States," Working Papers, University of Pretoria, Department of Economics, number 202048, May.
63. Elie Bouri & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2020, "Forecasting Power of Infectious Diseases-Related Uncertainty for Gold Realized Volatility," Working Papers, University of Pretoria, Department of Economics, number 202049, May.
64. Afees A. Salisu & Rangan Gupta & Riza Demirer, 2020, "A Note on Uncertainty due to Infectious Diseases and Output Growth of the United States: A Mixed-Frequency Forecasting Experiment," Working Papers, University of Pretoria, Department of Economics, number 202050, May.
    
    • Afees A. Salisu & Rangan Gupta & Riza Demirer, 2022, "A Note On Uncertainty Due To Infectious Diseases And Output Growth Of The United States: A Mixed-Frequency Forecasting Experiment," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 02, pages 1-9, June, DOI: 10.1142/S2010495222500099.
65. Afees A. Salisu & Rangan Gupta & Elie Bouri & Qiang Ji, 2020, "Forecasting Oil Volatility Using a GARCH-MIDAS Approach: The Role of Global Economic Conditions," Working Papers, University of Pretoria, Department of Economics, number 202051, May.
66. Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch & Seong-Min Yoon, 2020, "OPEC News and Jumps in the Oil Market," Working Papers, University of Pretoria, Department of Economics, number 202053, Jun.
    
    • Gkillas, Konstantinos & Gupta, Rangan & Pierdzioch, Christian & Yoon, Seong-Min, 2021, "OPEC news and jumps in the oil market," Energy Economics, Elsevier, volume 96, issue C, DOI: 10.1016/j.eneco.2021.105096.
67. Mehmet Balcilar & Edmond Berisha & Rangan Gupta & Christian Pierdzioch, 2020, "Time-Varying Evidence of Predictability of Financial Stress in the United States over a Century: The Role of Inequality," Working Papers, University of Pretoria, Department of Economics, number 202054, Jun.
    
    • Balcilar, Mehmet & Berisha, Edmond & Gupta, Rangan & Pierdzioch, Christian, 2021, "Time-varying evidence of predictability of financial stress in the United States over a century: The role of inequality," Structural Change and Economic Dynamics, Elsevier, volume 57, issue C, pages 87-92, DOI: 10.1016/j.strueco.2021.02.002.
68. Oguzhan Cepni & Rangan Gupta & Yigit Onay, 2020, "The Role of Investor Sentiment in Forecasting Housing Returns in China: A Machine Learning Approach," Working Papers, University of Pretoria, Department of Economics, number 202055, Jun.
    
    • Oguzhan Cepni & Rangan Gupta & Yigit Onay, 2022, "The role of investor sentiment in forecasting housing returns in China: A machine learning approach," Journal of Forecasting, John Wiley & Sons, Ltd., volume 41, issue 8, pages 1725-1740, December, DOI: 10.1002/for.2893.
69. Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller, 2020, "Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting," Working Papers, University of Pretoria, Department of Economics, number 202056, Jun.
    
    • Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller, 2023, "A Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting," Computational Economics, Springer;Society for Computational Economics, volume 62, issue 4, pages 1801-1843, December, DOI: 10.1007/s10614-022-10320-z.
    • Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller, 2020, "Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting," Working papers, University of Connecticut, Department of Economics, number 2020-10, Aug.
70. Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna, 2020, "Point and Density Forecasting of Macroeconomic and Financial Uncertainties of the United States," Working Papers, University of Pretoria, Department of Economics, number 202058, Jun.
71. Elie Bouri & David Gabauer & Rangan Gupta & Aviral Kumar Tiwari, 2020, "Volatility Connectedness of Major Cryptocurrencies: The Role of Investor Happiness," Working Papers, University of Pretoria, Department of Economics, number 202059, Jun.
    
    • Bouri, Elie & Gabauer, David & Gupta, Rangan & Tiwari, Aviral Kumar, 2021, "Volatility connectedness of major cryptocurrencies: The role of investor happiness," Journal of Behavioral and Experimental Finance, Elsevier, volume 30, issue C, DOI: 10.1016/j.jbef.2021.100463.
72. Semei Coronado & Rangan Gupta & Besma Hkiri & Omar Rojas, 2020, "Time-Varying Spillover between Currency and Stock Markets in the United States: More than Two Centuries of Historical Evidence," Working Papers, University of Pretoria, Department of Economics, number 202060, Jun.
73. Hardik A. Marfatia & Christophe Andre & Rangan Gupta, 2020, "Predicting Housing Market Sentiment: The Role of Financial, Macroeconomic and Real Estate Uncertainties," Working Papers, University of Pretoria, Department of Economics, number 202061, Jun.
    
    • Hardik A. Marfatia & Christophe André & Rangan Gupta, 2022, "Predicting Housing Market Sentiment: The Role of Financial, Macroeconomic and Real Estate Uncertainties," Journal of Behavioral Finance, Taylor & Francis Journals, volume 23, issue 2, pages 189-209, May, DOI: 10.1080/15427560.2020.1865354.
74. Rangan Gupta & Xin Sheng & Mehmet Balcilar & Qiang Ji, 2020, "Time-Varying Impact of Pandemics on Global Output Growth," Working Papers, University of Pretoria, Department of Economics, number 202062, Jul.
    
    • Gupta, Rangan & Sheng, Xin & Balcilar, Mehmet & Ji, Qiang, 2021, "Time-varying impact of pandemics on global output growth," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101823.
75. Rangan Gupta & Syed Jawad Hussain Shahzad & Xin Sheng & Sowmya Subramaniam, 2020, "The Role of Oil and Risk Shocks in the High-Frequency Movements of the Term Structure of Interest Rates of the United States," Working Papers, University of Pretoria, Department of Economics, number 202063, Jul.
76. Afees A. Salisu & Juncal Cunado & Kazeem Isah & Rangan Gupta, 2020, "Oil Price and Exchange Rate Behaviour of the BRICS for Over a Century," Working Papers, University of Pretoria, Department of Economics, number 202064, Jul.
77. David Gabauer & Rangan Gupta & Hardik A. Marfatia & Stephen M. Miller, 2020, "Estimating U.S. Housing Price Network Connectedness: Evidence from Dynamic Elastic Net, Lasso, and Ridge Vector Autoregressive Models," Working Papers, University of Pretoria, Department of Economics, number 202065, Jul.
    
    • Gabauer, David & Gupta, Rangan & Marfatia, Hardik A. & Miller, Stephen M., 2024, "Estimating U.S. housing price network connectedness: Evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models," International Review of Economics & Finance, Elsevier, volume 89, issue PB, pages 349-362, DOI: 10.1016/j.iref.2023.10.013.
    • David Gabauer & Rangan Gupta & Hardik A. Marfatia & Stephen M. Miller, 2020, "Estimating U.S. Housing Price Network Connectedness: Evidence from Dynamic Elastic Net, Lasso, and Ridge Vector Autoregressive Models," Working papers, University of Connecticut, Department of Economics, number 2020-08, Aug.
78. Mehmet Balcilar & Elie Bouri & Rangan Gupta & Clement Kweku Kyei, 2020, "High-Frequency Predictability of Housing Market Movements of the United States: The Role of Economic Sentiment," Working Papers, University of Pretoria, Department of Economics, number 202066, Jul.
    
    • Mehmet Balcilar & Elie Bouri & Rangan Gupta & Clement Kweku Kyei, 2021, "High-Frequency Predictability of Housing Market Movements of the United States: The Role of Economic Sentiment," Journal of Behavioral Finance, Taylor & Francis Journals, volume 22, issue 4, pages 490-498, October, DOI: 10.1080/15427560.2020.1822359.
79. Konstantinos Gkillas & Elie Bouri & Rangan Gupta & David Roubaud, 2020, "Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin," Working Papers, University of Pretoria, Department of Economics, number 202068, Jul.
    
    • Gkillas, Konstantinos & Bouri, Elie & Gupta, Rangan & Roubaud, David, 2022, "Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin," The Quarterly Review of Economics and Finance, Elsevier, volume 84, issue C, pages 398-406, DOI: 10.1016/j.qref.2020.08.004.
80. Riza Demirer & Rangan Gupta & Asli Yuksel & Aydin Yuksel, 2020, "The U.S. Term Structure and Return Volatility in Global REIT Markets," Working Papers, University of Pretoria, Department of Economics, number 202069, Jul.
    
    • Riza Demirer & Rangan Gupta & Asli Yuksel & Aydin Yuksel, 2020, "The US Term Structure and Return Volatility in Global REIT Markets," Advances in Decision Sciences, Asia University, Taiwan, volume 24, issue 3, pages 84-109, September.
81. Zhuhua Jiang & Rangan Gupta & Sowmya Subramaniam & Seong-Min Yoon, 2020, "The Effect of Air Quality and Weather on the Chinese Stock Market: Evidence from Shenzhen Stock Exchange," Working Papers, University of Pretoria, Department of Economics, number 202070, Aug.
82. Elie Bouri & Rangan Gupta & Clement Kweku Kyei & Rinsuna Shivambu, 2020, "Uncertainty and Daily Predictability of Housing Returns and Volatility of the United States: Evidence from a Higher-Order Nonparametric Causality-in-Quantiles Test," Working Papers, University of Pretoria, Department of Economics, number 202071, Aug.
    
    • Bouri, Elie & Gupta, Rangan & Kyei, Clement Kweku & Shivambu, Rinsuna, 2021, "Uncertainty and daily predictability of housing returns and volatility of the United States: Evidence from a higher-order nonparametric causality-in-quantiles test," The Quarterly Review of Economics and Finance, Elsevier, volume 82, issue C, pages 200-206, DOI: 10.1016/j.qref.2021.09.004.
83. Hossein Hassani & Mohammad Reza Yeganegi & Rangan Gupta, 2020, "Historical Forecasting of Interest Rate Mean and Volatility of the United States: Is there a Role of Uncertainty?," Working Papers, University of Pretoria, Department of Economics, number 202075, Aug.
    
    • Hossein Hassani & Mohammad Reza Yeganegi & Rangan Gupta, 2020, "Historical Forecasting Of Interest Rate Mean And Volatility Of The United States: Is There A Role Of Uncertainty?," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 04, pages 1-17, December, DOI: 10.1142/S2010495220500189.
84. Xin Sheng & Hardik A. Marfatia & Rangan Gupta & Qiang Ji, 2020, "House Price Synchronization across the US States: The Role of Structural Oil Shocks," Working Papers, University of Pretoria, Department of Economics, number 202076, Aug.
    
    • Sheng, Xin & Marfatia, Hardik A. & Gupta, Rangan & Ji, Qiang, 2021, "House price synchronization across the US states: The role of structural oil shocks," The North American Journal of Economics and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.najef.2021.101372.
85. Rangan Gupta & Hardik A. Marfatia & Christian Pierdzioch & Afees A. Salisu, 2020, "Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 202077, Aug.
    
    • Rangan Gupta & Hardik A. Marfatia & Christian Pierdzioch & Afees A. Salisu, 2022, "Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty," The Journal of Real Estate Finance and Economics, Springer, volume 64, issue 4, pages 523-545, May, DOI: 10.1007/s11146-020-09813-1.
86. Rangan Gupta & Sowmya Subramaniam & Elie Bouri & Qiang Ji, 2020, "Infectious Disease-Related Uncertainty and the Safe-Haven Characteristic of US Treasury Securities," Working Papers, University of Pretoria, Department of Economics, number 202078, Aug.
    
    • Gupta, Rangan & Subramaniam, Sowmya & Bouri, Elie & Ji, Qiang, 2021, "Infectious disease-related uncertainty and the safe-haven characteristic of US treasury securities," International Review of Economics & Finance, Elsevier, volume 71, issue C, pages 289-298, DOI: 10.1016/j.iref.2020.09.019.
87. Aviral Kumar Tiwari & Micheal Kofi Boachie & Tahir Suleman & Rangan Gupta, 2020, "Structure Dependence between Oil and Agricultural Commodities Returns: The Role of Geopolitical Risks," Working Papers, University of Pretoria, Department of Economics, number 202079, Aug.
    
    • Tiwari, Aviral Kumar & Boachie, Micheal Kofi & Suleman, Muhammed Tahir & Gupta, Rangan, 2021, "Structure dependence between oil and agricultural commodities returns: The role of geopolitical risks," Energy, Elsevier, volume 219, issue C, DOI: 10.1016/j.energy.2020.119584.
88. David Gabauer & Rangan Gupta & Jacobus Nel & Woraphon Yamaka, 2020, "Time-Varying Predictability of Labor Productivity on Inequality in United Kingdom," Working Papers, University of Pretoria, Department of Economics, number 202084, Sep.
    
    • David Gabauer & Rangan Gupta & Jacobus Nel & Woraphon Yamaka, 2021, "Time-Varying Predictability of Labor Productivity on Inequality in United Kingdom," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 155, issue 3, pages 771-788, June, DOI: 10.1007/s11205-021-02622-w.
89. Elie Bouri & Rangan Gupta & Clement Kweku Kyei & Sowmya Subramaniam, 2020, "High-Frequency Movements of the Term Structure of Interest Rates of the United States: The Role of Oil Market Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 202085, Sep.
90. Afees A. Salisu & Juncal Cunado & Kazeem Isah & Rangan Gupta, 2020, "Stock Markets and Exchange Rate Behaviour of the BRICS," Working Papers, University of Pretoria, Department of Economics, number 202086, Sep.
    
    • Afees A. Salisu & Juncal Cuñado & Kazeem Isah & Rangan Gupta, 2021, "Stock markets and exchange rate behavior of the BRICS," Journal of Forecasting, John Wiley & Sons, Ltd., volume 40, issue 8, pages 1581-1595, December, DOI: 10.1002/for.2795.
91. Joao F. Caldeira & Rangan Gupta & Hudson S. Torrent, 2020, "Forecasting U.S. Aggregate Stock Market Excess Return: Do Functional Data Analysis Add Economic Value?," Working Papers, University of Pretoria, Department of Economics, number 202087, Sep.
    
    • João F. Caldeira & Rangan Gupta & Hudson S. Torrent, 2020, "Forecasting U.S. Aggregate Stock Market Excess Return: Do Functional Data Analysis Add Economic Value?," Mathematics, MDPI, volume 8, issue 11, pages 1-16, November.
92. Xolani Sibande & Rangan Gupta & Riza Demirer & Elie Bouri, 2020, "Investor Sentiment and (Anti-)Herding in the Currency Market: Evidence from Twitter Feed Data," Working Papers, University of Pretoria, Department of Economics, number 202088, Sep.
    
    • Xolani Sibande & Rangan Gupta & Riza Demirer & Elie Bouri, 2023, "Investor Sentiment and (Anti) Herding in the Currency Market: Evidence from Twitter Feed Data," Journal of Behavioral Finance, Taylor & Francis Journals, volume 24, issue 1, pages 56-72, January, DOI: 10.1080/15427560.2021.1917579.
93. Elie Bouri & Riza Demirer & Rangan Gupta & Jacobus Nel, 2020, "COVID-19 Pandemic and Investor Herding in International Stock Markets," Working Papers, University of Pretoria, Department of Economics, number 202089, Sep.
    
    • Elie Bouri & Riza Demirer & Rangan Gupta & Jacobus Nel, 2021, "COVID-19 Pandemic and Investor Herding in International Stock Markets," Risks, MDPI, volume 9, issue 9, pages 1-11, September.
94. Ruipeng Liu & Rangan Gupta, 2020, "Investors' Uncertainty and Forecasting Stock Market Volatility," Working Papers, University of Pretoria, Department of Economics, number 202090, Sep.
    
    • Ruipeng Liu & Rangan Gupta, 2022, "Investors’ Uncertainty and Forecasting Stock Market Volatility," Journal of Behavioral Finance, Taylor & Francis Journals, volume 23, issue 3, pages 327-337, July, DOI: 10.1080/15427560.2020.1867551.
95. Christophe Andre & David Gabauer & Rangan Gupta, 2020, "Time-Varying Spillovers between Housing Sentiment and Housing Market in the United States," Working Papers, University of Pretoria, Department of Economics, number 202091, Sep.
96. Xin Sheng & Rangan Gupta & Qiang Ji, 2020, "Forecasting Charge-Off Rates with a Panel Tobit Model: The Role of Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 202092, Oct.
    
    • Xin Sheng & Rangan Gupta & Qiang Ji, 2022, "Forecasting charge-off rates with a panel Tobit model: the role of uncertainty," Applied Economics Letters, Taylor & Francis Journals, volume 29, issue 10, pages 927-931, June, DOI: 10.1080/13504851.2021.1898532.
97. Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller, 2020, "The Behavior of Real Interest Rates: New Evidence from a ``Suprasecular" Perspective," Working Papers, University of Pretoria, Department of Economics, number 202093, Oct.
98. Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar, 2020, "Linking U.S. State-Level Housing Market Returns and the Consumption-(Dis)Aggregate Wealth Ratio," Working Papers, University of Pretoria, Department of Economics, number 202094, Oct.
    
    • Balcilar, Mehmet & Gupta, Rangan & Sousa, Ricardo M. & Wohar, Mark E., 2021, "Linking U.S. State-level housing market returns, and the consumption-(Dis)Aggregate wealth ratio," International Review of Economics & Finance, Elsevier, volume 71, issue C, pages 779-810, DOI: 10.1016/j.iref.2020.10.011.
99. Rangan Gupta & Christian Pierdzioch & Afees A. Salisu, 2020, "Oil-Price Uncertainty and the U.K. Unemployment Rate: A Forecasting Experiment with Random Forests Using 150 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 202095, Oct.
    
    • Gupta, Rangan & Pierdzioch, Christian & Salisu, Afees A., 2022, "Oil-price uncertainty and the U.K. unemployment rate: A forecasting experiment with random forests using 150 years of data," Resources Policy, Elsevier, volume 77, issue C, DOI: 10.1016/j.resourpol.2022.102662.
100. Shixuan Wang & Rangan Gupta & Yue-Jun Zhang, 2020, "Bear, Bull, Sidewalk, and Crash: The Evolution of the US Stock Market Using Over a Century of Daily Data," Working Papers, University of Pretoria, Department of Economics, number 202097, Oct.
     
     • Wang, Shixuan & Gupta, Rangan & Zhang, Yue-Jun, 2021, "Bear, Bull, Sidewalk, and Crash: The Evolution of the US Stock Market Using Over a Century of Daily Data," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.101998.
101. Elie Bouri & Rangan Gupta & Anandamayee Majumdar & Sowmya Subramaniam, 2020, "Time-Varying Risk Aversion and Forecastability of the US Term Structure of Interest Rates," Working Papers, University of Pretoria, Department of Economics, number 202098, Oct.
     
     • Bouri, Elie & Gupta, Rangan & Majumdar, Anandamayee & Subramaniam, Sowmya, 2021, "Time-varying risk aversion and forecastability of the US term structure of interest rates," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2021.101924.
102. Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2020, "Uncertainty due to Infectious Diseases and Forecastability of the Realized Variance of US REITs: A Note," Working Papers, University of Pretoria, Department of Economics, number 202099, Oct.
103. J.A. Bohlmann & Roula Inglesi-Lotz, 2020, "Examining the Determinants of Electricity Demand by South African Households per Income Level," Working Papers, University of Pretoria, Department of Economics, number 202081, Sep.
     
     • Bohlmann, J.A. & Inglesi-Lotz, R., 2021, "Examining the determinants of electricity demand by South African households per income level," Energy Policy, Elsevier, volume 148, issue PA, DOI: 10.1016/j.enpol.2020.111901.
     • Jessika A. Bohlmann & Roula Inglesi-Lotz, 2020, "Examining the determinants of electricity demand by South African households per income level," ERSA Working Paper Series, Economic Research Southern Africa, number 833, Sep.
104. Sampi Bravo,James Robert Ezequiel & Jooste,Charl, 2020, "Nowcasting Economic Activity in Times of COVID-19 : An Approximation from the Google Community Mobility Report," Policy Research Working Paper Series, The World Bank, number 9247, May.
105. Yuxiang Ye & Steven F. Koch, 2020, "Measuring Energy Poverty in South Africa Based on Household Required Energy Consumption," Working Papers, University of Pretoria, Department of Economics, number 2020108, Dec.
     
     • Ye, Yuxiang & Koch, Steven F., 2021, "Measuring energy poverty in South Africa based on household required energy consumption," Energy Economics, Elsevier, volume 103, issue C, DOI: 10.1016/j.eneco.2021.105553.
106. Steven F. Koch & Evelyn Tshela, 2020, "The Impact of Diabetes on Labour Market Outcomes," Working Papers, University of Pretoria, Department of Economics, number 2020109, Dec.
     
     • Steven F. Koch & Evelyn Thsehla, 2022, "The impact of diabetes on labour market outcomes," Development Southern Africa, Taylor & Francis Journals, volume 39, issue 3, pages 424-456, May, DOI: 10.1080/0376835X.2021.2015291.
107. Steven F. Koch & Naomi Setshegetso, 2020, "Progressivity of Out-of-Pocket Payments and its Determinants Decomposed Over Time," Working Papers, University of Pretoria, Department of Economics, number 2020112, Dec.
     
     • Steven F. Koch & Naomi Setshegetso, 2021, "Progressivity of out-of-pocket payments and its determinants decomposed over time," Development Southern Africa, Taylor & Francis Journals, volume 38, issue 5, pages 731-749, September, DOI: 10.1080/0376835X.2021.1880373.
108. Yuxiang Ye & Steven F. Koch & Jiangfeng Zhang, 2020, "Modelling Required Energy Consumption with Equivalence Scales," Working Papers, University of Pretoria, Department of Economics, number 202014, Feb.
109. Makochekanwa, Albert, 2020, "Informal Economy in SSA: Characteristics, size and tax potential," MPRA Paper, University Library of Munich, Germany, number 98644, Feb.
110. Alain Kabundi & Tumisang Loate & Nicola Viegi, 2020, "Spillovers of the Conventional and Unconventional Monetary Policy from the US to South Africa," Working Papers, University of Pretoria, Department of Economics, number 202033, Apr.
     
     • Alain Kabundi & Tumisang Loate & Nicola Viegi, 2020, "Spillovers of the Conventional and Unconventional Monetary Policy from the US to South Africa," South African Journal of Economics, Economic Society of South Africa, volume 88, issue 4, pages 435-471, December, DOI: 10.1111/saje.12262.
     • Alain Kabundi & Nicola Viegi & Tumisang Loate-Ntsoko, 2020, "Spillovers of the Conventional and Unconventional Monetary Policy from the US to South Africa," ERSA Working Paper Series, Economic Research Southern Africa, number 818, Apr.
111. Alberto Coco & Nicola Viegi, 2020, "The monetary policy of the South African Reserve Bank stance communication and credibility," Working Papers, South African Reserve Bank, number 10024, Jun.
     
     • Alberto Coco & Nicola Viegi, 2019, "The monetary policy of the South African Reserve Bank: stance, communication and credibility," ERSA Working Paper Series, Economic Research Southern Africa, number 788, Jul.
112. Ludwig, Alexander & Grevenbrock, Nils & Groneck, Max & Zimper, Alexander, 2020, "Cognition, Optimism and the Formation of Age-Dependent Survival Beliefs," CEPR Discussion Papers, Centre for Economic Policy Research, number 14539, Mar.
     
     • Nils Grevenbrock & Max Groneck & Alexander Ludwig & Alexander Zimper, 2021, "Cognition, Optimism, And The Formation Of Age‐Dependent Survival Beliefs," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 62, issue 2, pages 887-918, May, DOI: 10.1111/iere.12497.
     • Nils Grevenbrock & Max Groneck & Alexander Ludwig & Alexander Zimper, 2020, "Cognition, Optimism and the Formation of Age-Dependent Survival Beliefs," Working Papers, Human Capital and Economic Opportunity Working Group, number 2020-018, Mar.
     • Grevenbrock, Nils & Groneck, Max & Ludwig, Alexander & Zimper, Alexander, 2018, "Cognition, Optimism and the Formation of Age-Dependent Survival Beliefs," MEA discussion paper series, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy, number 201801, Feb.
     • Grevenbrock, Nils & Groneck, Max & Ludwig, Alexander & Zimper, Alexander, 2020, "Cognition, optimism and the formation of age-dependent survival beliefs," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 200, revised 2020, DOI: 10.2139/ssrn.3124791.
     • Grevenbrock, Nils & Groneck, Max & Ludwig, Alexander & Zimper, Alexander, 2018, "Cognition, optimism and the formation of age-dependent survival beliefs," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 18-015.

2019

1. Leone Walters & Manoel Bittencourt & Carolyn Chisadza, 2019, "Public Infrastructure Provision and Ethnic Favouritism: Evidence from South Africa," Working Papers, University of Pretoria, Department of Economics, number 201949, Jun.
   
   • Leoné Walters & Manoel Bittencourt & Carolyn Chisadza, 2023, "Public infrastructure provision and ethnic favouritism: Evidence from South Africa," Economics of Transition and Institutional Change, John Wiley & Sons, volume 31, issue 1, pages 33-65, January, DOI: 10.1111/ecot.12325.
   • Carolyn Chisadza & Leoné Walters & Manoel Bittencourt, 2019, "Public Infrastructure Provision and Ethnic Favouritism: Evidence from South Africa," ERSA Working Paper Series, Economic Research Southern Africa, number 787, Jul.
2. Carolyn Chisadza & Matthew Clance & Rangan Gupta & Mark E. Wohar, 2019, "Giant Oil Discoveries and Conflicts," Working Papers, University of Pretoria, Department of Economics, number 201964, Aug.
   
   • Carolyn Chisadza & Matthew Clance & Rangan Gupta & Mark E. Wohar, 2024, "Giant oil discoveries and conflicts," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, volume 26, issue 6, pages 15681-15710, June, DOI: 10.1007/s10668-023-03270-5.
3. Matthew Clance & Wei Ma & Ruthira Naraidoo, 2019, "International Consumption Risk Sharing and Trade Transaction Costs," Working Papers, University of Pretoria, Department of Economics, number 201932, Apr.
4. Matthew W. Clance & Giray Gozgor & Rangan Gupta & Chi Keung Marco Lau, 2019, "The Relationship between Economic Uncertainty and Corporate Tax Rates," Working Papers, University of Pretoria, Department of Economics, number 201945, Jun.
5. Shinhye Chang & Matthew W. Clance & Giray Gozgor & Rangan Gupta, 2019, "A Reconsideration of Kuznets Curve across Countries: Evidence from the Co-summability Approach," Working Papers, University of Pretoria, Department of Economics, number 201970, Sep.
6. Renee van Eyden & Rangan Gupta & Xin Sheng & Mark E. Wohar, 2019, "Impact of Oil Price Volatility on State-Level Consumption of the United States: The Role of Oil Dependence," Working Papers, University of Pretoria, Department of Economics, number 201969, Aug.
7. Augustin Kwasi Fosu & Abdul Fatawu Abass, 2019, "Domestic Credit and Export Diversification: Africa from a Global Perspective," CSAE Working Paper Series, Centre for the Study of African Economies, University of Oxford, number 2019-04.
   
   • Augustin Kwasi Fosu & Abdul Fatawu Abass, 2019, "Domestic Credit and Export Diversification: Africa from a Global Perspective," Journal of African Business, Taylor & Francis Journals, volume 20, issue 2, pages 160-179, April, DOI: 10.1080/15228916.2019.1582295.
   • Augustin Kwasi Fosu & Abdul Fatawu Abass, 2019, "Domestic Credit and Export Diversification: Africa from a Global Perspective," Working Papers, University of Pretoria, Department of Economics, number 201924, Mar.
8. Théophile Azomahou & Yoseph Y. Getachew & Eleni A. Yitbarek, 2019, "Share the Love: Parental Bias, Women Empowerment and Intergenerational Mobility," Post-Print, HAL, number hal-02315246, Jun.
   
   • Asiedu, Elizabeth & Azomahou, Théophile T. & Getachew, Yoseph & Yitbarek, Eleni, 2021, "Share the love: Parental bias, women empowerment and intergenerational mobility," Journal of Economic Behavior & Organization, Elsevier, volume 191, issue C, pages 846-867, DOI: 10.1016/j.jebo.2021.09.039.
9. Patricia Funjika & Yoseph Getachew, 2019, "Colonial origin, ethnicity, and intergeneration mobility in Africa," WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER), number wp-2019-64.
   
   • Funjika, Patricia & Getachew, Yoseph Y., 2022, "Colonial origin, ethnicity and intergenerational mobility in Africa," World Development, Elsevier, volume 153, issue C, DOI: 10.1016/j.worlddev.2022.105841.
10. Massimiliano Caporin & Rangan Gupta & Francesco Ravazzolo, 2019, "Contagion between Real Estate and Financial Markets: A Bayesian Quantile-on-Quantile Approach," BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen, number BEMPS61, Feb.
    
    • Caporin, Massimiliano & Gupta, Rangan & Ravazzolo, Francesco, 2021, "Contagion between real estate and financial markets: A Bayesian quantile-on-quantile approach," The North American Journal of Economics and Finance, Elsevier, volume 55, issue C, DOI: 10.1016/j.najef.2020.101347.
    • Massimiliano Caporin & Rangan Gupta & Francesco Ravazzolo, 2019, "Contagion between Real Estate and Financial Markets: A Bayesian Quantile-on-Quantile Approach," Working Papers, University of Pretoria, Department of Economics, number 201913, Feb.
11. Asai, M. & Gupta, R. & McAleer, M.J., 2019, "The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2019-16, Mar.
    
    • Manabu Asai & Rangan Gupta & Michael McAleer, 2019, "The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures," Energies, MDPI, volume 12, issue 17, pages 1-17, September.
    • Manabu Asai & Rangan Gupta & Michael McAleer, 2019, "The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures," Working Papers, University of Pretoria, Department of Economics, number 201925, Mar.
    • Manabu Asai & Rangan Gupta & Michael McAleer, 2019, "The Impact of jumps and leverage in forecasting the co-volatility of oil and gold futures," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2019-12, Mar.
12. Oguzhan Cepni & Selcuk Gul & Rangan Gupta, 2019, "Local Currency Bond Risk Premia of Emerging Markets: The Role of Local and Global Factors," Working Papers, University of Pretoria, Department of Economics, number 201901, Jan.
    
    • Cepni, Oguzhan & Gul, Selcuk & Gupta, Rangan, 2020, "Local currency bond risk premia of emerging markets: The role of local and global factors," Finance Research Letters, Elsevier, volume 33, issue C, DOI: 10.1016/j.frl.2019.05.001.
13. Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2019, "Rise and Fall of Calendar Anomalies over a Century," Working Papers, University of Pretoria, Department of Economics, number 201902, Jan.
    
    • Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E., 2019, "Rise and fall of calendar anomalies over a century," The North American Journal of Economics and Finance, Elsevier, volume 49, issue C, pages 181-205, DOI: 10.1016/j.najef.2019.04.011.
14. Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2019, "Forecasting Realized Oil-Price Volatility: The Role of Financial Stress and Asymmetric Loss," Working Papers, University of Pretoria, Department of Economics, number 201903, Jan.
    
    • Gkillas, Konstantinos & Gupta, Rangan & Pierdzioch, Christian, 2020, "Forecasting realized oil-price volatility: The role of financial stress and asymmetric loss," Journal of International Money and Finance, Elsevier, volume 104, issue C, DOI: 10.1016/j.jimonfin.2020.102137.
15. Semih Emre Cekin & Besma Hkiri & Aviral Kumar Tiwari & Rangan Gupta, 2019, "The Relationship between Monetary Policy and Uncertainty in Advanced Economies: Evidence from Time- and Frequency-Domains," Working Papers, University of Pretoria, Department of Economics, number 201904, Jan.
    
    • Çekin, Semih Emre & Hkiri, Besma & Tiwari, Aviral Kumar & Gupta, Rangan, 2020, "The relationship between monetary policy and uncertainty in advanced economies: Evidence from time- and frequency-domains," The Quarterly Review of Economics and Finance, Elsevier, volume 78, issue C, pages 70-87, DOI: 10.1016/j.qref.2020.05.010.
16. Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2019, "Forecasting Realized Volatility of Bitcoin Returns: Tail Events and Asymmetric Loss," Working Papers, University of Pretoria, Department of Economics, number 201905, Jan.
    
    • Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2021, "Forecasting realized volatility of bitcoin returns: tail events and asymmetric loss," The European Journal of Finance, Taylor & Francis Journals, volume 27, issue 16, pages 1626-1644, November, DOI: 10.1080/1351847X.2021.1906728.
17. Oguzhan Cepni & Riza Demirer & Rangan Gupta & Christian Pierdzioch, 2019, "Time-Varying Risk Aversion and the Predictability of Bond Premia," Working Papers, University of Pretoria, Department of Economics, number 201906, Jan.
    
    • Çepni, Oğguzhan & Demirer, Riza & Gupta, Rangan & Pierdzioch, Christian, 2020, "Time-varying risk aversion and the predictability of bond premia," Finance Research Letters, Elsevier, volume 34, issue C, DOI: 10.1016/j.frl.2019.07.014.
18. Christina Christou & Giray Gozgor & Rangan Gupta & Chi-Keung (Marco) Lau, 2019, "Are Uncertainties across the World Convergent?," Working Papers, University of Pretoria, Department of Economics, number 201907, Jan.
    
    • Christina Christou & Giray Gozgor & Rangan Gupta & Chi keung Marco Lau, 2020, "Are Uncertainties across the World Convergent?," Economics Bulletin, AccessEcon, volume 40, issue 1, pages 855-862.
19. Sonali Das & Riza Demirer & Rangan Gupta & Siphumlile Mangisa, 2019, "The Effect of Global Crises on Stock Market Correlations: Evidence from Scalar Regressions via Functional Data Analysis," Working Papers, University of Pretoria, Department of Economics, number 201908, Jan.
    
    • Das, Sonali & Demirer, Riza & Gupta, Rangan & Mangisa, Siphumlile, 2019, "The effect of global crises on stock market correlations: Evidence from scalar regressions via functional data analysis," Structural Change and Economic Dynamics, Elsevier, volume 50, issue C, pages 132-147, DOI: 10.1016/j.strueco.2019.05.007.
20. Vasilios Plakandaras & Aviral Kumar Tiwari & Rangan Gupta & Qiang Ji, 2019, "Spillover of Sentiment in the European Union: Evidence from Time- and Frequency-Domains," Working Papers, University of Pretoria, Department of Economics, number 201909, Feb.
    
    • Plakandaras, Vasilios & Tiwari, Aviral Kumar & Gupta, Rangan & Ji, Qiang, 2020, "Spillover of sentiment in the European Union: Evidence from time- and frequency-domains," International Review of Economics & Finance, Elsevier, volume 68, issue C, pages 105-130, DOI: 10.1016/j.iref.2020.03.014.
21. Rangan Gupta & Chi-Keung (Marco) Lau & Xin Sheng, 2019, "Macroeconomic Uncertainty Connections across the US States: Evidence from a Bayesian Graphical Structural VAR (BGSVAR) Model," Working Papers, University of Pretoria, Department of Economics, number 201910, Feb.
22. Joao F. Caldeira & Rangan Gupta & Tahir Suleman & Hudson S. Torrent, 2019, "Forecasting the Term Structure of Interest Rates of the BRICS: Evidence from a Nonparametric Functional Data Analysis," Working Papers, University of Pretoria, Department of Economics, number 201911, Feb.
    
    • João Frois Caldeira & Rangan Gupta & Muhammad Tahir Suleman & Hudson S. Torrent, 2021, "Forecasting the Term Structure of Interest Rates of the BRICS: Evidence from a Nonparametric Functional Data Analysis," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 57, issue 15, pages 4312-4329, December, DOI: 10.1080/1540496X.2020.1808458.
23. Oguzhan Cepni & Rangan Gupta & Mark E. Wohar, 2019, "Variants of Consumption-Wealth Ratios and Predictability of U.S. Government Bond Risk Premia: Old is still Gold," Working Papers, University of Pretoria, Department of Economics, number 201912, Feb.
24. Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2019, "Halloween Effect in Developed Stock Markets: A US Perspective," Working Papers, University of Pretoria, Department of Economics, number 201914, Feb.
25. Mehmet Balcilar & Riza Demirer & Rangan Gupta & Mark E. Wohar, 2019, "The Risk Exposures of Safe Havens to Global and Regional Stock Market Shocks: A Novel Approach," Working Papers, University of Pretoria, Department of Economics, number 201915, Feb.
26. Hardik A. Marfatia & Rangan Gupta & Esin Cakan, 2019, "Dynamic Impact of the U.S. Monetary Policy on Oil Market Returns and Volatility," Working Papers, University of Pretoria, Department of Economics, number 201916, Feb.
    
    • Marfatia, Hardik A. & Gupta, Rangan & Cakan, Esin, 2021, "Dynamic impact of the U.S. monetary policy on oil market returns and volatility," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 159-169, DOI: 10.1016/j.qref.2021.02.002.
27. Elie Bouri & Rangan Gupta & Shixuan Wang, 2019, "Contagion between Stock and Real Estate Markets: International Evidence from a Local Gaussian Correlation Approach," Working Papers, University of Pretoria, Department of Economics, number 201917, Feb.
28. Aviral Kumar Tiwari & Goodness C. Aye & Rangan Gupta & Konstantinos Gkillas, 2019, "Gold-Oil Dependence Dynamics and the Role of Geopolitical Risks: Evidence from a Markov-Switching Time-Varying Copula Model," Working Papers, University of Pretoria, Department of Economics, number 201918, Mar.
    
    • Tiwari, Aviral Kumar & Aye, Goodness C. & Gupta, Rangan & Gkillas, Konstantinos, 2020, "Gold-oil dependence dynamics and the role of geopolitical risks: Evidence from a Markov-switching time-varying copula model," Energy Economics, Elsevier, volume 88, issue C, DOI: 10.1016/j.eneco.2020.104748.
29. Mehmet Balcilar & Rangan Gupta & Shixuan Wang & Mark E. Wohar, 2019, "Oil Price Uncertainty and Movements in the US Government Bond Risk Premia," Working Papers, University of Pretoria, Department of Economics, number 201919, Mar.
    
    • Balcilar, Mehmet & Gupta, Rangan & Wang, Shixuan & Wohar, Mark E., 2020, "Oil price uncertainty and movements in the US government bond risk premia," The North American Journal of Economics and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.najef.2020.101147.
30. Rangan Gupta & Philton Makena, 2019, "Inflation Aversion and the Growth-Inflation Relationship," Working Papers, University of Pretoria, Department of Economics, number 201920, Mar.
    
    • Rangan Gupta & Philton Makena, 2019, "Inflation Aversion and the Growth-Inflation Relationship," Annals of Economics and Finance, Society for AEF, volume 20, issue 2, pages 803-815, November.
31. Esin Cakan & Riza Demirer & Rangan Gupta & Josine Uwilingiye, 2019, "Economic Policy Uncertainty and Herding Behavior: Evidence from the South African Housing Market," Working Papers, University of Pretoria, Department of Economics, number 201921, Mar.
    
    • Esin Cakan & Riza Demirer & Rangan Gupta & Josine Uwilingiye, 2019, "Economic Policy Uncertainty and Herding Behavior Evidence from the South African Housing Market," Advances in Decision Sciences, Asia University, Taiwan, volume 23, issue 1, pages 88-113, March.
32. Giorgio Canarella & Rangan Gupta & Stephen M. Miller & Tolga Omay, 2019, "Does U.K.’s Real GDP have a Unit Root? Evidence from a Multi-Century Perspective," Working Papers, University of Pretoria, Department of Economics, number 201926, Mar.
33. Elie Bouri & Rangan Gupta & Chi Keung Marco Lau & David Roubaud, 2019, "Risk Aversion and Bitcoin Returns in Normal, Bull, and Bear Markets," Working Papers, University of Pretoria, Department of Economics, number 201927, Mar.
34. Christina Christou & Ruthira Naraidoo & Rangan Gupta & Christis Hassapis, 2019, "Monetary Policy Reaction to Uncertainty in Japan: Evidence from a Quantile-on-Quantile Interest Rate Rule," Working Papers, University of Pretoria, Department of Economics, number 201929, Apr.
    
    • Christina Christou & Ruthira Naraidoo & Rangan Gupta & Christis Hassapis, 2022, "Monetary policy reaction to uncertainty in Japan: Evidence from a quantile‐on‐quantile interest rate rule," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 27, issue 2, pages 2041-2053, April, DOI: 10.1002/ijfe.2258.
35. Qiang Ji & Walid Bahloul & Jiang-bo Geng & Rangan Gupta, 2019, "Does Trading Behaviour Converge across Commodity Markets? Evidence from the Perspective of Hedgers’ Sentiment," Working Papers, University of Pretoria, Department of Economics, number 201930, Apr.
36. Samrat Goswami & Rangan Gupta & Mark E. Wohar, 2019, "Historical Volatility of Advanced Equity Markets: The Role of Local and Global Crises," Working Papers, University of Pretoria, Department of Economics, number 201931, Apr.
    
    • Goswami, Samrat & Gupta, Rangan & Wohar, Mark E., 2020, "Historical volatility of advanced equity markets: The role of local and global crises," Finance Research Letters, Elsevier, volume 34, issue C, DOI: 10.1016/j.frl.2019.08.013.
37. Edmond Berisha & Rangan Gupta & John Meszaros, 2019, "Fisher Variables and Income Inequality in the BRICS," Working Papers, University of Pretoria, Department of Economics, number 201933, Apr.
38. Aviral Kumar Tiwari & Rangan Gupta & Mark E. Wohar, 2019, "Is the Housing Market in the United States Really Weakly-Efficient?," Working Papers, University of Pretoria, Department of Economics, number 201934, Apr.
    
    • Aviral Kumar Tiwari & Rangan Gupta & Mark E. Wohar, 2020, "Is the Housing Market in the United States Really Weakly-Efficient?," Applied Economics Letters, Taylor & Francis Journals, volume 27, issue 14, pages 1124-1134, July, DOI: 10.1080/13504851.2019.1673296.
39. Saban Nazlioglu & Rangan Gupta & Elie Bouri, 2019, "Movements in International Bond Markets: The Role of Oil Prices," Working Papers, University of Pretoria, Department of Economics, number 201935, Apr.
    
    • Nazlioglu, Saban & Gupta, Rangan & Bouri, Elie, 2020, "Movements in international bond markets: The role of oil prices," International Review of Economics & Finance, Elsevier, volume 68, issue C, pages 47-58, DOI: 10.1016/j.iref.2020.03.004.
40. Oguzhan Cepni & Rangan Gupta & Mark E. Wohar, 2019, "The Role of Real Estate Uncertainty in Predicting US Home Sales Growth: Evidence from a Quantiles-Based Bayesian Model Averaging Approach," Working Papers, University of Pretoria, Department of Economics, number 201936, May.
    
    • Oğuzhan Çepni & Rangan Gupta & Mark E. Wohar, 2020, "The role of real estate uncertainty in predicting US home sales growth: evidence from a quantiles-based Bayesian model averaging approach," Applied Economics, Taylor & Francis Journals, volume 52, issue 5, pages 528-536, January, DOI: 10.1080/00036846.2019.1654082.
41. Deven Bathia & Christos Bouras & Riza Demirer & Rangan Gupta, 2019, "Cross-Border Capital Flows and Return Dynamics in Emerging Stock Markets: Relative Roles of Equity and Debt Flows," Working Papers, University of Pretoria, Department of Economics, number 201937, May.
    
    • Bathia, Deven & Bouras, Christos & Demirer, Riza & Gupta, Rangan, 2020, "Cross-border capital flows and return dynamics in emerging stock markets: Relative roles of equity and debt flows," Journal of International Money and Finance, Elsevier, volume 109, issue C, DOI: 10.1016/j.jimonfin.2020.102258.
42. Elie Bouri & Riza Demirer & Rangan Gupta & Xiaojin Sun, 2019, "The Predictability of Stock Market Volatility in Emerging Economies: Relative Roles of Local, Regional and Global Business Cycles," Working Papers, University of Pretoria, Department of Economics, number 201938, May.
    
    • Elie Bouri & Riza Demirer & Rangan Gupta & Xiaojin Sun, 2020, "The predictability of stock market volatility in emerging economies: Relative roles of local, regional, and global business cycles," Journal of Forecasting, John Wiley & Sons, Ltd., volume 39, issue 6, pages 957-965, September, DOI: 10.1002/for.2672.
43. Elie Bouri & Konstantinos Gkillas & Rangan Gupta & Clement Kyei, 2019, "Monetary Policy Uncertainty and Volatility Jumps in Advanced Equity Markets," Working Papers, University of Pretoria, Department of Economics, number 201939, May.
44. Heni Boubaker & Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta, 2019, "Global Crises and Gold as a Safe Haven: Evidence from Over Seven and a Half Centuries of Data," Working Papers, University of Pretoria, Department of Economics, number 201941, May.
    
    • Boubaker, Heni & Cunado, Juncal & Gil-Alana, Luis A. & Gupta, Rangan, 2020, "Global crises and gold as a safe haven: Evidence from over seven and a half centuries of data," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 540, issue C, DOI: 10.1016/j.physa.2019.123093.
45. Rangan Gupta & Hardik A. Marfatia & Eric Olson, 2019, "Effect of Uncertainty on U.S. Stock Returns and Volatility: Evidence from Over Eighty Years of High-Frequency Data," Working Papers, University of Pretoria, Department of Economics, number 201942, May.
    
    • Rangan Gupta & Hardik A. Marfatia & Eric Olson, 2020, "Effect of uncertainty on U.S. stock returns and volatility: evidence from over eighty years of high-frequency data," Applied Economics Letters, Taylor & Francis Journals, volume 27, issue 16, pages 1305-1311, September, DOI: 10.1080/13504851.2019.1677846.
46. Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2019, "Forecasting Realized Gold Volatility: Is there a Role of Geopolitical Risks?," Working Papers, University of Pretoria, Department of Economics, number 201943, May.
    
    • Gkillas, Konstantinos & Gupta, Rangan & Pierdzioch, Christian, 2020, "Forecasting realized gold volatility: Is there a role of geopolitical risks?," Finance Research Letters, Elsevier, volume 35, issue C, DOI: 10.1016/j.frl.2019.08.028.
47. David Gabauer & Rangan Gupta, 2019, "Spillovers across Macroeconomic, Financial and Real Estate Uncertainties: A Time-Varying Approach," Working Papers, University of Pretoria, Department of Economics, number 201944, Jun.
    
    • Gabauer, David & Gupta, Rangan, 2020, "Spillovers across macroeconomic, financial and real estate uncertainties: A time-varying approach," Structural Change and Economic Dynamics, Elsevier, volume 52, issue C, pages 167-173, DOI: 10.1016/j.strueco.2019.09.009.
48. Afees A. Salisu & Rangan Gupta, 2019, "How do Housing Returns in Emerging Countries Respond to Oil Shocks? A MIDAS Touch," Working Papers, University of Pretoria, Department of Economics, number 201946, Jun.
    
    • Afees A. Salisu & Rangan Gupta, 2021, "How Do Housing Returns in Emerging Countries Respond to Oil Shocks? A MIDAS Touch," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 57, issue 15, pages 4286-4311, December, DOI: 10.1080/1540496X.2020.1807322.
49. Aviral Kumar Tiwari & Christophe Andre & Rangan Gupta, 2019, "Spillovers between US Real Estate and Financial Assets in Time and Frequency Domains," Working Papers, University of Pretoria, Department of Economics, number 201947, Jun.
    
    • Aviral Kumar Tiwari & Christophe André & Rangan Gupta, 2020, "Spillovers between US real estate and financial assets in time and frequency domains," Journal of Property Investment & Finance, Emerald Group Publishing Limited, volume 38, issue 6, pages 525-537, April, DOI: 10.1108/JPIF-08-2019-0110.
50. Elie Bouri & Konstantinos Gkillas & Rangan Gupta, 2019, "Trade Uncertainties and the Hedging Abilities of Bitcoin," Working Papers, University of Pretoria, Department of Economics, number 201948, Jun.
    
    • Elie Bouri & Konstantinos Gkillas & Rangan Gupta, 2020, "Trade uncertainties and the hedging abilities of Bitcoin," Economic Notes, Banca Monte dei Paschi di Siena SpA, volume 49, issue 3, September, DOI: 10.1111/ecno.12173.
51. Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2019, "Historical Evolution of Monthly Anomalies in International Stock Markets," Working Papers, University of Pretoria, Department of Economics, number 201950, Jun.
    
    • Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E., 2020, "Historical evolution of monthly anomalies in international stock markets," Research in International Business and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.ribaf.2019.101127.
52. Manabu Asai & Rangan Gupta & Michael McAleer, 2019, "Forecasting Volatility and Co-volatility of Crude Oil and Gold Futures: Effects of Leverage, Jumps, Spillovers, and Geopolitical Risks," Working Papers, University of Pretoria, Department of Economics, number 201951, Jul.
    
    • Asai, Manabu & Gupta, Rangan & McAleer, Michael, 2020, "Forecasting volatility and co-volatility of crude oil and gold futures: Effects of leverage, jumps, spillovers, and geopolitical risks," International Journal of Forecasting, Elsevier, volume 36, issue 3, pages 933-948, DOI: 10.1016/j.ijforecast.2019.10.003.
53. Aviral Kumar Tiwari & Rangan Gupta & Juncal Cunado & Xin Sheng, 2019, "Testing the White Noise Hypothesis in High-Frequency Housing Returns of the United States," Working Papers, University of Pretoria, Department of Economics, number 201952, Jul.
    
    • Aviral Kumar Tiwari & Rangan Gupta & Juncal Cunado & Xin Sheng, 2020, "Testing the white noise hypothesis in high-frequency housing returns of the United States," Economics and Business Letters, Oviedo University Press, volume 9, issue 3, pages 178-188.
54. Petre Caraiani & Rangan Gupta & Chi Keung Marco Lau & Hardik A. Marfatia, 2019, "Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment," Working Papers, University of Pretoria, Department of Economics, number 201953, Jul.
    
    • Petre Caraiani & Rangan Gupta & Chi Keung Marco Lau & Hardik A. Marfatia, 2022, "Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment," Journal of Behavioral Finance, Taylor & Francis Journals, volume 23, issue 3, pages 241-261, July, DOI: 10.1080/15427560.2020.1865963.
55. Saban Nazlioglu & Rangan Gupta & Alper Gormus & Ugur Soytas, 2019, "Price and Volatility Linkages between International REITs and Oil Markets," Working Papers, University of Pretoria, Department of Economics, number 201954, Jul.
    
    • Nazlioglu, Saban & Gupta, Rangan & Gormus, Alper & Soytas, Ugur, 2020, "Price and volatility linkages between international REITs and oil markets," Energy Economics, Elsevier, volume 88, issue C, DOI: 10.1016/j.eneco.2020.104779.
56. Elie Bouri & Rangan Gupta, 2019, "Predicting Bitcoin Returns: Comparing the Roles of Newspaper- and Internet Search-Based Measures of Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 201955, Jul.
    
    • Bouri, Elie & Gupta, Rangan, 2021, "Predicting Bitcoin returns: Comparing the roles of newspaper- and internet search-based measures of uncertainty," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2019.101398.
57. Hardik A. Marfatia & Rangan Gupta & Stephen M. Miller, 2019, "125 Years of Time-Varying Effects of Fiscal Policy on Financial Markets," Working Papers, University of Pretoria, Department of Economics, number 201956, Jul.
    
    • Hardik A. Marfatia & Rangan Gupta & Stephen M. Miller, 2020, "125 Years of Time-Varying Effects of Fiscal Policy on Financial Markets," Working papers, University of Connecticut, Department of Economics, number 2020-12, Aug.
58. Oguzhan Cepni & Rangan Gupta & I. Ethem Guney & M. Hasan Yilmaz, 2019, "Forecasting Local Currency Bond Risk Premia of Emerging Markets: The Role of Cross-Country Macro-Financial Linkages," Working Papers, University of Pretoria, Department of Economics, number 201957, Jul.
    
    • Oguzhan Cepni & Rangan Gupta & I. Ethem Güney & M. Yilmaz, 2020, "Forecasting local currency bond risk premia of emerging markets: The role of cross‐country macrofinancial linkages," Journal of Forecasting, John Wiley & Sons, Ltd., volume 39, issue 6, pages 966-985, September, DOI: 10.1002/for.2669.
59. Yener Coskun & Christos Bouras & Rangan Gupta & Mark E. Wohar, 2019, "Multi-Horizon Financial and Housing Wealth Effects across the U.S. States," Working Papers, University of Pretoria, Department of Economics, number 201958, Aug.
    
    • Yener Coskun & Christos Bouras & Rangan Gupta & Mark E. Wohar, 2021, "Multi-Horizon Financial and Housing Wealth Effects across the U.S. States," Sustainability, MDPI, volume 13, issue 3, pages 1-20, January.
60. Abdulnasser Hatemi-J & Mohamed A. Hajji & Elie Bouri & Rangan Gupta, 2019, "The Benefits of Diversification between Bitcoin, Bonds, Equities and the US Dollar: A Matter of Portfolio Construction," Working Papers, University of Pretoria, Department of Economics, number 201959, Aug.
    
    • Abdulnasser Hatemi-J & Mohamed A. Hajji & Elie Bouri & Rangan Gupta, 2022, "The Benefits of Diversification Between Bitcoin, Bonds, Equities and the US Dollar: A Matter of Portfolio Construction," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., volume 39, issue 04, pages 1-11, August, DOI: 10.1142/S0217595920400242.
61. Rangan Gupta & Philton Makena, 2019, "Growth Dynamics, Multiple Equilibria, and Local Indeterminacy in an Endogenous Growth Model of Money, Banking and Inflation Targeting," Working Papers, University of Pretoria, Department of Economics, number 201960, Aug.
    
    • Rangan Gupta & Philton Makena, 2020, "Growth Dynamics, Multiple Equilibria, and Local Indeterminacy in an Endogenous Growth Model of Money, Banking and Inflation Targeting," Economies, MDPI, volume 8, issue 1, pages 1-14, March.
62. Christina Christou & David Gabauer & Rangan Gupta, 2019, "Time-Varying Impact of Uncertainty Shocks on Macroeconomic Variables of the United Kingdom: Evidence from Over 150 Years of Monthly Data," Working Papers, University of Pretoria, Department of Economics, number 201962, Aug.
    
    • Christou, Christina & Gabauer, David & Gupta, Rangan, 2020, "Time-Varying impact of uncertainty shocks on macroeconomic variables of the united kingdom: Evidence from over 150 years of monthly data," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2019.101363.
63. Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2019, "Price Gap Anomaly in the US Stock Market: The Whole Story," Working Papers, University of Pretoria, Department of Economics, number 201963, Aug.
    
    • Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E., 2020, "Price gap anomaly in the US stock market: The whole story," The North American Journal of Economics and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.najef.2020.101177.
64. Besma Hkiri & Juncal Cunado & Mehmet Balcilar & Rangan Gupta, 2019, "Time-Varying Relationship between Conventional and Unconventional Monetary Policies and Risk Aversion: International Evidence from Time- and Frequency-Domains," Working Papers, University of Pretoria, Department of Economics, number 201965, Aug.
    
    • Besma Hkiri & Juncal Cunado & Mehmet Balcilar & Rangan Gupta, 2021, "Time-varying relationship between conventional and unconventional monetary policies and risk aversion: international evidence from time- and frequency-domains," Empirical Economics, Springer, volume 61, issue 6, pages 2963-2983, December, DOI: 10.1007/s00181-020-02004-0.
65. Matteo Bonato & Rangan Gupta & Chi Keung Marco Lau & Shixuan Wang, 2019, "Moments-Based Spillovers across Gold and Oil Markets," Working Papers, University of Pretoria, Department of Economics, number 201966, Aug.
    
    • Bonato, Matteo & Gupta, Rangan & Lau, Chi Keung Marco & Wang, Shixuan, 2020, "Moments-based spillovers across gold and oil markets," Energy Economics, Elsevier, volume 89, issue C, DOI: 10.1016/j.eneco.2020.104799.
66. Elie Bouri & Riza Demirer & Rangan Gupta & Mark E. Wohar, 2019, "Gold, Platinum and the Predictability of Bond Risk Premia," Working Papers, University of Pretoria, Department of Economics, number 201967, Aug.
    
    • Bouri, Elie & Demirer, Riza & Gupta, Rangan & Wohar, Mark E., 2021, "Gold, platinum and the predictability of bond risk premia," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101490.
67. Oguzhan Cepni & Rangan Gupta & Zhihui Lv, 2019, "Threshold Effects of Inequality on Economic Growth in the US States: The Role of Human Capital to Physical Capital Ratio," Working Papers, University of Pretoria, Department of Economics, number 201968, Aug.
    
    • Oğuzhan Çepni & Rangan Gupta & Zhihui Lv, 2020, "Threshold effects of inequality on economic growth in the US states: the role of human capital to physical capital ratio," Applied Economics Letters, Taylor & Francis Journals, volume 27, issue 19, pages 1546-1551, November, DOI: 10.1080/13504851.2019.1696449.
68. Elie Bouri & Rangan Gupta & Chi Keung Marco Lau & David Roubaud, 2019, "The Predictability between Bitcoin and US Technology Stock Returns: Granger Causality in Mean, Variance, and Quantile," Working Papers, University of Pretoria, Department of Economics, number 201971, Sep.
69. Riza Demirer & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2019, "Risk Aversion and the Predictability of Crude Oil Market Volatility: A Forecasting Experiment with Random Forests," Working Papers, University of Pretoria, Department of Economics, number 201972, Sep.
    
    • Riza Demirer & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2022, "Risk aversion and the predictability of crude oil market volatility: A forecasting experiment with random forests," Journal of the Operational Research Society, Taylor & Francis Journals, volume 73, issue 8, pages 1755-1767, August, DOI: 10.1080/01605682.2021.1936668.
70. Oguzhan Cepni & I. Ethem Guney & Rangan Gupta & Mark E. Wohar, 2019, "The Role of an Aligned Investor Sentiment Index in Predicting Bond Risk Premia of the United States," Working Papers, University of Pretoria, Department of Economics, number 201973, Sep.
71. Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar, 2019, "What can Fifty-Two Collateralizable Wealth Measures tell us about Future Housing Market Returns? Evidence from U.S. State-Level Data," Working Papers, University of Pretoria, Department of Economics, number 201974, Sep.
    
    • Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar, 2021, "What Can Fifty-Two Collateralizable Wealth Measures Tell Us About Future Housing Market Returns? Evidence from U.S. State-Level Data," The Journal of Real Estate Finance and Economics, Springer, volume 62, issue 1, pages 81-107, January, DOI: 10.1007/s11146-019-09733-9.
72. Mehmet Balcilar & George Ike & Rangan Gupta, 2019, "The Role of Economic Policy Uncertainty in Predicting Output Growth in Emerging Markets: A Mixed-Frequency Granger Causality Approach," Working Papers, University of Pretoria, Department of Economics, number 201975, Oct.
    
    • Mehmet Balcilar & George Ike & Rangan Gupta, 2022, "The Role of Economic Policy Uncertainty in Predicting Output Growth in Emerging Markets: A Mixed-Frequency Granger Causality Approach," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 58, issue 4, pages 1008-1026, March, DOI: 10.1080/1540496X.2020.1860747.
73. Afees A. Salisu & Rangan Gupta, 2019, "Oil Shocks and Stock Market Volatility of the BRICS: A GARCH-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 201976, Oct.
    
    • Salisu, Afees A. & Gupta, Rangan, 2021, "Oil shocks and stock market volatility of the BRICS: A GARCH-MIDAS approach," Global Finance Journal, Elsevier, volume 48, issue C, DOI: 10.1016/j.gfj.2020.100546.
74. Mawuli Segnon & Rangan Gupta & Keagile Lesame & Mark E. Wohar, 2019, "High-Frequency Volatility Forecasting of US Housing Markets," Working Papers, University of Pretoria, Department of Economics, number 201977, Oct.
    
    • Mawuli Segnon & Rangan Gupta & Keagile Lesame & Mark E. Wohar, 2021, "High-Frequency Volatility Forecasting of US Housing Markets," The Journal of Real Estate Finance and Economics, Springer, volume 62, issue 2, pages 283-317, February, DOI: 10.1007/s11146-020-09745-w.
75. Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna, 2019, "A Moving Average Heterogeneous Autoregressive Model for Forecasting the Realized Volatility of the US Stock Market: Evidence from Over a Century of Data," Working Papers, University of Pretoria, Department of Economics, number 201978, Nov.
    
    • Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna, 2022, "A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market: Evidence from over a century of data," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 27, issue 1, pages 384-400, January, DOI: 10.1002/ijfe.2158.
76. Riza Demirer & Rangan Gupta & Hossein Hassani & Xu Huang, 2019, "Time-Varying Risk Aversion and the Profitability of Carry Trades: Evidence from the Cross-Quantilogram," Working Papers, University of Pretoria, Department of Economics, number 201979, Nov.
    
    • Riza Demirer & Rangan Gupta & Hossein Hassani & Xu Huang, 2020, "Time-Varying Risk Aversion and the Profitability of Carry Trades: Evidence from the Cross-Quantilogram," Economies, MDPI, volume 8, issue 1, pages 1-12, March.
77. Vasilios Plakandaras & Elie Bouri & Rangan Gupta, 2019, "Forecasting Bitcoin Returns: Is there a Role for the U.S. – China Trade War?," Working Papers, University of Pretoria, Department of Economics, number 201980, Nov.
78. Mehmet Balcilar & Edmond Berisha & Oguzhan Cepni & Rangan Gupta, 2019, "The Predictive Power of the Term Spread on Inequality in the United Kingdom: An Empirical Analysis," Working Papers, University of Pretoria, Department of Economics, number 201981, Nov.
    
    • Mehmet Balcilar & Edmond Berisha & Oğuzhan Çepni & Rangan Gupta, 2022, "The predictive power of the term spread on inequality in the United Kingdom: An empirical analysis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 27, issue 2, pages 1979-1988, April, DOI: 10.1002/ijfe.2254.
79. Aviral Kumar Tiwari & Micheal Kofi Boachie & Rangan Gupta, 2019, "Network Analysis of Economic and Financial Uncertainties in Advanced Economies: Evidence from Graph-Theory," Working Papers, University of Pretoria, Department of Economics, number 201982, Dec.
    
    • Aviral Kumar Tiwari & Micheal Kofi Boachie & Rangan Gupta, 2021, "Network Analysis of Economic and Financial Uncertainties in Advanced Economies: Evidence from Graph-Theory," Advances in Decision Sciences, Asia University, Taiwan, volume 25, issue 1, pages 188-215, March.
80. Anneri M. Oosthuizen & George A. Thopil & Roula Inglesi-Lotz, 2019, "The relationship between renewable energy and retail electricity prices: Panel evidence from OECD countries," ERSA Working Paper Series, Economic Research Southern Africa, number 797, Sep.
    
    • Oosthuizen, Anna Maria & Inglesi-Lotz, Roula & Thopil, George Alex, 2022, "The relationship between renewable energy and retail electricity prices: Panel evidence from OECD countries," Energy, Elsevier, volume 238, issue PB, DOI: 10.1016/j.energy.2021.121790.
81. Amra,Rashaad & Hanusch,Marek & Jooste,Charl, 2019, "When the Cycle Becomes the Trend : The Emerging Market Experience with Fiscal Policy during the Last Commodity Super Cycle," Policy Research Working Paper Series, The World Bank, number 8712, Jan.
82. Burns,Andrew & Jooste,Charl, 2019, "Estimating and Calibrating MFMod : A Panel Data Approach to Identifying the Parameters of Data Poor Countries in the World Bank's Structural Macro Model," Policy Research Working Paper Series, The World Bank, number 8939, Jul.
83. Burns,Andrew & Campagne,Benoit Philippe Marcel & Jooste,Charl & Stephan,David Andrew & Bui,Thi Thanh, 2019, "The World Bank Macro-Fiscal Model Technical Description," Policy Research Working Paper Series, The World Bank, number 8965, Aug.
84. Kikoni,Edith & Madzarevic-Sujster,Sanja & Irwin,Tim & Jooste,Charl, 2019, "Fiscal Rules for the Western Balkans," Policy Research Working Paper Series, The World Bank, number 8990, Aug.
85. Vo Phuong Mai Le & Ruthira Naraidoo, 2019, "Monetary policy in a Model with Commodity and Financial Markets," Working Papers, University of Pretoria, Department of Economics, number 201928, Mar.
86. Alberto Coco & Nicola Viegi, 2019, "Assessing inflation targeting and its communication," ERSA Working Paper Series, Economic Research Southern Africa, number 206, Nov.
87. Dadam,Vincent & Hanusch,Marek & Viegi,Nicola, 2019, "Why South Africa Is Cheap for the Rich and Expensive for the Poor : Reconsidering the Balassa-Samuelson Effect," Policy Research Working Paper Series, The World Bank, number 8942, Jul.
88. Abdelkrim Araar & Yesuf Mohammednur Awel & Jonse Bane Boka & Hiywot Menker & Ajebush Shafi & Eleni Abraham Yitbarek & Mulatu Zerihun, 2019, "Entrepreneurs’ Attitudes Toward Risk in Micro and Small Enterprises: Evidence from Urban Ethiopia," Working Papers PMMA, PEP-PMMA, number 2019-05.
89. Abdelkrim Araar & Yesuf Mohammednur Awel & Jonse Bane Boka & Hiywot Menker & Ajebush Shafi & Eleni Yitbarek & Mulatu Zerihun, 2019, "Impact of Credit and Training on Enterprise Performance: Evidence from Urban Ethiopia," Working Papers PMMA, PEP-PMMA, number 2019-13.
90. Alexander Zimper & Hirbod Assa, 2019, "Preferences Over Rich Sets of Random Variables: Semicontinuity in Measure versus Convexity," Working Papers, University of Pretoria, Department of Economics, number 201940, May.

2018

1. Manoel Bittencourt & Shinhye Chang & Rangan Gupta & Stephen M. Miller, 2018, "Does Financial Development Affect Income Inequality in the U.S. States? A Panel Data Analysis," Working Papers, University of Pretoria, Department of Economics, number 201803, Jan.
2. Manoel Bittencourt & Rangan Gupta & Philton Makena & Lardo Stander, 2018, "Socio-Political Instability and Growth Dynamics," Working Papers, University of Pretoria, Department of Economics, number 201855, Aug.
   
   • Bittencourt, Manoel & Gupta, Rangan & Makena, Philton & Stander, Lardo, 2022, "Socio-political instability and growth dynamics," Economic Systems, Elsevier, volume 46, issue 4, DOI: 10.1016/j.ecosys.2022.101005.
3. Manoel Bittencourt & Matthew Clance & Yoseph Y. Getachew, 2018, "Trade Openness and Fertility Rates in Africa: Panel-Data Evidence," Working Papers, University of Pretoria, Department of Economics, number 201856, Aug.
   
   • Manoel Bittencourt & Matthew W. Clance & Yoseph Y. Getachew, 2020, "Trade Openness and Fertility Rates in Africa: Panel Data Evidence," ERSA Working Paper Series, Economic Research Southern Africa, number 807, Jan.
4. Tendai Zawaira & Manoel Bittencourt & Matthew W. Clance, 2018, "Gender Inequality and Marketisation Hypothesis in Sub-Saharan Africa," Working Papers, University of Pretoria, Department of Economics, number 201876, Nov.
5. Manoel Bittencourt, 2018, "Young Democracies and Government Size: Evidence from South America," ERSA Working Paper Series, Economic Research Southern Africa, number 329, Feb.
6. Carolyn Chisadza & Matthew Clance, 2018, "Conflict Heterogeneity in Africa," Working Papers, University of Pretoria, Department of Economics, number 201852, Aug.
   
   • Carolyn Chisadza & Matthew Clance, 2021, "Conflict heterogeneity in Africa," South African Journal of Economics, Economic Society of South Africa, volume 89, issue 4, pages 459-479, December, DOI: 10.1111/saje.12297.
7. Stewart Ngandu & Carolyn Chisadza, 2018, "Employer characteristics and youth employment outcomes in the formal sector in South Africa: Assessment using administrative tax data," WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER), number wp-2018-82.
8. Aye, G.C. & Clance, M. & Gupta, R., 2018, "The Effectiveness of Monetary and Fiscal Policy Shocks on U.S. Inequality: The Role of Uncertainty," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia, International Association of Agricultural Economists, number 277037, Jul, DOI: 10.22004/ag.econ.277037.
   
   • Goodness C. Aye & Matthew W. Clance & Rangan Gupta, 2019, "The effectiveness of monetary and fiscal policy shocks on U.S. inequality: the role of uncertainty," Quality & Quantity: International Journal of Methodology, Springer, volume 53, issue 1, pages 283-295, January, DOI: 10.1007/s11135-018-0752-3.
   • Goodness C. Aye & Matthew W. Clance & Rangan Gupta, 2017, "The Effectiveness of Monetary and Fiscal Policy Shocks on U.S. Inequality: The Role of Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 201782, Dec.
9. Matthew W. Clance & Rangan Gupta & Mark E. Wohar, 2018, "Geopolitical Risks and Recessions in a Panel of Advanced Economies: Evidence from Over a Century of Data," Working Papers, University of Pretoria, Department of Economics, number 201807, Feb.
   
   • Matthew W. Clance & Rangan Gupta & Mark E. Wohar, 2019, "Geopolitical risks and recessions in a panel of advanced economies: evidence from over a century of data," Applied Economics Letters, Taylor & Francis Journals, volume 26, issue 16, pages 1317-1321, September, DOI: 10.1080/13504851.2018.1558332.
10. Mamothoana Difeto & Reneé van Eyden & Rangan Gupta & Mark E. Wohar, 2018, "Oil Price Volatility and Economic Growth: Evidence from Advanced OECD Countries using over One Century of Data," Working Papers, University of Pretoria, Department of Economics, number 201813, Feb.
11. Augustin Fosu, 2018, "Working Paper 298 - Governance and Development in Africa: A Review Essay," Working Paper Series, African Development Bank, number 2425, Jun.
12. Kola Akinsomi & Yener Coskun & Rangan Gupta & Marco Lau Chi Keung, 2018, "Impact of Volatility and Equity Market Uncertainty on Herd Behaviour: Evidence from UK REITs," ERES, European Real Estate Society (ERES), number eres2018_52, Jan.
    
    • Omokolade Akinsomi & Yener Coskun & Rangan Gupta & Chi Keung Marco Lau, 2016, "Impact of Volatility and Equity Market Uncertainty on Herd Behavior: Evidence from UK REITs," Working Papers, University of Pretoria, Department of Economics, number 201688, Dec.
13. Sergey Ivashchenko & Semih Emre Cekin & Kevin Kotze & Rangan Gupta, 2018, "Forecasting with second-order approximations and Markov-switching DSGE models," School of Economics Macroeconomic Discussion Paper Series, School of Economics, University of Cape Town, number 2018-10.
    
    • Sergey Ivashchenko & Semih Emre Çekin & Kevin Kotzé & Rangan Gupta, 2020, "Forecasting with Second-Order Approximations and Markov-Switching DSGE Models," Computational Economics, Springer;Society for Computational Economics, volume 56, issue 4, pages 747-771, December, DOI: 10.1007/s10614-019-09941-8.
    • Sergey Ivashchenko & Semih Emre Çekin & Kevin Kotzé & Rangan Gupta, 2018, "Forecasting with Second-Order Approximations and Markov Switching DSGE Models," Working Papers, University of Pretoria, Department of Economics, number 201862, Sep.
14. Elie Bouri & Rangan Gupta & Amine Lahiani & Muhammad Shahbaz, 2018, "Testing for asymmetric nonlinear short- and long-run relationships between bitcoin, aggregate commodity and gold prices," Post-Print, HAL, number hal-03533197, Aug, DOI: 10.1016/j.resourpol.2018.03.008.
    
    • Bouri, Elie & Gupta, Rangan & Lahiani, Amine & Shahbaz, Muhammad, 2018, "Testing for asymmetric nonlinear short- and long-run relationships between bitcoin, aggregate commodity and gold prices," Resources Policy, Elsevier, volume 57, issue C, pages 224-235, DOI: 10.1016/j.resourpol.2018.03.008.
    • Elie Bouri & Rangan Gupta & Amine Lahiani & Muhammad Shahbaz, 2017, "Testing for Asymmetric Nonlinear Short- and Long-Run Relationships between Bitcoin, Aggregate Commodity and Gold Prices," Working Papers, University of Pretoria, Department of Economics, number 201760, Aug.
15. Mehmet Balcilar & Rangan Gupta & Chien-Chiang Lee & Godwin Olasehinde-Williams, 2018, "Insurance-Growth Nexus in Africa," Working Papers, University of Pretoria, Department of Economics, number 201801, Jan.
    
    • Mehmet Balcilar & Rangan Gupta & Chien-Chiang Lee & Godwin Olasehinde-Williams, 2020, "Insurance-growth nexus in Africa," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, volume 45, issue 2, pages 335-360, April, DOI: 10.1057/s41288-019-00145-7.
16. Nikolaos Antonakakis & David Gabauer & Rangan Gupta & Vasilios Plakandaras, 2018, "Dynamic Connectedness of Uncertainty across Developed Economies: A Time-Varying Approach," Working Papers, University of Pretoria, Department of Economics, number 201802, Jan.
    
    • Antonakakis, Nikolaos & Gabauer, David & Gupta, Rangan & Plakandaras, Vasilios, 2018, "Dynamic connectedness of uncertainty across developed economies: A time-varying approach," Economics Letters, Elsevier, volume 166, issue C, pages 63-75, DOI: 10.1016/j.econlet.2018.02.011.
17. Adnen Ben Nasr & Matteo Bonato & Riza Demirer & Rangan Gupta, 2018, "Investor Sentiment and Crash Risk in Safe Havens," Working Papers, University of Pretoria, Department of Economics, number 201804, Jan.
    
    • Adnen Ben Nasr & Matteo Bonato & Riza Demirer & Rangan Gupta, 2019, "Investor Sentiment and Crash Risk in Safe Havens," Journal of Economics and Behavioral Studies, AMH International, volume 10, issue 6, pages 97-108, DOI: 10.22610/jebs.v10i6A.2666.
18. Konstantinos Gkillas & Rangan Gupta & Mark E. Wohar, 2018, "Volatility Jumps: The Role of Geopolitical Risks," Working Papers, University of Pretoria, Department of Economics, number 201805, Jan.
    
    • Gkillas, Konstantinos & Gupta, Rangan & Wohar, Mark E., 2018, "Volatility jumps: The role of geopolitical risks," Finance Research Letters, Elsevier, volume 27, issue C, pages 247-258, DOI: 10.1016/j.frl.2018.03.014.
19. Nikolaos Antonakakis & David Gabauer & Rangan Gupta, 2018, "International Monetary Policy Spillovers: Evidence from a TVP-VAR," Working Papers, University of Pretoria, Department of Economics, number 201806, Jan.
20. Zintle Twala & Riza Demirer & Rangan Gupta, 2018, "Does Liquidity Risk Explain the Time-Variation in Asset Correlations? Evidence from Stocks, Bonds and Commodities," Working Papers, University of Pretoria, Department of Economics, number 201808, Feb.
    
    • Zintle Twala & Riza Demirer & Rangan Gupta, 2018, "Does Liquidity Risk Explain the Time-Variation in Asset Correlations? Evidence from Stocks, Bonds and Commodities," Journal of Economics and Behavioral Studies, AMH International, volume 10, issue 2, pages 120-132, DOI: 10.22610/jebs.v10i2(J).2221.
21. Rangan Gupta & Christian Pierdzioch & Andrew J. Vivian & Mark E. Wohar, 2018, "The Predictive Value of Inequality Measures for Stock Returns: An Analysis of Long-Span UK Data Using Quantile Random Forests," Working Papers, University of Pretoria, Department of Economics, number 201809, Feb.
    
    • Gupta, Rangan & Pierdzioch, Christian & Vivian, Andrew J. & Wohar, Mark E., 2019, "The predictive value of inequality measures for stock returns: An analysis of long-span UK data using quantile random forests," Finance Research Letters, Elsevier, volume 29, issue C, pages 315-322, DOI: 10.1016/j.frl.2018.08.013.
22. Vasilios Plakandaras & Rangan Gupta & Mark E. Wohar, 2018, "Persistence of Economic Uncertainty: A Comprehensive Analysis," Working Papers, University of Pretoria, Department of Economics, number 201810, Feb.
    
    • Vasilios Plakandaras & Rangan Gupta & Mark E. Wohar, 2019, "Persistence of economic uncertainty: a comprehensive analysis," Applied Economics, Taylor & Francis Journals, volume 51, issue 41, pages 4477-4498, September, DOI: 10.1080/00036846.2019.1591607.
23. Riza Demirer & Rangan Gupta, 2018, "Presidential Cycles and Time-Varying Bond-Stock Correlations: Evidence from More than Two Centuries of Data," Working Papers, University of Pretoria, Department of Economics, number 201811, Feb.
24. Elie Bouri & Mahamitra Das & Rangan Gupta & David Roubaud, 2018, "Spillovers between Bitcoin and other Assets during Bear and Bull Markets," Working Papers, University of Pretoria, Department of Economics, number 201812, Feb.
    
    • Elie Bouri & Mahamitra Das & Rangan Gupta & David Roubaud, 2018, "Spillovers between Bitcoin and other assets during bear and bull markets," Applied Economics, Taylor & Francis Journals, volume 50, issue 55, pages 5935-5949, November, DOI: 10.1080/00036846.2018.1488075.
25. Aviral Kumar Tiwari & Deven Bathia & Elie Bouri & Rangan Gupta, 2018, "Investor Sentiment Connectedness: Evidence from Linear and Nonlinear Causality Approaches," Working Papers, University of Pretoria, Department of Economics, number 201814, Feb.
    
    • Aviral Kumar Tiwari & Deven Bathia & Elie Bouri & Rangan Gupta, 2021, "Investor Sentiment Connectedness: Evidence From Linear And Nonlinear Causality Approaches," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 16, issue 04, pages 1-29, December, DOI: 10.1142/S2010495221500160.
26. Qiang Ji & Hardik A. Marfatia & Rangan Gupta, 2018, "Information Spillover across International Real Estate Investment Trusts: Evidence from an Entropy-Based Network Analysis," Working Papers, University of Pretoria, Department of Economics, number 201815, Feb.
    
    • Ji, Qiang & Marfatia, Hardik & Gupta, Rangan, 2018, "Information spillover across international real estate investment trusts: Evidence from an entropy-based network analysis," The North American Journal of Economics and Finance, Elsevier, volume 46, issue C, pages 103-113, DOI: 10.1016/j.najef.2018.04.002.
27. Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta, 2018, "Persistence in Trends and Cycles of Gold and Silver Prices: Evidence from Historical Data," Working Papers, University of Pretoria, Department of Economics, number 201816, Feb.
    
    • Cunado, Juncal & Gil-Alana, Luis A. & Gupta, Rangan, 2019, "Persistence in trends and cycles of gold and silver prices: Evidence from historical data," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 514, issue C, pages 345-354, DOI: 10.1016/j.physa.2018.09.081.
28. Wendy Nyakabawo & Rangan Gupta & Hardik A. Marfatia, 2018, "High-Frequency Impact of Monetary Policy and Macroeconomic Surprises on US MSAs and Aggregate US Housing Returns and Volatility: A GJR-GARCH Approach," Working Papers, University of Pretoria, Department of Economics, number 201817, Mar.
29. Mehmet Balcilar & Rangan Gupta & Chien-Chiang Lee & Godwin Olasehinde-Williams, 2018, "The Synergistic Effect of Insurance and Banking Sector Activities on Economic Growth in Africa," Working Papers, University of Pretoria, Department of Economics, number 201818, Mar.
    
    • Balcilar, Mehmet & Gupta, Rangan & Lee, Chien-Chiang & Olasehinde-Williams, Godwin, 2018, "The synergistic effect of insurance and banking sector activities on economic growth in Africa," Economic Systems, Elsevier, volume 42, issue 4, pages 637-648, DOI: 10.1016/j.ecosys.2018.08.002.
30. Shinhye Chang & Rangan Gupta & Stephen M. Miller & Mark E. Wohar, 2018, "Growth Volatility and Inequality in the U.S.: A Wavelet Analysis," Working Papers, University of Pretoria, Department of Economics, number 201819, Mar.
    
    • Chang, Shinhye & Gupta, Rangan & Miller, Stephen M. & Wohar, Mark E., 2019, "Growth volatility and inequality in the U.S.: A wavelet analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 521, issue C, pages 48-73, DOI: 10.1016/j.physa.2019.01.024.
    • Shinhye Chang & Rangan Gupta & Stephen M. Miller & Mark E. Wohar, 2018, "Growth Volatility and Inequality in the U.S.: A Wavelet Analysis," Working papers, University of Connecticut, Department of Economics, number 2018-05, Jun.
31. Adnen Ben Nasr & Mehmet Balcilar & Rangan Gupta & Seyi Saint Akadiri, 2018, "Asymmetric Effects of Inequality on Per Capita Real GDP of the United States," Working Papers, University of Pretoria, Department of Economics, number 201820, Mar.
32. Goodness C. Aye & Giray Gozgor & Rangan Gupta, 2018, "Dynamic and Asymmetric Response of Inequality to Income Volatility: The Case of the United Kingdom," Working Papers, University of Pretoria, Department of Economics, number 201821, Mar.
    
    • Goodness C. Aye & Giray Gozgor & Rangan Gupta, 2020, "Dynamic and Asymmetric Response of Inequality to Income Volatility: The Case of the United Kingdom," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 147, issue 3, pages 747-762, February, DOI: 10.1007/s11205-019-02180-2.
33. Vasilios Plakandaras & Rangan Gupta & Luis A. Gil-Alana & Mark E. Wohar, 2018, "Are BRICS Exchange Rates Chaotic?," Working Papers, University of Pretoria, Department of Economics, number 201822, Mar.
    
    • Vasilios Plakandaras & Rangan Gupta & Luis A. Gil-Alana & Mark E. Wohar, 2019, "Are BRICS exchange rates chaotic?," Applied Economics Letters, Taylor & Francis Journals, volume 26, issue 13, pages 1104-1110, July, DOI: 10.1080/13504851.2018.1537473.
34. Goodness C. Aye & Rangan Gupta & Chi Keung Marco Lau & Xin Sheng, 2018, "Is There a Role for Uncertainty in Forecasting Output Growth in OECD Countries? Evidence from a Time Varying Parameter-Panel Vector Autoregressive Model," Working Papers, University of Pretoria, Department of Economics, number 201823, Mar.
    
    • Goodness C. Aye & Rangan Gupta & Chi Keung Marco Lau & Xin Sheng, 2019, "Is there a role for uncertainty in forecasting output growth in OECD countries? Evidence from a time-varying parameter-panel vector autoregressive model," Applied Economics, Taylor & Francis Journals, volume 51, issue 33, pages 3624-3631, July, DOI: 10.1080/00036846.2019.1584373.
35. Aviral Kumar Tiwari & Goodness C. Aye & Rangan Gupta, 2018, "Stock Market Efficiency Analysis using Long Spans of Data: A Multifractal Detrended Fluctuation Approach," Working Papers, University of Pretoria, Department of Economics, number 201824, Apr.
    
    • Tiwari, Aviral Kumar & Aye, Goodness C. & Gupta, Rangan, 2019, "Stock market efficiency analysis using long spans of Data: A multifractal detrended fluctuation approach," Finance Research Letters, Elsevier, volume 28, issue C, pages 398-411, DOI: 10.1016/j.frl.2018.06.012.
36. Konstantinos Gkillas & Rangan Gupta & Mark E. Wohar, 2018, "Oil Shocks and Volatility Jumps," Working Papers, University of Pretoria, Department of Economics, number 201825, Apr.
    
    • Konstantinos Gkillas & Rangan Gupta & Mark E. Wohar, 2020, "Oil shocks and volatility jumps," Review of Quantitative Finance and Accounting, Springer, volume 54, issue 1, pages 247-272, January, DOI: 10.1007/s11156-018-00788-y.
37. Rangan Gupta & Florian Huber & Philipp Piribauer, 2018, "Predicting International Equity Returns: Evidence from Time-Varying Parameter Vector Autoregressive Models," Working Papers, University of Pretoria, Department of Economics, number 201826, Apr.
    
    • Gupta, Rangan & Huber, Florian & Piribauer, Philipp, 2020, "Predicting international equity returns: Evidence from time-varying parameter vector autoregressive models," International Review of Financial Analysis, Elsevier, volume 68, issue C, DOI: 10.1016/j.irfa.2020.101456.
38. Abdulnasser Hatemi-J & Chi-Chuan Lee & Chien-Chiang Lee & Rangan Gupta, 2018, "Insurance Activity and Economic Performance: Fresh Evidence from Asymmetric Panel Causality Tests," Working Papers, University of Pretoria, Department of Economics, number 201828, May.
    
    • Abdulnasser Hatemi‐J & Chi‐Chuan Lee & Chien‐Chiang Lee & Rangan Gupta, 2019, "Insurance activity and economic performance: Fresh evidence from asymmetric panel causality tests," International Finance, Wiley Blackwell, volume 22, issue 2, pages 221-240, August, DOI: 10.1111/infi.12333.
39. David Gabauer & Rangan Gupta, 2018, "On the Transmission Mechanism of Country-Specific and International Economic Uncertainty Spillovers: Evidence from a TVP-VAR Connectedness Decomposition Approach," Working Papers, University of Pretoria, Department of Economics, number 201829, May.
    
    • Gabauer, David & Gupta, Rangan, 2018, "On the transmission mechanism of country-specific and international economic uncertainty spillovers: Evidence from a TVP-VAR connectedness decomposition approach," Economics Letters, Elsevier, volume 171, issue C, pages 63-71, DOI: 10.1016/j.econlet.2018.07.007.
40. Rangan Gupta & Patrick Kanda & Mark E. Wohar, 2018, "Predicting Stock Market Movements in the United States: The Role of Presidential Approval Ratings," Working Papers, University of Pretoria, Department of Economics, number 201830, May.
    
    • Rangan Gupta & Patrick Kanda & Mark E. Wohar, 2021, "Predicting Stock Market Movements in the United States: The Role of Presidential Approval Ratings," International Review of Finance, International Review of Finance Ltd., volume 21, issue 1, pages 324-335, March, DOI: 10.1111/irfi.12258.
41. Aviral Kumar Tiwari & Zinnia Mukherjee & Rangan Gupta & Mehmet Balcilar, 2018, "A Wavelet Analysis of the Relationship between Oil and Natural Gas Prices," Working Papers, University of Pretoria, Department of Economics, number 201831, May.
    
    • Tiwari, Aviral Kumar & Mukherjee, Zinnia & Gupta, Rangan & Balcilar, Mehmet, 2019, "A wavelet analysis of the relationship between oil and natural gas prices," Resources Policy, Elsevier, volume 60, issue C, pages 118-124, DOI: 10.1016/j.resourpol.2018.11.020.
42. Goodness C. Aye & Rangan Gupta, 2018, "Macroeconomic Uncertainty and the Comovement in Buying versus Renting in the United States," Working Papers, University of Pretoria, Department of Economics, number 201832, May.
43. Yanele Nyamela & Vasilios Plakandaras & Rangan Gupta, 2018, "Frequency-Dependent Real-Time Effects of Uncertainty in the United States: Evidence from Daily Data," Working Papers, University of Pretoria, Department of Economics, number 201833, May.
    
    • Yanele Nyamela & Vasilios Plakandaras & Rangan Gupta, 2020, "Frequency-dependent real-time effects of uncertainty in the United States: evidence from daily data," Applied Economics Letters, Taylor & Francis Journals, volume 27, issue 19, pages 1562-1566, November, DOI: 10.1080/13504851.2019.1697419.
44. Elie Bouri & Rangan Gupta & David Roubaud, 2018, "Herding Behaviour in the Cryptocurrency Market," Working Papers, University of Pretoria, Department of Economics, number 201834, Jun.
45. Ender Demir & Giray Gozgor & Rangan Gupta & Huseyin Kaya, 2018, "Effects of Geopolitical Risks on Trade Flows: Evidence from the Gravity Model," Working Papers, University of Pretoria, Department of Economics, number 201835, Jun.
    
    • Rangan Gupta & Giray Gozgor & Huseyin Kaya & Ender Demir, 2019, "Effects of geopolitical risks on trade flows: evidence from the gravity model," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 9, issue 4, pages 515-530, December, DOI: 10.1007/s40822-018-0118-0.
46. Rangan Gupta & Vasilios Plakandaras, 2018, "Efficiency in BRICS Currency Markets using Long-Spans of Data: Evidence from Model-Free Tests of Directional Predictability," Working Papers, University of Pretoria, Department of Economics, number 201836, Jun.
    
    • Rangan Gupta & Vasilios Plakandaras, 2019, "Efficiency in BRICS Currency Markets Using Long-Spans of Data: Evidence from Model-Free Tests of Directional Predictability," Journal of Economics and Behavioral Studies, AMH International, volume 11, issue 1, pages 152-165, DOI: 10.22610/jebs.v11i1(J).2756.
47. Bingling Wang & Sudipto Banerjee & Rangan Gupta, 2018, "Bayesian Spatial Modeling for Housing Data in South Africa," Working Papers, University of Pretoria, Department of Economics, number 201837, Jun.
    
    • Bingling Wang & Sudipto Banerjee & Rangan Gupta, 2021, "Bayesian Spatial Modeling for Housing Data in South Africa," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, volume 83, issue 2, pages 395-414, November, DOI: 10.1007/s13571-020-00233-y.
48. Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller, 2018, "Persistence and Cyclical Dynamics of US and UK House Prices: Evidence from Over 150 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 201838, Jun.
    
    • Giorgio Canarella & Luis Gil-Alana & Rangan Gupta & Stephen M Miller, 2021, "Persistence and cyclical dynamics of US and UK house prices: Evidence from over 150 years of data," Urban Studies, Urban Studies Journal Limited, volume 58, issue 1, pages 53-72, January, DOI: 10.1177/0042098019872691.
49. Christina Christou & Ruthira Naraidoo & Rangan Gupta, 2018, "Conventional and Unconventional Monetary Policy Reaction to Uncertainty in Advanced Economies: Evidence from Quantile Regressions," Working Papers, University of Pretoria, Department of Economics, number 201839, Jun.
    
    • Christou Christina & Naraidoo Ruthira & Gupta Rangan, 2020, "Conventional and unconventional monetary policy reaction to uncertainty in advanced economies: evidence from quantile regressions," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 24, issue 3, pages 1-17, June, DOI: 10.1515/snde-2018-0056.
    • Christou Christina & Naraidoo Ruthira & Gupta Rangan, 2020, "Conventional and unconventional monetary policy reaction to uncertainty in advanced economies: evidence from quantile regressions," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 24, issue 3, pages 1-17, June, DOI: 10.1515/snde-2018-0056.
50. Nikolaos Antonakakis & David Gabauer & Rangan Gupta, 2018, "Greek Economic Policy Uncertainty: Does it Matter for the European Union?," Working Papers, University of Pretoria, Department of Economics, number 201840, Jul.
51. Juncal Cunado & Rangan Gupta & Chi Keung Marco Lau & Xin Sheng, 2018, "Time-Varying Impact of Geopolitical Risks on Oil Prices," Working Papers, University of Pretoria, Department of Economics, number 201841, Jul.
    
    • Juncal Cunado & Rangan Gupta & Chi Keung Marco Lau & Xin Sheng, 2020, "Time-Varying Impact of Geopolitical Risks on Oil Prices," Defence and Peace Economics, Taylor & Francis Journals, volume 31, issue 6, pages 692-706, August, DOI: 10.1080/10242694.2018.1563854.
52. Rangan Gupta & Chi Keung Marco Lau & Vasilios Plakandaras & Wing-Keung Wong, 2018, "The Role of Housing Sentiment in Forecasting US Home Sales Growth: Evidence from a Bayesian Compressed Vector Autoregressive Model," Working Papers, University of Pretoria, Department of Economics, number 201842, Jul.
    
    • Rangan Gupta & Chi Keung Marco Lau & Vasilios Plakandaras & Wing-Keung Wong, 2019, "The role of housing sentiment in forecasting U.S. home sales growth: evidence from a Bayesian compressed vector autoregressive model," Economic Research-Ekonomska Istraživanja, Taylor & Francis Journals, volume 32, issue 1, pages 2554-2567, January, DOI: 10.1080/1331677X.2019.1650657.
53. Konstantinos Gkillas & Rangan Gupta & Dimitrios Vortelinos, 2018, "Uncertainty and Volatility Jumps in the Pound-Dollar Exchange Rate: Evidence from Over One Century of Data," Working Papers, University of Pretoria, Department of Economics, number 201843, Jul.
54. Mehmet Balcilar & Rangan Gupta & Wei Ma & Philton Makena, 2018, "Income Inequality and Economic Growth: A Re-Examination of Theory and Evidence," Working Papers, University of Pretoria, Department of Economics, number 201844, Jul.
    
    • Mehmet Balcilar & Rangan Gupta & Wei Ma & Philton Makena, 2021, "Income inequality and economic growth: A re‐examination of theory and evidence," Review of Development Economics, Wiley Blackwell, volume 25, issue 2, pages 737-757, May, DOI: 10.1111/rode.12754.
55. Petre Caraiani & Adrian Cantemir Călin & Rangan Gupta, 2018, "Monetary Policy and Bubbles in US REITs," Working Papers, University of Pretoria, Department of Economics, number 201845, Jul.
    
    • Petre Caraiani & Adrian C. Călin & Rangan Gupta, 2021, "Monetary policy and bubbles in US REITs," International Review of Finance, International Review of Finance Ltd., volume 21, issue 2, pages 675-687, June, DOI: 10.1111/irfi.12284.
56. Riza Demirer & Rangan Gupta & Zhihui Lv & Wing-Keung Wong, 2018, "Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests," Working Papers, University of Pretoria, Department of Economics, number 201846, Jul.
    
    • Riza Demirer & Rangan Gupta & Zhihui Lv & Wing-Keung Wong, 2019, "Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests," Sustainability, MDPI, volume 11, issue 2, pages 1-15, January.
57. Vasilios Plakandaras & Rangan Gupta & Wing-Keung Wong, 2018, "Point and Density Forecasts of Oil Returns: The Role of Geopolitical Risks," Working Papers, University of Pretoria, Department of Economics, number 201847, Jul.
    
    • Plakandaras, Vasilios & Gupta, Rangan & Wong, Wing-Keung, 2019, "Point and density forecasts of oil returns: The role of geopolitical risks," Resources Policy, Elsevier, volume 62, issue C, pages 580-587, DOI: 10.1016/j.resourpol.2018.11.006.
58. Rangan Gupta & Patrick Kanda & Aviral Kumar Tiwari & Mark E. Wohar, 2018, "Time-Varying Predictability of Oil Market Movements Over a Century of Data: The Role of US Financial Stress," Working Papers, University of Pretoria, Department of Economics, number 201848, Jul.
    
    • Gupta, Rangan & Kanda, Patrick & Tiwari, Aviral Kumar & Wohar, Mark E., 2019, "Time-varying predictability of oil market movements over a century of data: The role of US financial stress," The North American Journal of Economics and Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.najef.2019.100994.
59. Rangan Gupta & Zhihui Lv & Wing-Keung Wong, 2018, "Macroeconomic Shocks and Changing Dynamics of the U.S. REITs Sector," Working Papers, University of Pretoria, Department of Economics, number 201849, Aug.
    
    • Rangan Gupta & Zhihui Lv & Wing-Keung Wong, 2019, "Macroeconomic Shocks and Changing Dynamics of the U.S. REITs Sector," Sustainability, MDPI, volume 11, issue 10, pages 1-12, May.
60. Qiang Ji & Rangan Gupta & Festus Victor Bekun & Mehmet Balcilar, 2018, "Spillover of Mortgage Default Risks in the United States: Evidence from Metropolitan Statistical Areas and States," Working Papers, University of Pretoria, Department of Economics, number 201850, Aug.
    
    • Ji, Qiang & Gupta, Rangan & Bekun, Festus Victor & Balcilar, Mehmet, 2019, "Spillover of mortgage default risks in the United States: Evidence from metropolitan statistical areas and states," The Journal of Economic Asymmetries, Elsevier, volume 19, issue C, pages 1-1, DOI: 10.1016/j.jeca.2019.e00114.
61. Rangan Gupta & Mark E. Wohar, 2018, "The Role of Monetary Policy Uncertainty in Predicting Equity Market Volatility of the United Kingdom: Evidence from over 150 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 201851, Aug.
    
    • Rangan Gupta & Mark Wohar, 2019, "The role of monetary policy uncertainty in predicting equity market volatility of the United Kingdom: evidence from over 150 years of data," Economics and Business Letters, Oviedo University Press, volume 8, issue 3, pages 138-146.
62. Rangan Gupta, 2018, "Manager Sentiment and Stock Market Volatility," Working Papers, University of Pretoria, Department of Economics, number 201853, Aug.
63. Rangan Gupta & Godwin Olasehinde-Williams & Mark E. Wohar, 2018, "The Impact of US Uncertainty Shocks on a Panel of Advanced and Emerging Market Economies: The Role of Exchange Rate, Trade and Financial Channels," Working Papers, University of Pretoria, Department of Economics, number 201857, Sep.
64. Libing Fang & Elie Bouri & Rangan Gupta & David Roubaud, 2018, "Does Global Economic Uncertainty Matter for the Volatility and Hedging Effectiveness of Bitcoin?," Working Papers, University of Pretoria, Department of Economics, number 201858, Sep.
    
    • Fang, Libing & Bouri, Elie & Gupta, Rangan & Roubaud, David, 2019, "Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin?," International Review of Financial Analysis, Elsevier, volume 61, issue C, pages 29-36, DOI: 10.1016/j.irfa.2018.12.010.
65. Hossein Hassani & Mohammad Reza Yeganegi & Rangan Gupta, 2018, "Does Inequality Really Matter in Forecasting Real Housing Returns of the United Kingdom?," Working Papers, University of Pretoria, Department of Economics, number 201859, Sep.
    
    • Hossein Hassani & Mohammad Reza Yeganegi & Rangan Gupta, 2019, "Does inequality really matter in forecasting real housing returns of the United Kingdom?," International Economics, CEPII research center, issue 159, pages 18-25.
    • Hassani, Hossein & Yeganegi, Mohammad Reza & Gupta, Rangan, 2019, "Does inequality really matter in forecasting real housing returns of the United Kingdom?," International Economics, Elsevier, volume 159, issue C, pages 18-25, DOI: 10.1016/j.inteco.2019.03.004.
66. Riza Demirer & Rangan Gupta & Qiang Ji & Aviral Kumar Tiwari, 2018, "Geopolitical Risks and the Predictability of Regional Oil Returns and Volatility," Working Papers, University of Pretoria, Department of Economics, number 201860, Sep.
67. Goodness C. Aye & Mehmet Balcilar & Riza Demirer & Rangan Gupta, 2018, "Firm-Level Political Risk and Asymmetric Volatility," Working Papers, University of Pretoria, Department of Economics, number 201861, Sep.
    
    • Aye, Goodness C. & Balcilar, Mehmet & Demirer, Riza & Gupta, Rangan, 2018, "Firm-level political risk and asymmetric volatility," The Journal of Economic Asymmetries, Elsevier, volume 18, issue C, pages 1-1, DOI: 10.1016/j.jeca.2018.e00110.
68. Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2018, "Time-Varying Causal Relationship between Stock Market and Unemployment in the United Kingdom: Historical Evidence from 1855 to 2017," Working Papers, University of Pretoria, Department of Economics, number 201863, Oct.
    
    • Sibande, Xolani & Gupta, Rangan & Wohar, Mark E., 2019, "Time-varying causal relationship between stock market and unemployment in the United Kingdom: Historical evidence from 1855 to 2017," Journal of Multinational Financial Management, Elsevier, volume 49, issue C, pages 81-88, DOI: 10.1016/j.mulfin.2019.02.003.
69. Sowmya Subramaniam & David Gabauer & Rangan Gupta, 2018, "On the Transmission Mechanism of Asia-Pacific Yield Curve Characteristics," Working Papers, University of Pretoria, Department of Economics, number 201864, Oct.
    
    • David Gabauer & Sowmya Subramaniam & Rangan Gupta, 2022, "On the transmission mechanism of Asia‐Pacific yield curve characteristics," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 27, issue 1, pages 473-488, January, DOI: 10.1002/ijfe.2163.
70. Aviral Kumar Tiwari & Juncal Cunado & Abdulnasser Hatemi-J & Rangan Gupta, 2018, "Oil Price-Inflation Pass-Through in the United States over 1871 to 2018: A Wavelet Coherency Analysis," Working Papers, University of Pretoria, Department of Economics, number 201865, Oct.
    
    • Tiwari, Aviral Kumar & Cunado, Juncal & Hatemi-J, Abdulnasser & Gupta, Rangan, 2019, "Oil price-inflation pass-through in the United States over 1871 to 2018: A wavelet coherency analysis," Structural Change and Economic Dynamics, Elsevier, volume 50, issue C, pages 51-55, DOI: 10.1016/j.strueco.2019.05.002.
71. Rangan Gupta & Chi Keung Marco Lau & Wendy Nyakabawo, 2018, "Predicting Aggregate and State-Level US House Price Volatility: The Role of Sentiment," Working Papers, University of Pretoria, Department of Economics, number 201866, Oct.
72. Semih Emre Cekin & Ashis Kumar Pradhan & Aviral Kumar Tiwari & Rangan Gupta, 2018, "Measuring Co-Dependencies of Economic Policy Uncertainty in Latin American Countries using Vine Copulas," Working Papers, University of Pretoria, Department of Economics, number 201867, Oct.
    
    • Çekin, Semih Emre & Pradhan, Ashis Kumar & Tiwari, Aviral Kumar & Gupta, Rangan, 2020, "Measuring co-dependencies of economic policy uncertainty in Latin American countries using vine copulas," The Quarterly Review of Economics and Finance, Elsevier, volume 76, issue C, pages 207-217, DOI: 10.1016/j.qref.2019.07.004.
73. Christian Pierdzioch & Rangan Gupta & Hossein Hassani & Emmanuel Silva, 2018, "Forecasting Changes of Economic Inequality: A Boosting Approach," Working Papers, University of Pretoria, Department of Economics, number 201868, Oct.
74. Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller, 2018, "Long-Memory Modeling and Forecasting: Evidence from the U.S. Historical Series of Inflation," Working Papers, University of Pretoria, Department of Economics, number 201869, Nov.
    
    • Boubaker Heni & Canarella Giorgio & Gupta Rangan & Miller Stephen M., 2021, "Long-memory modeling and forecasting: evidence from the U.S. historical series of inflation," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 25, issue 5, pages 289-310, December, DOI: 10.1515/snde-2018-0116.
75. Christina Christou & Rangan Gupta & Wendy Nyakabawo, 2018, "Time-Varying Impact of Uncertainty Shocks on the US Housing Market," Working Papers, University of Pretoria, Department of Economics, number 201870, Nov.
    
    • Christou, Christina & Gupta, Rangan & Nyakabawo, Wendy, 2019, "Time-varying impact of uncertainty shocks on the US housing market," Economics Letters, Elsevier, volume 180, issue C, pages 15-20, DOI: 10.1016/j.econlet.2019.03.029.
76. Konstantinos Gkillas & Rangan Gupta & Chi Keung Marco Lau & Tahir Suleman, 2018, "Jumps Beyond the Realms of Cricket: India’s Performance in One Day Internationals and Stock Market Movements," Working Papers, University of Pretoria, Department of Economics, number 201871, Nov.
    
    • Konstantinos Gkillas & Rangan Gupta & Chi Keung Marco Lau & Muhammad Tahir Suleman, 2020, "Jumps beyond the realms of cricket: India's performance in One Day Internationals and stock market movements," Journal of Applied Statistics, Taylor & Francis Journals, volume 47, issue 6, pages 1109-1127, April, DOI: 10.1080/02664763.2019.1663157.
77. Rangan Gupta & Philton Makena, 2018, "Why must it always be so Real with Tax Evasion?," Working Papers, University of Pretoria, Department of Economics, number 201872, Nov.
    
    • Gupta, Rangan & Makena, Philton, 2020, "Why must it always be so Real with tax evasion?," The Quarterly Review of Economics and Finance, Elsevier, volume 78, issue C, pages 304-308, DOI: 10.1016/j.qref.2020.04.006.
78. Hossein Hassani & Mohammad Reza Yeganegi & Juncal Cunado & Rangan Gupta, 2018, "Forecasting Interest Rate Volatility of the United Kingdom: Evidence from over 150 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 201873, Nov.
    
    • Hossein Hassani & Mohammad Reza Yeganegi & Juncal Cuñado & Rangan Gupta, 2020, "Forecasting interest rate volatility of the United Kingdom: evidence from over 150 years of data," Journal of Applied Statistics, Taylor & Francis Journals, volume 47, issue 6, pages 1128-1143, April, DOI: 10.1080/02664763.2019.1666093.
79. Rangan Gupta & Mark E. Wohar, 2018, "Presidential Cycles in the United States and the Dollar-Pound Exchange Rate: Evidence from over Two Centuries of Data," Working Papers, University of Pretoria, Department of Economics, number 201874, Nov.
80. Mehmet Balcilar & Elie Bouri & Rangan Gupta & Mark E. Wohar, 2018, "Mortgage Default Risks and High-Frequency Predictability of the US Housing Market: A Reconsideration," Working Papers, University of Pretoria, Department of Economics, number 201875, Nov.
    
    • Mehmet Balcilar & Elie Bouri & Rangan Gupta & Mark E. Wohar, 2020, "Mortgage Default Risks and High-Frequency Predictability of the U.S. Housing Market: A Reconsideration," Journal of Real Estate Portfolio Management, Taylor & Francis Journals, volume 26, issue 2, pages 111-117, December, DOI: 10.1080/10835547.2020.1854606.
81. Christophe André & Petre Caraiani & Adrian Cantemir Čalin & Rangan Gupta, 2018, "Can Monetary Policy Lean against Housing Bubbles?," Working Papers, University of Pretoria, Department of Economics, number 201877, Nov.
    
    • André, Christophe & Caraiani, Petre & Călin, Adrian Cantemir & Gupta, Rangan, 2022, "Can monetary policy lean against housing bubbles?," Economic Modelling, Elsevier, volume 110, issue C, DOI: 10.1016/j.econmod.2022.105801.
82. Akhona Myataza & Rangan Gupta, 2018, "Political Cycles in the United States and Stock Market Volatility in other Advanced Economies: An EGARCH Approach," Working Papers, University of Pretoria, Department of Economics, number 201878, Nov.
83. Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2018, "Forecasting (Good and Bad) Realized Exchange-Rate Volatility: Is there a Role for Realized Skewness and Kurtosis?," Working Papers, University of Pretoria, Department of Economics, number 201879, Nov.
84. Hossein Hassani & Mohammad Reza Yeganegi & Rangan Gupta & Riza Demirer, 2018, "Forecasting Stock Market (Realized) Volatility in the United Kingdom: Is There a Role for Economic Inequality?," Working Papers, University of Pretoria, Department of Economics, number 201880, Nov.
85. Riza Demirer & Rangan Gupta & Christian Pierdzioch, 2018, "Time-Varying Risk Aversion and Realized Gold Volatility," Working Papers, University of Pretoria, Department of Economics, number 201881, Dec.
    
    • Demirer, Riza & Gkillas, Konstantinos & Gupta, Rangan & Pierdzioch, Christian, 2019, "Time-varying risk aversion and realized gold volatility," The North American Journal of Economics and Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.najef.2019.101048.
86. Petre Caraiani & Rangan Gupta, 2018, "Is the Response of the Bank of England to Exchange Rate Movements Frequency-Dependent?," Working Papers, University of Pretoria, Department of Economics, number 201883, Dec.
    
    • Caraiani, Petre & Gupta, Rangan, 2020, "Is the response of the bank of England to exchange rate movements frequency-dependent?," Journal of Macroeconomics, Elsevier, volume 63, issue C, DOI: 10.1016/j.jmacro.2019.103187.
87. Elizabeth L. Roos & Heinrich R. Bohlmann & Jonathan M. Horridge & Lardo Stander & Roula Inglesi-Lotz, 2018, "Regional economic effects of changes in South Africa’s electricity generation mix," ERSA Working Paper Series, Economic Research Southern Africa, number 756, Aug.
88. Max Gillman & Tamas Csabafi & Ruthira Naraidoo, 2018, "International Business Cycle and Financial Intermediation," CEU Working Papers, Department of Economics, Central European University, number 2018_7, Nov.
    
    • Tamas Z. Csabafi & Max Gillman & Ruthira Naraidoo, 2019, "International Business Cycle and Financial Intermediation," Journal of Money, Credit and Banking, Blackwell Publishing, volume 51, issue 8, pages 2293-2303, December, DOI: 10.1111/jmcb.12580.
    • Tamas Csabafi & Max Gillman & Ruthira Naraidoo, 2018, "International Business Cycle and Financial Intermediation," KRTK-KTI WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 1830, Nov.
    • Tamas Csabafi & Max Gillman & Ruthira Naraidoo, 2016, "International Business Cycle and Financial Intermediation," Working Papers, University of Pretoria, Department of Economics, number 201687, Dec.
89. Vincent Dadam & Nicola Viegi, 2018, "Systemic, Sectoral Risk and the Myth of a Corporate Savings Glut," World Bank Publications - Reports, The World Bank Group, number 30195, Apr.

2017

1. Christian K. Tipoy & Marthinus C. Breitenbach & Mulatu F. Zerihun, 2017, "Equilibrium Exchange Rates and Misalignments: The Case of Homogenous Emerging Market Economies," Working Papers, University of Pretoria, Department of Economics, number 201769, Oct.
2. Scott L Baier & Jeffrey H Bergstrand & Matthew W Clance, 2017, "Heterogeneous economic integration agreements' effects, gravity, and welfare," Discussion Papers, University of Nottingham, GEP, number 2017-05.
3. Goodness C. Aye & Matthew W. Clance & Rangan Gupta, 2017, "The Effect of Economic Uncertainty on the Housing Market Cycle," Working Papers, University of Pretoria, Department of Economics, number 201757, Aug.
   
   • Goodness C. Aye & Matthew W. Clance & Rangan Gupta, 2019, "The Effect of Economic Uncertainty on the Housing Market Cycle," Journal of Real Estate Portfolio Management, Taylor & Francis Journals, volume 25, issue 1, pages 67-75, January, DOI: 10.1080/10835547.2019.12090024.
4. Augustin Kwasi Fosu, 2017, "Governance and development in Africa: A concise review," Global Development Institute Working Paper Series, GDI, The University of Manchester, number 082017.
5. Parantap Basu & Yoseph Getachew, 2017, "Redistributive Innovation Policy, Inequality and Efficiency," CEMAP Working Papers, Durham University Business School, number 2017_02, Feb.
   
   • Parantap Basu & Yoseph Getachew, 2020, "Redistributive innovation policy, inequality, and efficiency," Journal of Public Economic Theory, Association for Public Economic Theory, volume 22, issue 3, pages 532-554, June, DOI: 10.1111/jpet.12386.
   • Parantap Basu & Yoseph Getachew, 2017, "Redistributive Innovation Policy, Inequality and Efficiency," Working Papers, University of Pretoria, Department of Economics, number 201768, Oct.
6. Vasilios Plakandaras & Rangan Gupta & Periklis Gogas & Theophilos Papadimitriou, 2017, "Forecasting the U.S. Real House Price Index," Papers, arXiv.org, number 1707.04868, Jul.
   
   • Plakandaras, Vasilios & Gupta, Rangan & Gogas, Periklis & Papadimitriou, Theophilos, 2015, "Forecasting the U.S. real house price index," Economic Modelling, Elsevier, volume 45, issue C, pages 259-267, DOI: 10.1016/j.econmod.2014.10.050.
   • Vasilios Plakandaras & Rangan Gupta & Periklis Gogas & Theophilos Papadimitriou, 2014, "Forecasting the U.S. Real House Price Index," Working Papers, University of Pretoria, Department of Economics, number 201418, May.
   • Vasilios Plakandaras & Rangan Gupta & Periklis Gogas & Theophilos Papadimitriou, 2014, "Forecasting the U.S. Real House Price Index," Working Paper series, Rimini Centre for Economic Analysis, number 30_14, Nov.
   • Vasilios Plakandaras & Rangan Gupta & Theophilos Papadimitriou & Periklis Gogas, 2014, "Forecasting the U.S. Real House Price Index," DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics, number 10-2014, Apr.
7. Mawuli Segnon & Chi Keung Lau & Bernd Wilfling & Rangan Gupta, 2017, "Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 6117, May.
   
   • Segnon Mawuli & Lau Chi Keung & Wilfling Bernd & Gupta Rangan, 2022, "Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 26, issue 1, pages 73-98, February, DOI: 10.1515/snde-2019-0009.
   • Mawuli Segnon & Chi Keung Lau & Bernd Wilfling & Rangan Gupta, 2017, "Are Multifractal Processes Suited to Forecasting Electricity Price Volatility? Evidence from Australian Intraday Data," Working Papers, University of Pretoria, Department of Economics, number 201739, May.
8. Francis Leni Anguyo & Rangan Gupta & Kevin Kotze, 2017, "Monetary Policy and Financial Frictions in a Small Open-Economy Model for Uganda," School of Economics Macroeconomic Discussion Paper Series, School of Economics, University of Cape Town, number 2017-01.
   
   • Francis Leni Anguyo & Rangan Gupta & Kevin Kotzé, 2020, "Monetary policy and financial frictions in a small open-economy model for Uganda," Empirical Economics, Springer, volume 59, issue 3, pages 1213-1241, September, DOI: 10.1007/s00181-019-01728-y.
   • Francis Leni Anguyo & Rangan Gupta & Kevin Kotze, 2017, "Monetary Policy and Financial Frictions in a Small Open-Economy Model for Uganda," Working Papers, University of Pretoria, Department of Economics, number 201710, Feb.
9. Francis Leni Anguyo & Rangan Gupta & Kevin Kotze, 2017, "Monetary Policy, Financial Frictions and Structural Changes: A Markov-Switching DSGE approach," School of Economics Macroeconomic Discussion Paper Series, School of Economics, University of Cape Town, number 2017-05.
   
   • Francis Leni Anguyo & Rangan Gupta & Kevin Kotzé, 2017, "Monetary Policy, Financial Frictions and Structural Changes: A Markov-Switching DSGE Approach," Working Papers, University of Pretoria, Department of Economics, number 201748, Jun.
10. Francis Leni Anguyo & Rangan Gupta & Kevin Kotze, 2017, "Inflation Dynamics in Uganda: A Quantile Regression Approach," School of Economics Macroeconomic Discussion Paper Series, School of Economics, University of Cape Town, number 2017-07.
    
    • Francis Leni Anguyo & Rangan Gupta & Kevin Kotzé, 2020, "Inflation dynamics in Uganda: a quantile regression approach," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, volume 13, issue 2, pages 161-187, May, DOI: 10.1080/17520843.2019.1596963.
    • Francis Leni Anguyo & Rangan Gupta & Kevin Kotzé, 2017, "Inflation Dynamics in Uganda: A Quantile Regression Approach," Working Papers, University of Pretoria, Department of Economics, number 201772, Oct.
11. Sergey Ivashchenko & Rangan Gupta, 2017, "Near-Rational Expectations: How Far are Surveys from Rationality?," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2017/04, Jan.
    
    • Sergey Ivashchenko & Rangan Gupta, 2017, "Near-Rational Expectations: How Far are Surveys from Rationality?," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 60, issue 1, pages 1-27.
    • Sergey Ivashchenko, 2014, "Near-Rational Expectations: How Far Are Surveys from Rationality?," EUSP Department of Economics Working Paper Series, European University at St. Petersburg, Department of Economics, number 2014/06, Dec.
    • Sergey Ivashchenko & Rangan Gupta, 2016, "Near-Rational Expectations: How Far are Surveys from Rationality?," Working Papers, University of Pretoria, Department of Economics, number 201655, Jul.
12. Mehmet Balcilar & Elie Bouri & Rangan Gupta & David Roubaud, 2017, "Can volume predict Bitcoin returns and volatility? A quantiles-based approach," Post-Print, HAL, number hal-02008551, DOI: 10.1016/j.econmod.2017.03.019.
    
    • Balcilar, Mehmet & Bouri, Elie & Gupta, Rangan & Roubaud, David, 2017, "Can volume predict Bitcoin returns and volatility? A quantiles-based approach," Economic Modelling, Elsevier, volume 64, issue C, pages 74-81, DOI: 10.1016/j.econmod.2017.03.019.
13. Elie Bouri & Rangan Gupta & Aviral Kumar Tiwari & David Roubaud, 2017, "Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions," Post-Print, HAL, number hal-02008552, DOI: 10.1016/j.frl.2017.02.009.
    
    • Bouri, Elie & Gupta, Rangan & Tiwari, Aviral Kumar & Roubaud, David, 2017, "Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions," Finance Research Letters, Elsevier, volume 23, issue C, pages 87-95, DOI: 10.1016/j.frl.2017.02.009.
    • Elie Bouri & Rangan Gupta & Aviral Kumar Tiwari & David Roubaud, 2016, "Does Bitcoin Hedge Global Uncertainty? Evidence from Wavelet-Based Quantile-in-Quantile Regressions," Working Papers, University of Pretoria, Department of Economics, number 201690, Dec.
14. Nikolaos Antonakakis & Rangan Gupta & Christos Kollias & Stephanos Papadamou, 2017, "Geopolitical Risks and the Oil-Stock Nexus Over 1899-2016," Working Papers, University of Pretoria, Department of Economics, number 201702, Jan.
    
    • Antonakakis, Nikolaos & Gupta, Rangan & Kollias, Christos & Papadamou, Stephanos, 2017, "Geopolitical risks and the oil-stock nexus over 1899–2016," Finance Research Letters, Elsevier, volume 23, issue C, pages 165-173, DOI: 10.1016/j.frl.2017.07.017.
15. Rangan Gupta & Lardo Stander & Andrea Vaona, 2017, "Openness and Growth: Is the Relationship Non-Linear?," Working Papers, University of Pretoria, Department of Economics, number 201703, Jan.
    
    • Rangan Gupta & Lardo Stander & Andrea Vaona, 2023, "Openness and growth: Is the relationship non‐linear?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 28, issue 3, pages 3071-3099, July, DOI: 10.1002/ijfe.2584.
16. Elie Bouri & Rangan Gupta & Seyedmehdi Hosseini & Chi Keung Marco Lau, 2017, "Does Global Fear Predict Fear in BRICS Stock Markets? Evidence from a Bayesian Graphical VAR Model," Working Papers, University of Pretoria, Department of Economics, number 201704, Jan.
17. Christophe André & Tsangyao Chang & Luis A. Gil-Alana & Rangan Gupta, 2017, "Current Account Sustainability in G7 and BRICS: Evidence from a Long Memory Model with Structural Breaks," Working Papers, University of Pretoria, Department of Economics, number 201705, Jan.
    
    • Christophe Andre & Mehmet Balcilar & Tsangyao Chang & Luis Alberiko Gil-Alana & Rangan Gupta, 2018, "Current account sustainability in G7 and BRICS: Evidence from a long-memory model with structural breaks," The Journal of International Trade & Economic Development, Taylor & Francis Journals, volume 27, issue 6, pages 638-654, August, DOI: 10.1080/09638199.2017.1410853.
18. Shinhye Chang & Hsiao-Ping Chu & Rangan Gupta & Stephen M. Miller, 2017, "Causality between Output and Income Inequality across US States: Evidence from a Heterogeneous Mixed Panel Approach," Working Papers, University of Pretoria, Department of Economics, number 201706, Jan.
    
    • Shinhye Chang & Hsiao-Ping Chu & Rangan Gupta & Stephen M. Miller, 2018, "Causality between Output and Income Inequality across U.S. States: Evidence from a Heterogeneous Mixed Panel Approach," Working papers, University of Connecticut, Department of Economics, number 2018-07, Jun.
19. Christina Christou & Rangan Gupta & Wendy Nyakabawo & Mark E. Wohar, 2017, "Do House Prices Hedge Inflation in the US? A Quantile Cointegration Approach," Working Papers, University of Pretoria, Department of Economics, number 201707, Feb.
    
    • Christou, Christina & Gupta, Rangan & Nyakabawo, Wendy & Wohar, Mark E., 2018, "Do house prices hedge inflation in the US? A quantile cointegration approach," International Review of Economics & Finance, Elsevier, volume 54, issue C, pages 15-26, DOI: 10.1016/j.iref.2017.12.012.
20. Nikolaos Antonakakis & Mehmet Balcilar & Elie Bouri & Rangan Gupta, 2017, "Is Wine a Safe-Haven? Evidence from a Nonparametric Causality-in-Quantiles Test," Working Papers, University of Pretoria, Department of Economics, number 201708, Feb.
    
    • Nikolaos Antonakakis & Mehmet Balcilar & Elie Bouri & Rangan Gupta, 2018, "Is Wine A Safe-Haven? Evidence From A Nonparametric Causality-In-Quantiles Test," Advances in Decision Sciences, Asia University, Taiwan, volume 22, issue 1, pages 95-114, December.
21. Christophe André & Nikolaos Antonakakis & Rangan Gupta & Mulatu F. Zerihun, 2017, "Asymmetric Behaviour in Nominal and Real Housing Prices: Evidence from Advanced and Emerging Economies," Working Papers, University of Pretoria, Department of Economics, number 201711, Feb.
22. Hardik A. Marfatia & Rangan Gupta & Esin Cakan, 2017, "The International REIT's Time-Varying Response to the U.S. Monetary Policy and Macroeconomic Surprises," Working Papers, University of Pretoria, Department of Economics, number 201712, Feb.
    
    • Marfatia, Hardik A. & Gupta, Rangan & Cakan, Esin, 2017, "The international REIT’s time-varying response to the U.S. monetary policy and macroeconomic surprises," The North American Journal of Economics and Finance, Elsevier, volume 42, issue C, pages 640-653, DOI: 10.1016/j.najef.2017.09.007.
23. Luis A. Gil-Alana & Rangan Gupta, 2017, "Persistence, Mean Reversion and Nonlinearities in Inflation Rates of Developed and Developing Countries Using Over One Century of Data," Working Papers, University of Pretoria, Department of Economics, number 201713, Mar.
    
    • Luis Alberiko Gil‐Alana & Rangan Gupta, 2019, "Persistence, Mean Reversion and Nonlinearities in Inflation Rates of Developed and Developing Countries Using Over One Century of Data," Manchester School, University of Manchester, volume 87, issue 1, pages 24-36, January, DOI: 10.1111/manc.12213.
24. Walid Bahloul & Rangan Gupta, 2017, "The Impact of Macroeconomic News Surprises and Uncertainty of Major Economies on Returns and Volatility of Oil Futures," Working Papers, University of Pretoria, Department of Economics, number 201715, Mar.
    
    • Walid Bahloul & Rangan Gupta, 2018, "Impact of macroeconomic news surprises and uncertainty for major economies on returns and volatility of oil futures," International Economics, CEPII research center, issue 156, pages 247-253.
    • Bahloul, Walid & Gupta, Rangan, 2018, "Impact of macroeconomic news surprises and uncertainty for major economies on returns and volatility of oil futures," International Economics, Elsevier, volume 156, issue C, pages 247-253, DOI: 10.1016/j.inteco.2018.04.002.
25. Mehmet Balcilar & Deven Bathia & Riza Demirer & Rangan Gupta, 2017, "Credit Ratings and Predictability of Stock Returns and Volatility of the BRICS and the PIIGS: Evidence from a Nonparametric Causality-in-Quantiles Approach," Working Papers, University of Pretoria, Department of Economics, number 201719, Mar.
26. Walid Bahloul & Mehmet Balcilar & Juncal Cunado & Rangan Gupta, 2017, "The Role of Economic and Financial Uncertainties in Predicting Commodity Futures Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantiles Test," Working Papers, University of Pretoria, Department of Economics, number 201725, Apr.
    
    • Bahloul, Walid & Balcilar, Mehmet & Cunado, Juncal & Gupta, Rangan, 2018, "The role of economic and financial uncertainties in predicting commodity futures returns and volatility: Evidence from a nonparametric causality-in-quantiles test," Journal of Multinational Financial Management, Elsevier, volume 45, issue C, pages 52-71, DOI: 10.1016/j.mulfin.2018.04.002.
27. Rangan Gupta & Seong-Min Yoon, 2017, "OPEC News and Predictability of Oil Futures Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach," Working Papers, University of Pretoria, Department of Economics, number 201726, Apr.
    
    • Gupta, Rangan & Yoon, Seong-Min, 2018, "OPEC news and predictability of oil futures returns and volatility: Evidence from a nonparametric causality-in-quantiles approach," The North American Journal of Economics and Finance, Elsevier, volume 45, issue C, pages 206-214, DOI: 10.1016/j.najef.2018.02.010.
28. Rangan Gupta & Chi Keng Marco Lau & Ruipeng Liu & Hardik A. Marfatia, 2017, "Price Jumps in Developed Stock Markets: The Role of Monetary Policy Committee Meetings," Working Papers, University of Pretoria, Department of Economics, number 201727, Apr.
    
    • Rangan Gupta & Chi Keng Marco Lau & Ruipeng Liu & Hardik A. Marfatia, 2019, "Price jumps in developed stock markets: the role of monetary policy committee meetings," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 43, issue 2, pages 298-312, April, DOI: 10.1007/s12197-018-9444-z.
29. Ruipeng Liu & Riza Demirer & Rangan Gupta & Mark E. Wohar, 2017, "Do Bivariate Multifractal Models Improve Volatility Forecasting in Financial Time Series? An Application to Foreign Exchange and Stock Markets," Working Papers, University of Pretoria, Department of Economics, number 201728, Apr.
30. Qiang Ji & Elie Bouri & Rangan Gupta & David Roubaud, 2017, "Network Causality Structures among Bitcoin and other Financial Assets: A Directed Acyclic Graph Approach," Working Papers, University of Pretoria, Department of Economics, number 201729, Apr.
    
    • Ji, Qiang & Bouri, Elie & Gupta, Rangan & Roubaud, David, 2018, "Network causality structures among Bitcoin and other financial assets: A directed acyclic graph approach," The Quarterly Review of Economics and Finance, Elsevier, volume 70, issue C, pages 203-213, DOI: 10.1016/j.qref.2018.05.016.
31. Rangan Gupta & Christos Kollias & Stephanos Papadamou & Mark E. Wohar, 2017, "News Implied Volatility and the Stock-Bond Nexus: Evidence from Historical Data for the USA and the UK Markets," Working Papers, University of Pretoria, Department of Economics, number 201730, Apr.
    
    • Gupta, Rangan & Kollias, Christos & Papadamou, Stephanos & Wohar, Mark E., 2018, "News implied volatility and the stock-bond nexus: Evidence from historical data for the USA and the UK markets," Journal of Multinational Financial Management, Elsevier, volume 47, issue , pages 76-90, DOI: 10.1016/j.mulfin.2018.08.001.
32. Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar, 2017, "Wealth-to-Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test," Working Papers, University of Pretoria, Department of Economics, number 201731, May.
    
    • Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar, 2018, "Wealth‐to‐Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test," International Review of Finance, International Review of Finance Ltd., volume 18, issue 3, pages 495-506, September, DOI: 10.1111/irfi.12136.
33. Christian Pierdzioch & Rangan Gupta, 2017, "Uncertainty and Forecasts of U.S. Recessions," Working Papers, University of Pretoria, Department of Economics, number 201732, May.
    
    • Pierdzioch Christian & Gupta Rangan, 2020, "Uncertainty and Forecasts of U.S. Recessions," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 24, issue 4, pages 1-20, September, DOI: 10.1515/snde-2018-0083.
34. Aviral Kumar Tiwari & Juncal Cunado & Rangan Gupta & Mark E. Wohar, 2017, "Are Stock Returns an Inflation Hedge for the UK? Evidence from a Wavelet Analysis Using Over Three Centuries of Data," Working Papers, University of Pretoria, Department of Economics, number 201735, May.
    
    • Tiwari Aviral Kumar & Cunado Juncal & Gupta Rangan & Wohar Mark E., 2019, "Are stock returns an inflation hedge for the UK? Evidence from a wavelet analysis using over three centuries of data," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 23, issue 3, pages 1-17, June, DOI: 10.1515/snde-2017-0049.
35. Rangan Gupta & Hardik A. Marfatia, 2017, "A Note on the Impact of Unconventional Monetary Policy Shocks in the US on Emerging Market REITs: A Qual VAR Approach," Working Papers, University of Pretoria, Department of Economics, number 201736, May.
36. Vasilios Plakandaras & Rangan Gupta & Periklis Gogas & Theophilos Papadimitriou, 2017, "Macroeconomic Uncertainty, Growth and Inflation in the Eurozone: A Causal Approach," Working Papers, University of Pretoria, Department of Economics, number 201737, May.
    
    • Vasilios Plakandaras & Rangan Gupta & Periklis Gogas & Theophilos Papadimitriou, 2018, "Macroeconomic uncertainty, growth and inflation in the Eurozone: a causal approach," Applied Economics Letters, Taylor & Francis Journals, volume 25, issue 14, pages 1029-1033, August, DOI: 10.1080/13504851.2017.1391996.
37. Christina Christou & Ruthira Naraidoo & Rangan Gupta & Won Joong Kim, 2017, "Monetary Policy Reaction Functions of the TICKs: A Quantile Regression Approach," Working Papers, University of Pretoria, Department of Economics, number 201738, May.
    
    • Christina Christou & Ruthira Naraidoo & Rangan Gupta & Won Joong Kim, 2018, "Monetary Policy Reaction Functions of the TICKs: A Quantile Regression Approach," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 54, issue 15, pages 3552-3565, December, DOI: 10.1080/1540496X.2017.1422429.
38. Giorgio Canarella & Rangan Gupta & Stephen M. Miller & Stephen K. Pollard, 2017, "Unemployment Rate Hysteresis and the Great Recession: Exploring the Metropolitan Evidence," Working Papers, University of Pretoria, Department of Economics, number 201740, Jun.
    
    • Giorgio Canarella & Rangan Gupta & Stephen M. Miller & Stephen K. Pollard, 2019, "Unemployment rate hysteresis and the great recession: exploring the metropolitan evidence," Empirical Economics, Springer, volume 56, issue 1, pages 61-79, January, DOI: 10.1007/s00181-017-1361-z.
    • Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2014, "Unemployment Rate Hysteresis and the Great Recession: Exploring the Metropolitan Evidence," Working Papers, University of Nevada, Las Vegas , Department of Economics, number 1403, Dec.
    • Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2013, "Unemployment Rate Hysteresis and the Great Recession: Exploring the Metropolitan Evidence," Working papers, University of Connecticut, Department of Economics, number 2013-19, Aug.
39. Mehmet Balcilar & Seyi Saint Akadiri & Rangan Gupta & Stephen M. Miller, 2017, "Partisan Conflict and Income Distribution in the United States: A Nonparametric Causality-in-Quantiles Approach," Working Papers, University of Pretoria, Department of Economics, number 201741, Jun.
    
    • Mehmet Balcilar & Seyi Saint Akadiri & Rangan Gupta & Stephen M. Miller, 2017, "Partisan Conflict and Income Distribution in the United States: A Nonparametric Causality-in-Quantiles Approach," Working papers, University of Connecticut, Department of Economics, number 2017-11, Jun.
40. Rangan Gupta & Chi Keung Marco Lau & Stephen M. Miller & Mark E. Wohar, 2017, "U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict," Working Papers, University of Pretoria, Department of Economics, number 201742, Jun.
    
    • Rangan Gupta & Chi Keung Marco Lau & Stephen M. Miller & Mark E. Wohar, 2019, "US Fiscal Policy and Asset Prices: The Role of Partisan Conflict," International Review of Finance, International Review of Finance Ltd., volume 19, issue 4, pages 851-862, December, DOI: 10.1111/irfi.12188.
    • Rangan Gupta & Chi Keung Marco Lau & Stephen M. Miller & Mark E. Wohar, 2017, "U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict," Working papers, University of Connecticut, Department of Economics, number 2017-10, Jun.
41. Elie Bouri & Riza Demirer & Rangan Gupta & Hardik A. Marfatia, 2017, "Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note," Working Papers, University of Pretoria, Department of Economics, number 201743, Jun.
    
    • Elie Bouri & Riza Demirer & Rangan Gupta & Hardik A. Marfatia, 2019, "Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note," Defence and Peace Economics, Taylor & Francis Journals, volume 30, issue 3, pages 367-379, April, DOI: 10.1080/10242694.2018.1424613.
42. Rangan Gupta & Christian Pierdzioch & Refk Selmi & Mark E. Wohar, 2017, "Does Partisan Conflict Predict a Reduction in US Stock Market (Realized) Volatility? Evidence from a Quantile-on-Quantile Regression Model," Working Papers, University of Pretoria, Department of Economics, number 201744, Jun.
43. Refk Selmi & Christos Kollias & Stephanos Papadamou & Rangan Gupta, 2017, "A Copula-Based Quantile-on-Quantile Regression Approach to Modeling Dependence Structure between Stock and Bond Returns: Evidence from Historical Data of India, South Africa, UK and US," Working Papers, University of Pretoria, Department of Economics, number 201747, Jun.
44. Esin Cakan & Rıza Demirer & Rangan Gupta & Hardik A. Marfatia, 2017, "Oil Speculation and Herding Behavior in Emerging Stock Markets," Working Papers, University of Pretoria, Department of Economics, number 201749, Jun.
    
    • Esin Cakan & Rıza Demirer & Rangan Gupta & Hardik A. Marfatia, 2019, "Oil speculation and herding behavior in emerging stock markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 43, issue 1, pages 44-56, January, DOI: 10.1007/s12197-018-9427-0.
45. Elie Bouri & Rangan Gupta & Chi Keung Marco Lau & David Roubaud & Shixuan Wang, 2017, "Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles," Working Papers, University of Pretoria, Department of Economics, number 201750, Jun.
    
    • Bouri, Elie & Gupta, Rangan & Lau, Chi Keung Marco & Roubaud, David & Wang, Shixuan, 2018, "Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles," The Quarterly Review of Economics and Finance, Elsevier, volume 69, issue C, pages 297-307, DOI: 10.1016/j.qref.2018.04.003.
46. Riza Demirer & Guilherme Demos & Rangan Gupta & Didier Sornette, 2017, "On the Predictability of Stock Market Bubbles: Evidence from LPPLS ConfidenceTM Multi-scale Indicators," Working Papers, University of Pretoria, Department of Economics, number 201752, Jul.
    
    • Riza Demirer & Guilherme Demos & Rangan Gupta & Didier Sornette, 2019, "On the predictability of stock market bubbles: evidence from LPPLS confidence multi-scale indicators," Quantitative Finance, Taylor & Francis Journals, volume 19, issue 5, pages 843-858, May, DOI: 10.1080/14697688.2018.1524154.
47. Goodness C. Aye & Hector Carcel & Luis A. Gil-Alana & Rangan Gupta, 2017, "Does Gold Act as a Hedge against Inflation in the UK? Evidence from a Fractional Cointegration Approach Over 1257 to 2016," Working Papers, University of Pretoria, Department of Economics, number 201753, Jul.
    
    • Aye, Goodness C. & Carcel, Hector & Gil-Alana, Luis A. & Gupta, Rangan, 2017, "Does gold act as a hedge against inflation in the UK? Evidence from a fractional cointegration approach over 1257 to 2016," Resources Policy, Elsevier, volume 54, issue C, pages 53-57, DOI: 10.1016/j.resourpol.2017.09.001.
48. Rangan Gupta & Chi Keung Marco Lau & Seong-Min Yoon, 2017, "OPEC News Announcement Effect on Volatility in the Crude Oil Market: A Reconsideration," Working Papers, University of Pretoria, Department of Economics, number 201754, Jul.
    
    • Rangan Gupta & Chi Keung Marco Lau & Seong-Min Yoon, 2019, "OPEC News Announcement Effect on Volatility in the Crude Oil Market: A Reconsideration," Advances in Decision Sciences, Asia University, Taiwan, volume 23, issue 4, pages 1-23, December.
49. Rangan Gupta & Marian Risse & David A. Volkman & Mark E. Wohar, 2017, "The Role of Term Spread and Pattern Changes in Predicting Stock Returns and Volatility of the United Kingdom: Evidence from a Nonparametric Causality-in-Quantiles Test Using Over 250 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 201755, Jul.
    
    • Gupta, Rangan & Risse, Marian & Volkman, David A. & Wohar, Mark E., 2019, "The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom: Evidence from a nonparametric causality-in-quantiles test using over 250 years of data," The North American Journal of Economics and Finance, Elsevier, volume 47, issue C, pages 391-405, DOI: 10.1016/j.najef.2018.05.006.
50. Tsangyao Chang & Rangan Gupta & Anandamayee Majumdar & Christian Pierdzioch, 2017, "Predicting Stock Market Movements with a Time-Varying Consumption-Aggregate Wealth Ratio," Working Papers, University of Pretoria, Department of Economics, number 201756, Jul.
    
    • Chang, Tsangyao & Gupta, Rangan & Majumdar, Anandamayee & Pierdzioch, Christian, 2019, "Predicting stock market movements with a time-varying consumption-aggregate wealth ratio," International Review of Economics & Finance, Elsevier, volume 59, issue C, pages 458-467, DOI: 10.1016/j.iref.2018.10.009.
51. Adnen Ben Nasr & Juncal Cunado & Rıza Demirer & Rangan Gupta, 2017, "Country Risk Ratings and Stock Market Returns in BRICS Countries: A Nonlinear Dynamic Approach," Working Papers, University of Pretoria, Department of Economics, number 201758, Aug.
52. Qiang Ji & Bing-Yue Liu & Juncal Cunado & Rangan Gupta, 2017, "Risk Spillover between the US and the Remaining G7 Stock Markets Using Time-Varying Copulas with Markov Switching: Evidence from Over a Century of Data," Working Papers, University of Pretoria, Department of Economics, number 201759, Aug.
    
    • Ji, Qiang & Liu, Bing-Yue & Cunado, Juncal & Gupta, Rangan, 2020, "Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching: Evidence from over a century of data," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2018.09.004.
53. Esin Cakan & Rıza Demirer & Rangan Gupta & Josine Uwilingiye, 2017, "A Note on the Technology Herd: Evidence from Large Institutional Investors," Working Papers, University of Pretoria, Department of Economics, number 201761, Aug.
    
    • Josine Uwilingiye & Esin Cakan & Riza Demirer & Rangan Gupta, 2019, "A note on the technology herd: evidence from large institutional investors," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 11, issue 3, pages 294-308, June, DOI: 10.1108/RBF-08-2017-0086.
54. Rıza Demirer & Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2017, "Time-Varying Rare Disaster Risks, Oil Returns and Volatility," Working Papers, University of Pretoria, Department of Economics, number 201762, Aug.
    
    • Demirer, Riza & Gupta, Rangan & Suleman, Tahir & Wohar, Mark E., 2018, "Time-varying rare disaster risks, oil returns and volatility," Energy Economics, Elsevier, volume 75, issue C, pages 239-248, DOI: 10.1016/j.eneco.2018.08.021.
55. Adnen Ben Nasr & Mehmet Balcilar & Seyi Saint Akadiri & Rangan Gupta, 2017, "Kuznets Curve for the US: A Reconsideration Using Cosummability," Working Papers, University of Pretoria, Department of Economics, number 201763, Aug.
    
    • Adnen Ben Nasr & Mehmet Balcilar & Seyi Saint Akadiri & Rangan Gupta, 2019, "Kuznets Curve for the US: A Reconsideration Using Cosummability," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 142, issue 2, pages 827-843, April, DOI: 10.1007/s11205-018-1940-1.
56. Wilson Donzwa & Rangan Gupta & Mark E. Wohar, 2017, "Volatility Spillovers between Interest Rates and Equity Markets of Developed Economies: A Note," Working Papers, University of Pretoria, Department of Economics, number 201764, Sep.
57. Vasilios Plakandaras & Rangan Gupta & Constantinos Katrakilidis & Mark E. Wohar, 2017, "Time-Varying Role of Macroeconomic Shocks on House Prices in the US and UK: Evidence from Over 150 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 201765, Sep.
    
    • Vasilios Plakandaras & Rangan Gupta & Constantinos Katrakilidis & Mark E. Wohar, 2020, "Time-varying role of macroeconomic shocks on house prices in the US and UK: evidence from over 150 years of data," Empirical Economics, Springer, volume 58, issue 5, pages 2249-2285, May, DOI: 10.1007/s00181-018-1581-x.
58. Rangan Gupta & Jun Ma & Marian Risse & Mark E. Wohar, 2017, "Common Business Cycles and Volatilities in US States and MSAs: The Role of Economic Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 201766, Sep.
    
    • Gupta, Rangan & Ma, Jun & Risse, Marian & Wohar, Mark E., 2018, "Common business cycles and volatilities in US states and MSAs: The role of economic uncertainty," Journal of Macroeconomics, Elsevier, volume 57, issue C, pages 317-337, DOI: 10.1016/j.jmacro.2018.06.009.
59. Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2017, "Exchange Rate Returns and Volatility: The Role of Time-Varying Rare Disaster Risks," Working Papers, University of Pretoria, Department of Economics, number 201767, Sep.
    
    • Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2019, "Exchange rate returns and volatility: the role of time-varying rare disaster risks," The European Journal of Finance, Taylor & Francis Journals, volume 25, issue 2, pages 190-203, January, DOI: 10.1080/1351847X.2018.1534750.
60. Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2017, "The Role of Time-Varying Rare Disaster Risks in Predicting Bond Returns and Volatility," Working Papers, University of Pretoria, Department of Economics, number 201770, Oct.
    
    • Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2019, "The role of time‐varying rare disaster risks in predicting bond returns and volatility," Review of Financial Economics, John Wiley & Sons, volume 37, issue 3, pages 327-340, July, DOI: 10.1002/rfe.1051.
61. Lanouar Charfeddine & Karim Ben Khediri & Goodness C. Aye & Rangan Gupta, 2017, "Time-Varying Efficiency of Developed and Emerging Bond Markets: Evidence from Long-Spans of Historical Data," Working Papers, University of Pretoria, Department of Economics, number 201771, Oct.
    
    • Charfeddine, Lanouar & Khediri, Karim Ben & Aye, Goodness C. & Gupta, Rangan, 2018, "Time-varying efficiency of developed and emerging bond markets: Evidence from long-spans of historical data," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 505, issue C, pages 632-647, DOI: 10.1016/j.physa.2018.04.004.
62. Sheung-Chi Chow & Rangan Gupta & Tahir Suleman & Wing-Keung Wong, 2017, "Long-Run Movement and Predictability of Bond Spread for BRICS and PIIGS: The Role of Economic, Financial and Political Risks," Working Papers, University of Pretoria, Department of Economics, number 201773, Oct.
    
    • Rangan Gupta & Sheung-Chi Chow & Tahir Suleman & Wing-Keung Wong, 2019, "Long-Run Movement and Predictability of Bond Spread for BRICS and PIIGS: The Role of Economic, Financial and Political Risks," Journal of Reviews on Global Economics, Lifescience Global, volume 8, pages 239-257.
63. Christina Christou & Rangan Gupta & Christis Hassapis & Tahir Suleman, 2017, "The Role of Economic Uncertainty in Forecasting Exchange Rate Returns and Realized Volatility: Evidence from Quantile Predictive Regressions," Working Papers, University of Pretoria, Department of Economics, number 201774, Oct.
    
    • Christina Christou & Rangan Gupta & Christis Hassapis & Tahir Suleman, 2018, "The role of economic uncertainty in forecasting exchange rate returns and realized volatility: Evidence from quantile predictive regressions," Journal of Forecasting, John Wiley & Sons, Ltd., volume 37, issue 7, pages 705-719, November, DOI: 10.1002/for.2539.
64. Martijn Bos & Riza Demirer & Rangan Gupta & Aviral Kumar Tiwari, 2017, "Oil Returns and Volatility: The Role of Mergers and Acquisitions," Working Papers, University of Pretoria, Department of Economics, number 201775, Oct.
    
    • Bos, Martijn & Demirer, Riza & Gupta, Rangan & Tiwari, Aviral Kumar, 2018, "Oil returns and volatility: The role of mergers and acquisitions," Energy Economics, Elsevier, volume 71, issue C, pages 62-69, DOI: 10.1016/j.eneco.2018.01.034.
65. Mehmet Balcilar & Rangan Gupta & Chien-Chiang Lee & Godwin Olasehinde-Williams, 2017, "Economic Policy Uncertainty and Insurance," Working Papers, University of Pretoria, Department of Economics, number 201776, Nov.
66. Christos Bouras & Christina Christou & Rangan Gupta & Tahir Suleman, 2017, "Geopolitical Risks, Returns and Volatility in Emerging Stock Markets: Evidence from a Panel GARCH Model," Working Papers, University of Pretoria, Department of Economics, number 201777, Nov.
    
    • Christos Bouras & Christina Christou & Rangan Gupta & Tahir Suleman, 2019, "Geopolitical Risks, Returns, and Volatility in Emerging Stock Markets: Evidence from a Panel GARCH Model," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 55, issue 8, pages 1841-1856, June, DOI: 10.1080/1540496X.2018.1507906.
    • Christos Bouras & Christina Christou & Rangan Gupta & Tahir Suleman, 2020, "Geopolitical Risks, Returns, and Volatility in Emerging Stock Markets: Evidence from a Panel GARCH Model," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 55, issue 8, pages 1841-1856, July, DOI: 10.1080/1540496X.2018.1507906.
67. Patrick Kanda & Michael Burke & Rangan Gupta, 2017, "Time-Varying Causality between Equity and Currency Returns in the United Kingdom: Evidence from Over Two Centuries of Data," Working Papers, University of Pretoria, Department of Economics, number 201778, Nov.
    
    • Kanda, Patrick & Burke, Michael & Gupta, Rangan, 2018, "Time-varying causality between equity and currency returns in the United Kingdom: Evidence from over two centuries of data," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 506, issue C, pages 1060-1080, DOI: 10.1016/j.physa.2018.05.037.
68. Vasilios Plakandaras & Rangan Gupta & Mark E. Wohar, 2017, "An Assessment of UK Macroeconomic Volatility: Historical Evidence Using Over Seven Centuries of Data," Working Papers, University of Pretoria, Department of Economics, number 201779, Nov.
69. Aviral Kumar Tiwari & Juncal Cunado & Rangan Gupta & Mark E. Wohar, 2017, "Volatility Spillovers across Global Asset Classes: Evidence from Time and Frequency Domains," Working Papers, University of Pretoria, Department of Economics, number 201780, Dec.
    
    • Tiwari, Aviral Kumar & Cunado, Juncal & Gupta, Rangan & Wohar, Mark E., 2018, "Volatility spillovers across global asset classes: Evidence from time and frequency domains," The Quarterly Review of Economics and Finance, Elsevier, volume 70, issue C, pages 194-202, DOI: 10.1016/j.qref.2018.05.001.
70. Elie Bouri & Rangan Gupta & Wing-Keung Wong & Zhenzhen Zhu, 2017, "Is Wine a Good Choice for Investment?," Working Papers, University of Pretoria, Department of Economics, number 201781, Dec.
    
    • Bouri, Elie & Gupta, Rangan & Wong, Wing-Keung & Zhu, Zhenzhen, 2018, "Is wine a good choice for investment?," Pacific-Basin Finance Journal, Elsevier, volume 51, issue C, pages 171-183, DOI: 10.1016/j.pacfin.2018.07.002.
71. Balcilar, Mehmet & Katzke, Nico & Gupta, Rangan, 2017, "Date-stamping US housing market explosivity," Economics Discussion Papers, Kiel Institute for the World Economy, number 2017-44.
    
    • Balcilar, Mehmet & Katzke, Nico & Gupta, Rangan, 2018, "Date-stamping US housing market explosivity," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 12, pages 1-33, DOI: 10.5018/economics-ejournal.ja.2018-.
72. Roula Inglesi-Lotz & Luis Diez del Corral Morales, 2017, "The Effect of Education on a Country's Energy Consumption: Evidence from Developed and Developing Countries," Working Papers, University of Pretoria, Department of Economics, number 201733, May.
73. Roula Inglesi-Lotz, 2017, "Decomposing the South African CO2 Emissions within a BRICS Countries Context the Energy Rebound Hypothesis," Working Papers, University of Pretoria, Department of Economics, number 201751, Jun.
    
    • Roula Inglesi-Lotz, 2017, "Decomposing the South African COâ‚‚ emissions within a BRICS countries context: The energy rebound hypothesis," ERSA Working Paper Series, Economic Research Southern Africa, number 690, Jun.
74. Roula Inglesi-Lotz, 2017, "Decomposing the South African CO2 Emissions within a BRICS Countries Context: The Energy Rebound Hypothesis," ERSA Working Paper Series, Economic Research Southern Africa, number 130, Sep.
75. Luis D. del Corral Morales & Roula Inglesi-Lotz, 2017, "The effect of education on a country’s energy consumption: Evidence from developed and developing countries," ERSA Working Paper Series, Economic Research Southern Africa, number 678, May.
76. Mustafa Sakr & Andre Jordaan, 2017, "Push Factors of Emerging Multinational Corporations: Evidence from South Africa and Egypt," Working Papers, University of Pretoria, Department of Economics, number 201709, Feb.
77. Mustafa Sakr & Andre Jordaan, 2017, "Foreign Market Selection of Emerging Multinational Corporations: Evidence from South African and Egyptian Corporations," Working Papers, University of Pretoria, Department of Economics, number 201734, May.
78. Herrera Dappe,Matias & Jooste,Charl & Suarez Aleman,Ancor, 2017, "How does port efficiency affect maritime transport costs and trade ? evidence from Indian and western Pacific Ocean countries," Policy Research Working Paper Series, The World Bank, number 8204, Sep.
79. Kehinde O. Omotoso & Steven F. Koch, 2017, "Social Determinants of Health Inequalities in South Africa: A Decomposition Analysis," Working Papers, University of Pretoria, Department of Economics, number 201716, Mar.
80. Kehinde O. Omotoso & Steven F. Koch, 2017, "Gender Differentials in Health: A Differences-in-Decompositions Estimate," Working Papers, University of Pretoria, Department of Economics, number 201717, Mar.
81. Kehinde O. Omotoso & Steven F. Koch, 2017, "Exploring Child Poverty and Inequality in Post-Apartheid South Africa: A Multidimensional Perspective," Working Papers, University of Pretoria, Department of Economics, number 201718, Mar.
82. Steven F. Koch, 2017, "Does the Equivalence Scale Matter? Equivalence and Out-of-Pocket Payments," Working Papers, University of Pretoria, Department of Economics, number 201746, Jun.
83. Ekaterina Pirozhkova, 2017, "Financial frictions and robust monetary policy in the models of New Keynesian framework," BCAM Working Papers, Birkbeck Centre for Applied Macroeconomics, number 1701, Feb.
84. Ekaterina Pirozhkova, 2017, "Bank loan components, uncertainty and monetary transmission mechanism," BCAM Working Papers, Birkbeck Centre for Applied Macroeconomics, number 1702, Feb.
85. Ekaterina Pirozhkova, 2017, "Banks' balance sheet, uncertainty and macroeconomy," EcoMod2017, EcoMod, number 10430, Jul.
86. Hirbod Assa & Alexander Zimper, 2017, "Preferences Over all Random Variables: Incompatibility of Convexity and Continuity," Working Papers, University of Pretoria, Department of Economics, number 201714, Mar.
    
    • Assa, Hirbod & Zimper, Alexander, 2018, "Preferences over all random variables: Incompatibility of convexity and continuity," Journal of Mathematical Economics, Elsevier, volume 75, issue C, pages 71-83, DOI: 10.1016/j.jmateco.2017.12.006.
    • Assa, Hirbod & Zimper, Alexander, 2018, "Preferences over all random variables: Incompatibility of convexity and continuity," Open Access Publications from Kiel Institute for the World Economy, Kiel Institute for the World Economy, number 233948.
87. Alexander Zimper, 2017, "Rationalizable Information Equilibria," Working Papers, University of Pretoria, Department of Economics, number 201745, Jun.

2016

1. Carolyn Chisadza & Manoel Bittencourt, 2016, "Globalisation and Conflict: Evidence from Sub-Saharan Africa," Working Papers, University of Pretoria, Department of Economics, number 201640, May.
   
   • Carolyn Chisadza & Manoel Bittencourt, 2016, "Globalisation and Conflict: Evidence from sub-Saharan Africa," ERSA Working Paper Series, Economic Research Southern Africa, number 634, Sep.
   • Johannes W. Fedderke, 2024, "The South African – United States Sovereign Bond Spread and its Association with Macroeconomic Fundamentals," ERSA Working Paper Series, Economic Research Southern Africa, number 99, Oct.
2. Carolyn Chisadza & Manoel Bittencourt, 2016, "The Fertility Transition: Panel Evidence from sub-Saharan Africa," ERSA Working Paper Series, Economic Research Southern Africa, number 620, Jul.
   
   • Hylton Hollander & Rick Walker & Dawie van Lill & Gideon du Rand, 2024, "Nonlinear Real Exchange Rate Adjustments: Insights from iPad Price Data," ERSA Working Paper Series, Economic Research Southern Africa, number 92, Nov.
3. Leone Walters & Heinrich R. Bohlmann & Matthew W. Clance, 2016, "The Impact of the COMESA-EAC-SADC Tripartite Free Trade Agreement on the South African Economy," Working Papers, University of Pretoria, Department of Economics, number 201669, Sep.
   
   • Heinrich R. Bohlmann & Leoné Walters & Matthew W. Clance, 2016, "The Impact of the COMESA-EAC-SADC Tripartite Free Trade Agreement on the South African Economy," ERSA Working Paper Series, Economic Research Southern Africa, number 635, Sep.
4. Nicholas Kilimani & Jan van Heerden & Heinrich Bohlmann & Louise Roos, 2016, "Counting the Cost of Drought Induced Productivity Losses in an Agro-Based Economy: The Case of Uganda," Working Papers, University of Pretoria, Department of Economics, number 201649, Jun.
5. Mehmet Balcilar & Riza Demirer & Rangan Gupta & Reneé van Eyden, 2016, "Effectiveness of Monetary Policy in the Euro Area: The Role of US Economic Policy Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 201620, Mar.
6. Augustin K. Fosu, 2016, "The Recent Growth Resurgence in Africa and Poverty Reduction: Assessing the Context and Evidence," CSAE Working Paper Series, Centre for the Study of African Economies, University of Oxford, number 2016-11.
7. Yoseph Yilma Getachew, 2016, "Credit Constraints, Growth and Inequality Dynamics," Working Papers, University of Pretoria, Department of Economics, number 201672, Oct.
   
   • Getachew, Yoseph Yilma, 2016, "Credit constraints, growth and inequality dynamics," Economic Modelling, Elsevier, volume 54, issue C, pages 364-376, DOI: 10.1016/j.econmod.2016.01.005.
8. Hossein Asgharian & Charlotte Christiansen & Rangan Gupta & Ai Jun Hou, 2016, "Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-29, Oct.
9. Rangan Gupta & Kevin Kotze, 2016, "The Role of Oil Prices in the Forecasts of South African Interest Rates: A Bayesian Approach," School of Economics Macroeconomic Discussion Paper Series, School of Economics, University of Cape Town, number 2016-01.
   
   • Gupta, Rangan & Kotzé, Kevin, 2017, "The role of oil prices in the forecasts of South African interest rates: A Bayesian approach," Energy Economics, Elsevier, volume 61, issue C, pages 270-278, DOI: 10.1016/j.eneco.2016.11.017.
   • Rangan Gupta & Kevin Kotze, 2015, "The Role of Oil Prices in the Forecasts of South African Interest Rates: A Bayesian Approach," Working Papers, University of Pretoria, Department of Economics, number 201531, May.
10. Mehmet Balcilar & Rangan Gupta & Kevin Kotze, 2016, "Forecasting South African Macroeconomic Variables with a Markov-Switching Small Open-Economy Dynamic Stochastic General Equilibrium Model," School of Economics Macroeconomic Discussion Paper Series, School of Economics, University of Cape Town, number 2016-05.
    
    • Mehmet Balcilar & Rangan Gupta & Kevin Kotzé, 2017, "Forecasting South African macroeconomic variables with a Markov-switching small open-economy dynamic stochastic general equilibrium model," Empirical Economics, Springer, volume 53, issue 1, pages 117-135, August, DOI: 10.1007/s00181-016-1157-6.
    • Mehmet Balcilar & Rangan Gupta & Kevin Kotze, 2016, "Forecasting South African Macroeconomic Variables with a Markov-Switching Small Open-Economy Dynamic Stochastic General Equilibrium Model," Working Papers, University of Pretoria, Department of Economics, number 201603, Jan.
11. Mehmet Balcilar & Rangan Gupta & Ýsmail H. Gençb, 2016, "The links between crude oil prices and GCC stock markets: Evidence from time-varying Granger causality tests," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-30, Jun.
    
    • Mehmet Balcilar & İsmail H. Genç & Rangan Gupta, 2016, "The Links between Crude Oil Prices and GCC Stock Markets: Evidence from Time-Varying Granger Causality Tests," Working Papers, University of Pretoria, Department of Economics, number 201644, Jun.
12. Amine Lahiani & Shawkat Hammoudeh & Rangan Gupta, 2016, "Linkages between financial sector CDS spreads and macroeconomic influence in a nonlinear setting," Post-Print, HAL, number hal-03531142, May, DOI: 10.1016/j.iref.2016.01.007.
    
    • Lahiani, Amine & Hammoudeh, Shawkat & Gupta, Rangan, 2016, "Linkages between financial sector CDS spreads and macroeconomic influence in a nonlinear setting," International Review of Economics & Finance, Elsevier, volume 43, issue C, pages 443-456, DOI: 10.1016/j.iref.2016.01.007.
    • Amine Lahiani & Shawkat Hammoudeh & Rangan Gupta, 2014, "Linkages between Financial Sector CDS Spreads and Macroeconomic Influence in a Nonlinear Setting," Working Papers, University of Pretoria, Department of Economics, number 201456, Oct.
13. Luis Alberiko Gil-Alaña & Rangan Gupta, 2016, "Trends and Cycles in Historical Gold and Silver Prices," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 05/2016, Feb.
    
    • Gil-Alana, Luis A. & Aye, Goodness C. & Gupta, Rangan, 2015, "Trends and cycles in historical gold and silver prices," Journal of International Money and Finance, Elsevier, volume 58, issue C, pages 98-109, DOI: 10.1016/j.jimonfin.2015.08.003.
    • Luis A. Gil-Alana & Goodness C. Aye & Rangan Gupta, 2015, "Trends and Cycles in Historical Gold and Silver Prices," Working Papers, University of Pretoria, Department of Economics, number 201507, Feb.
14. Nikolaos Antonakakis & Rangan Gupta & Aviral K. Tiwari, 2016, "Time-Varying Correlations between Inflation and Stock Prices in the United States over the Last Two Centuries," Working Papers, University of Pretoria, Department of Economics, number 201605, Jan.
15. Qunzhi Zhang & Didier Sornette & Mehmet Balcilar & Rangan Gupta & Zeynel A. Ozdemir & Hakan Yetkiner, 2016, "LPPLS Bubble Indicators over Two Centuries of the S&P 500 Index," Working Papers, University of Pretoria, Department of Economics, number 201606, Feb.
    
    • Zhang, Qunzhi & Sornette, Didier & Balcilar, Mehmet & Gupta, Rangan & Ozdemir, Zeynel Abidin & Yetkiner, Hakan, 2016, "LPPLS bubble indicators over two centuries of the S&P 500 index," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 458, issue C, pages 126-139, DOI: 10.1016/j.physa.2016.03.103.
16. Nikolaos Antonakakis & Juncal Cunado & Rangan Gupta & Mawuli K. Segnon, 2016, "Revisiting the Twin Deficits Hypothesis: A Quantile Cointegration Analysis over the Period of 1791-2013," Working Papers, University of Pretoria, Department of Economics, number 201607, Feb.
    
    • Nikolaos Antonakakis & Juncal Cunado & Rangan Gupta & Mawuli Segnon, 2019, "Revisiting the twin deficits hypothesis: a quantile cointegration analysis over the period 1791-2013," Journal of Applied Economics, Taylor & Francis Journals, volume 22, issue 1, pages 117-131, January, DOI: 10.1080/15140326.2018.1550594.
17. Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch & Mark Wohar, 2016, "Terror Attacks and Stock-Market Fluctuations: Evidence Based on a Nonparametric Causality-in-Quantiles Test for the G7 Countries," Working Papers, University of Pretoria, Department of Economics, number 201608, Feb.
    
    • Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch & Mark E. Wohar, 2018, "Terror attacks and stock-market fluctuations: evidence based on a nonparametric causality-in-quantiles test for the G7 countries," The European Journal of Finance, Taylor & Francis Journals, volume 24, issue 4, pages 333-346, March, DOI: 10.1080/1351847X.2016.1239586.
18. Mehmet Balcilar & Riza Demirer & Rangan Gupta, 2016, "Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations," Working Papers, University of Pretoria, Department of Economics, number 201609, Feb.
    
    • Mehmet Balcilar & Riza Demirer & Rangan Gupta, 2017, "Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations," Sustainability, MDPI, volume 9, issue 10, pages 1-18, October.
19. Goodness C. Aye & Luis A. Gil-Alana & Rangan Gupta & Mark Wohar, 2016, "The Efficiency of the Art Market: Evidence from Variance Ratio Tests, Linear and Nonlinear Fractional Integration Approaches," Working Papers, University of Pretoria, Department of Economics, number 201610, Feb.
    
    • Aye, Goodness C. & Gil-Alana, Luis A. & Gupta, Rangan & Wohar, Mark E., 2017, "The efficiency of the art market: Evidence from variance ratio tests, linear and nonlinear fractional integration approaches," International Review of Economics & Finance, Elsevier, volume 51, issue C, pages 283-294, DOI: 10.1016/j.iref.2017.06.003.
20. Lumengo Bonga-Bonga & Jean Luc Erero & Rangan Gupta, 2016, "Impact of Activity Tax in the Property-Owning and Subletting of Fixed Property Sectors on the South African Economy: A CGE Analysis," Working Papers, University of Pretoria, Department of Economics, number 201611, Feb.
    
    • Lumengo Bonga-Bonga & Jean Luc Erero & Rangan Gupta, 2016, "Impact of Activity Tax in the Property-Owning and Subletting of Fixed Property Sectors on the South African Economy: A CGE Analysis," Journal of Real Estate Literature, Taylor & Francis Journals, volume 24, issue 2, pages 345-357, January, DOI: 10.1080/10835547.2016.12090432.
21. Rangan Gupta & Anandamayee Majumdar & Mark Wohar, 2016, "The Role of Current Account Balance in Forecasting the US Equity Premium: Evidence from a Quantile Predictive Regression Approach," Working Papers, University of Pretoria, Department of Economics, number 201612, Feb.
    
    • Rangan Gupta & Anandamayee Majumdar & Mark E. Wohar, 2017, "The Role of Current Account Balance in Forecasting the US Equity Premium: Evidence From a Quantile Predictive Regression Approach," Open Economies Review, Springer, volume 28, issue 1, pages 47-59, February, DOI: 10.1007/s11079-016-9408-x.
22. Vasilios Plakandaras & Periklis Gogas & Theophilos Papadimitriou & Rangan Gupta, 2016, "The Term Premium as a Leading Macroeconomic Indicator," Working Papers, University of Pretoria, Department of Economics, number 201613, Feb.
23. Rangan Gupta & Zinnia Mukherjee & Mike G. Tsionas & Peter Wanke, 2016, "Productive Efficiency of Connecticut Long Island Lobster Fishery Using a Finite Mixture Model," Working Papers, University of Pretoria, Department of Economics, number 201614, Feb.
24. Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch & Mark Wohar, 2016, "Do Terror Attacks Affect the Dollar-Pound Exchange Rate? A Nonparametric Causality-in-Quantiles Analysis," Working Papers, University of Pretoria, Department of Economics, number 201615, Mar.
25. Nikolaos Antonakakis & Christina Christou & Juncal Cunado & Rangan Gupta, 2016, "Convergence Patterns in Sovereign Bond Yield Spreads: Evidence from the Euro Area," Working Papers, University of Pretoria, Department of Economics, number 201616, Mar.
    
    • Antonakakis, Nikolaos & Christou, Christina & Cunado, Juncal & Gupta, Rangan, 2017, "Convergence patterns in sovereign bond yield spreads: Evidence from the Euro Area," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 49, issue C, pages 129-139, DOI: 10.1016/j.intfin.2017.03.002.
26. Luis A. Gil-Alana & Rangan Gupta & Olanrewaju I. Shittu & OlaOluwa S. Yaya, 2016, "Market Efficiency of Baltic Stock Markets: A Fractional Integration Approach," Working Papers, University of Pretoria, Department of Economics, number 201617, Mar.
    
    • Gil-Alana, Luis A. & Gupta, Rangan & Shittu, Olanrewaju I. & Yaya, OlaOluwa S., 2018, "Market efficiency of Baltic stock markets: A fractional integration approach," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 511, issue C, pages 251-262, DOI: 10.1016/j.physa.2018.07.029.
27. Nicholas Apergis & Rangan Gupta & Chi Keung Marco Lau & Zinnia Mukherjee, 2016, "An Analysis of the Relationship between U.S. State Level Carbon Dioxide Emissions and Health Care Expenditure," Working Papers, University of Pretoria, Department of Economics, number 201618, Mar.
28. Nikolaos Antonakakis & Tsangyao Chang & Juncal Cunado & Rangan Gupta, 2016, "The Relationship between Commodity Markets and Commodity Mutual Funds: A Wavelet-Based Analysis," Working Papers, University of Pretoria, Department of Economics, number 201619, Mar.
    
    • Antonakakis, Nikolaos & Chang, Tsangyao & Cunado, Juncal & Gupta, Rangan, 2018, "The relationship between commodity markets and commodity mutual funds: A wavelet-based analysis," Finance Research Letters, Elsevier, volume 24, issue C, pages 1-9, DOI: 10.1016/j.frl.2017.03.005.
29. Christina Christou & Rangan Gupta, 2016, "Forecasting Equity Premium in a Panel of OECD Countries: The Role of Economic Policy Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 201622, Mar.
    
    • Christou, Christina & Gupta, Rangan, 2020, "Forecasting equity premium in a panel of OECD countries: The role of economic policy uncertainty," The Quarterly Review of Economics and Finance, Elsevier, volume 76, issue C, pages 243-248, DOI: 10.1016/j.qref.2019.08.001.
30. Mehmet Balcilar & Rangan Gupta & Charl Jooste & Mark E. Wohar, 2016, "Periodically Collapsing Bubbles in the South African Stock Market," Working Papers, University of Pretoria, Department of Economics, number 201624, Mar.
    
    • Balcilar, Mehmet & Gupta, Rangan & Jooste, Charl & Wohar, Mark E., 2016, "Periodically collapsing bubbles in the South African stock market," Research in International Business and Finance, Elsevier, volume 38, issue C, pages 191-201, DOI: 10.1016/j.ribaf.2016.04.010.
31. Goodness C. Aye & Tsangyao Chang & Wen-Yi Chen & Rangan Gupta & Mark Wohar, 2016, "Testing the Efficiency of the Art Market using Quantile-Based Unit Root Tests with Sharp and Smooth Breaks," Working Papers, University of Pretoria, Department of Economics, number 201625, Mar.
32. Rangan Gupta & Anandamayee Majumdar & Christian Pierdzioch & Mark Wohar, 2016, "Do Terror Attacks Predict Gold Returns? Evidence from a Quantile-Predictive-Regression Approach," Working Papers, University of Pretoria, Department of Economics, number 201626, Mar.
    
    • Gupta, Rangan & Majumdar, Anandamayee & Pierdzioch, Christian & Wohar, Mark E., 2017, "Do terror attacks predict gold returns? Evidence from a quantile-predictive-regression approach," The Quarterly Review of Economics and Finance, Elsevier, volume 65, issue C, pages 276-284, DOI: 10.1016/j.qref.2017.01.005.
33. Zinnia Mukherjee & Dipak K. Dey & Rangan Gupta, 2016, "A Time Series Analysis of Long Island Sound Lobster Fishery," Working Papers, University of Pretoria, Department of Economics, number 201627, Apr.
34. Christina Christou & Juncal Cunado & Rangan Gupta, 2016, "Price Convergence Patterns across U.S. States," Working Papers, University of Pretoria, Department of Economics, number 201629, Apr.
    
    • Christina Christou & Juncal Cunado & Rangan Gupta, 2019, "Price Convergence Patterns across U.S. States," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 66, issue 2, pages 187-201.
35. Mehmet Balcilar & Esin Cakan & Rangan Gupta, 2016, "Does U.S. News Impact Asian Emerging Markets? Evidence from Nonparametric Causality-in-Quantiles Test," Working Papers, University of Pretoria, Department of Economics, number 201631, Apr.
36. Nicholas Apergis & Rangan Gupta, 2016, "Can Weather Conditions in New York Predict South African Stock Returns?," Working Papers, University of Pretoria, Department of Economics, number 201634, Apr.
37. Christophe Andre & Rangan Gupta & John W. Muteba Mwamba, 2016, "Are Housing Price Cycles Asymmetric? Evidence from the US States and Metropolitan Areas," Working Papers, University of Pretoria, Department of Economics, number 201635, Apr.
38. Christina Christou & Rangan Gupta & Christis Hassapis, 2016, "Does Economic Policy Uncertainty Forecast Real Housing Returns in a Panel of OECD Countries? A Bayesian Approach," Working Papers, University of Pretoria, Department of Economics, number 201637, Apr.
    
    • Christou, Christina & Gupta, Rangan & Hassapis, Christis, 2017, "Does economic policy uncertainty forecast real housing returns in a panel of OECD countries? A Bayesian approach," The Quarterly Review of Economics and Finance, Elsevier, volume 65, issue C, pages 50-60, DOI: 10.1016/j.qref.2017.01.002.
39. Mehmet Balcilar & Matteo Bonato & Riza Demirer & Rangan Gupta, 2016, "The Effect of Investor Sentiment on Gold Market Dynamics," Working Papers, University of Pretoria, Department of Economics, number 201638, May.
40. Nikolaos Antonakakis & Mehmet Balcilar & Rangan Gupta & Clement Kyei, 2016, "Components of Economic Policy Uncertainty and Predictability of US Stock Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantile Approach," Working Papers, University of Pretoria, Department of Economics, number 201639, May.
41. Rangan Gupta & Xiaojin Sun, 2016, "Housing Market Spillovers in South Africa: Evidence from an Estimated Small Open Economy DSGE Model," Working Papers, University of Pretoria, Department of Economics, number 201641, May.
    
    • Rangan Gupta & Xiaojin Sun, 2020, "Housing market spillovers in South Africa: evidence from an estimated small open economy DSGE model," Empirical Economics, Springer, volume 58, issue 5, pages 2309-2332, May, DOI: 10.1007/s00181-018-1613-6.
42. Kola Akinsomi & Mehmet Balcilar & Rıza Demirer & Rangan Gupta, 2016, "The Effect of Gold Market Speculation on REIT Returns in South Africa: A Behavioral Perspective," Working Papers, University of Pretoria, Department of Economics, number 201643, Jun.
    
    • Omokolade Akinsomi & Mehmet Balcilar & Rıza Demirer & Rangan Gupta, 2017, "The effect of gold market speculation on REIT returns in South Africa: a behavioral perspective," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 41, issue 4, pages 774-793, October, DOI: 10.1007/s12197-016-9381-7.
43. Matteo Bonato & Riza Demirer & Rangan Gupta & Christian Pierdzioch, 2016, "Gold Futures Returns and Realized Moments: A Forecasting Experiment Using a Quantile-Boosting Approach," Working Papers, University of Pretoria, Department of Economics, number 201645, Jun.
    
    • Bonato, Matteo & Demirer, Riza & Gupta, Rangan & Pierdzioch, Christian, 2018, "Gold futures returns and realized moments: A forecasting experiment using a quantile-boosting approach," Resources Policy, Elsevier, volume 57, issue C, pages 196-212, DOI: 10.1016/j.resourpol.2018.03.004.
44. Esin Cakan & Rangan Gupta, 2016, "Does U.S. Macroeconomic News Make the South African Stock Market Riskier?," Working Papers, University of Pretoria, Department of Economics, number 201646, Jun.
    
    • Cakan Esin & Rangan Gupta, 2017, "Does the US. macroeconomic news make the South African stock market riskier?," Journal of Developing Areas, Tennessee State University, College of Business, volume 51, issue 4, pages 17-27, October-D.
45. Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller, 2016, "Time-Varying Persistence of Inflation: Evidence from a Wavelet-Based Approach," Working Papers, University of Pretoria, Department of Economics, number 201647, Jun.
    
    • Boubaker Heni & Canarella Giorgio & Gupta Rangan & Miller Stephen M., 2017, "Time-varying persistence of inflation: evidence from a wavelet-based approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 21, issue 4, pages 1-18, September, DOI: 10.1515/snde-2016-0130.
    • Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller, 2016, "Time-Varying Persistence of Inflation: Evidence from a Wavelet-based Approach," Working papers, University of Connecticut, Department of Economics, number 2016-09, Sep.
46. Mehmet Balcilar & Matteo Bonato & Riza Demirer & Rangan Gupta, 2016, "Geopolitical Risks and Stock Market Dynamics of the BRICS," Working Papers, University of Pretoria, Department of Economics, number 201648, Jun.
    
    • Balcilar, Mehmet & Bonato, Matteo & Demirer, Riza & Gupta, Rangan, 2018, "Geopolitical risks and stock market dynamics of the BRICS," Economic Systems, Elsevier, volume 42, issue 2, pages 295-306, DOI: 10.1016/j.ecosys.2017.05.008.
47. Rangan Gupta & Hylton Hollander & Mark E. Wohar, 2016, "The Impact of Oil Shocks in a Small Open Economy New-Keynesian Dynamic Stochastic General Equilibrium Model for South Africa," Working Papers, University of Pretoria, Department of Economics, number 201652, Jun.
48. Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2016, "The Effectiveness of Monetary Policy in South Africa under Inflation Targeting: Evidence from a Time-Varying Factor-Augmented Vector Autoregressive Model," Working Papers, University of Pretoria, Department of Economics, number 201653.
    
    • Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2020, "The Effectiveness Of Monetary Policy In South Africa Under Inflation Targeting: Evidence from a Time-Varying Factor-Augmented Vector Autoregressive Model," Journal of Developing Areas, Tennessee State University, College of Business, volume 54, issue 4, pages 55-73, October-D.
49. Elie Bouri & Luis A. Gil-Alana & Rangan Gupta & David Roubaud, 2016, "Modelling Long Memory Volatility in the Bitcoin Market: Evidence of Persistence and Structural Breaks," Working Papers, University of Pretoria, Department of Economics, number 201654, Jun.
    
    • Elie Bouri & Luis A. Gil‐Alana & Rangan Gupta & David Roubaud, 2019, "Modelling long memory volatility in the Bitcoin market: Evidence of persistence and structural breaks," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 24, issue 1, pages 412-426, January, DOI: 10.1002/ijfe.1670.
50. Helena Chuliá & Rangan Gupta & Jorge M. Uribe & Mark E. Wohar, 2016, "Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach," Working Papers, University of Pretoria, Department of Economics, number 201656, Jul.
    
    • Chuliá, Helena & Gupta, Rangan & Uribe, Jorge M. & Wohar, Mark E., 2017, "Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 48, issue C, pages 178-191, DOI: 10.1016/j.intfin.2016.12.003.
51. Goodness C. Aye & Rangan Gupta & Peter Wanke, 2016, "Efficiency in South African Agriculture: A Two-Stage Fuzzy Approach," Working Papers, University of Pretoria, Department of Economics, number 201658, Jul.
52. Sergey Ivashchenko & Rangan Gupta, 2016, "Forecasting using a Nonlinear DSGE Model," Working Papers, University of Pretoria, Department of Economics, number 201659, Aug.
    
    • Sergey Ivashchenko & Rangan Gupta, 2018, "Forecasting using a Nonlinear DSGE Model," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 7, issue 2, pages 73-98.
53. Xu Huang & Hossein Hassani & Mansi Ghodsi & Zinnia Mukherjee & Rangan Gupta, 2016, "Do Trend Extraction Approaches Affect Causality Detection in Climate Change Studies?," Working Papers, University of Pretoria, Department of Economics, number 201660, Aug.
    
    • Huang, Xu & Hassani, Hossein & Ghodsi, Mansi & Mukherjee, Zinnia & Gupta, Rangan, 2017, "Do trend extraction approaches affect causality detection in climate change studies?," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 469, issue C, pages 604-624, DOI: 10.1016/j.physa.2016.11.072.
54. Christina Christou & Juncal Cunado & Rangan Gupta & Christis Hassapis, 2016, "Economic Policy Uncertainty and Stock Market Returns in Pacific-Rim Countries: Evidence based on a Bayesian Panel VAR Model," Working Papers, University of Pretoria, Department of Economics, number 201661, Aug.
    
    • Christou, Christina & Cunado, Juncal & Gupta, Rangan & Hassapis, Christis, 2017, "Economic policy uncertainty and stock market returns in PacificRim countries: Evidence based on a Bayesian panel VAR model," Journal of Multinational Financial Management, Elsevier, volume 40, issue C, pages 92-102, DOI: 10.1016/j.mulfin.2017.03.001.
55. Mehmet Balcilar & Elie Bouri & Rangan Gupta & David Roubaud, 2016, "Can Volume Predict Bitcoin Returns and Volatility? A Nonparametric Causality-in-Quantiles Approach," Working Papers, University of Pretoria, Department of Economics, number 201662, Aug.
56. Nikolaos Antonakakis & Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta, 2016, "Is Inflation Persistence Different in Reality?," Working Papers, University of Pretoria, Department of Economics, number 201663, Aug.
    
    • Antonakakis, Nikolaos & Cunado, Juncal & Gil-Alana, Luis A. & Gupta, Rangan, 2016, "Is inflation persistence different in reality?," Economics Letters, Elsevier, volume 148, issue C, pages 55-58, DOI: 10.1016/j.econlet.2016.09.003.
57. Peter Wanke & Andrew Maredza & Rangan Gupta, 2016, "Merger and Acquisitions in South African Banking: A Network DEA Model," Working Papers, University of Pretoria, Department of Economics, number 201665, Sep.
    
    • Wanke, Peter & Maredza, Andrew & Gupta, Rangan, 2017, "Merger and acquisitions in South African banking: A network DEA model," Research in International Business and Finance, Elsevier, volume 41, issue C, pages 362-376, DOI: 10.1016/j.ribaf.2017.04.055.
58. Omokolade Akinsomi & Yener Coskun & Rangan Gupta, 2016, "Analysis of Herding in REITs of an Emerging Market: The Case of Turkey," Working Papers, University of Pretoria, Department of Economics, number 201666, Sep.
    
    • Omokolade Akinsomi & Yener Coskun & Rangan Gupta, 2018, "Analysis of Herding in Reits of an Emerging Market: The Case of Turkey," Journal of Real Estate Portfolio Management, Taylor & Francis Journals, volume 24, issue 1, pages 65-81, January, DOI: 10.1080/10835547.2018.12090007.
59. Mawuli Segnon & Rangan Gupta & Stelios Bekiros & Mark E. Wohar, 2016, "Forecasting US GNP Growth: The Role of Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 201667, Sep.
    
    • Mawuli Segnon & Rangan Gupta & Stelios Bekiros & Mark E. Wohar, 2018, "Forecasting US GNP growth: The role of uncertainty," Journal of Forecasting, John Wiley & Sons, Ltd., volume 37, issue 5, pages 541-559, August, DOI: 10.1002/for.2517.
60. Mehmet Balcilar & Riza Demirer & Rangan Gupta & Mark E. Wohar, 2016, "Differences of Opinion and Stock Market Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach," Working Papers, University of Pretoria, Department of Economics, number 201668, Sep.
    
    • Mehmet Balcilar & Riza Demirer & Rangan Gupta & Mark E. Wohar, 2018, "Differences of opinion and stock market volatility: evidence from a nonparametric causality-in-quantiles approach," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 42, issue 2, pages 339-351, April, DOI: 10.1007/s12197-017-9404-z.
61. Vasilios Plakandaras & Rangan Gupta & Mark E. Wohar, 2016, "The Depreciation of the Pound Post-Brexit: Could it have been Predicted?," Working Papers, University of Pretoria, Department of Economics, number 201670, Sep.
    
    • Plakandaras, Vasilios & Gupta, Rangan & Wohar, Mark E., 2017, "The depreciation of the pound post-Brexit: Could it have been predicted?," Finance Research Letters, Elsevier, volume 21, issue C, pages 206-213, DOI: 10.1016/j.frl.2016.12.003.
62. Nicholas Apergis & Matteo Bonato & Rangan Gupta & Clement Kyei, 2016, "Does Geopolitical Risks Predict Stock Returns and Volatility of Leading Defense Companies? Evidence from a Nonparametric Approach," Working Papers, University of Pretoria, Department of Economics, number 201671, Sep.
63. Rangan Gupta & Amine Lahiani & Chi-Chuan Lee & Chien-Chiang Lee, 2016, "Asymmetric dynamics of insurance premium: The impacts of output and economic policy uncertainty," Working Papers, University of Pretoria, Department of Economics, number 201673, Oct.
    
    • Rangan Gupta & Amine Lahiani & Chi-Chuan Lee & Chien-Chiang Lee, 2019, "Asymmetric dynamics of insurance premium: the impacts of output and economic policy uncertainty," Empirical Economics, Springer, volume 57, issue 6, pages 1959-1978, December, DOI: 10.1007/s00181-018-1539-z.
64. Sheung-Chi Chow & Juncal Cunado & Rangan Gupta & Wing-Keung Wong, 2016, "Causal Relationships between Economic Policy Uncertainty and Housing Market Returns in China and India: Evidence from Linear and Nonlinear Panel and Time Series Models," Working Papers, University of Pretoria, Department of Economics, number 201674, Oct.
    
    • Chow Sheung-Chi & Cunado Juncal & Gupta Rangan & Wong Wing-Keung, 2018, "Causal relationships between economic policy uncertainty and housing market returns in China and India: evidence from linear and nonlinear panel and time series models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 22, issue 2, pages 1-15, April, DOI: 10.1515/snde-2016-0121.
65. Tahir Suleman & Rangan Gupta & Mehmet Balcilar, 2016, "Does Country Risks Predict Stock Returns and Volatility? Evidence from a Nonparametric Approach," Working Papers, University of Pretoria, Department of Economics, number 201675, Oct.
    
    • Suleman, Tahir & Gupta, Rangan & Balcilar, Mehmet, 2017, "Does country risks predict stock returns and volatility? Evidence from a nonparametric approach," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 1173-1195, DOI: 10.1016/j.ribaf.2017.07.055.
66. Christian Pierdzioch & Marian Risse & Rangan Gupta & Wendy Nyakabawo, 2016, "On REIT Returns and (Un-) Expected Inflation: Empirical Evidence Based on Bayesian Additive Regression Trees," Working Papers, University of Pretoria, Department of Economics, number 201677, Oct.
    
    • Pierdzioch, Christian & Risse, Marian & Gupta, Rangan & Nyakabawo, Wendy, 2019, "On REIT returns and (un-)expected inflation: Empirical evidence based on Bayesian additive regression trees," Finance Research Letters, Elsevier, volume 30, issue C, pages 160-169, DOI: 10.1016/j.frl.2018.09.010.
67. Aviral Kumar Tiwari & Rangan Gupta & Stelios Bekiros, 2016, "Chaos in G7 Stock Markets using Over One Century of Data: A Note," Working Papers, University of Pretoria, Department of Economics, number 201678, Oct.
    
    • Tiwari, Aviral Kumar & Gupta, Rangan, 2019, "Chaos in G7 stock markets using over one century of data: A note," Research in International Business and Finance, Elsevier, volume 47, issue C, pages 304-310, DOI: 10.1016/j.ribaf.2018.08.005.
68. Matteo Bonato & Riza Demirer & Rangan Gupta, 2016, "The Predictive Power of Industrial Electricity Usage Revisited: Evidence from Nonparametric Causality Tests," Working Papers, University of Pretoria, Department of Economics, number 201679, Nov.
69. Goodness C. Aye & Christina Christou & Luis A. Gil-Alana & Rangan Gupta, 2016, "Forecasting the Probability of Recessions in South Africa: The Role of Decomposed Term-Spread and Economic Policy Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 201680, Nov.
    
    • Goodness C. Aye & Christina Christou & Luis A. Gil‐Alana & Rangan Gupta, 2019, "Forecasting the Probability of Recessions in South Africa: the Role of Decomposed Term Spread and Economic Policy Uncertainty," Journal of International Development, John Wiley & Sons, Ltd., volume 31, issue 1, pages 101-116, January, DOI: 10.1002/jid.3395.
70. Rangan Gupta & Chi Keung Marco Lau & Mark E. Wohar, 2016, "The Impact of US Uncertainty on the Euro Area in Good and Bad Times: Evidence from a Quantile Structural Vector Autoregressive Model," Working Papers, University of Pretoria, Department of Economics, number 201681, Nov.
    
    • Rangan Gupta & Chi Keung Marco Lau & Mark E. Wohar, 2019, "The impact of US uncertainty on the Euro area in good and bad times: evidence from a quantile structural vector autoregressive model," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 46, issue 2, pages 353-368, May, DOI: 10.1007/s10663-018-9400-3.
71. Mehmet Balcilar & Shinhye Chang & Rangan Gupta & Stephen M. Miller, 2016, "The Relationship between the Inflation Rate and Inequality across US States: A Semiparametric Approach," Working Papers, University of Pretoria, Department of Economics, number 201682, Nov.
    
    • Mehmet Balcilar & Shinhye Chang & Rangan Gupta & Stephen M. Miller, 2018, "The relationship between the inflation rate and inequality across U.S. states: a semiparametric approach," Quality & Quantity: International Journal of Methodology, Springer, volume 52, issue 5, pages 2413-2425, September, DOI: 10.1007/s11135-017-0676-3.
    • Mehmet Balcilar & Shinhye Chang & Rangan Gupta & Stephen M. Miller, 2017, "The Relationship between the Inflation Rate and Inequality across U.S. States: A Semiparametric Approach," Working papers, University of Connecticut, Department of Economics, number 2017-14, Jun.
72. Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller, 2016, "Modeling U.S. Historical Time-Series Prices and Inflation Using Various Linear and Nonlinear Long-Memory Approaches," Working Papers, University of Pretoria, Department of Economics, number 201683, Nov.
    
    • Giorgio Canarella & Luis A. Gil-Alaña & Rangan Gupta & Stephen M. Miller, 2017, "Modeling U.S. Historical Time-Series Prices and Inflation Using Various Linear and Nonlinear Long-Memory Approaches," Working papers, University of Connecticut, Department of Economics, number 2017-13, Jun.
73. Vasilios Plakandaras & Juncal Cunado & Rangan Gupta & Mark E. Wohar, 2016, "Do Leading Indicators Forecast U.S. Recessions? A Nonlinear Re-Evaluation Using Historical Data," Working Papers, University of Pretoria, Department of Economics, number 201685, Nov.
74. Rangan Gupta & John W. Muteba Mwamba & Mark E. Wohar, 2016, "The Role of Partisan Conflict in Forecasting the U.S. Equity Premium: A Nonparametric Approach," Working Papers, University of Pretoria, Department of Economics, number 201686, Dec.
    
    • Gupta, Rangan & Mwamba, John W. Muteba & Wohar, Mark E., 2018, "The role of partisan conflict in forecasting the U.S. equity premium: A nonparametric approach," Finance Research Letters, Elsevier, volume 25, issue C, pages 131-136, DOI: 10.1016/j.frl.2017.10.023.
75. Pramod Kumar Naik & Rangan Gupta & Puja Padhi, 2016, "The Relationship between Stock Market Volatility and Trading Volume: Evidence from South Africa," Working Papers, University of Pretoria, Department of Economics, number 201689, Dec.
    
    • Pramod Kumar Naik & Rangan Gupta & Puja Padhi, 2018, "The Relationship Between Stock Market Volatility And Trading Volume: Evidence From South Africa," Journal of Developing Areas, Tennessee State University, College of Business, volume 52, issue 1, pages 99-114, January-M.
76. Tsangyao Chang & Hsiao-Ping Chu & Frederick W. Deale & Rangan Gupta & Stephen M. Miller, 2016, "The Relationship between Population Growth and Standard-of-Living Growth Over 1870-2013: Evidence from a Bootstrapped Panel Granger Causality Test," Working papers, University of Connecticut, Department of Economics, number 2016-17, Sep.
    
    • Tsangyao Chang & Hsiao-Ping Chu & Frederick W. Deale & Rangan Gupta & Stephen M. Miller, 2017, "The relationship between population growth and standard-of-living growth over 1870–2013: evidence from a bootstrapped panel Granger causality test," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 44, issue 1, pages 175-201, February, DOI: 10.1007/s10663-016-9315-9.
77. Jaco P. Weideman & Roula Inglesi-Lotz, 2016, "Structural Breaks in Renewable Energy in South Africa: A Bai and Perron Break Test Application," Working Papers, University of Pretoria, Department of Economics, number 201636, Apr.
78. Jaco P. Weideman & Roula Inglesi-Lotz, 2016, "Structural Breaks in Renewable Energy in South Africa: A Bai & Perron Test Approach," ERSA Working Paper Series, Economic Research Southern Africa, number 602, Apr.
79. Mustafa Sakr & Andre Jordaan, 2016, "Emerging Multinational Corporations: Theoretical and Conceptual Framework," Working Papers, University of Pretoria, Department of Economics, number 201604, Jan.
80. Mustafa Sakr & Andre Jordaan, 2016, "Emerging Multinational Corporations: A Prominent Player in the Global Economy," Working Papers, University of Pretoria, Department of Economics, number 201623, Mar.
81. Kehinde Omotoso & Steven F. Koch, 2016, "South African Trends in Health Outcomes and Health-Related Behaviour: Evidence from Repeated Cross-Sectional Surveys," Working Papers, University of Pretoria, Department of Economics, number 201650, Jun.
82. Alain Kabundi & Carike Claassen & Elsabé Loots, 2016, "Comovement Between Africa and Advanced Economies: 1980-2011," ERSA Working Paper Series, Economic Research Southern Africa, number 577, Feb.
    
    • Chris Belmert Milinidi & Roula Inglesi-Lotz, 2024, "Impact of technological progress on carbon emissions in different country income groups," ERSA Working Paper Series, Economic Research Southern Africa, number 69, Sep.
83. Makochekanwa, Albert, 2016, "Zimbabwe to introduce Zimbabwe Bond Notes: reactions and perceptions of economic agents within the first seven days after the announcement," MPRA Paper, University Library of Munich, Germany, number 71695, May.
84. Kafayat Amusa & Nara Monkam & Nicola Viegi, 2016, "The Political and Economic Dynamics of Foreign Aid: A Case Study of United States and Chinese Aid to Sub-Sahara Africa," Working Papers, University of Pretoria, Department of Economics, number 201628, Apr.
    
    • Tumisang Loate & Nicola Viegi, 2024, "The transmission of monetary policy via the banks' balance sheet - does bank size matter?," ERSA Working Paper Series, Economic Research Southern Africa, number 77, Sep.
85. Kafayat Amusa & Nara Monkam & Nicola Viegi, 2016, "Foreign Aid and Foreign Direct Investment in Sub-Saharan Africa: A Panel Data Analysis," Working Papers, University of Pretoria, Department of Economics, number 201642, Jun.
    
    • Kafayat Amusa & Nara Monkam & Nicola Viegi, 2016, "Foreign aid and Foreign direct investment in Sub-Saharan Africa: A panel data analysis," ERSA Working Paper Series, Economic Research Southern Africa, number 612, Jun.
    • Kafayat Amusa & Nara Monkam & Nicola Viegi, 2016, "Foreign aid and foreign direct investment in Sub-Sahara Africa: A panel data analysis," ERSA Working Paper Series, Economic Research Southern Africa, number 89, Oct.
86. Reyno Seymore & Martin Combrinck, 2016, "Alternative Growth Industries In Gabon: An Input-Output Analysis," EcoMod2016, EcoMod, number 9076, Jul.
87. Kafayat Amusa & Nara Monkam & Nicola Viegi, 2016, "The Political and Economic Dynamics of Foreign Aid in Africa: A case study of United States and Chinese Aid to Sub -Sahara Africa," ERSA Working Paper Series, Economic Research Southern Africa, number 594, Apr.
88. Johannes Fedderke & Nonso Obikili & Nicola Viegi, 2016, "Markups and concentration in South African manufacturing sectors: An analysis with administrative data," WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER), number wp-2016-40.
    
    • Johannes Fedderke & Nonso Obikili & Nicola Viegi, 2018, "Markups and Concentration in South African Manufacturing Sectors: An Analysis with Administrative Data," South African Journal of Economics, Economic Society of South Africa, volume 86, issue S1, pages 120-140, January, DOI: 10.1111/saje.12175.
89. Azomahou,Theophile T. & Yitbarek,Eleni Abraham, 2016, "Intergenerational education mobility in Africa : has progress been inclusive ?," Policy Research Working Paper Series, The World Bank, number 7843, Sep.

2015

1. Carolyn Chisadza & Manoel Bittencourt, 2015, "Education and Fertility: Panel Evidence from sub-Saharan Africa," Working Papers, University of Pretoria, Department of Economics, number 201526, May.
2. Jessica A. Bohlmann & Heinrich R. Bohlmann & Roula Inglesi-Lotz, 2015, "An Economy-Wide Evaluation of New Power Generation in South Africa: The Case of Kusile and Medupi," Working Papers, University of Pretoria, Department of Economics, number 201540, Jun.
   
   • Heinrich R. Bohlmann & Jessika A. Bohlmann & Roula Inglesi-Lotz, 2015, "An Economy-Wide Evaluation of New Power Generation in South Africa: The Case of Kusile and Medupi," ERSA Working Paper Series, Economic Research Southern Africa, number 524, Jun.
3. Breitenbach, Marthinus C & Seymore, Ryno, 2015, "China-Africa Trade under FOCAC," MPRA Paper, University Library of Munich, Germany, number 101998.
4. Mulatu F. Zehirun & Marthinus C. Breitenbach & Francis M. Kemegue, 2015, "Assessment of Monetary Union in SADC: Evidence from Cointegration and Panel Unit Root Tests," Working Papers, University of Pretoria, Department of Economics, number 201502, Jan.
5. Scott L. Baier & Jeffrey H. Bergstrand & Matthew W. Clance, 2015, "Heterogeneous Economic Integration Agreement Effects," CESifo Working Paper Series, CESifo, number 5488.
6. Bonginkosi Mamba & Andr� C Jordaan & Matthew Clance, 2015, "Globalisation and Conflicts: A Theoretical Approach," Working Papers, University of Pretoria, Department of Economics, number 201555, Aug.
7. Mehmet Balcilar & Rangan Gupta & Renee van Eyden & Kirsten Thompson, 2015, "Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-06.
   
   • Balcilar, Mehmet & Gupta, Rangan & van Eyden, Reneé & Thompson, Kirsten & Majumdar, Anandamayee, 2018, "Comparing the forecasting ability of financial conditions indices: The case of South Africa," The Quarterly Review of Economics and Finance, Elsevier, volume 69, issue C, pages 245-259, DOI: 10.1016/j.qref.2018.03.012.
   • Mehmet Balcilar & Rangan Gupta & Renee van Eyden & Kirsten Thompson & Anandamayee Majumdar, 2015, "Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa," Working Papers, University of Pretoria, Department of Economics, number 201517, Mar.
8. Reneé van Eyden & Tolga Omay & Rangan Gupta, 2015, "Inflation-Growth Nexus in Africa: Evidence from a Pooled CCE Multiple Regime Panel Smooth Transition Model," Working Papers, University of Pretoria, Department of Economics, number 201504, Feb.
9. Yoseph Getachew & Stephen Turnovsky, 2015, "Productive Government Spending and its Consequences for the Growth–Inequality Tradeoff," Working Papers, University of Pretoria, Department of Economics, number 201520, Apr.
   
   • Getachew, Yoseph Y. & Turnovsky, Stephen J., 2015, "Productive government spending and its consequences for the growth–inequality tradeoff," Research in Economics, Elsevier, volume 69, issue 4, pages 621-640, DOI: 10.1016/j.rie.2015.09.001.
10. Simplice A. Asongu & Rangan Gupta, 2015, "Trust and Quality of Growth: A Note," Research Africa Network Working Papers, Research Africa Network (RAN), number 15/026, May.
    
    • Simplice Asongu & Rangan Gupta, 2016, "Trust and quality of growth: a note," Economics Bulletin, AccessEcon, volume 36, issue 3, pages 1854-1867.
    • Simplice Asongu & Rangan Gupta, 2015, "Trust and Quality of Growth: A Note," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 15/026, Jun.
    • Asongu, Simplice & Gupta, Rangan, 2015, "Trust and Quality of Growth: A Note," MPRA Paper, University Library of Munich, Germany, number 68319, Jun.
    • Simplice A. Asongu & Rangan Gupta, 2015, "Trust and Quality of Growth: A Note," Working Papers, University of Pretoria, Department of Economics, number 201541, Jun.
11. Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta, 2015, "The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis," CESifo Working Paper Series, CESifo, number 5407.
    
    • Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta, 2018, "The relationship between healthcare expenditure and disposable personal income in the US states: a fractional integration and cointegration analysis," Empirical Economics, Springer, volume 55, issue 3, pages 913-935, November, DOI: 10.1007/s00181-017-1297-3.
    • Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta, 2015, "The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1486.
    • Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil - Alana & Rangan Gupta, 2015, "The Relationship between Healthcare expenditures and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis," Working Papers, University of Pretoria, Department of Economics, number 201532, May.
12. Narayan, Paresh Kumar & Gupta, Rangan, 2015, "Has oil price predicted stock returns for over a century?," Working Papers, Deakin University, Department of Economics, number fe_2015_08, Jan, DOI: 10.1016/j.eneco.2014.11.018.
    
    • Narayan, Paresh Kumar & Gupta, Rangan, 2015, "Has oil price predicted stock returns for over a century?," Energy Economics, Elsevier, volume 48, issue C, pages 18-23, DOI: 10.1016/j.eneco.2014.11.018.
    • Paresh K. Narayan & Rangan Gupta, 2014, "Has Oil Pirce Predicted Stock Returns for Over a Century?," Working Papers, University of Pretoria, Department of Economics, number 201446, Aug.
13. Mehmet Balcilar & Rangan Gupta & STELIOS BEKIROS, 2015, "The Role Of News-Based Uncertainty Indices In Predicting Oil Markets: A Hybrid Nonparametric Quantile Causality Method," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-02.
    
    • Mehmet Balcilar & Stelios Bekiros & Rangan Gupta, 2017, "The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method," Empirical Economics, Springer, volume 53, issue 3, pages 879-889, November, DOI: 10.1007/s00181-016-1150-0.
    • Mehmet Balcilar & Stelios Bekiros & Rangan Gupta, 2015, "The Role of News-Based Uncertainty Indices in Predicting Oil Markets: A Hybrid Nonparametric Quantile Causality Method," Working Papers, University of Pretoria, Department of Economics, number 201522, Apr.
14. Mehmet Balcilar & Rangan Gupta & Nico Frederick Katzke, 2015, "Identifying Periods of US Housing Market Explosivity," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-03.
    
    • Mehmet Balcilar & Nico Katzke & Rangan Gupta, 2015, "Identifying Periods of US Housing Market Explosivity," Working Papers, University of Pretoria, Department of Economics, number 201544, Jun.
    • Mehmet Balcilar & Nico Katzke & Rangan Gupta, 2015, "Identifying Periods of US Housing Market Explosivity," Working Papers, Stellenbosch University, Department of Economics, number 08/2015.
15. Mehmet Balcilar & Rangan Gupta & Charl Jooste & Omid Ranjbar, 2015, "Characterising the South African Business Cycle: Is GDP Difference-Stationary or Trend-Stationary in a Markov-Switching Setup?," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-04.
    
    • Mehmet Balcilar & Rangan Gupta & Charl Jooste & Omid Ranjbar, 2015, "Characterising the South African Business Cycle: Is GDP Difference-Stationary or Trend-Stationary in a Markov-Switching Setup?," Working Papers, University of Pretoria, Department of Economics, number 201529, May.
16. Mehmet Balcilar & NICO KATZKE & Rangan Gupta, 2015, "Do Precious Metal Prices Help in Forecasting South African Inflation?," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-05.
    
    • Balcilar, Mehmet & Katzke, Nico & Gupta, Rangan, 2017, "Do precious metal prices help in forecasting South African inflation?," The North American Journal of Economics and Finance, Elsevier, volume 40, issue C, pages 63-72, DOI: 10.1016/j.najef.2017.01.007.
    • Mehmet Balcilar & Nico Katzke & Rangan Gupta, 2015, "Do Precious Metal Prices Help in Forecasting South African Inflation?," Working Papers, University of Pretoria, Department of Economics, number 201510, Feb.
    • Mehmet Balcilar & Nico Katzke & Rangan Gupta, 2015, "Do Precious Metal Prices Help in Forecasting South African Inflation?," Working Papers, Stellenbosch University, Department of Economics, number 03/2015.
17. Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2015, "International Stock Return Predictability: Is the Role of U.S. Time-Varying?," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-07.
    
    • Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2017, "International stock return predictability: Is the role of U.S. time-varying?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 44, issue 1, pages 121-146, February, DOI: 10.1007/s10663-015-9313-3.
    • Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2015, "International Stock Return Predictability: Is the Role of U.S. Time-Varying?," Working Papers, University of Pretoria, Department of Economics, number 201524, Apr.
18. Franz Ruch & Mehmet Balcilar Author-Name-First Mehmet & Mampho P. Modise & Rangan Gupta, 2015, "Forecasting Core Inflation: The Case of South Africa," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-08.
    
    • Franz Ruch & Mehmet Balcilar & Rangan Gupta & Mampho P. Modise, 2020, "Forecasting core inflation: the case of South Africa," Applied Economics, Taylor & Francis Journals, volume 52, issue 28, pages 3004-3022, June, DOI: 10.1080/00036846.2019.1701181.
    • Franz Ruch & Mehmet Balcilar & Mampho P. Modise & Rangan Gupta, 2015, "Forecasting Core Inflation: The Case of South Africa," Working Papers, University of Pretoria, Department of Economics, number 201543, Jun.
19. Stelios Bekiros & Rangan Gupta & Alessia Paccagnini, 2015, "Oil Price Forecastability and Economic Uncertainty," Working Papers, University of Milano-Bicocca, Department of Economics, number 298, Apr, revised Apr 2015.
    
    • Bekiros, Stelios & Gupta, Rangan & Paccagnini, Alessia, 2015, "Oil price forecastability and economic uncertainty," Economics Letters, Elsevier, volume 132, issue C, pages 125-128, DOI: 10.1016/j.econlet.2015.04.023.
    • Stelios Bekiros & Rangan Gupta & Alessia Paccagnini, 2015, "Oil Price Forecastability and Economic Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 201518, Mar.
    • Stelios D. Bekiros & Rangan Gupta & Alessia Paccagnini, 2015, "Oil price forecastability and economic uncertainty," Open Access publications, School of Economics, University College Dublin, number 10197/7345, Jul.
20. Luis Alberiko Gil-Alaña & Shinhye Chang & Mehmet Balcilar & Goodness C. Aye & Rangan Gupta, 2015, "Persistence of precious metal prices: a fractional integration approach with structural breaks," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 06/2015, Apr.
    
    • Gil-Alana, Luis A. & Chang, Shinhye & Balcilar, Mehmet & Aye, Goodness C. & Gupta, Rangan, 2015, "Persistence of precious metal prices: A fractional integration approach with structural breaks," Resources Policy, Elsevier, volume 44, issue C, pages 57-64, DOI: 10.1016/j.resourpol.2014.12.004.
    • Luis A.Gil-Alana & Shinhye Chang & Mehmet Balcilar & Goodness C. Aye & Rangan Gupta, 2014, "Persistence in Precious Metal Prices: A Fractional Integration Approach with Structural Breaks," Working Papers, University of Pretoria, Department of Economics, number 201458, Oct.
21. Antonakakis, Nikolaos & Gupta, Rangan & Andre, Christophe, 2015, "Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns," MPRA Paper, University Library of Munich, Germany, number 62464, Feb.
    
    • Nikolaos Antonakakis & Rangan Gupta & Christophe André, 2015, "Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns," Journal of Real Estate Portfolio Management, Taylor & Francis Journals, volume 21, issue 1, pages 53-60, January, DOI: 10.1080/10835547.2015.12089971.
    • Nikolaos Antonakakis & Rangan Gupta & Christophe Andre, 2015, "Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns," Working Papers, University of Pretoria, Department of Economics, number 201509, Feb.
22. Luis A Gil-Alana & Christophe André & Rangan Gupta & Tsangyao Chang & Omid Ranjbar, 2015, "The Feldstein-Horioka Puzzle in South Africa: A Fractional Cointegration Approach," Working Papers, University of Pretoria, Department of Economics, number 201501, Jan.
    
    • Luis A. Gil-Alana & Christophe André & Rangan Gupta & Tsangyao Chang & Omid Ranjbar, 2016, "The Feldstein--Horioka puzzle in South Africa: A fractional cointegration approach," The Journal of International Trade & Economic Development, Taylor & Francis Journals, volume 25, issue 7, pages 978-991, October, DOI: 10.1080/09638199.2016.1151545.
23. Riadh Aloui & Rangan Gupta & Stephen M. Miller, 2015, "Uncertainty and Crude Oil Returns," Working Papers, University of Pretoria, Department of Economics, number 201503, Feb.
    
    • Aloui, Riadh & Gupta, Rangan & Miller, Stephen M., 2016, "Uncertainty and crude oil returns," Energy Economics, Elsevier, volume 55, issue C, pages 92-100, DOI: 10.1016/j.eneco.2016.01.012.
    • Riadh Aloui & Rangan Gupta & Stephen M. Miller, 2015, "Uncertainty and crude oil returns," Working papers, University of Connecticut, Department of Economics, number 2015-03, Apr.
24. Stelios Bekiros & Rangan Gupta, 2015, "Predicting Stock Returns and Volatility Using Consumption-Aggregate Wealth Ratios: A Nonlinear Approach," Working Papers, University of Pretoria, Department of Economics, number 201505, Feb.
    
    • Bekiros, Stelios & Gupta, Rangan, 2015, "Predicting stock returns and volatility using consumption-aggregate wealth ratios: A nonlinear approach," Economics Letters, Elsevier, volume 131, issue C, pages 83-85, DOI: 10.1016/j.econlet.2015.03.019.
25. Stelios Bekiros & Rangan Gupta & Clement Kyei, 2015, "On Economic Uncertainty, Stock Market Predictability and Nonlinear Spillover Effects," Working Papers, University of Pretoria, Department of Economics, number 201508, Feb.
    
    • Bekiros, Stelios & Gupta, Rangan & Kyei, Clement, 2016, "On economic uncertainty, stock market predictability and nonlinear spillover effects," The North American Journal of Economics and Finance, Elsevier, volume 36, issue C, pages 184-191, DOI: 10.1016/j.najef.2016.01.003.
26. Nikolaos Antonakakis & Rangan Gupta & Aviral Kumar Twari, 2015, "Time-Varying Correlations between Trade Balance and Stock Prices in the United States over the Period 1792 to 2013," Working Papers, University of Pretoria, Department of Economics, number 2015100, Dec.
    
    • Nikolaos Antonakakis & Rangan Gupta & Aviral K. Tiwari, 2018, "Time-varying correlations between trade balance and stock prices in the United States over the period 1792 to 2013," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 42, issue 4, pages 795-806, October, DOI: 10.1007/s12197-018-9428-z.
27. Thomas Lux & Mawuli K. Segnon & Rangan Gupta, 2015, "Modeling and Forecasting Crude Oil Price Volatility: Evidence from Historical and Recent Data," Working Papers, University of Pretoria, Department of Economics, number 201511, Mar.
    
    • Lux, Thomas & Segnon, Mawuli & Gupta, Rangan, 2015, "Modeling and forecasting crude oil price volatility: Evidence from historical and recent data," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 31.
28. Marcos Álvarez-Díaz & Rangan Gupta, 2015, "Forecasting the US CPI: Does Nonlinearity Matter?," Working Papers, University of Pretoria, Department of Economics, number 201512, Mar.
29. Vassilios Babalos & Clement Kyei & Evangelos I. Poutos, 2015, "Causality and Contagion in EMU Sovereign Bonds Revisited: Novel Evidence from Nonlinear Causality Tests," Working Papers, University of Pretoria, Department of Economics, number 201514, Mar.
30. Luis A. Gil-Alana & Fernando Perez de Gracia & Rangan Gupta, 2015, "Modeling Persistence of Carbon Emission Allowance Prices," Working Papers, University of Pretoria, Department of Economics, number 201515, Mar.
    
    • Gil-Alana, Luis A. & Gupta, Rangan & de Gracia, Fernando Perez, 2016, "Modeling persistence of carbon emission allowance prices," Renewable and Sustainable Energy Reviews, Elsevier, volume 55, issue C, pages 221-226, DOI: 10.1016/j.rser.2015.10.056.
31. Lumengo Bonga-Bonga & Rangan Gupta & Charl Jooste, 2015, "The Macroeconomic Effects of Uncertainty Shocks in India," Working Papers, University of Pretoria, Department of Economics, number 201516, Mar.
32. Ghassen El Montasser & Rangan Gupta & Charl Jooste & Stephen M. Miller, 2015, "The Time-Series Linkages between US Fiscal Policy and Asset Prices," Working Papers, University of Pretoria, Department of Economics, number 201519, Mar.
    
    • Ghassen El Montasser & Rangan Gupta & Jooste Charl & Stephen M. Miller, 2020, "The Time-series Linkages between US Fiscal Policy and Asset Prices," Public Finance Review, , volume 48, issue 3, pages 303-339, May, DOI: 10.1177/1091142120916032.
    • Ghassen El Montasser & Rangan Gupta & Charl Jooste & Stephen M. Miller, 2016, "The time-series linkages between US fiscal policy and asset prices," Working papers, University of Connecticut, Department of Economics, number 2016-15, Sep.
33. Nikolaos Antonakakis & Christophe Andre & Rangan Gupta, 2015, "Dynamic Spillovers in the United States: Stock Market, Housing, Uncertainty and the Macroeconomy," Working Papers, University of Pretoria, Department of Economics, number 201521, Apr.
    
    • Nikolaos Antonakakis & Christophe André & Rangan Gupta, 2016, "Dynamic Spillovers in the United States: Stock Market, Housing, Uncertainty, and the Macroeconomy," Southern Economic Journal, John Wiley & Sons, volume 83, issue 2, pages 609-624, October, DOI: 10.1002/soej.12149.
34. Aviral K. Tiwari & Claudiu T. Albulescu & Rangan Gupta, 2015, "Time-Frequency Relationship between U.S. Output with Commodity and Asset Prices," Working Papers, University of Pretoria, Department of Economics, number 201523, Apr.
    
    • Aviral K. Tiwari & Claudiu T. Albulescu & Rangan Gupta, 2016, "Time-frequency relationship between US output with commodity and asset prices," Applied Economics, Taylor & Francis Journals, volume 48, issue 3, pages 227-242, January, DOI: 10.1080/00036846.2015.1076154.
35. Annari De Waal & Rangan Gupta & Charl Jooste, 2015, "How Independent are the South African Reserve Bank’s Monetary Policy Decisions? Evidence from a Global New-Keynesian DSGE Model," Working Papers, University of Pretoria, Department of Economics, number 201525, May.
36. Periklis Gogas & Rangan Gupta & Stephen M. Miller & Theophilos Papadimitriou & Georgios Antonios Sarantitis, 2015, "Income Inequality: A State-by-State Complex Network Analysis," Working Papers, University of Pretoria, Department of Economics, number 201534, Jun.
    
    • Periklis Gogas & Rangan Gupta & Stephen Miller & Theophilos Papadimitriou & Georgios Sarantitis, 2016, "Income Inequality: A State-by-State Complex Network Analysis," DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics, number 2-2016, Jun.
    • Periklis Gogas & Rangan Gupta & Stephen M. Miller & Theophilos Papadimitriou & Georgios Antonios Sarantitis, 2016, "Income Inequality: A State-by-State Complex Network Analysis," Working papers, University of Connecticut, Department of Economics, number 2016-18, Sep.
37. Stelios Bekiros & Rangan Gupta & Clement Kyei, 2015, "A Nonlinear Approach for Predicting Stock Returns and Volatility with the Use of Investor Sentiment Indices," Working Papers, University of Pretoria, Department of Economics, number 201536, Jun.
    
    • Stelios Bekiros & Rangan Gupta & Clement Kyei, 2016, "A non-linear approach for predicting stock returns and volatility with the use of investor sentiment indices," Applied Economics, Taylor & Francis Journals, volume 48, issue 31, pages 2895-2898, July, DOI: 10.1080/00036846.2015.1130793.
38. Nicholas Apergis & Vassilios Babalos & Christina Christou & Rangan Gupta, 2015, "Identifying Asymmetries between Socially Responsible and Conventional Investments," Working Papers, University of Pretoria, Department of Economics, number 201537, Jun.
39. Nicholas Apergis & Tsangyao Chang & Rangan Gupta & Emmanuel Ziramba, 2015, "Hydroelectricity Consumption and Economic Growth Nexus: Evidence from a Panel of Ten Largest Hydroelectricity Consumers," Working Papers, University of Pretoria, Department of Economics, number 201538, Jun.
    
    • Apergis, Nicholas & Chang, Tsangyao & Gupta, Rangan & Ziramba, Emmanuel, 2016, "Hydroelectricity consumption and economic growth nexus: Evidence from a panel of ten largest hydroelectricity consumers," Renewable and Sustainable Energy Reviews, Elsevier, volume 62, issue C, pages 318-325, DOI: 10.1016/j.rser.2016.04.075.
40. Nicholas Apergis & Christina Christou & Rangan Gupta & Stephen M. Miller, 2015, "Convergence in Income Inequality: Further Evidence from the Club Clustering Methodology across the U.S. States," Working Papers, University of Pretoria, Department of Economics, number 201539, Jun.
    
    • Nicholas Apergis & Christina Christou & Rangan Gupta & Stephen M. Miller, 2016, "Convergence in Income Inequality: Further Evidence from the Club Clustering Methodology across the U.S. States," Working papers, University of Connecticut, Department of Economics, number 2016-19, Sep.
41. Nicholas Apergis & Tsangyao Chang & Christina Christou & Rangan Gupta, 2015, "Convergence of Health Care Expenditures across the US States: A Reconsideration," Working Papers, University of Pretoria, Department of Economics, number 201542, Jun.
    
    • Nicholas Apergis & Tsangyao Chang & Christina Christou & Rangan Gupta, 2017, "Convergence of Health Care Expenditures Across the US States: A Reconsideration," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 133, issue 1, pages 303-316, August, DOI: 10.1007/s11205-016-1357-7.
42. Stelios Bekiros & Rangan Gupta & Anandamayee Majumdar, 2015, "Incorporating Economic Policy Uncertainty in US Equity Premium Models: A Nonlinear Predictability Analysis," Working Papers, University of Pretoria, Department of Economics, number 201545, Jun.
    
    • Bekiros, Stelios & Gupta, Rangan & Majumdar, Anandamayee, 2016, "Incorporating economic policy uncertainty in US equity premium models: A nonlinear predictability analysis," Finance Research Letters, Elsevier, volume 18, issue C, pages 291-296, DOI: 10.1016/j.frl.2016.01.012.
43. Rangan Gupta & Roula Inglesi-Lotz, 2015, "Detection of Multiple Bubbles in South African Electricity Prices," Working Papers, University of Pretoria, Department of Economics, number 201546, Jun.
44. Rangan Gupta, 2015, "Forecasting Inflation in an Inflation Targeting Economy: Structural Versus Non-Structural Models," Working Papers, University of Pretoria, Department of Economics, number 201547, Jun.
    
    • Rangan Gupta, 2017, "Forecasting inflation in an inflation targeting economy: structural versus nonstructural models," Applied Economics, Taylor & Francis Journals, volume 49, issue 24, pages 2316-2321, May, DOI: 10.1080/00036846.2016.1237760.
45. Periklis Gogas & Theophilos Papadimitriou & Vasilios Plakandaras & Rangan Gupta, 2015, "The Informational Content of the Term-Spread in Forecasting the U.S. Inflation Rate: A Nonlinear Approach," Working Papers, University of Pretoria, Department of Economics, number 201548, Jun.
    
    • Vasilios Plakandaras & Periklis Gogas & Theophilos Papadimitriou & Rangan Gupta, 2017, "The Informational Content of the Term Spread in Forecasting the US Inflation Rate: A Nonlinear Approach," Journal of Forecasting, John Wiley & Sons, Ltd., volume 36, issue 2, pages 109-121, March.
    • Periklis Gogas & Theophilos Papadimitriou & Vasilios Plakandaras & Rangan Gupta, 2019, "The Informational Content of the Term-Spread in Forecasting the U.S. Inflation Rate: A Nonlinear Approach," DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics, number 3-2016, May.
46. Mawuli Segnon & Thomas Lux & Rangan Gupta, 2015, "Modeling and Forecasting Carbon Dioxide Emission Allowance Spot Price Volatility: Multifractal vs. GARCH-Type Volatility Models," Working Papers, University of Pretoria, Department of Economics, number 201550, Jul.
    
    • Segnon, Mawuli & Lux, Thomas & Gupta, Rangan, 2015, "Modeling and Forecasting Carbon Dioxide Emission Allowance Spot Price Volatility: Multifractal vs. GARCH-type Volatility Models," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 46.
47. Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2015, "The South African Economic Response to Monetary Policy Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 201551, Jul.
    
    • Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2017, "South Africa’s economic response to monetary policy uncertainty," Journal of Economic Studies, Emerald Group Publishing Limited, volume 44, issue 2, pages 282-293, May, DOI: 10.1108/JES-07-2015-0131.
48. Hossein Hassani & Emmanuel Sirimal Silva & Nikolaos Antonakakis & George Filis & Rangan Gupta, 2015, "Forecasting Accuracy Evaluation of Tourist Arrivals: Evidence from Parametric and Non-Parametric Techniques," Working Papers, University of Pretoria, Department of Economics, number 201552, Jul.
49. Luis A. Gil-Alana & Juncal Cunado & Rangan Gupta, 2015, "Evidence of Persistence in U.S. Short and Long-Term Interest Rates Using Long-Span Monthly and Annual Data," Working Papers, University of Pretoria, Department of Economics, number 201553, Jul.
50. Vassilios Babalos & Stavros Stavroyiannis & Rangan Gupta, 2015, "Do Commodities Herd? Evidence from a Time-Varying Stochastic Volatility Model," Working Papers, University of Pretoria, Department of Economics, number 201554, Jul.
51. Mehmet Balcilar & Rangan Gupta & Mawuli Segnon, 2015, "The Role of Economic Policy Uncertainty in Predicting U.S. Recessions: A Mixed-Frequency Markov-Switching Vector Autoregressive Approach," Working Papers, University of Pretoria, Department of Economics, number 201558, Aug.
    
    • Balcilar, Mehmet & Gupta, Rangan & Segnon, Mawuli, 2016, "The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 10, pages 1-20, DOI: 10.5018/economics-ejournal.ja.2016-.
    • Balcilar, Mehmet & Gupta, Rangan & Segnon, Mawuli, 2016, "The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach," Economics Discussion Papers, Kiel Institute for the World Economy, number 2016-14.
52. Goodness C. Aye & Tsangyao Chang & Rangan Gupta, 2015, "Is Gold an Inflation-Hedge? Evidence from an Interrupted Markov-Switching Cointegration Model," Working Papers, University of Pretoria, Department of Economics, number 201559, Aug.
    
    • Aye, Goodness C. & Chang, Tsangyao & Gupta, Rangan, 2016, "Is gold an inflation-hedge? Evidence from an interrupted Markov-switching cointegration model," Resources Policy, Elsevier, volume 48, issue C, pages 77-84, DOI: 10.1016/j.resourpol.2016.02.011.
53. Rangan Gupta & Roula Inglesi-Lotz & John W. Muteba Mwamba, 2015, "Energy Demand in South Africa: Is it Asymmetric?," Working Papers, University of Pretoria, Department of Economics, number 201560, Aug.
54. Hossein Hassani & Emmanuel Sirimal Silva & Rangan Gupta & Sonali Das, 2015, "Predicting Global Temperature Anomaly: A Definitive Investigation Using an Ensemble of Twelve Competing Forecasting Models," Working Papers, University of Pretoria, Department of Economics, number 201561, Aug.
    
    • Hassani, Hossein & Silva, Emmanuel Sirimal & Gupta, Rangan & Das, Sonali, 2018, "Predicting global temperature anomaly: A definitive investigation using an ensemble of twelve competing forecasting models," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 509, issue C, pages 121-139, DOI: 10.1016/j.physa.2018.05.147.
55. Rangan Gupta & Charl Jooste & Omid Ranjbar, 2015, "The Changing Dynamics of South Africa's Inflation Persistence: Evidence from a Quantile Regression Framework," Working Papers, University of Pretoria, Department of Economics, number 201563, Aug.
56. Giovanni Bonaccolto & Massimiliano Caporin & Rangan Gupta, 2015, "The Dynamic Impact of Uncertainty in Causing and Forecasting the Distribution of Oil Returns and Risk," Working Papers, University of Pretoria, Department of Economics, number 201564, Sep.
    
    • Bonaccolto, G. & Caporin, M. & Gupta, R., 2018, "The dynamic impact of uncertainty in causing and forecasting the distribution of oil returns and risk," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 507, issue C, pages 446-469, DOI: 10.1016/j.physa.2018.05.061.
57. Abdulnasser Hatemi-J & Tsangyao Chang & Wen-Yi Chen & Feng-Li Lin & Rangan Gupta, 2015, "Asymmetric Granger Causality between Military Expenditures and Economic Growth in Top Six Defense Suppliers," Working Papers, University of Pretoria, Department of Economics, number 201565, Sep.
58. Mulatu F. Zerihun & Juncal Cunado & Rangan Gupta, 2015, "Are Health Care Expenditures and Personal Disposable Income Characterised by Asymmetric Behaviour? Evidence from US State-Level Data," Working Papers, University of Pretoria, Department of Economics, number 201566, Sep.
    
    • Mulatu F. Zerihun & Juncal Cunado & Rangan Gupta, 2017, "Are Health Care Expenditures and Personal Disposable Income Characterised by Asymmetric Behaviour? Evidence from US State-Level Data," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 131, issue 2, pages 527-542, March, DOI: 10.1007/s11205-016-1275-8.
59. Rangan Gupta & Hylton Hollander & Rudi Steinbach, 2015, "Forecasting Output Growth using a DSGE-Based Decomposition of the South African Yield Curve," Working Papers, University of Pretoria, Department of Economics, number 201567, Sep.
    
    • Rangan Gupta & Hylton Hollander & Rudi Steinbach, 2020, "Forecasting output growth using a DSGE-based decomposition of the South African yield curve," Empirical Economics, Springer, volume 58, issue 1, pages 351-378, January, DOI: 10.1007/s00181-018-1607-4.
60. Mehmet Balcilar & Rangan Gupta & Clement Kyei, 2015, "South African Stock Returns Predictability using Domestic and Global Economic Policy Uncertainty: Evidence from a Nonparametric Causality-in-Quantiles Approach," Working Papers, University of Pretoria, Department of Economics, number 201570, Oct.
61. Goodness C. Aye & Rangan Gupta & Peter Wanke, 2015, "Energy Efficiency Drivers in South Africa: 1965-2014," Working Papers, University of Pretoria, Department of Economics, number 201571, Oct.
62. Mehmet Balcilar & Rangan Gupta & Mark E. Wohar, 2015, "Common Cycles and Common Trends in the Stock and Oil markets: Evidence from More than 150 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 201572, Oct.
    
    • Balcilar, Mehmet & Gupta, Rangan & Wohar, Mark E., 2017, "Common cycles and common trends in the stock and oil markets: Evidence from more than 150years of data," Energy Economics, Elsevier, volume 61, issue C, pages 72-86, DOI: 10.1016/j.eneco.2016.11.003.
63. Nikolaos Antonakakis & Rangan Gupta, 2015, "Is Economic Policy Uncertainty Related to Suicide Rates? Evidence from the United States," Working Papers, University of Pretoria, Department of Economics, number 201573, Oct.
    
    • Nikolaos Antonakakis & Rangan Gupta, 2017, "Is Economic Policy Uncertainty Related to Suicide Rates? Evidence from the United States," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 133, issue 2, pages 543-560, September, DOI: 10.1007/s11205-016-1384-4.
64. Luis A. Gil-Alana & Juncal Cunado & Rangan Gupta, 2015, "Persistence, Mean-Reversion and Non-Linearities in Infant Mortality Rates," Working Papers, University of Pretoria, Department of Economics, number 201574, Oct.
    
    • Luis A. Gil-Alana & Juncal Cunado & Rangan Gupta, 2017, "Persistence, Mean-Reversion and Non-linearities in Infant Mortality Rates," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 131, issue 1, pages 393-405, March, DOI: 10.1007/s11205-016-1253-1.
65. Mehmet Balcilar & Rangan Gupta & Clement Kyei, 2015, "Predicting Stock Returns and Volatility with Investor Sentiment Indices: A Reconsideration using a Nonparametric Causality-in-Quantiles Test," Working Papers, University of Pretoria, Department of Economics, number 201575, Oct.
66. Nikolaos Antonakakis & Vassilios Babalos & Clement Kyei, 2015, "Predictability of Sustainable Investments and the Role of Uncertainty: Evidence from a Non-Parametric Causality-in-Quantiles Test," Working Papers, University of Pretoria, Department of Economics, number 201576, Oct.
    
    • Nikolaos Antonakakis & Vassilios Babalos & Clement Kyei, 2016, "Predictability of sustainable investments and the role of uncertainty: evidence from a non-parametric causality-in-quantiles test," Applied Economics, Taylor & Francis Journals, volume 48, issue 48, pages 4655-4665, October, DOI: 10.1080/00036846.2016.1161724.
67. Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar, 2015, "The Predictability of cay and cayMS for Stock and Housing Returns: A Nonparametric Causality in Quantile Test," Working Papers, University of Pretoria, Department of Economics, number 201577, Oct.
68. Lei Chen & Rangan Gupta & Zinnia Mukherjee & Peter Wanke, 2015, "Technical Efficiency of Connecticut Long Island Sound Lobster Fishery: A Nonparametric Approach to Aggregate Frontier Analysis," Working Papers, University of Pretoria, Department of Economics, number 201578, Oct.
    
    • Lei Chen & Rangan Gupta & Zinnia Mukherjee & Peter Wanke, 2016, "Technical efficiency of Connecticut Long Island Sound lobster fishery: a nonparametric approach to aggregate frontier analysis," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, volume 81, issue 3, pages 1533-1548, April, DOI: 10.1007/s11069-015-2144-5.
69. Nikolaos Antonakakis & Rangan Gupta & John W. Muteba Mwamba, 2015, "Dynamic Comovements between Housing and Oil Markets in the US over 1859 to 2013: A Note," Working Papers, University of Pretoria, Department of Economics, number 201579, Oct.
    
    • Nikolaos Antonakakis & Rangan Gupta & John W. Muteba Mwamba, 2016, "Dynamic Comovements Between Housing and Oil Markets in the US over 1859 to 2013: a Note," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 44, issue 3, pages 377-386, September, DOI: 10.1007/s11293-016-9508-4.
70. Luis A. Gil-Alana & Rangan Gupta & Olusanya E. Olubusoye & OlaOluwa S. Yaya, 2015, "Time Series Analysis of Persistence in Crude Oil Price Volatility across Bull and Bear Regimes," Working Papers, University of Pretoria, Department of Economics, number 201580, Oct.
    
    • Gil-Alana, Luis A. & Gupta, Rangan & Olubusoye, Olusanya E. & Yaya, OlaOluwa S., 2016, "Time series analysis of persistence in crude oil price volatility across bull and bear regimes," Energy, Elsevier, volume 109, issue C, pages 29-37, DOI: 10.1016/j.energy.2016.04.082.
71. Tolga Omay & Rangan Gupta & Giovanni Bonaccolto, 2015, "The US Real GNP is Trend-Stationary After All," Working Papers, University of Pretoria, Department of Economics, number 201581, Nov.
    
    • Tolga Omay & Rangan Gupta & Giovanni Bonaccolto, 2017, "The US real GNP is trend-stationary after all," Applied Economics Letters, Taylor & Francis Journals, volume 24, issue 8, pages 510-514, May, DOI: 10.1080/13504851.2016.1205719.
72. Christophe André & Lumengo Bonga-Bonga & Rangan Gupta & John W. Muteba Mwamba, 2015, "The Impact of Economic Policy Uncertainty on US Real Housing Returns and their Volatility: A Nonparametric Approach," Working Papers, University of Pretoria, Department of Economics, number 201582, Nov.
73. Carlos P. Barros & Rangan Gupta, 2015, "Development, Poverty and Inequality: A Spatial Analysis of South African Provinces," Working Papers, University of Pretoria, Department of Economics, number 201583, Nov.
    
    • Carlos P. Barros & Rangan Gupta, 2017, "Development, Poverty and Inequality: A Spatial Analysis of South African Provinces," Journal of Developing Areas, Tennessee State University, College of Business, volume 51, issue 1, pages 19-32, January-M.
74. Nikolaos Antonakakis & Rangan Gupta & Aviral K. Tiwari, 2015, "The Time-Varying Correlation between Output and Prices in the United States over 1800 to 2014," Working Papers, University of Pretoria, Department of Economics, number 201584, Nov.
75. Rangan Gupta & Eric Olson & Mark E. Wohar, 2015, "Forecasting Key US Macroeconomic Variables with a Factor-Augmented Qual VAR," Working Papers, University of Pretoria, Department of Economics, number 201585, Nov.
    
    • Rangan Gupta & Eric Olson & Mark E. Wohar, 2017, "Forecasting key US macroeconomic variables with a factor‐augmented Qual VAR," Journal of Forecasting, John Wiley & Sons, Ltd., volume 36, issue 6, pages 640-650, September.
76. Mehmet Balcilar & Rangan Gupta & Won Joong Kim & Clement Kyei, 2015, "The Role of Domestic and Global Economic Policy Uncertainties in Predicting Stock Returns and their Volatility for Hong Kong, Malaysia and South Korea: Evidence from a Nonparametric Causality-in-Quantiles Approach," Working Papers, University of Pretoria, Department of Economics, number 201586, Nov.
77. Rangan Gupta & Charl Jooste, 2015, "Unconventional Monetary Policy Shocks in OECD Countries: How Important is the Extent of Policy Uncertainty?," Working Papers, University of Pretoria, Department of Economics, number 201587, Nov.
    
    • Rangan Gupta & Charl Jooste, 2018, "Unconventional monetary policy shocks in OECD countries: how important is the extent of policy uncertainty?," International Economics and Economic Policy, Springer, volume 15, issue 3, pages 683-703, July, DOI: 10.1007/s10368-017-0380-8.
78. Aviral K. Tiwari & Arif B. Dar & Niyati Bhanja & Rangan Gupta, 2015, "A Historical Analysis of the US Stock Price Index using Empirical Mode Decomposition over 1791-2015," Working Papers, University of Pretoria, Department of Economics, number 201588, Nov.
    
    • Tiwari, Aviral K. & Dar, Arif B. & Bhanja, Niyati & Gupta, Rangan, 2016, "A historical analysis of the US stock price index using empirical mode decomposition over 1791-2015," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 10, pages 1-15, DOI: 10.5018/economics-ejournal.ja.2016-.
    • Tiwari, Aviral Kumar & Dar, Arif Billah & Bhanja, Niyati & Gupta, Rangan, 2016, "A historical analysis of the US stock price index using empirical mode decomposition over 1791-2015," Economics Discussion Papers, Kiel Institute for the World Economy, number 2016-9.
79. Rangan Gupta & Mark E. Wohar, 2015, "Forecasting Oil and Stock Returns with a Qual VAR using over 150 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 201589, Dec.
    
    • Gupta, Rangan & Wohar, Mark, 2017, "Forecasting oil and stock returns with a Qual VAR using over 150years off data," Energy Economics, Elsevier, volume 62, issue C, pages 181-186, DOI: 10.1016/j.eneco.2017.01.001.
80. Claudiu T. Albulescu & Aviral Kumar Twari & Stephen M. Miller & Rangan Gupta, 2015, "Time-Frequency Relationship between Inflation and Inflation Uncertainty for the U.S.: Evidence from Historical Data," Working Papers, University of Pretoria, Department of Economics, number 201591, Dec.
    
    • Claudiu Tiberiu Albulescu & Aviral Kumar Tiwari & Stephen M. Miller & Rangan Gupta, 2016, "Time-Frequency Relationship between Inflation and Inflation Uncertainty for the U.S.: Evidence from Historical Data," Working papers, University of Connecticut, Department of Economics, number 2016-12, Sep.
81. Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch, 2015, "Does Uncertainty Move the Gold Price? New Evidence from a Nonparametric Causality-in-Quantiles Test," Working Papers, University of Pretoria, Department of Economics, number 201592, Dec.
    
    • Balcilar, Mehmet & Gupta, Rangan & Pierdzioch, Christian, 2016, "Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test," Resources Policy, Elsevier, volume 49, issue C, pages 74-80, DOI: 10.1016/j.resourpol.2016.04.004.
82. Rangan Gupta & Christian Pierdzioch & Marian Risse, 2015, "On International Uncertainty Links: BART-Based Empirical Evidence for Canada," Working Papers, University of Pretoria, Department of Economics, number 201594, Dec.
    
    • Gupta, Rangan & Pierdzioch, Christian & Risse, Marian, 2016, "On international uncertainty links: BART-based empirical evidence for Canada," Economics Letters, Elsevier, volume 143, issue C, pages 24-27, DOI: 10.1016/j.econlet.2016.03.009.
83. Mehmet Balcilar & Rangan Gupta & Duc K. Nguyen & Mark E. Wohar, 2015, "Causal Effects of the United States and Japan on Pacific-Rim Stock Markets: Nonparametric Quantile Causality Approach," Working Papers, University of Pretoria, Department of Economics, number 201595, Dec.
    
    • Mehmet Balcilar & Rangan Gupta & Duc Khuong Nguyen & Mark E. Wohar, 2018, "Causal effects of the United States and Japan on Pacific-Rim stock markets: nonparametric quantile causality approach," Applied Economics, Taylor & Francis Journals, volume 50, issue 53, pages 5712-5727, November, DOI: 10.1080/00036846.2018.1488062.
84. Mehmet Balcilar & Rangan Gupta & Mampho P. Modise & John W. Muteba Mwamba, 2015, "Predicting South African Equity Premium using Domestic and Global Economic Policy Uncertainty Indices: Evidence from a Bayesian Graphical Model," Working Papers, University of Pretoria, Department of Economics, number 201596, Dec.
85. Shinhye Chang & Rangan Gupta & Stephen M. Miller, 2015, "Causality between Per Capita Real GDP and Income Inequality in the U.S.: Evidence from a Wavelet Analysis," Working Papers, University of Pretoria, Department of Economics, number 201597, Dec.
    
    • Shinhye Chang & Rangan Gupta & Stephen M. Miller, 2018, "Causality Between Per Capita Real GDP and Income Inequality in the U.S.: Evidence from a Wavelet Analysis," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 135, issue 1, pages 269-289, January, DOI: 10.1007/s11205-016-1485-0.
    • Shinhye Chang & Rangan Gupta & Stephen M. Miller, 2016, "Causality between Per Capita Real GDP and Income Inequality in the U.S.: Evidence from a Wavelet Analysis," Working papers, University of Connecticut, Department of Economics, number 2016-14, Sep.
86. Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch, 2015, "On Exchange-Rate Movements and Gold-Price Fluctuations: Evidence for Gold-Producing Countries from a Nonparametric Causality-in-Quantiles Test," Working Papers, University of Pretoria, Department of Economics, number 201598, Dec.
    
    • Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch, 2017, "On exchange-rate movements and gold-price fluctuations: evidence for gold-producing countries from a nonparametric causality-in-quantiles test," International Economics and Economic Policy, Springer, volume 14, issue 4, pages 691-700, October, DOI: 10.1007/s10368-016-0357-z.
87. Mehmet Balcilar & Rangan Gupta & Clement Kyei & Mark Wohar, 2015, "Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test," Working Papers, University of Pretoria, Department of Economics, number 201599, Dec.
    
    • Mehmet Balcilar & Rangan Gupta & Clement Kyei & Mark E. Wohar, 2016, "Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test," Open Economies Review, Springer, volume 27, issue 2, pages 229-250, April, DOI: 10.1007/s11079-016-9388-x.
88. Rangan Gupta & Patrick T. Kanda & Mampho P. Modise & Alessia Paccagnini, 2015, "DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa," Open Access publications, School of Economics, University College Dublin, number 10197/7351.
    
    • Rangan Gupta & Patrick T. Kanda & Mampho P. Modise & Alessia Paccagnini, 2015, "DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa," Applied Economics, Taylor & Francis Journals, volume 47, issue 3, pages 207-221, January, DOI: 10.1080/00036846.2014.959707.
    • 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, University of Pretoria, Department of Economics, number 201374, Nov.
89. Roula Inglesi-Lotz, 2015, "Social Rate of Return to R&D on Various Energy Technologies: Where Should We Invest More? A Study of G7 Countries," Working Papers, University of Pretoria, Department of Economics, number 201549, Jun.
    
    • Inglesi-Lotz, Roula, 2017, "Social rate of return to R&D on various energy technologies: Where should we invest more? A study of G7 countries," Energy Policy, Elsevier, volume 101, issue C, pages 521-525, DOI: 10.1016/j.enpol.2016.10.043.
    • Roula Inglesi-Lotz, 2016, "Social Rate of Return to R&D on Various Energy Technologies: Where Should We Invest More? A Study of G7 Countries," Working Papers, University of Pretoria, Department of Economics, number 201651, Jun.
    • Roula Inglesi-Lotz, 2016, "Social Rate of Return to R&D on Various Energy Technologies: Where should We Invest More? A Study of G7 Countries," ERSA Working Paper Series, Economic Research Southern Africa, number 618, Jun.
90. R. Inglesi-Lotz & Fritz Dresselhaus & J. Bohlmann, 2015, "Assessing the Impact of Just-in-Time Methodology, In-Lecture Activities, and Tutor-Assisted Post-Lecture Activities in the Course Experience of First Year Students in Economics at the University of Pretoria," Working Papers, University of Pretoria, Department of Economics, number 201590, Dec.
    
    • Fritz Dresselhaus & Jessika A. Bohlmann & Roula Inglesi-Lotz, 2015, "Assessing the impact of just-in-time methodology, in-lecture activities, and tutor-assisted post-lecture activities in the course experience of first year students in Economics at the University of Pretoria," ERSA Working Paper Series, Economic Research Southern Africa, number 562, Nov.
91. Charl Jooste & Ruthira Naraidoo, 2015, "The Macroeconomic Effects of Government Spending Under Fiscal Foresight," Working Papers, University of Pretoria, Department of Economics, number 201506, Feb.
    
    • Charl Jooste & Ruthira Naraidoo, 2017, "The Macroeconomics Effects of Government Spending Under Fiscal Foresight," South African Journal of Economics, Economic Society of South Africa, volume 85, issue 1, pages 68-85, March.
92. Svetlana Andrianova & Badi Baltagi & Thorsten Beck & Panicos Demetriades & David Fielding & Stephen Hall & Steven Koch & Robert Lensink & Johan Rewilak & Peter Rousseau, 2015, "A New International Database on Financial Fragility," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 15/18, Jul.
    
    • Svetlana Andrianova & Badi Baltagi & Thorsten Beck & Panicos Demetriades & David Fielding & Stephen G. Hall & Steven F. Koch & Robert Lensink & Johan Rewilak & Peter Rousseau, 2015, "A New International Database on Financial Fragility," Working Papers, University of Pretoria, Department of Economics, number 201557, Aug.
    • Badi H. Baltagi & David Fielding & Johan Rewilak & Panicos Demetriades & Peter Rousseau & Robert Lensink & ‪Svetlana Andrianova‬, 2015, "A New International Database on Financial Fragility," ERSA Working Paper Series, Economic Research Southern Africa, number 534, Aug.
93. Gauthier Tshiswaka-Kashalala & Steven F. Koch, 2015, "The Demand for Reproductive Health Care," Working Papers, University of Pretoria, Department of Economics, number 201556, Aug.
    
    • Gauthier Tshiswaka-Kashalala & Steven F Koch, 2018, "The Demand for Reproductive Health Care," Journal of African Economies, Centre for the Study of African Economies, volume 27, issue 4, pages 405-429.
    • Gauthier Tshiswaka-Kashalala & Steven F. Koch, 2015, "The Demand for Reproductive Health Care," ERSA Working Paper Series, Economic Research Southern Africa, number 533, Aug.
94. Gauthier Tshiswaka-Kashalala & Steven F. Koch, 2015, "Contraceptive Use and Birth Intervals," Working Papers, University of Pretoria, Department of Economics, number 201593, Dec.
    
    • Gauthier Tshiswaka-Kashalala & Steven F. Koch, 2015, "Contraceptive Use and Birth Intervals," ERSA Working Paper Series, Economic Research Southern Africa, number 563, Dec.
95. Kavli, Haakon & Viegi, Nicola, 2015, "Portfolio Flows in a two-country RBC model with financial intermediaries," MPRA Paper, University Library of Munich, Germany, number 66875, Mar, revised Sep 2015.
    
    • Haakon Kavli & Nicola Viegi, 2015, "Portfolio Flows in a Two-Country RBC Model with Financial Intermediaries," Working Papers, University of Pretoria, Department of Economics, number 201568, Sep.
    • Malibongwe Cyprian Nyathi & Christian K Tipoy & Paul F Muzindutsi, 2021, "Measuring and Testing a Modified Version of the South African Financial Cycle," ERSA Working Paper Series, Economic Research Southern Africa, number 45, Oct.
    • Haakon Kavli & Nicola Viegi, 2015, "Portfolio Flows in a two-country RBC model with financial intermediaries," ERSA Working Paper Series, Economic Research Southern Africa, number 550, Sep.
96. Kavli, Haakon & Viegi, Nicola, 2015, "Are determinants of portfolio flows always the same? - South African results from a time varying parameter VAR model," MPRA Paper, University Library of Munich, Germany, number 66897, Sep.
    
    • Haakon Kavli & Nicola Viegi, 2017, "Are Determinants of Portfolio Flows Always the Same? - South African Results from a Time Varying Parameter Var Model," South African Journal of Economics, Economic Society of South Africa, volume 85, issue 1, pages 3-27, March.
97. Vincent Dadam & Nicola Viegi, 2015, "Labour Market and Monetary Policy in South Africa," Working Papers, University of Pretoria, Department of Economics, number 201569, Sep.
    
    • Nicola Viegi, 2015, "Labour Market and Monetary Policy in South Africa," Working Papers, South African Reserve Bank, number 6607, Feb.
98. Azomahou T.T. & Yitbarek E., 2015, "Poverty persistence and informal risk management: Micro evidence from urban Ethiopia," MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT), number 2015-006.
99. Alexander Zimper & Wei Ma, 2015, "Bayesian Learning with Multiple Priors and Non-Vanishing Ambiguity," Working Papers, University of Pretoria, Department of Economics, number 201535, Jun.
    
    • Alexander Zimper & Wei Ma, 2017, "Bayesian learning with multiple priors and nonvanishing ambiguity," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 64, issue 3, pages 409-447, October, DOI: 10.1007/s00199-016-1007-y.
    • Alexander Zimper & Wei Ma, 2015, "Bayesian learning with multiple priors and non-vanishing ambiguity," ERSA Working Paper Series, Economic Research Southern Africa, number 521, Jun.
100. Grevenbrock, Nils & Groneck, Max & Ludwig, Alexander & Zimper, Alexander, 2015, "Biased Survival Beliefs, Psychological and Cognitive Explanations, and the Demand for Life Insurances," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 113203.

2014

1. Manoel Bittencourt, 2014, "Education and Fertility: Panel Time-Series Evidence from Southern Africa," Working Papers, University of Pretoria, Department of Economics, number 201402, Jan.
   
   • Manoel Bittencourt, 2014, "Education and Fertility: Panel Time-Series Evidence from Southern Africa," ERSA Working Paper Series, Economic Research Southern Africa, number 431, May.
2. Carolyn Chisadza & Manoel Bittencourt, 2014, "Is Democracy Eluding Sub-Saharan Africa?," Working Papers, University of Pretoria, Department of Economics, number 201403, Jan.
   
   • Carolyn Chisadza & Manoel Bittencourt, 2014, "Is Democracy Eluding Sub-Saharan Africa?," ERSA Working Paper Series, Economic Research Southern Africa, number 437, Jun.
3. Manoel Bittencourt, 2014, "Primary Education and Fertility Rates in Southern Africa: Evidence from Before the Demographic Transition," Working Papers, University of Pretoria, Department of Economics, number 201404, Feb.
   
   • Manoel Bittencourt, 2014, "Primary Education and Fertility Rates in Southern Africa: Evidence from Before the Demographic Transition," ERSA Working Paper Series, Economic Research Southern Africa, number 432, May.
4. Manoel Bittencourt & Monaheng Seleteng & Reneé van Eyden, 2014, "Inflation and Economic Growth: Evidence from the Southern African Development Countries," ERSA Working Paper Series, Economic Research Southern Africa, number 405, Jan.
5. 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, University of Pretoria, Department of Economics, number 201405, Feb.
6. Heinrich Bohlmann & Petor Dixon & Maureen Rimmer & Jan Van Heerden, 2014, "The Impact of the 2014 Platinum Mining Strike in South Africa: An Economy-Wide Analysis," Working Papers, University of Pretoria, Department of Economics, number 201472, Nov.
   
   • Bohlmann, H.R. & Van Heerden, J.H. & Dixon, P.B. & Rimmer, M.T., 2015, "The impact of the 2014 platinum mining strike in South Africa: An economy-wide analysis," Economic Modelling, Elsevier, volume 51, issue C, pages 403-411, DOI: 10.1016/j.econmod.2015.08.010.
7. Mulatu F. Zerihun & Marthinus C. Breitenbach & Francis Kemegue, 2014, "Nonlinear Econometric Approaches in Testing PPP of SADC Economies towards Monetary Union," Working Papers, University of Pretoria, Department of Economics, number 201406, Feb.
8. Mulatu F. Zehirun & Marthinus C. Breitenbach & Francis Kemegue, 2014, "Monetary Integration in SADC: Assessment of Policy Coordination and Real Effective Exchange Rate Stability," Working Papers, University of Pretoria, Department of Economics, number 201473, Nov.
9. 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, Eastern Mediterranean University, Department of Economics, number 15-11.
   
   • Balcilar, Mehmet & Thompson, Kirsten & Gupta, Rangan & van Eyden, Reneé, 2016, "Testing the asymmetric effects of financial conditions in South Africa: A nonlinear vector autoregression approach," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 43, issue C, pages 30-43, DOI: 10.1016/j.intfin.2016.03.005.
   • 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, Eastern Mediterranean University, Department of Economics, number 15-18.
   • 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, University of Pretoria, Department of Economics, number 201414, Apr.
10. Mehmet Balcilar & Reneé van Eyden & Josine Uwilingiye & Rangan Gupta, 2014, "The impact of oil price on South African GDP growth: A Bayesian Markov Switching-VAR analysis," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-13.
    
    • Mehmet Balcilar & Reneé van Eyden & Josine Uwilingiye & Rangan Gupta, 2017, "The Impact of Oil Price on South African GDP Growth: A Bayesian Markov Switching-VAR Analysis," African Development Review, African Development Bank, volume 29, issue 2, pages 319-336, June.
    • Mehmet Balcilar & Reneé van Eyden & Josine Uwilingiye & Rangan Gupta, 2014, "The impact of oil price on South African GDP growth: A Bayesian Markov Switching-VAR analysis," Working Papers, University of Pretoria, Department of Economics, number 201470, Nov.
11. Adnen Ben Nasr & Mehmet Balcilar & Ahdi N. Ajmi & Goodness C. Aye & Rangan Gupta & Reneé van Eyden, 2014, "Causality between Inflation and Inflation Uncertainty in South Africa: Evidence from a Markov-Switching Vector Autoregressive Model," Working Papers, University of Pretoria, Department of Economics, number 201453, Oct.
    
    • Nasr, Adnen Ben & Balcilar, Mehmet & Ajmi, Ahdi N. & Aye, Goodness C. & Gupta, Rangan & van Eyden, Reneé, 2015, "Causality between inflation and inflation uncertainty in South Africa: Evidence from a Markov-switching vector autoregressive model," Emerging Markets Review, Elsevier, volume 24, issue C, pages 46-68, DOI: 10.1016/j.ememar.2015.05.003.
12. Augustin Kwasi Fosu, 2014, "Growth, Inequality, and Poverty in Sub-Saharan Africa: Recent Progress in a Global Context," CSAE Working Paper Series, Centre for the Study of African Economies, University of Oxford, number 2014-17.
    
    • Augustin Kwasi Fosu, 2015, "Growth, Inequality and Poverty in Sub-Saharan Africa: Recent Progress in a Global Context," Oxford Development Studies, Taylor & Francis Journals, volume 43, issue 1, pages 44-59, March, DOI: 10.1080/13600818.2014.964195.
13. Augustin K. Fosu & Thomas H. W. Ziesemer & Yoseph Y. Getachew, 2014, "Optimal Public Investment, Growth, and Consumption: Fresh Evidence from African Countries," ERSA Working Paper Series, Economic Research Southern Africa, number 471, Oct.
    
    • Augustin Kwasi Fosu & Yoseph Getachew & Thomas H.W. Ziesemer, 2014, "Optimal Public Investment, Growth, and Consumption: Fresh Evidence from African Countries," Working Papers, University of Pretoria, Department of Economics, number 201464, Oct.
    • Kwasi Fosu, A. & Getachew, Y. & Ziesemer, T., 2014, "Optimal public investment, growth, and consumption: Fresh evidence from African countries," MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT), number 2014-057, Jun.
14. Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2014, "Analysing South Africa's Inflation Persistence Using an ARFIMA Model with Markov-Switching Fractional Differencing Parameter," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-09.
    
    • Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2016, "Analyzing South Africa’s inflation persistence using an ARFIMA model with Markov-switching fractional differencing parameter," Journal of Developing Areas, Tennessee State University, College of Business, volume 50, issue 1, pages 47-57, January-M.
    • Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2014, "Analysing South Africa's Inflation Persistence Using an ARFIMA Model with Markov-Switching Fractional Differencing Parameter," Working Papers, University of Pretoria, Department of Economics, number 201440, Aug.
15. Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2014, "The Role of Economic Policy Uncertainty in Forecasting US Inflation Using a VARFIMA Model," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-12.
    
    • Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2014, "The Role of Economic Policy Uncertainty in Forecasting US Inflation Using a VARFIMA Model," Working Papers, University of Pretoria, Department of Economics, number 201460, Oct.
16. Vassilios Babalos & Mehmet Balcilar & Rangan Gupta & Nikolaos Philippas, 2014, "Revisiting Herding Behavior in REITs: A RegimeSwitching Approach," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-15.
    
    • Vassilios Babalos & Mehmet Balcilar & Rangan Gupta, 2014, "Revisiting Herding Behavior in REITs: A Regime-Switching Approach," Working Papers, University of Pretoria, Department of Economics, number 201448, Sep.
17. Mario du Preez & Mehmet Balcilar & Aarifah Razak & Steven F. Koch & Rangan Gupta, 2014, "House Values and Proximity to a Landfill: A Quantile Regression Framework," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-16.
    
    • Mario du Preez & Mehmet Balcilar & Aarifah Razak & Steven F. Koch & Rangan Gupta, 2014, "House Values and Proximity to a Landfill: A Quantile Regression Framework," Working Papers, University of Pretoria, Department of Economics, number 201442, Aug.
18. Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2014, "The Growth-Inflation Nexus for the US over 1801-2013: A Semiparametric Approach," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-17.
    
    • Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2014, "The Growth-Inflation Nexus for the US over 1801-2013: A Semiparametric Approach," Working Papers, University of Pretoria, Department of Economics, number 201447, Sep.
19. 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, Eastern Mediterranean University, Department of Economics, number 15-19.
    
    • Patrick T. Kanda & Mehmet Balcilar & Pejman Bahramian & Rangan Gupta, 2016, "Forecasting South African inflation using non-linearmodels: a weighted loss-based evaluation," Applied Economics, Taylor & Francis Journals, volume 48, issue 26, pages 2412-2427, June, DOI: 10.1080/00036846.2015.1122731.
    • Patrick T. kanda & Mehmet Balcilar & Pejman Bahramian & Rangan Gupta, 2014, "Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation," Working Papers, University of Pretoria, Department of Economics, number 201416, Apr.
20. Mehmet Balcilar & Charl Jooste & Shawkat Hammoudeh & Rangan Gupta & Vassilios Babalos, 2014, "Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index?," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-20.
    
    • Mehmet Balcilar & Charl Jooste & Shawkat Hammoudeh & Rangan Gupta & Vassilios Babalos, 2015, "Are there long-run diversification gains from the Dow Jones Islamic finance index?," Applied Economics Letters, Taylor & Francis Journals, volume 22, issue 12, pages 945-950, August, DOI: 10.1080/13504851.2014.990613.
    • Mehmet Balcilar & Charl Jooste & Shawkat Hammoudeh & Rangan Gupta & Vassilios Babalos, 2014, "Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index?," Working Papers, University of Pretoria, Department of Economics, number 201433, Jul.
21. Goodness C. Aye & Mehmet Balcilar Author-Name-First Mehmet & Rangan Gupta & Anandamayee Majumdar, 2014, "Forecasting Aggregate Retail Sales: The Case of South Africa," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-21.
    
    • Aye, Goodness C. & Balcilar, Mehmet & Gupta, Rangan & Majumdar, Anandamayee, 2015, "Forecasting aggregate retail sales: The case of South Africa," International Journal of Production Economics, Elsevier, volume 160, issue C, pages 66-79, DOI: 10.1016/j.ijpe.2014.09.033.
    • Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar, 2013, "Forecasting Aggregate Retail Sales: The Case of South Africa," Working Papers, University of Pretoria, Department of Economics, number 201312, Feb.
22. Goodness C. Aye & Mehmet Balcilar Author-Name-First Mehmet & Adel Bosch & Rangan Gupta, 2014, "Housing and the Business Cycle in South Africa," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-22.
    
    • Aye, Goodness C. & Balcilar, Mehmet & Bosch, Adél & Gupta, Rangan, 2014, "Housing and the business cycle in South Africa," Journal of Policy Modeling, Elsevier, volume 36, issue 3, pages 471-491, DOI: 10.1016/j.jpolmod.2014.03.001.
    • Goodness C. Aye & Mehmet Balcilar & Adel Bosch & Rangan Gupta, 2013, "Housing and the Business Cycle in South Africa," Working Papers, University of Pretoria, Department of Economics, number 201323, May.
23. Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Charl Jooste & Stephen M. Miller & Zeynel Abidin Ozdemir, 2014, "Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-24.
    
    • Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Charl Jooste & Stephen M. Miller & Zeynel Abidin Ozdemir, 2012, "Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience," Working Papers, University of Nevada, Las Vegas , Department of Economics, number 1211, Aug.
    • 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, University of Pretoria, Department of Economics, number 201228, Sep.
    • Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Charl Jooste & Stephen M. Miller & Zeynel Abidin Ozdemir, 2012, "Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience," Working papers, University of Connecticut, Department of Economics, number 2012-27, Sep.
24. Adnen Ben Nasr & Thomas Lux & Ahdi Noomen Ajmi & Rangan Gupta, 2014, "Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching," Working Papers, Department of Research, Ipag Business School, number 2014-236, Jan.
    
    • Nasr, Adnen Ben & Lux, Thomas & Ajmi, Ahdi Noomen & Gupta, Rangan, 2016, "Forecasting the volatility of the Dow Jones Islamic Stock Market Index: Long memory vs. regime switching," International Review of Economics & Finance, Elsevier, volume 45, issue C, pages 559-571, DOI: 10.1016/j.iref.2016.07.014.
    • 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, University of Pretoria, Department of Economics, number 201412, Mar.
    • Nasr, Adnen Ben & Lux, Thomas & Ajm, Ahdi Noomen & Gupta, Rangan, 2014, "Forecasting the volatility of the dow jones islamic stock market index: Long memory vs. regime switching," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2014-07.
    • Ben Nasr, Adnen & Lux, Thomas & Ajmi, Ahdi Noomen & Gupta, Rangan, 2014, "Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 2.
25. Tsangyao Chang & Xiao-lin Li & Stephen M. Miller & Mehmet Balcilar & Rangan Gupta, 2014, "The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains," Working Papers, University of Nevada, Las Vegas , Department of Economics, number 1402, Dec.
    
    • 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, University of Pretoria, Department of Economics, number 201365, Nov.
    • 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, University of Connecticut, Department of Economics, number 2013-34, Dec.
26. Beatrice D. Simo-Kengne & Stephen M. Miller & Rangan Gupta & Goodness C. Aye, 2014, "Time-Varying Effects of Housing and Stock Prices on U.S. Consumption," Working Papers, University of Nevada, Las Vegas , Department of Economics, number 1404, Dec.
    
    • 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, University of Pretoria, Department of Economics, number 201325, May.
    • 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, University of Connecticut, Department of Economics, number 2013-13, Jun.
27. Beatrice D. Simo-Kengne & Stephen M. Miller & Rangan Gupta, 2014, "Evolution of the Monetary Transmission Mechanism in the US: The Role of Asset Returns," Working Papers, University of Nevada, Las Vegas , Department of Economics, number 1405, Dec.
    
    • Beatrice Simo-Kengne & Stephen Miller & Rangan Gupta & Mehmet Balcilar, 2016, "Evolution of the Monetary Transmission Mechanism in the US: the Role of Asset Returns," The Journal of Real Estate Finance and Economics, Springer, volume 52, issue 3, pages 226-243, April, DOI: 10.1007/s11146-015-9512-5.
28. Tsangyao Chang & Luis A. Gil-Alana & Goodness C. Aye & Rangan Gupta & Omid Ranjbar, 2014, "Testing for Multiple Bubbles in the BRICS Stock Markets," Working Papers, University of Pretoria, Department of Economics, number 201407, Feb.
29. 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, University of Pretoria, Department of Economics, number 201408, Mar.
30. Saban Nazlioglu & Ugur Soytas & Rangan Gupta, 2014, "Volatility Spillover between Energy and Financial Markets," Working Papers, University of Pretoria, Department of Economics, number 201409, Mar.
31. Furkan Emirmahmutoglu & Mehmet Balcilar & 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, University of Pretoria, Department of Economics, number 201411, Mar.
32. Goodness C. Aye & Rangan Gupta & Shawkat Hammoudeh & Won Joong Kim, 2014, "Forecasting the Price of Gold Using Dynamic Model Averaging," Working Papers, University of Pretoria, Department of Economics, number 201415, Apr.
    
    • Aye, Goodness & Gupta, Rangan & Hammoudeh, Shawkat & Kim, Won Joong, 2015, "Forecasting the price of gold using dynamic model averaging," International Review of Financial Analysis, Elsevier, volume 41, issue C, pages 257-266, DOI: 10.1016/j.irfa.2015.03.010.
33. Stephen M. Miller & Luis F. Martins & Rangan Gupta, 2014, "A Time-Varying Approach of the US Welfare Cost of Inflation," Working Papers, University of Pretoria, Department of Economics, number 201419, May.
    
    • Miller, Stephen M. & Martins, Luis Filipe & Gupta, Rangan, 2019, "A Time-Varying Approach Of The Us Welfare Cost Of Inflation," Macroeconomic Dynamics, Cambridge University Press, volume 23, issue 2, pages 775-797, March.
    • Stephen M. Miller & Luis F. Martins & Rangan Gupta, 2014, "A Time-Varying Approach of the US Welfare Cost of Inflation," Working papers, University of Connecticut, Department of Economics, number 2014-11, May.
34. Charl Jooste & Rangan Gupta, 2014, "Is the South African Reserve Bank Influenced by Exchange Rates when Setting Interest Rates?," Working Papers, University of Pretoria, Department of Economics, number 201420, May.
35. Ghassen El Montasser & Rangan Gupta & Devon Smithers, 2014, "Convergence in U.S. Metropolitan Statistical Areas," Working Papers, University of Pretoria, Department of Economics, number 201421, May.
36. 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, University of Pretoria, Department of Economics, number 201422, May.
    
    • Goodness C. Aye & Frederick W. Deale & Rangan Gupta, 2016, "Does Debt Ceiling and Government Shutdown Help in Forecasting the US Equity Risk Premium?," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 63, issue 3, pages 273-291.
37. 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, University of Pretoria, Department of Economics, number 201423, May.
38. 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, University of Pretoria, Department of Economics, number 201425, May.
39. Goodness C. Aye & Mehmet Balcilar & Ghassen El Montasser & Rangan Gupta & Nangamso C. Manjezi, 2014, "Can Debt Ceiling and Government Shutdown Predict US Real Stock Returns? A Boot-strap Rolling-Window Approach," Working Papers, University of Pretoria, Department of Economics, number 201426, Jun.
40. 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, University of Pretoria, Department of Economics, number 201427, Jun.
    
    • Hassani, Hossein & Huang, Xu & Gupta, Rangan & Ghodsi, Mansi, 2016, "Does sunspot numbers cause global temperatures? A reconsideration using non-parametric causality tests," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 460, issue C, pages 54-65, DOI: 10.1016/j.physa.2016.04.013.
41. Hossein Hassani & Emmanuel Sirimal Silva & Rangan Gupta & Mawuli K. Segnon, 2014, "Forecasting the Price of Gold," Working Papers, University of Pretoria, Department of Economics, number 201428, Jun.
    
    • Hossein Hassani & Emmanuel Sirimal Silva & Rangan Gupta & Mawuli K. Segnon, 2015, "Forecasting the price of gold," Applied Economics, Taylor & Francis Journals, volume 47, issue 39, pages 4141-4152, August, DOI: 10.1080/00036846.2015.1026580.
42. Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2014, "Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013," Working Papers, University of Pretoria, Department of Economics, number 201429, Jun.
    
    • Balcilar, Mehmet & Gupta, Rangan & Miller, Stephen M., 2015, "Regime switching model of US crude oil and stock market prices: 1859 to 2013," Energy Economics, Elsevier, volume 49, issue C, pages 317-327, DOI: 10.1016/j.eneco.2015.01.026.
    • Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2014, "Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013," Working papers, University of Connecticut, Department of Economics, number 2014-26, Sep.
43. Mehmet Balcilar & Josine Uwilingiye & Rangan Gupta, 2014, "Dynamic Relationship between Oil Price and Inflation in South Africa," Working Papers, University of Pretoria, Department of Economics, number 201430, Jun.
    
    • Mehmet Balcilar & Josine Uwilingiye & Rangan Gupta, 2018, "Dynamic Relationship Between Oil Price And Inflation In South Africa," Journal of Developing Areas, Tennessee State University, College of Business, volume 52, issue 2, pages 73-93, April-Jun.
44. Tsangyao Chang & Hsiao-Ping Chu & Frederick W. Deale & Rangan Gupta & Stephen M. Miller, 2014, "The Relationship between Population Growth and Economic Growth Over 1870-2013: Evidence from a Bootstrapped Panel-Granger Causality Test," Working Papers, University of Pretoria, Department of Economics, number 201431, Jun.
45. Rangan Gupta & Lardo Stander, 2014, "Endogenous Fluctuations in an Endogenous Growth Model with Inflation Targeting," Working Papers, University of Pretoria, Department of Economics, number 201432, Jun.
46. 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, University of Pretoria, Department of Economics, number 201435, Jul.
    
    • Ghassen El Montasser & Rangan Gupta, 2016, "An Application Of A New Seasonal Unit Root Test For Trending And Breaking Series To Industrial Production Of The Brics," Journal of Developing Areas, Tennessee State University, College of Business, volume 50, issue 4, pages 183-194, October-D.
47. Ahdi N. Ajmi & Vassilios Babalos & Fotini Economou & Rangan Gupta, 2014, "Real Estate Markets and Uncertainty Shocks: A Variance Causality Approach," Working Papers, University of Pretoria, Department of Economics, number 201436, Jul.
48. Abdulnasser Hatemi-J & Ahdi N. Ajmi & Ghassen El Montasser & Roula Inglesi-Lotz & Rangan Gupta, 2014, "Research Output and Economic Growth in G7 Countries: New Evidence from Asymmetric Panel Causality Testing," Working Papers, University of Pretoria, Department of Economics, number 201438, Aug.
    
    • Abdulnasser Hatemi-J & Ahdi N. Ajmi & Ghassen El Montasser & Roula Inglesi-Lotz & Rangan Gupta, 2016, "Research output and economic growth in G7 countries: new evidence from asymmetric panel causality testing," Applied Economics, Taylor & Francis Journals, volume 48, issue 24, pages 2301-2308, May, DOI: 10.1080/00036846.2015.1117052.
49. Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2014, "Is the Rand Really Decoupled from Economic Fundamentals?," Working Papers, University of Pretoria, Department of Economics, number 201439, Aug.
50. Michael Paetz & Rangan Gupta, 2014, "Stock Price Dynamics and the Business Cycle in an Estimated DSGE Model for South Africa," Working Papers, University of Pretoria, Department of Economics, number 201441, Aug.
    
    • Paetz, Michael & Gupta, Rangan, 2016, "Stock price dynamics and the business cycle in an estimated DSGE model for South Africa," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 44, issue C, pages 166-182, DOI: 10.1016/j.intfin.2016.05.004.
    • Paetz, Michael & Gupta, Rangan, 2014, "Stock Price Dynamics and the Business Cycle in an Estimated DSGE Model for South Africa," WiSo-HH Working Paper Series, University of Hamburg, Faculty of Business, Economics and Social Sciences, WISO Research Laboratory, number 18.
51. Tsangyao Chang & Hsiao-Ping Chu & Frederick W. Deale & Rangan Gupta, 2014, "Relationship between Happiness and Smoking: A Bootstrap Panel Causality Test," Working Papers, University of Pretoria, Department of Economics, number 201443, Aug.
52. Rangan Gupta & Anandamayee Majumdar, 2014, "Forecasting US Real House Price Returns over 1831-2013: Evidence from Copula Models," Working Papers, University of Pretoria, Department of Economics, number 201444, Aug.
    
    • Rangan Gupta & Anandamayee Majumdar, 2015, "Forecasting US real house price returns over 1831-2013: evidence from copula models," Applied Economics, Taylor & Francis Journals, volume 47, issue 48, pages 5204-5213, October, DOI: 10.1080/00036846.2015.1044648.
53. Itamar Caspi & Nico Katzke & Rangan Gupta, 2014, "Date Stamping Historical Oil Price Bubbles: 1876-2014," Working Papers, University of Pretoria, Department of Economics, number 201445, Aug.
    
    • Itamar Caspi & Nico Katzke & Rangan Gupta, 2014, "Date stamping historical oil price bubbles: 1876 - 2014," Working Papers, Stellenbosch University, Department of Economics, number 20/2014.
54. Ming Zhong & Tsangyao Chang & Samrat Goswami & Rangan Gupta, 2014, "The Nexus between Military Expenditures and Economic Growth in the BRICS and the US: A Bootstrap Panel Causality Test," Working Papers, University of Pretoria, Department of Economics, number 201449, Oct.
55. Luis A. Gil-Alana & Rangan Gupta & Ferando Perez de Gracia, 2014, "Persistence, Mean Reversion and Non-Linearities in US Housing Prices Over 1830-2013," Working Papers, University of Pretoria, Department of Economics, number 201450, Oct.
    
    • Luis A. Gil-Alana & Rangan Gupta & Fernando Perez de Gracia, 2016, "Persistence, mean reversion and non-linearities in the US housing prices over 1830--2013," Applied Economics, Taylor & Francis Journals, volume 48, issue 34, pages 3244-3252, July, DOI: 10.1080/00036846.2015.1136402.
56. Vasilios Plakandaras & Periklis Gogas & Rangan Gupta & Theophilos Papadimitriou, 2014, "US Inflation Dynamics on Long Range Data," Working Papers, University of Pretoria, Department of Economics, number 201452, Oct.
    
    • Vasilios Plakandaras & Periklis Gogas & Rangan Gupta & Theophilos Papadimitriou, 2015, "US inflation dynamics on long-range data," Applied Economics, Taylor & Francis Journals, volume 47, issue 36, pages 3874-3890, August, DOI: 10.1080/00036846.2015.1019039.
    • Vasilios Plakandaras & Periklis Gogas & Rangan Gupta & Theophilos Papadimitriou, 2015, "US inflation dynamics on long range data," DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics, number 12-2014, Jan.
57. Kola Akinsomi & Goodness C. Aye & Vassilios Babalos & Fotini Economou & Rangan Gupta, 2014, "Real Estate Returns Predictability Revisited: Novel Evidence from the US REITs Market," Working Papers, University of Pretoria, Department of Economics, number 201454, Oct.
    
    • Omokolade Akinsomi & Goodness C. Aye & Vassilios Babalos & Fotini Economou & Rangan Gupta, 2016, "Real estate returns predictability revisited: novel evidence from the US REITs market," Empirical Economics, Springer, volume 51, issue 3, pages 1165-1190, November, DOI: 10.1007/s00181-015-1037-5.
58. Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2014, "Inflation Forecasts and Forecaster Herding: Evidence from South African Survey Data," Working Papers, University of Pretoria, Department of Economics, number 201455, Oct.
    
    • Pierdzioch, Christian & Reid, Monique B. & Gupta, Rangan, 2016, "Inflation forecasts and forecaster herding: Evidence from South African survey data," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 62, issue C, pages 42-50, DOI: 10.1016/j.socec.2016.03.004.
    • Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2014, "Inflation Forecasts and Forecaster Herding: Evidence from South African Survey Data," Working Papers, Stellenbosch University, Department of Economics, number 21/2014.
59. Massimiliano Caporin & Rangan Gupta, 2014, "Time-Varying Persistence in US Inflation," Working Papers, University of Pretoria, Department of Economics, number 201457, Oct.
    
    • Massimiliano Caporin & Rangan Gupta, 2017, "Time-varying persistence in US inflation," Empirical Economics, Springer, volume 53, issue 2, pages 423-439, September, DOI: 10.1007/s00181-016-1144-y.
60. Nicholas Apergis & Alper Aslan & Goodness C. Aye & Rangan Gupta, 2014, "The Asymmetric Effect of Oil Price on Growth across US States," Working Papers, University of Pretoria, Department of Economics, number 201459, Oct.
61. Ahdi N. Ajmi & Rangan Gupta & Monique Kruger & Nicola Schoeman & Leoné Walters, 2014, "The Nonparametric Relationship between Oil and South African Agricultural Prices," Working Papers, University of Pretoria, Department of Economics, number 201461, Oct.
62. Furkan Emirmahmutoglu & Rangan Gupta & Stephen M. Miller & Tolga Omay, 2014, "Is Real Per Capita State Personal Income Stationary? New Nonlinear, Asymmetric Panel-Data Evidence," Working Papers, University of Pretoria, Department of Economics, number 201462, Oct.
    
    • Furkan Emirmahmutoglu & Rangan Gupta & Stephen M. Miller & Tolga Omay, 2020, "Is real per capita state personal income stationary? New nonlinear, asymmetric panel‐data evidence," Bulletin of Economic Research, Wiley Blackwell, volume 72, issue 1, pages 50-62, January, DOI: 10.1111/boer.12209.
    • Furkan Emirmahmutoglu & Rangan Gupta & Stephen M. Miller & Tolga Omay, 2015, "Is Real Per Capita State Personal Income Stationary? New Nonlinear, Asymmetric Panel-Data Evidence," Working papers, University of Connecticut, Department of Economics, number 2015-02, Mar.
    • Furkan Emirmahmutoglu & Rangan Gupta & Stephen M. Miller & Tolga Omay, 2016, "Is Real Per Capita State Personal Income Stationary? New Nonlinear, Asymmetric Panel-Data Evidence," Working papers, University of Connecticut, Department of Economics, number 2016-20, Sep.
63. Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2014, "On the Directional Accuracy of Inflation Forecasts: Evidence from South African Survey Data," Working Papers, University of Pretoria, Department of Economics, number 201463, Oct.
    
    • Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2018, "On the directional accuracy of inflation forecasts: evidence from South African survey data," Journal of Applied Statistics, Taylor & Francis Journals, volume 45, issue 5, pages 884-900, April, DOI: 10.1080/02664763.2017.1322556.
    • Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2014, "On the Directional Accuracy of Inflation Forecasts: Evidence from South African Survey Data," Working Papers, Stellenbosch University, Department of Economics, number 24/2014.
64. Adnen Ben Nasr & Rangan Gupta & Joao Ricardo Sato, 2014, "Is there an Environmental Kuznets Curve for South Africa? A Co-Summability Approach Using a Century of Data," Working Papers, University of Pretoria, Department of Economics, number 201466, Nov.
    
    • Ben Nasr, Adnen & Gupta, Rangan & Sato, João Ricardo, 2015, "Is there an Environmental Kuznets Curve for South Africa? A co-summability approach using a century of data," Energy Economics, Elsevier, volume 52, issue PA, pages 136-141, DOI: 10.1016/j.eneco.2015.10.005.
65. Ghassen El Montasser & Kenza Aggad & Louise Clark & Rangan Gupta & Shannon Kemp, 2014, "Causal Link between Oil Price and Uncertainty in India," Working Papers, University of Pretoria, Department of Economics, number 201467, Nov.
66. Mehmet Balcilar & Shinhye Chang & Rangan Gupta & Vanessa Kasongo & Clement Kyei, 2014, "The Relationship between Oil and Agricultural Commodity Prices: A Quantile Causality Approach," Working Papers, University of Pretoria, Department of Economics, number 201468, Nov.
67. Rangan Gupta & Gbeada Josiane Seu Epse Kean & Mpho Asnath Tsebe & Nthabiseng Tsoanamatsie & João Ricardo Sato, 2014, "Time-Varying Causality between Oil and Commodity Prices in the Presence of Structural Breaks and Nonlinearity," Working Papers, University of Pretoria, Department of Economics, number 201469, Nov.
68. Vassilios Babalos & Mehmet Balcilar & Tumisang B. Loate & Shingie Chisoro, 2014, "Did Baltic stock markets offer diversification benefits during the recent financial turmoil? Novel evidence from a nonparametric causality in quantiles test," Working Papers, University of Pretoria, Department of Economics, number 201471, Nov.
    
    • Vassilios Babalos & Mehmet Balcilar & Tumisang B. Loate & Shingie Chisoro, 2018, "Did Baltic stock markets offer diversification benefits during the recent financial turmoil? Novel evidence from a nonparametric causality-in-quantiles test," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 45, issue 1, pages 29-47, February, DOI: 10.1007/s10663-016-9344-4.
69. Nicholas Apergis & Christina Christou & Rangan Gupta, 2014, "Are there Environmental Kuznets Curves for US State-Level CO2 Emissions?," Working Papers, University of Pretoria, Department of Economics, number 201474, Nov.
    
    • Apergis, Nicholas & Christou, Christina & Gupta, Rangan, 2017, "Are there Environmental Kuznets Curves for US state-level CO2 emissions?," Renewable and Sustainable Energy Reviews, Elsevier, volume 69, issue C, pages 551-558, DOI: 10.1016/j.rser.2016.11.219.
70. Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2014, "Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality," Working Papers, University of Pretoria, Department of Economics, number 201475, Nov.
    
    • Pierdzioch, Christian & Reid, Monique B. & Gupta, Rangan, 2016, "Forecasting the South African inflation rate: On asymmetric loss and forecast rationality," Economic Systems, Elsevier, volume 40, issue 1, pages 82-92, DOI: 10.1016/j.ecosys.2015.08.004.
    • Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2014, "Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality," Working Papers, Stellenbosch University, Department of Economics, number 26/2014.
71. Abdulnasser Hatemi-J & Rangan Gupta & Axel Kasongo & Thabo Mboweni & Ndivhuho Netshitenzhe, 2014, "Are there Asymmetric Causal Relationships between Tourism and Economic Growth in a Panel of G-7 Countries?," Working Papers, University of Pretoria, Department of Economics, number 201476, Nov.
72. Nicholas Apergis & Goodness C. Aye & Carlos P. Barros & Rangan Gupta & Peter Wanke, 2014, "Energy Efficiency of Selected OECD Countries: A Slacks Based Model with Undesirable Outputs," Working Papers, University of Pretoria, Department of Economics, number 201477, Nov.
    
    • Apergis, Nicholas & Aye, Goodness C. & Barros, Carlos Pestana & Gupta, Rangan & Wanke, Peter, 2015, "Energy efficiency of selected OECD countries: A slacks based model with undesirable outputs," Energy Economics, Elsevier, volume 51, issue C, pages 45-53, DOI: 10.1016/j.eneco.2015.05.022.
73. Ghassen El Montasser & Rangan Gupta & Andre Luis Martins & Peter Wanke, 2014, "Are there Multiple Bubbles in the Ethanol-Gasoline Price Ratio of Brazil?," Working Papers, University of Pretoria, Department of Economics, number 201479, Dec.
    
    • El Montasser, Ghassen & Gupta, Rangan & Martins, Andre Luis & Wanke, Peter, 2015, "Are there multiple bubbles in the ethanol–gasoline price ratio of Brazil?," Renewable and Sustainable Energy Reviews, Elsevier, volume 52, issue C, pages 19-23, DOI: 10.1016/j.rser.2015.07.085.
74. John W. Muteba Mwamba & Shawkat Hammoudeh & Rangan Gupta, 2014, "Financial Tail Risks and the Shapes of the Extreme Value Distribution: A Comparison between Conventional and Sharia-Compliant Stock Indexes," Working Papers, University of Pretoria, Department of Economics, number 201480, Dec.
75. Won Joong Kim & Shawkat Hammoudeh & Jun Seog Hyun & Rangan Gupta, 2014, "Oil Price Shocks and China’s Economy: Reactions of the Monetary Policy to Oil Price Shocks," Working Papers, University of Pretoria, Department of Economics, number 201481, Dec.
    
    • Kim, Won Joong & Hammoudeh, Shawkat & Hyun, Jun Seog & Gupta, Rangan, 2017, "Oil price shocks and China's economy: Reactions of the monetary policy to oil price shocks," Energy Economics, Elsevier, volume 62, issue C, pages 61-69, DOI: 10.1016/j.eneco.2016.12.007.
76. Hossein Hassani & Zara Ghodsi & Rangan Gupta & Mawuli K. Segnon, 2014, "Forecasting Home Sales in the Four Census Regions and the Aggregate US Economy Using Singular Spectrum Analysis," Working Papers, University of Pretoria, Department of Economics, number 201482, Dec.
    
    • Hossein Hassani & Zara Ghodsi & Rangan Gupta & Mawuli Segnon, 2017, "Forecasting Home Sales in the Four Census Regions and the Aggregate US Economy Using Singular Spectrum Analysis," Computational Economics, Springer;Society for Computational Economics, volume 49, issue 1, pages 83-97, January, DOI: 10.1007/s10614-015-9548-x.
77. Omid Ranjbar & Tsangyao Chang & Elmarie Nel & Rangan Gupta, 2014, "The Causal Relationship between Energy Consumption and Economic Growth in South Africa: New Evidence from Asymmetric Causality in Frequency Domain," Working Papers, University of Pretoria, Department of Economics, number 201483, Dec.
78. Roula Inglesi-Lotz & Jessika Bohlmann, 2014, "Environmental Kuznets curve in South Africa: To confirm or not to confirm?," EcoMod2014, EcoMod, number 6378, Jul.
79. Kuei-Chiu Lee & Hsiao-Ping Chu & Tsangyao Chang & Roula Inglesi-Lotz, 2014, "Revisiting the Causal Relationship between CO2 Emissions and Economic Growth in 12 Asian Countries: Evidence from a Bootstrap Panel Causality Test," Working Papers, University of Pretoria, Department of Economics, number 201413, Apr.
80. André Jordaan, 2014, "International trade and military expenditure: Friends or foe?," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 0301731, Jul.
81. 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, University of Pretoria, Department of Economics, number 201417, Apr.
82. Adel Bosch & Steven F. Koch, 2014, "Using a Natural Experiment to Examine Tobacco Tax Regressivity," Working Papers, University of Pretoria, Department of Economics, number 201424, May.
83. Gauthier T. Kashalala & Steven F. Koch, 2014, "The Economic Approach to Fertility: A Causal Mediation Analysis," Working Papers, University of Pretoria, Department of Economics, number 201434, Jul.
    
    • Gauthier Tshiswaka-Kashalala & Steven F. Koch, 2014, "The Economic Approach to Fertility: A Causal Mediation Analysis," ERSA Working Paper Series, Economic Research Southern Africa, number 442, Jul.
84. Laban K. Chesang & Ruthira Naraidoo, 2014, "Parameter Uncertainty and Inflation Dynamics in a Model with Asymmetric Central Bank Preferences," Working Papers, University of Pretoria, Department of Economics, number 201437, Aug.
    
    • Chesang, Laban K. & Naraidoo, Ruthira, 2016, "Parameter uncertainty and inflation dynamics in a model with asymmetric central bank preferences," Economic Modelling, Elsevier, volume 56, issue C, pages 1-10, DOI: 10.1016/j.econmod.2016.03.004.
85. Nicky Nicholls & Alexander Zimper, 2014, "Subjective Life Expectancy," Working Papers, University of Pretoria, Department of Economics, number 201410, Mar.

2013

1. Manoel Bittencourt, 2013, "Economic Growth and Inequality: Evidence from the Young Democracies of South America," Working Papers, University of Pretoria, Department of Economics, number 201301, Jan.
   
   • Manoel Bittencourt, 2014, "Economic Growth and Inequality: Evidence from the Young Democracies of South America," International Symposia in Economic Theory and Econometrics, Emerald Group Publishing Limited, "Macroeconomic Analysis and International Finance", DOI: 10.1108/S1571-038620140000023002.
   • Manoel Bittencourt, 2013, "Economic Growth and Inequality: Evidence from the Young Democracies of South America," ERSA Working Paper Series, Economic Research Southern Africa, number 361, Jul.
2. Manoel Bittencourt & Rangan Gupta & Lardo Stander, 2013, "Tax evasion, financial development and inflation: theory and empirical evidence," Working Papers, University of Pretoria, Department of Economics, number 201316, Mar.
   
   • Bittencourt, Manoel & Gupta, Rangan & Stander, Lardo, 2014, "Tax evasion, financial development and inflation: Theory and empirical evidence," Journal of Banking & Finance, Elsevier, volume 41, issue C, pages 194-208, DOI: 10.1016/j.jbankfin.2014.01.009.
3. Chance Mwabutwa & Manoel Bittencourt & Nicola Viegi, 2013, "Evolution of Monetary Policy Transmission Mechanism in Malawi: A TVP-VAR Approach," Working Papers, University of Pretoria, Department of Economics, number 201327, Jun.
   
   • Chance Ngamanya Mwabutwa & Nicola Viegi & Manoel Bittencourt, 2016, "Evolution Of Monetary Policy Transmission Mechanism In Malawi: A Tvp-Var Approach," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 41, issue 1, pages 33-55, March.
4. Manoel Bittencourt & Renee van Eyden & Monaheng Seleteng, 2013, "Inflation and Economic Growth in the SADC: Some Panel Time-Series Evidence," Working Papers, University of Pretoria, Department of Economics, number 201354, Sep.
   
   • Manoel Bittencourt & Monaheng Seleteng & Reneé van Eyden, 2014, "Inflation and Economic Growth in the SADC: Some Panel Time-Series Evidence," ERSA Working Paper Series, Economic Research Southern Africa, number 404, Jan.
5. Manoel Bittencourt, 2013, "Democracy and Education: Evidence from the Southern African Development Community," Working Papers, University of Pretoria, Department of Economics, number 201387, Dec.
   
   • Manoel Bittencourt, 2014, "Democracy and Education: Evidence from the Southern African Development Community," ERSA Working Paper Series, Economic Research Southern Africa, number 433, May.
6. Manoel Bittencourt, 2013, "Yet Another Look at the Modernisation Hypothesis: Evidence from South America," ERSA Working Paper Series, Economic Research Southern Africa, number 342, Mar.
7. Chance Mwabutwa & Manoel Bittencourt & Nicola Viegi, 2013, "Monetary Policy Response to Foreign Aid in an Estimated DSGE Model of Malawi," ERSA Working Paper Series, Economic Research Southern Africa, number 350, May.
8. Chance Mwabutwa & Manoel Bittencourt & Nicola Viegi, 2013, "Evolution of Monetary Policy Transmission Mechanism in Malawi: A TVP-VAR with Stochastic Volatility Approach," ERSA Working Paper Series, Economic Research Southern Africa, number 387, Nov.
9. Carolyn Chisadza & Janneke Dlamini & Rangan Gupta & Mampho P. Modise, 2013, "The Impact of Oil Shocks on the South African Economy," Working Papers, University of Pretoria, Department of Economics, number 201311, Feb.
10. Annari De Waal & Prof Reneé van Eyden, 2013, "The impact of economic shocks in the rest of the world on South Africa: Evidence from a global VAR model," EcoMod2013, EcoMod, number 5403, Jun.
11. Riane de Bruyn & Rangan Gupta & Renee van Eyden, 2013, "Forecasting The Rand-Dollar And Rand-Pound Exchange Rates Using Dynamic Model Averaging," Working Papers, University of Pretoria, Department of Economics, number 201307, Jan.
12. 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, University of Pretoria, Department of Economics, number 201328, Jun.
    
    • Annari De Waal & Reneé van Eyden, 2016, "The Impact of Economic Shocks in the Rest of the World on South Africa: Evidence from a Global VAR," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 52, issue 3, pages 557-573, March, DOI: 10.1080/1540496X.2015.1103141.
13. Kirsten Thompson & Renee van Eyden & Rangan Gupta, 2013, "Identifying a financial conditions index for South Africa," Working Papers, University of Pretoria, Department of Economics, number 201333, Jul.
14. 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, University of Pretoria, Department of Economics, number 201344, Aug.
    
    • Goodness C. Aye & Mehmet Balcilar & John P. Dunne & Rangan Gupta & Rene� van Eyden, 2014, "Military expenditure, economic growth and structural instability: a case study of South Africa," Defence and Peace Economics, Taylor & Francis Journals, volume 25, issue 6, pages 619-633, December, DOI: 10.1080/10242694.2014.886432.
15. 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, University of Pretoria, Department of Economics, number 201346, Aug.
    
    • Annari De Waal & Rene頖an Eyden & Rangan Gupta, 2015, "Do we need a global VAR model to forecast inflation and output in South Africa?," Applied Economics, Taylor & Francis Journals, volume 47, issue 25, pages 2649-2670, May, DOI: 10.1080/00036846.2015.1008769.
16. 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, University of Pretoria, Department of Economics, number 201363, Oct.
    
    • Mehmet Balcilar & Rene頶an Eyden & Roula Inglesi-Lotz & Rangan Gupta, 2014, "Time-varying linkages between tourism receipts and economic growth in South Africa," Applied Economics, Taylor & Francis Journals, volume 46, issue 36, pages 4381-4398, December, DOI: 10.1080/00036846.2014.957445.
17. 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, University of Pretoria, Department of Economics, number 201383, Dec.
    
    • Kirsten Thompson & Reneé van Eyden & Rangan Gupta, 2015, "Testing the Out-of-Sample Forecasting Ability of a Financial Conditions Index for South Africa," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 51, issue 3, pages 486-501, May, DOI: 10.1080/1540496X.2015.1025664.
18. Augustin Kwasi Fosu, 2013, "Achieving Development Success: Strategies and Lessons from the Developing World," WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER), number wp-2013-027.
19. 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, Department of Research, Ipag Business School, number 2013-20, Jan.
    
    • Gupta, Rangan & Hammoudeh, Shawkat & Modise, Mampho P. & Nguyen, Duc Khuong, 2014, "Can economic uncertainty, financial stress and consumer sentiments predict U.S. equity premium?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 33, issue C, pages 367-378, DOI: 10.1016/j.intfin.2014.09.004.
    • 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, Department of Research, Ipag Business School, number 2014-436, Jan.
    • 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, University of Pretoria, Department of Economics, number 201351, Sep.
20. 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, Department of Research, Ipag Business School, number 2013-36, Jan.
    
    • Chang, Tsangyao & Chen, Wen-Yi & Gupta, Rangan & Nguyen, Duc Khuong, 2015, "Are stock prices related to the political uncertainty index in OECD countries? Evidence from the bootstrap panel causality test," Economic Systems, Elsevier, volume 39, issue 2, pages 288-300, DOI: 10.1016/j.ecosys.2014.10.005.
    • 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, University of Pretoria, Department of Economics, number 201360, Oct.
21. Rangan Gupta & Patrick Kanda & Mampho Modise & Alessia Paccagnini, 2013, "DGSE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa," Working Papers, University of Milano-Bicocca, Department of Economics, number 259, Nov, revised Nov 2013.
    
    • 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, University of Pretoria, Department of Economics, number 201374, Nov.
22. Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2013, "Housing and the Great Depression," Working Papers, University of Nevada, Las Vegas , Department of Economics, number 1301, Apr.
    
    • Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2014, "Housing and the Great Depression," Applied Economics, Taylor & Francis Journals, volume 46, issue 24, pages 2966-2981, August, DOI: 10.1080/00036846.2014.916393.
    • Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2013, "Housing and the Great Depression," Working Papers, University of Pretoria, Department of Economics, number 201308, Jan.
    • Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2012, "Housing and the Great Depression," Working papers, University of Connecticut, Department of Economics, number 2012-47, Nov.
23. Luis Alberiko Gil-Alaña & Goodness C. Aye & Rangan Gupta, 2013, "Testing for persistence with breaks and outliers in South African house prices," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 01/2013, Feb.
    
    • Luis A. Gil-Alana & Goodness C. Aye & Rangan Gupta, 2012, "Testing for Persistence with Breaks and Outliers in South African House Prices," Working Papers, University of Pretoria, Department of Economics, number 201233, Dec.
    • Luis A. Gil-Alana & Goodness C. Aye & Rangan Gupta, 2012, "Testing for Persistence with Breaks and Outliers in South African House Prices," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 20/12, Dec.
24. Beatrice D. Simo-Kengne & Rangan Gupta & Goodness C. Aye, 2013, "Macro Shocks And House Prices In South Africa," Working Papers, University of Pretoria, Department of Economics, number 201302, Jan.
25. Rangan Gupta & Charl Jooste & Kanyane Matlou, 2013, "A Time-Varying Approach to Analysing Fiscal Policy and Asset Prices in South Africa," Working Papers, University of Pretoria, Department of Economics, number 201303, Jan.
    
    • Rangan Gupta & Charl Jooste & Kanyane Matlou, 2014, "A time-varying approach to analysing fiscal policy and asset prices in South Africa," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 6, issue 1, pages 46-63, April, DOI: 10.1108/JFEP-01-2013-0003.
26. 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, University of Pretoria, Department of Economics, number 201304, Jan.
    
    • 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), volume 10, issue 1, pages 121-148, April.
27. 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, University of Pretoria, Department of Economics, number 201309, Feb.
28. Mehmet Balcilar & Rangan Gupta & Kevin Kotze, 2013, "Forecasting South African Macroeconomic Data with a Nonlinear DSGE Model," Working Papers, University of Pretoria, Department of Economics, number 201313, Mar.
29. 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, University of Pretoria, Department of Economics, number 201317, Apr.
30. 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, University of Pretoria, Department of Economics, number 201318, Apr.
    
    • 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, volume 40, issue C, pages 825-831, DOI: 10.1016/j.eneco.2013.10.005.
31. 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, University of Pretoria, Department of Economics, number 201319, Apr.
    
    • 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, volume 6, issue 3, pages 296-310.
    • Tsangyao Chang & Beatrice D. Simo-Kengne & Rangan Gupta, 2013, "The Causal Relationship between Imports and Economic Growth in the Nine Provinces of South Africa: Evidence from Panel-Granger Causality Tests," Working Papers, University of Pretoria, Department of Economics, number 201320, Apr.
32. 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, University of Pretoria, Department of Economics, number 201321, May.
    
    • Christophe Andr頍 & 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, volume 46, issue 18, pages 2127-2138, June, DOI: 10.1080/00036846.2014.896988.
33. 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, University of Pretoria, Department of Economics, number 201322, May.
    
    • Nicholas Apergis & Beatrice D. Simo-Kengne & Rangan Gupta, 2015, "Convergence In Provincial-Level South African House Prices: Evidence From The Club Convergence And Clustering Procedure," Review of Urban & Regional Development Studies, Wiley Blackwell, volume 27, issue 1, pages 2-17, March.
34. 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, University of Pretoria, Department of Economics, number 201324, Apr.
    
    • Tsangyao Chang & Tsung-Pao Wu & Rangan Gupta, 2015, "Are house prices in South Africa really nonstationary? Evidence from SPSM-based panel KSS test with a Fourier function," Applied Economics, Taylor & Francis Journals, volume 47, issue 1, pages 32-53, January, DOI: 10.1080/00036846.2014.959657.
35. 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, University of Pretoria, Department of Economics, number 201326, Jun.
    
    • Nicholas Apergis & Beatrice Simo-Kengne & Rangan Gupta, 2014, "The Long-Run Relationship Between Consumption, House Prices, and Stock Prices in South Africa: Evidence from Provincial-level Data," Journal of Real Estate Literature, Taylor & Francis Journals, volume 22, issue 1, pages 83-99, January, DOI: 10.1080/10835547.2014.12090371.
36. 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, University of Pretoria, Department of Economics, number 201329, Jul.
    
    • Nyakabawo, Wendy & Miller, Stephen M. & Balcilar, Mehmet & Das, Sonali & Gupta, Rangan, 2015, "Temporal causality between house prices and output in the US: A bootstrap rolling-window approach," The North American Journal of Economics and Finance, Elsevier, volume 33, issue C, pages 55-73, DOI: 10.1016/j.najef.2015.03.001.
    • 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, University of Connecticut, Department of Economics, number 2013-14, Jun.
37. 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, University of Pretoria, Department of Economics, number 201330, Jul.
    
    • Janneke Dlamini & Mehmet Balcilar & Rangan Gupta & Roula Inglesi-Lotz, 2015, "Revisiting the causality between electricity consumption and economic growth in South Africa: a bootstrap rolling-window approach," International Journal of Economic Policy in Emerging Economies, Inderscience Enterprises Ltd, volume 8, issue 2, pages 169-190.
38. Rangan Gupta & Lardo Stander, 2013, "Social Status, Inflation and Endogenous Growth in a Cash-in-Advance Economy: A Reconsideration," Working Papers, University of Pretoria, Department of Economics, number 201336, Jul.
39. Roula Inglesi-Lotz & Tsangyao Chang & Rangan Gupta, 2013, "Causality between Research Output and Economic Growth in BRICS," Working Papers, University of Pretoria, Department of Economics, number 201337, Jul.
    
    • Roula Inglesi-Lotz & Tsangyao Chang & Rangan Gupta, 2015, "Causality between research output and economic growth in BRICS," Quality & Quantity: International Journal of Methodology, Springer, volume 49, issue 1, pages 167-176, January, DOI: 10.1007/s11135-013-9980-8.
40. 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, University of Pretoria, Department of Economics, number 201338, Aug.
    
    • 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, volume 28, issue C, pages 170-189, DOI: 10.1016/j.najef.2014.02.003.
41. 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, University of Pretoria, Department of Economics, number 201339, Aug.
    
    • Ahdi N. Ajmi & Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2015, "Causality between exports and economic growth in South Africa: evidence from linear and nonlinear tests," Journal of Developing Areas, Tennessee State University, College of Business, volume 49, issue 2, pages 163-181, April-Jun.
42. 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, University of Pretoria, Department of Economics, number 201340, Aug.
    
    • 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, volume 66, issue C, pages 359-368, DOI: 10.1016/j.enpol.2013.10.081.
43. 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, University of Pretoria, Department of Economics, number 201341, Aug.
44. Goodness C. Aye & Pami Dua & Rangan Gupta, 2013, "Forecasting Indian Macroeconomic Variables Using Medium-Scale VAR Models," Working Papers, University of Pretoria, Department of Economics, number 201342, Aug.
45. Beatrice D. Simo-Kengne & Stephen M. Miller & Rangan Gupta, 2013, "Evolution of Monetary Policy in the US: The Role of Asset Prices," Working Papers, University of Pretoria, Department of Economics, number 201343, Aug.
    
    • Beatrice D. Simo-Kengne & Stephen M. Miller & Rangan Gupta, 2013, "Evolution of Monetary Policy in the US: The Role of Asset Prices," Working papers, University of Connecticut, Department of Economics, number 2013-20, Aug, revised Dec 2013.
46. 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, University of Pretoria, Department of Economics, number 201345, Aug.
    
    • Xiao-lin Li & Mehmet Balcilar & Rangan Gupta & Tsangyao Chang, 2016, "The Causal Relationship Between Economic Policy Uncertainty and Stock Returns in China and India: Evidence from a Bootstrap Rolling Window Approach," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 52, issue 3, pages 674-689, March, DOI: 10.1080/1540496X.2014.998564.
47. 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, University of Pretoria, Department of Economics, number 201348, Aug.
    
    • Goodness C. Aye & Stephen M. Miller & Rangan Gupta & Mehmet Balcilar, 2016, "Forecasting US real private residential fixed investment using a large number of predictors," Empirical Economics, Springer, volume 51, issue 4, pages 1557-1580, December, DOI: 10.1007/s00181-015-1059-z.
    • 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, University of Connecticut, Department of Economics, number 2014-10, May.
48. 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, University of Pretoria, Department of Economics, number 201349, Jun.
49. Roula Inglesi-Lotz & Mehmet Balcilar & Rangan Gupta, 2013, "Time-Varying Causality between Research Output and Economic Growth in the US," Working Papers, University of Pretoria, Department of Economics, number 201350, Aug.
    
    • Roula Inglesi-Lotz & Mehmet Balcilar & Rangan Gupta, 2014, "Time-varying causality between research output and economic growth in US," Scientometrics, Springer;Akadémiai Kiadó, volume 100, issue 1, pages 203-216, July, DOI: 10.1007/s11192-014-1257-z.
50. 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, University of Pretoria, Department of Economics, number 201357, Sep.
    
    • Adnen Ben Nasr & Ahdi Noomen Ajmi & Rangan Gupta, 2014, "Modelling the volatility of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model," Applied Financial Economics, Taylor & Francis Journals, volume 24, issue 14, pages 993-1004, July, DOI: 10.1080/09603107.2014.920476.
51. 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, University of Pretoria, Department of Economics, number 201358, Sep.
    
    • Ahdi Noomen Ajmi & Goodness C. Aye & Mehmet Balcilar & Ghassen El Montasser & Rangan Gupta, 2015, "Causality between US economic policy and equity market uncertainties: Evidence from linear and nonlinear tests," Journal of Applied Economics, Universidad del CEMA, volume 18, pages 225-246, November.
    • Ahdi Noomen Ajmi & Goodness C. Aye & Mehmet Balcilar & Ghassen El Montasser & Rangan Gupta, 2015, "Causality Between Us Economic Policy and Equity Market Uncertainties: Evidence from Linear and Nonlinear Tests," Journal of Applied Economics, Taylor & Francis Journals, volume 18, issue 2, pages 225-246, November, DOI: 10.1016/S1514-0326(15)30010-6.
52. Christophe Andre & Luis A. Gil-Alana & Rangan Gupta, 2013, "Comovement in Euro Area Housing Prices: A Fractional Cointegration Approach," Working Papers, University of Pretoria, Department of Economics, number 201359, Sep.
    
    • Rangan Gupta & Christophe André & Luis Gil-Alana, 2015, "Comovement in Euro area housing prices: A fractional cointegration approach," Urban Studies, Urban Studies Journal Limited, volume 52, issue 16, pages 3123-3143, December, DOI: 10.1177/0042098014555629.
53. Ahdi N. Ajmi & Rangan Gupta & Patrick T. Kanda, 2013, "Causality between Economic Policy Uncertainty across Countries: Evidence from Linear and Nonlinear Tests," Working Papers, University of Pretoria, Department of Economics, number 201361, Oct.
54. Goodness C. Aye & Rangan Gupta, 2013, "Forecasting Real House Price of the U.S.: An Analysis Covering 1890 to 2012," Working Papers, University of Pretoria, Department of Economics, number 201362, Oct.
55. 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, University of Pretoria, Department of Economics, number 201367, Nov.
56. Goodness C. Aye & Vincent Dadam & Rangan Gupta & Bonginkosi Mamba, 2013, "Oil Price Uncertainty and Manufacturing Production in South Africa," Working Papers, University of Pretoria, Department of Economics, number 201368, Nov.
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, University of Pretoria, Department of Economics, number 201369, Nov.
58. 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, University of Pretoria, Department of Economics, number 201370, Nov.
    
    • Tsangyao Chang & Rangan Gupta & Roula Inglesi-Lotz & Masabala & Simo-Kengne & Weideman, 2016, "The causal relationship between natural gas consumption and economic growth: evidence from the G7 countries," Applied Economics Letters, Taylor & Francis Journals, volume 23, issue 1, pages 38-46, January, DOI: 10.1080/13504851.2015.1047085.
59. 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, University of Pretoria, Department of Economics, number 201371, Nov.
    
    • T. Chang & O.A. Gadinabokao & R. Gupta & R. Inglesi-Lotz & P. Kanniah & B.D. Simo-Kengne, 2015, "Panel Granger causality between oil consumption and GDP: evidence from BRICS countries," International Journal of Sustainable Economy, Inderscience Enterprises Ltd, volume 7, issue 1, pages 30-41.
60. 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, University of Pretoria, Department of Economics, number 201372, Nov.
61. 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, University of Pretoria, Department of Economics, number 201373, Nov.
62. Luis A. Gil-Alana & Rangan Gupta, 2013, "Persistence and Cycles in Historical Oil Prices Data," Working Papers, University of Pretoria, Department of Economics, number 201375, Nov.
    
    • Gil-Alana, Luis A. & Gupta, Rangan, 2014, "Persistence and cycles in historical oil price data," Energy Economics, Elsevier, volume 45, issue C, pages 511-516, DOI: 10.1016/j.eneco.2014.08.018.
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, University of Pretoria, Department of Economics, number 201377, Nov.
    
    • Tsangyao Chang & Wen-Chi Liu & Goodness C. Aye & Rangan Gupta, 2016, "Are there housing bubbles in South Africa? Evidence from SPSM-based panel KSS test with a Fourier function," Global Business and Economics Review, Inderscience Enterprises Ltd, volume 18, issue 5, pages 517-532.
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, University of Pretoria, Department of Economics, number 201380, Dec.
65. 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, University of Pretoria, Department of Economics, number 201381, Dec.
    
    • Rangan Gupta & Shawkat Hammoudeh & Beatrice D. Simo-Kengne & Soodabeh Sarafrazi, 2014, "Can the Sharia-based Islamic stock market returns be forecasted using large number of predictors and models?," Applied Financial Economics, Taylor & Francis Journals, volume 24, issue 17, pages 1147-1157, September, DOI: 10.1080/09603107.2014.924296.
66. 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, University of Pretoria, Department of Economics, number 201382, Dec.
    
    • Rangan Gupta & Luis A. Gil-Alana & Olaoluwa S. Yaya, 2015, "Do sunspot numbers cause global temperatures? Evidence from a frequency domain causality test," Applied Economics, Taylor & Francis Journals, volume 47, issue 8, pages 798-808, February, DOI: 10.1080/00036846.2014.980575.
67. Saban Nazlioglu & Shawkat Hammoudeh & Rangan Gupta, 2013, "Volatility Transmission between Islamic and Conventional Equity Markets: Evidence from Causality-in-Variance Test," Working Papers, University of Pretoria, Department of Economics, number 201384, Dec.
    
    • Saban Nazlioglu & Shawkat Hammoudeh & Rangan Gupta, 2015, "Volatility transmission between Islamic and conventional equity markets: evidence from causality-in-variance test," Applied Economics, Taylor & Francis Journals, volume 47, issue 46, pages 4996-5011, October, DOI: 10.1080/00036846.2015.1039705.
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, University of Pretoria, Department of Economics, number 201385, Dec.
69. Ghassen El Montasser & Roula Inglesi-Lotz & Rangan Gupta, 2013, "Convergence of Greenhouse Gas Emissions among G7 Countries," Working Papers, University of Pretoria, Department of Economics, number 201386, Dec.
    
    • Ghassen El-Montasser & Roula Inglesi-Lotz & Rangan Gupta, 2015, "Convergence of greenhouse gas emissions among G7 countries," Applied Economics, Taylor & Francis Journals, volume 47, issue 60, pages 6543-6552, December, DOI: 10.1080/00036846.2015.1080809.
70. Reyno Seymore & R. Inglesi-Lotz1 & J. Blignaut1, 2013, "A Greenhouse Gas Emissions Inventory For South Africa: A Comparative Analysis," EcoMod2013, EcoMod, number 5071, Jun.
    
    • 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, volume 34, issue C, pages 371-379, DOI: 10.1016/j.rser.2014.03.028.
71. Roula Inglesi-Lotz & Anastassios Pouris, 2013, "On the causality and determinants of energy and electricity demand in South Africa: A review," Working Papers, University of Pretoria, Department of Economics, number 201314, Mar.
72. Roula Inglesi-Lotz, 2013, "The Impact of Renewable Energy Consumption to Economic Welfare: A Panel Data Application," Working Papers, University of Pretoria, Department of Economics, number 201315, Mar.
73. 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, University of Pretoria, Department of Economics, number 201355, Sep.
74. 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, McMaster University, number 2013-14, Sep.
    
    • Steven F. Koch & Jeffrey S. Racine, 2016, "Healthcare facility choice and user fee abolition: regression discontinuity in a multinomial choice setting," Journal of the Royal Statistical Society Series A, Royal Statistical Society, volume 179, issue 4, pages 927-950, October.
    • Steven F. Koch & Jeffrey S. Racine, 2013, "Health Care Facility Choice and User Fee Abolition: Regression Discontinuity in a Multinomial Choice Setting," Working Papers, University of Pretoria, Department of Economics, number 201353, Sep.
75. Steven F. Koch, 2013, "User Fee Abolition in South Africa: Re-Evaluating the Impact?," Working Papers, University of Pretoria, Department of Economics, number 201331, Jul.
76. Anna S. Brink & Steven F. Koch, 2013, "The 1996 User Fee Abolition in South Africa: A Difference-in-Difference Analysis," Working Papers, University of Pretoria, Department of Economics, number 201332, Jul.
77. 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, University of Pretoria, Department of Economics, number 201388, Dec.
    
    • Dambala Gelo & Edwin Muchapondwa & Steven F. Koch, 2013, "Do the Poor Benefit from Devolution Policies? Evidences from Quantile Treatment Effect Evaluation of Joint Forest Management," ERSA Working Paper Series, Economic Research Southern Africa, number 400, Dec.
78. Tebogo J. Moche & Nara Monkam & Goodness C. Aye, 2013, "Fiscal Decentralisation and Poverty in South Africa: Evidence from Panel Data Analysis," Working Papers, University of Pretoria, Department of Economics, number 201378, Dec.
79. Margaret Chitiga-Mabugu & Nara Monkam, 2013, "Assessing Fiscal Capacity at the Local Government Level in South Africa," Working Papers, University of Pretoria, Department of Economics, number 201376, Nov.
80. Ruthira Naraidoo & Leroi Raputsoane, 2013, "Financial markets and the response of monetary policy to uncertainty in South Africa," Working Papers, University of Pretoria, Department of Economics, number 201310, Feb.
    
    • Ruthira Naraidoo & Leroi Raputsoane, 2015, "Financial markets and the response of monetary policy to uncertainty in South Africa," Empirical Economics, Springer, volume 49, issue 1, pages 255-278, August, DOI: 10.1007/s00181-014-0866-y.
81. Ruthira Naraidoo & Leroi Raputsoane, 2013, "Debt sustainability and financial crises in South Africa," Working Papers, University of Pretoria, Department of Economics, number 201352, Sep.
    
    • Ruthira Naraidoo & Leroi Raputsoane, 2015, "Debt Sustainability and Financial Crises in South Africa," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 51, issue 1, pages 224-233, January, DOI: 10.1080/1540496X.2015.1011534.
82. Nicky Nicholls & Aylit Romm & Alexander Zimper, 2013, "The impact of statistical learning on violations of the sure-thing principle," Working Papers, University of Pretoria, Department of Economics, number 201364, Oct.
    
    • Nicky Nicholls & Aylit Romm & Alexander Zimper, 2015, "The impact of statistical learning on violations of the sure-thing principle," Journal of Risk and Uncertainty, Springer, volume 50, issue 2, pages 97-115, April, DOI: 10.1007/s11166-015-9210-y.
    • Alexander Zimper & Aylit T. Romm & Nicky Nicholls, 2013, "The impact of statistical learning on violations of the sure-thing principle," ERSA Working Paper Series, Economic Research Southern Africa, number 386, Oct.
83. Harold Ngalawa & Nicola Viegi, 2013, "Interaction of Formal and Informal Financial Markets in Quasi-Emerging Market Economies," Working Papers, University of Pretoria, Department of Economics, number 201306, Jan.
    
    • Ngalawa, Harold & Viegi, Nicola, 2013, "Interaction of formal and informal financial markets in quasi-emerging market economies," Economic Modelling, Elsevier, volume 31, issue C, pages 614-624, DOI: 10.1016/j.econmod.2013.01.005.
    • Harold P. E. Ngawala & Nicola Viegi, 2013, "Interaction of Formal and Informal Financial Markets in Quasi-Emerging Market Economies," ERSA Working Paper Series, Economic Research Southern Africa, number 326, Jan.
84. Max Groneck & Alexander Ludwig & Alexander Zimper, 2013, "A Life-Cycle Model with Ambiguous Survival Beliefs," Working Paper Series in Economics, University of Cologne, Department of Economics, number 63, May, revised 22 Nov 2013.
    
    • Groneck, Max & Ludwig, Alexander & Zimper, Alexander, 2016, "A life-cycle model with ambiguous survival beliefs," Journal of Economic Theory, Elsevier, volume 162, issue C, pages 137-180, DOI: 10.1016/j.jet.2015.12.008.
    • Max Groneck & Ludwig, Alexander & Alexander Zimper, 2013, "A Life-Cycle Model with Ambiguous Survival Beliefs," MEA discussion paper series, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy, number 201305, May.
    • Max Groneck & Alexander Ludwig, 2014, "A Life-Cycle Model with Ambiguous Survival Beliefs," Working Papers, University of Pretoria, Department of Economics, number 201465, Oct.
    • Alexander Ludwig & Alexander Zimper & Max Groneck, 2014, "A Life-Cycle Model with Ambiguous Survival Beliefs," ERSA Working Paper Series, Economic Research Southern Africa, number 473, Oct.
    • Groneck, Max & Ludwig, Alexander & Zimper, Alexander, 2015, "A life-cycle model with ambiguous survival beliefs," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 73, revised 2015, DOI: 10.2139/ssrn.2515703.
85. Alexander Zimper, 2013, "The minimal confidence levels of Basel capital regulation," Working Papers, University of Pretoria, Department of Economics, number 201305, Jan.
    
    • Alexander Zimper, 2014, "The minimal confidence levels of Basel capital regulation," Journal of Banking Regulation, Palgrave Macmillan, volume 15, issue 2, pages 129-143, April.
86. Alexander Zimper, 2013, "Bank Deposit Contracts Versus Financial Market Participation in Emerging Economies," Working Papers, University of Pretoria, Department of Economics, number 201334, Jul.
    
    • Alexander Zimper, 2015, "Bank-Deposit Contracts Versus Financial-Market Participation in Emerging Economies," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 51, issue 3, pages 525-536, May, DOI: 10.1080/1540496X.2015.1025669.
    • Alexander Zimper, 2013, "Bank Deposit Contracts Versus Financial Market Participation in Emerging Economies," ERSA Working Paper Series, Economic Research Southern Africa, number 354, Jun.
87. Alexander Zimper, 2013, "Speculative Trade Equilibria with Incorrect Price Anticipations," Working Papers, University of Pretoria, Department of Economics, number 201335, Jul.
88. Alexander Zimper, 2013, "On the Welfare Equivalence of Asset Markets and Banking in Diamond Dybvig Economies," Working Papers, University of Pretoria, Department of Economics, number 201356, Sep.
    
    • Zimper, Alexander, 2013, "On the welfare equivalence of asset markets and banking in Diamond Dybvig economies," Economics Letters, Elsevier, volume 121, issue 3, pages 356-359, DOI: 10.1016/j.econlet.2013.09.023.
89. Alexander Ludwig & Alexander Zimper, 2013, "Biased Bayesian learning with an application to the risk-free rate puzzle," Working Papers, University of Pretoria, Department of Economics, number 201366, Nov.
    
    • Ludwig, Alexander & Zimper, Alexander, 2014, "Biased Bayesian learning with an application to the risk-free rate puzzle," Journal of Economic Dynamics and Control, Elsevier, volume 39, issue C, pages 79-97, DOI: 10.1016/j.jedc.2013.11.007.
    • Alexander Ludwig & Alexander Zimper, 2013, "Biased Bayesian Learning with an Application to the Risk-Free Rate Puzzle," ERSA Working Paper Series, Economic Research Southern Africa, number 390, Nov.
90. Alexander Zimper, 2013, "On the impossibility of insider trade in rational expectations equilibria," Working Papers, University of Pretoria, Department of Economics, number 201379, Dec.
    
    • Zimper, Alexander, 2014, "On the impossibility of insider trade in rational expectations equilibria," The North American Journal of Economics and Finance, Elsevier, volume 28, issue C, pages 109-118, DOI: 10.1016/j.najef.2014.02.004.
    • Alexander Zimper, 2013, "On the impossibility of insider trade in rational expectations equilibria," ERSA Working Paper Series, Economic Research Southern Africa, number 399, Dec.
91. Groneck, Max & Ludwig, Alexander & Zimper, Alexander, 2013, "Ambiguous Survival Beliefs and Hyperbolic Discounting in a Life-Cycle Model," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 79878.

2012

1. Manoel Bittencourt, 2012, "Economic Growth and Government Debt: Evidence from the Young Democracies of Latin America," Working Papers, University of Pretoria, Department of Economics, number 201203, Jan.
2. Manoel Bittencourt, 2012, "Yet Another Look at the Modernisation Hypothesis: Evidence from Latin America," Working Papers, University of Pretoria, Department of Economics, number 201205, Feb.
3. Manoel Bittencourt & Chance Mwabutwa & Nicola Viegi, 2012, "Financial Reforms and Consumption Behaviour in Malawi," Working Papers, University of Pretoria, Department of Economics, number 201210, Mar.
   
   • Chance Mwabutwa & Manoel Bittencourt & Nicola Viegi, 2012, "Financial Reforms and Consumption Behaviour in Malawi," ERSA Working Paper Series, Economic Research Southern Africa, number 306, Jul.
4. 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, University of Pretoria, Department of Economics, number 201211, Mar.
   
   • Beatrice D. Simo-Kengne & Rangan Gupta & Manoel Bittencourt, 2013, "The Impact of House Prices on Consumption in South Africa: Evidence from Provincial-Level Panel VARs," Housing Studies, Taylor & Francis Journals, volume 28, issue 8, pages 1133-1154, November, DOI: 10.1080/02673037.2013.804492.
5. Chance Mwabutwa & Nicola Viegi & Manoel Bittencourt, 2012, "Monetary Policy Response to Capital Inflows in Form of Foreign Aid in Malawi," Working Papers, University of Pretoria, Department of Economics, number 201232, Dec.
6. Heinrich R. Bohlmann, 2012, "Reducing illegal immigration to South Africa: A dynamic CGE analysis," Working Papers, University of Pretoria, Department of Economics, number 201213, Apr.
7. Marthinus C. Breitenbach & Francis Kemegue & Mulatu F. Zerihun, 2012, "A Greek wedding in SADC? - Testing for structural symmetry towards SADC monetary integration," Working Papers, University of Pretoria, Department of Economics, number 201234, Dec.
   
   • Mulatu F. Zerihun & Marthinus C. Breitenbach & Francis Kemegue, 2014, "A Greek Wedding In SADC? Testing For Structural Symmetry Towards SADC Monetary Integration," The African Finance Journal, Africagrowth Institute, volume 16, issue 2, pages 16-33.
8. Annari De Waal & Reneé van Eyden, 2012, "The monetary transmission mechanism in South Africa: A VECM augmented with foreign variables," EcoMod2012, EcoMod, number 4299, Jul.
9. 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, University of Pretoria, Department of Economics, number 201229, Oct.
10. Annari de Waal & Renee van Eyden, 2012, "Monetary policy and inflation in South Africa: A VECM augmented with foreign variables," Working Papers, University of Pretoria, Department of Economics, number 201231, Oct.
    
    • Annari Waal & Reneé Eyden, 2014, "Monetary policy and inflation in South Africa: A VECM augmented with foreign variables," South African Journal of Economics, Economic Society of South Africa, volume 82, issue 1, pages 117-140, March.
11. Quattri, Maria A. & Fosu, Augustin Kwasi, 2012, "On The Impact Of External Debt And Aid On Public Expenditure Allocation In Sub-Saharan Africa After The Launch Of The Hipc Initiative," 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil, International Association of Agricultural Economists, number 126879, DOI: 10.22004/ag.econ.126879.
    
    • Maria Quattri & Augustin Kwasi Fosu, 2012, "On the Impact of External Debt and Aid on Public Expenditure Allocation in Sub-Saharan Africa after the Launch of the HIPC Initiative," WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER), number wp-2012-042.
12. Augustin Kwasi Fosu & Yoseph Yilma Getachew & Thomas Ziesemer, 2012, "Optimal public investment, growth and consumption: evidence from African countries," Global Development Institute Working Paper Series, GDI, The University of Manchester, number 16412.
    
    • Fosu, Augustin Kwasi & Getachew, Yoseph Yilma & Ziesemer, Thomas H.W., 2016, "Optimal Public Investment, Growth, And Consumption: Evidence From African Countries," Macroeconomic Dynamics, Cambridge University Press, volume 20, issue 8, pages 1957-1986, December.
    • Augustin Kwasi Fosu & Yoseph Yilma Getachew & Thomas Ziesemer, 2011, "Optimal public investment, growth, and consumption: Evidence from African countries," CSAE Working Paper Series, Centre for the Study of African Economies, University of Oxford, number 2011-22.
    • Augustin Kwasi Fosu & Yoseph Yilma Getachew & Thomas Ziesemer, 2012, "Optimal Public Investment, Growth, and Consumption: Evidence from African Countries," Department of Economics Working Papers, Durham University, Department of Economics, number 2012_03, Feb.
    • Augustin Kwasi Fosu & Yoseph Getachew & Thomas H.W. Ziesemer, 2014, "Optimal Public Investment, Growth, and Consumption: Fresh Evidence from African Countries," Working Papers, University of Pretoria, Department of Economics, number 201464, Oct.
    • Kwasi Fosu, Augustin & Getachew, Yoseph Yilma & Ziesemer, Thomas, 2011, "Optimal public investment, growth, and consumption: Evidence from African countries," MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT), number 2011-051.
    • Kwasi Fosu, A. & Getachew, Y. & Ziesemer, T., 2014, "Optimal public investment, growth, and consumption: Fresh evidence from African countries," MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT), number 2014-057, Jun.
13. Augustin Kwasi Fosu, 2012, "Growth of African Economies: Productivity, Policy Syndromes and the Importance of Institutions," CSAE Working Paper Series, Centre for the Study of African Economies, University of Oxford, number 2012-11.
    
    • Augustin Kwasi Fosu, 2013, "Growth of African Economies: Productivity, Policy Syndromes and the Importance of Institutions," Journal of African Economies, Centre for the Study of African Economies, volume 22, issue 4, pages 523-551, August.
    • Augustin Kwasi Fosu, 2013, "Growth of African Economies: Productivity, Policy Syndromes, and the Importance of Institutions," WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER), number wp-2013-005.
14. Augustin Kwasi Fosu, 2012, "Development Success: Historical Accounts from More Advanced Countries," WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER), number wp-2012-071.
15. Yoseph Yilma Getachew, 2012, "Do Ak models really lack transitional dynamics?," Department of Economics Working Papers, Durham University, Department of Economics, number 2012_01, Feb.
    
    • Getachew, Yoseph Yilma, 2012, "Do Ak models really lack transitional dynamics?," MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT), number 2012-011.
16. Yoseph Yilma Getachew, 2012, "Distributional effects of public policy choices," Department of Economics Working Papers, Durham University, Department of Economics, number 2012_04, Feb.
    
    • Getachew, Yoseph Yilma, 2012, "Distributional effects of public policy choices," Economics Letters, Elsevier, volume 115, issue 1, pages 56-59, DOI: 10.1016/j.econlet.2011.11.023.
17. Yoseph Yilma Getachew & Parantap Basu, 2012, "An adjustment cost model of distributional dynamics," Department of Economics Working Papers, Durham University, Department of Economics, number 2012_08, Sep.
18. 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 mode," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-26.
    
    • 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, University of Pretoria, Department of Economics, number 201222, Jul.
    • 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 mode," Working Papers, Stellenbosch University, Department of Economics, number 14/2012.
19. 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, Eastern Mediterranean University, Department of Economics, number 15-27.
    
    • Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2015, "The out-of-sample forecasting performance of nonlinear models of regional housing prices in the US," Applied Economics, Taylor & Francis Journals, volume 47, issue 22, pages 2259-2277, May, DOI: 10.1080/00036846.2015.1005814.
    • 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, University of Nevada, Las Vegas , Department of Economics, number 1209, Aug.
    • 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, University of Pretoria, Department of Economics, number 201226, Aug.
    • 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, University of Connecticut, Department of Economics, number 2012-12, Aug.
20. Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen M. Miller, 2012, "Was the Recent Downturn in US GDP Predictable?," Working Papers, University of Nevada, Las Vegas , Department of Economics, number 1210, Dec.
    
    • Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen M. Miller, 2012, "Was the Recent Downturn in US GDP Predictable?," Working Papers, University of Pretoria, Department of Economics, number 201230, Oct.
    • Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen M. Miller, 2012, "Was the Recent Downturn in US GDP Predictable?," Working papers, University of Connecticut, Department of Economics, number 2012-38, Nov, revised Dec 2013.
21. Christophe André & Rangan Gupta & Patrick T. Kanda, 2012, "Do House Prices Impact Consumption and Interest Rate?: Evidence from OECD Countries Using an Agnostic Identification Procedure," OECD Economics Department Working Papers, OECD Publishing, number 947, Mar, DOI: 10.1787/5k9d192klphd-en.
    
    • 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, volume 58, issue 1, pages 19-70, DOI: 10.3790/aeq.58.1.19.
    • 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, University of Pretoria, Department of Economics, number 201118, Sep.
22. Rangan Gupta, 2012, "Should The South African Reserve Bank Respond To Exchange Rate Fluctuations? Evidence From The Cosine-Squared Cepstrum," Working Papers, University of Pretoria, Department of Economics, number 201201, Jan.
23. Goodness C. Aye & Rangan Gupta, 2012, "Are the Effects of Monetary Policy Asymmetric in India? Evidence from a Nonlinear Vector Autoregression Approach," Working Papers, University of Pretoria, Department of Economics, number 201202, Jan.
24. 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, University of Pretoria, Department of Economics, number 201204, Jan.
    
    • 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, volume 47, issue 1, pages 41-62, February, DOI: 10.1007/s10644-012-9132-5.
    • 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, Stellenbosch University, Department of Economics, number 17/2012.
25. Rangan Gupta & Roula Inglesi-Lotz, 2012, "Macro Shocks and Real US Stock Prices with Special Focus on the "Great Recession"," Working Papers, University of Pretoria, Department of Economics, number 201208, Feb.
    
    • 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, volume 12, issue 2.
26. Goodness C. Aye & Rangan Gupta & Mampho P. Modise, 2012, "Structural Breaks and Predictive Regressions Models of South African Equity Premium," Working Papers, University of Pretoria, Department of Economics, number 201209, Mar.
27. Rangan Gupta & Monique Reid, 2012, "Macroeconomic Surprises and Stock Returns in South Africa," Working Papers, University of Pretoria, Department of Economics, number 201212, Apr.
    
    • Rangan Gupta & Monique Reid, 2013, "Macroeconomic surprises and stock returns in South Africa," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 30, issue 3, pages 266-282, July, DOI: 10.1108/SEF-Apr-2012-0049.
    • Rangan Gupta & Monique Reid, 2012, "Macroeconomic Surprises and Stock Returns in South Africa," Working Papers, Stellenbosch University, Department of Economics, number 05/2012.
28. 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, University of Pretoria, Department of Economics, number 201214, Apr.
29. 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, University of Pretoria, Department of Economics, number 201216, May.
30. Goodness C. Aye & Samrat Goswami & Rangan Gupta, 2012, "Metropolitan House Prices In India: Do They Converge?," Working Papers, University of Pretoria, Department of Economics, number 201220, Jun.
31. 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, University of Pretoria, Department of Economics, number 201224, Aug.
    
    • Goodness C. Aye & Rangan Gupta & Mampho P. Modise, 2015, "Do Stock Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-varying Vector Autoregressive Model," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 14, issue 2, pages 176-196, August, DOI: 10.1177/0972652715584267.
32. 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, University of Pretoria, Department of Economics, number 201227, Aug.
    
    • Beatrice D. Simo-Kengne & Rangan Gupta & Goodness C. Aye, 2015, "House Prices and Balance of Trade Dynamics in South Africa: Evidence from an Agnostic Identification Procedure," Journal of Housing Research, Taylor & Francis Journals, volume 24, issue 1, pages 107-126, January, DOI: 10.1080/10835547.2015.12092094.
33. Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Nicholas Kilimani & Amandine Nakumuryango & Siobhan Redford, 2012, "Predicting BRICS Stock Returns Using ARFIMA Models," Working Papers, University of Pretoria, Department of Economics, number 201235, Dec.
    
    • Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Nicholas Kilimani & Amandine Nakumuryango & Siobhan Redford, 2014, "Predicting BRICS stock returns using ARFIMA models," Applied Financial Economics, Taylor & Francis Journals, volume 24, issue 17, pages 1159-1166, September, DOI: 10.1080/09603107.2014.924297.
34. Roula Inglesi-Lotz, 2012, "The sensitivity of the South African industrial sector�s electricity consumption to electricity price fluctuations," Working Papers, University of Pretoria, Department of Economics, number 201225, Aug.
35. Charl Jooste & Guangling Dave Liu & Ruthira Naraidoo, 2012, "Analysing the Effects of Fiscal Policy Shocks in the South African Economy," Working Papers, University of Pretoria, Department of Economics, number 201206, Feb.
    
    • Jooste, Charl & Liu, Guangling (Dave) & Naraidoo, Ruthira, 2013, "Analysing the effects of fiscal policy shocks in the South African economy," Economic Modelling, Elsevier, volume 32, issue C, pages 215-224, DOI: 10.1016/j.econmod.2013.02.011.
36. Steven F. Koch, 2012, "The Abolition of User Fees and the Demand for Health Care: Re-Evaluating the Impact," Working Papers, University of Pretoria, Department of Economics, number 201219, May.
37. Jacques Kibambe Ngoie & Niek Schoeman, 2012, "Efficiency of Optimal Taxation in a Dynamic Stochastic Environment: Case of South Africa," Working Papers, University of Pretoria, Department of Economics, number 201218, May.
38. Louise Roos & Philip Adams & Jan van Heerden, 2012, "Construction and updating of a Ugandan CGE database," Centre of Policy Studies/IMPACT Centre Working Papers, Victoria University, Centre of Policy Studies/IMPACT Centre, number g-226, Mar.
39. Greg Farrell & Shakill Hassan & Nicola Viegi, 2012, "The High-Frequency Response of the Rand-Dollar Rate to Inflation Surprises," Working Papers, University of Pretoria, Department of Economics, number 201215, May.
    
    • Dr. Greg Farrell & Dr. Shakill Hassan & Prof. Nicola Viegi, 2012, "The HighFrequency Response of the RandDollar Rate to Inflation Surprises," Working Papers, South African Reserve Bank, number 5028, May.
    • Greg Farrell & Nicola Viegi & Shakill Hassan, 2012, "The High-Frequency Response of the Rand-Dollar rate to Inflation Surprises," ERSA Working Paper Series, Economic Research Southern Africa, number 279, Mar.
40. Alexander Zimper, 2012, "The emergence of "fifty-fifty" probability judgements in a conditional Savage world," Working Papers, University of Pretoria, Department of Economics, number 201221, May.
    
    • Alexander Zimper, 2012, "The emergence of “fifty-fifty” probability judgements in a conditional Savage world," ERSA Working Paper Series, Economic Research Southern Africa, number 291, Dec.
41. Alexander Ludwig & Alexander Zimper, 2012, "A decision-theoretic model of asset-price underreaction and overreaction to dividend news," Working Papers, University of Pretoria, Department of Economics, number 201223, Jun.
    
    • Alexander Ludwig & Alexander Zimper, 2013, "A decision-theoretic model of asset-price underreaction and overreaction to dividend news," Annals of Finance, Springer, volume 9, issue 4, pages 625-665, November, DOI: 10.1007/s10436-012-0208-z.
    • Alexander Ludwig & Alexander Zimper, 2012, "A decision-theoretic model of asset-price underreaction and overreaction to dividend news," ERSA Working Paper Series, Economic Research Southern Africa, number 296, Jun.
42. Alexander Zimper & Alexander Ludwig & Max Groneck, 2012, "A Life-Cycle Consumption Model with Ambiguous Survival Beliefs," 2012 Meeting Papers, Society for Economic Dynamics, number 693.

2011

1. Manoel Bittencourt, 2011, "Young Democracies and Government Size: Evidence from Latin America," Working Papers, University of Pretoria, Department of Economics, number 201113, Jun.
2. Beatrice D. Simo-Kengne & Manoel Bittencourt & Rangan Gupta, 2011, "House Prices and Economic Growth in South Africa: Evidence from Provincial-Level Data," Working Papers, University of Pretoria, Department of Economics, number 201116, Aug.
   
   • Beatrice Simo-Kengne & Manoel Bittencourt & Rangan Gupta, 2012, "House Prices and Economic Growth in South Africa: Evidence From Provincial-Level Data," Journal of Real Estate Literature, Taylor & Francis Journals, volume 20, issue 1, pages 97-117, January, DOI: 10.1080/10835547.2012.12090311.
3. Bittencourt, Manoel, 2011, "Financial Development and Economic Growth in Latin America: Is Schumpeter Right?," Proceedings of the German Development Economics Conference, Berlin 2011, Verein für Socialpolitik, Research Committee Development Economics, number 13.
   
   • Bittencourt, Manoel, 2012, "Financial development and economic growth in Latin America: Is Schumpeter right?," Journal of Policy Modeling, Elsevier, volume 34, issue 3, pages 341-355, DOI: 10.1016/j.jpolmod.2012.01.012.
4. Renee van Eyden & Emmanuel Owusu-Sekyere & Francis Kemegue, 2011, "Remittance Inflows to Sub-Saharan Africa: The Case of SADC," Working Papers, University of Pretoria, Department of Economics, number 201127, Nov.
5. Francis Kemegue & Emmanuel Owusu-Sekyere & Renee van Eyden, 2011, "What Drives Remittance Inflows to Sub-Saharan Africa? A Dynamic Panel Approach," Working Papers, University of Pretoria, Department of Economics, number 201128, Nov.
6. Emmanuel Owusu-Sekyere & Renee van Eyden & Francis Kemegue, 2011, "Remittances And The Dutch Disease In Sub-Saharan Africa: A Dynamic Panel Approach," Working Papers, University of Pretoria, Department of Economics, number 201129, Nov.
   
   • Emmanuel Owusu-Sekyere & Reneé van Eyden & Francis M Kemegue, 2014, "Remittances and the Dutch Disease in Sub-Saharan Africa: A Dynamic Panel Approach," Contemporary Economics, Vizja University, volume 8, issue 3, September.
7. Esti van Wyk de Vries & Rangan Gupta & Renee van Eyden, 2011, "Intertemporal portfolio allocation and hedging demand: An application to South Africa," Working Papers, University of Pretoria, Department of Economics, number 201133, Dec.
   
   • Esti Van Wyk de Vries & Rangan Gupta & Reneé Van Eyden, 2014, "Intertemporal portfolio allocation and hedging demand: an application to South Africa," Journal of Business Economics and Management, Taylor & Francis Journals, volume 15, issue 4, pages 744-775, September, DOI: 10.3846/16111699.2012.688855.
8. Augustin Kwasi Fosu, 2011, "Growth, inequality, and poverty reduction in developing countries: recent global evidence," Global Development Institute Working Paper Series, GDI, The University of Manchester, number 14711.
   
   • Fosu, Augustin Kwasi, 2017, "Growth, inequality, and poverty reduction in developing countries: Recent global evidence," Research in Economics, Elsevier, volume 71, issue 2, pages 306-336, DOI: 10.1016/j.rie.2016.05.005.
   • Augustin Kwasi Fosu, 2011, "Growth, Inequality, and Poverty Reduction in Developing Countries: Recent Global Evidence," CSAE Working Paper Series, Centre for the Study of African Economies, University of Oxford, number 2011-07.
   • Augustin Kwasi Fosu, 2011, "Growth, Inequality, and Poverty Reduction in Developing Countries: Recent Global Evidence," WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER), number wp-2011-001.
9. Augustin Kwasi Fosu, 2011, "Terms of Trade and Growth of Resource Economies: A Tale of Two Countries," CSAE Working Paper Series, Centre for the Study of African Economies, University of Oxford, number 2011-09.
   
   • Augustin Kwasi Fosu, 2011, "Terms of Trade and Growth of Resource Economies: A Tale of Two Countries," WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER), number wp-2011-028.
10. Yoseph Yilma Getachew, 2011, "Public Investment Policy, Distribution, and Growth: What Levels of Redistribution through Public Investment Maximize Growth?," DEGIT Conference Papers, DEGIT, Dynamics, Economic Growth, and International Trade, number c016_072, Sep.
11. Rangan Gupta & Alain Kabundi & Stephen M. Miller & Josine Uwilingiye, 2011, "Using Large Data Sets to Forecast Sectoral Employment," Working Papers, University of Nevada, Las Vegas , Department of Economics, number 1106, Mar.
    
    • Rangan Gupta & Alain Kabundi & Stephen Miller & Josine Uwilingiye, 2014, "Using large data sets to forecast sectoral employment," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 23, issue 2, pages 229-264, June, DOI: 10.1007/s10260-013-0243-6.
    • Rangan Gupta & Alain Kabundi & Stephen M. Miller & Josine Uwilingiye, 2011, "Using Large Data Sets to Forecast Sectoral Employment," Working Papers, University of Pretoria, Department of Economics, number 201101, Jan.
    • Rangan Gupta & Alain Kabundi & Stephen M. Miller & Josine Uwilingiye, 2011, "Using Large Data Sets to Forecast Sectoral Employment," Working papers, University of Connecticut, Department of Economics, number 2011-02, Jan, revised Aug 2012.
12. Mehmet Balcilar & Abebe D. Beyene & Rangan Gupta & Monaheng Seleteng, 2011, ""Ripple" Effects in South African House Prices," Working Papers, University of Pretoria, Department of Economics, number 201102, Feb.
13. Rangan Gupta & Mampho P. Modise, 2011, "Macroeconomic Variables and South African Stock Return Predictability," Working Papers, University of Pretoria, Department of Economics, number 201107, Mar.
    
    • Gupta, Rangan & Modise, Mampho P., 2013, "Macroeconomic Variables and South African Stock Return Predictability," Economic Modelling, Elsevier, volume 30, issue C, pages 612-622, DOI: 10.1016/j.econmod.2012.10.015.
14. 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, University of Pretoria, Department of Economics, number 201114, Jun.
    
    • 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, volume 46, issue 4, pages 1221-1240, June, DOI: 10.1007/s00181-013-0721-6.
15. Rangan Gupta & Faaiqa Hartley, 2011, "The Role of Asset Prices in Forecasting Inflation and Output in South Africa," Working Papers, University of Pretoria, Department of Economics, number 201115, Jul.
    
    • 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, volume 12, issue 3, pages 239-291, December, DOI: 10.1177/0972652713512913.
16. Goodness C. Aye & Rangan Gupta, 2011, "The Effects of Monetary Policy On Real Farm Prices in South Africa," Working Papers, University of Pretoria, Department of Economics, number 201119, Oct.
    
    • 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, volume 12, issue 1, pages 147-158.
17. 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, University of Pretoria, Department of Economics, number 201122, Oct.
    
    • Rangan Gupta & Mampho P. Modise & Josine Uwilingiye, 2016, "Out-of-Sample Equity Premium Predictability in South Africa: Evidence from a Large Number of Predictors," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 52, issue 8, pages 1935-1955, August, DOI: 10.1080/1540496X.2015.1058075.
18. Roula Inglesi-Lotz & Rangan Gupta, 2011, "Relationship between House Prices and Inflation in South Africa: An ARDL Approach," Working Papers, University of Pretoria, Department of Economics, number 201130, Nov.
19. 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, University of Pretoria, Department of Economics, number 201132, Dec.
20. 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, University of Pretoria, Department of Economics, number 201134, Dec.
    
    • 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, Vizja University, volume 7, issue 1, March.
21. 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, University of Pretoria, Department of Economics, number 201135, Dec.
22. 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, University of Pretoria, Department of Economics, number 201136, Dec.
    
    • Goodness Aye & Mehmet Balcilar & Rangan Gupta, 2013, "Long- and Short-Run Relationships between House and Stock Prices in South Africa: A Nonparametric Approach," Journal of Housing Research, Taylor & Francis Journals, volume 22, issue 2, pages 203-219, January, DOI: 10.1080/10835547.2013.12092078.
23. Roula Inglesi-Lotz & James Blignaut, 2011, "South Africa's Electricity Consumption: A Sectoral Decomposition Analysis," Working Papers, University of Pretoria, Department of Economics, number 201105, Feb.
    
    • Inglesi-Lotz, Roula & Blignaut, James N., 2011, "South Africa’s electricity consumption: A sectoral decomposition analysis," Applied Energy, Elsevier, volume 88, issue 12, pages 4779-4784, DOI: 10.1016/j.apenergy.2011.06.018.
24. Roula Inglesi-Lotz & James Blignaut, 2011, "Electricity Intensities of the OECD and South Africa: A Comparison," Working Papers, University of Pretoria, Department of Economics, number 201106, Feb.
    
    • Inglesi-Lotz, R. & Blignaut, J.N., 2012, "Electricity intensities of the OECD and South Africa: A comparison," Renewable and Sustainable Energy Reviews, Elsevier, volume 16, issue 7, pages 4491-4499, DOI: 10.1016/j.rser.2012.04.004.
25. Charl Jooste & Mr. Alfredo Cuevas & Ian C. Stuart & Philippe Burger, 2011, "Fiscal sustainability and the fiscal reaction function for South Africa," IMF Working Papers, International Monetary Fund, number 2011/069, Mar.
26. Steven F. Koch & Jean D. Slabbert, 2011, "An Analysis of Specialist Surgeons and their Practices," Working Papers, University of Pretoria, Department of Economics, number 201108, Apr.
27. Abebe Damte & Steven F. Koch, 2011, "Clean Fuel Saving Technology Adoption In Urban Ethiopia," Working Papers, University of Pretoria, Department of Economics, number 201109, Apr.
    
    • Beyene, Abebe D. & Koch, Steven F., 2013, "Clean fuel-saving technology adoption in urban Ethiopia," Energy Economics, Elsevier, volume 36, issue C, pages 605-613, DOI: 10.1016/j.eneco.2012.11.003.
28. Abebe Damte & Steven F. Koch, 2011, "Property Rights, Institutions and Source of Fuel Wood in Rural Ethiopia," Working Papers, University of Pretoria, Department of Economics, number 201110, Apr.
29. Abebe Damte & Steven F. Koch, 2011, "Non-Timber Forest Products Dependence, Property Rights And Local Level Institutions: Empirical Evidence From Ethiopia," Working Papers, University of Pretoria, Department of Economics, number 201111, May.
30. 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, University of Pretoria, Department of Economics, number 201117, Aug.
31. Dambala Gelo & Steven F. Koch, 2011, "Does One Size Fit All? Heterogeneity in the Valuation of Community Forestry Programs?," Working Papers, University of Pretoria, Department of Economics, number 201121, Oct.
    
    • Gelo, Dambala & Koch, Steven F., 2012, "Does one size fit all? Heterogeneity in the valuation of community forestry programs," Ecological Economics, Elsevier, volume 74, issue C, pages 85-94, DOI: 10.1016/j.ecolecon.2011.11.010.
    • Dambala Gelo & Steven F. Koch, 2011, "Does One Size Fit All? Heterogeneity in the Valuation of Community Forestry Programs?," ERSA Working Paper Series, Economic Research Southern Africa, number 248, Oct.
32. Dambala Gelo & Steven F. Koch, 2011, "The Welfare Effect of Common Property Forestry Rights:Evidence from Ethiopian Villages," Working Papers, University of Pretoria, Department of Economics, number 201123, Nov.
33. Dambala Gelo & Steven F. Koch, 2011, "Contingent Valuation of Community Forestry Programs in Ethiopia: Observing Preference Anomalies in Double-Bounded CVM," Working Papers, University of Pretoria, Department of Economics, number 201124, Nov.
    
    • Dambala Gelo & Steven F. Koch, 2012, "Contingent valuation of community forestry programs in Ethiopia: Observing preference anomalies in Double-Bounded CVM," ERSA Working Paper Series, Economic Research Southern Africa, number 272, Mar.
34. Abebe Damte & Steven F. Koch & Alemu Mekonnen, 2011, "Coping with Fuel Wood Scarcity: Household Responses in Rural Ethiopia," Working Papers, University of Pretoria, Department of Economics, number 201125, Nov.
    
    • Damte, Abebe & Koch, Steven F. & Mekonnen, Alemu, 2012, "Coping with Fuelwood Scarcity: Household Responses in Rural Ethiopia," RFF Working Paper Series, Resources for the Future, number dp-12-01-efd, Jan.
35. Johannes W. Riekert & Steven F. Koch, 2011, "Projecting the External Health Costs of a Coal-Fired Power Plant: The Case of Kusile," Working Papers, University of Pretoria, Department of Economics, number 201131, Nov.
36. Nara F. Monkam, 2011, "Local Municipality Productive Efficiency and Its Determinants in South Africa," Working Papers, University of Pretoria, Department of Economics, number 201120, Oct.
    
    • Nara F Monkam, 2014, "Local municipality productive efficiency and its determinants in South Africa," Development Southern Africa, Taylor & Francis Journals, volume 31, issue 2, pages 275-298, March, DOI: 10.1080/0376835X.2013.875888.
37. Kasai, Ndahiriwe & Naraidoo, Ruthira, 2011, "Evaluating the forecasting performance of linear and nonlinear monetary policy rules for South Africa," MPRA Paper, University Library of Munich, Germany, number 40699, Jun.
38. Kasai Ndahiriwe & Ruthira Naraidoo, 2011, "The Opportunistic approach to monetary policy and financial markets," Working Papers, University of Pretoria, Department of Economics, number 201103, Feb.
39. Niek J. Schoeman, 2011, "Fiscal Performance and Sustainability of Local Government in South Africa � An Empirical Analysis," Working Papers, University of Pretoria, Department of Economics, number 201104, Jan.
40. Ngalawa, Harold & Tchana Tchana, Fulbert & Viegi, Nicola, 2011, "Banking Instability and Deposit Insurance: The Role of Moral Hazard," MPRA Paper, University Library of Munich, Germany, number 31329, Jun.
    
    • Harold Ngalawa & Fulbert Tchana Tchana & Nicola Viegi, 2016, "Banking instability and deposit insurance: The role of moral hazard," Journal of Applied Economics, Universidad del CEMA, volume 19, pages 323-350, November.
    • Harold Ngalawa & Fulbert Tchana Tchana & Nicola Viegi, 2016, "Banking Instability and Deposit Insurance: The Role of Moral Hazard," Journal of Applied Economics, Taylor & Francis Journals, volume 19, issue 2, pages 323-350, November, DOI: 10.1016/S1514-0326(16)30013-7.
41. Harold Ngalawa & Nicola Viegi, 2011, "Dynamic Effects of Monetary Policy Shocks in Malawi," Working Papers, University of Pretoria, Department of Economics, number 201112, May.
    
    • Harold Ngalawa & Nicola Viegi, 2011, "Dynamic Effects Of Monetary Policy Shocks In Malawi," South African Journal of Economics, Economic Society of South Africa, volume 79, issue 3, pages 224-250, September, DOI: j.1813-6982.2011.01284.x.
    • Valentin Lindlacher & Moritz Goldbeck, 2025, "Digital Infrastructure and Local Economic Development: Early Internet in Sub-Saharan Africa," ERSA Working Paper Series, Economic Research Southern Africa, number 217, Sep.
42. Alexander Zimper, 2011, "Do Bayesians learn their way out of ambiguity?," ERSA Working Paper Series, Economic Research Southern Africa, number 240, Sep.
    
    • Alexander Zimper, 2011, "Do Bayesians Learn Their Way Out of Ambiguity?," Decision Analysis, INFORMS, volume 8, issue 4, pages 269-285, December, DOI: 10.1287/deca.1110.0217.
43. Schmidt, Ulrich & Zimper, Alexander, 2011, "Explaining the harmonic sequence paradox," Kiel Working Papers, Kiel Institute for the World Economy, number 1724.

2010

1. Manoel Bittencourt, 2010, "Inflation and Economic Growth in Latin America: Some Panel Time-Series Evidence," Working Papers, University of Pretoria, Department of Economics, number 201011, Apr.
   
   • Bittencourt, Manoel, 2012, "Inflation and economic growth in Latin America: Some panel time-series evidence," Economic Modelling, Elsevier, volume 29, issue 2, pages 333-340, DOI: 10.1016/j.econmod.2011.10.018.
2. Manoel Bittencourt, 2010, "Financial Development and Economic Growth in Latin America: Schumpeter is Right!," Working Papers, University of Pretoria, Department of Economics, number 201014, Jun.
3. Bittencourt, Manoel, 2010, "Democracy, Populism and Hyperinflation[s]: Evidence from Latin America," Proceedings of the German Development Economics Conference, Hannover 2010, Verein für Socialpolitik, Research Committee Development Economics, number 47.
4. 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, OECD Publishing, number 96, Jun, DOI: 10.1787/5kmdbgfrgnbv-en.
5. Augustin Kwasi Fosu, 2010, "Inequality, income and poverty: comparative global evidence," Global Development Institute Working Paper Series, GDI, The University of Manchester, number 14010.
   
   • Augustin Kwasi Fosu, 2010, "Inequality, Income, and Poverty: Comparative Global Evidence," Social Science Quarterly, Southwestern Social Science Association, volume 91, issue 5, pages 1432-1446, December, DOI: 10.1111/j.1540-6237.2010.00739.x.
   • Augustin Kwasi Fosu, 2010, "Inequality, Income and Poverty: Comparative Global Evidence," WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER), number wp-2010-093.
6. Augustin Kwasi Fosu and Germano Mwabu, 2010, "Human Development in Africa," Human Development Research Papers (2009 to present), Human Development Report Office (HDRO), United Nations Development Programme (UNDP), number HDRP-2010-08, Jun.
7. Fosu, Augustin, 2010, "The external debt-servicing constraint and public-expenditure composition in sub-Saharan Africa," MPRA Paper, University Library of Munich, Germany, number 39238.
   
   • Augustin Fosu, 2010, "The External Debt-Servicing Constraint and Public-Expenditure Composition in Sub-Saharan Africa," African Development Review, African Development Bank, volume 22, issue 3, pages 378-393.
8. Augustin Kwasi Fosu, 2010, "Income Distribution and Growth's Ability to Reduce Poverty: Evidence from Rural and Urban African Economies," WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER), number wp-2010-092.
9. Augustin Kwasi Fosu, 2010, "The Global Financial Crisis and Development: Whither Africa," WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER), number wp-2010-124.
10. Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen Miller, 2010, "Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-01.
    
    • 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, volume 44, issue 2, pages 387-417, April, DOI: 10.1007/s00181-011-0536-2.
    • Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen M. Miller, 2011, "Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes," Working Papers, University of Nevada, Las Vegas , Department of Economics, number 1103, Mar.
    • 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, University of Pretoria, Department of Economics, number 201018, Jul.
    • 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, University of Connecticut, Department of Economics, number 2010-21, Jul.
11. Rangan Gupta & Alan Kabundi & Stephen M. Miller, 2010, "Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals," Working Papers, University of Nevada, Las Vegas , Department of Economics, number 1001, Dec.
    
    • 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, volume 28, issue 4, pages 2013-2021, July.
    • 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, University of Pretoria, Department of Economics, number 200927, Dec.
    • 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, University of Connecticut, Department of Economics, number 2009-42, Dec.
12. Rangan Gupta & Cobus Vermeulen, 2010, "Private and Public Health Expenditures in an Endogenous Growth Model with Inflation Targeting," Working Papers, University of Pretoria, Department of Economics, number 201001, Feb.
    
    • 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, volume 11, issue 1, pages 139-153, May.
13. 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, University of Pretoria, Department of Economics, number 201002, Feb.
14. 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, University of Pretoria, Department of Economics, number 201008, Mar.
    
    • 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, volume 28, issue 3, pages 891-899, May.
15. Rangan Gupta & Marius Jurgilas & Stephen M. Miller & Dylan van Wyk, 2010, "Financial Market Liberalization, Monetary Policy, and Housing Price Dynamics," Working Papers, University of Pretoria, Department of Economics, number 201009, Mar.
    
    • Rangan Gupta & Stephen M. Miller & Dylan van Wyk, 2010, "Financial Market Liberalization, Monetary Policy, and Housing Price Dynamics," Working papers, University of Connecticut, Department of Economics, number 2010-06, Mar.
16. Rangan Gupta & Mampho P. Modise, 2010, "Valuation Ratios and Stock Price Predictability in South Africa: Is it there?," Working Papers, University of Pretoria, Department of Economics, number 201016, Jul.
17. Sonali Das & Rangan Gupta & Patrick T Kanda, 2010, "Bubbles in South African House Prices and their Impact on Consumption," Working Papers, University of Pretoria, Department of Economics, number 201017, Jul.
18. 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, University of Pretoria, Department of Economics, number 201019, Sep.
19. Rangan Gupta, 2010, "Production Lags and Growth Dynamics in an Overlapping Generations Endogenous Growth Model," Working Papers, University of Pretoria, Department of Economics, number 201024, Oct.
20. 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, University of Pretoria, Department of Economics, number 201027, Dec.
    
    • 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, volume 29, issue 3, pages 908-916, DOI: 10.1016/j.econmod.2011.12.013.
21. 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, University of Pretoria, Department of Economics, number 201028, Dec.
    
    • Riona Arjoon & Mariëtte 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, volume 13, issue 4, pages 600-613, July, DOI: 10.3846/16111699.2011.620162.
22. Kafayat Amusa & Rangan Gupta & Shaakira Karolia & Beatrice D. Simo Kengne, 2010, "The Long-Run Impact of Inflation in South Africa," Working Papers, University of Pretoria, Department of Economics, number 201029, Dec.
    
    • 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, volume 35, issue 5, pages 798-812, DOI: 10.1016/j.jpolmod.2011.05.001.
23. 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, University of Pretoria, Department of Economics, number 201030, Dec.
    
    • 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, volume 29, issue 6, pages 2435-2443, DOI: 10.1016/j.econmod.2012.06.038.
24. Charl Jooste & Ruthira Naraidoo, 2010, "Nonlinear Tax Elasticities And Their Implications For The Structural Budget Balance," Working Papers, University of Pretoria, Department of Economics, number 201022, Oct.
25. Steven F. Koch & Jean D. Slabbert, 2010, "Semiparametric Stochastic Frontier Analysis Of Specialist Surgeon Clinics," Working Papers, University of Pretoria, Department of Economics, number 201020, Sep.
26. Steven F. Koch, 2010, "Fractional Multinomial Response Models With An Application To Expenditure Shares," Working Papers, University of Pretoria, Department of Economics, number 201021, Oct.
27. Makochekanwa, Albert & Kwaramba, Marko, 2010, "Dwindling access to basic services in Zimbabwe," MPRA Paper, University Library of Munich, Germany, number 28271, Mar.
28. Makochekanwa, Albert, 2010, "Estimating the size and trends of the second economy in Zimbabwe," MPRA Paper, University Library of Munich, Germany, number 37807, Oct.
29. Nara F. Monkam, 2010, "Mobilising Tax Revenue to Finance Development: The Case for Property Taxation in Francophone Africa," Working Papers, University of Pretoria, Department of Economics, number 201026, Nov.
30. R Naraidoo & I Paya, 2010, "Forecasting Monetary Policy Rules in South Africa," Working Papers, Lancaster University Management School, Economics Department, number 611194.
    
    • Naraidoo, Ruthira & Paya, Ivan, 2012, "Forecasting monetary policy rules in South Africa," International Journal of Forecasting, Elsevier, volume 28, issue 2, pages 446-455, DOI: 10.1016/j.ijforecast.2011.04.006.
31. Ruthira Naraidoo & Leroi Raputsoane, 2010, "Optimal monetary policy reaction function in a model with target zones and asymmetric preferences for South Africa," Working Papers, University of Pretoria, Department of Economics, number 201004, Mar.
    
    • 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, volume 28, issue 1-2, pages 251-258, January.
    • 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, volume 28, issue 1, pages 251-258, DOI: 10.1016/j.econmod.2010.09.005.
32. 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, University of Pretoria, Department of Economics, number 201005, Mar.
    
    • 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, volume 78, issue 4, pages 400-417, December.
33. 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, University of Pretoria, Department of Economics, number 201006, Mar.
34. Ruthira Naraidoo & Ivan Paya, 2010, "Forecasting Monetary Rules in South Africa," Working Papers, University of Pretoria, Department of Economics, number 201007, Mar.
35. 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, University of Pretoria, Department of Economics, number 201023, Oct.
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, University of Pretoria, Department of Economics, number 201025, Oct.
37. Reyno Seymore & Margaret Mabugu & Jan van Heerden, 2010, "Border Tax Adjustments to Negate the Economic Impact of an Electricity Generation Tax," Working Papers, University of Pretoria, Department of Economics, number 201003, Feb.
    
    • Reyno SEYMORE & Margaret MABUGU & Jan VAN HEERDEN, 2010, "Border Tax Adjustments to Negate the Economic Impact of an Electricity Generation Tax," EcoMod2010, EcoMod, number 259600155, May.
    • Edwin Muchapondwa & Eyoual Demeke & Samson Mukanjari, 2018, "Recreation Demand and Optimal Pricing for International Visitors to Kruger National Park," ERSA Working Paper Series, Economic Research Southern Africa, number 167, Nov.
    • Mashekwa Maboshe, 2024, "Differential Corporate taxation and inter-asset investment distortions in South Africa," ERSA Working Paper Series, Economic Research Southern Africa, number 51, Sep.
38. Johannes W. Fedderke & Julius A. Agbor & Nicola Viegi, 2010, "How Does Colonial Origin Matter for Economic Performance in sub-Saharan Africa?," ERSA Working Paper Series, Economic Research Southern Africa, number 176, Mar.

2009

1. Manoel Bittencourt, 2009, "Polarisation, Populism and Hyperinflation[s]: Some Evidence from Latin America," Working Papers, University of Pretoria, Department of Economics, number 200921, Sep.
2. NG Meyer & MC Breitenbach & TI F�nyes & A Jooste, 2009, "The Economic Rationale for Agricultural Regeneration and Rural Infrastructure Investment in South Africa," Working Papers, University of Pretoria, Department of Economics, number 200910, Mar.
3. Jacques Kibambe & Renee van Eyden & charlotte du Toit, 2009, "Social Ingredients and Conditional Convergence in the Study of Sectoral Growth," Working Papers, University of Pretoria, Department of Economics, number 200931, Oct.
4. Augustin Kwasi Fosu, 2009, "Inequality and the Impact of Growth on Poverty: Comparative Evidence for Sub-Saharan Africa," Global Development Institute Working Paper Series, GDI, The University of Manchester, number 9809.
   
   • Augustin Kwasi Fosu, 2009, "Inequality and the Impact of Growth on Poverty: Comparative Evidence for Sub-Saharan Africa," Journal of Development Studies, Taylor & Francis Journals, volume 45, issue 5, pages 726-745, DOI: 10.1080/00220380802663633.
   • Augustin Kwasi Fosu, 2008, "Inequality and the Impact of Growth on Poverty: Comparative Evidence for Sub-Saharan Africa," WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER), number RP2008-107.
5. Augustin Kwasi Fosu, 2009, "Understanding the African Growth Record: The Importance of Policy Syndromes and Governance," WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER), number DP2009-02.
6. Augustin Kwasi Fosu & Wim Naudé, 2009, "The Global Economic Crisis: Towards Syndrome-Free Recovery for Africa," WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER), number DP2009-03.
7. Augustin Kwasi Fosu, 2009, "Country Role Models for Development Success: The Ghana Case," WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER), number RP2009-42.
8. Alain KABUNDI & Rangan GUPTA, 2009, "The Effect of Monetary Policy on House Price Inflation: A Factor Augmented Vector Autoregression (FAVAR) Approach," EcoMod2009, EcoMod, number 21500048, Jun.
   
   • Rangan Gupta & Alain Kabundi, 2009, "The Effect Of Monetary Policy On House Price Inflation: A Factor Augmented Vector Autoregression (Favar) Approach," Working Papers, University of Pretoria, Department of Economics, number 200903, Jan.
9. Rangan Gupta & Stephen M. Miller, 2009, ""Ripple Effects” and Forecasting Home Prices in Los Angeles, Las Vegas, and Phoenix," Working Papers, University of Nevada, Las Vegas , Department of Economics, number 0902, Jan.
   
   • Rangan Gupta & Stephen Miller, 2012, "“Ripple effects” and forecasting home prices in Los Angeles, Las Vegas, and Phoenix," The Annals of Regional Science, Springer;Western Regional Science Association, volume 48, issue 3, pages 763-782, June, DOI: 10.1007/s00168-010-0416-2.
   • Rangan Gupta & Stephen M. Miller, 2009, "“Ripple Effects” and Forecasting Home Prices In Los Angeles, Las Vegas, and Phoenix," Working Papers, University of Pretoria, Department of Economics, number 200901, Jan.
   • Rangan Gupta & Stephen M. Miller, 2009, ""Ripple Effects" and Forecasting Home Prices in Los Angeles, Las Vegas, and Phoenix," Working papers, University of Connecticut, Department of Economics, number 2009-05, Jan, revised Jun 2009.
10. Rangan Gupta & Stephen M. Miller, 2009, "The Time-Series Properties of House Prices: A Case Study of the Southern California Market," Working Papers, University of Nevada, Las Vegas , Department of Economics, number 0912, Mar, revised Dec 2009.
    
    • 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, volume 44, issue 3, pages 339-361, April, DOI: 10.1007/s11146-010-9234-7.
11. 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, University of Nevada, Las Vegas , Department of Economics, number 0916, May.
    
    • 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, University of Pretoria, Department of Economics, number 200912, May.
    • 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, University of Connecticut, Department of Economics, number 2009-13.
12. Rangan Gupta & Marius Jurgilas & Alan Kabundi & Stephen M. Miller, 2009, "Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Mode," Working Papers, University of Nevada, Las Vegas , Department of Economics, number 0919, Jun.
    
    • 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, University of Pretoria, Department of Economics, number 200913, Jun.
    • 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, University of Connecticut, Department of Economics, number 2009-19, Jun.
13. 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, University of Pretoria, Department of Economics, number 200902, Jan.
    
    • Sonali Das & Rangan Gupta & Alain Kabundi, 2010, "The Blessing of Dimensionality in Forecasting Real House Price Growth in the Nine Census Divisions of the U.S," Journal of Housing Research, Taylor & Francis Journals, volume 19, issue 1, pages 89-109, January, DOI: 10.1080/10835547.2010.12092016.
14. Ruthira Naraidoo & Rangan Gupta, 2009, "Modelling monetary policy in South Africa: Focus on inflation targeting era using a simple learning rule," Working Papers, University of Pretoria, Department of Economics, number 200904, Jan.
15. 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, University of Pretoria, Department of Economics, number 200905, Jan.
    
    • 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, volume 27, issue 1, pages 315-323, January.
16. Rangan Gupta & Josine Uwilingiye, 2009, "Comparing South African Inflation Volatility Across Monetary Policy Regimes: An Application Of Saphe Cracking," Working Papers, University of Pretoria, Department of Economics, number 200906, Feb.
    
    • Rangan Gupta & Josine Uwilingiye, 2012, "Comparing South African Inflation Volatility Across Monetary Policy Regimes: An Application of Saphe Cracking," Journal of Developing Areas, Tennessee State University, College of Business, volume 46, issue 1, pages 45-54, January-J.
17. Rangan Gupta & Alain Kabundi, 2009, "Forecasting Real Us House Price: Principal Components Versus Bayesian Regressions," Working Papers, University of Pretoria, Department of Economics, number 200907, Feb.
18. Rangan Gupta & Stephen M. Miller, 2009, "The Time-Series Properties of Housing Prices: A Case Study of the Southern California Market," Working Papers, University of Pretoria, Department of Economics, number 200908, Feb.
    
    • Rangan Gupta & Stephen M. Miller, 2009, "The Time-Series Properties on Housing Prices: A Case Study of the Southern California Market," Working papers, University of Connecticut, Department of Economics, number 2009-10, Mar, revised Dec 2009.
19. Rangan Gupta & Emmanuel Ziramba, 2009, "Is the Permanent Income Hypothesis Really Well-Suited for Forecasting?," Working Papers, University of Pretoria, Department of Economics, number 200909, Mar.
20. Rangan Gupta & Alain Kabundi & Emmanuel Ziramba, 2009, "The Effect Of Defense Spending On Us Output: A Factor Augmented Vector Autoregression (Favar) Approach," Working Papers, University of Pretoria, Department of Economics, number 200911, Mar.
    
    • 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, volume 21, issue 2, pages 135-147, DOI: 10.1080/10242690903569056.
21. Rangan Gupta & Josine Uwilingiye, 2009, "Some Benefits of Reducing Inflation in South Africa," Working Papers, University of Pretoria, Department of Economics, number 200915, Jul.
22. 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, University of Pretoria, Department of Economics, number 200922, Oct.
    
    • 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, volume 10, issue 1.
23. Rangan Gupta & Alain Kabundi & Mampho P. Modise, 2009, "Has the SARB Become More Effective Post Inflation Targeting?," Working Papers, University of Pretoria, Department of Economics, number 200925, Nov.
    
    • Rangan Gupta & Alain Kabundi & Mampho Modise, 2010, "Has the SARB become more effective post inflation targeting?," Economic Change and Restructuring, Springer, volume 43, issue 3, pages 187-204, August, DOI: 10.1007/s10644-009-9083-7.
24. 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, University of Pretoria, Department of Economics, number 200926, Dec.
    
    • Rangan Gupta & Christian Tipoy & Sonali Das, 2010, "Could We Have Predicted the Recent Downturn in Home Sales in the Four U.S. Census Regions?," Journal of Housing Research, Taylor & Francis Journals, volume 19, issue 2, pages 111-128, January, DOI: 10.1080/10835547.2010.12092026.
25. Steven F. Koch, 2009, "Equity in Private Health Insurance Coverage in South Africa: 2002-2007," Working Papers, University of Pretoria, Department of Economics, number 200916, Aug.
26. Steven F. Koch & Adel Bosch, 2009, "Inflation and the Household: Towards a Measurement of the Welfare Costs of Inflation," Working Papers, University of Pretoria, Department of Economics, number 200917, Aug.
    
    • Steven F. Koch & Adl Bosch, 2009, "Inflation and the HouseholdTowards a Measurement of the Welfare Costs of Inflation," Working Papers, South African Reserve Bank, number 3488, Jan.
27. Alain Kabundi & Elsabé Loots, 2009, "Patterns of co-movement between a developed and emerging market economy: The case of South Africa and Germany," ERSA Working Paper Series, Economic Research Southern Africa, number 159, Dec.
28. Makochekanwa, Albert, 2009, "Zimbabwe’s Currency Crisis: Which Currency To Adopt In The Aftermath Of The Multi-Currency Regime?," MPRA Paper, University Library of Munich, Germany, number 22463, Dec.
29. Makochekanwa, Albert, 2009, "Chiadzwa Diamonds: Zimbabwe’s potential economic recovery option," MPRA Paper, University Library of Munich, Germany, number 22488, Jul.
30. Makochekanwa, Albert, 2009, "Clothed in rags by hyperinflation: the case of Zimbabwe," MPRA Paper, University Library of Munich, Germany, number 28863, Jan.
31. 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 Papers, University of Pretoria, Department of Economics, number 200923, Oct.
    
    • 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, Rimini Centre for Economic Analysis, number 42_09, Jan.
32. 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, University of Pretoria, Department of Economics, number 200924, Nov.
33. Jacques Kibambe & Niek J. Schoeman, 2009, "Modelling the impact of automatic fiscal stabilisers on output stabilisation in South Africa," Working Papers, University of Pretoria, Department of Economics, number 200930, May.
34. 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, University of Pretoria, Department of Economics, number 200920, Aug.
    
    • James N. Blignaut & Jan H. van Heerden & Margaret Chitiga-Mabugu & Philip D. Adams & Reyno Seymore, 2009, "The impact of an electricity generation tax on the South African economy," ERSA Working Paper Series, Economic Research Southern Africa, number 139, Jul.
35. Reyno Seymore & Margaret Mabugu & Jan van Heerden, 2009, "The Competitiveness Impact Of A Multilateral Electricity Generation Tax," Working Papers, University of Pretoria, Department of Economics, number 200919, Aug.
36. James Blignaut & Jan van Heerden, 2009, "Is Water Shedding Next?," Working Papers, University of Pretoria, Department of Economics, number 200918, Aug.
37. Obinyeluaku, Moses & Viegi, Nicola, 2009, "How does fiscal policy affect monetary policy in the Southern African Community (SADC)?," MPRA Paper, University Library of Munich, Germany, number 15372, May.
38. Eric Danan & Ani Guerdjikovaz & Alexander Zimper, 2009, "Indecisiveness aversion and preference for commitment," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2009-04.
    
    • Eric Danan & Ani Guerdjikova & Alexander Zimper, 2012, "Indecisiveness aversion and preference for commitment," Theory and Decision, Springer, volume 72, issue 1, pages 1-13, January, DOI: 10.1007/s11238-011-9254-7.
    • Eric Danan & Ani Guerdjikova & Alexander Zimper, 2012, "Indecisiveness aversion and preference for commitment," Post-Print, HAL, number hal-00872238, DOI: 10.1007/s11238-011-9254-7.

2008

1. 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, Szent Istvan University, Faculty of Economics and Social Sciences, number 43241, DOI: 10.22004/ag.econ.43241.
2. Thabo Mokoena & Rangan Gupta & Renee Van Eyden, 2008, "Market Microstructure Approach to the Exchange Rate Determination Puzzle," Working Papers, University of Pretoria, Department of Economics, number 200810, Jun.
3. Thabo Mokoena & Rangan Gupta & Renee Van Eyden, 2008, "Testing for Fractional Integration in SADC Real Exchange Rates," Working Papers, University of Pretoria, Department of Economics, number 200811, Jun.
4. Thabo Mokoena & Rangan Gupta & Renee van Eyden, 2008, "Testing for PPP Using SADC Real Exchange Rates," Working Papers, University of Pretoria, Department of Economics, number 200822, Jun.
   
   • 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, volume 77, issue 3, pages 351-362, September, DOI: 10.1111/j.1813-6982.2009.01220.x.
5. Thabo Mokoena & Rangan Gupta & Renee van Eyden, 2008, "Half-Life Deviations from PPP in the SADC," Working Papers, University of Pretoria, Department of Economics, number 200823, Jul.
6. Albert H. De Wet & Renee Van Eyden & Rangan Gupta, 2008, "Conditional Loss Estimation Using a South African Global Error Correcting Macroeconometric Model," Working Papers, University of Pretoria, Department of Economics, number 200826, Jul.
7. Thabo Mokoena & Rangan Gupta & Renee van Eyden, 2008, "Exchange Rate Puzzles: A Review of the Recent Theoretical and Empirical Developments," Working Papers, University of Pretoria, Department of Economics, number 200827, Jul.
8. Getachew, Yoseph, 2008, "Public Capital, Income Distribution and Growth," MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT), number 2008-056.
9. Getachew, Yoseph, 2008, "Public Capital and Income Distribution: a Marriage of Hicks & Newman-Read," MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT), number 2008-071.
10. Rangan Gupta & Kibii Komen, 2008, "Time Aggregation and the Contradictions with Causal Relationships: Can Economic Theory Come to the Rescue?," Working Papers, University of Pretoria, Department of Economics, number 200802, Feb.
    
    • R Gupta & K Komen, 2009, "Time Aggregation and the Contradictions with Causal Relationships: Can Economic Theory Come to the Rescue?," Studies in Economics and Econometrics, Taylor & Francis Journals, volume 33, issue 1, pages 16-27, April, DOI: 10.1080/10800379.2009.12106460.
11. Kasai Ndahiriwe & Rangan Gupta, 2008, "Financial Liberalisation and the Effectiveness of Monetary Policy on House Prices in South Africa," Working Papers, University of Pretoria, Department of Economics, number 200803, Mar.
12. Rangan Gupta & Josine Uwilingiye, 2008, "Measuring the Welfare Cost of Inflation in South Africa," Working Papers, University of Pretoria, Department of Economics, number 200804, Mar.
    
    • Rangan Gupta & Josine Uwilingiye, 2008, "Measuring The Welfare Cost Of Inflation In South Africa," South African Journal of Economics, Economic Society of South Africa, volume 76, issue 1, pages 16-25, March, DOI: 10.1111/j.1813-6982.2008.00159.x.
    • Josine Uwilingiye & Rangan Gupta, 2008, "Measuring the welfare cost of inflation in South Africa," ERSA Working Paper Series, Economic Research Southern Africa, number 068, Feb.
13. Guangling (Dave) Liu & Rangan Gupta & Eric Schaling, 2008, "A New-Keynesian DSGE Model for Forecasting the South African Economy," Working Papers, University of Pretoria, Department of Economics, number 200805, Apr.
    
    • 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., volume 28, issue 5, pages 387-404, DOI: 10.1002/for.1103.
14. Rangan Gupta, 2008, "Currency Substitution and Financial Repression," Working Papers, University of Pretoria, Department of Economics, number 200806, Apr.
    
    • Rangan Gupta, 2011, "Currency Substitution and Financial Repression," International Economic Journal, Taylor & Francis Journals, volume 25, issue 1, pages 47-61, DOI: 10.1080/10168731003753875.
    • Rangan Gupta, 2008, "Currency Substitution and Financial Repression," ERSA Working Paper Series, Economic Research Southern Africa, number 070, Feb.
15. Rangan Gupta & Emmanuel Ziramba, 2008, "Tax Evasion and Financial Repression: A Reconsideration Using Endogenous Growth Models," Working Papers, University of Pretoria, Department of Economics, number 200808, May.
    
    • Rangan Gupta & Emmanuel Ziramba, 2009, "Tax evasion and financial repression: a reconsideration using endogenous growth models," Journal of Economic Studies, Emerald Group Publishing Limited, volume 36, issue 6, pages 660-674, October, DOI: 10.1108/01443580911001788.
    • Emmanuel Ziramba & Rangan Gupta, 2008, "Tax evasion and financial repression: A reconsideration using endogenous growth models," ERSA Working Paper Series, Economic Research Southern Africa, number 081, May.
16. Rangan Gupta & Josine Uwilingiye, 2008, "Measuring the Welfare Cost of Inflation in South Africa: A Reconsideration," Working Papers, University of Pretoria, Department of Economics, number 200809, Jun.
17. Rangan Gupta & Sonali Das, 2008, "Spatial Bayesian Methods of Forecasting House Prices in Six Metropolitan Areas of South Africa," Working Papers, University of Pretoria, Department of Economics, number 200813, Jun.
    
    • 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, volume 76, issue 2, pages 298-313, June, DOI: 10.1111/j.1813-6982.2008.00191.x.
18. Sonali Das & Rangan Gupta & Alain Kabundi, 2008, "Is a DFM Well-Suited in Forecasting Regional House Price Inflation?," Working Papers, University of Pretoria, Department of Economics, number 200814, Jun.
19. Rangan Gupta & Alain Kabundi, 2008, "A Dynamic Factor Model for Forecasting Macroeconomic Variables in South Africa," Working Papers, University of Pretoria, Department of Economics, number 200815, Jun.
20. Rangan Gupta & Alain Kabundi, 2008, "Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs," Working Papers, University of Pretoria, Department of Economics, number 200816, Jun.
    
    • Rangan Gupta & Alain Kabundi, 2011, "Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs," Indian Economic Review, Department of Economics, Delhi School of Economics, volume 46, issue 1, pages 23-40.
21. Rangan Gupta & Emmanuel Ziramba, 2008, "Openness, Bureaucratic Corruption and Public Policy in an Endogenous Growth Model," Working Papers, University of Pretoria, Department of Economics, number 200817, Jun.
22. Rangan Gupta & Emmanuel Ziramba, 2008, "Costly Tax Enforcement and Financial Repression," Working Papers, University of Pretoria, Department of Economics, number 200818, Jun.
    
    • Rangan Gupta & Emmanuel Ziramba, 2008, "Costly Tax Enforcement and Financial Repression," Economic Notes, Banca Monte dei Paschi di Siena SpA, volume 37, issue 2, pages 141-154, July, DOI: 10.1111/j.1468-0300.2008.00194.x.
    • Emmanuel Ziramba & Rangan Gupta, 2008, "Costly tax enforcement and financial repression," ERSA Working Paper Series, Economic Research Southern Africa, number 099, Oct.
23. Rangan Gupta & Emmanuel Ziramba, 2008, "Misalignment in the Growth-Maximizing Policies under Alternative Assumptions of Tax Evasion," Working Papers, University of Pretoria, Department of Economics, number 200819, Jun.
24. Rangan Gupta & Emmanuel Ziramba, 2008, "Costly Tax Enforcement and Financial Repression: A Reconsideration Using an Endogenous Growth Model," Working Papers, University of Pretoria, Department of Economics, number 200820, Jun.
25. Rangan Gupta & Sonali Das, 2008, "Predicting Downturns in the US Housing Market: A Bayesian Approach," Working Papers, University of Pretoria, Department of Economics, number 200821, Jun.
    
    • Rangan Gupta & Sonali Das, 2010, "Predicting Downturns in the US Housing Market: A Bayesian Approach," The Journal of Real Estate Finance and Economics, Springer, volume 41, issue 3, pages 294-319, October, DOI: 10.1007/s11146-008-9163-x.
26. Rangan Gupta & Josine Uwilingiye, 2008, "Time Aggregation, Long-Run Money Demand and the Welfare Cost of Inflation," Working Papers, University of Pretoria, Department of Economics, number 200825, Jul.
    
    • R Gupta & J Uwilingiye, 2009, "Time Aggregation, Long-Run Money Demand and the Welfare Cost of Inflation," Studies in Economics and Econometrics, Taylor & Francis Journals, volume 33, issue 3, pages 95-109, December, DOI: 10.1080/10800379.2009.12106474.
27. Rangan Gupta & Emmanuel Ziramba, 2008, "Optimal Public Policy with Endogenous Mortality," Working Papers, University of Pretoria, Department of Economics, number 200829, Aug.
    
    • Rangan Gupta & Emmanuel Ziramba, 2010, "Optimal public policy with endogenous mortality," Journal of Economic Policy Reform, Taylor and Francis Journals, volume 13, issue 3, pages 241-249, DOI: 10.1080/17487870.2010.503085.
28. Rangan Gupta & Alain Kabundi, 2008, "Forecasting Macroeconomic Variables in a Small Open Economy: A Comparison between Small- and Large-Scale Models," Working Papers, University of Pretoria, Department of Economics, number 200830, Sep.
    
    • 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., volume 29, issue 1-2, pages 168-185, DOI: 10.1002/for.1143.
29. Sonali Das & Rangan Gupta & Alain Kabundi, 2008, "Could We Have Predicted The Recent Downturn In The South African Housing Market?," Working Papers, University of Pretoria, Department of Economics, number 200831, Oct.
    
    • 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, volume 18, issue 4, pages 325-335, December.
30. Rangan Gupta & Josine Uwilingiye, 2008, "Should the SARB Have Stayed Time Inconsistent?," Working Papers, University of Pretoria, Department of Economics, number 200833, Oct.
31. Alain Kabundi & Rangan Gupta & Sonali Das, 2008, "Is a DFM well suited for forecasting regional house price inflation?," ERSA Working Paper Series, Economic Research Southern Africa, number 085, Jul.
32. Jan van Heerden & James Blignaut & Andre Jordaan, 2008, "On the Real Exchange Rate Effects of Higher Electricity Prices in South Africa," Working Papers, University of Pretoria, Department of Economics, number 200836, Nov.
33. Steven F. Koch & S. Ssekabira Ntege, 2008, "Returns To Schooling: Skills Accumulation Or Information Revelation?," Working Papers, University of Pretoria, Department of Economics, number 200812, Jun.
34. Olufunke A. Alaba & Steven F. Koch, 2008, "Health Insurance or Food for the Family? An Examination into Unintended Consequences," Working Papers, University of Pretoria, Department of Economics, number 200824, Jul.
35. Steven F. Koch & Gauthier Tshiswaka-Kashalala, 2008, "Tobacco Substitution and the Poor," Working Papers, University of Pretoria, Department of Economics, number 200832, Oct.
36. Olufunke A. Alaba & Steven F. Koch, 2008, "Dynamic Health Care Decisions And Child Health In South Africa," Working Papers, University of Pretoria, Department of Economics, number 200834, Oct.
    
    • Olufunke A. Alaba & Steven F. Koch, 2009, "Dynamic Health Care Decisions and Child Health in South Africa," Journal of Income Distribution, Ad libros publications inc., volume 18, issue 3-4, pages 188-205, September.
37. Sudhanshu Handa & Steven F. Koch & Shu Wen Ng, 2008, "Child Mortality in Eastern and Southern Africa," Working Papers, University of Pretoria, Department of Economics, number 200835, Oct.
38. Makochekanwa, Albert, 2008, "Measuring the Welfare Cost of Inflation in Zimbabwe," MPRA Paper, University Library of Munich, Germany, number 22396, Oct.
39. Makochekanwa, Albert, 2008, "The impact of a budget deficit on inflation in Zimbabwe," MPRA Paper, University Library of Munich, Germany, number 24227, Apr.
    
    • Albert Makochekanwa, 2011, "Impact of Budget Deficit on Inflation in Zimbabwe," Economic Research Guardian, Mutascu Publishing, volume 1, issue 2, pages 49-59, December.
40. Vasco C Nhabinde & Niek J Schoeman, 2008, "The Impact of Retirement Benefits on Consumption and Saving in South Africa," Working Papers, University of Pretoria, Department of Economics, number 200807, May.
41. Yolande Van Heerden & Niek J. Schoeman, 2008, "Finding The Optimum Level Of Taxes In South Africa: A Balanced Budget Approach," Working Papers, University of Pretoria, Department of Economics, number 200828, Aug.
42. Jan van Heerden, 2008, "Who would eat more with a Food Voucher Programme in South Africa?," Working Papers, University of Pretoria, Department of Economics, number 200837, Dec.
43. Demertzis, Maria & Viegi, Nicola & Marcellino, Massimiliano, 2008, "A Measure for Credibility: Tracking US Monetary Developments," CEPR Discussion Papers, Centre for Economic Policy Research, number 7036, Nov.
    
    • Maria Demertzis & Massimiliano Marcellino & Nicola Viegi, 2008, "A Measure for Credibility: Tracking US Monetary Developments," Economics Working Papers, European University Institute, number ECO2008/38.
44. 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, Observatoire Francais des Conjonctures Economiques (OFCE), number 2008-23.
    
    • Chandana Kularatne & Johannes W. Fedderke & Nicola Viegi & Peter W. Howitt & Philippe Aghion, 2008, "Testing creative destruction in an opening economy: the case of the South African manufacturing industries," ERSA Working Paper Series, Economic Research Southern Africa, number 093, Aug.
45. Alexander Ludwig & Alexander Zimper, 2008, "A Parsimonious Choquet Model of Subjective Life Expectancy," Working Papers, Center for Retirement Research at Boston College, Center for Retirement Research, number wp2008-20, Oct, revised Dec 2008.
46. Alexander Zimper, 2008, "Asset pricing in a Lucas ‘fruit-tree’ economy with non-additive beliefs," ERSA Working Paper Series, Economic Research Southern Africa, number 092, Aug.
47. Alexander Zimper, 2008, "Revisiting independence and stochastic dominance for compound lotteries," ERSA Working Paper Series, Economic Research Southern Africa, number 097, Oct.
    
    • Zimper Alexander, 2008, "Revisiting Independence and Stochastic Dominance for Compound Lotteries," The B.E. Journal of Theoretical Economics, De Gruyter, volume 8, issue 1, pages 1-11, April, DOI: 10.2202/1935-1704.1444.

2007

1. Manoel F. Bittencourt, 2007, "Inflation and Finance: Evidence from Brazil," The Centre for Market and Public Organisation, The Centre for Market and Public Organisation, University of Bristol, UK, number 07/163, Jan.
2. Manoel Bittencourt, 2007, "Macroeconomic Performance and Inequality: Brazil 1983-1994," Ibero America Institute for Econ. Research (IAI) Discussion Papers, Ibero-America Institute for Economic Research, number 163, Oct.
3. Manoel Bittencourt, 2007, "Financial Development and Inequality: Brazil 1985-1994," Ibero America Institute for Econ. Research (IAI) Discussion Papers, Ibero-America Institute for Economic Research, number 164, Oct.
   
   • Manoel Bittencourt, 2010, "Financial development and inequality: Brazil 1985–1994," Economic Change and Restructuring, Springer, volume 43, issue 2, pages 113-130, May, DOI: 10.1007/s10644-009-9080-x.
4. Manoel Bittencourt, 2007, "Inflation and Financial Development: Evidence from Brazil," Ibero America Institute for Econ. Research (IAI) Discussion Papers, Ibero-America Institute for Economic Research, number 165, Oct.
   
   • Bittencourt, Manoel, 2011, "Inflation and financial development: Evidence from Brazil," Economic Modelling, Elsevier, volume 28, issue 1-2, pages 91-99, January.
   • Bittencourt, Manoel, 2011, "Inflation and financial development: Evidence from Brazil," Economic Modelling, Elsevier, volume 28, issue 1, pages 91-99, DOI: 10.1016/j.econmod.2010.09.021.
   • Manoel Bittencourt, 2008, "Inflation and Financial Development: Evidence from Brazil," ERSA Working Paper Series, Economic Research Southern Africa, number 067, Jan.
   • Manoel Bittencourt, 2008, "Inflation and Financial Development: Evidence from Brazil," WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER), number RP2008-14.
   • Bittencourt, Manoel, 2007, "Inflation and Financial Development: Evidence from Brazil," Proceedings of the German Development Economics Conference, Göttingen 2007, Verein für Socialpolitik, Research Committee Development Economics, number 1.
5. 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, University of Pretoria, Department of Economics, number 200719, Sep.
   
   • 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, volume 26, issue 5, pages 1000-1011, September.
6. Augustin Kwasi Fosu, 2007, "The External Debt-Servicing Constraint and Public Expenditure Composition: Evidence from African Economies," WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER), number RP2007-36.
7. Augustin Kwasi Fosu & Andrew Mold, 2007, "Gains from Trade: Implications for Labour Market Adjustment and Poverty Reduction in Africa," WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER), number RP2007-65.
   
   • Augustin Fosu & Andrew Mold, 2008, "Gains from Trade: Implications for Labour Market Adjustment and Poverty Reduction in Africa," African Development Review, African Development Bank, volume 20, issue 1, pages 20-47.
8. Rangan Gupta, 2007, "Forecasting the South African Economy with Gibbs Sampled BVECMs," Working Papers, University of Pretoria, Department of Economics, number 200701, Jan.
   
   • Rangan Gupta, 2007, "FORECASTING THE SOUTH AFRICAN ECONOMY WITH GIBBS SAMPLED BVECMs," South African Journal of Economics, Economic Society of South Africa, volume 75, issue 4, pages 631-643, December, DOI: 10.1111/j.1813-6982.2007.00141.x.
9. Samuel Zita & Rangan Gupta, 2007, "Modelling and Forecasting the Metical-Rand Exchange Rate," Working Papers, University of Pretoria, Department of Economics, number 200702, Feb.
10. Rangan Gupta, 2007, "Bayesian Methods of Forecasting Inventory Investment in South Africa," Working Papers, University of Pretoria, Department of Economics, number 200704, Feb.
11. 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, University of Pretoria, Department of Economics, number 200705, Mar.
12. 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, University of Pretoria, Department of Economics, number 200706, Mar.
13. Josine Uwilingiye & Rangan Gupta, 2007, "Temporal Causality between Budget Deficit and Interest Rate: The Case of South Africa," Working Papers, University of Pretoria, Department of Economics, number 200708, Jun.
14. Kasai Ndahiriwe & Rangan Gupta, 2007, "Temporal Causality between Taxes and Public Expenditures: The Case of South Africa," Working Papers, University of Pretoria, Department of Economics, number 200709, Jul.
15. Guangling (Dave) Liu & Rangan Gupta & Eric Schaling, 2007, "Forecasting the South African Economy: A DSGE-VAR Approach," Working Papers, University of Pretoria, Department of Economics, number 200724, Jul.
    
    • Eric Schaling & Guangling Dave Liu & Rangan Gupta, 2007, "Forecasting the South African Economy: A DSGE-VAR Approach," ERSA Working Paper Series, Economic Research Southern Africa, number 051, Jul.
    • Liu, G. & Gupta, R. & Schaling, E., 2008, "Forecasting the South African Economy : A DSGE-VAR Approach," Discussion Paper, Tilburg University, Center for Economic Research, number 2008-32.
    • Liu, G. & Gupta, R. & Schaling, E., 2008, "Forecasting the South African Economy : A DSGE-VAR Approach," Other publications TiSEM, Tilburg University, School of Economics and Management, number adfaca2d-b9dd-4548-93d0-3.
16. Eita, Joel Hinaunye & Jordaan, Andre C., 2007, "Estimating The Tourism Potential In Namibia," MPRA Paper, University Library of Munich, Germany, number 5788, Oct.
17. André C. Jordaan & Joel Hinaunye Eita, 2007, "Testing the Export-Led Growth Hypothesis for Botswana: A Causality Analysis," Working Papers, University of Pretoria, Department of Economics, number 200720, Oct.
18. André C. Jordaan & Joel Hinaunye Eita, 2007, "Determinants of South Africa’s Exports of Leather Products," Working Papers, University of Pretoria, Department of Economics, number 200721, Oct.
    
    • Jordaan, André C. & Eita, Joel H., 2012, "Determinants of South Africa's exports of leather products," Agrekon, Agricultural Economics Association of South Africa (AEASA), volume 51, issue 2, June, DOI: 10.22004/ag.econ.345069.
    • André Jordaan & Joel Eita, 2012, "Determinants of South Africa's exports of leather products," Agrekon, Taylor & Francis Journals, volume 51, issue 2, pages 38-52, DOI: 10.1080/03031853.2012.695137.
19. Joel Hinaunye Eita & André C. Jordaan, 2007, "A Causality Analysis between Financial Development and Economic Growth for Botswana," Working Papers, University of Pretoria, Department of Economics, number 200722, Oct.
    
    • Joel Hinaunye Eita & Andre C. Jordaan, 2010, "A Causality Analysis Between Financial Development and Economic Growth for Botswana," The African Finance Journal, Africagrowth Institute, volume 12, issue 1, pages 72-89.
20. Joel Hinaunye Eita & André C. Jordaan, 2007, "South Africa’s Wood Export Potential Using a Gravity Model Approach," Working Papers, University of Pretoria, Department of Economics, number 200723, Oct.
21. Marc Ground & Steven F. Koch, 2007, "Hurdle Models of Alcohol and Tobacco Expenditure in South African Households," Working Papers, University of Pretoria, Department of Economics, number 200703, Feb.
22. Albert Makochekanwa, 2007, "Zimbabwe�s Hyperinflation Money Demand Model," Working Papers, University of Pretoria, Department of Economics, number 200712, Jul.
23. Albert Makochekanwa, 2007, "A Dynamic Enquiry into the Causes of Hyperinflation in Zimbabwe," Working Papers, University of Pretoria, Department of Economics, number 200710, Jul.
24. Albert Makochekanwa, 2007, "Zimbabwe�s Black Market for Foreign Exchange," Working Papers, University of Pretoria, Department of Economics, number 200713, Jul.
25. Albert Makochekanwa, 2007, "An Empirical Investigation of Capital Flight from Zimbabwe," Working Papers, University of Pretoria, Department of Economics, number 200711, Jul.
26. Makochekanwa, Albert, 2007, "Botswana’s revealed comparative advantage," MPRA Paper, University Library of Munich, Germany, number 34564, Jun.
27. Olusegun A. Akanbi & Niek J. Schoeman, 2007, "The Welfare Implications of Expenditure on Education and Public Expenditure in General in African Countries," Working Papers, University of Pretoria, Department of Economics, number 200707, Apr.
28. Maria Demertzis & Nicola Viegi, 2007, "Inflation Targeting: a Framework for Communication," ERSA Working Paper Series, Economic Research Southern Africa, number 071, Sep.
    
    • Demertzis Maria & Viegi Nicola, 2009, "Inflation Targeting: A Framework for Communication," The B.E. Journal of Macroeconomics, De Gruyter, volume 9, issue 1, pages 1-32, December, DOI: 10.2202/1935-1690.1992.
29. Alexander Ludwig & Alexander Zimper, 2007, "A Parsimonious Model of Subjective Life Expectancy," MEA discussion paper series, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy, number 07154, Dec.
    
    • A. Ludwig & A. Zimper, 2013, "A parsimonious model of subjective life expectancy," Theory and Decision, Springer, volume 75, issue 4, pages 519-541, October, DOI: 10.1007/s11238-013-9355-6.
    • Ludwig, Alexander & Zimper, Alexander, 2007, "A parsimonious model of subjective life expectancy," Papers, Sonderforschungsbreich 504, number 07-65.
    • Alexander Ludwig & Alexander Zimper, 2008, "A parsimonious model of subjective life expectancy," ERSA Working Paper Series, Economic Research Southern Africa, number 074, Feb.
    • Ludwig, Alexander & Zimper, Alexander, 2007, "A Parsimonious Model of Subjective Life Expectancy," Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim, number 07-65, Nov.
30. Alexander Zimper & Alexander Ludwig, 2007, "Attitude polarization," MEA discussion paper series, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy, number 07155, Dec.
    
    • Ludwig, Alexander & Zimper, Alexander, 2007, "Attitude polarization," Papers, Sonderforschungsbreich 504, number 07-66.
    • Ludwig, Alexander & Zimper, Alexander, 2007, "Attitude polarization," Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim, number 07-66, Nov.
31. Alexander Zimper, 2007, "Half empty, half full and why we can agree to disagree forever," ERSA Working Paper Series, Economic Research Southern Africa, number 058, Oct.
    
    • Zimper, Alexander, 2009, "Half empty, half full and why we can agree to disagree forever," Journal of Economic Behavior & Organization, Elsevier, volume 71, issue 2, pages 283-299, August.

2006

1. Manoel F. Meyer Bittencourt, 2006, "Financial Development and Inequality: Brazil 1985-99," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 06/582, Jan.
   
   • Manoel F. Meyer Bittencourt, 2006, "Financial Development and Inequality: Brazil 1985-99," DEGIT Conference Papers, DEGIT, Dynamics, Economic Growth, and International Trade, number c011_055, Jun.
   • Manoel F. Meyer Bittencourt, 2006, "Financial Development and Inequality: Brazil 1985-99," Working Papers, ECINEQ, Society for the Study of Economic Inequality, number 26.
   • Meyer Bittencourt, Manoel F., 2006, "Financial Development and Inequality: Brazil 1985-99," Proceedings of the German Development Economics Conference, Berlin 2006, Verein für Socialpolitik, Research Committee Development Economics, number 5.
2. Heinrich R. Bohlmann, 2006, "Predicting the Economic Impact of the 2010 FIFA World Cup on South Africa," Working Papers, University of Pretoria, Department of Economics, number 200611, May.
3. C. B. Du Toit & Renee� 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, University of Pretoria, Department of Economics, number 200603, Feb.
4. 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, University of Pretoria, Department of Economics, number 200606, Feb.
   
   • 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), volume 45, issue 01, pages 1-11, March, DOI: 10.22004/ag.econ.31732.
5. Rangan Gupta, 2006, "Financial Liberalization with Productive Public Expenditure and A Curb Market," Working Papers, University of Pretoria, Department of Economics, number 200601, Jan.
6. Rangan Gupta, 2006, "Growth-Effects of Inflation Targeting: The Role of Financial Sector Development," Working Papers, University of Pretoria, Department of Economics, number 200610, Mar.
   
   • Rangan Gupta, 2011, "Growth-Effects of Inflation Targeting: The Role of Financial Sector Development," Annals of Economics and Finance, Society for AEF, volume 12, issue 1, pages 65-87, May.
7. Rangan Gupta & Moses M. Sichei, 2006, "A BVAR Model for the South African Economy," Working Papers, University of Pretoria, Department of Economics, number 200612, Jun.
   
   • Rangan Gupta & Moses M. Sichei, 2006, "A Bvar Model For The South African Economy," South African Journal of Economics, Economic Society of South Africa, volume 74, issue 3, pages 391-409, September, DOI: 10.1111/j.1813-6982.2006.00077.x.
8. Samrat Goswami & Rangan Gupta, 2006, "An Endogenous Growth Model of a Financially Repressed Small Open Economy," Working Papers, University of Pretoria, Department of Economics, number 200616, Jul.
   
   • Samrat Goswami & Rangan Gupta, 2009, "An Endogenous Growth Model of a Financially Repressed Small Open Economy," International Economic Journal, Taylor & Francis Journals, volume 23, issue 1, pages 143-161, DOI: 10.1080/10168730802696772.
9. Rangan Gupta, 2006, "Financial Liberalization and a Possible Growth-Inflation Trade-Off," Working Papers, University of Pretoria, Department of Economics, number 200617, Aug.
   
   • Rangan Gupta, 2009, "Financial Liberalization and a Possible Growth-Inflation Trade-Off," Indian Economic Review, Department of Economics, Delhi School of Economics, volume 44, issue 1, pages 1-19, July.
10. Rangan Gupta, 2006, "Forecasting the South African Economy with VARs and VECMs," Working Papers, University of Pretoria, Department of Economics, number 200618, Aug.
    
    • Rangan Gupta, 2006, "FORECASTING THE SOUTH AFRICAN ECONOMY WITH VARs AND VECMs," South African Journal of Economics, Economic Society of South Africa, volume 74, issue 4, pages 611-628, December, DOI: 10.1111/j.1813-6982.2006.00090.x.
11. Rangan Gupta & Charlotte du Toit, 2006, "Active versus Passive Policies of Unemployment: Growth and Public Finance Perspectives," Working Papers, University of Pretoria, Department of Economics, number 200620, Oct.
12. Guangling (Dave) Liu & Rangan Gupta, 2006, "A Small-Scale DSGE Model for Forecasting the South African Economy," Working Papers, University of Pretoria, Department of Economics, number 200621, Oct.
    
    • 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, volume 75, issue 2, pages 179-193, June, DOI: 10.1111/j.1813-6982.2007.00118.x.
13. Pei-Pei Chen & Rangan Gupta, 2006, "An Investigation of Openness and Economic Growth Using Panel Estimation," Working Papers, University of Pretoria, Department of Economics, number 200622, Nov.
14. Pei-Pei Chen & Rangan Gupta, 2006, "R&D, Openness, and Growth," Working Papers, University of Pretoria, Department of Economics, number 200623, Dec.
15. Steven F. Koch & Marc Ground & Dylan van Wyk, 2006, "South African Household Expenditure Patterns: Alcohol Products in 1995 and 2000," Working Papers, University of Pretoria, Department of Economics, number 200615, Jun.
16. Steven F. Koch, 2006, "Trends in South African Household Alcohol Consumption Risk Factors," Working Papers, University of Pretoria, Department of Economics, number 200619, Sep.
17. Matthews, Kent & Minford, Patrick & Naraidoo, Ruthira, 2006, "Vicious and Virtuous Circles - The Political Economy of Unemployment in Interwar UK and USA," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2006/25, Jan, revised Nov 2006.
    
    • 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, volume 24, issue 3, pages 605-614, September.
    • Matthews, Kent & Minford, Patrick & Naraidoo, Ruthira, 2006, "Vicious and Virtuous Circles - The Political Economy of Unemployment in Interwar UK and USA," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2006/7, Jan.
    • Minford, Patrick & Matthews, Kent & Naraidoo, Ruthira, 2008, "Vicious and Virtuous Circles - The Political Economy of Unemployment in Interwar UK and USA," CEPR Discussion Papers, Centre for Economic Policy Research, number 6839, May.
    • 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, Centre for Economic Research, Keele University, number KERP 2006/08, May.
18. 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, Centre for Economic Research, Keele University, number KERP 2006/21, Oct.
19. K. L. Thompson & N. J. Schoeman, 2006, "Using a Static Micro-Simulation Model to Evaluate the South African Income Tax System," Working Papers, University of Pretoria, Department of Economics, number 200613, Jun.
20. Maria Demertzis & Nicola Viegi, 2006, "Aiming for the Bull's Eye: Uncertainty and Inertia in Monetary Policy," Computing in Economics and Finance 2006, Society for Computational Economics, number 150, Jul.
21. Guerdjikova, Ani & Zimper, Alexander, 2006, "Flexibility of Choice versus Reduction of Ambiguity," Working Papers, Cornell University, Center for Analytic Economics, number 06-14, Aug.
    
    • Ani Guerdjikova & Alexander Zimper, 2008, "Flexibility of choice versus reduction of ambiguity," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, volume 30, issue 3, pages 507-526, April, DOI: 10.1007/s00355-007-0255-y.
    • Alexander Zimper & Ani Guerdjikova, 2006, "Flexibility of choice versus reduction of ambiguity," ERSA Working Paper Series, Economic Research Southern Africa, number 040, Sep.
22. Alexander Zimper, 2006, "A fixed point characterization of the dominancesolvability of lattice games with strategic substitutes," ERSA Working Paper Series, Economic Research Southern Africa, number 032, Jan.
    
    • Alexander Zimper, 2007, "A fixed point characterization of the dominance-solvability of lattice games with strategic substitutes," International Journal of Game Theory, Springer;Game Theory Society, volume 36, issue 1, pages 107-117, September, DOI: 10.1007/s00182-007-0073-6.
23. Alexander Zimper, 2006, "An epistemic model of an agent who does not reflect on reasoning processes," ERSA Working Paper Series, Economic Research Southern Africa, number 045, Feb.
    
    • Zimper, Alexander, 2009, "An epistemic model of an agent who does not reflect on reasoning processes," Mathematical Social Sciences, Elsevier, volume 58, issue 3, pages 290-309, November.

2005

1. M.F.Meyer Bittencourt, 2005, "Macroeconomic Performance and Inequality: Brazil 1983-94," The Centre for Market and Public Organisation, The Centre for Market and Public Organisation, University of Bristol, UK, number 05/114, Jan.
   
   • Manoel BITTENCOURT, 2009, "Macroeconomic Performance And Inequality: Brazil, 1983–94," The Developing Economies, Institute of Developing Economies, volume 47, issue 1, pages 30-52, March, DOI: 10.1111/j.1746-1049.2009.00075.x.
   • Manoel F. Meyer Bittencourt, 2005, "Macroeconomic Performance and Inequality: Brazil 1983-94," Ibero America Institute for Econ. Research (IAI) Discussion Papers, Ibero-America Institute for Economic Research, number 130, Nov.
2. Rangan Gupta, 2005, "Revisiting the Temporal Causality between Money and Income," Working Papers, University of Pretoria, Department of Economics, number 200501, Aug.
3. Rangan Gupta & Basab Dasgupta, 2005, "The Macroeconomic Reform and the Demand for Money in India," Working Papers, University of Pretoria, Department of Economics, number 200502, Aug.
4. Rangan Gupta, 2005, "Effect of High Yielding Variety of Seeds in the State of West Bengal: An Empirical Quest," Working Papers, University of Pretoria, Department of Economics, number 200503, Sep.
5. Rangan Gupta, 2005, "Financial Liberalization and the Dynamics of Inflation, the Nominal Exchange Rate and the Terms of Trade," Working Papers, University of Pretoria, Department of Economics, number 200504, Sep.
   
   • 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, volume 42, issue 2, pages 165-176, December.
6. Rangan Gupta & Andreas G. Karapatakis, 2005, "Financial Liberalization: A Myth or a Miracle Cure?," Working Papers, University of Pretoria, Department of Economics, number 200505, Oct.
7. Rangan Gupta, 2005, "Financial Liberalization and Inflationary Dynamics in the Context of a Small Open Economy," Working Papers, University of Pretoria, Department of Economics, number 200506, Oct.
   
   • Rangan Gupta, 2005, "Financial Liberalization and Inflationary Dynamics in the Context of a Small Open Economy," Working papers, University of Connecticut, Department of Economics, number 2005-39, Jul.
8. Rangan Gupta, 2005, "Rational Expectations and the Effects of Financial Liberalization on Price Level and Output," Working Papers, University of Pretoria, Department of Economics, number 200507, Nov.
9. Rangan Gupta, 2005, "Revisiting the Inflation-Repression Relationship," Working Papers, University of Pretoria, Department of Economics, number 200508, Nov.
10. Rangan Gupta, 2005, "Endogenous Tax Evasion and Reserve Requirements: A Comparative Study in the Context of European Economies," Computing in Economics and Finance 2005, Society for Computational Economics, number 328, Nov.
11. Rangan Gupta, 2005, "A Generic Model of Financial Repression," Working papers, University of Connecticut, Department of Economics, number 2005-20, Jun, revised Jul 2005.
12. Rangan Gupta, 2005, "Financial Liberalization and Inflationary Dynamics," Working papers, University of Connecticut, Department of Economics, number 2005-31, Jul.
13. Rangan Gupta, 2005, "Financial Liberalization and Inflationary Dynamics: An Open Economy Analysis," Working papers, University of Connecticut, Department of Economics, number 2005-32, Jul.
    
    • Rangan Gupta, 2007, "Financial Liberalization and Inflationary Dynamics: An Open Economy Analysis," International Economic Journal, Taylor & Francis Journals, volume 21, issue 3, pages 335-360, DOI: 10.1080/10168730701541228.
14. Rangan Gupta, 2005, "Asymmetric Information, Tax Evasion and Alternative Instruments of Government Revenue," Working papers, University of Connecticut, Department of Economics, number 2005-33, Jul.
15. Rangan Gupta, 2005, "Tax Evasion and Financial Repression," Working papers, University of Connecticut, Department of Economics, number 2005-34, Jul, revised Jun 2007.
    
    • Gupta, Rangan, 2008, "Tax evasion and financial repression," Journal of Economics and Business, Elsevier, volume 60, issue 6, pages 517-535.
16. Steven F. Koch, 2005, "The Aid and Maid System: South African Data Pitfalls," Working Papers, University of Pretoria, Department of Economics, number 200511, Nov.
17. Jacques Ngoie Kibambe & Steven F. Koch, 2005, "DEA Applied to a Gauteng Sample of South African Public Hospitals," Working Papers, University of Pretoria, Department of Economics, number 200512, Nov.
18. Steven F. Koch, 2005, "Love and Addiction: The Importance of Commitment," Working Papers, University of Pretoria, Department of Economics, number 200516, Dec.
19. Michael A. Peet & Steven F. Koch, 2005, "Technical Barriers to Trade Faced by South African SMME'S," Working Papers, University of Pretoria, Department of Economics, number 200517, Dec.
20. 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, Research unit Sustainability and Global Change, Hamburg University, number FNU-62, Apr, revised Apr 2005.
21. H. R. Bohlmann & Moses J.H. van Heerden, 2005, "The Impact of Hosting a Major Sport Event on the South African Economy," Working Papers, University of Pretoria, Department of Economics, number 200509, Nov.
22. Maria Demertzis & Nicola Viegi, 2005, "Inflation Targets as Focal Points," Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group, number 52, Sep.
    
    • Maria Demertzis & Nicola Viegi, 2008, "Inflation Targets as Focal Points," International Journal of Central Banking, International Journal of Central Banking, volume 4, issue 1, pages 55-87, March.
    • Maria Demertzis & Nicola Viegi, 2005, "Inflation Targets as Focal Points," ERSA Working Paper Series, Economic Research Southern Africa, number 002, Sep.
23. Zimper, Alexander, 2005, "Equivalence between best responses and undominated," Papers, Sonderforschungsbreich 504, number 05-08.
    
    • Zimper, Alexander, 2005, "Equivalence between best responses and undominated," Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim, number 05-08, Feb.

2004

1. Rangan Gupta, 2004, "Costly State Monitoring and Reserve Requirements," Working papers, University of Connecticut, Department of Economics, number 2004-33, Oct, revised Jul 2005.
   
   • Rangan Gupta, 2005, "Costly State Monitoring and Reserve Requirements," Annals of Economics and Finance, Society for AEF, volume 6, issue 2, pages 263-288, November.
2. Alexander Ludwig & Alexander Zimper, 2004, "Investment Behavior under Ambiguity: The Case of Pessimistic Decision Makers," MEA discussion paper series, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy, number 04060, Nov.
   
   • Ludwig, Alexander & Zimper, Alexander, 2006, "Investment behavior under ambiguity: The case of pessimistic decision makers," Mathematical Social Sciences, Elsevier, volume 52, issue 2, pages 111-130, September.
   • Ludwig, Alexander & Zimper, Alexander, 2004, "Investment behavior under ambiguity : the case of pessimistic decision makers," Papers, Sonderforschungsbreich 504, number 04-31.
   • Ludwig, Alexander & Zimper, Alexander, 2004, "Investment Behavior under Ambiguity: The Case of Pessimistic Decision Makers," Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim, number 04-31, Sep.
3. Alexander Ludwig & Alexander Zimper, 2004, "Rational Expectations and Ambiguity: A Comment on Abel," MEA discussion paper series, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy, number 04066, Dec.
4. Ludwig, Alexander & Zimper, Alexander, 2004, "Rational expectations and ambiguity : a comment on Abel (2002)," Papers, Sonderforschungsbreich 504, number 04-66.
   
   • Alexander Zimper & Alexander Ludwig, 2006, "Rational expectations and ambiguity: A comment on Abel (2002)," Economics Bulletin, AccessEcon, volume 4, issue 2, pages 1-15.
   • Ludwig, Alexander & Zimper, Alexander, 2004, "Rational Expectations and Ambiguity: A Comment on Abel (2002)," Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim, number 04-66, Dec.
5. Zimper, Alexander, 2004, "Dominance-solvable lattice games," Papers, Sonderforschungsbreich 504, number 04-18.
   
   • Zimper, Alexander, 2004, "Dominance-Solvable Lattice Games," Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim, number 04-18, May.
6. Zimper, Alexander, 2004, "On the existence of strategic solutions for games with security- and potential level players," Papers, Sonderforschungsbreich 504, number 04-04.
   
   • Zimper, Alexander, 2004, "On the Existence of Strategic Solutions for Games with Security- and Potential Level Players," Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim, number 04-04, Feb.
7. Zimper, Alexander, 2004, "A note on the equivalence of rationalizability concepts in generalized nice games," Papers, Sonderforschungsbreich 504, number 04-03.
   
   • 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., volume 8, issue 04, pages 669-674, DOI: 10.1142/S021919890600117X.
   • Zimper, Alexander, 2004, "A Note on the Equivalence of Rationalizability Concepts in Generalized Nice Games," Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim, number 04-03, Feb.

2003

1. Schmidt, Ulrich & Zimper, Alexander, 2003, "Security and potential level preferences with thresholds," Papers, Sonderforschungsbreich 504, number 03-29.
   
   • Alexander Zimper & Ulrich Schmidt, 2007, "Security and Potential Level Preferences with Thresholds," ERSA Working Paper Series, Economic Research Southern Africa, number 047, Mar.
2. Zimper, Alexander, 2003, "Uniqueness conditions for point-rationalizable solutions of games with metrizable strategy sets," Papers, Sonderforschungsbreich 504, number 03-28.
3. Zimper, Alexander, 2003, "Uniqueness Conditions for Point-Rationalizable," Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim, number 03-28, Oct.
4. Schmidt, Ulrich & Zimper, Alexander, 2003, "Security And Potential Level Preferences With," Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim, number 03-29, Oct.

2002

1. Minford, Patrick & Naraidoo, Ruthira, 2002, "Vicious and Virtuous Circles - The Political Economy of Unemployment," CEPR Discussion Papers, Centre for Economic Policy Research, number 3618, Nov.
   
   • Patrick Minford & Ruthira Naraidoo, 2010, "Vicious And Virtuous Circles – The Political Economy Of Unemployment," South African Journal of Economics, Economic Society of South Africa, volume 78, issue 1, pages 1-22, March, DOI: 10.1111/j.1813-6982.2010.01235.x.
   • Ruthira Naraidoo & Patrick Minford, 2006, "Vicious and Virtuous Circles: The Political Economy of Unemployment," Keele Economics Research Papers, Centre for Economic Research, Keele University, number KERP 2006/03, Mar.
   • Patrick Minford & Ruthira Naraidoo, 2009, "Vicious and virtuous circles--The political economy of unemployment," Working Papers, University of Pretoria, Department of Economics, number 200914, Jun.

2001

1. Hughes Hallett, Andrew & Viegi, Nicola, 2001, "Credibility, Transparency and Asymmetric Information in Monetary Policy," CEPR Discussion Papers, Centre for Economic Policy Research, number 2671, Jan.
2. Hughes Hallett, Andrew & Viegi, Nicola, 2001, "Labour Market Reform and Monetary Policy in EMU: Do Asymmetries Matter?," CEPR Discussion Papers, Centre for Economic Policy Research, number 2979, Sep.

2000

1. Augustin Kwasi Fosu, 2000, "The International Dimension of African Economic Growth," CID Working Papers, Center for International Development at Harvard University, number 34A, Jan.
   
   • Augustin Kwasi Fosu, 2000, "The International Dimension of African Economic Growth," CID Working Papers, Center for International Development at Harvard University, number 34, Jan.

1996

1. Riel Franzsen, 1996, "Land Restitution, Land Reform and Land Related Taxes in South Africa," ERES, European Real Estate Society (ERES), number eres1996_165, Jun.

Undated

1. Alexander Zimper, undated, "Strategic market games with interim price information," ERSA Working Paper Series, Economic Research Southern Africa, number v::y:2025:i::id:205.

---

Journal articles

2026

1. Elie Bouri & Matteo Foglia & Sayar Karmakar & Rangan Gupta, 2026, "Return‐Volatility Nexus in the Digital Asset Class: A Dynamic Multilayer Connectedness Analysis," Bulletin of Economic Research, Wiley Blackwell, volume 78, issue 2, pages 498-512, April, DOI: 10.1111/boer.70035.
   
   • Elie Bouri & Matteo Foglia & Sayar Karmakar & Rangan Gupta, 2024, "Return-Volatility Nexus in the Digital Asset Class: A Dynamic Multilayer Connectedness Analysis," Working Papers, University of Pretoria, Department of Economics, number 202432, Jul.
2. Oguzhan Cepni & Riza Demirer & Rangan Gupta & Christian Pierdzioch, 2026, "Political Geography and Stock Market Volatility: The Role of Political Alignment Across Sentiment Regimes," Scottish Journal of Political Economy, Scottish Economic Society, volume 73, issue 1, February, DOI: 10.1111/sjpe.70028.
   
   • Oguzhan Cepni & Riza Demirer & Rangan Gupta & Christian Pierdzioch, 2024, "Political Geography and Stock Market Volatility: The Role of Political Alignment across Sentiment Regimes," Working Papers, University of Pretoria, Department of Economics, number 202414, Mar.
3. Xin Sheng & Rangan Gupta & Wenting Liao & Oguzhan Cepni, 2026, "The Effects of Uncertainty on Economic Conditions Across US States: The Role of Climate Risks," Scottish Journal of Political Economy, Scottish Economic Society, volume 73, issue 1, February, DOI: 10.1111/sjpe.70035.
   
   • Xin Sheng & Rangan Gupta & Wenting Liao & Oguzhan Cepni, 2024, "The Effects of Uncertainty on Economic Conditions across US States: The Role of Climate Risks," Working Papers, University of Pretoria, Department of Economics, number 202410, Mar.
4. Bonaccolto, Giovanni & Karmakar, Sayar & Bouri, Elie & Gupta, Rangan, 2026, "Spillover and predictability of volatility of 50 major cryptocurrencies: Evidence from a LASSO-regularized Quantile VAR," The North American Journal of Economics and Finance, Elsevier, volume 85, issue C, DOI: 10.1016/j.najef.2026.102668.
   
   • Giovanni Bonaccolto & Sayar Karmakar & Elie Bouri & Rangan Gupta, 2025, "Spillover and Predictability of Volatility of 50 Major Cryptocurrencies: Evidence from a LASSO-Regularized Quantile VAR," Working Papers, University of Pretoria, Department of Economics, number 202538, Sep.
5. Bonato, Matteo & Gupta, Rangan & Pierdzioch, Christian, 2026, "Do shortages forecast aggregate and sectoral U.S. stock market realized variance? Evidence from a century of data," Journal of Empirical Finance, Elsevier, volume 86, issue C, DOI: 10.1016/j.jempfin.2026.101726.
   
   • Matteo Bonato & Rangan Gupta & Christian Pierdzioch, 2024, "Do Shortages Forecast Aggregate and Sectoral U.S. Stock Market Realized Variance? Evidence from a Century of Data," Working Papers, University of Pretoria, Department of Economics, number 202450, Nov.
6. Sheng, Xin & Cepni, Oguzhan & Gupta, Rangan & Markovski, Minko, 2026, "Mixed frequency machine learning forecasting of the growth of real gross fixed capital formation in the United States: the role of extreme weather conditions," Finance Research Letters, Elsevier, volume 106, issue C, DOI: 10.1016/j.frl.2026.110271.
   
   • Xin Sheng & Oguzhan Cepni & Rangan Gupta & Minko Markovski, 2025, "Mixed Frequency Machine Learning Forecasting of the Growth of Real Gross Fixed Capital Formation in the United States: The Role of Extreme Weather Conditions," Working Papers, University of Pretoria, Department of Economics, number 202520, May.
7. Bonato, Matteo & Cepni, Oguzhan & Gupta, Rangan & Pierdzioch, Christian, 2026, "Credit standards: A new predictor of U.S. stock market realized volatility," Finance Research Letters, Elsevier, volume 106, issue C, DOI: 10.1016/j.frl.2026.110298.
   
   • Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2026, "Credit Standards: A New Predictor of U.S. Stock Market Realized Volatility," Working Papers, University of Pretoria, Department of Economics, number 202607, Mar.
8. Foglia, Matteo & Gupta, Rangan & Caraiani, Petre & Pacelli, Vincenzo, 2026, "Time-varying spillover of multi-scale positive and negative bubbles in stock and oil markets," Finance Research Letters, Elsevier, volume 88, issue C, DOI: 10.1016/j.frl.2025.109179.
   
   • Matteo Foglia & Rangan Gupta & Petre Caraiani & Vincenzo Pacelli, 2025, "Time-Varying Spillover of Multi-Scale Positive and Negative Bubbles in Stock and Oil Markets," Working Papers, University of Pretoria, Department of Economics, number 202534, Sep.
9. Charfeddine, Lanouar & Ben Khediri, Karim & Aye, Goodness C. & Gupta, Rangan, 2026, "Addendum to “Time-varying efficiency of developed and emerging bond markets: Evidence from long-spans of historical data” [Phys. A: Stat. Mech. Appl. 505 (2018) 632–647]," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 690, issue C, DOI: 10.1016/j.physa.2026.131455.
10. Bonato, Matteo & Demirer, Riza & Gupta, Rangan & Olaniran, Abeeb, 2026, "Does mining activity drive crash risks in bitcoin?," The Quarterly Review of Economics and Finance, Elsevier, volume 105, issue C, DOI: 10.1016/j.qref.2025.102082.
11. Salisu, Afees A. & Gupta, Rangan & Cepni, Oguzhan, 2026, "Housing market variables and predictability of state-level stock market volatility of the United States: Fundamentals versus sentiments in a mixed-frequency framework," The Quarterly Review of Economics and Finance, Elsevier, volume 105, issue C, DOI: 10.1016/j.qref.2025.102087.
12. Caporin, Massimiliano & Cepni, Oguzhan & Gupta, Rangan & Maillet, Bertrand B., 2026, "Dynamic connectedness across U.S. state-level regional equity markets: The role of time-varying common and idiosyncratic factors," The Quarterly Review of Economics and Finance, Elsevier, volume 107, issue C, DOI: 10.1016/j.qref.2026.102141.
13. Bouri, Elie & Can, Ufuk & Cepni, Oguzhan & Gupta, Rangan, 2026, "Oil price shocks and stock market bubble-risk indicators," The Quarterly Review of Economics and Finance, Elsevier, volume 108, issue C, DOI: 10.1016/j.qref.2026.102178.
14. Caporin, Massimiliano & Gupta, Rangan & Subramaniam, Sowmya & Torrent, Hudson S., 2026, "Supply Constraints and Conditional Distribution Predictability of Inflation and its Volatility: A Nonparametric Mixed-Frequency Causality-in-Quantiles Approach," Research in Economics, Elsevier, volume 80, issue 2, DOI: 10.1016/j.rie.2026.101128.
    
    • Massimiliano Caporin & Rangan Gupta & Sowmya Subramaniam & Hudson S. Torrent, 2025, "Supply Constraints and Conditional Distribution Predictability of Inflation and its Volatility: A Non-parametric Mixed-Frequency Causality-in-Quantiles Approach," Working Papers, University of Pretoria, Department of Economics, number 202526, Aug.
15. Cepni, Oguzhan & Gupta, Rangan & Karahan, Cenk C. & Lucey, Brian, 2026, "Retraction notice to “Oil price shocks and yield curve dynamics in emerging markets” [International Review of Economics and Finance 80 (2022) 613–623]," International Review of Economics & Finance, Elsevier, volume 105, issue C, DOI: 10.1016/j.iref.2026.104888.
    
    • Cepni, Oguzhan & Gupta, Rangan & Karahan, Cenk C. & Lucey, Brian, 2022, "Oil price shocks and yield curve dynamics in emerging markets," International Review of Economics & Finance, Elsevier, volume 80, issue C, pages 613-623, DOI: 10.1016/j.iref.2022.02.065.
16. Caraiani, Petre & Polat, Onur & Gupta, Rangan & Bouri, Elie, 2026, "Physical and transition climate risks and financial risk predictability in the US banking sector," International Review of Economics & Finance, Elsevier, volume 107, issue C, DOI: 10.1016/j.iref.2026.105099.
17. Xuewei Zhou & Zisheng Ouyang & Rangan Gupta & Qiang Ji, 2026, "Time-varying multilayer networks analysis of frequency connectedness in commodity futures markets," Empirical Economics, Springer, volume 70, issue 2, pages 1-41, February, DOI: 10.1007/s00181-026-02886-6.
    
    • Xuewei Zhou & Zisheng Ouyang & Rangan Gupta & Qiang Ji, 2024, "Time-Varying Multilayer Networks Analysis of Frequency Connectedness in Commodity Futures Markets," Working Papers, University of Pretoria, Department of Economics, number 202422, Jun.
18. Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Oguzhan Cepni, 2026, "The Role of Energy Market Uncertainties in Forecasting US State-Level Stock Market Volatility: A GARCH-MIDAS Approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 12, issue 1, pages 1-40, December, DOI: 10.1186/s40854-026-00959-0.
19. Onur Polat & Rangan Gupta & Elie Bouri & Mariem Brahim, 2026, "Climate risks and predictability of the conditional distributions of rare earth stock returns and volatility," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 50, issue 1, pages 1-26, December, DOI: 10.1007/s12197-026-09750-4.
    
    • Onur Polat & Rangan Gupta & Elie Bouri & Mariem Brahim, 2025, "Climate Risks and Predictability of the Conditional Distributions of Rare Earth Stock Returns and Volatility," Working Papers, University of Pretoria, Department of Economics, number 202517, Apr.
20. Elie Bouri & Rangan Gupta & Asingamaanda Liphadzi & Christian Pierdzioch, 2026, "Forecasting the volatility of stock returns in the G7 countries over centuries: the role of climate risks," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 50, issue 1, pages 1-32, December, DOI: 10.1007/s12197-026-09751-3.
21. Ruipeng Liu & Mawuli Segnon & Oguzhan Cepni & Rangan Gupta, 2026, "Forecasting Volatility of Commodity, Currency, and Stock Markets: Evidence From Markov‐Switching Multifractal Models," Journal of Forecasting, John Wiley & Sons, Ltd., volume 45, issue 6, pages 2905-2941, September, DOI: 10.1002/for.70145.
    
    • Ruipeng Liu & Mawuli Segnon & Oguzhan Cepni & Rangan Gupta, 2023, "Forecasting Volatility of Commodity, Currency, and Stock Markets: Evidence from Markov Switching Multifractal Models," Working Papers, University of Pretoria, Department of Economics, number 202340, Dec.
22. Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Onur Polat, 2026, "Forecasting Natural Gas Futures Price Volatility of the United States: National Versus State‐Level Climate Concern Indexes," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 46, issue 7, pages 1275-1297, July, DOI: 10.1002/fut.70108.
    
    • Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Onur Polat, 2025, "Forecasting Natural Gas Futures Price Volatility of the United States: National versus State-Level Climate Concern Indexes," Working Papers, University of Pretoria, Department of Economics, number 202541, Nov.
23. Tumisang Loate & Nicola Viegi, 2026, "Can monetary and fiscal policy account for South Africa’s stagnation?," Applied Economics, Taylor & Francis Journals, volume 58, issue 11, pages 2027-2042, March, DOI: 10.1080/00036846.2025.2473109.

2025

1. Jeffrey H. Bergstrand & Matthew W. Clance, 2025, "Quantile Gravity: Economic Integration Agreements, Least Traded Goods, and Less Developed Economies," Review of International Economics, Wiley Blackwell, volume 33, issue 4, pages 951-987, September, DOI: 10.1111/roie.12814.
2. Bergstrand, Jeffrey H. & Clance, Matthew W. & Santos Silva, J.M.C., 2025, "The tails of gravity: Using expectiles to quantify the trade-margins effects of economic integration agreements," Journal of International Economics, Elsevier, volume 157, issue C, DOI: 10.1016/j.jinteco.2025.104145.
   
   • Jeffrey H. Bergstrand & Matthew W. Clance & Joao M.C. Santos Silva, 2025, "The Tails of Gravity: Using Expectiles to Quantify the Trade-Margins Effects of Economic Integration Agreements," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0125, Feb.
3. Omokolade Akinsomi & Samuel Duah & Matthew Clance, 2025, "The Determinants of Office Yields in European Cities," Journal of Real Estate Literature, Taylor & Francis Journals, volume 33, issue 1, pages 1-23, January, DOI: 10.1080/09277544.2024.2412466.
4. Yuvana Jaichand & Reneé van Eyden & Rangan Gupta, 2025, "Presidential Approval Ratings and Stock Market Performance in Latin America," Scottish Journal of Political Economy, Scottish Economic Society, volume 72, issue 4, September, DOI: 10.1111/sjpe.70011.
   
   • Yuvana Jaichand & Renee van Eyden & Rangan Gupta, 2024, "Presidential Approval Ratings and Stock Market Performance in Latin America," Working Papers, University of Pretoria, Department of Economics, number 202411, Mar.
5. Reneé van Eyden & Rangan Gupta & Xin Sheng & Joshua Nielsen, 2025, "Predicting Multi-Scale Positive and Negative Stock Market Bubbles in a Panel of G7 Countries: The Role of Oil Price Uncertainty," Economies, MDPI, volume 13, issue 2, pages 1-25, January.
   
   • Renee van Eyden & Rangan Gupta & Xin Sheng & Joshua Nielsen, 2023, "Predicting Multi-Scale Positive and Negative Stock Market Bubbles in a Panel of G7 Countries: The Role of Oil Price Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 202332, Oct.
6. Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Sisa Shiba, 2025, "Energy Market Uncertainties and Gold Return Volatility: A GARCH–MIDAS Approach," Australian Economic Papers, Wiley Blackwell, volume 64, issue 3, pages 320-329, September, DOI: 10.1111/1467-8454.12396.
   
   • Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Sisa Shiba, 2024, "Energy Market Uncertainties and Gold Return Volatility: A GARCH-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 202431, Jul.
7. Gupta Rangan & Sun Xiaojin, 2025, "Time-Varying Parameter Four-Equation DSGE Model," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 29, issue 2, pages 235-246, DOI: 10.1515/snde-2023-0010.
   
   • Rangan Gupta & Xiaojin Sun, 2022, "Time-Varying Parameter Four-Equation DSGE Model," Working Papers, University of Pretoria, Department of Economics, number 202234, Aug.
8. Gupta, Rangan & Nel, Jacobus & Nielsen, Joshua & Pierdzioch, Christian, 2025, "Stock market volatility and multi-scale positive and negative bubbles," The North American Journal of Economics and Finance, Elsevier, volume 75, issue PA, DOI: 10.1016/j.najef.2024.102300.
   
   • Rangan Gupta & Jacobus Nel & Joshua Nielsen & Christian Pierdzioch, 2023, "Stock Market Volatility and Multi-Scale Positive and Negative Bubbles," Working Papers, University of Pretoria, Department of Economics, number 202310, May.
9. Bouri, Elie & Cepni, Oguzhan & Gupta, Rangan & Liu, Ruipeng, 2025, "Supply chain constraints and the predictability of the conditional distribution of international stock market returns and volatility," Economics Letters, Elsevier, volume 247, issue C, DOI: 10.1016/j.econlet.2025.112176.
   
   • Elie Bouri & Oguzhan Cepni & Rangan Gupta & Ruipeng Liu, 2024, "Supply Chain Constraints and the Predictability of the Conditional Distribution of International Stock Market Returns and Volatility," Working Papers, University of Pretoria, Department of Economics, number 202440, Sep.
10. Gupta, Rangan & Ma, Wei, 2025, "Investment adjustment costs and growth dynamics," Economics Letters, Elsevier, volume 257, issue C, DOI: 10.1016/j.econlet.2025.112726.
    
    • Rangan Gupta & Wei Ma, 2025, "Investment Adjustment Costs and Growth Dynamics," Working Papers, University of Pretoria, Department of Economics, number 202537, Sep.
11. Luo, Jiawen & Cepni, Oguzhan & Demirer, Riza & Gupta, Rangan, 2025, "Forecasting multivariate volatilities with exogenous predictors: An application to industry diversification strategies," Journal of Empirical Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.jempfin.2025.101595.
    
    • Jiawen Luo & Oguzhan Cepni & Riza Demirer & Rangan Gupta, 2022, "Forecasting Multivariate Volatilities with Exogenous Predictors: An Application to Industry Diversification Strategies," Working Papers, University of Pretoria, Department of Economics, number 202258, Dec.
12. Polat, Onur & Cunado, Juncal & Cepni, Oguzhan & Gupta, Rangan, 2025, "Oil price shocks and the connectedness of US state-level financial markets," Energy Economics, Elsevier, volume 141, issue C, DOI: 10.1016/j.eneco.2024.108128.
    
    • Onur Polat & Juncal Cunado & Oguzhan Cepni & Rangan Gupta, 2024, "Oil Price Shocks and the Connectedness of US State-Level Financial Markets," Working Papers, University of Pretoria, Department of Economics, number 202438, Sep.
13. Polat, Onur & Somani, Dhanashree & Gupta, Rangan & Karmakar, Sayar, 2025, "Shortages and machine-learning forecasting of oil returns volatility: 1900–2024," Finance Research Letters, Elsevier, volume 79, issue C, DOI: 10.1016/j.frl.2025.107334.
    
    • Onur Polat & Dhanashree Somani & Rangan Gupta & Sayar Karmakar, 2025, "Shortages and Machine-Learning Forecasting of Oil Returns Volatility: 1900-2024," Working Papers, University of Pretoria, Department of Economics, number 202503, Feb.
14. Somani, Dhanashree & Gupta, Rangan & Karmakar, Sayar & Plakandaras, Vasilios, 2025, "Supply bottlenecks and machine learning forecasting of international stock market volatility," Finance Research Letters, Elsevier, volume 86, issue PG, DOI: 10.1016/j.frl.2025.108931.
    
    • Dhanashree Somani & Rangan Gupta & Sayar Karmakar & Vasilios Plakandaras, 2025, "Supply Bottlenecks and Machine Learning Forecasting of International Stock Market Volatility," Working Papers, University of Pretoria, Department of Economics, number 202521, Jun.
15. Nandnaba, Sarah & Hailemariam, Abebe & Gupta, Rangan & Sheng, Xin, 2025, "Oil consumption and growth: Is there a threshold effect of greenhouse gases emissions," Innovation and Green Development, Elsevier, volume 4, issue 3, DOI: 10.1016/j.igd.2025.100240.
16. Caporin, Massimiliano & Caraiani, Petre & Cepni, Oguzhan & Gupta, Rangan, 2025, "Predicting the conditional distribution of US stock market systemic Stress: The role of climate risks," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 101, issue C, DOI: 10.1016/j.intfin.2025.102156.
    
    • Massimiliano Caporin & Petre Caraiani & Oguzhan Cepni & Rangan Gupta, 2024, "Predicting the Conditional Distribution of US Stock Market Systemic Stress: The Role of Climate Risks," Working Papers, University of Pretoria, Department of Economics, number 202407, Mar.
17. Cepni, Oguzhan & Gil-Alana, Luis A. & Gupta, Rangan & Polat, Onur, 2025, "Time-variation in the persistence of carbon price uncertainty: The role of carbon policy uncertainty," The Quarterly Review of Economics and Finance, Elsevier, volume 102, issue C, DOI: 10.1016/j.qref.2025.102004.
    
    • Oguzhan Cepni & Luis A. Gil-Alana & Rangan Gupta & Onur Polat, 2024, "Time-Variation in the Persistence of Carbon Price Uncertainty: The Role of Carbon Policy Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 202446, Oct.
18. Babalos, Vassilios & Bouri, Elie & Gupta, Rangan, 2025, "Does the introduction of US spot Bitcoin ETFs affect spot returns and volatility of major cryptocurrencies?," The Quarterly Review of Economics and Finance, Elsevier, volume 102, issue C, DOI: 10.1016/j.qref.2025.102006.
19. Foglia, Matteo & Plakandaras, Vasilios & Gupta, Rangan & Bouri, Elie, 2025, "Rare disasters and multilayer spillovers between volatility and skewness in international stock markets over a century of data: The role of geopolitical risk," International Review of Economics & Finance, Elsevier, volume 101, issue C, DOI: 10.1016/j.iref.2025.104183.
20. Foglia, Matteo & Plakandaras, Vasilios & Gupta, Rangan & Ji, Qiang, 2025, "Long-span multi-layer spillovers between moments of advanced equity markets: The role of climate risks," Research in International Business and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.ribaf.2024.102667.
    
    • Matteo Foglia & Vasilios Plakandaras & Rangan Gupta & Qiang Ji, 2024, "Long-Span Multi-Layer Spillovers between Moments of Advanced Equity Markets: The Role of Climate Risks," Working Papers, University of Pretoria, Department of Economics, number 202415, Apr.
21. Salisu, Afees A. & Ogbonna, Ahamuefula E. & Gupta, Rangan & Bouri, Elie, 2025, "Forecasting spot and futures price volatility of agricultural commodities: The role of climate-related migration uncertainty," Research in International Business and Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.ribaf.2025.103133.
    
    • Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Elie Bouri, 2025, "Forecasting Spot and Futures Price Volatility of Agricultural Commodities: The Role of Climate-Related Migration Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 202516, Apr.
22. Afees A. Salisu & Rangan Gupta, 2025, "Commodity Risk and Forecastability of International Stock Returns: The Role of Oil Returns Skewness," Risks, MDPI, volume 13, issue 3, pages 1-20, March.
23. Bruno Tag Sales & Hudson S. Torrent & Rangan Gupta, 2025, "Forecasting real housing price returns of the USA using machine learning: the role of climate risks," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, volume 15, issue 3, pages 225-246.
24. Shixuan Wang & Rangan Gupta & Matteo Bonato & Oğuzhan Çepni, 2025, "The Effects of Conventional and Unconventional Monetary Policy Shocks on US REITs Moments: Evidence from VARs with Functional Shocks," The Journal of Real Estate Finance and Economics, Springer, volume 71, issue 4, pages 642-702, November, DOI: 10.1007/s11146-024-09978-z.
    
    • Shixuan Wang & Rangan Gupta & Matteo Bonato & Oguzhan Cepni, 2022, "The Effects of Conventional and Unconventional Monetary Policy Shocks on US REITs Moments: Evidence from VARs with Functional Shocks," Working Papers, University of Pretoria, Department of Economics, number 202219, Apr.
25. Oguzhan Cepni & Hardik A. Marfatia & Rangan Gupta, 2025, "The time-varying impact of uncertainty shocks on the co-movement of regional housing prices of the United Kingdom," Humanities and Social Sciences Communications, Palgrave Macmillan, volume 12, issue 1, pages 1-22, December, DOI: 10.1057/s41599-025-04494-8.
    
    • Oguzhan Cepni & Hardik A. Marfatia & Rangan Gupta, 2021, "The Time-Varying Impact of Uncertainty Shocks on the Comovement of Regional Housing Prices of the United Kingdom," Working Papers, University of Pretoria, Department of Economics, number 202168, Oct.
26. Oguzhan Cepni & Rangan Gupta & Jacobus Nel & Joshua Nielsen, 2025, "Monetary policy shocks and multi-scale positive and negative bubbles in an emerging country: the case of India," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 11, issue 1, pages 1-25, December, DOI: 10.1186/s40854-024-00692-6.
    
    • Oguzhan Cepni & Rangan Gupta & Jacobus Nel & Joshua Nielsen, 2023, "Monetary Policy Shocks and Multi-Scale Positive and Negative Bubbles in an Emerging Country: The Case of India," Working Papers, University of Pretoria, Department of Economics, number 202305, Mar.
27. Juncal Cunado & David Gabauer & Rangan Gupta & Chien-Chiang Lee, 2025, "On the propagation mechanism of international real interest rate spillovers: evidence from more than 200 years of data," Applied Economics, Taylor & Francis Journals, volume 57, issue 7, pages 790-804, February, DOI: 10.1080/00036846.2024.2309458.
    
    • Juncal Cunado & David Gabauer & Rangan Gupta & Chien-Chiang Lee, 2022, "On the Propagation Mechanism of International Real Interest Rate Spillovers: Evidence from More than 200 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 202212, Feb.
28. Afees A. S alisu & Wenting Liao & Rangan Gupta & Oguzhan Cepni, 2025, "Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor Versus National Factor in a GARCH‐MIDAS Model," Journal of Forecasting, John Wiley & Sons, Ltd., volume 44, issue 4, pages 1441-1466, July, DOI: 10.1002/for.3251.
    
    • Afees A. Salisu & Wenting Liao & Rangan Gupta & Oguzhan Cepni, 2023, "Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor versus National Factor in a GARCH-MIDAS Model," Working Papers, University of Pretoria, Department of Economics, number 202323, Aug.
29. Kejin Wu & Sayar Karmakar & Rangan Gupta, 2025, "GARCHX‐NoVaS: A Bootstrap‐Based Approach of Forecasting for GARCHX Models," Journal of Forecasting, John Wiley & Sons, Ltd., volume 44, issue 7, pages 2151-2169, November, DOI: 10.1002/for.3286.
30. Elie Bouri & Rangan Gupta & Hardik A. Marfatia & Jacobus Nel, 2025, "Do Climate Risks Predict US Housing Returns and Volatility? Evidence from a Quantiles-Based Approach," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 20, issue 01, pages 1-21, March, DOI: 10.1142/S2010495225500046.
    
    • Elie Bouri & Rangan Gupta & Hardik A. Marfatia & Jacobus Nel, 2022, "Do Climate Risks Predict US Housing Returns and Volatility? Evidence from a Quantiles-Based Approach," Working Papers, University of Pretoria, Department of Economics, number 202240, Sep.
31. Inglesi-Lotz, Roula & Kuziboev, Bekhzod & Ibadullaev, Ergash & Saidmamatov, Olimjon & Çatık, A. Nazif, 2025, "Energy uncertainty and geopolitical tensions: Impacts on European CO2 emissions," Energy, Elsevier, volume 337, issue C, DOI: 10.1016/j.energy.2025.138592.
32. Nel, Jacobus & Inglesi-Lotz, Roula, 2025, "The relationship between electric vehicle adoption and electricity consumption: Evidence from Europe," Utilities Policy, Elsevier, volume 96, issue C, DOI: 10.1016/j.jup.2025.102032.
33. Xolani Sibande & Alistair Milne, 2025, "The Impact of Basel III Implementation on Bank Lending in South Africa," South African Journal of Economics, Economic Society of South Africa, volume 93, issue 1, pages 6-26, March, DOI: 10.1111/saje.12398.
    
    • Xolani Sibande & Alistair Milne, 2024, "The impact of Basel III implementation on bank lending in South Africa," Working Papers, South African Reserve Bank, number 11055, Jan.
34. Xolani Sibande & Dumakude Nxumalo & Keaoleboga Mncube & Steve Koch & Nicola Viegi, 2025, "Regulation and Bank Lending in South Africa: A Narrative Index Approach," South African Journal of Economics, Economic Society of South Africa, volume 93, issue 1, pages 73-85, March, DOI: 10.1111/saje.12401.
    
    • Xolani Sibande & Dumakude Nxumalo & Keaoleboga Mncube & Steve Koch & Nicola Viegi, 2024, "Regulation and bank lending in South Africa a narrative index approach," Working Papers, South African Reserve Bank, number 11069, Oct.
35. Pirozhkova, Ekaterina & Viegi, Nicola, 2025, "The bank lending channel of monetary policy transmission in South Africa," The Quarterly Review of Economics and Finance, Elsevier, volume 104, issue C, DOI: 10.1016/j.qref.2025.102041.
    
    • Ekaterina Pirozhkova & Nicola Viegi, 2025, "The bank lending channel of monetary policy transmission in South Africa," Post-Print, HAL, number hal-05467839, Dec, DOI: 10.1016/j.qref.2025.102041.
    • Ekaterina Pirozhkova & Nicola Viegi, 2024, "The Bank Lending Channel of Monetary Policy Transmission in South Africa," Working Papers, University of Pretoria, Department of Economics, number 202443, Sep.
    • Ekaterina Pirozhkova & Nicola Viegi, 2024, "The bank lending channel of monetary policy transmission in South Africa," Working Papers, South African Reserve Bank, number 11072, Nov.

2024

1. Leoné Walters & Carolyn Chisadza & Matthew Clance, 2024, "Slave trades, kinship structures and women's political participation in Africa," Kyklos, Wiley Blackwell, volume 77, issue 3, pages 734-758, August, DOI: 10.1111/kykl.12384.
   
   • Leone Walters & Carolyn Chisadza & Matthew Clance, 2021, "Slave Trades, Kinship Structures and Women Political Participation in Africa," Working Papers, University of Pretoria, Department of Economics, number 202156, Aug.
2. Carolyn Chisadza & Matthew Clance & Rangan Gupta & Mark E. Wohar, 2024, "Giant oil discoveries and conflicts," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, volume 26, issue 6, pages 15681-15710, June, DOI: 10.1007/s10668-023-03270-5.
   
   • Carolyn Chisadza & Matthew Clance & Rangan Gupta & Mark E. Wohar, 2019, "Giant Oil Discoveries and Conflicts," Working Papers, University of Pretoria, Department of Economics, number 201964, Aug.
3. Getachew, Yoseph, 2024, "Effects of higher education subsidies on equity and efficiency across developmental stages," Economic Modelling, Elsevier, volume 136, issue C, DOI: 10.1016/j.econmod.2024.106754.
4. Oguzhan Cepni & Rangan Gupta & Wenting Liao & Jun Ma, 2024, "Climate risks and forecastability of the weekly state‐level economic conditions of the United States," International Review of Finance, International Review of Finance Ltd., volume 24, issue 1, pages 154-162, March, DOI: 10.1111/irfi.12431.
   
   • Oguzhan Cepni & Rangan Gupta & Wenting Liao & Jun Ma, 2022, "Climate Risks and Forecastability of the Weekly State-Level Economic Conditions of the United States," Working Papers, University of Pretoria, Department of Economics, number 202251, Oct.
5. Liao, Wenting & Sheng, Xin & Gupta, Rangan & Karmakar, Sayar, 2024, "Extreme weather shocks and state-level inflation of the United States," Economics Letters, Elsevier, volume 238, issue C, DOI: 10.1016/j.econlet.2024.111714.
   
   • Wenting Liao & Xin Sheng & Rangan Gupta & Sayar Karmakar, 2024, "Extreme Weather Shocks and State-Level Inflation of the United States," Working Papers, University of Pretoria, Department of Economics, number 202402, Jan.
6. André, Christophe & Christou, Christina & Gupta, Rangan, 2024, "Revisiting international house price convergence using house price level data," Economic Systems, Elsevier, volume 48, issue 2, DOI: 10.1016/j.ecosys.2024.101181.
   
   • Christophe Andre & Christina Christou & Rangan Gupta, 2022, "Revisiting International House Price Convergence Using House Price Level Data," Working Papers, University of Pretoria, Department of Economics, number 202226, May.
7. Salisu, Afees A. & Demirer, Riza & Gupta, Rangan, 2024, "Technological shocks and stock market volatility over a century," Journal of Empirical Finance, Elsevier, volume 79, issue C, DOI: 10.1016/j.jempfin.2024.101561.
8. Gupta, Rangan & Nielsen, Joshua & Pierdzioch, Christian, 2024, "Stock market bubbles and the realized volatility of oil price returns," Energy Economics, Elsevier, volume 132, issue C, DOI: 10.1016/j.eneco.2024.107432.
   
   • Rangan Gupta & Joshua Nielsen & Christian Pierdzioch, 2023, "Stock Market Bubbles and the Realized Volatility of Oil Price Returns," Working Papers, University of Pretoria, Department of Economics, number 202325, Aug.
9. Zhang, Yunhan & Gabauer, David & Gupta, Rangan & Ji, Qiang, 2024, "How connected is the oil-bank network? Firm-level and high-frequency evidence," Energy Economics, Elsevier, volume 136, issue C, DOI: 10.1016/j.eneco.2024.107684.
   
   • Yunhan Zhang & Qiang Ji & David Gabauer & Rangan Gupta, 2024, "How Connected is the Oil-Bank Network? Firm-Level and High-Frequency Evidence," Working Papers, University of Pretoria, Department of Economics, number 202405, Feb.
10. Çekin, Semih Emre & Ivashchenko, Sergey & Gupta, Rangan & Lee, Chien-Chiang, 2024, "Real-time forecast of DSGE models with time-varying volatility in GARCH form," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103175.
    
    • Sergey Ivashchenko & Semih Emre Cekin & Rangan Gupta & Chien-Chiang Lee, 2022, "Real-Time Forecast of DSGE Models with Time-Varying Volatility in GARCH Form," Working Papers, University of Pretoria, Department of Economics, number 202204, Jan.
11. Salisu, Afees A. & Ogbonna, Ahamuefula E. & Gupta, Rangan & Ji, Qiang, 2024, "Energy market uncertainties and exchange rate volatility: A GARCH-MIDAS approach," Finance Research Letters, Elsevier, volume 67, issue PB, DOI: 10.1016/j.frl.2024.105847.
    
    • Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Qiang Ji, 2024, "Energy Market Uncertainties and Exchange Rate Volatility: A GARCH-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 202418, Apr.
12. Polat, Onur & Gupta, Rangan & Cepni, Oguzhan & Ji, Qiang, 2024, "Can municipal bonds hedge US state-level climate risks?," Finance Research Letters, Elsevier, volume 67, issue PB, DOI: 10.1016/j.frl.2024.105915.
    
    • Onur Polat & Rangan Gupta & Oguzhan Cepni & Qiang Ji, 2024, "Can Municipal Bonds Hedge US State-Level Climate Risks?," Working Papers, University of Pretoria, Department of Economics, number 202419, Apr.
13. Bouri, Elie & Gupta, Rangan & Pierdzioch, Christian & Polat, Onur, 2024, "Forecasting U.S. recessions using over 150 years of data: Stock-market moments versus oil-market moments," Finance Research Letters, Elsevier, volume 69, issue PB, DOI: 10.1016/j.frl.2024.106179.
    
    • Elie Bouri & Rangan Gupta & Christian Pierdzioch & Onur Polat, 2024, "Forecasting U.S. Recessions Using Over 150 Years of Data: Stock-Market Moments versus Oil-Market Moments," Working Papers, University of Pretoria, Department of Economics, number 202435, Aug.
14. Sheng, Xin & Gupta, Rangan & Cepni, Oguzhan, 2024, "Time-Varying effects of extreme weather shocks on output growth of the United States," Finance Research Letters, Elsevier, volume 70, issue C, DOI: 10.1016/j.frl.2024.106318.
    
    • Xin Sheng & Rangan Gupta & Oguzhan Cepni, 2023, "Time-Varying Effects of Extreme Weather Shocks on Output Growth of the United States," Working Papers, University of Pretoria, Department of Economics, number 202324, Aug.
15. Fava, Santino Del & Gupta, Rangan & Pierdzioch, Christian & Rognone, Lavinia, 2024, "Forecasting international financial stress: The role of climate risks," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 92, issue C, DOI: 10.1016/j.intfin.2024.101975.
    
    • Santino Del Fava & Rangan Gupta & Christian Pierdzioch & Lavinia Rognone, 2023, "Forecasting International Financial Stress: The Role of Climate Risks," Working Papers, University of Pretoria, Department of Economics, number 202329, Sep.
16. Segnon, Mawuli & Gupta, Rangan & Wilfling, Bernd, 2024, "Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks," International Journal of Forecasting, Elsevier, volume 40, issue 1, pages 29-43, DOI: 10.1016/j.ijforecast.2022.11.007.
    
    • Mawuli Segnon & Rangan Gupta & Bernd Wilfling, 2022, "Forecasting Stock Market Volatility with Regime-Switching GARCH-MIDAS: The Role of Geopolitical Risks," Working Papers, University of Pretoria, Department of Economics, number 202203, Jan.
17. Demirer, Riza & Gabauer, David & Gupta, Rangan & Nielsen, Joshua, 2024, "Gold, platinum and the predictability of bubbles in global stock markets," Resources Policy, Elsevier, volume 90, issue C, DOI: 10.1016/j.resourpol.2024.104808.
18. Bouri, Elie & Gupta, Rangan & Pierdzioch, Christian, 2024, "Modeling the presidential approval ratings of the United States using machine-learning: Does climate policy uncertainty matter?," European Journal of Political Economy, Elsevier, volume 85, issue C, DOI: 10.1016/j.ejpoleco.2024.102602.
    
    • Elie Bouri & Rangan Gupta & Christian Pierdzioch, 2024, "Modeling the Presidential Approval Ratings of the United States using Machine-Learning: Does Climate Policy Uncertainty Matter?," Working Papers, University of Pretoria, Department of Economics, number 202406, Feb.
19. Salisu, Afees A. & Ogbonna, Ahamuefula E. & Gupta, Rangan & Bouri, Elie, 2024, "Energy-related uncertainty and international stock market volatility," The Quarterly Review of Economics and Finance, Elsevier, volume 95, issue C, pages 280-293, DOI: 10.1016/j.qref.2024.04.005.
    
    • Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Elie Bouri, 2023, "Energy-Related Uncertainty and International Stock Market Volatility," Working Papers, University of Pretoria, Department of Economics, number 202336, Dec.
20. Gabauer, David & Gupta, Rangan & Marfatia, Hardik A. & Miller, Stephen M., 2024, "Estimating U.S. housing price network connectedness: Evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models," International Review of Economics & Finance, Elsevier, volume 89, issue PB, pages 349-362, DOI: 10.1016/j.iref.2023.10.013.
    
    • David Gabauer & Rangan Gupta & Hardik A. Marfatia & Stephen M. Miller, 2020, "Estimating U.S. Housing Price Network Connectedness: Evidence from Dynamic Elastic Net, Lasso, and Ridge Vector Autoregressive Models," Working Papers, University of Pretoria, Department of Economics, number 202065, Jul.
    • David Gabauer & Rangan Gupta & Hardik A. Marfatia & Stephen M. Miller, 2020, "Estimating U.S. Housing Price Network Connectedness: Evidence from Dynamic Elastic Net, Lasso, and Ridge Vector Autoregressive Models," Working papers, University of Connecticut, Department of Economics, number 2020-08, Aug.
21. Lesame, Keagile & Ngene, Geoffrey & Gupta, Rangan & Bouri, Elie, 2024, "Herding in international REITs markets around the COVID-19 pandemic," Research in International Business and Finance, Elsevier, volume 67, issue PB, DOI: 10.1016/j.ribaf.2023.102147.
    
    • Keagile Lesame & Geoffrey Ngene & Rangan Gupta & Elie Bouri, 2022, "Herding in International REITs Markets around the COVID-19 Pandemic," Working Papers, University of Pretoria, Department of Economics, number 202218, Apr.
22. Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Ji, Qiang, 2024, "Price effects after one-day abnormal returns and crises in the stock markets," Research in International Business and Finance, Elsevier, volume 70, issue PA, DOI: 10.1016/j.ribaf.2024.102308.
    
    • Alex Plastun & Xolani Sibande & Rangan Gupta & Qiang Ji, 2022, "Price Effects After One-Day Abnormal Returns and Crises in the Stock Markets," Working Papers, University of Pretoria, Department of Economics, number 202222, May.
23. Bonato, Matteo & Cepni, Oguzhan & Gupta, Rangan & Pierdzioch, Christian, 2024, "Financial stress and realized volatility: The case of agricultural commodities," Research in International Business and Finance, Elsevier, volume 71, issue C, DOI: 10.1016/j.ribaf.2024.102442.
    
    • Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2023, "Financial Stress and Realized Volatility: The Case of Agricultural Commodities," Working Papers, University of Pretoria, Department of Economics, number 202320, Jul.
24. Edmond Berisha & Rangan Gupta & Orkideh Gharehgozli, 2024, "Inflation–inequality puzzle: is it still apparent?," Journal of Economic Studies, Emerald Group Publishing Limited, volume 51, issue 7, pages 1461-1480, January, DOI: 10.1108/JES-09-2023-0477.
    
    • Edmond Berisha & Orkideh Gharehgozli & Rangan Gupta, 2022, "Inflation-Inequality Puzzle: Is it Still Apparent?," Working Papers, University of Pretoria, Department of Economics, number 202206, Jan.
25. Prosper E. Edoja & Goodness C. Aye & Rangan Gupta, 2024, "Effects of Energy Consumption, Agricultural Trade, and Productivity on Carbon Emissions in Nigeria: A Quantile Regression Approach," Commodities, MDPI, volume 3, issue 4, pages 1-18, December.
    
    • Prosper E. Edoja & Goodness C. Aye & Rangan Gupta, 2024, "Effects of Energy Consumption, Agricultural Trade and Productivity on Carbon Emissions in Nigeria: A Quantile Regression Approach," Working Papers, University of Pretoria, Department of Economics, number 202445, Oct.
26. O-Chia Chuang & Rangan Gupta & Christian Pierdzioch & Buliao Shu, 2024, "Financial Uncertainty and Gold Market Volatility: Evidence from a Generalized Autoregressive Conditional Heteroskedasticity Variant of the Mixed-Data Sampling (GARCH-MIDAS) Approach with Variable Selection," Econometrics, MDPI, volume 12, issue 4, pages 1-17, December.
27. Rangan Gupta & Anandamayee Majumdar & Christian Pierdzioch & Onur Polat, 2024, "Climate Risks and Real Gold Returns over 750 Years," Forecasting, MDPI, volume 6, issue 4, pages 1-16, October.
    
    • Rangan Gupta & Anandamayee Majumdar & Christian Pierdzioch & Onur Polat, 2024, "Climate Risks and Real Gold Returns over 750 Years," Working Papers, University of Pretoria, Department of Economics, number 202436, Aug.
28. Rangan Gupta & Christian Pierdzioch, 2024, "Multi-Task Forecasting of the Realized Volatilities of Agricultural Commodity Prices," Mathematics, MDPI, volume 12, issue 18, pages 1-26, September.
    
    • Rangan Gupta & Christian Pierdzioch, 2024, "Multi-Task Forecasting of the Realized Volatilities of Agricultural Commodity Prices," Working Papers, University of Pretoria, Department of Economics, number 202423, Jun.
29. Rangan Gupta & Sayar Karmakar & Christian Pierdzioch, 2024, "Safe Havens, Machine Learning, and the Sources of Geopolitical Risk: A Forecasting Analysis Using Over a Century of Data," Computational Economics, Springer;Society for Computational Economics, volume 64, issue 1, pages 487-513, July, DOI: 10.1007/s10614-023-10452-w.
    
    • Rangan Gupta & Sayar Karmakar & Christian Pierdzioch, 2022, "Safe Havens, Machine Learning, and the Sources of Geopolitical Risk: A Forecasting Analysis Using Over a Century of Data," Working Papers, University of Pretoria, Department of Economics, number 202201, Jan.
30. Goodness C. Aye & Christina Christou & Rangan Gupta & Christis Hassapis, 2024, "High-Frequency Contagion between Aggregate and Regional Housing Markets of the United States with Financial Assets: Evidence from Multichannel Tests," The Journal of Real Estate Finance and Economics, Springer, volume 69, issue 2, pages 253-276, August, DOI: 10.1007/s11146-022-09919-8.
    
    • Goodness C. Aye & Christina Christou & Rangan Gupta & Christis Hassapis, 2021, "High-Frequency Contagion between Aggregate and Regional Housing Markets of the United States with Financial Assets: Evidence from Multichannel Tests," Working Papers, University of Pretoria, Department of Economics, number 202159, Aug.
31. Afees A. Salisu & Rangan Gupta & Oguzhan Cepni & Petre Caraiani, 2024, "Oil shocks and state-level stock market volatility of the United States: a GARCH-MIDAS approach," Review of Quantitative Finance and Accounting, Springer, volume 63, issue 4, pages 1473-1510, November, DOI: 10.1007/s11156-024-01295-z.
    
    • Afees A. Salisu & Rangan Gupta & Oguzhan Cepni & Petre Caraiani, 2023, "Oil Shocks and State-Level Stock Market Volatility of the United States: A GARCH-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 202327, Sep.
32. Juncal Cunado & David Gabauer & Rangan Gupta, 2024, "Realized volatility spillovers between energy and metal markets: a time-varying connectedness approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 10, issue 1, pages 1-17, December, DOI: 10.1186/s40854-023-00554-7.
    
    • Juncal Cunado & David Gabauer & Rangan Gupta, 2021, "Realized Volatility Spillovers between Energy and Metal Markets: A Time-Varying Connectedness Approach," Working Papers, University of Pretoria, Department of Economics, number 202180, Nov.
33. Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2024, "Business applications and state‐level stock market realized volatility: A forecasting experiment," Journal of Forecasting, John Wiley & Sons, Ltd., volume 43, issue 2, pages 456-472, March, DOI: 10.1002/for.3042.
    
    • Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2022, "Business Applications and State-Level Stock Market Realized Volatility: A Forecasting Experiment," Working Papers, University of Pretoria, Department of Economics, number 202247, Oct.
34. Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2024, "Forecasting the realized volatility of agricultural commodity prices: Does sentiment matter?," Journal of Forecasting, John Wiley & Sons, Ltd., volume 43, issue 6, pages 2088-2125, September, DOI: 10.1002/for.3106.
    
    • Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2023, "Forecasting the Realized Volatility of Agricultural Commodity Prices: Does Sentiment Matter?," Working Papers, University of Pretoria, Department of Economics, number 202316, May.
35. Rangan Gupta & Savanah Hall & Christian Pierdzioch, 2024, "Realized Stock Market Volatility of the United States: The Role of Employee Sentiment," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 19, issue 02, pages 1-21, June, DOI: 10.1142/S2010495224500064.
    
    • Rangan Gupta & Savanah Hall & Christian Pierdzioch, 2023, "Realized Stock Market Volatility of the United States: The Role of Employee Sentiment," Working Papers, University of Pretoria, Department of Economics, number 202319, Jul.
36. Jacobus Nel & Rangan Gupta & Mark E. Wohar & Christian Pierdzioch, 2024, "Climate Risks And Predictability Of Commodity Returns And Volatility: Evidence From Over 750 Years Of Data," Climate Change Economics (CCE), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 04, pages 1-40, November, DOI: 10.1142/S2010007824500039.
    
    • Jacobus Nel & Rangan Gupta & Mark E. Wohar & Christian Pierdzioch, 2022, "Climate Risks and Predictability of Commodity Returns and Volatility: Evidence from Over 750 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 202242, Sep.
37. Roula Inglesi-Lotz & Anna Maria Oosthuizen & Sharifa Jumaniyazova & Bekhzod Kuziboev & Jie Liu, 2024, "Exploring the Impact of Women Governance on CO2 Emissions in the European Union and Central Asia," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 14, issue 3, pages 639-646, May.
38. Roula Inglesi-Lotz & Bekhzod Kuziboev & Jakhongir Ibragimov & Alibek Rajabov & Jie Liu & Farkhod Abdullaev, 2024, "Linear and Threshold Effect of CO2 Emissions, Economic Development, Clean Fuel and Technology on Health Expenditure in Central Asia," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 14, issue 4, pages 116-124, July.
39. Hwang, Young Kyu & Díez, Ángeles Sánchez & Inglesi-Lotz, Roula, 2024, "The effects of critical mineral endowments on green economic growth in Latin America," Resources Policy, Elsevier, volume 98, issue C, DOI: 10.1016/j.resourpol.2024.105355.
40. Hallegatte, Stéphane & Jooste, Charl & McIsaac, Florent, 2024, "Modeling the macroeconomic consequences of natural disasters: Capital stock, recovery dynamics, and monetary policy," Economic Modelling, Elsevier, volume 139, issue C, DOI: 10.1016/j.econmod.2024.106787.
    
    • Hallegatte,Stephane & Jooste,Charl & Mcisaac,Florent John, 2022, "Macroeconomic Consequences of Natural Disasters : A Modeling Proposal and Application to Floodsand Earthquakes in Turkey," Policy Research Working Paper Series, The World Bank, number 9943, Feb.
41. Koch, Steven F. & Nkuna, Blessings & Ye, Yuxiang, 2024, "Income elasticity of residential electricity consumption in rural South Africa," Energy Economics, Elsevier, volume 131, issue C, DOI: 10.1016/j.eneco.2024.107405.
42. Nicholls, Nicky & Pleace, Michelle & Yitbarek, Eleni, 2024, "Trust in government, social media and willingness to vaccinate," Social Science & Medicine, Elsevier, volume 360, issue C, DOI: 10.1016/j.socscimed.2024.117302.
43. Stefano Farolfi & Damien Jourdain & Eric Mungatana & Nicky Nicholls & Marc Willinger & Eleni Yitbarek, 2024, "Beliefs and preferences as predictors of prophylactic adherence and lockdown compliance in South Africa," Development Southern Africa, Taylor & Francis Journals, volume 41, issue 1, pages 91-109, January, DOI: 10.1080/0376835X.2023.2252462.
    
    • Stefano Farolfi & Damien Jourdain & Eric Mungatana & Nicky Nicholls & Marc Willinger & Eleni Yitbarek, 2024, "Beliefs and preferences as predictors of prophylactic adherence and lockdown compliance in South Africa," Post-Print, HAL, number hal-04201670, DOI: 10.1080/0376835X.2023.2252462.
44. Sibande, Xolani, 2024, "Herding behaviour and monetary policy: Evidence from the ZAR market," Journal of Behavioral and Experimental Finance, Elsevier, volume 42, issue C, DOI: 10.1016/j.jbef.2024.100920.
45. Matthew Stevens & Cobus Vermeulen, 2024, "Derivative Markets and Economic Growth: A South African Perspective," Economies, MDPI, volume 12, issue 11, pages 1-21, November.
46. Keaoleboga Mncube & Nicola Viegi, 2024, "Measuring the unit cost of financial intermediation in South Africa: A measure of bank productivity," South African Journal of Economics, Economic Society of South Africa, volume 92, issue 1, pages 47-56, March, DOI: 10.1111/saje.12364.
47. Vincent Dadam & Nicola Viegi, 2024, "Investigating unemployment hysteresis in South Africa," South African Journal of Economics, Economic Society of South Africa, volume 92, issue 3, pages 331-353, September, DOI: 10.1111/saje.12366.
    
    • Nicola Viegi & Vincent Dadam, 2023, "Investigating unemployment hysteresis in South Africa," Working Papers, South African Reserve Bank, number 11043, Jun.
48. Groneck, Max & Ludwig, Alexander & Zimper, Alexander, 2024, "Who saves more, the naive or the sophisticated agent?," Journal of Economic Theory, Elsevier, volume 219, issue C, DOI: 10.1016/j.jet.2024.105848.
    
    • Ludwig, Alexander & Groneck, Max & Zimper, Alexander, 2021, "Who Saves More, the Naive or the Sophisticated Agent?," CEPR Discussion Papers, Centre for Economic Policy Research, number 16412, Jul.
    • Groneck, Max & Ludwig, Alexander & Zimper, Alexander, 2022, "Who saves more, the naive or the sophisticated agent?," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 169, revised 2022.

2023

1. Leoné Walters & Manoel Bittencourt & Carolyn Chisadza, 2023, "Public infrastructure provision and ethnic favouritism: Evidence from South Africa," Economics of Transition and Institutional Change, John Wiley & Sons, volume 31, issue 1, pages 33-65, January, DOI: 10.1111/ecot.12325.
   
   • Leone Walters & Manoel Bittencourt & Carolyn Chisadza, 2019, "Public Infrastructure Provision and Ethnic Favouritism: Evidence from South Africa," Working Papers, University of Pretoria, Department of Economics, number 201949, Jun.
   • Carolyn Chisadza & Leoné Walters & Manoel Bittencourt, 2019, "Public Infrastructure Provision and Ethnic Favouritism: Evidence from South Africa," ERSA Working Paper Series, Economic Research Southern Africa, number 787, Jul.
2. Maxwell Chukwudi Udeagha & Marthinus Christoffel Breitenbach, 2023, "The Role of Financial Development in Climate Change Mitigation: Fresh Policy Insights from South Africa," Biophysical Economics and Resource Quality, Springer, volume 8, issue 1, pages 1-34, March, DOI: 10.1007/s41247-023-00110-y.
3. Maxwell Chukwudi Udeagha & Marthinus Christoffel Breitenbach, 2023, "The Role of Fiscal Decentralization in Limiting CO2 Emissions in South Africa," Biophysical Economics and Resource Quality, Springer, volume 8, issue 3, pages 1-30, September, DOI: 10.1007/s41247-023-00112-w.
4. Maxwell Chukwudi Udeagha & Marthinus Christoffel Breitenbach, 2023, "Exploring the moderating role of financial development in environmental Kuznets curve for South Africa: fresh evidence from the novel dynamic ARDL simulations approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 9, issue 1, pages 1-52, December, DOI: 10.1186/s40854-022-00396-9.
5. Maxwell Chukwudi Udeagha & Marthinus Christoffel Breitenbach, 2023, "Revisiting the nexus between fiscal decentralization and CO2 emissions in South Africa: fresh policy insights," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 9, issue 1, pages 1-46, December, DOI: 10.1186/s40854-023-00453-x.
6. Tendai Zawaira & Matthew Clance & Carolyn Chisadza, 2023, "Social institutions, gender attitudes and female labour force participation in sub‐Saharan Africa," South African Journal of Economics, Economic Society of South Africa, volume 91, issue 2, pages 186-213, June, DOI: 10.1111/saje.12336.
7. Carolyn Chisadza & Matthew Clance & Fritz van der Merwe & Eleni Yitbarek, 2023, "Ruggedness and child health outcomes: Evidence from Burundi, Cameroon, Ethiopia and Nigeria," South African Journal of Economics, Economic Society of South Africa, volume 91, issue 4, pages 498-527, December, DOI: 10.1111/saje.12354.
8. Chisadza, Carolyn & Nicholls, Nicky & Yitbarek, Eleni, 2023, "The role of incentive structure in eliciting willingness to donate," Economics Letters, Elsevier, volume 224, issue C, DOI: 10.1016/j.econlet.2023.111005.
9. Carolyn Chisadza & Matthew Clance & Xin Sheng & Rangan Gupta, 2023, "Climate Change and Inequality: Evidence from the United States," Sustainability, MDPI, volume 15, issue 6, pages 1-11, March.
10. Mduduzi Biyase & Carolyn Chisadza, 2023, "Symmetric and asymmetric effects of financial deepening on income inequality in South Africa," Development Southern Africa, Taylor & Francis Journals, volume 40, issue 5, pages 961-978, September, DOI: 10.1080/0376835X.2022.2163226.
    
    • Mduduzi Biyase & Carolyn Chisadza, 2022, "Symmetric and Asymmetric Effects of Financial Deepening on Income Inequality in South Africa," Working Papers, University of Pretoria, Department of Economics, number 202214, Feb.
11. Leoné Walters & Carolyn Chisadza & Matthew Clance, 2023, "The Effect of Pre-Colonial Ethnic Institutions and European Influences on Contemporary Education in Sub-Saharan Africa," Journal of Development Studies, Taylor & Francis Journals, volume 59, issue 10, pages 1469-1490, October, DOI: 10.1080/00220388.2023.2222211.
12. Carolyn Chisadza & Nicky Nicholls & Eleni Yitbarek, 2023, "Inequality, Outreach, and Impact in Public Goods Contributions," Journal of Development Studies, Taylor & Francis Journals, volume 59, issue 2, pages 279-298, February, DOI: 10.1080/00220388.2022.2120806.
13. Carolyn Chisadza & Mduduzi Biyase, 2023, "Financial Development and Income Inequality: Evidence From Advanced, Emerging and Developing Economies," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 18, issue 01, pages 1-27, March, DOI: 10.1142/S2010495222410020.
    
    • Carolyn Chisadza & Mduduzi Biyase, 2022, "Financial Development and Income Inequality: Evidence from Advanced, Emerging and Developing Economies," Working Papers, University of Pretoria, Department of Economics, number 202221, Apr.
14. Afees A. Salisu & Christian Pierdzioch & Rangan Gupta & Reneé van Eyden, 2023, "Climate risks and U.S. stock‐market tail risks: A forecasting experiment using over a century of data," International Review of Finance, International Review of Finance Ltd., volume 23, issue 2, pages 228-244, June, DOI: 10.1111/irfi.12397.
    
    • Afees A. Salisu & Christian Pierdzioch & Rangan Gupta & Renee van Eyden, 2021, "Climate Risks and U.S. Stock-Market Tail Risks: A Forecasting Experiment Using over a Century of Data," Working Papers, University of Pretoria, Department of Economics, number 202165, Sep.
15. Chevaughn van der Westhuizen & Reneé van Eyden & Goodness C. Aye, 2023, "Is inflation uncertainty a self‐fulfilling prophecy in South Africa?," South African Journal of Economics, Economic Society of South Africa, volume 91, issue 3, pages 306-329, September, DOI: 10.1111/saje.12351.
16. van Eyden, Reneé & Gupta, Rangan & Nielsen, Joshua & Bouri, Elie, 2023, "Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries," Journal of Behavioral and Experimental Finance, Elsevier, volume 38, issue C, DOI: 10.1016/j.jbef.2023.100804.
    
    • Renee van Eyden & Rangan Gupta & Joshua Nielsen & Elie Bouri, 2022, "Investor Sentiment and Multi-Scale Positive and Negative Stock Market Bubbles in a Panel of G7 Countries," Working Papers, University of Pretoria, Department of Economics, number 202256, Nov.
17. Demirer, Riza & Gupta, Rangan & Salisu, Afees A. & van Eyden, Reneé, 2023, "Firm-level business uncertainty and the predictability of the aggregate U.S. stock market volatility during the COVID-19 pandemic," The Quarterly Review of Economics and Finance, Elsevier, volume 88, issue C, pages 295-302, DOI: 10.1016/j.qref.2023.02.002.
    
    • Riza Demirer & Rangan Gupta & Afees A. Salisu & Renee van Eyden, 2021, "Firm-level Business Uncertainty and the Predictability of the Aggregate U.S. Stock Market Volatility during the COVID-19 Pandemic," Working Papers, University of Pretoria, Department of Economics, number 202157, Aug.
18. Rangan Gupta & Yuvana Jaichand & Christian Pierdzioch & Reneé van Eyden, 2023, "Realized Stock-Market Volatility of the United States and the Presidential Approval Rating," Mathematics, MDPI, volume 11, issue 13, pages 1-27, July.
    
    • Rangan Gupta & Yuvana Jaichand & Christian Pierdzioch & Renee van Eyden, 2023, "Realized Stock-Market Volatility of the United States and the Presidential Approval Rating," Working Papers, University of Pretoria, Department of Economics, number 202311, May.
19. Augustin Kwasi Fosu, 2023, "Progress on Poverty in Africa: The Importance of Growth and Inequality," Journal of African Economies, Centre for the Study of African Economies, volume 32, issue Supplemen, pages 164-182.
    
    • Augustin Kwasi Fosu, 2023, "Progress on Poverty in Africa: The Importance of Growth and Inequality," Working Papers, University of Pretoria, Department of Economics, number 202313, May.
20. Gkillas Konstantinos & Gupta Rangan & Vortelinos Dimitrios I., 2023, "Uncertainty and realized jumps in the pound-dollar exchange rate: evidence from over one century of data," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 27, issue 1, pages 25-47, February, DOI: 10.1515/snde-2020-0083.
21. Gupta, Rangan & Ma, Jun & Theodoridis, Konstantinos & Wohar, Mark E., 2023, "Is there a national housing market bubble brewing in the United States?," Macroeconomic Dynamics, Cambridge University Press, volume 27, issue 8, pages 2191-2228, December.
    
    • Gupta, Rangan & Ma, Jun & Theodoridis, Konstantinos & Wohar, Mark E, 2020, "Is there a National Housing Market Bubble Brewing in the United States?," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2020/3, Apr.
    • Rangan Gupta & Jun Ma & Konstantinos Theodoridis & Mark E. Wohar, 2020, "Is there a National Housing Market Bubble Brewing in the United States?," Working Papers, University of Pretoria, Department of Economics, number 202023, Mar.
22. Caraiani, Petre & Gupta, Rangan & Nel, Jacobus & Nielsen, Joshua, 2023, "Monetary policy and bubbles in G7 economies using a panel VAR approach: Implications for sustainable development," Economic Analysis and Policy, Elsevier, volume 78, issue C, pages 133-155, DOI: 10.1016/j.eap.2023.02.006.
23. Yousaf, Imran & Plakandaras, Vasilios & Bouri, Elie & Gupta, Rangan, 2023, "Hedge and safe-haven properties of FAANA against gold, US Treasury, bitcoin, and US Dollar/CHF during the pandemic period," The North American Journal of Economics and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.najef.2022.101844.
24. Cepni, Oguzhan & Christou, Christina & Gupta, Rangan, 2023, "Forecasting national recessions of the United States with state-level climate risks: Evidence from model averaging in Markov-switching models," Economics Letters, Elsevier, volume 227, issue C, DOI: 10.1016/j.econlet.2023.111121.
    
    • Oguzhan Cepni & Christina Christou & Rangan Gupta, 2022, "Forecasting National Recessions of the United States with State-Level Climate Risks: Evidence from Model Averaging in Markov-Switching Models," Working Papers, University of Pretoria, Department of Economics, number 202252, Oct.
25. Gupta, Rangan & Nel, Jacobus & Nielsen, Joshua, 2023, "US monetary policy and BRICS stock market bubbles," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103435.
    
    • Rangan Gupta & Jacobus Nel & Joshua Nielsen, 2022, "US Monetary Policy and BRICS Stock Market Bubbles," Working Papers, University of Pretoria, Department of Economics, number 202243, Sep.
26. Gupta, Rangan & Nel, Jacobus & Salisu, Afees A. & Ji, Qiang, 2023, "Predictability of economic slowdowns in advanced countries over eight centuries: The role of climate risks," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103795.
    
    • Rangan Gupta & Jacobus Nel & Afees A. Salisu & Qiang Ji, 2022, "Predictability of Economic Slowdowns in Advanced Countries over Eight Centuries: The Role of Climate Risks," Working Papers, University of Pretoria, Department of Economics, number 202237, Aug.
27. Gupta, Rangan & Ji, Qiang & Pierdzioch, Christian & Plakandaras, Vasilios, 2023, "Forecasting the conditional distribution of realized volatility of oil price returns: The role of skewness over 1859 to 2023," Finance Research Letters, Elsevier, volume 58, issue PC, DOI: 10.1016/j.frl.2023.104501.
    
    • Rangan Gupta & Qiang Ji & Christian Pierdzioch & Vasilios Plakandaras, 2023, "Forecasting the Conditional Distribution of Realized Volatility of Oil Price Returns: The Role of Skewness over 1859 to 2023," Working Papers, University of Pretoria, Department of Economics, number 202318, Jun.
28. André, Christophe & Caraiani, Petre & Gupta, Rangan, 2023, "Fiscal policy and stock markets at the effective lower bound," Finance Research Letters, Elsevier, volume 58, issue PC, DOI: 10.1016/j.frl.2023.104564.
    
    • Christophe Andre & Petre Caraiani & Rangan Gupta, 2023, "Fiscal Policy and Stock Markets at the Effective Lower Bound," Working Papers, University of Pretoria, Department of Economics, number 202309, May.
29. Bonato, Matteo & Cepni, Oguzhan & Gupta, Rangan & Pierdzioch, Christian, 2023, "Climate risks and realized volatility of major commodity currency exchange rates," Journal of Financial Markets, Elsevier, volume 62, issue C, DOI: 10.1016/j.finmar.2022.100760.
    
    • Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2022, "Climate Risks and Realized Volatility of Major Commodity Currency Exchange Rates," Working Papers, University of Pretoria, Department of Economics, number 202210, Feb.
30. Bonato, Matteo & Cepni, Oguzhan & Gupta, Rangan & Pierdzioch, Christian, 2023, "Climate risks and state-level stock market realized volatility," Journal of Financial Markets, Elsevier, volume 66, issue C, DOI: 10.1016/j.finmar.2023.100854.
    
    • Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2022, "Climate Risks and State-Level Stock-Market Realized Volatility," Working Papers, University of Pretoria, Department of Economics, number 202246, Sep.
31. Karmakar, Sayar & Gupta, Rangan & Cepni, Oguzhan & Rognone, Lavinia, 2023, "Climate risks and predictability of the trading volume of gold: Evidence from an INGARCH model," Resources Policy, Elsevier, volume 82, issue C, DOI: 10.1016/j.resourpol.2023.103438.
    
    • Sayar Karmakar & Rangan Gupta & Oguzhan Cepni & Lavinia Rognone, 2022, "Climate Risks and Predictability of the Trading Volume of Gold: Evidence from an INGARCH Model," Working Papers, University of Pretoria, Department of Economics, number 202241, Sep.
32. Chatziantoniou, Ioannis & Gabauer, David & Gupta, Rangan, 2023, "Integration and risk transmission in the market for crude oil: New evidence from a time-varying parameter frequency connectedness approach," Resources Policy, Elsevier, volume 84, issue C, DOI: 10.1016/j.resourpol.2023.103729.
33. Sibande, Xolani & Demirer, Riza & Balcilar, Mehmet & Gupta, Rangan, 2023, "On the pricing effects of bitcoin mining in the fossil fuel market: The case of coal," Resources Policy, Elsevier, volume 85, issue PB, DOI: 10.1016/j.resourpol.2023.103539.
    
    • Xolani Sibande & Riza Demirer & Mehmet Balcilar & Rangan Gupta, 2022, "On the Pricing Effects of Bitcoin Mining in the Fossil Fuel Market: The Case of Coal," Working Papers, University of Pretoria, Department of Economics, number 202239, Sep.
34. Salisu, Afees A. & Gupta, Rangan & Bouri, Elie, 2023, "Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach," The Quarterly Review of Economics and Finance, Elsevier, volume 88, issue C, pages 303-314, DOI: 10.1016/j.qref.2023.02.004.
    
    • Afees A. Salisu & Rangan Gupta & Elie Bouri, 2022, "Testing the Forecasting Power of Global Economic Conditions for the Volatility of International REITs using a GARCH-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 202211, Feb.
35. Berisha, Edmond & Meszaros, John & Gupta, Rangan, 2023, "Income inequality and house prices across US states," The Quarterly Review of Economics and Finance, Elsevier, volume 91, issue C, pages 192-197, DOI: 10.1016/j.qref.2022.11.004.
    
    • Edmond Berisha & John Meszaros & Rangan Gupta, 2021, "Income Inequality and House Prices across US States," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2021_018, May.
    • Edmond Berisha & John Meszaros & Rangan Gupta, 2021, "Income Inequality and House Prices across US States," Working Papers, University of Pretoria, Department of Economics, number 202134, May.
36. Sheng, Xin & Kim, Won Joong & Gupta, Rangan & Ji, Qiang, 2023, "The impacts of oil price volatility on financial stress: Is the COVID-19 period different?," International Review of Economics & Finance, Elsevier, volume 85, issue C, pages 520-532, DOI: 10.1016/j.iref.2023.02.006.
    
    • Xin Sheng & Won Joong Kim & Rangan Gupta & Qiang Ji, 2021, "The Impacts of Oil Price Volatility on Financial Stress: Is the COVID-19 Period Different?," Working Papers, University of Pretoria, Department of Economics, number 202184, Dec.
37. Sheng, Xin & Marfatia, Hardik A. & Gupta, Rangan & Ji, Qiang, 2023, "The non-linear response of US state-level tradable and non-tradable inflation to oil shocks: The role of oil-dependence," Research in International Business and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.ribaf.2022.101830.
    
    • Xin Sheng & Hardik A. Marfatia & Rangan Gupta & Qiang Ji, 2021, "The Non-Linear Response of US State-Level Tradable and Non-Tradable Inflation to Oil Shocks: The Role of Oil-Dependence," Working Papers, University of Pretoria, Department of Economics, number 202174, Oct.
38. Bouras, Christos & Christou, Christina & Gupta, Rangan & Lesame, Keagile, 2023, "Forecasting state- and MSA-level housing returns of the US: The role of mortgage default risks," Research in International Business and Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.ribaf.2023.101952.
    
    • Christos Bouras & Christina Christou & Rangan Gupta & Keagile Lesame, 2020, "Forecasting State- and MSA-Level Housing Returns of the US: The Role of Mortgage Default Risks," Working Papers, University of Pretoria, Department of Economics, number 202037, May.
39. Plakandaras, Vasilios & Gupta, Rangan & Karmakar, Sayar & Wohar, Mark E., 2023, "Are real interest rates a monetary phenomenon? Evidence from 700 years of data," Research in International Business and Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.ribaf.2023.102010.
40. Bouri, Elie & Gabauer, David & Gupta, Rangan & Kinateder, Harald, 2023, "Global geopolitical risk and inflation spillovers across European and North American economies," Research in International Business and Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.ribaf.2023.102048.
41. Rangan Gupta & Jacobus Nel & Christian Pierdzioch, 2023, "Drivers of Realized Volatility for Emerging Countries with a Focus on South Africa: Fundamentals versus Sentiment," Mathematics, MDPI, volume 11, issue 6, pages 1-26, March.
42. Mehmet Balcilar & David Gabauer & Rangan Gupta & Christian Pierdzioch, 2023, "Climate Risks and Forecasting Stock Market Returns in Advanced Economies over a Century," Mathematics, MDPI, volume 11, issue 9, pages 1-21, April.
    
    • Mehmet Balcilar & David Gabauer & Rangan Gupta & Christian Pierdzioch, 2021, "Climate Risks and Forecasting Stock-Market Returns in Advanced Economies Over a Century," Working Papers, University of Pretoria, Department of Economics, number 202183, Nov.
43. Xin Sheng & Rangan Gupta & Qiang Ji, 2023, "The Effects of Disaggregate Oil Shocks on the Aggregate Expected Skewness of the United States," Risks, MDPI, volume 11, issue 11, pages 1-9, October.
    
    • Xin Sheng & Rangan Gupta & Qiang Ji, 2023, "The Effects of Disaggregate Oil Shocks on Aggregate Expected Skewness of the United States," Working Papers, University of Pretoria, Department of Economics, number 202302, Jan.
44. OÄŸuzhan Çepni & David Gabauer & Rangan Gupta & Khuliso Ramabulana, 2023, "Time-Varying Spillover of US Trade War on the Growth of Emerging Economies," Journal of Developing Areas, Tennessee State University, College of Business, volume 57, issue 1, pages 167-181, Januaryâ€.
    
    • Oguzhan Cepni & David Gabauer & Rangan Gupta & Khuliso Ramabulana, 2020, "Time-Varying Spillover of US Trade War on the Growth of Emerging Economies," Working Papers, University of Pretoria, Department of Economics, number 202002, Jan.
45. Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller, 2023, "A Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting," Computational Economics, Springer;Society for Computational Economics, volume 62, issue 4, pages 1801-1843, December, DOI: 10.1007/s10614-022-10320-z.
    
    • Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller, 2020, "Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting," Working Papers, University of Pretoria, Department of Economics, number 202056, Jun.
    • Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller, 2020, "Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting," Working papers, University of Connecticut, Department of Economics, number 2020-10, Aug.
46. Bruno Ćorić & Rangan Gupta, 2023, "Economic disasters and inequality: a note," Economic Change and Restructuring, Springer, volume 56, issue 5, pages 3527-3543, October, DOI: 10.1007/s10644-023-09543-3.
47. Afees A. Salisu & Rangan Gupta & Idris A. Adediran, 2023, "The Effect of US Uncertainty Shock on International Equity Markets: The Role of the Global Financial Cycle," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, volume 15, issue 2, pages 139-159, June, DOI: https://doi.org/10.15353/rea.v15i2..
    
    • Afees A. Salisu & Rangan Gupta & Idris A. Adediran, 2021, "The Effect of US Uncertainty Shock on International Equity Markets: The Role of the Global Financial Cycle," Working Papers, University of Pretoria, Department of Economics, number 202136, May.
48. Nicholas Apergis & Konstantinos Gavriilidis & Rangan Gupta, 2023, "Does climate policy uncertainty affect tourism demand? Evidence from time-varying causality tests," Tourism Economics, , volume 29, issue 6, pages 1484-1498, September, DOI: 10.1177/13548166221110540.
    
    • Nicholas Apergis & Konstantinos Gavriilidis & Rangan Gupta, 2021, "Does Climate Policy Uncertainty Affect Tourism Demand? Evidence from Time-Varying Causality Tests," Working Papers, University of Pretoria, Department of Economics, number 202186, Dec.
49. Luis A. Gil-Alana & Sakiru Adebola Solarin & Mehmet Balcilar & Rangan Gupta, 2023, "Productivity and GDP: international evidence of persistence and trends over 130 years of data," Empirical Economics, Springer, volume 64, issue 3, pages 1219-1246, March, DOI: 10.1007/s00181-022-02281-x.
    
    • Luis A. Gil-Alana & Sakiru Adebola Solarin & Rangan Gupta, 2021, "Productivity and GDP: International Evidence of Persistence and Trends Over 130 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 202170, Oct.
50. Rangan Gupta & Christian Pierdzioch, 2023, "Do U.S. economic conditions at the state level predict the realized volatility of oil-price returns? A quantile machine-learning approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 9, issue 1, pages 1-22, December, DOI: 10.1186/s40854-022-00435-5.
51. Elie Bouri & Afees A. Salisu & Rangan Gupta, 2023, "The predictive power of Bitcoin prices for the realized volatility of US stock sector returns," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 9, issue 1, pages 1-22, December, DOI: 10.1186/s40854-023-00464-8.
52. Yue-Jun Zhang & Han Zhang & Rangan Gupta, 2023, "A new hybrid method with data-characteristic-driven analysis for artificial intelligence and robotics index return forecasting," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 9, issue 1, pages 1-23, December, DOI: 10.1186/s40854-023-00483-5.
53. Riza Demirer & Rangan Gupta & He Li & Yu You, 2023, "A note on financial vulnerability and volatility in emerging stock markets: evidence from GARCH-MIDAS models," Applied Economics Letters, Taylor & Francis Journals, volume 30, issue 1, pages 37-42, January, DOI: 10.1080/13504851.2021.1971613.
54. Afees A. Salisu & Rangan Gupta & Abeeb Olaniran, 2023, "The effect of oil uncertainty shock on real GDP of 33 countries: a global VAR approach," Applied Economics Letters, Taylor & Francis Journals, volume 30, issue 3, pages 269-274, February, DOI: 10.1080/13504851.2021.1983134.
    
    • Afees A. Salisu & Rangan Gupta & Abeeb Olaniran, 2021, "The Effect of Oil Uncertainty Shock on Real GDP of 33 Countries: A Global VAR Approach," Working Papers, University of Pretoria, Department of Economics, number 202153, Jul.
55. Jiqian Wang & Rangan Gupta & Oğuzhan Çepni & Feng Ma, 2023, "Forecasting international REITs volatility: the role of oil-price uncertainty," The European Journal of Finance, Taylor & Francis Journals, volume 29, issue 14, pages 1579-1597, September, DOI: 10.1080/1351847X.2022.2137422.
    
    • Jiqian Wang & Rangan Gupta & Oguzhan Cepni & Feng Ma, 2021, "Forecasting International REITs Volatility: The Role of Oil-Price Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 202173, Oct.
56. Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna, 2023, "Tail risks and forecastability of stock returns of advanced economies: evidence from centuries of data," The European Journal of Finance, Taylor & Francis Journals, volume 29, issue 4, pages 466-481, March, DOI: 10.1080/1351847X.2022.2097883.
    
    • Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna, 2021, "Tail Risks and Forecastability of Stock Returns of Advanced Economies: Evidence from Centuries of Data," Working Papers, University of Pretoria, Department of Economics, number 202117, Feb.
57. Rangan Gupta & Jacobus Nel & Christian Pierdzioch, 2023, "Investor Confidence and Forecastability of US Stock Market Realized Volatility: Evidence from Machine Learning," Journal of Behavioral Finance, Taylor & Francis Journals, volume 24, issue 1, pages 111-122, January, DOI: 10.1080/15427560.2021.1949719.
    
    • Rangan Gupta & Jacobus Nel & Christian Pierdzioch, 2021, "Investor Confidence and Forecastability of US Stock Market Realized Volatility : Evidence from Machine Learning," Working Papers, University of Pretoria, Department of Economics, number 202118, Feb.
58. Xolani Sibande & Rangan Gupta & Riza Demirer & Elie Bouri, 2023, "Investor Sentiment and (Anti) Herding in the Currency Market: Evidence from Twitter Feed Data," Journal of Behavioral Finance, Taylor & Francis Journals, volume 24, issue 1, pages 56-72, January, DOI: 10.1080/15427560.2021.1917579.
    
    • Xolani Sibande & Rangan Gupta & Riza Demirer & Elie Bouri, 2020, "Investor Sentiment and (Anti-)Herding in the Currency Market: Evidence from Twitter Feed Data," Working Papers, University of Pretoria, Department of Economics, number 202088, Sep.
59. Oguzhan Cepni & Rangan Gupta & Qiang Ji, 2023, "Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries," Journal of Behavioral Finance, Taylor & Francis Journals, volume 24, issue 3, pages 365-381, July, DOI: 10.1080/15427560.2021.1983576.
    
    • Oguzhan Cepni & Rangan Gupta & Qiang Ji, 2021, "Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries," Working Papers, University of Pretoria, Department of Economics, number 202126, Apr.
60. Rangan Gupta & Syed Jawad Hussain Shahzad & Xin Sheng & Sowmya Subramaniam, 2023, "The role of oil and risk shocks in the high‐frequency movements of the term structure of interest rates: Evidence from the U.S. Treasury market," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 28, issue 2, pages 1845-1857, April, DOI: 10.1002/ijfe.2511.
61. Semei Coronado & Rangan Gupta & Saban Nazlioglu & Omar Rojas, 2023, "Time‐varying causality between bond and oil markets of the United States: Evidence from over one and half centuries of data," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 28, issue 3, pages 2239-2247, July, DOI: 10.1002/ijfe.2534.
    
    • Semei Coronado & Rangan Gupta & Saban Nazlioglu & Omar Rojas, 2020, "Time-Varying Causality between Bond and Oil Markets of the United States: Evidence from Over One and Half Centuries of Data," Working Papers, University of Pretoria, Department of Economics, number 202006, Jan.
62. Rangan Gupta & Lardo Stander & Andrea Vaona, 2023, "Openness and growth: Is the relationship non‐linear?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 28, issue 3, pages 3071-3099, July, DOI: 10.1002/ijfe.2584.
    
    • Rangan Gupta & Lardo Stander & Andrea Vaona, 2017, "Openness and Growth: Is the Relationship Non-Linear?," Working Papers, University of Pretoria, Department of Economics, number 201703, Jan.
63. Woraphon Yamaka & Rangan Gupta & Sukrit Thongkairat & Paravee Maneejuk, 2023, "Structural and predictive analyses with a mixed copula‐based vector autoregression model," Journal of Forecasting, John Wiley & Sons, Ltd., volume 42, issue 2, pages 223-239, March, DOI: 10.1002/for.2902.
    
    • Woraphon Yamaka & Rangan Gupta & Sukrit Thongkairat & Paravee Maneejuk, 2021, "Structural and Predictive Analyses with a Mixed Copula-Based Vector Autoregression Model," Working Papers, University of Pretoria, Department of Economics, number 202108, Jan.
64. Matteo Bonato & Oğuzhan Çepni & Rangan Gupta & Christian Pierdzioch, 2023, "El Niño, La Niña, and forecastability of the realized variance of agricultural commodity prices: Evidence from a machine learning approach," Journal of Forecasting, John Wiley & Sons, Ltd., volume 42, issue 4, pages 785-801, July, DOI: 10.1002/for.2914.
    
    • Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2021, "El Nino, La Nina, and Forecastability of the Realized Variance of Agricultural Commodity Prices: Evidence from a Machine Learning Approach," Working Papers, University of Pretoria, Department of Economics, number 202179, Nov.
65. Mohammad Reza Yeganegi & Hossein Hassani & Rangan Gupta, 2023, "The ENSO cycle and forecastability of global inflation and output growth: Evidence from standard and mixed‐frequency multivariate singular spectrum analyses," Journal of Forecasting, John Wiley & Sons, Ltd., volume 42, issue 7, pages 1690-1707, November, DOI: 10.1002/for.2982.
    
    • Hossein Hassani & Mohammad Reza Yeganegi & Rangan Gupta, 2021, "The ENSO Cycle and Forecastability of Global Inflation and Output Growth: Evidence from Standard and Mixed-Frequency Multivariate Singular Spectrum Analyses," Working Papers, University of Pretoria, Department of Economics, number 202169, Oct.
66. Afees A. Salisu & Riza Demirer & Rangan Gupta, 2023, "Policy uncertainty and stock market volatility revisited: The predictive role of signal quality," Journal of Forecasting, John Wiley & Sons, Ltd., volume 42, issue 8, pages 2307-2321, December, DOI: 10.1002/for.3016.
    
    • Afees A. Salisu & Riza Demirer & Rangan Gupta, 2022, "Policy Uncertainty and Stock Market Volatility Revisited: The Predictive Role of Signal Quality," Working Papers, University of Pretoria, Department of Economics, number 202232, Jun.
67. Sisa Shiba & Juncal Cunado & Rangan Gupta & Samrat Goswami, 2023, "Infectious Diseases-Related Uncertainty and the Predictability of Foreign Exchange and Bitcoin Futures Realized Volatility," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 18, issue 02, pages 1-14, June, DOI: 10.1142/S2010495222300010.
    
    • Sisa Shiba & Juncal Cunado & Rangan Gupta & Samrat Goswami, 2022, "Infectious Diseases-Related Uncertainty and the Predictability of Foreign Exchange and Bitcoin Futures Realised Volatility," Working Papers, University of Pretoria, Department of Economics, number 202225, May.
68. Inglesi-Lotz, R. & Dogan, Eyup & Nel, J. & Tzeremes, Panayiotis, 2023, "Connectedness and spillovers in the innovation network of green transportation," Energy Policy, Elsevier, volume 180, issue C, DOI: 10.1016/j.enpol.2023.113686.
69. Msimango, Nonhlanhla & Orffer, Carla & Inglesi-Lotz, Roula, 2023, "South Africa's energy policy: Prioritizing competition and climate change for decarbonisation," Energy Policy, Elsevier, volume 183, issue C, DOI: 10.1016/j.enpol.2023.113815.
70. Mukalayi, Nancy Muvumbu & Inglesi-Lotz, Roula, 2023, "Digital financial inclusion and energy and environment: Global positioning of Sub-Saharan African countries," Renewable and Sustainable Energy Reviews, Elsevier, volume 173, issue C, DOI: 10.1016/j.rser.2022.113069.
71. Heinrich R. Bohlmann & Jessika A. Bohlmann & Margaret Chitiga-Mabugu & Roula Inglesi-Lotz, 2023, "Just Energy Transition of South Africa in a Post-COVID Era," Sustainability, MDPI, volume 15, issue 14, pages 1-28, July.
72. Chris Belmert Milindi & Roula Inglesi-Lotz, 2023, "Impact of technological progress on carbon emissions in different country income groups," Energy & Environment, , volume 34, issue 5, pages 1348-1382, August, DOI: 10.1177/0958305X221087507.
    
    • Chris Belmert Milindi & Roula Inglesi-Lotz, 2021, "Impact of technological progress on carbon emissions in different country income groups," Working Papers, University of Pretoria, Department of Economics, number 202123, Mar.
    • Chris B. Milindi & Roula Inglesi-Lotz, 2021, "Impact of technological progress on carbon emissions in different country income groups," ERSA Working Paper Series, Economic Research Southern Africa, number 855, Mar.
73. Tshegofatso Molefe & Roula Inglesi-Lotz, 2023, "Examining the water–energy–food (WEF) nexus through an SDG lens for the big 5 African countries," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, volume 25, issue 12, pages 14083-14100, December, DOI: 10.1007/s10668-022-02650-7.
74. Steven F. Koch & Niek Schoeman, 2023, "DJJ Botha, Former ESSA President and SAJE Managing Editor," South African Journal of Economics, Economic Society of South Africa, volume 91, issue 1, pages 137-138, March, DOI: 10.1111/saje.12339.
75. Steven F. Koch, 2023, "Basic Needs (in)Security and Subjective Equivalence Scales," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 169, issue 3, pages 723-757, October, DOI: 10.1007/s11205-023-03178-7.
    
    • Steven F. Koch, 2022, "Basic Needs (In)Security and Subjective Equivalence Scales," Working Papers, University of Pretoria, Department of Economics, number 202259, Dec.
76. Naraidoo, Ruthira & Paez-Farrell, Juan, 2023, "Commodity price shocks, labour market dynamics and monetary policy in small open economies," Journal of Economic Dynamics and Control, Elsevier, volume 151, issue C, DOI: 10.1016/j.jedc.2023.104654.
77. Ma, Wei & Naraidoo, Ruthira & Perugini, Francesco, 2023, "Computation of spatial equilibria in the Ottaviano–Tabuchi–Thisse model," Economics Letters, Elsevier, volume 223, issue C, DOI: 10.1016/j.econlet.2023.110986.
78. Nicholls, Nicky, 2023, "Procrastination and grades: Can students be nudged towards better outcomes?," International Review of Economics Education, Elsevier, volume 42, issue C, DOI: 10.1016/j.iree.2022.100256.
79. Ekaterina Pirozhkova & Nicola Viegi, 2023, "Changing the inflation target in emerging markets: the reward of reducing risk," Economics Bulletin, AccessEcon, volume 43, issue 3, pages 1453-1457.
    
    • Ekaterina Pirozhkova & Nicola Viegi, 2023, "Changing the inflation target in emerging markets: the reward of reducing risk," Post-Print, HAL, number hal-04723605.
80. Alexander Zimper, 2023, "Belief aggregation for representative agent models," International Journal of Economic Theory, The International Society for Economic Theory, volume 19, issue 2, pages 309-342, June, DOI: 10.1111/ijet.12345.
81. Zimper, Alexander, 2023, "Unrealized arbitrage opportunities in naive equilibria with non-Bayesian belief processes," Mathematical Social Sciences, Elsevier, volume 125, issue C, pages 27-41, DOI: 10.1016/j.mathsocsci.2023.07.001.

2022

1. Bittencourt, Manoel & Gupta, Rangan & Makena, Philton & Stander, Lardo, 2022, "Socio-political instability and growth dynamics," Economic Systems, Elsevier, volume 46, issue 4, DOI: 10.1016/j.ecosys.2022.101005.
   
   • Manoel Bittencourt & Rangan Gupta & Philton Makena & Lardo Stander, 2018, "Socio-Political Instability and Growth Dynamics," Working Papers, University of Pretoria, Department of Economics, number 201855, Aug.
2. Marthinus C. Breitenbach & Carolyn Chisadza & Matthew Clance, 2022, "The Economic Complexity Index (ECI) and output volatility: High vs. low income countries," The Journal of International Trade & Economic Development, Taylor & Francis Journals, volume 31, issue 4, pages 566-580, May, DOI: 10.1080/09638199.2021.1995467.
   
   • Marthinus C. Breitenbach & Carolyn Chisadza & Matthew Clance, 2021, "The Economic Complexity Index (ECI) and Output Volatility: High vs Low Income Countries," Working Papers, University of Pretoria, Department of Economics, number 202125, Mar.
3. Carolyn Chisadza & Matthew Clance & Rangan Gupta & Peter Wanke, 2022, "Uncertainty and tourism in Africa," Tourism Economics, , volume 28, issue 4, pages 964-978, June, DOI: 10.1177/1354816620969998.
   
   • Carolyn Chisadza & Matthew Clance & Rangan Gupta & Peter Wanke, 2020, "Uncertainty and Tourism in Africa," Working Papers, University of Pretoria, Department of Economics, number 202019, Feb.
4. van der Merwe, Eduard & Clance, Matthew & Yitbarek, Eleni, 2022, "Climate change and child malnutrition: A Nigerian perspective," Food Policy, Elsevier, volume 113, issue C, DOI: 10.1016/j.foodpol.2022.102281.
5. Adél Bosch & Matthew Clance & Steven F. Koch, 2022, "Household debt and consumption dynamics A non-developed world view following the financial crisis," Applied Economics, Taylor & Francis Journals, volume 54, issue 8, pages 897-917, February, DOI: 10.1080/00036846.2021.1969004.
   
   • Adel Bosch & Matthew Clance & Steven F. Koch, 2021, "Household Debt and Consumption Dynamics: A Non-Developed World View following the Financial Crisis," Working Papers, University of Pretoria, Department of Economics, number 202142, Jun.
6. Chevaughn Van Der Westhuizen & Rene㉠Van Eyden & Goodness C. Aye, 2022, "Contagion Across Financial Markets During Covid-19: A Look At Volatility Spillovers Between The Stock And Foreign Exchange Markets In South Africa," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 01, pages 1-46, March, DOI: 10.1142/S2010495222500026.
7. Funjika, Patricia & Getachew, Yoseph Y., 2022, "Colonial origin, ethnicity and intergenerational mobility in Africa," World Development, Elsevier, volume 153, issue C, DOI: 10.1016/j.worlddev.2022.105841.
   
   • Patricia Funjika & Yoseph Getachew, 2019, "Colonial origin, ethnicity, and intergeneration mobility in Africa," WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER), number wp-2019-64.
8. Giorgio Canarella & Luis A. Gil‐Alana & Rangan Gupta & Stephen M. Miller, 2022, "The behaviour of real interest rates: New evidence from a 'suprasecular' perspective," International Finance, Wiley Blackwell, volume 25, issue 1, pages 46-64, April, DOI: 10.1111/infi.12402.
9. Afees A. Salisu & Rangan Gupta & Riza Demirer, 2022, "The financial US uncertainty spillover multiplier: Evidence from a GVAR model," International Finance, Wiley Blackwell, volume 25, issue 3, pages 313-340, December, DOI: 10.1111/infi.12414.
   
   • Afees A. Salisu & Rangan Gupta & Riza Demirer, 2021, "The Financial US Uncertainty Spillover Multiplier: Evidence from a GVAR Model," Working Papers, University of Pretoria, Department of Economics, number 202145, Jun.
10. Matteo Bonato & Oğuzhan Çepni & Rangan Gupta & Christian Pierdzioch, 2022, "Uncertainty due to infectious diseases and forecastability of the realized variance of United States real estate investment trusts: A note," International Review of Finance, International Review of Finance Ltd., volume 22, issue 3, pages 540-550, September, DOI: 10.1111/irfi.12357.
11. Syed Jawad Hussain Shahzad & Rangan Gupta & Riza Demirer & Christian Pierdzioch, 2022, "Oil shocks and directional predictability of macroeconomic uncertainties of developed economies: Evidence from high‐frequency data†," Scottish Journal of Political Economy, Scottish Economic Society, volume 69, issue 2, pages 169-185, May, DOI: 10.1111/sjpe.12280.
12. Segnon Mawuli & Lau Chi Keung & Wilfling Bernd & Gupta Rangan, 2022, "Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 26, issue 1, pages 73-98, February, DOI: 10.1515/snde-2019-0009.
    
    • Mawuli Segnon & Chi Keung Lau & Bernd Wilfling & Rangan Gupta, 2017, "Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 6117, May.
    • Mawuli Segnon & Chi Keung Lau & Bernd Wilfling & Rangan Gupta, 2017, "Are Multifractal Processes Suited to Forecasting Electricity Price Volatility? Evidence from Australian Intraday Data," Working Papers, University of Pretoria, Department of Economics, number 201739, May.
13. André, Christophe & Caraiani, Petre & Călin, Adrian Cantemir & Gupta, Rangan, 2022, "Can monetary policy lean against housing bubbles?," Economic Modelling, Elsevier, volume 110, issue C, DOI: 10.1016/j.econmod.2022.105801.
    
    • Christophe André & Petre Caraiani & Adrian Cantemir Čalin & Rangan Gupta, 2018, "Can Monetary Policy Lean against Housing Bubbles?," Working Papers, University of Pretoria, Department of Economics, number 201877, Nov.
14. Plastun, Alex & Bouri, Elie & Gupta, Rangan & Ji, Qiang, 2022, "Price effects after one-day abnormal returns in developed and emerging markets: ESG versus traditional indices," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101572.
    
    • Alex Plastun & Elie Bouri & Rangan Gupta & Qiang Ji, 2021, "Price Effects after One-Day Abnormal Returns in Developed and Emerging Markets: ESG versus Traditional Indices," Working Papers, University of Pretoria, Department of Economics, number 202119, Mar.
15. Salisu, Afees A. & Gupta, Rangan & Pierdzioch, Christian, 2022, "Predictability of tail risks of Canada and the U.S. Over a Century: The role of spillovers and oil tail Risks☆," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101620.
16. Plakandaras, Vasilios & Gupta, Rangan & Balcilar, Mehmet & Ji, Qiang, 2022, "Evolving United States stock market volatility: The role of conventional and unconventional monetary policies," The North American Journal of Economics and Finance, Elsevier, volume 60, issue C, DOI: 10.1016/j.najef.2022.101666.
    
    • Vasilios Plakandaras & Rangan Gupta & Mehmet Balcilar & Qiang Ji, 2021, "Evolving United States Stock Market Volatility: The Role of Conventional and Unconventional Monetary Policies," Working Papers, University of Pretoria, Department of Economics, number 202113, Feb.
17. Sheng, Xin & Gupta, Rangan & Çepni, Oğuzhan, 2022, "The effects of climate risks on economic activity in a panel of US states: The role of uncertainty," Economics Letters, Elsevier, volume 213, issue C, DOI: 10.1016/j.econlet.2022.110374.
    
    • Xin Sheng & Rangan Gupta & Oguzhan Cepni, 2022, "The Effects of Climate Risks on Economic Activity in a Panel of US States: The Role of Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 202207, Jan.
18. Sheng, Xin & Gupta, Rangan & Cepni, Oguzhan, 2022, "Persistence of state-level uncertainty of the United States: The role of climate risks," Economics Letters, Elsevier, volume 215, issue C, DOI: 10.1016/j.econlet.2022.110500.
    
    • Xin Sheng & Rangan Gupta & Oguzhan Cepni, 2022, "Persistence of State-Level Uncertainty of the United States: The Role of Climate Risks," Working Papers, University of Pretoria, Department of Economics, number 202208, Feb.
19. Ozturk, Serda Selin & Demirer, Riza & Gupta, Rangan, 2022, "Climate uncertainty and carbon emissions prices: The relative roles of transition and physical climate risks," Economics Letters, Elsevier, volume 217, issue C, DOI: 10.1016/j.econlet.2022.110687.
    
    • Serda Selin Ozturk & Riza Demirer & Rangan Gupta, 2022, "Climate Uncertainty and Carbon Emissions Prices: The Relative Roles of Transition and Physical Climate Risks," Working Papers, University of Pretoria, Department of Economics, number 202215, Feb.
20. Luo, Jiawen & Demirer, Riza & Gupta, Rangan & Ji, Qiang, 2022, "Forecasting oil and gold volatilities with sentiment indicators under structural breaks," Energy Economics, Elsevier, volume 105, issue C, DOI: 10.1016/j.eneco.2021.105751.
    
    • Jiawen Luo & Riza Demirer & Rangan Gupta & Qiang Ji, 2021, "Forecasting Oil and Gold Volatilities with Sentiment Indicators Under Structural Breaks," Working Papers, University of Pretoria, Department of Economics, number 202130, Apr.
21. Salisu, Afees A. & Gupta, Rangan & Demirer, Riza, 2022, "Global financial cycle and the predictability of oil market volatility: Evidence from a GARCH-MIDAS model," Energy Economics, Elsevier, volume 108, issue C, DOI: 10.1016/j.eneco.2022.105934.
    
    • Afees A. Salisu & Rangan Gupta & Riza Demirer, 2021, "Global Financial Cycle and the Predictability of Oil Market Volatility: Evidence from a GARCH-MIDAS Model," Working Papers, University of Pretoria, Department of Economics, number 202121, Mar.
22. Çepni, Oğuzhan & Gupta, Rangan & Pienaar, Daniel & Pierdzioch, Christian, 2022, "Forecasting the realized variance of oil-price returns using machine learning: Is there a role for U.S. state-level uncertainty?," Energy Economics, Elsevier, volume 114, issue C, DOI: 10.1016/j.eneco.2022.106229.
    
    • Oguzhan Cepni & Rangan Gupta & Daniel Pienaar & Christian Pierdzioch, 2022, "Forecasting the Realized Variance of Oil-Price Returns Using Machine-Learning: Is there a Role for U.S. State-Level Uncertainty?," Working Papers, University of Pretoria, Department of Economics, number 202205, Jan.
23. Salisu, Afees A. & Pierdzioch, Christian & Gupta, Rangan & Gabauer, David, 2022, "Forecasting stock-market tail risk and connectedness in advanced economies over a century: The role of gold-to-silver and gold-to-platinum price ratios," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102300.
    
    • Afees A. Salisu & Christian Pierdzioch & Rangan Gupta & David Gabauer, 2021, "Forecasting Stock-Market Tail Risk and Connectedness in Advanced Economies Over a Century: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios," Working Papers, University of Pretoria, Department of Economics, number 202161, Sep.
24. Bouri, Elie & Demirer, Riza & Gabauer, David & Gupta, Rangan, 2022, "Financial market connectedness: The role of investors’ happiness," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102075.
25. Sheng, Xin & Gupta, Rangan & Salisu, Afees A. & Bouri, Elie, 2022, "OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102125.
    
    • Xin Sheng & Rangan Gupta & Afees A. Salisu & Elie Bouri, 2021, "OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning," Working Papers, University of Pretoria, Department of Economics, number 202101, Jan.
26. Salisu, Afees A. & Pierdzioch, Christian & Gupta, Rangan, 2022, "Oil tail risks and the forecastability of the realized variance of oil-price: Evidence from over 150 years of data," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102378.
    
    • Afees A. Salisu & Christian Pierdzioch & Rangan Gupta, 2021, "Oil Tail Risks and the Forecastability of the Realized Variance of Oil-Price: Evidence from Over 150 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 202146, Jun.
27. Salisu, Afees A. & Ayinde, Taofeek O. & Gupta, Rangan & Wohar, Mark E., 2022, "Global evidence of the COVID-19 shock on real equity prices and real exchange rates: A counterfactual analysis with a threshold-augmented GVAR model," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102519.
    
    • Afees A. Salisu & Taofeek O. Ayinde & Rangan Gupta & Mark E. Wohar, 2021, "Global Evidence of the COVID-19 Shock on Real Equity Prices and Real Exchange Rates: A Counterfactual Analysis with a Threshold-Augmented GVAR Model," Working Papers, University of Pretoria, Department of Economics, number 202154, Aug.
28. Bouri, Elie & Christou, Christina & Gupta, Rangan, 2022, "Forecasting returns of major cryptocurrencies: Evidence from regime-switching factor models," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103193.
    
    • Elie Bouri & Christina Christou & Rangan Gupta, 2022, "Forecasting Returns of Major Cryptocurrencies: Evidence from Regime-Switching Factor Models," Working Papers, University of Pretoria, Department of Economics, number 202213, Feb.
29. Bouri, Elie & Gupta, Rangan & Nel, Jacobus & Shiba, Sisa, 2022, "Contagious diseases and gold: Over 700 years of evidence from quantile regressions," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103266.
    
    • Elie Bouri & Rangan Gupta & Jacobus Nel & Sisa Shiba, 2022, "Contagious Diseases and Gold: Over 700 Years of Evidence from Quantile Regressions," Working Papers, University of Pretoria, Department of Economics, number 202233, Jun.
30. Salisu, Afees A. & Demirer, Riza & Gupta, Rangan, 2022, "Financial turbulence, systemic risk and the predictability of stock market volatility," Global Finance Journal, Elsevier, volume 52, issue C, DOI: 10.1016/j.gfj.2022.100699.
    
    • Afees A. Salisu & Riza Demirer & Rangan Gupta, 2021, "Financial Turbulence, Systemic Risk and the Predictability of Stock Market Volatility," Working Papers, University of Pretoria, Department of Economics, number 202162, Sep.
31. Salisu, Afees A. & Gupta, Rangan & Kim, Won Joong, 2022, "Exchange rate predictability with nine alternative models for BRICS countries," Journal of Macroeconomics, Elsevier, volume 71, issue C, DOI: 10.1016/j.jmacro.2021.103374.
    
    • Afees A. Salisu & Rangan Gupta & Won Joong Kim, 2021, "Exchange Rate Predictability with Nine Alternative Models for BRICS Countries," Working Papers, University of Pretoria, Department of Economics, number 202116, Feb.
32. Salisu, Afees A. & Gupta, Rangan & Ji, Qiang, 2022, "Forecasting oil prices over 150 years: The role of tail risks," Resources Policy, Elsevier, volume 75, issue C, DOI: 10.1016/j.resourpol.2021.102508.
    
    • Afees A. Salisu & Rangan Gupta & Qiang Ji, 2021, "Forecasting Oil Price over 150 Years: The Role of Tail Risks," Working Papers, University of Pretoria, Department of Economics, number 202120, Mar.
33. Salisu, Afees A. & Gupta, Rangan & Karmakar, Sayar & Das, Sonali, 2022, "Forecasting output growth of advanced economies over eight centuries: The role of gold market volatility as a proxy of global uncertainty," Resources Policy, Elsevier, volume 75, issue C, DOI: 10.1016/j.resourpol.2021.102527.
    
    • Afees A. Salisu & Rangan Gupta & Sayar Karmakar & Sonali Das, 2021, "Forecasting Output Growth of Advanced Economies Over Eight Centuries: The Role of Gold Market Volatility as a Proxy of Global Uncertainty," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2021_017, May.
    • Afees A. Salisu & Rangan Gupta & Sayar Karmakar & Sonali Das, 2021, "Forecasting Output Growth of Advanced Economies Over Eight Centuries: The Role of Gold Market Volatility as a Proxy of Global Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 202133, May.
34. Gupta, Rangan & Pierdzioch, Christian & Salisu, Afees A., 2022, "Oil-price uncertainty and the U.K. unemployment rate: A forecasting experiment with random forests using 150 years of data," Resources Policy, Elsevier, volume 77, issue C, DOI: 10.1016/j.resourpol.2022.102662.
    
    • Rangan Gupta & Christian Pierdzioch & Afees A. Salisu, 2020, "Oil-Price Uncertainty and the U.K. Unemployment Rate: A Forecasting Experiment with Random Forests Using 150 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 202095, Oct.
35. Gupta, Rangan & Pierdzioch, Christian, 2022, "Climate risks and forecastability of the realized volatility of gold and other metal prices," Resources Policy, Elsevier, volume 77, issue C, DOI: 10.1016/j.resourpol.2022.102681.
    
    • Rangan Gupta & Christian Pierdzioch, 2021, "Climate Risks and Forecastability of the Realized Volatility of Gold and Other Metal Prices," Working Papers, University of Pretoria, Department of Economics, number 202172, Oct.
36. Salisu, Afees A. & Gupta, Rangan & Nel, Jacobus & Bouri, Elie, 2022, "The (Asymmetric) effect of El Niño and La Niña on gold and silver prices in a GVAR model," Resources Policy, Elsevier, volume 78, issue C, DOI: 10.1016/j.resourpol.2022.102897.
    
    • Afees A. Salisu & Rangan Gupta & Jacobus Nel & Elie Bouri, 2021, "The (Asymmetric) Effect of El Nino and La Nina on Gold and Silver Prices in a GVAR Model," Working Papers, University of Pretoria, Department of Economics, number 202132, Apr.
37. Balcilar, Mehmet & Gupta, Rangan & Nel, Jacobus, 2022, "Rare disaster risks and gold over 700 years: Evidence from nonparametric quantile regressions," Resources Policy, Elsevier, volume 79, issue C, DOI: 10.1016/j.resourpol.2022.103053.
    
    • Mehmet Balcilar & Rangan Gupta & Jacobus Nel, 2022, "Rare Disaster Risks and Gold over 700 Years: Evidence from Nonparametric Quantile Regressions," Working Papers, University of Pretoria, Department of Economics, number 202231, Jun.
38. Gkillas, Konstantinos & Bouri, Elie & Gupta, Rangan & Roubaud, David, 2022, "Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin," The Quarterly Review of Economics and Finance, Elsevier, volume 84, issue C, pages 398-406, DOI: 10.1016/j.qref.2020.08.004.
    
    • Konstantinos Gkillas & Elie Bouri & Rangan Gupta & David Roubaud, 2020, "Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin," Working Papers, University of Pretoria, Department of Economics, number 202068, Jul.
39. Salisu, Afees A. & Bouri, Elie & Gupta, Rangan, 2022, "Out-of-sample predictability of gold market volatility: The role of US Nonfarm Payroll," The Quarterly Review of Economics and Finance, Elsevier, volume 86, issue C, pages 482-488, DOI: 10.1016/j.qref.2022.05.004.
    
    • Afees A. Salisu & Elie Bouri & Rangan Gupta, 2021, "Out-of-Sample Predictability of Gold Market Volatility: The Role of US Nonfarm Payroll," Working Papers, University of Pretoria, Department of Economics, number 202143, Jun.
40. Salisu, Afees A. & Cuñado, Juncal & Gupta, Rangan, 2022, "Geopolitical risks and historical exchange rate volatility of the BRICS," International Review of Economics & Finance, Elsevier, volume 77, issue C, pages 179-190, DOI: 10.1016/j.iref.2021.09.017.
    
    • Afees A. Salisu & Juncal Cunado & Rangan Gupta, 2020, "Geopolitical Risks and Historical Exchange Rate Volatility of the BRICS," Working Papers, University of Pretoria, Department of Economics, number 2020105, Nov.
41. Edmond Berisha & David Gabauer & Rangan Gupta & Jacobus Nel, 2022, "Time-varying predictability of financial stress on inequality in United Kingdom," Journal of Economic Studies, Emerald Group Publishing Limited, volume 50, issue 5, pages 987-1007, August, DOI: 10.1108/JES-02-2022-0103.
    
    • Edmond Berisha & David Gabauer & Rangan Gupta & Jacobus Nel, 2020, "Time-Varying Predictability of Financial Stress on Inequality in United Kingdom," Working Papers, University of Pretoria, Department of Economics, number 202030, Apr.
42. Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch, 2022, "Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data," Energies, MDPI, volume 15, issue 22, pages 1-26, November.
    
    • Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch, 2022, "Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data," Working Papers, University of Pretoria, Department of Economics, number 202217, Mar.
43. Sisa Shiba & Juncal Cunado & Rangan Gupta, 2022, "Predictability of the Realised Volatility of International Stock Markets Amid Uncertainty Related to Infectious Diseases," JRFM, MDPI, volume 15, issue 1, pages 1-18, January.
    
    • Sisa Shiba & Juncal Cunado & Rangan Gupta, 2021, "Predictability of the Realised Volatility of International Stock Markets Amid Uncertainty Related to Infectious Diseases," Working Papers, University of Pretoria, Department of Economics, number 202181, Nov.
44. Sisa Shiba & Goodness C. Aye & Rangan Gupta & Samrat Goswami, 2022, "Forecastability of Agricultural Commodity Futures Realised Volatility with Daily Infectious Disease-Related Uncertainty," JRFM, MDPI, volume 15, issue 11, pages 1-15, November.
    
    • Sisa Shiba & Goodness C. Aye & Rangan Gupta & Samrat Goswami, 2022, "Forecastability of Agricultural Commodity Futures Realised Volatility with Daily Infectious Disease-Related Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 202249, Oct.
45. Afees A. Salisu & Rangan Gupta & Riza Demirer, 2022, "Oil Price Uncertainty Shocks and Global Equity Markets: Evidence from a GVAR Model," JRFM, MDPI, volume 15, issue 8, pages 1-26, August.
46. Xin Sheng & Rangan Gupta, 2022, "The State-Level Nonlinear Effects of Government Spending Shocks in the US: The Role of Partisan Conflict," Sustainability, MDPI, volume 14, issue 18, pages 1-9, September.
47. Rangan Gupta & Hardik A. Marfatia & Christian Pierdzioch & Afees A. Salisu, 2022, "Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty," The Journal of Real Estate Finance and Economics, Springer, volume 64, issue 4, pages 523-545, May, DOI: 10.1007/s11146-020-09813-1.
    
    • Rangan Gupta & Hardik A. Marfatia & Christian Pierdzioch & Afees A. Salisu, 2020, "Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 202077, Aug.
48. Afees A. Salisu & Idris A. Adediran & Rangan Gupta, 2022, "A Note on the COVID-19 Shock and Real GDP in Emerging Economies," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 58, issue 1, pages 93-101, January, DOI: 10.1080/1540496X.2021.1981854.
49. Mehmet Balcilar & George Ike & Rangan Gupta, 2022, "The Role of Economic Policy Uncertainty in Predicting Output Growth in Emerging Markets: A Mixed-Frequency Granger Causality Approach," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 58, issue 4, pages 1008-1026, March, DOI: 10.1080/1540496X.2020.1860747.
    
    • Mehmet Balcilar & George Ike & Rangan Gupta, 2019, "The Role of Economic Policy Uncertainty in Predicting Output Growth in Emerging Markets: A Mixed-Frequency Granger Causality Approach," Working Papers, University of Pretoria, Department of Economics, number 201975, Oct.
50. Afees A. Salisu & Rangan Gupta, 2022, "Commodity Prices and Forecastability of International Stock Returns over a Century: Sentiments versus Fundamentals with Focus on South Africa," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 58, issue 9, pages 2620-2636, July, DOI: 10.1080/1540496X.2021.2007878.
51. Jorge Antunes & Rangan Gupta & Zinnia Mukherjee & Peter Wanke, 2022, "Information entropy, continuous improvement, and US energy performance: a novel stochastic-entropic analysis for ideal solutions (SEA-IS)," Annals of Operations Research, Springer, volume 313, issue 1, pages 289-318, June, DOI: 10.1007/s10479-021-04428-y.
    
    • Jorge Antunes & Rangan Gupta & Zinnia Mukherjee & Peter Wanke, 2020, "Information Entropy, Continuous Improvement, and US Energy Performance: A Novel Stochastic-Entropic Analysis for Ideal Solutions (SEA-IS)," Working Papers, University of Pretoria, Department of Economics, number 2020110, Dec.
52. Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller, 2022, "Globalization, long memory, and real interest rate convergence: a historical perspective," Empirical Economics, Springer, volume 63, issue 5, pages 2331-2355, November, DOI: 10.1007/s00181-022-02206-8.
    
    • Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller, 2020, "Globalization, Long Memory, and Real Interest Rate Convergence: A Historical Perspective," Working Papers, University of Pretoria, Department of Economics, number 2020106, Dec.
53. Xin Sheng & Rangan Gupta & Qiang Ji, 2022, "Forecasting charge-off rates with a panel Tobit model: the role of uncertainty," Applied Economics Letters, Taylor & Francis Journals, volume 29, issue 10, pages 927-931, June, DOI: 10.1080/13504851.2021.1898532.
    
    • Xin Sheng & Rangan Gupta & Qiang Ji, 2020, "Forecasting Charge-Off Rates with a Panel Tobit Model: The Role of Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 202092, Oct.
54. Elie Bouri & Rangan Gupta & Xuan Vinh Vo, 2022, "Jumps in Geopolitical Risk and the Cryptocurrency Market: The Singularity of Bitcoin," Defence and Peace Economics, Taylor & Francis Journals, volume 33, issue 2, pages 150-161, February, DOI: 10.1080/10242694.2020.1848285.
    
    • Elie Bouri & Rangan Gupta & Xuan Vinh Vo, 2020, "Jumps in Geopolitical Risk and the Cryptocurrency Market: The Singularity of Bitcoin," Working Papers, University of Pretoria, Department of Economics, number 202015, Feb.
55. Hardik A. Marfatia & Christophe André & Rangan Gupta, 2022, "Predicting Housing Market Sentiment: The Role of Financial, Macroeconomic and Real Estate Uncertainties," Journal of Behavioral Finance, Taylor & Francis Journals, volume 23, issue 2, pages 189-209, May, DOI: 10.1080/15427560.2020.1865354.
    
    • Hardik A. Marfatia & Christophe Andre & Rangan Gupta, 2020, "Predicting Housing Market Sentiment: The Role of Financial, Macroeconomic and Real Estate Uncertainties," Working Papers, University of Pretoria, Department of Economics, number 202061, Jun.
56. Petre Caraiani & Rangan Gupta & Chi Keung Marco Lau & Hardik A. Marfatia, 2022, "Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment," Journal of Behavioral Finance, Taylor & Francis Journals, volume 23, issue 3, pages 241-261, July, DOI: 10.1080/15427560.2020.1865963.
    
    • Petre Caraiani & Rangan Gupta & Chi Keung Marco Lau & Hardik A. Marfatia, 2019, "Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment," Working Papers, University of Pretoria, Department of Economics, number 201953, Jul.
57. Ruipeng Liu & Rangan Gupta, 2022, "Investors’ Uncertainty and Forecasting Stock Market Volatility," Journal of Behavioral Finance, Taylor & Francis Journals, volume 23, issue 3, pages 327-337, July, DOI: 10.1080/15427560.2020.1867551.
    
    • Ruipeng Liu & Rangan Gupta, 2020, "Investors' Uncertainty and Forecasting Stock Market Volatility," Working Papers, University of Pretoria, Department of Economics, number 202090, Sep.
58. Riza Demirer & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2022, "Risk aversion and the predictability of crude oil market volatility: A forecasting experiment with random forests," Journal of the Operational Research Society, Taylor & Francis Journals, volume 73, issue 8, pages 1755-1767, August, DOI: 10.1080/01605682.2021.1936668.
    
    • Riza Demirer & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2019, "Risk Aversion and the Predictability of Crude Oil Market Volatility: A Forecasting Experiment with Random Forests," Working Papers, University of Pretoria, Department of Economics, number 201972, Sep.
59. Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna, 2022, "A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market: Evidence from over a century of data," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 27, issue 1, pages 384-400, January, DOI: 10.1002/ijfe.2158.
    
    • Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna, 2019, "A Moving Average Heterogeneous Autoregressive Model for Forecasting the Realized Volatility of the US Stock Market: Evidence from Over a Century of Data," Working Papers, University of Pretoria, Department of Economics, number 201978, Nov.
60. David Gabauer & Sowmya Subramaniam & Rangan Gupta, 2022, "On the transmission mechanism of Asia‐Pacific yield curve characteristics," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 27, issue 1, pages 473-488, January, DOI: 10.1002/ijfe.2163.
    
    • Sowmya Subramaniam & David Gabauer & Rangan Gupta, 2018, "On the Transmission Mechanism of Asia-Pacific Yield Curve Characteristics," Working Papers, University of Pretoria, Department of Economics, number 201864, Oct.
61. Mehmet Balcilar & Edmond Berisha & Oğuzhan Çepni & Rangan Gupta, 2022, "The predictive power of the term spread on inequality in the United Kingdom: An empirical analysis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 27, issue 2, pages 1979-1988, April, DOI: 10.1002/ijfe.2254.
    
    • Mehmet Balcilar & Edmond Berisha & Oguzhan Cepni & Rangan Gupta, 2019, "The Predictive Power of the Term Spread on Inequality in the United Kingdom: An Empirical Analysis," Working Papers, University of Pretoria, Department of Economics, number 201981, Nov.
62. Christina Christou & Ruthira Naraidoo & Rangan Gupta & Christis Hassapis, 2022, "Monetary policy reaction to uncertainty in Japan: Evidence from a quantile‐on‐quantile interest rate rule," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 27, issue 2, pages 2041-2053, April, DOI: 10.1002/ijfe.2258.
    
    • Christina Christou & Ruthira Naraidoo & Rangan Gupta & Christis Hassapis, 2019, "Monetary Policy Reaction to Uncertainty in Japan: Evidence from a Quantile-on-Quantile Interest Rate Rule," Working Papers, University of Pretoria, Department of Economics, number 201929, Apr.
63. Elie Bouri & Rangan Gupta & Shixuan Wang, 2022, "Nonlinear contagion between stock and real estate markets: International evidence from a local Gaussian correlation approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 27, issue 2, pages 2089-2109, April, DOI: 10.1002/ijfe.2261.
64. Hossein Hassani & Mohammad Reza Yeganegi & Rangan Gupta & Riza Demirer, 2022, "Forecasting stock market (realized) volatility in the United Kingdom: Is there a role of inequality?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 27, issue 2, pages 2146-2152, April, DOI: 10.1002/ijfe.2264.
65. Afees A. Salisu & Rangan Gupta & Elie Bouri & Qiang Ji, 2022, "Mixed‐frequency forecasting of crude oil volatility based on the information content of global economic conditions," Journal of Forecasting, John Wiley & Sons, Ltd., volume 41, issue 1, pages 134-157, January, DOI: 10.1002/for.2800.
66. Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2022, "Forecasting realized volatility of international REITs: The role of realized skewness and realized kurtosis," Journal of Forecasting, John Wiley & Sons, Ltd., volume 41, issue 2, pages 303-315, March, DOI: 10.1002/for.2813.
    
    • Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2021, "Forecasting Realized Volatility of International REITs: The Role of Realized Skewness and Realized Kurtosis," Working Papers, University of Pretoria, Department of Economics, number 202114, Feb.
67. Mehmet Balcilar & David Gabauer & Rangan Gupta & Christian Pierdzioch, 2022, "Uncertainty and forecastability of regional output growth in the UK: Evidence from machine learning," Journal of Forecasting, John Wiley & Sons, Ltd., volume 41, issue 6, pages 1049-1064, September, DOI: 10.1002/for.2851.
68. Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna & Mark E. Wohar, 2022, "Uncertainty and predictability of real housing returns in the United Kingdom: A regional analysis," Journal of Forecasting, John Wiley & Sons, Ltd., volume 41, issue 7, pages 1525-1556, November, DOI: 10.1002/for.2878.
    
    • Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna & Mark E. Wohar, 2021, "Uncertainty and Predictability of Real Housing Returns in the United Kingdom: A Regional Analysis," Working Papers, University of Pretoria, Department of Economics, number 202102, Jan.
69. Oguzhan Cepni & Riza Demirer & Rangan Gupta & Ahmet Sensoy, 2022, "Interest rate uncertainty and the predictability of bank revenues," Journal of Forecasting, John Wiley & Sons, Ltd., volume 41, issue 8, pages 1559-1569, December, DOI: 10.1002/for.2884.
    
    • Cepni, Oguzhan & Demirer, Riza & Gupta, Rangan & Sensoy, Ahmet, 2021, "Interest Rate Uncertainty and the Predictability of Bank Revenues," Working Papers, Copenhagen Business School, Department of Economics, number 2-2021, Jan.
    • Oguzhan Cepni & Riza Demirer & Rangan Gupta & Ahmet Sensoy, 2020, "Interest Rate Uncertainty and the Predictability of Bank Revenues," Working Papers, University of Pretoria, Department of Economics, number 202040, May.
70. Oguzhan Cepni & Rangan Gupta & Yigit Onay, 2022, "The role of investor sentiment in forecasting housing returns in China: A machine learning approach," Journal of Forecasting, John Wiley & Sons, Ltd., volume 41, issue 8, pages 1725-1740, December, DOI: 10.1002/for.2893.
    
    • Oguzhan Cepni & Rangan Gupta & Yigit Onay, 2020, "The Role of Investor Sentiment in Forecasting Housing Returns in China: A Machine Learning Approach," Working Papers, University of Pretoria, Department of Economics, number 202055, Jun.
71. Afees A. Salisu & Rangan Gupta & Riza Demirer, 2022, "A Note On Uncertainty Due To Infectious Diseases And Output Growth Of The United States: A Mixed-Frequency Forecasting Experiment," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 02, pages 1-9, June, DOI: 10.1142/S2010495222500099.
    
    • Afees A. Salisu & Rangan Gupta & Riza Demirer, 2020, "A Note on Uncertainty due to Infectious Diseases and Output Growth of the United States: A Mixed-Frequency Forecasting Experiment," Working Papers, University of Pretoria, Department of Economics, number 202050, May.
72. Abdulnasser Hatemi-J & Mohamed A. Hajji & Elie Bouri & Rangan Gupta, 2022, "The Benefits of Diversification Between Bitcoin, Bonds, Equities and the US Dollar: A Matter of Portfolio Construction," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., volume 39, issue 04, pages 1-11, August, DOI: 10.1142/S0217595920400242.
    
    • Abdulnasser Hatemi-J & Mohamed A. Hajji & Elie Bouri & Rangan Gupta, 2019, "The Benefits of Diversification between Bitcoin, Bonds, Equities and the US Dollar: A Matter of Portfolio Construction," Working Papers, University of Pretoria, Department of Economics, number 201959, Aug.
73. Siphumlile Mangisa & Sonali Das & Rangan Gupta, 2022, "Analyzing The Impact Of Brexit On Global Uncertainty Using Functional Linear Regression With Point Of Impact: The Role Of Currency And Equity Markets," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 67, issue 04, pages 1377-1388, June, DOI: 10.1142/S0217590820460029.
    
    • Siphumlile Mangisa & Sonali Das & Rangan Gupta, 2020, "Analysing the Impact of Brexit on Global Uncertainty Using Functional Linear Regression with Point of Impact: The Role of Currency and Equity Markets," Working Papers, University of Pretoria, Department of Economics, number 202012, Jan.
74. Dogan, Eyup & Madaleno, Mara & Inglesi-Lotz, Roula & Taskin, Dilvin, 2022, "Race and energy poverty: Evidence from African-American households," Energy Economics, Elsevier, volume 108, issue C, DOI: 10.1016/j.eneco.2022.105908.
    
    • Dogan, Eyup & Madaleno, Mara & Inglesi-Lotz, Roula & Taskin, Dilvin, 2025, "Corrigendum to “Race and energy poverty: Evidence from African-American households” [Energy Economics Volume 108, April 2022, 105908]," Energy Economics, Elsevier, volume 148, issue C, DOI: 10.1016/j.eneco.2025.108686.
75. Oosthuizen, Anna Maria & Inglesi-Lotz, Roula & Thopil, George Alex, 2022, "The relationship between renewable energy and retail electricity prices: Panel evidence from OECD countries," Energy, Elsevier, volume 238, issue PB, DOI: 10.1016/j.energy.2021.121790.
    
    • Anneri M. Oosthuizen & George A. Thopil & Roula Inglesi-Lotz, 2019, "The relationship between renewable energy and retail electricity prices: Panel evidence from OECD countries," ERSA Working Paper Series, Economic Research Southern Africa, number 797, Sep.
76. Oosthuizen, A.M. & Inglesi-Lotz, R., 2022, "The impact of policy priority flexibility on the speed of renewable energy adoption," Renewable Energy, Elsevier, volume 194, issue C, pages 426-438, DOI: 10.1016/j.renene.2022.05.136.
77. Hashmi, Shabir Mohsin & Syed, Qasim Raza & Inglesi-Lotz, Roula, 2022, "Monetary and energy policy interlinkages: The case of renewable energy in the US," Renewable Energy, Elsevier, volume 201, issue P1, pages 141-147, DOI: 10.1016/j.renene.2022.10.082.
78. Chris Belmert Milindi & Roula Inglesi-Lotz, 2022, "The role of green technology on carbon emissions: does it differ across countries’ income levels?," Applied Economics, Taylor & Francis Journals, volume 54, issue 29, pages 3309-3339, June, DOI: 10.1080/00036846.2021.1998331.
79. Steven F. Koch, 2022, "Equivalence scales in a developing country with extensive inequality," South African Journal of Economics, Economic Society of South Africa, volume 90, issue 4, pages 486-512, December, DOI: 10.1111/saje.12326.
80. Steven F. Koch & Evelyn Thsehla, 2022, "The impact of diabetes on labour market outcomes," Development Southern Africa, Taylor & Francis Journals, volume 39, issue 3, pages 424-456, May, DOI: 10.1080/0376835X.2021.2015291.
    
    • Steven F. Koch & Evelyn Tshela, 2020, "The Impact of Diabetes on Labour Market Outcomes," Working Papers, University of Pretoria, Department of Economics, number 2020109, Dec.
81. Michelle Pleace & Nicky Nicholls, 2022, "Grit, motivation and university grades," South African Journal of Economics, Economic Society of South Africa, volume 90, issue 1, pages 21-36, March, DOI: 10.1111/saje.12307.
82. Nicholls, Nicky, 2022, "Race, gender and willingness to compete," Economics Letters, Elsevier, volume 213, issue C, DOI: 10.1016/j.econlet.2022.110382.
83. Masike, Kabelo & Vermeulen, Cobus, 2022, "The time-varying elasticity of South African electricity demand," Energy, Elsevier, volume 238, issue PC, DOI: 10.1016/j.energy.2021.121984.
84. Yesuf Awel & Eleni Yitbarek, 2022, "Mobile money demand in utility bill payments: A WTP estimate from Ethiopia," Journal of Development Effectiveness, Taylor & Francis Journals, volume 14, issue 1, pages 56-75, January, DOI: 10.1080/19439342.2021.1964576.
85. Eric Picard & Alexander Zimper, 2022, "Moving from a bad to a good pricing regime: The South African private health care market," South African Journal of Economics, Economic Society of South Africa, volume 90, issue 2, pages 260-276, June, DOI: 10.1111/saje.12306.
86. Zimper Alexander & Molefinyane Mpoifeng, 2022, "When is Knowledge Acquisition Socially Beneficial in the Laffont–Tirole Regulatory Framework?," The B.E. Journal of Theoretical Economics, De Gruyter, volume 22, issue 1, pages 233-266, January, DOI: 10.1515/bejte-2020-0069.

2021

1. Marthinus C. Breitenbach & Victor Ngobeni & Goodness C. Aye, 2021, "Efficiency of Healthcare Systems in the First Wave of COVID-19 – A Technical Efficiency Analysis," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 6, pages 3-21.
2. Ayrton J. C. Amaral & Marthinus C. Breitenbach, 2021, "The Marshall-Lerner Condition in the Fragile Five Economies: Evidence from the ARDL Bounds Test Approach," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 12, issue 4, pages 731-750.
3. Carolyn Chisadza & Matthew Clance & Thulani Mthembu & Nicky Nicholls & Eleni Yitbarek, 2021, "Online and face‐to‐face learning: Evidence from students’ performance during the Covid‐19 pandemic," African Development Review, African Development Bank, volume 33, issue S1, pages 114-125, April, DOI: 10.1111/1467-8268.12520.
4. Carolyn Chisadza & Matthew Clance, 2021, "Conflict heterogeneity in Africa," South African Journal of Economics, Economic Society of South Africa, volume 89, issue 4, pages 459-479, December, DOI: 10.1111/saje.12297.
   
   • Carolyn Chisadza & Matthew Clance, 2018, "Conflict Heterogeneity in Africa," Working Papers, University of Pretoria, Department of Economics, number 201852, Aug.
5. Berisha, Edmond & Chisadza, Carolyn & Clance, Matthew & Gupta, Rangan, 2021, "Income inequality and oil resources: Panel evidence from the United States," Energy Policy, Elsevier, volume 159, issue C, DOI: 10.1016/j.enpol.2021.112603.
   
   • Edmond Berisha & Carolyn Chisadza & Matthew Clance & Rangan Gupta, 2020, "Income Inequality and Oil Resources: Panel Evidence from the United States," Working Papers, University of Pretoria, Department of Economics, number 2020103, Nov.
6. Chisadza, Carolyn & Nicholls, Nicky & Yitbarek, Eleni, 2021, "Group identity in fairness decisions: Discrimination or inequality aversion?," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 93, issue C, DOI: 10.1016/j.socec.2021.101722.
7. Carolyn Chisadza & Matthew Clance & Rangan Gupta, 2021, "Government Effectiveness and the COVID-19 Pandemic," Sustainability, MDPI, volume 13, issue 6, pages 1-15, March.
   
   • Carolyn Chisadza & Matthew Clance & Rangan Gupta, 2021, "Government Effectiveness and Covid-19 Pandemic," Working Papers, University of Pretoria, Department of Economics, number 202104, Jan.
8. Matthew Clance & Giray Gozgor & Rangan Gupta & Chi Keung Marco Lau, 2021, "The Relationship Between Economic Policy Uncertainty And Corporate Tax Rates," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 16, issue 01, pages 1-13, March, DOI: 10.1142/S2010495221500020.
9. Gupta, Rangan & Sheng, Xin & van Eyden, Reneé & Wohar, Mark E., 2021, "The impact of disaggregated oil shocks on state-level real housing returns of the United States: The role of oil dependence," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.102029.
   
   • Rangan Gupta & Xin Sheng & Renee van Eyden & Mark E. Wohar, 2020, "The Impact of Disaggregated Oil Shocks on State-Level Real Housing Returns of the United States: The Role of Oil Dependence," Working Papers, University of Pretoria, Department of Economics, number 202096, Oct.
10. Rangan Gupta & Xin Sheng & Reneé van Eyden & Mark Wohar, 2021, "The impact of disaggregated oil shocks on state-level consumption of the United States," Applied Economics Letters, Taylor & Francis Journals, volume 28, issue 21, pages 1818-1824, December, DOI: 10.1080/13504851.2020.1854439.
    
    • Rangan Gupta & Xin Sheng & Renee van Eyden & Mark E. Wohar, 2020, "The Impact of Disaggregated Oil Shocks on State-Level Consumption of the United States," Working Papers, University of Pretoria, Department of Economics, number 202045, May.
11. Asiedu, Elizabeth & Azomahou, Théophile T. & Getachew, Yoseph & Yitbarek, Eleni, 2021, "Share the love: Parental bias, women empowerment and intergenerational mobility," Journal of Economic Behavior & Organization, Elsevier, volume 191, issue C, pages 846-867, DOI: 10.1016/j.jebo.2021.09.039.
    
    • Théophile Azomahou & Yoseph Y. Getachew & Eleni A. Yitbarek, 2019, "Share the Love: Parental Bias, Women Empowerment and Intergenerational Mobility," Post-Print, HAL, number hal-02315246, Jun.
12. Aviral Kumar Tiwari & Micheal Kofi Boachie & Rangan Gupta, 2021, "Network Analysis of Economic and Financial Uncertainties in Advanced Economies: Evidence from Graph-Theory," Advances in Decision Sciences, Asia University, Taiwan, volume 25, issue 1, pages 188-215, March.
    
    • Aviral Kumar Tiwari & Micheal Kofi Boachie & Rangan Gupta, 2019, "Network Analysis of Economic and Financial Uncertainties in Advanced Economies: Evidence from Graph-Theory," Working Papers, University of Pretoria, Department of Economics, number 201982, Dec.
13. Selçuk Gül & Rangan Gupta, 2021, "Time‐varying impact of global, region‐, and country‐specific uncertainties on the volatility of international trade," Contemporary Economic Policy, Western Economic Association International, volume 39, issue 4, pages 691-700, October, DOI: 10.1111/coep.12517.
14. Rangan Gupta & Patrick Kanda & Mark E. Wohar, 2021, "Predicting Stock Market Movements in the United States: The Role of Presidential Approval Ratings," International Review of Finance, International Review of Finance Ltd., volume 21, issue 1, pages 324-335, March, DOI: 10.1111/irfi.12258.
    
    • Rangan Gupta & Patrick Kanda & Mark E. Wohar, 2018, "Predicting Stock Market Movements in the United States: The Role of Presidential Approval Ratings," Working Papers, University of Pretoria, Department of Economics, number 201830, May.
15. Oğuzhan Çepni & Rangan Gupta & Mark E. Wohar, 2021, "Variants of consumption‐wealth ratios and predictability of U.S. government bond risk premia," International Review of Finance, International Review of Finance Ltd., volume 21, issue 2, pages 661-674, June, DOI: 10.1111/irfi.12283.
16. Petre Caraiani & Adrian C. Călin & Rangan Gupta, 2021, "Monetary policy and bubbles in US REITs," International Review of Finance, International Review of Finance Ltd., volume 21, issue 2, pages 675-687, June, DOI: 10.1111/irfi.12284.
    
    • Petre Caraiani & Adrian Cantemir Călin & Rangan Gupta, 2018, "Monetary Policy and Bubbles in US REITs," Working Papers, University of Pretoria, Department of Economics, number 201845, Jul.
17. Mehmet Balcilar & Rangan Gupta & Wei Ma & Philton Makena, 2021, "Income inequality and economic growth: A re‐examination of theory and evidence," Review of Development Economics, Wiley Blackwell, volume 25, issue 2, pages 737-757, May, DOI: 10.1111/rode.12754.
    
    • Mehmet Balcilar & Rangan Gupta & Wei Ma & Philton Makena, 2018, "Income Inequality and Economic Growth: A Re-Examination of Theory and Evidence," Working Papers, University of Pretoria, Department of Economics, number 201844, Jul.
18. Boubaker Heni & Canarella Giorgio & Gupta Rangan & Miller Stephen M., 2021, "Long-memory modeling and forecasting: evidence from the U.S. historical series of inflation," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 25, issue 5, pages 289-310, December, DOI: 10.1515/snde-2018-0116.
    
    • Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller, 2018, "Long-Memory Modeling and Forecasting: Evidence from the U.S. Historical Series of Inflation," Working Papers, University of Pretoria, Department of Economics, number 201869, Nov.
19. Nikolaos Antonakakis & Christina Christou & Luis A. Gil-Alana & Rangan Gupta, 2021, "Inflation-targeting and inflation volatility: International evidence from the cosine-squared cepstrum," International Economics, CEPII research center, issue 167, pages 29-38.
    
    • Antonakakis, Nikolaos & Christou, Christina & Gil-Alana, Luis A. & Gupta, Rangan, 2021, "Inflation-targeting and inflation volatility: International evidence from the cosine-squared cepstrum," International Economics, Elsevier, volume 167, issue C, pages 29-38, DOI: 10.1016/j.inteco.2021.05.004.
20. Elie Bouri & Rangan Gupta & Chi keung marco Lau & David Roubaud, 2021, "Risk aversion and Bitcoin returns in extreme quantiles," Economics Bulletin, AccessEcon, volume 41, issue 3, pages 1374-1386.
21. Bouri, Elie & Gabauer, David & Gupta, Rangan & Tiwari, Aviral Kumar, 2021, "Volatility connectedness of major cryptocurrencies: The role of investor happiness," Journal of Behavioral and Experimental Finance, Elsevier, volume 30, issue C, DOI: 10.1016/j.jbef.2021.100463.
    
    • Elie Bouri & David Gabauer & Rangan Gupta & Aviral Kumar Tiwari, 2020, "Volatility Connectedness of Major Cryptocurrencies: The Role of Investor Happiness," Working Papers, University of Pretoria, Department of Economics, number 202059, Jun.
22. Zhang, Yue-Jun & Bouri, Elie & Gupta, Rangan & Ma, Shu-Jiao, 2021, "Risk spillover between Bitcoin and conventional financial markets: An expectile-based approach," The North American Journal of Economics and Finance, Elsevier, volume 55, issue C, DOI: 10.1016/j.najef.2020.101296.
    
    • Yue-Jun Zhang & Elie Bouri & Shu-Jiao Ma & Rangan Gupta, 2020, "Risk Spillover between Bitcoin and Conventional Financial Markets: An Expectile-Based Approach," Working Papers, University of Pretoria, Department of Economics, number 202027, Mar.
23. Caporin, Massimiliano & Gupta, Rangan & Ravazzolo, Francesco, 2021, "Contagion between real estate and financial markets: A Bayesian quantile-on-quantile approach," The North American Journal of Economics and Finance, Elsevier, volume 55, issue C, DOI: 10.1016/j.najef.2020.101347.
    
    • Massimiliano Caporin & Rangan Gupta & Francesco Ravazzolo, 2019, "Contagion between Real Estate and Financial Markets: A Bayesian Quantile-on-Quantile Approach," BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen, number BEMPS61, Feb.
    • Massimiliano Caporin & Rangan Gupta & Francesco Ravazzolo, 2019, "Contagion between Real Estate and Financial Markets: A Bayesian Quantile-on-Quantile Approach," Working Papers, University of Pretoria, Department of Economics, number 201913, Feb.
24. Sheng, Xin & Marfatia, Hardik A. & Gupta, Rangan & Ji, Qiang, 2021, "House price synchronization across the US states: The role of structural oil shocks," The North American Journal of Economics and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.najef.2021.101372.
    
    • Xin Sheng & Hardik A. Marfatia & Rangan Gupta & Qiang Ji, 2020, "House Price Synchronization across the US States: The Role of Structural Oil Shocks," Working Papers, University of Pretoria, Department of Economics, number 202076, Aug.
25. Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E., 2021, "Evolution of price effects after one-day abnormal returns in the US stock market," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101405.
    
    • Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2020, "Evolution of Price Effects After One-Day of Abnormal Returns in the US Stock Market," Working Papers, University of Pretoria, Department of Economics, number 202016, Feb.
26. Christou, Christina & Gupta, Rangan & Jawadi, Fredj, 2021, "Does inequality help in forecasting equity premium in a panel of G7 countries?," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101456.
    
    • Christina Christou & Rangan Gupta & Fredj Jawadi, 2021, "Does inequality help in forecasting equity premium in a panel of G7 countries?," Post-Print, HAL, number hal-04478772, Jul, DOI: 10.1016/j.najef.2021.101456.
    • Christina Christou & Rangan Gupta & Fredj Jawadi, 2017, "Does Inequality Help in Forecasting Equity Premium in a Panel of G7 Countries?," Working Papers, University of Pretoria, Department of Economics, number 201720, Mar.
27. Cepni, Oguzhan & Gupta, Rangan, 2021, "Time-varying impact of monetary policy shocks on US stock returns: The role of investor sentiment," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101550.
    
    • Oguzhan Cepni & Rangan Gupta, 2020, "Time-Varying Impact of Monetary Policy Shocks on U.S. Stock Returns: The Role of Investor Sentiment," Working Papers, University of Pretoria, Department of Economics, number 202039, May.
28. Karmakar, Sayar & Demirer, Riza & Gupta, Rangan, 2021, "Bitcoin mining activity and volatility dynamics in the power market," Economics Letters, Elsevier, volume 209, issue C, DOI: 10.1016/j.econlet.2021.110111.
    
    • Sayar Karmakar & Riza Demirer & Rangan Gupta, 2021, "Bitcoin Mining Activity and Volatility Dynamics in the Power Market," Working Papers, University of Pretoria, Department of Economics, number 202166, Sep.
29. Bonato, Matteo & Çepni, Oğuzhan & Gupta, Rangan & Pierdzioch, Christian, 2021, "Do oil-price shocks predict the realized variance of U.S. REITs?," Energy Economics, Elsevier, volume 104, issue C, DOI: 10.1016/j.eneco.2021.105689.
    
    • Matteo Bonato & Rangan Gupta & Christian Pierdzioch, 2020, "Do Oil-Price Shocks Predict the Realized Variance of U.S. REITs?," Working Papers, University of Pretoria, Department of Economics, number 2020100, Nov.
30. Gkillas, Konstantinos & Gupta, Rangan & Pierdzioch, Christian & Yoon, Seong-Min, 2021, "OPEC news and jumps in the oil market," Energy Economics, Elsevier, volume 96, issue C, DOI: 10.1016/j.eneco.2021.105096.
    
    • Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch & Seong-Min Yoon, 2020, "OPEC News and Jumps in the Oil Market," Working Papers, University of Pretoria, Department of Economics, number 202053, Jun.
31. Tiwari, Aviral Kumar & Boachie, Micheal Kofi & Suleman, Muhammed Tahir & Gupta, Rangan, 2021, "Structure dependence between oil and agricultural commodities returns: The role of geopolitical risks," Energy, Elsevier, volume 219, issue C, DOI: 10.1016/j.energy.2020.119584.
    
    • Aviral Kumar Tiwari & Micheal Kofi Boachie & Tahir Suleman & Rangan Gupta, 2020, "Structure Dependence between Oil and Agricultural Commodities Returns: The Role of Geopolitical Risks," Working Papers, University of Pretoria, Department of Economics, number 202079, Aug.
32. Salisu, Afees A. & Pierdzioch, Christian & Gupta, Rangan, 2021, "Geopolitical risk and forecastability of tail risk in the oil market: Evidence from over a century of monthly data," Energy, Elsevier, volume 235, issue C, DOI: 10.1016/j.energy.2021.121333.
    
    • Afees A. Salisu & Christian Pierdzioch & Rangan Gupta, 2021, "Geopolitical Risk and Forecastability of Tail Risk in the Oil Market: Evidence from Over a Century of Monthly Data," Working Papers, University of Pretoria, Department of Economics, number 202122, Mar.
33. Bouri, Elie & Cepni, Oguzhan & Gabauer, David & Gupta, Rangan, 2021, "Return connectedness across asset classes around the COVID-19 outbreak," International Review of Financial Analysis, Elsevier, volume 73, issue C, DOI: 10.1016/j.irfa.2020.101646.
    
    • Elie Bouri & Oguzhan Cepni & David Gabauer & Rangan Gupta, 2020, "Return Connectedness across Asset Classes around the COVID-19 Outbreak," Working Papers, University of Pretoria, Department of Economics, number 202047, May.
34. Bouri, Elie & Gupta, Rangan, 2021, "Predicting Bitcoin returns: Comparing the roles of newspaper- and internet search-based measures of uncertainty," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2019.101398.
    
    • Elie Bouri & Rangan Gupta, 2019, "Predicting Bitcoin Returns: Comparing the Roles of Newspaper- and Internet Search-Based Measures of Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 201955, Jul.
35. Bouri, Elie & Demirer, Riza & Gupta, Rangan & Wohar, Mark E., 2021, "Gold, platinum and the predictability of bond risk premia," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101490.
    
    • Elie Bouri & Riza Demirer & Rangan Gupta & Mark E. Wohar, 2019, "Gold, Platinum and the Predictability of Bond Risk Premia," Working Papers, University of Pretoria, Department of Economics, number 201967, Aug.
36. Shahzad, Syed Jawad Hussain & Kyei, Clement Kweku & Gupta, Rangan & Olson, Eric, 2021, "Investor sentiment and dollar-pound exchange rate returns: Evidence from over a century of data using a cross-quantilogram approach," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101504.
    
    • Syed Jawad Hussain Shahzad & Clement Kweku Kyei & Rangan Gupta & Eric Olson, 2020, "Investor Sentiment and Dollar-Pound Exchange Rate Returns: Evidence from Over a Century of Data Using a Cross-Quantilogram Approach," Working Papers, University of Pretoria, Department of Economics, number 202008, Jan.
37. Bonato, Matteo & Gkillas, Konstantinos & Gupta, Rangan & Pierdzioch, Christian, 2021, "A note on investor happiness and the predictability of realized volatility of gold," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101614.
    
    • Matteo Bonato & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2020, "A Note on Investor Happiness and the Predictability of Realized Volatility of Gold," Working Papers, University of Pretoria, Department of Economics, number 202004, Jan.
38. Gupta, Rangan & Sheng, Xin & Balcilar, Mehmet & Ji, Qiang, 2021, "Time-varying impact of pandemics on global output growth," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101823.
    
    • Rangan Gupta & Xin Sheng & Mehmet Balcilar & Qiang Ji, 2020, "Time-Varying Impact of Pandemics on Global Output Growth," Working Papers, University of Pretoria, Department of Economics, number 202062, Jul.
39. Bouri, Elie & Gupta, Rangan & Majumdar, Anandamayee & Subramaniam, Sowmya, 2021, "Time-varying risk aversion and forecastability of the US term structure of interest rates," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2021.101924.
    
    • Elie Bouri & Rangan Gupta & Anandamayee Majumdar & Sowmya Subramaniam, 2020, "Time-Varying Risk Aversion and Forecastability of the US Term Structure of Interest Rates," Working Papers, University of Pretoria, Department of Economics, number 202098, Oct.
40. André, Christophe & Gabauer, David & Gupta, Rangan, 2021, "Time-varying spillovers between housing sentiment and housing market in the United States☆," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2021.101925.
41. Bouri, Elie & Gkillas, Konstantinos & Gupta, Rangan & Pierdzioch, Christian, 2021, "Forecasting power of infectious diseases-related uncertainty for gold realized variance," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2021.101936.
42. Wang, Shixuan & Gupta, Rangan & Zhang, Yue-Jun, 2021, "Bear, Bull, Sidewalk, and Crash: The Evolution of the US Stock Market Using Over a Century of Daily Data," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.101998.
    
    • Shixuan Wang & Rangan Gupta & Yue-Jun Zhang, 2020, "Bear, Bull, Sidewalk, and Crash: The Evolution of the US Stock Market Using Over a Century of Daily Data," Working Papers, University of Pretoria, Department of Economics, number 202097, Oct.
43. Salisu, Afees A. & Gupta, Rangan, 2021, "Oil shocks and stock market volatility of the BRICS: A GARCH-MIDAS approach," Global Finance Journal, Elsevier, volume 48, issue C, DOI: 10.1016/j.gfj.2020.100546.
    
    • Afees A. Salisu & Rangan Gupta, 2019, "Oil Shocks and Stock Market Volatility of the BRICS: A GARCH-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 201976, Oct.
44. Bathia, Deven & Demirer, Riza & Gupta, Rangan & Kotzé, Kevin, 2021, "Unemployment fluctuations and currency returns in the United Kingdom: Evidence from over one and a half century of data," Journal of Multinational Financial Management, Elsevier, volume 61, issue C, DOI: 10.1016/j.mulfin.2021.100679.
    
    • Deven Bathia & Riza Demirer & Rangan Gupta & Kevin Kotze, 2020, "Unemployment fluctuations and currency returns in the United Kingdom: Evidence from over one and a half century of data," School of Economics Macroeconomic Discussion Paper Series, School of Economics, University of Cape Town, number 2020-01.
    • Deven Bathia & Riza Demirer & Rangan Gupta & Kevin Kotze, 2020, "Unemployment Fluctuations and Currency Returns in the United Kingdom: Evidence from Over One and a Half Century of Data," Working Papers, University of Pretoria, Department of Economics, number 202083, Sep.
45. Balcilar, Mehmet & Bathia, Deven & Demirer, Riza & Gupta, Rangan, 2021, "Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS: Evidence from a nonparametric causality-in-quantiles approach," The Quarterly Review of Economics and Finance, Elsevier, volume 79, issue C, pages 290-302, DOI: 10.1016/j.qref.2020.07.005.
46. Marfatia, Hardik A. & Gupta, Rangan & Cakan, Esin, 2021, "Dynamic impact of the U.S. monetary policy on oil market returns and volatility," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 159-169, DOI: 10.1016/j.qref.2021.02.002.
    
    • Hardik A. Marfatia & Rangan Gupta & Esin Cakan, 2019, "Dynamic Impact of the U.S. Monetary Policy on Oil Market Returns and Volatility," Working Papers, University of Pretoria, Department of Economics, number 201916, Feb.
47. Bouri, Elie & Gupta, Rangan & Kyei, Clement Kweku & Shivambu, Rinsuna, 2021, "Uncertainty and daily predictability of housing returns and volatility of the United States: Evidence from a higher-order nonparametric causality-in-quantiles test," The Quarterly Review of Economics and Finance, Elsevier, volume 82, issue C, pages 200-206, DOI: 10.1016/j.qref.2021.09.004.
    
    • Elie Bouri & Rangan Gupta & Clement Kweku Kyei & Rinsuna Shivambu, 2020, "Uncertainty and Daily Predictability of Housing Returns and Volatility of the United States: Evidence from a Higher-Order Nonparametric Causality-in-Quantiles Test," Working Papers, University of Pretoria, Department of Economics, number 202071, Aug.
48. Gupta, Rangan & Subramaniam, Sowmya & Bouri, Elie & Ji, Qiang, 2021, "Infectious disease-related uncertainty and the safe-haven characteristic of US treasury securities," International Review of Economics & Finance, Elsevier, volume 71, issue C, pages 289-298, DOI: 10.1016/j.iref.2020.09.019.
    
    • Rangan Gupta & Sowmya Subramaniam & Elie Bouri & Qiang Ji, 2020, "Infectious Disease-Related Uncertainty and the Safe-Haven Characteristic of US Treasury Securities," Working Papers, University of Pretoria, Department of Economics, number 202078, Aug.
49. Balcilar, Mehmet & Gupta, Rangan & Sousa, Ricardo M. & Wohar, Mark E., 2021, "Linking U.S. State-level housing market returns, and the consumption-(Dis)Aggregate wealth ratio," International Review of Economics & Finance, Elsevier, volume 71, issue C, pages 779-810, DOI: 10.1016/j.iref.2020.10.011.
    
    • Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar, 2020, "Linking U.S. State-Level Housing Market Returns and the Consumption-(Dis)Aggregate Wealth Ratio," Working Papers, University of Pretoria, Department of Economics, number 202094, Oct.
50. Demirer, Riza & Gabauer, David & Gupta, Rangan & Ji, Qiang, 2021, "Monetary policy and speculative spillovers in financial markets," Research in International Business and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.ribaf.2020.101373.
    
    • Riza Demirer & David Gabauer & Rangan Gupta & Qiang Ji, 2020, "Monetary Policy and Speculative Spillovers in Financial Markets," Working Papers, University of Pretoria, Department of Economics, number 202032, Apr.
51. Cepni, Oguzhan & Dul, Wiehan & Gupta, Rangan & Wohar, Mark E., 2021, "The dynamics of U.S. REITs returns to uncertainty shocks: A proxy SVAR approach," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101433.
    
    • Oguzhan Cepni & Wiehan Dul & Rangan Gupta & Mark E. Wohar, 2020, "The Dynamics of U.S. REITs Returns to Uncertainty Shocks: A Proxy SVAR Approach," Working Papers, University of Pretoria, Department of Economics, number 202001, Jan.
52. Gupta, Rangan & Sheng, Xin & Pierdzioch, Christian & Ji, Qiang, 2021, "Disaggregated oil shocks and stock-market tail risks: Evidence from a panel of 48 economics," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101515.
53. Balcilar, Mehmet & Berisha, Edmond & Gupta, Rangan & Pierdzioch, Christian, 2021, "Time-varying evidence of predictability of financial stress in the United States over a century: The role of inequality," Structural Change and Economic Dynamics, Elsevier, volume 57, issue C, pages 87-92, DOI: 10.1016/j.strueco.2021.02.002.
    
    • Mehmet Balcilar & Edmond Berisha & Rangan Gupta & Christian Pierdzioch, 2020, "Time-Varying Evidence of Predictability of Financial Stress in the United States over a Century: The Role of Inequality," Working Papers, University of Pretoria, Department of Economics, number 202054, Jun.
54. Rangan Gupta & Christian Pierdzioch, 2021, "Forecasting the Volatility of Crude Oil: The Role of Uncertainty and Spillovers," Energies, MDPI, volume 14, issue 14, pages 1-15, July.
    
    • Rangan Gupta & Christian Pierdzioch, 2021, "Forecasting the Volatility of Crude Oil: The Role of Uncertainty and Spillovers," Working Papers, University of Pretoria, Department of Economics, number 202135, May.
55. Rangan Gupta & Christian Pierdzioch & Wing-Keung Wong, 2021, "A Note on Forecasting the Historical Realized Variance of Oil-Price Movements: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios," Energies, MDPI, volume 14, issue 20, pages 1-12, October.
    
    • Rangan Gupta & Christian Pierdzioch & Wing-Keung Wong, 2021, "A Note on Forecasting the Historical Realized Variance of Oil-Price Movements: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios," Working Papers, University of Pretoria, Department of Economics, number 202158, Aug.
56. Rangan Gupta & Christian Pierdzioch, 2021, "Climate Risks and the Realized Volatility Oil and Gas Prices: Results of an Out-of-Sample Forecasting Experiment," Energies, MDPI, volume 14, issue 23, pages 1-18, December.
    
    • Rangan Gupta & Christian Pierdzioch, 2021, "Climate Risks and the Realized Volatility Oil and Gas Prices: Results of an Out-of-Sample Forecasting Experiment," Working Papers, University of Pretoria, Department of Economics, number 202175, Oct.
57. Hardik A. Marfatia & Rangan Gupta & Keagile Lesame, 2021, "Dynamic Impact of Unconventional Monetary Policy on International REITs," JRFM, MDPI, volume 14, issue 9, pages 1-19, September.
    
    • Hardik A. Marfatia & Rangan Gupta & Keagile Lesame, 2020, "Dynamic Impact of Unconventional Monetary Policy on International REITs," Working Papers, University of Pretoria, Department of Economics, number 202020, Feb.
58. Elie Bouri & Riza Demirer & Rangan Gupta & Jacobus Nel, 2021, "COVID-19 Pandemic and Investor Herding in International Stock Markets," Risks, MDPI, volume 9, issue 9, pages 1-11, September.
    
    • Elie Bouri & Riza Demirer & Rangan Gupta & Jacobus Nel, 2020, "COVID-19 Pandemic and Investor Herding in International Stock Markets," Working Papers, University of Pretoria, Department of Economics, number 202089, Sep.
59. Mehmet Balcilar & Elie Bouri & Rangan Gupta & Christian Pierdzioch, 2021, "El Niño, La Niña, and the Forecastability of the Realized Variance of Heating Oil Price Movements," Sustainability, MDPI, volume 13, issue 14, pages 1-23, July.
    
    • Mehmet Balcilar & Elie Bouri & Rangan Gupta & Christian Pierdzioch, 2021, "El Nino, La Nina, and the Forecastability of the Realized Variance of Heating Oil Price Movements," Working Papers, University of Pretoria, Department of Economics, number 202138, Jun.
60. Yener Coskun & Christos Bouras & Rangan Gupta & Mark E. Wohar, 2021, "Multi-Horizon Financial and Housing Wealth Effects across the U.S. States," Sustainability, MDPI, volume 13, issue 3, pages 1-20, January.
    
    • Yener Coskun & Christos Bouras & Rangan Gupta & Mark E. Wohar, 2019, "Multi-Horizon Financial and Housing Wealth Effects across the U.S. States," Working Papers, University of Pretoria, Department of Economics, number 201958, Aug.
61. Zhuhua Jiang & Rangan Gupta & Sowmya Subramaniam & Seong-Min Yoon, 2021, "The Effect of Air Quality and Weather on the Chinese Stock: Evidence from Shenzhen Stock Exchange," Sustainability, MDPI, volume 13, issue 5, pages 1-20, March.
62. Elie Bouri & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2021, "Forecasting Realized Volatility of Bitcoin: The Role of the Trade War," Computational Economics, Springer;Society for Computational Economics, volume 57, issue 1, pages 29-53, January, DOI: 10.1007/s10614-020-10022-4.
    
    • Elie Bouri & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2020, "Forecasting Realized Volatility of Bitcoin: The Role of the Trade War," Working Papers, University of Pretoria, Department of Economics, number 202003, Jan.
63. Igor Fedotenkov & Rangan Gupta, 2021, "The effects of public expenditures on labour productivity in Europe," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 48, issue 4, pages 845-874, November, DOI: 10.1007/s10663-021-09505-w.
    
    • Igor Fedotenkov & Rangan Gupta, 2020, "The Effects of Public Expenditures on Labour Productivity in Europe," Working Papers, University of Pretoria, Department of Economics, number 202038, May.
64. Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar, 2021, "What Can Fifty-Two Collateralizable Wealth Measures Tell Us About Future Housing Market Returns? Evidence from U.S. State-Level Data," The Journal of Real Estate Finance and Economics, Springer, volume 62, issue 1, pages 81-107, January, DOI: 10.1007/s11146-019-09733-9.
    
    • Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar, 2019, "What can Fifty-Two Collateralizable Wealth Measures tell us about Future Housing Market Returns? Evidence from U.S. State-Level Data," Working Papers, University of Pretoria, Department of Economics, number 201974, Sep.
65. Mawuli Segnon & Rangan Gupta & Keagile Lesame & Mark E. Wohar, 2021, "High-Frequency Volatility Forecasting of US Housing Markets," The Journal of Real Estate Finance and Economics, Springer, volume 62, issue 2, pages 283-317, February, DOI: 10.1007/s11146-020-09745-w.
    
    • Mawuli Segnon & Rangan Gupta & Keagile Lesame & Mark E. Wohar, 2019, "High-Frequency Volatility Forecasting of US Housing Markets," Working Papers, University of Pretoria, Department of Economics, number 201977, Oct.
66. Afees A. Salisu & Rangan Gupta, 2021, "How Do Housing Returns in Emerging Countries Respond to Oil Shocks? A MIDAS Touch," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 57, issue 15, pages 4286-4311, December, DOI: 10.1080/1540496X.2020.1807322.
    
    • Afees A. Salisu & Rangan Gupta, 2019, "How do Housing Returns in Emerging Countries Respond to Oil Shocks? A MIDAS Touch," Working Papers, University of Pretoria, Department of Economics, number 201946, Jun.
67. João Frois Caldeira & Rangan Gupta & Muhammad Tahir Suleman & Hudson S. Torrent, 2021, "Forecasting the Term Structure of Interest Rates of the BRICS: Evidence from a Nonparametric Functional Data Analysis," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 57, issue 15, pages 4312-4329, December, DOI: 10.1080/1540496X.2020.1808458.
    
    • Joao F. Caldeira & Rangan Gupta & Tahir Suleman & Hudson S. Torrent, 2019, "Forecasting the Term Structure of Interest Rates of the BRICS: Evidence from a Nonparametric Functional Data Analysis," Working Papers, University of Pretoria, Department of Economics, number 201911, Feb.
68. Afees A. Salisu & Juncal Cuñado & Kazeem Isah & Rangan Gupta, 2021, "Oil Price and Exchange Rate Behaviour of the BRICS," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 57, issue 7, pages 2042-2051, May, DOI: 10.1080/1540496X.2020.1850440.
69. Giorgio Canarella & Luis Gil-Alana & Rangan Gupta & Stephen M Miller, 2021, "Persistence and cyclical dynamics of US and UK house prices: Evidence from over 150 years of data," Urban Studies, Urban Studies Journal Limited, volume 58, issue 1, pages 53-72, January, DOI: 10.1177/0042098019872691.
    
    • Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller, 2018, "Persistence and Cyclical Dynamics of US and UK House Prices: Evidence from Over 150 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 201838, Jun.
70. Edmond Berisha & David Gabauer & Rangan Gupta & Chi Keung Marco Lau, 2021, "Time-varying influence of household debt on inequality in United Kingdom," Empirical Economics, Springer, volume 61, issue 4, pages 1917-1933, October, DOI: 10.1007/s00181-020-01940-1.
    
    • Edmond Berisha & David Gabauer & Rangan Gupta & Chi Keung Marco Lau, 2020, "Time-Varying Influence of Household Debt on Inequality in United Kingdom," Working Papers, University of Pretoria, Department of Economics, number 202017, Feb.
71. Besma Hkiri & Juncal Cunado & Mehmet Balcilar & Rangan Gupta, 2021, "Time-varying relationship between conventional and unconventional monetary policies and risk aversion: international evidence from time- and frequency-domains," Empirical Economics, Springer, volume 61, issue 6, pages 2963-2983, December, DOI: 10.1007/s00181-020-02004-0.
    
    • Besma Hkiri & Juncal Cunado & Mehmet Balcilar & Rangan Gupta, 2019, "Time-Varying Relationship between Conventional and Unconventional Monetary Policies and Risk Aversion: International Evidence from Time- and Frequency-Domains," Working Papers, University of Pretoria, Department of Economics, number 201965, Aug.
72. Bingling Wang & Sudipto Banerjee & Rangan Gupta, 2021, "Bayesian Spatial Modeling for Housing Data in South Africa," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, volume 83, issue 2, pages 395-414, November, DOI: 10.1007/s13571-020-00233-y.
    
    • Bingling Wang & Sudipto Banerjee & Rangan Gupta, 2018, "Bayesian Spatial Modeling for Housing Data in South Africa," Working Papers, University of Pretoria, Department of Economics, number 201837, Jun.
73. David Gabauer & Rangan Gupta & Jacobus Nel & Woraphon Yamaka, 2021, "Time-Varying Predictability of Labor Productivity on Inequality in United Kingdom," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 155, issue 3, pages 771-788, June, DOI: 10.1007/s11205-021-02622-w.
    
    • David Gabauer & Rangan Gupta & Jacobus Nel & Woraphon Yamaka, 2020, "Time-Varying Predictability of Labor Productivity on Inequality in United Kingdom," Working Papers, University of Pretoria, Department of Economics, number 202084, Sep.
74. Rangan Gupta & Xin Sheng & Qiang Ji, 2021, "Movements in real estate uncertainty in the United States: the role of oil shocks," Applied Economics Letters, Taylor & Francis Journals, volume 28, issue 13, pages 1059-1065, July, DOI: 10.1080/13504851.2020.1796911.
    
    • Rangan Gupta & Xin Sheng & Qiang Ji, 2020, "Movements in Real Estate Uncertainty in the United States: The Role of Oil Shocks," Working Papers, University of Pretoria, Department of Economics, number 202035, May.
75. Afees A. Salisu & Rangan Gupta, 2021, "Dynamic effects of monetary policy shocks on macroeconomic volatility in the United Kingdom," Applied Economics Letters, Taylor & Francis Journals, volume 28, issue 18, pages 1594-1599, October, DOI: 10.1080/13504851.2020.1834498.
    
    • Afees A. Salisu & Rangan Gupta, 2020, "Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility in the United Kingdom," Working Papers, University of Pretoria, Department of Economics, number 202041, May.
76. Riza Demirer & Rangan Gupta & Christian Pierdzioch & Syed Jawad Hussain Shahzad, 2021, "A note on oil price shocks and the forecastability of gold realized volatility," Applied Economics Letters, Taylor & Francis Journals, volume 28, issue 21, pages 1889-1897, December, DOI: 10.1080/13504851.2020.1854658.
    
    • Riza Demirer & Rangan Gupta & Christian Pierdzioch & Syed Jawad Hussain Shahzad, 2020, "A Note on Oil Price Shocks and the Forecastability of Gold Realized Volatility," Working Papers, University of Pretoria, Department of Economics, number 202010, Jan.
77. Semih Emre Çekin & Rangan Gupta & Eric Olson, 2021, "The Taylor curve: international evidence," Applied Economics, Taylor & Francis Journals, volume 53, issue 40, pages 4680-4691, August, DOI: 10.1080/00036846.2021.1907284.
    
    • Semih Emre Cekin & Rangan Gupta & Eric Olson, 2020, "The Taylor Curve: International Evidence," Working Papers, University of Pretoria, Department of Economics, number 202034, May.
78. Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2021, "Forecasting realized volatility of bitcoin returns: tail events and asymmetric loss," The European Journal of Finance, Taylor & Francis Journals, volume 27, issue 16, pages 1626-1644, November, DOI: 10.1080/1351847X.2021.1906728.
    
    • Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2019, "Forecasting Realized Volatility of Bitcoin Returns: Tail Events and Asymmetric Loss," Working Papers, University of Pretoria, Department of Economics, number 201905, Jan.
79. Mehmet Balcilar & Elie Bouri & Rangan Gupta & Clement Kweku Kyei, 2021, "High-Frequency Predictability of Housing Market Movements of the United States: The Role of Economic Sentiment," Journal of Behavioral Finance, Taylor & Francis Journals, volume 22, issue 4, pages 490-498, October, DOI: 10.1080/15427560.2020.1822359.
    
    • Mehmet Balcilar & Elie Bouri & Rangan Gupta & Clement Kweku Kyei, 2020, "High-Frequency Predictability of Housing Market Movements of the United States: The Role of Economic Sentiment," Working Papers, University of Pretoria, Department of Economics, number 202066, Jul.
80. Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna, 2021, "Point and density forecasting of macroeconomic and financial uncertainties of the USA," Journal of Forecasting, John Wiley & Sons, Ltd., volume 40, issue 4, pages 700-707, July, DOI: 10.1002/for.2740.
81. Afees A. Salisu & Juncal Cuñado & Kazeem Isah & Rangan Gupta, 2021, "Stock markets and exchange rate behavior of the BRICS," Journal of Forecasting, John Wiley & Sons, Ltd., volume 40, issue 8, pages 1581-1595, December, DOI: 10.1002/for.2795.
    
    • Afees A. Salisu & Juncal Cunado & Kazeem Isah & Rangan Gupta, 2020, "Stock Markets and Exchange Rate Behaviour of the BRICS," Working Papers, University of Pretoria, Department of Economics, number 202086, Sep.
82. Mehmet Balcilar & Rangan Gupta & Theshne Kisten, 2021, "The impact of uncertainty shocks in South Africa: The role of financial regimes," Review of Financial Economics, John Wiley & Sons, volume 39, issue 4, pages 442-454, October, DOI: 10.1002/rfe.1120.
    
    • Mehmet Balcilar & Rangan Gupta & Theshne Kisten, 2020, "The Impact of Uncertainty Shocks in South Africa: The Role of Financial Regimes," Working Papers, University of Pretoria, Department of Economics, number 202046, May.
83. Sisa Shiba & Rangan Gupta, 2021, "Uncertainty Related To Infectious Diseases And Forecastability Of The Realized Volatility Of Us Treasury Securities," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 16, issue 02, pages 1-12, June, DOI: 10.1142/S2010495221500081.
    
    • Sisa Shiba & Rangan Gupta, 2021, "Uncertainty Related to Infectious Diseases and Forecastability of the Realised Volatility of US Treasury Securities," Working Papers, University of Pretoria, Department of Economics, number 202140, Jun.
84. Rangan Gupta & Anandamayee Majumdar & Jacobus Nel & Sowmya Subramaniam, 2021, "Geopolitical Risks And The High-Frequency Movements Of The Us Term Structure Of Interest Rates," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 16, issue 03, pages 1-16, September, DOI: 10.1142/S2010495221500123.
    
    • Rangan Gupta & Anandamayee Majumdar & Jacobus Nel & Sowmya Subramaniam, 2021, "Geopolitical Risks and the High-Frequency Movements of the US Term Structure of Interest Rates," Working Papers, University of Pretoria, Department of Economics, number 202150, Jul.
85. Aviral Kumar Tiwari & Deven Bathia & Elie Bouri & Rangan Gupta, 2021, "Investor Sentiment Connectedness: Evidence From Linear And Nonlinear Causality Approaches," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 16, issue 04, pages 1-29, December, DOI: 10.1142/S2010495221500160.
    
    • Aviral Kumar Tiwari & Deven Bathia & Elie Bouri & Rangan Gupta, 2018, "Investor Sentiment Connectedness: Evidence from Linear and Nonlinear Causality Approaches," Working Papers, University of Pretoria, Department of Economics, number 201814, Feb.
86. Bohlmann, J.A. & Inglesi-Lotz, R., 2021, "Examining the determinants of electricity demand by South African households per income level," Energy Policy, Elsevier, volume 148, issue PA, DOI: 10.1016/j.enpol.2020.111901.
    
    • J.A. Bohlmann & Roula Inglesi-Lotz, 2020, "Examining the Determinants of Electricity Demand by South African Households per Income Level," Working Papers, University of Pretoria, Department of Economics, number 202081, Sep.
    • Jessika A. Bohlmann & Roula Inglesi-Lotz, 2020, "Examining the determinants of electricity demand by South African households per income level," ERSA Working Paper Series, Economic Research Southern Africa, number 833, Sep.
87. Alanda Venter & Roula Inglesi-Lotz, 2021, "Does institutional quality affect electricity supply? A panel SUR estimation," ECONOMICS AND POLICY OF ENERGY AND THE ENVIRONMENT, FrancoAngeli Editore, volume 2021, issue 2, pages 77-99.
88. M. Gouveia & R. Inglesi-Lotz, 2021, "Examining the relationship between climate change-related research output and CO2 emissions," Scientometrics, Springer;Akadémiai Kiadó, volume 126, issue 11, pages 9069-9111, November, DOI: 10.1007/s11192-021-04148-x.
89. André C Jordaan, 2021, "BRICS – quo vadis?," Development Southern Africa, Taylor & Francis Journals, volume 38, issue 3, pages 454-468, May, DOI: 10.1080/0376835X.2020.1870932.
90. Ye, Yuxiang & Koch, Steven F., 2021, "Measuring energy poverty in South Africa based on household required energy consumption," Energy Economics, Elsevier, volume 103, issue C, DOI: 10.1016/j.eneco.2021.105553.
    
    • Yuxiang Ye & Steven F. Koch, 2020, "Measuring Energy Poverty in South Africa Based on Household Required Energy Consumption," Working Papers, University of Pretoria, Department of Economics, number 2020108, Dec.
91. Sumell, Albert J. & Chiang, Eric P. & Koch, Steven & Mangeloja, Esa & Sun, Jin & Pédussel Wu, Jennifer, 2021, "A cultural comparison of mindfulness and student performance: Evidence from university students in five countries," International Review of Economics Education, Elsevier, volume 37, issue C, DOI: 10.1016/j.iree.2021.100213.
92. Steven F. Koch & Naomi Setshegetso, 2021, "Progressivity of out-of-pocket payments and its determinants decomposed over time," Development Southern Africa, Taylor & Francis Journals, volume 38, issue 5, pages 731-749, September, DOI: 10.1080/0376835X.2021.1880373.
    
    • Steven F. Koch & Naomi Setshegetso, 2020, "Progressivity of Out-of-Pocket Payments and its Determinants Decomposed Over Time," Working Papers, University of Pretoria, Department of Economics, number 2020112, Dec.
93. Oyebode, B.I. & Nicholls, N., 2021, "Does the timing of assessment matter? Circadian mismatch and reflective processing in university students," International Review of Economics Education, Elsevier, volume 38, issue C, DOI: 10.1016/j.iree.2021.100226.
94. Cobus Vermeulen, 2021, "One hundred years of private shareholding in the South African Reserve Bank," Economic History of Developing Regions, Taylor & Francis Journals, volume 36, issue 2, pages 245-263, May, DOI: 10.1080/20780389.2021.1923399.
95. Théophile T. Azomahou & Eleni Yitbarek, 2021, "Intergenerational mobility in education: Is Africa different?," Contemporary Economic Policy, Western Economic Association International, volume 39, issue 3, pages 503-523, July, DOI: 10.1111/coep.12495.
96. Alexander Zimper & Mpoifeng Molefinyane, 2021, "Bargaining over loan contracts with signaling," Journal of Public Economic Theory, Association for Public Economic Theory, volume 23, issue 5, pages 958-984, October, DOI: 10.1111/jpet.12480.
97. Nils Grevenbrock & Max Groneck & Alexander Ludwig & Alexander Zimper, 2021, "Cognition, Optimism, And The Formation Of Age‐Dependent Survival Beliefs," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 62, issue 2, pages 887-918, May, DOI: 10.1111/iere.12497.
    
    • Ludwig, Alexander & Grevenbrock, Nils & Groneck, Max & Zimper, Alexander, 2020, "Cognition, Optimism and the Formation of Age-Dependent Survival Beliefs," CEPR Discussion Papers, Centre for Economic Policy Research, number 14539, Mar.
    • Nils Grevenbrock & Max Groneck & Alexander Ludwig & Alexander Zimper, 2020, "Cognition, Optimism and the Formation of Age-Dependent Survival Beliefs," Working Papers, Human Capital and Economic Opportunity Working Group, number 2020-018, Mar.
    • Grevenbrock, Nils & Groneck, Max & Ludwig, Alexander & Zimper, Alexander, 2018, "Cognition, Optimism and the Formation of Age-Dependent Survival Beliefs," MEA discussion paper series, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy, number 201801, Feb.
    • Grevenbrock, Nils & Groneck, Max & Ludwig, Alexander & Zimper, Alexander, 2020, "Cognition, optimism and the formation of age-dependent survival beliefs," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 200, revised 2020, DOI: 10.2139/ssrn.3124791.
    • Grevenbrock, Nils & Groneck, Max & Ludwig, Alexander & Zimper, Alexander, 2018, "Cognition, optimism and the formation of age-dependent survival beliefs," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 18-015.

2020

1. Mulatu Zerihun & Marthinus Breitenbach & Bernard Njindan Iyke, 2020, "A Comparative Analysis of Currency Volatility among BRICS Countries," Journal of African Business, Taylor & Francis Journals, volume 21, issue 1, pages 78-104, January, DOI: 10.1080/15228916.2019.1587805.
2. Carolyn Chisadza, 2020, "Leaders and Tenures in Sub‐Saharan Africa," South African Journal of Economics, Economic Society of South Africa, volume 88, issue 3, pages 323-340, September, DOI: 10.1111/saje.12255.
3. Matthew W Clance & Riza Demirer & Rangan Gupta & Clement Kweku Kyei, 2020, "Predicting firm-level volatility in the United States: the role of monetary policy uncertainty," Economics and Business Letters, Oviedo University Press, volume 9, issue 3, pages 167-177.
   
   • Matthew W. Clance & Riza Demirer & Rangan Gupta & Clement Kweku Kyei, 2020, "Predicting Firm-Level Volatility in the United States: The Role of Monetary Policy Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 202007, Jan.
4. Parantap Basu & Yoseph Getachew, 2020, "Redistributive innovation policy, inequality, and efficiency," Journal of Public Economic Theory, Association for Public Economic Theory, volume 22, issue 3, pages 532-554, June, DOI: 10.1111/jpet.12386.
   
   • Parantap Basu & Yoseph Getachew, 2017, "Redistributive Innovation Policy, Inequality and Efficiency," CEMAP Working Papers, Durham University Business School, number 2017_02, Feb.
   • Parantap Basu & Yoseph Getachew, 2017, "Redistributive Innovation Policy, Inequality and Efficiency," Working Papers, University of Pretoria, Department of Economics, number 201768, Oct.
5. Getachew, Yoseph Y. & Turnovsky, Stephen J., 2020, "Redistribution, inequality, and efficiency with credit constraints: Implications for South Africa," Economic Modelling, Elsevier, volume 93, issue C, pages 259-277, DOI: 10.1016/j.econmod.2020.08.008.
6. Riza Demirer & Rangan Gupta & Asli Yuksel & Aydin Yuksel, 2020, "The US Term Structure and Return Volatility in Global REIT Markets," Advances in Decision Sciences, Asia University, Taiwan, volume 24, issue 3, pages 84-109, September.
   
   • Riza Demirer & Rangan Gupta & Asli Yuksel & Aydin Yuksel, 2020, "The U.S. Term Structure and Return Volatility in Global REIT Markets," Working Papers, University of Pretoria, Department of Economics, number 202069, Jul.
7. Semei Coronado & Rangan Gupta & Besma Hkiri & Omar Rojas, 2020, "Time-Varying Spillovers between Currency and Stock Markets in the USA: Historical Evidence From More than Two Centuries," Advances in Decision Sciences, Asia University, Taiwan, volume 24, issue 4, pages 44-76, December.
8. Furkan Emirmahmutoglu & Rangan Gupta & Stephen M. Miller & Tolga Omay, 2020, "Is real per capita state personal income stationary? New nonlinear, asymmetric panel‐data evidence," Bulletin of Economic Research, Wiley Blackwell, volume 72, issue 1, pages 50-62, January, DOI: 10.1111/boer.12209.
   
   • Furkan Emirmahmutoglu & Rangan Gupta & Stephen M. Miller & Tolga Omay, 2014, "Is Real Per Capita State Personal Income Stationary? New Nonlinear, Asymmetric Panel-Data Evidence," Working Papers, University of Pretoria, Department of Economics, number 201462, Oct.
   • Furkan Emirmahmutoglu & Rangan Gupta & Stephen M. Miller & Tolga Omay, 2015, "Is Real Per Capita State Personal Income Stationary? New Nonlinear, Asymmetric Panel-Data Evidence," Working papers, University of Connecticut, Department of Economics, number 2015-02, Mar.
   • Furkan Emirmahmutoglu & Rangan Gupta & Stephen M. Miller & Tolga Omay, 2016, "Is Real Per Capita State Personal Income Stationary? New Nonlinear, Asymmetric Panel-Data Evidence," Working papers, University of Connecticut, Department of Economics, number 2016-20, Sep.
9. Elie Bouri & Konstantinos Gkillas & Rangan Gupta, 2020, "Trade uncertainties and the hedging abilities of Bitcoin," Economic Notes, Banca Monte dei Paschi di Siena SpA, volume 49, issue 3, September, DOI: 10.1111/ecno.12173.
   
   • Elie Bouri & Konstantinos Gkillas & Rangan Gupta, 2019, "Trade Uncertainties and the Hedging Abilities of Bitcoin," Working Papers, University of Pretoria, Department of Economics, number 201948, Jun.
10. Christou Christina & Naraidoo Ruthira & Gupta Rangan, 2020, "Conventional and unconventional monetary policy reaction to uncertainty in advanced economies: evidence from quantile regressions," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 24, issue 3, pages 1-17, June, DOI: 10.1515/snde-2018-0056.
    
    • Christou Christina & Naraidoo Ruthira & Gupta Rangan, 2020, "Conventional and unconventional monetary policy reaction to uncertainty in advanced economies: evidence from quantile regressions," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 24, issue 3, pages 1-17, June, DOI: 10.1515/snde-2018-0056.
    • Christina Christou & Ruthira Naraidoo & Rangan Gupta, 2018, "Conventional and Unconventional Monetary Policy Reaction to Uncertainty in Advanced Economies: Evidence from Quantile Regressions," Working Papers, University of Pretoria, Department of Economics, number 201839, Jun.
11. Pierdzioch Christian & Gupta Rangan, 2020, "Uncertainty and Forecasts of U.S. Recessions," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 24, issue 4, pages 1-20, September, DOI: 10.1515/snde-2018-0083.
    
    • Christian Pierdzioch & Rangan Gupta, 2017, "Uncertainty and Forecasts of U.S. Recessions," Working Papers, University of Pretoria, Department of Economics, number 201732, May.
12. Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2020, "Halloween Effect in developed stock markets: A historical perspective," International Economics, CEPII research center, issue 161, pages 130-138.
    
    • Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E., 2020, "Halloween Effect in developed stock markets: A historical perspective," International Economics, Elsevier, volume 161, issue C, pages 130-138, DOI: 10.1016/j.inteco.2019.11.009.
13. Christina Christou & Giray Gozgor & Rangan Gupta & Chi keung Marco Lau, 2020, "Are Uncertainties across the World Convergent?," Economics Bulletin, AccessEcon, volume 40, issue 1, pages 855-862.
    
    • Christina Christou & Giray Gozgor & Rangan Gupta & Chi-Keung (Marco) Lau, 2019, "Are Uncertainties across the World Convergent?," Working Papers, University of Pretoria, Department of Economics, number 201907, Jan.
14. Berisha, Edmond & Gupta, Rangan & Meszaros, John, 2020, "The impact of macroeconomic factors on income inequality: Evidence from the BRICS," Economic Modelling, Elsevier, volume 91, issue C, pages 559-567, DOI: 10.1016/j.econmod.2019.12.007.
15. Ji, Qiang & Liu, Bing-Yue & Cunado, Juncal & Gupta, Rangan, 2020, "Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching: Evidence from over a century of data," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2018.09.004.
    
    • Qiang Ji & Bing-Yue Liu & Juncal Cunado & Rangan Gupta, 2017, "Risk Spillover between the US and the Remaining G7 Stock Markets Using Time-Varying Copulas with Markov Switching: Evidence from Over a Century of Data," Working Papers, University of Pretoria, Department of Economics, number 201759, Aug.
16. Balcilar, Mehmet & Gupta, Rangan & Wang, Shixuan & Wohar, Mark E., 2020, "Oil price uncertainty and movements in the US government bond risk premia," The North American Journal of Economics and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.najef.2020.101147.
    
    • Mehmet Balcilar & Rangan Gupta & Shixuan Wang & Mark E. Wohar, 2019, "Oil Price Uncertainty and Movements in the US Government Bond Risk Premia," Working Papers, University of Pretoria, Department of Economics, number 201919, Mar.
17. Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E., 2020, "Price gap anomaly in the US stock market: The whole story," The North American Journal of Economics and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.najef.2020.101177.
    
    • Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2019, "Price Gap Anomaly in the US Stock Market: The Whole Story," Working Papers, University of Pretoria, Department of Economics, number 201963, Aug.
18. Gupta, Rangan & Sun, Xiaojin, 2020, "Forecasting economic policy uncertainty of BRIC countries using Bayesian VARs," Economics Letters, Elsevier, volume 186, issue C, DOI: 10.1016/j.econlet.2019.108677.
19. Tiwari, Aviral Kumar & Aye, Goodness C. & Gupta, Rangan & Gkillas, Konstantinos, 2020, "Gold-oil dependence dynamics and the role of geopolitical risks: Evidence from a Markov-switching time-varying copula model," Energy Economics, Elsevier, volume 88, issue C, DOI: 10.1016/j.eneco.2020.104748.
    
    • Aviral Kumar Tiwari & Goodness C. Aye & Rangan Gupta & Konstantinos Gkillas, 2019, "Gold-Oil Dependence Dynamics and the Role of Geopolitical Risks: Evidence from a Markov-Switching Time-Varying Copula Model," Working Papers, University of Pretoria, Department of Economics, number 201918, Mar.
20. Nazlioglu, Saban & Gupta, Rangan & Gormus, Alper & Soytas, Ugur, 2020, "Price and volatility linkages between international REITs and oil markets," Energy Economics, Elsevier, volume 88, issue C, DOI: 10.1016/j.eneco.2020.104779.
    
    • Saban Nazlioglu & Rangan Gupta & Alper Gormus & Ugur Soytas, 2019, "Price and Volatility Linkages between International REITs and Oil Markets," Working Papers, University of Pretoria, Department of Economics, number 201954, Jul.
21. Bonato, Matteo & Gupta, Rangan & Lau, Chi Keung Marco & Wang, Shixuan, 2020, "Moments-based spillovers across gold and oil markets," Energy Economics, Elsevier, volume 89, issue C, DOI: 10.1016/j.eneco.2020.104799.
    
    • Matteo Bonato & Rangan Gupta & Chi Keung Marco Lau & Shixuan Wang, 2019, "Moments-Based Spillovers across Gold and Oil Markets," Working Papers, University of Pretoria, Department of Economics, number 201966, Aug.
22. Sheng, Xin & Gupta, Rangan & Ji, Qiang, 2020, "The impacts of structural oil shocks on macroeconomic uncertainty: Evidence from a large panel of 45 countries," Energy Economics, Elsevier, volume 91, issue C, DOI: 10.1016/j.eneco.2020.104940.
    
    • Xin Sheng & Rangan Gupta & Qiang Ji, 2020, "The Impacts of Structural Oil Shocks on Macroeconomic Uncertainty: Evidence from a Large Panel of 45 Countries," Working Papers, University of Pretoria, Department of Economics, number 202024, Mar.
23. Gupta, Rangan & Huber, Florian & Piribauer, Philipp, 2020, "Predicting international equity returns: Evidence from time-varying parameter vector autoregressive models," International Review of Financial Analysis, Elsevier, volume 68, issue C, DOI: 10.1016/j.irfa.2020.101456.
    
    • Rangan Gupta & Florian Huber & Philipp Piribauer, 2018, "Predicting International Equity Returns: Evidence from Time-Varying Parameter Vector Autoregressive Models," Working Papers, University of Pretoria, Department of Economics, number 201826, Apr.
24. Cepni, Oguzhan & Gul, Selcuk & Gupta, Rangan, 2020, "Local currency bond risk premia of emerging markets: The role of local and global factors," Finance Research Letters, Elsevier, volume 33, issue C, DOI: 10.1016/j.frl.2019.05.001.
    
    • Oguzhan Cepni & Selcuk Gul & Rangan Gupta, 2019, "Local Currency Bond Risk Premia of Emerging Markets: The Role of Local and Global Factors," Working Papers, University of Pretoria, Department of Economics, number 201901, Jan.
25. Çepni, Oğguzhan & Demirer, Riza & Gupta, Rangan & Pierdzioch, Christian, 2020, "Time-varying risk aversion and the predictability of bond premia," Finance Research Letters, Elsevier, volume 34, issue C, DOI: 10.1016/j.frl.2019.07.014.
    
    • Oguzhan Cepni & Riza Demirer & Rangan Gupta & Christian Pierdzioch, 2019, "Time-Varying Risk Aversion and the Predictability of Bond Premia," Working Papers, University of Pretoria, Department of Economics, number 201906, Jan.
26. Goswami, Samrat & Gupta, Rangan & Wohar, Mark E., 2020, "Historical volatility of advanced equity markets: The role of local and global crises," Finance Research Letters, Elsevier, volume 34, issue C, DOI: 10.1016/j.frl.2019.08.013.
    
    • Samrat Goswami & Rangan Gupta & Mark E. Wohar, 2019, "Historical Volatility of Advanced Equity Markets: The Role of Local and Global Crises," Working Papers, University of Pretoria, Department of Economics, number 201931, Apr.
27. Gkillas, Konstantinos & Gupta, Rangan & Pierdzioch, Christian, 2020, "Forecasting realized gold volatility: Is there a role of geopolitical risks?," Finance Research Letters, Elsevier, volume 35, issue C, DOI: 10.1016/j.frl.2019.08.028.
    
    • Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2019, "Forecasting Realized Gold Volatility: Is there a Role of Geopolitical Risks?," Working Papers, University of Pretoria, Department of Economics, number 201943, May.
28. Christou, Christina & Gabauer, David & Gupta, Rangan, 2020, "Time-Varying impact of uncertainty shocks on macroeconomic variables of the united kingdom: Evidence from over 150 years of monthly data," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2019.101363.
    
    • Christina Christou & David Gabauer & Rangan Gupta, 2019, "Time-Varying Impact of Uncertainty Shocks on Macroeconomic Variables of the United Kingdom: Evidence from Over 150 Years of Monthly Data," Working Papers, University of Pretoria, Department of Economics, number 201962, Aug.
29. Çepni, Oğuzhan & Guney, I. Ethem & Gupta, Rangan & Wohar, Mark E., 2020, "The role of an aligned investor sentiment index in predicting bond risk premia of the U.S," Journal of Financial Markets, Elsevier, volume 51, issue C, DOI: 10.1016/j.finmar.2020.100541.
30. Asai, Manabu & Gupta, Rangan & McAleer, Michael, 2020, "Forecasting volatility and co-volatility of crude oil and gold futures: Effects of leverage, jumps, spillovers, and geopolitical risks," International Journal of Forecasting, Elsevier, volume 36, issue 3, pages 933-948, DOI: 10.1016/j.ijforecast.2019.10.003.
    
    • Manabu Asai & Rangan Gupta & Michael McAleer, 2019, "Forecasting Volatility and Co-volatility of Crude Oil and Gold Futures: Effects of Leverage, Jumps, Spillovers, and Geopolitical Risks," Working Papers, University of Pretoria, Department of Economics, number 201951, Jul.
31. Gkillas, Konstantinos & Gupta, Rangan & Pierdzioch, Christian, 2020, "Forecasting realized oil-price volatility: The role of financial stress and asymmetric loss," Journal of International Money and Finance, Elsevier, volume 104, issue C, DOI: 10.1016/j.jimonfin.2020.102137.
    
    • Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2019, "Forecasting Realized Oil-Price Volatility: The Role of Financial Stress and Asymmetric Loss," Working Papers, University of Pretoria, Department of Economics, number 201903, Jan.
32. Bathia, Deven & Bouras, Christos & Demirer, Riza & Gupta, Rangan, 2020, "Cross-border capital flows and return dynamics in emerging stock markets: Relative roles of equity and debt flows," Journal of International Money and Finance, Elsevier, volume 109, issue C, DOI: 10.1016/j.jimonfin.2020.102258.
    
    • Deven Bathia & Christos Bouras & Riza Demirer & Rangan Gupta, 2019, "Cross-Border Capital Flows and Return Dynamics in Emerging Stock Markets: Relative Roles of Equity and Debt Flows," Working Papers, University of Pretoria, Department of Economics, number 201937, May.
33. Caraiani, Petre & Gupta, Rangan, 2020, "Is the response of the bank of England to exchange rate movements frequency-dependent?," Journal of Macroeconomics, Elsevier, volume 63, issue C, DOI: 10.1016/j.jmacro.2019.103187.
    
    • Petre Caraiani & Rangan Gupta, 2018, "Is the Response of the Bank of England to Exchange Rate Movements Frequency-Dependent?," Working Papers, University of Pretoria, Department of Economics, number 201883, Dec.
34. Demirer, Riza & Gupta, Rangan & Pierdzioch, Christian & Shahzad, Syed Jawad Hussain, 2020, "The predictive power of oil price shocks on realized volatility of oil: A note," Resources Policy, Elsevier, volume 69, issue C, DOI: 10.1016/j.resourpol.2020.101856.
    
    • Riza Demirer & Rangan Gupta & Christian Pierdzioch & Syed Jawad Hussain Shahzad, 2020, "The Predictive Power of Oil Price Shocks on Realized Volatility of Oil: A Note," Working Papers, University of Pretoria, Department of Economics, number 202044, May.
35. Gupta, Rangan & Lau, Chi-Keung (Marco) & Sheng, Xin, 2020, "Graph theory-based network analysis of regional uncertainties of the US Economy," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 540, issue C, DOI: 10.1016/j.physa.2019.123064.
36. Boubaker, Heni & Cunado, Juncal & Gil-Alana, Luis A. & Gupta, Rangan, 2020, "Global crises and gold as a safe haven: Evidence from over seven and a half centuries of data," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 540, issue C, DOI: 10.1016/j.physa.2019.123093.
    
    • Heni Boubaker & Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta, 2019, "Global Crises and Gold as a Safe Haven: Evidence from Over Seven and a Half Centuries of Data," Working Papers, University of Pretoria, Department of Economics, number 201941, May.
37. Çekin, Semih Emre & Pradhan, Ashis Kumar & Tiwari, Aviral Kumar & Gupta, Rangan, 2020, "Measuring co-dependencies of economic policy uncertainty in Latin American countries using vine copulas," The Quarterly Review of Economics and Finance, Elsevier, volume 76, issue C, pages 207-217, DOI: 10.1016/j.qref.2019.07.004.
    
    • Semih Emre Cekin & Ashis Kumar Pradhan & Aviral Kumar Tiwari & Rangan Gupta, 2018, "Measuring Co-Dependencies of Economic Policy Uncertainty in Latin American Countries using Vine Copulas," Working Papers, University of Pretoria, Department of Economics, number 201867, Oct.
38. Christou, Christina & Gupta, Rangan, 2020, "Forecasting equity premium in a panel of OECD countries: The role of economic policy uncertainty," The Quarterly Review of Economics and Finance, Elsevier, volume 76, issue C, pages 243-248, DOI: 10.1016/j.qref.2019.08.001.
    
    • Christina Christou & Rangan Gupta, 2016, "Forecasting Equity Premium in a Panel of OECD Countries: The Role of Economic Policy Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 201622, Mar.
39. Gupta, Rangan & Makena, Philton, 2020, "Why must it always be so Real with tax evasion?," The Quarterly Review of Economics and Finance, Elsevier, volume 78, issue C, pages 304-308, DOI: 10.1016/j.qref.2020.04.006.
    
    • Rangan Gupta & Philton Makena, 2018, "Why must it always be so Real with Tax Evasion?," Working Papers, University of Pretoria, Department of Economics, number 201872, Nov.
40. Çekin, Semih Emre & Hkiri, Besma & Tiwari, Aviral Kumar & Gupta, Rangan, 2020, "The relationship between monetary policy and uncertainty in advanced economies: Evidence from time- and frequency-domains," The Quarterly Review of Economics and Finance, Elsevier, volume 78, issue C, pages 70-87, DOI: 10.1016/j.qref.2020.05.010.
    
    • Semih Emre Cekin & Besma Hkiri & Aviral Kumar Tiwari & Rangan Gupta, 2019, "The Relationship between Monetary Policy and Uncertainty in Advanced Economies: Evidence from Time- and Frequency-Domains," Working Papers, University of Pretoria, Department of Economics, number 201904, Jan.
41. Plakandaras, Vasilios & Tiwari, Aviral Kumar & Gupta, Rangan & Ji, Qiang, 2020, "Spillover of sentiment in the European Union: Evidence from time- and frequency-domains," International Review of Economics & Finance, Elsevier, volume 68, issue C, pages 105-130, DOI: 10.1016/j.iref.2020.03.014.
    
    • Vasilios Plakandaras & Aviral Kumar Tiwari & Rangan Gupta & Qiang Ji, 2019, "Spillover of Sentiment in the European Union: Evidence from Time- and Frequency-Domains," Working Papers, University of Pretoria, Department of Economics, number 201909, Feb.
42. Nazlioglu, Saban & Gupta, Rangan & Bouri, Elie, 2020, "Movements in international bond markets: The role of oil prices," International Review of Economics & Finance, Elsevier, volume 68, issue C, pages 47-58, DOI: 10.1016/j.iref.2020.03.004.
    
    • Saban Nazlioglu & Rangan Gupta & Elie Bouri, 2019, "Movements in International Bond Markets: The Role of Oil Prices," Working Papers, University of Pretoria, Department of Economics, number 201935, Apr.
43. Marfatia, Hardik A. & Gupta, Rangan & Miller, Stephen, 2020, "125 ​Years of time-varying effects of fiscal policy on financial markets," International Review of Economics & Finance, Elsevier, volume 70, issue C, pages 303-320, DOI: 10.1016/j.iref.2020.07.011.
44. Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E., 2020, "Historical evolution of monthly anomalies in international stock markets," Research in International Business and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.ribaf.2019.101127.
    
    • Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2019, "Historical Evolution of Monthly Anomalies in International Stock Markets," Working Papers, University of Pretoria, Department of Economics, number 201950, Jun.
45. Ji, Qiang & Bahloul, Walid & Geng, Jiang-Bo & Gupta, Rangan, 2020, "Trading behaviour connectedness across commodity markets: Evidence from the hedgers’ sentiment perspective," Research in International Business and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.ribaf.2019.101114.
46. Balcilar, Mehmet & Gupta, Rangan & Lee, Chien-Chiang & Olasehinde-Williams, Godwin, 2020, "Insurance and economic policy uncertainty," Research in International Business and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.ribaf.2020.101253.
47. Salisu, Afees A. & Gupta, Rangan & Bouri, Elie & Ji, Qiang, 2020, "The role of global economic conditions in forecasting gold market volatility: Evidence from a GARCH-MIDAS approach," Research in International Business and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.ribaf.2020.101308.
    
    • Afees A. Salisu & Rangan Gupta & Elie Bouri & Qiang Ji, 2020, "The Role of Global Economic Conditions in Forecasting Gold Market Volatility: Evidence from a GARCH-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 202043, May.
48. Gabauer, David & Gupta, Rangan, 2020, "Spillovers across macroeconomic, financial and real estate uncertainties: A time-varying approach," Structural Change and Economic Dynamics, Elsevier, volume 52, issue C, pages 167-173, DOI: 10.1016/j.strueco.2019.09.009.
    
    • David Gabauer & Rangan Gupta, 2019, "Spillovers across Macroeconomic, Financial and Real Estate Uncertainties: A Time-Varying Approach," Working Papers, University of Pretoria, Department of Economics, number 201944, Jun.
49. Balcilar, Mehmet & Demirer, Riza & Gupta, Rangan & Wohar, Mark E., 2020, "The effect of global and regional stock market shocks on safe haven assets," Structural Change and Economic Dynamics, Elsevier, volume 54, issue C, pages 297-308, DOI: 10.1016/j.strueco.2020.04.004.
50. Aviral Kumar Tiwari & Christophe André & Rangan Gupta, 2020, "Spillovers between US real estate and financial assets in time and frequency domains," Journal of Property Investment & Finance, Emerald Group Publishing Limited, volume 38, issue 6, pages 525-537, April, DOI: 10.1108/JPIF-08-2019-0110.
    
    • Aviral Kumar Tiwari & Christophe Andre & Rangan Gupta, 2019, "Spillovers between US Real Estate and Financial Assets in Time and Frequency Domains," Working Papers, University of Pretoria, Department of Economics, number 201947, Jun.
51. Riza Demirer & Rangan Gupta & Hossein Hassani & Xu Huang, 2020, "Time-Varying Risk Aversion and the Profitability of Carry Trades: Evidence from the Cross-Quantilogram," Economies, MDPI, volume 8, issue 1, pages 1-12, March.
    
    • Riza Demirer & Rangan Gupta & Hossein Hassani & Xu Huang, 2019, "Time-Varying Risk Aversion and the Profitability of Carry Trades: Evidence from the Cross-Quantilogram," Working Papers, University of Pretoria, Department of Economics, number 201979, Nov.
52. Rangan Gupta & Philton Makena, 2020, "Growth Dynamics, Multiple Equilibria, and Local Indeterminacy in an Endogenous Growth Model of Money, Banking and Inflation Targeting," Economies, MDPI, volume 8, issue 1, pages 1-14, March.
    
    • Rangan Gupta & Philton Makena, 2019, "Growth Dynamics, Multiple Equilibria, and Local Indeterminacy in an Endogenous Growth Model of Money, Banking and Inflation Targeting," Working Papers, University of Pretoria, Department of Economics, number 201960, Aug.
53. Elie Bouri & Riza Demirer & Rangan Gupta & Christian Pierdzioch, 2020, "Infectious Diseases, Market Uncertainty and Oil Market Volatility," Energies, MDPI, volume 13, issue 16, pages 1-8, August.
54. João F. Caldeira & Rangan Gupta & Hudson S. Torrent, 2020, "Forecasting U.S. Aggregate Stock Market Excess Return: Do Functional Data Analysis Add Economic Value?," Mathematics, MDPI, volume 8, issue 11, pages 1-16, November.
    
    • Joao F. Caldeira & Rangan Gupta & Hudson S. Torrent, 2020, "Forecasting U.S. Aggregate Stock Market Excess Return: Do Functional Data Analysis Add Economic Value?," Working Papers, University of Pretoria, Department of Economics, number 202087, Sep.
55. Matteo Bonato & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2020, "Investor Happiness and Predictability of the Realized Volatility of Oil Price," Sustainability, MDPI, volume 12, issue 10, pages 1-11, May.
    
    • Matteo Bonato & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2020, "Investor Happiness and Predictability of the Realized Volatility of Oil Price," Working Papers, University of Pretoria, Department of Economics, number 202009, Jan.
56. Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2020, "The Effectiveness Of Monetary Policy In South Africa Under Inflation Targeting: Evidence from a Time-Varying Factor-Augmented Vector Autoregressive Model," Journal of Developing Areas, Tennessee State University, College of Business, volume 54, issue 4, pages 55-73, October-D.
    
    • Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2016, "The Effectiveness of Monetary Policy in South Africa under Inflation Targeting: Evidence from a Time-Varying Factor-Augmented Vector Autoregressive Model," Working Papers, University of Pretoria, Department of Economics, number 201653.
57. Sergey Ivashchenko & Semih Emre Çekin & Kevin Kotzé & Rangan Gupta, 2020, "Forecasting with Second-Order Approximations and Markov-Switching DSGE Models," Computational Economics, Springer;Society for Computational Economics, volume 56, issue 4, pages 747-771, December, DOI: 10.1007/s10614-019-09941-8.
    
    • Sergey Ivashchenko & Semih Emre Cekin & Kevin Kotze & Rangan Gupta, 2018, "Forecasting with second-order approximations and Markov-switching DSGE models," School of Economics Macroeconomic Discussion Paper Series, School of Economics, University of Cape Town, number 2018-10.
    • Sergey Ivashchenko & Semih Emre Çekin & Kevin Kotzé & Rangan Gupta, 2018, "Forecasting with Second-Order Approximations and Markov Switching DSGE Models," Working Papers, University of Pretoria, Department of Economics, number 201862, Sep.
58. Konstantinos Gkillas & Rangan Gupta & Mark E. Wohar, 2020, "Oil shocks and volatility jumps," Review of Quantitative Finance and Accounting, Springer, volume 54, issue 1, pages 247-272, January, DOI: 10.1007/s11156-018-00788-y.
    
    • Konstantinos Gkillas & Rangan Gupta & Mark E. Wohar, 2018, "Oil Shocks and Volatility Jumps," Working Papers, University of Pretoria, Department of Economics, number 201825, Apr.
59. Aviral Kumar Tiwari & Rangan Gupta & Juncal Cunado & Xin Sheng, 2020, "Testing the white noise hypothesis in high-frequency housing returns of the United States," Economics and Business Letters, Oviedo University Press, volume 9, issue 3, pages 178-188.
    
    • Aviral Kumar Tiwari & Rangan Gupta & Juncal Cunado & Xin Sheng, 2019, "Testing the White Noise Hypothesis in High-Frequency Housing Returns of the United States," Working Papers, University of Pretoria, Department of Economics, number 201952, Jul.
60. Mehmet Balcilar & Rangan Gupta & Chien-Chiang Lee & Godwin Olasehinde-Williams, 2020, "Insurance-growth nexus in Africa," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, volume 45, issue 2, pages 335-360, April, DOI: 10.1057/s41288-019-00145-7.
    
    • Mehmet Balcilar & Rangan Gupta & Chien-Chiang Lee & Godwin Olasehinde-Williams, 2018, "Insurance-Growth Nexus in Africa," Working Papers, University of Pretoria, Department of Economics, number 201801, Jan.
61. Ghassen El Montasser & Rangan Gupta & Jooste Charl & Stephen M. Miller, 2020, "The Time-series Linkages between US Fiscal Policy and Asset Prices," Public Finance Review, , volume 48, issue 3, pages 303-339, May, DOI: 10.1177/1091142120916032.
    
    • Ghassen El Montasser & Rangan Gupta & Charl Jooste & Stephen M. Miller, 2015, "The Time-Series Linkages between US Fiscal Policy and Asset Prices," Working Papers, University of Pretoria, Department of Economics, number 201519, Mar.
    • Ghassen El Montasser & Rangan Gupta & Charl Jooste & Stephen M. Miller, 2016, "The time-series linkages between US fiscal policy and asset prices," Working papers, University of Connecticut, Department of Economics, number 2016-15, Sep.
62. Rangan Gupta & Hylton Hollander & Rudi Steinbach, 2020, "Forecasting output growth using a DSGE-based decomposition of the South African yield curve," Empirical Economics, Springer, volume 58, issue 1, pages 351-378, January, DOI: 10.1007/s00181-018-1607-4.
    
    • Rangan Gupta & Hylton Hollander & Rudi Steinbach, 2015, "Forecasting Output Growth using a DSGE-Based Decomposition of the South African Yield Curve," Working Papers, University of Pretoria, Department of Economics, number 201567, Sep.
63. Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller, 2020, "Modeling US historical time-series prices and inflation using alternative long-memory approaches," Empirical Economics, Springer, volume 58, issue 4, pages 1491-1511, April, DOI: 10.1007/s00181-018-1597-2.
64. Vasilios Plakandaras & Rangan Gupta & Constantinos Katrakilidis & Mark E. Wohar, 2020, "Time-varying role of macroeconomic shocks on house prices in the US and UK: evidence from over 150 years of data," Empirical Economics, Springer, volume 58, issue 5, pages 2249-2285, May, DOI: 10.1007/s00181-018-1581-x.
    
    • Vasilios Plakandaras & Rangan Gupta & Constantinos Katrakilidis & Mark E. Wohar, 2017, "Time-Varying Role of Macroeconomic Shocks on House Prices in the US and UK: Evidence from Over 150 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 201765, Sep.
65. Rangan Gupta & Xiaojin Sun, 2020, "Housing market spillovers in South Africa: evidence from an estimated small open economy DSGE model," Empirical Economics, Springer, volume 58, issue 5, pages 2309-2332, May, DOI: 10.1007/s00181-018-1613-6.
    
    • Rangan Gupta & Xiaojin Sun, 2016, "Housing Market Spillovers in South Africa: Evidence from an Estimated Small Open Economy DSGE Model," Working Papers, University of Pretoria, Department of Economics, number 201641, May.
66. Francis Leni Anguyo & Rangan Gupta & Kevin Kotzé, 2020, "Monetary policy and financial frictions in a small open-economy model for Uganda," Empirical Economics, Springer, volume 59, issue 3, pages 1213-1241, September, DOI: 10.1007/s00181-019-01728-y.
    
    • Francis Leni Anguyo & Rangan Gupta & Kevin Kotze, 2017, "Monetary Policy and Financial Frictions in a Small Open-Economy Model for Uganda," School of Economics Macroeconomic Discussion Paper Series, School of Economics, University of Cape Town, number 2017-01.
    • Francis Leni Anguyo & Rangan Gupta & Kevin Kotze, 2017, "Monetary Policy and Financial Frictions in a Small Open-Economy Model for Uganda," Working Papers, University of Pretoria, Department of Economics, number 201710, Feb.
67. Adnen Ben Nasr & Mehmet Balcilar & Rangan Gupta & Seyi Saint Akadiri, 2020, "Asymmetric effects of inequality on real output levels of the United States," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 10, issue 1, pages 47-69, March, DOI: 10.1007/s40822-019-00129-x.
68. Rangan Gupta & Chi Keung Marco Lau & Jacobus A. Nel & Xin Sheng, 2020, "Monetary policy uncertainty spillovers in time and frequency domains," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), volume 9, issue 1, pages 1-30, December, DOI: 10.1186/s40008-020-00219-z.
    
    • Rangan Gupta & Chi Keung Marco Lau & Jacobus A Nel & Xin Sheng, 2020, "Monetary Policy Uncertainty Spillovers in Time- and Frequency-Domains," Working Papers, University of Pretoria, Department of Economics, number 202005, Jan.
69. Goodness C. Aye & Giray Gozgor & Rangan Gupta, 2020, "Dynamic and Asymmetric Response of Inequality to Income Volatility: The Case of the United Kingdom," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 147, issue 3, pages 747-762, February, DOI: 10.1007/s11205-019-02180-2.
    
    • Goodness C. Aye & Giray Gozgor & Rangan Gupta, 2018, "Dynamic and Asymmetric Response of Inequality to Income Volatility: The Case of the United Kingdom," Working Papers, University of Pretoria, Department of Economics, number 201821, Mar.
70. Aviral Kumar Tiwari & Rangan Gupta & Mark E. Wohar, 2020, "Is the Housing Market in the United States Really Weakly-Efficient?," Applied Economics Letters, Taylor & Francis Journals, volume 27, issue 14, pages 1124-1134, July, DOI: 10.1080/13504851.2019.1673296.
    
    • Aviral Kumar Tiwari & Rangan Gupta & Mark E. Wohar, 2019, "Is the Housing Market in the United States Really Weakly-Efficient?," Working Papers, University of Pretoria, Department of Economics, number 201934, Apr.
71. Rangan Gupta & Hardik A. Marfatia & Eric Olson, 2020, "Effect of uncertainty on U.S. stock returns and volatility: evidence from over eighty years of high-frequency data," Applied Economics Letters, Taylor & Francis Journals, volume 27, issue 16, pages 1305-1311, September, DOI: 10.1080/13504851.2019.1677846.
    
    • Rangan Gupta & Hardik A. Marfatia & Eric Olson, 2019, "Effect of Uncertainty on U.S. Stock Returns and Volatility: Evidence from Over Eighty Years of High-Frequency Data," Working Papers, University of Pretoria, Department of Economics, number 201942, May.
72. Oğuzhan Çepni & Rangan Gupta & Zhihui Lv, 2020, "Threshold effects of inequality on economic growth in the US states: the role of human capital to physical capital ratio," Applied Economics Letters, Taylor & Francis Journals, volume 27, issue 19, pages 1546-1551, November, DOI: 10.1080/13504851.2019.1696449.
    
    • Oguzhan Cepni & Rangan Gupta & Zhihui Lv, 2019, "Threshold Effects of Inequality on Economic Growth in the US States: The Role of Human Capital to Physical Capital Ratio," Working Papers, University of Pretoria, Department of Economics, number 201968, Aug.
73. Yanele Nyamela & Vasilios Plakandaras & Rangan Gupta, 2020, "Frequency-dependent real-time effects of uncertainty in the United States: evidence from daily data," Applied Economics Letters, Taylor & Francis Journals, volume 27, issue 19, pages 1562-1566, November, DOI: 10.1080/13504851.2019.1697419.
    
    • Yanele Nyamela & Vasilios Plakandaras & Rangan Gupta, 2018, "Frequency-Dependent Real-Time Effects of Uncertainty in the United States: Evidence from Daily Data," Working Papers, University of Pretoria, Department of Economics, number 201833, May.
74. Giorgio Canarella & Rangan Gupta & Stephen M. Miller & Tolga Omay, 2020, "Does real U.K. GDP have a unit root? Evidence from a multi-century perspective," Applied Economics, Taylor & Francis Journals, volume 52, issue 10, pages 1070-1087, February, DOI: 10.1080/00036846.2019.1655138.
75. Franz Ruch & Mehmet Balcilar & Rangan Gupta & Mampho P. Modise, 2020, "Forecasting core inflation: the case of South Africa," Applied Economics, Taylor & Francis Journals, volume 52, issue 28, pages 3004-3022, June, DOI: 10.1080/00036846.2019.1701181.
    
    • Franz Ruch & Mehmet Balcilar Author-Name-First Mehmet & Mampho P. Modise & Rangan Gupta, 2015, "Forecasting Core Inflation: The Case of South Africa," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-08.
    • Franz Ruch & Mehmet Balcilar & Mampho P. Modise & Rangan Gupta, 2015, "Forecasting Core Inflation: The Case of South Africa," Working Papers, University of Pretoria, Department of Economics, number 201543, Jun.
76. Oğuzhan Çepni & Rangan Gupta & Mark E. Wohar, 2020, "The role of real estate uncertainty in predicting US home sales growth: evidence from a quantiles-based Bayesian model averaging approach," Applied Economics, Taylor & Francis Journals, volume 52, issue 5, pages 528-536, January, DOI: 10.1080/00036846.2019.1654082.
    
    • Oguzhan Cepni & Rangan Gupta & Mark E. Wohar, 2019, "The Role of Real Estate Uncertainty in Predicting US Home Sales Growth: Evidence from a Quantiles-Based Bayesian Model Averaging Approach," Working Papers, University of Pretoria, Department of Economics, number 201936, May.
77. Juncal Cunado & Rangan Gupta & Chi Keung Marco Lau & Xin Sheng, 2020, "Time-Varying Impact of Geopolitical Risks on Oil Prices," Defence and Peace Economics, Taylor & Francis Journals, volume 31, issue 6, pages 692-706, August, DOI: 10.1080/10242694.2018.1563854.
    
    • Juncal Cunado & Rangan Gupta & Chi Keung Marco Lau & Xin Sheng, 2018, "Time-Varying Impact of Geopolitical Risks on Oil Prices," Working Papers, University of Pretoria, Department of Economics, number 201841, Jul.
78. Konstantinos Gkillas & Rangan Gupta & Chi Keung Marco Lau & Muhammad Tahir Suleman, 2020, "Jumps beyond the realms of cricket: India's performance in One Day Internationals and stock market movements," Journal of Applied Statistics, Taylor & Francis Journals, volume 47, issue 6, pages 1109-1127, April, DOI: 10.1080/02664763.2019.1663157.
    
    • Konstantinos Gkillas & Rangan Gupta & Chi Keung Marco Lau & Tahir Suleman, 2018, "Jumps Beyond the Realms of Cricket: India’s Performance in One Day Internationals and Stock Market Movements," Working Papers, University of Pretoria, Department of Economics, number 201871, Nov.
79. Hossein Hassani & Mohammad Reza Yeganegi & Juncal Cuñado & Rangan Gupta, 2020, "Forecasting interest rate volatility of the United Kingdom: evidence from over 150 years of data," Journal of Applied Statistics, Taylor & Francis Journals, volume 47, issue 6, pages 1128-1143, April, DOI: 10.1080/02664763.2019.1666093.
    
    • Hossein Hassani & Mohammad Reza Yeganegi & Juncal Cunado & Rangan Gupta, 2018, "Forecasting Interest Rate Volatility of the United Kingdom: Evidence from over 150 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 201873, Nov.
80. Rangan Gupta & Godwin Olasehinde-Williams & Mark E. Wohar, 2020, "The impact of US uncertainty shocks on a panel of advanced and emerging market economies," The Journal of International Trade & Economic Development, Taylor & Francis Journals, volume 29, issue 6, pages 711-721, August, DOI: 10.1080/09638199.2020.1720785.
81. Francis Leni Anguyo & Rangan Gupta & Kevin Kotzé, 2020, "Inflation dynamics in Uganda: a quantile regression approach," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, volume 13, issue 2, pages 161-187, May, DOI: 10.1080/17520843.2019.1596963.
    
    • Francis Leni Anguyo & Rangan Gupta & Kevin Kotze, 2017, "Inflation Dynamics in Uganda: A Quantile Regression Approach," School of Economics Macroeconomic Discussion Paper Series, School of Economics, University of Cape Town, number 2017-07.
    • Francis Leni Anguyo & Rangan Gupta & Kevin Kotzé, 2017, "Inflation Dynamics in Uganda: A Quantile Regression Approach," Working Papers, University of Pretoria, Department of Economics, number 201772, Oct.
82. Mehmet Balcilar & Elie Bouri & Rangan Gupta & Mark E. Wohar, 2020, "Mortgage Default Risks and High-Frequency Predictability of the U.S. Housing Market: A Reconsideration," Journal of Real Estate Portfolio Management, Taylor & Francis Journals, volume 26, issue 2, pages 111-117, December, DOI: 10.1080/10835547.2020.1854606.
    
    • Mehmet Balcilar & Elie Bouri & Rangan Gupta & Mark E. Wohar, 2018, "Mortgage Default Risks and High-Frequency Predictability of the US Housing Market: A Reconsideration," Working Papers, University of Pretoria, Department of Economics, number 201875, Nov.
83. Francis Leni Anguyo & Rangan Gupta & Kevin Kotzé, 2020, "Monetary policy, financial frictions and structural changes in Uganda: a Markov-switching DSGE approach," Economic Research-Ekonomska Istraživanja, Taylor & Francis Journals, volume 33, issue 1, pages 1538-1561, January, DOI: 10.1080/1331677X.2020.1757480.
84. Ruipeng Liu & Riza Demirer & Rangan Gupta & Mark Wohar, 2020, "Volatility forecasting with bivariate multifractal models," Journal of Forecasting, John Wiley & Sons, Ltd., volume 39, issue 2, pages 155-167, March, DOI: 10.1002/for.2619.
85. Elie Bouri & Riza Demirer & Rangan Gupta & Xiaojin Sun, 2020, "The predictability of stock market volatility in emerging economies: Relative roles of local, regional, and global business cycles," Journal of Forecasting, John Wiley & Sons, Ltd., volume 39, issue 6, pages 957-965, September, DOI: 10.1002/for.2672.
    
    • Elie Bouri & Riza Demirer & Rangan Gupta & Xiaojin Sun, 2019, "The Predictability of Stock Market Volatility in Emerging Economies: Relative Roles of Local, Regional and Global Business Cycles," Working Papers, University of Pretoria, Department of Economics, number 201938, May.
86. Oguzhan Cepni & Rangan Gupta & I. Ethem Güney & M. Yilmaz, 2020, "Forecasting local currency bond risk premia of emerging markets: The role of cross‐country macrofinancial linkages," Journal of Forecasting, John Wiley & Sons, Ltd., volume 39, issue 6, pages 966-985, September, DOI: 10.1002/for.2669.
    
    • Oguzhan Cepni & Rangan Gupta & I. Ethem Guney & M. Hasan Yilmaz, 2019, "Forecasting Local Currency Bond Risk Premia of Emerging Markets: The Role of Cross-Country Macro-Financial Linkages," Working Papers, University of Pretoria, Department of Economics, number 201957, Jul.
87. Hossein Hassani & Mohammad Reza Yeganegi & Rangan Gupta, 2020, "Historical Forecasting Of Interest Rate Mean And Volatility Of The United States: Is There A Role Of Uncertainty?," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 04, pages 1-17, December, DOI: 10.1142/S2010495220500189.
    
    • Hossein Hassani & Mohammad Reza Yeganegi & Rangan Gupta, 2020, "Historical Forecasting of Interest Rate Mean and Volatility of the United States: Is there a Role of Uncertainty?," Working Papers, University of Pretoria, Department of Economics, number 202075, Aug.
88. Ndlovu, Vanessa & Inglesi-Lotz, Roula, 2020, "The causal relationship between energy and economic growth through research and development (R&D): The case of BRICS and lessons for South Africa," Energy, Elsevier, volume 199, issue C, DOI: 10.1016/j.energy.2020.117428.
89. Ajmi, Ahdi Noomen & Inglesi-Lotz, Roula, 2020, "Biomass energy consumption and economic growth nexus in OECD countries: A panel analysis," Renewable Energy, Elsevier, volume 162, issue C, pages 1649-1654, DOI: 10.1016/j.renene.2020.10.002.
90. Cuihong Ye & Yiguo Chen & Roula Inglesi-Lotz & Tsangyao Chang, 2020, "CO2 emissions converge in China and G7 countries? Further evidence from Fourier quantile unit root test," Energy & Environment, , volume 31, issue 2, pages 348-363, March, DOI: 10.1177/0958305X19867082.
91. Abdelaziz Hakimi & Roula Inglesi-Lotz, 2020, "Examining the differences in the impact of climate change on innovation between developed and developing countries: evidence from a panel system GMM analysis," Applied Economics, Taylor & Francis Journals, volume 52, issue 22, pages 2353-2365, May, DOI: 10.1080/00036846.2019.1690126.
92. Roula Inglesi-Lotz & Abdelaziz Hakimi & Majdi Karmani & Rim Boussaada, 2020, "Threshold effects in the patent-growth relationship: a PSTR approach for 60 developed and developing countries," Applied Economics, Taylor & Francis Journals, volume 52, issue 32, pages 3512-3524, June, DOI: 10.1080/00036846.2020.1713295.
93. Adél Bosch & Steven F. Koch, 2020, "The South African Financial Cycle and its Relation to Household Deleveraging," South African Journal of Economics, Economic Society of South Africa, volume 88, issue 2, pages 145-173, June, DOI: 10.1111/saje.12245.
94. Steven F Koch & Naomi Setshegetso, 2020, "Catastrophic health expenditures arising from out-of-pocket payments: Evidence from South African income and expenditure surveys," PLOS ONE, Public Library of Science, volume 15, issue 8, pages 1-14, August, DOI: 10.1371/journal.pone.0237217.
95. Alexander Zimper & Nicky Nicholls, 2020, "Choosing the agent's group identity in a trust game with delegated decision making," Journal of Public Economic Theory, Association for Public Economic Theory, volume 22, issue 1, pages 220-244, February, DOI: 10.1111/jpet.12405.
96. Conrad F. J. Beyers & Allan Freitas & Kojo A. Essel-Mensah & Reyno Seymore & Dimitrios P. Tsomocos, 2020, "A computable general equilibrium model for banking sector risk assessment in South Africa," Annals of Finance, Springer, volume 16, issue 2, pages 195-218, June, DOI: 10.1007/s10436-020-00362-4.
97. Alain Kabundi & Tumisang Loate & Nicola Viegi, 2020, "Spillovers of the Conventional and Unconventional Monetary Policy from the US to South Africa," South African Journal of Economics, Economic Society of South Africa, volume 88, issue 4, pages 435-471, December, DOI: 10.1111/saje.12262.
    
    • Alain Kabundi & Tumisang Loate & Nicola Viegi, 2020, "Spillovers of the Conventional and Unconventional Monetary Policy from the US to South Africa," Working Papers, University of Pretoria, Department of Economics, number 202033, Apr.
    • Alain Kabundi & Nicola Viegi & Tumisang Loate-Ntsoko, 2020, "Spillovers of the Conventional and Unconventional Monetary Policy from the US to South Africa," ERSA Working Paper Series, Economic Research Southern Africa, number 818, Apr.

2019

1. Bittencourt, Manoel & Chang, Shinhye & Gupta, Rangan & Miller, Stephen M., 2019, "Does financial development affect income inequality in the U.S. States?," Journal of Policy Modeling, Elsevier, volume 41, issue 6, pages 1043-1056, DOI: 10.1016/j.jpolmod.2019.07.008.
2. Manoel Bittencourt, 2019, "Young democracies and government debt: evidence from South America," Journal of Economic Policy Reform, Taylor and Francis Journals, volume 22, issue 4, pages 351-368, October, DOI: 10.1080/17487870.2018.1429272.
3. Chisadza, Carolyn & Nicholls, Nicky & Yitbarek, Eleni, 2019, "Race and gender biases in student evaluations of teachers," Economics Letters, Elsevier, volume 179, issue C, pages 66-71, DOI: 10.1016/j.econlet.2019.03.022.
4. Goodness C. Aye & Matthew W. Clance & Rangan Gupta, 2019, "The effectiveness of monetary and fiscal policy shocks on U.S. inequality: the role of uncertainty," Quality & Quantity: International Journal of Methodology, Springer, volume 53, issue 1, pages 283-295, January, DOI: 10.1007/s11135-018-0752-3.
   
   • Aye, G.C. & Clance, M. & Gupta, R., 2018, "The Effectiveness of Monetary and Fiscal Policy Shocks on U.S. Inequality: The Role of Uncertainty," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia, International Association of Agricultural Economists, number 277037, Jul, DOI: 10.22004/ag.econ.277037.
   • Goodness C. Aye & Matthew W. Clance & Rangan Gupta, 2017, "The Effectiveness of Monetary and Fiscal Policy Shocks on U.S. Inequality: The Role of Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 201782, Dec.
5. Matthew W. Clance & Rangan Gupta & Mark E. Wohar, 2019, "Geopolitical risks and recessions in a panel of advanced economies: evidence from over a century of data," Applied Economics Letters, Taylor & Francis Journals, volume 26, issue 16, pages 1317-1321, September, DOI: 10.1080/13504851.2018.1558332.
   
   • Matthew W. Clance & Rangan Gupta & Mark E. Wohar, 2018, "Geopolitical Risks and Recessions in a Panel of Advanced Economies: Evidence from Over a Century of Data," Working Papers, University of Pretoria, Department of Economics, number 201807, Feb.
6. Goodness C. Aye & Matthew W. Clance & Rangan Gupta, 2019, "The Effect of Economic Uncertainty on the Housing Market Cycle," Journal of Real Estate Portfolio Management, Taylor & Francis Journals, volume 25, issue 1, pages 67-75, January, DOI: 10.1080/10835547.2019.12090024.
   
   • Goodness C. Aye & Matthew W. Clance & Rangan Gupta, 2017, "The Effect of Economic Uncertainty on the Housing Market Cycle," Working Papers, University of Pretoria, Department of Economics, number 201757, Aug.
7. van Eyden, Reneé & Difeto, Mamothoana & Gupta, Rangan & Wohar, Mark E., 2019, "Oil price volatility and economic growth: Evidence from advanced economies using more than a century’s data," Applied Energy, Elsevier, volume 233, issue , pages 612-621, DOI: 10.1016/j.apenergy.2018.10.049.
8. Augustin Kwasi Fosu & Abdul Fatawu Abass, 2019, "Domestic Credit and Export Diversification: Africa from a Global Perspective," Journal of African Business, Taylor & Francis Journals, volume 20, issue 2, pages 160-179, April, DOI: 10.1080/15228916.2019.1582295.
   
   • Augustin Kwasi Fosu & Abdul Fatawu Abass, 2019, "Domestic Credit and Export Diversification: Africa from a Global Perspective," CSAE Working Paper Series, Centre for the Study of African Economies, University of Oxford, number 2019-04.
   • Augustin Kwasi Fosu & Abdul Fatawu Abass, 2019, "Domestic Credit and Export Diversification: Africa from a Global Perspective," Working Papers, University of Pretoria, Department of Economics, number 201924, Mar.
9. Parantap Basu & Keshab Bhattarai & Yoseph Getachew, 2019, "Capital adjustment cost and inconsistency in income‐based dynamic panel models with fixed effects," German Economic Review, Verein für Socialpolitik, volume 20, issue 4, pages 1002-1018, November, DOI: 10.1111/geer.12202.
   
   • Basu Parantap & Getachew Yoseph & Bhattarai Keshab, 2019, "Capital adjustment cost and inconsistency in income-based dynamic panel models with fixed effects," German Economic Review, De Gruyter, volume 20, issue 4, pages 1002-1018, December, DOI: 10.1111/geer.12202.
10. Esin Cakan & Riza Demirer & Rangan Gupta & Josine Uwilingiye, 2019, "Economic Policy Uncertainty and Herding Behavior Evidence from the South African Housing Market," Advances in Decision Sciences, Asia University, Taiwan, volume 23, issue 1, pages 88-113, March.
    
    • Esin Cakan & Riza Demirer & Rangan Gupta & Josine Uwilingiye, 2019, "Economic Policy Uncertainty and Herding Behavior: Evidence from the South African Housing Market," Working Papers, University of Pretoria, Department of Economics, number 201921, Mar.
11. Rangan Gupta & Mark E. Wohar, 2019, "Presidential Cycles In The Usa And The Dollar-Pound Exchange Rate: Evidence From Over Two Centuries," Advances in Decision Sciences, Asia University, Taiwan, volume 23, issue 2, pages 151-163, June.
12. Goodness C. Aye & Rangan Gupta, 2019, "Macroeconomic Uncertainty And The Comovement In Buying Versus Renting In The Usa," Advances in Decision Sciences, Asia University, Taiwan, volume 23, issue 3, pages 93-121, September.
13. Rangan Gupta & Chi Keung Marco Lau & Seong-Min Yoon, 2019, "OPEC News Announcement Effect on Volatility in the Crude Oil Market: A Reconsideration," Advances in Decision Sciences, Asia University, Taiwan, volume 23, issue 4, pages 1-23, December.
    
    • Rangan Gupta & Chi Keung Marco Lau & Seong-Min Yoon, 2017, "OPEC News Announcement Effect on Volatility in the Crude Oil Market: A Reconsideration," Working Papers, University of Pretoria, Department of Economics, number 201754, Jul.
14. Abdulnasser Hatemi‐J & Chi‐Chuan Lee & Chien‐Chiang Lee & Rangan Gupta, 2019, "Insurance activity and economic performance: Fresh evidence from asymmetric panel causality tests," International Finance, Wiley Blackwell, volume 22, issue 2, pages 221-240, August, DOI: 10.1111/infi.12333.
    
    • Abdulnasser Hatemi-J & Chi-Chuan Lee & Chien-Chiang Lee & Rangan Gupta, 2018, "Insurance Activity and Economic Performance: Fresh Evidence from Asymmetric Panel Causality Tests," Working Papers, University of Pretoria, Department of Economics, number 201828, May.
15. Rangan Gupta & Chi Keung Marco Lau & Stephen M. Miller & Mark E. Wohar, 2019, "US Fiscal Policy and Asset Prices: The Role of Partisan Conflict," International Review of Finance, International Review of Finance Ltd., volume 19, issue 4, pages 851-862, December, DOI: 10.1111/irfi.12188.
    
    • Rangan Gupta & Chi Keung Marco Lau & Stephen M. Miller & Mark E. Wohar, 2017, "U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict," Working Papers, University of Pretoria, Department of Economics, number 201742, Jun.
    • Rangan Gupta & Chi Keung Marco Lau & Stephen M. Miller & Mark E. Wohar, 2017, "U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict," Working papers, University of Connecticut, Department of Economics, number 2017-10, Jun.
16. Luis Alberiko Gil‐Alana & Rangan Gupta, 2019, "Persistence, Mean Reversion and Nonlinearities in Inflation Rates of Developed and Developing Countries Using Over One Century of Data," Manchester School, University of Manchester, volume 87, issue 1, pages 24-36, January, DOI: 10.1111/manc.12213.
    
    • Luis A. Gil-Alana & Rangan Gupta, 2017, "Persistence, Mean Reversion and Nonlinearities in Inflation Rates of Developed and Developing Countries Using Over One Century of Data," Working Papers, University of Pretoria, Department of Economics, number 201713, Mar.
17. Claudiu Tiberiu Albulescu & Aviral Kumar Tiwari & Stephen M. Miller & Rangan Gupta, 2019, "Time–frequency relationship between US inflation and inflation uncertainty: evidence from historical data," Scottish Journal of Political Economy, Scottish Economic Society, volume 66, issue 5, pages 673-702, November, DOI: 10.1111/sjpe.12207.
18. Tiwari Aviral Kumar & Cunado Juncal & Gupta Rangan & Wohar Mark E., 2019, "Are stock returns an inflation hedge for the UK? Evidence from a wavelet analysis using over three centuries of data," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 23, issue 3, pages 1-17, June, DOI: 10.1515/snde-2017-0049.
    
    • Aviral Kumar Tiwari & Juncal Cunado & Rangan Gupta & Mark E. Wohar, 2017, "Are Stock Returns an Inflation Hedge for the UK? Evidence from a Wavelet Analysis Using Over Three Centuries of Data," Working Papers, University of Pretoria, Department of Economics, number 201735, May.
19. Wilson Donzwa & Rangan Gupta & Mark E. Wohar, 2019, "Volatility Spillovers between Interest Rates and Equity Markets of Developed Economies," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 8, issue 3, pages 39-50.
20. Hossein Hassani & Mohammad Reza Yeganegi & Rangan Gupta, 2019, "Does inequality really matter in forecasting real housing returns of the United Kingdom?," International Economics, CEPII research center, issue 159, pages 18-25.
    
    • Hassani, Hossein & Yeganegi, Mohammad Reza & Gupta, Rangan, 2019, "Does inequality really matter in forecasting real housing returns of the United Kingdom?," International Economics, Elsevier, volume 159, issue C, pages 18-25, DOI: 10.1016/j.inteco.2019.03.004.
    • Hossein Hassani & Mohammad Reza Yeganegi & Rangan Gupta, 2018, "Does Inequality Really Matter in Forecasting Real Housing Returns of the United Kingdom?," Working Papers, University of Pretoria, Department of Economics, number 201859, Sep.
21. Rangan Gupta & Philton Makena, 2019, "Inflation Aversion and the Growth-Inflation Relationship," Annals of Economics and Finance, Society for AEF, volume 20, issue 2, pages 803-815, November.
    
    • Rangan Gupta & Philton Makena, 2019, "Inflation Aversion and the Growth-Inflation Relationship," Working Papers, University of Pretoria, Department of Economics, number 201920, Mar.
22. Miller, Stephen M. & Martins, Luis Filipe & Gupta, Rangan, 2019, "A Time-Varying Approach Of The Us Welfare Cost Of Inflation," Macroeconomic Dynamics, Cambridge University Press, volume 23, issue 2, pages 775-797, March.
    
    • Stephen M. Miller & Luis F. Martins & Rangan Gupta, 2014, "A Time-Varying Approach of the US Welfare Cost of Inflation," Working Papers, University of Pretoria, Department of Economics, number 201419, May.
    • Stephen M. Miller & Luis F. Martins & Rangan Gupta, 2014, "A Time-Varying Approach of the US Welfare Cost of Inflation," Working papers, University of Connecticut, Department of Economics, number 2014-11, May.
23. Gupta, Rangan & Risse, Marian & Volkman, David A. & Wohar, Mark E., 2019, "The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom: Evidence from a nonparametric causality-in-quantiles test using over 250 years of data," The North American Journal of Economics and Finance, Elsevier, volume 47, issue C, pages 391-405, DOI: 10.1016/j.najef.2018.05.006.
    
    • Rangan Gupta & Marian Risse & David A. Volkman & Mark E. Wohar, 2017, "The Role of Term Spread and Pattern Changes in Predicting Stock Returns and Volatility of the United Kingdom: Evidence from a Nonparametric Causality-in-Quantiles Test Using Over 250 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 201755, Jul.
24. Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E., 2019, "Rise and fall of calendar anomalies over a century," The North American Journal of Economics and Finance, Elsevier, volume 49, issue C, pages 181-205, DOI: 10.1016/j.najef.2019.04.011.
    
    • Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2019, "Rise and Fall of Calendar Anomalies over a Century," Working Papers, University of Pretoria, Department of Economics, number 201902, Jan.
25. Gupta, Rangan & Kanda, Patrick & Tiwari, Aviral Kumar & Wohar, Mark E., 2019, "Time-varying predictability of oil market movements over a century of data: The role of US financial stress," The North American Journal of Economics and Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.najef.2019.100994.
    
    • Rangan Gupta & Patrick Kanda & Aviral Kumar Tiwari & Mark E. Wohar, 2018, "Time-Varying Predictability of Oil Market Movements Over a Century of Data: The Role of US Financial Stress," Working Papers, University of Pretoria, Department of Economics, number 201848, Jul.
26. Demirer, Riza & Gkillas, Konstantinos & Gupta, Rangan & Pierdzioch, Christian, 2019, "Time-varying risk aversion and realized gold volatility," The North American Journal of Economics and Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.najef.2019.101048.
    
    • Riza Demirer & Rangan Gupta & Christian Pierdzioch, 2018, "Time-Varying Risk Aversion and Realized Gold Volatility," Working Papers, University of Pretoria, Department of Economics, number 201881, Dec.
27. Christou, Christina & Gupta, Rangan & Nyakabawo, Wendy, 2019, "Time-varying impact of uncertainty shocks on the US housing market," Economics Letters, Elsevier, volume 180, issue C, pages 15-20, DOI: 10.1016/j.econlet.2019.03.029.
    
    • Christina Christou & Rangan Gupta & Wendy Nyakabawo, 2018, "Time-Varying Impact of Uncertainty Shocks on the US Housing Market," Working Papers, University of Pretoria, Department of Economics, number 201870, Nov.
28. Fang, Libing & Bouri, Elie & Gupta, Rangan & Roubaud, David, 2019, "Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin?," International Review of Financial Analysis, Elsevier, volume 61, issue C, pages 29-36, DOI: 10.1016/j.irfa.2018.12.010.
    
    • Libing Fang & Elie Bouri & Rangan Gupta & David Roubaud, 2018, "Does Global Economic Uncertainty Matter for the Volatility and Hedging Effectiveness of Bitcoin?," Working Papers, University of Pretoria, Department of Economics, number 201858, Sep.
29. Antonakakis, Nikolaos & Gabauer, David & Gupta, Rangan, 2019, "International monetary policy spillovers: Evidence from a time-varying parameter vector autoregression," International Review of Financial Analysis, Elsevier, volume 65, issue C, DOI: 10.1016/j.irfa.2019.101382.
30. Tiwari, Aviral Kumar & Aye, Goodness C. & Gupta, Rangan, 2019, "Stock market efficiency analysis using long spans of Data: A multifractal detrended fluctuation approach," Finance Research Letters, Elsevier, volume 28, issue C, pages 398-411, DOI: 10.1016/j.frl.2018.06.012.
    
    • Aviral Kumar Tiwari & Goodness C. Aye & Rangan Gupta, 2018, "Stock Market Efficiency Analysis using Long Spans of Data: A Multifractal Detrended Fluctuation Approach," Working Papers, University of Pretoria, Department of Economics, number 201824, Apr.
31. Bouri, Elie & Gupta, Rangan & Roubaud, David, 2019, "Herding behaviour in cryptocurrencies," Finance Research Letters, Elsevier, volume 29, issue C, pages 216-221, DOI: 10.1016/j.frl.2018.07.008.
32. Gupta, Rangan & Pierdzioch, Christian & Vivian, Andrew J. & Wohar, Mark E., 2019, "The predictive value of inequality measures for stock returns: An analysis of long-span UK data using quantile random forests," Finance Research Letters, Elsevier, volume 29, issue C, pages 315-322, DOI: 10.1016/j.frl.2018.08.013.
    
    • Rangan Gupta & Christian Pierdzioch & Andrew J. Vivian & Mark E. Wohar, 2018, "The Predictive Value of Inequality Measures for Stock Returns: An Analysis of Long-Span UK Data Using Quantile Random Forests," Working Papers, University of Pretoria, Department of Economics, number 201809, Feb.
33. Pierdzioch, Christian & Risse, Marian & Gupta, Rangan & Nyakabawo, Wendy, 2019, "On REIT returns and (un-)expected inflation: Empirical evidence based on Bayesian additive regression trees," Finance Research Letters, Elsevier, volume 30, issue C, pages 160-169, DOI: 10.1016/j.frl.2018.09.010.
    
    • Christian Pierdzioch & Marian Risse & Rangan Gupta & Wendy Nyakabawo, 2016, "On REIT Returns and (Un-) Expected Inflation: Empirical Evidence Based on Bayesian Additive Regression Trees," Working Papers, University of Pretoria, Department of Economics, number 201677, Oct.
34. Ji, Qiang & Gupta, Rangan & Bekun, Festus Victor & Balcilar, Mehmet, 2019, "Spillover of mortgage default risks in the United States: Evidence from metropolitan statistical areas and states," The Journal of Economic Asymmetries, Elsevier, volume 19, issue C, pages 1-1, DOI: 10.1016/j.jeca.2019.e00114.
    
    • Qiang Ji & Rangan Gupta & Festus Victor Bekun & Mehmet Balcilar, 2018, "Spillover of Mortgage Default Risks in the United States: Evidence from Metropolitan Statistical Areas and States," Working Papers, University of Pretoria, Department of Economics, number 201850, Aug.
35. Tiwari, Aviral Kumar & Mukherjee, Zinnia & Gupta, Rangan & Balcilar, Mehmet, 2019, "A wavelet analysis of the relationship between oil and natural gas prices," Resources Policy, Elsevier, volume 60, issue C, pages 118-124, DOI: 10.1016/j.resourpol.2018.11.020.
    
    • Aviral Kumar Tiwari & Zinnia Mukherjee & Rangan Gupta & Mehmet Balcilar, 2018, "A Wavelet Analysis of the Relationship between Oil and Natural Gas Prices," Working Papers, University of Pretoria, Department of Economics, number 201831, May.
36. Plakandaras, Vasilios & Gupta, Rangan & Wong, Wing-Keung, 2019, "Point and density forecasts of oil returns: The role of geopolitical risks," Resources Policy, Elsevier, volume 62, issue C, pages 580-587, DOI: 10.1016/j.resourpol.2018.11.006.
    
    • Vasilios Plakandaras & Rangan Gupta & Wing-Keung Wong, 2018, "Point and Density Forecasts of Oil Returns: The Role of Geopolitical Risks," Working Papers, University of Pretoria, Department of Economics, number 201847, Jul.
37. Sibande, Xolani & Gupta, Rangan & Wohar, Mark E., 2019, "Time-varying causal relationship between stock market and unemployment in the United Kingdom: Historical evidence from 1855 to 2017," Journal of Multinational Financial Management, Elsevier, volume 49, issue C, pages 81-88, DOI: 10.1016/j.mulfin.2019.02.003.
    
    • Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2018, "Time-Varying Causal Relationship between Stock Market and Unemployment in the United Kingdom: Historical Evidence from 1855 to 2017," Working Papers, University of Pretoria, Department of Economics, number 201863, Oct.
38. Cunado, Juncal & Gil-Alana, Luis A. & Gupta, Rangan, 2019, "Persistence in trends and cycles of gold and silver prices: Evidence from historical data," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 514, issue C, pages 345-354, DOI: 10.1016/j.physa.2018.09.081.
    
    • Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta, 2018, "Persistence in Trends and Cycles of Gold and Silver Prices: Evidence from Historical Data," Working Papers, University of Pretoria, Department of Economics, number 201816, Feb.
39. Chang, Shinhye & Gupta, Rangan & Miller, Stephen M. & Wohar, Mark E., 2019, "Growth volatility and inequality in the U.S.: A wavelet analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 521, issue C, pages 48-73, DOI: 10.1016/j.physa.2019.01.024.
    
    • Shinhye Chang & Rangan Gupta & Stephen M. Miller & Mark E. Wohar, 2018, "Growth Volatility and Inequality in the U.S.: A Wavelet Analysis," Working Papers, University of Pretoria, Department of Economics, number 201819, Mar.
    • Shinhye Chang & Rangan Gupta & Stephen M. Miller & Mark E. Wohar, 2018, "Growth Volatility and Inequality in the U.S.: A Wavelet Analysis," Working papers, University of Connecticut, Department of Economics, number 2018-05, Jun.
40. Gkillas, Konstantinos & Gupta, Rangan & Pierdzioch, Christian, 2019, "Forecasting (downside and upside) realized exchange-rate volatility: Is there a role for realized skewness and kurtosis?," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 532, issue C, DOI: 10.1016/j.physa.2019.121867.
41. Antonakakis, Nikolaos & Gabauer, David & Gupta, Rangan, 2019, "Greek economic policy uncertainty: Does it matter for Europe? Evidence from a dynamic connectedness decomposition approach," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 535, issue C, DOI: 10.1016/j.physa.2019.122280.
42. Balcilar, Mehmet & Gupta, Rangan & Kim, Won Joong & Kyei, Clement, 2019, "The role of economic policy uncertainties in predicting stock returns and their volatility for Hong Kong, Malaysia and South Korea," International Review of Economics & Finance, Elsevier, volume 59, issue C, pages 150-163, DOI: 10.1016/j.iref.2018.08.016.
43. Chang, Tsangyao & Gupta, Rangan & Majumdar, Anandamayee & Pierdzioch, Christian, 2019, "Predicting stock market movements with a time-varying consumption-aggregate wealth ratio," International Review of Economics & Finance, Elsevier, volume 59, issue C, pages 458-467, DOI: 10.1016/j.iref.2018.10.009.
    
    • Tsangyao Chang & Rangan Gupta & Anandamayee Majumdar & Christian Pierdzioch, 2017, "Predicting Stock Market Movements with a Time-Varying Consumption-Aggregate Wealth Ratio," Working Papers, University of Pretoria, Department of Economics, number 201756, Jul.
44. Plakandaras, Vasilios & Gogas, Periklis & Papadimitriou, Theophilos & Gupta, Rangan, 2019, "A re-evaluation of the term spread as a leading indicator," International Review of Economics & Finance, Elsevier, volume 64, issue C, pages 476-492, DOI: 10.1016/j.iref.2019.07.002.
45. Tiwari, Aviral Kumar & Gupta, Rangan, 2019, "Chaos in G7 stock markets using over one century of data: A note," Research in International Business and Finance, Elsevier, volume 47, issue C, pages 304-310, DOI: 10.1016/j.ribaf.2018.08.005.
    
    • Aviral Kumar Tiwari & Rangan Gupta & Stelios Bekiros, 2016, "Chaos in G7 Stock Markets using Over One Century of Data: A Note," Working Papers, University of Pretoria, Department of Economics, number 201678, Oct.
46. Tiwari, Aviral Kumar & Gupta, Rangan, 2019, "Reprint of: Chaos in G7 stock markets using over one century of data: A note," Research in International Business and Finance, Elsevier, volume 49, issue C, pages 315-321, DOI: 10.1016/j.ribaf.2019.05.002.
47. Das, Sonali & Demirer, Riza & Gupta, Rangan & Mangisa, Siphumlile, 2019, "The effect of global crises on stock market correlations: Evidence from scalar regressions via functional data analysis," Structural Change and Economic Dynamics, Elsevier, volume 50, issue C, pages 132-147, DOI: 10.1016/j.strueco.2019.05.007.
    
    • Sonali Das & Riza Demirer & Rangan Gupta & Siphumlile Mangisa, 2019, "The Effect of Global Crises on Stock Market Correlations: Evidence from Scalar Regressions via Functional Data Analysis," Working Papers, University of Pretoria, Department of Economics, number 201908, Jan.
48. Tiwari, Aviral Kumar & Cunado, Juncal & Hatemi-J, Abdulnasser & Gupta, Rangan, 2019, "Oil price-inflation pass-through in the United States over 1871 to 2018: A wavelet coherency analysis," Structural Change and Economic Dynamics, Elsevier, volume 50, issue C, pages 51-55, DOI: 10.1016/j.strueco.2019.05.002.
    
    • Aviral Kumar Tiwari & Juncal Cunado & Abdulnasser Hatemi-J & Rangan Gupta, 2018, "Oil Price-Inflation Pass-Through in the United States over 1871 to 2018: A Wavelet Coherency Analysis," Working Papers, University of Pretoria, Department of Economics, number 201865, Oct.
49. Josine Uwilingiye & Esin Cakan & Riza Demirer & Rangan Gupta, 2019, "A note on the technology herd: evidence from large institutional investors," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 11, issue 3, pages 294-308, June, DOI: 10.1108/RBF-08-2017-0086.
    
    • Esin Cakan & Rıza Demirer & Rangan Gupta & Josine Uwilingiye, 2017, "A Note on the Technology Herd: Evidence from Large Institutional Investors," Working Papers, University of Pretoria, Department of Economics, number 201761, Aug.
50. Refk Selmi & Rangan Gupta & Christos Kollias & Stephanos Papadamou, 2019, "The stock-bond nexus and investors’ behavior in mature and emerging markets," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 38, issue 3, pages 562-582, May, DOI: 10.1108/SEF-08-2017-0224.
51. Manabu Asai & Rangan Gupta & Michael McAleer, 2019, "The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures," Energies, MDPI, volume 12, issue 17, pages 1-17, September.
    
    • Asai, M. & Gupta, R. & McAleer, M.J., 2019, "The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2019-16, Mar.
    • Manabu Asai & Rangan Gupta & Michael McAleer, 2019, "The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures," Working Papers, University of Pretoria, Department of Economics, number 201925, Mar.
    • Manabu Asai & Rangan Gupta & Michael McAleer, 2019, "The Impact of jumps and leverage in forecasting the co-volatility of oil and gold futures," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2019-12, Mar.
52. Rangan Gupta & Zhihui Lv & Wing-Keung Wong, 2019, "Macroeconomic Shocks and Changing Dynamics of the U.S. REITs Sector," Sustainability, MDPI, volume 11, issue 10, pages 1-12, May.
    
    • Rangan Gupta & Zhihui Lv & Wing-Keung Wong, 2018, "Macroeconomic Shocks and Changing Dynamics of the U.S. REITs Sector," Working Papers, University of Pretoria, Department of Economics, number 201849, Aug.
53. Riza Demirer & Rangan Gupta & Zhihui Lv & Wing-Keung Wong, 2019, "Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests," Sustainability, MDPI, volume 11, issue 2, pages 1-15, January.
    
    • Riza Demirer & Rangan Gupta & Zhihui Lv & Wing-Keung Wong, 2018, "Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests," Working Papers, University of Pretoria, Department of Economics, number 201846, Jul.
54. Nicholas Apergis & Vassilios Babalos & Christina Christou & Rangan Gupta, 2019, "Are there Really Long-Run Diversification Benefits from Sustainable Investments?," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 18, issue 2, pages 141-163, September.
55. Rangan Gupta & Chi Keung Marco Lau & Mark E. Wohar, 2019, "The impact of US uncertainty on the Euro area in good and bad times: evidence from a quantile structural vector autoregressive model," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 46, issue 2, pages 353-368, May, DOI: 10.1007/s10663-018-9400-3.
    
    • Rangan Gupta & Chi Keung Marco Lau & Mark E. Wohar, 2016, "The Impact of US Uncertainty on the Euro Area in Good and Bad Times: Evidence from a Quantile Structural Vector Autoregressive Model," Working Papers, University of Pretoria, Department of Economics, number 201681, Nov.
56. Rangan Gupta & Sheung-Chi Chow & Tahir Suleman & Wing-Keung Wong, 2019, "Long-Run Movement and Predictability of Bond Spread for BRICS and PIIGS: The Role of Economic, Financial and Political Risks," Journal of Reviews on Global Economics, Lifescience Global, volume 8, pages 239-257.
    
    • Sheung-Chi Chow & Rangan Gupta & Tahir Suleman & Wing-Keung Wong, 2017, "Long-Run Movement and Predictability of Bond Spread for BRICS and PIIGS: The Role of Economic, Financial and Political Risks," Working Papers, University of Pretoria, Department of Economics, number 201773, Oct.
57. Hylton Hollander & Rangan Gupta & Mark E. Wohar, 2019, "The Impact of Oil Shocks in a Small Open Economy New-Keynesian Dynamic Stochastic General Equilibrium Model for an Oil-Importing Country: The Case of South Africa," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 55, issue 7, pages 1593-1618, May, DOI: 10.1080/1540496X.2018.1474346.
58. Christos Bouras & Christina Christou & Rangan Gupta & Tahir Suleman, 2019, "Geopolitical Risks, Returns, and Volatility in Emerging Stock Markets: Evidence from a Panel GARCH Model," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 55, issue 8, pages 1841-1856, June, DOI: 10.1080/1540496X.2018.1507906.
    
    • Christos Bouras & Christina Christou & Rangan Gupta & Tahir Suleman, 2020, "Geopolitical Risks, Returns, and Volatility in Emerging Stock Markets: Evidence from a Panel GARCH Model," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 55, issue 8, pages 1841-1856, July, DOI: 10.1080/1540496X.2018.1507906.
    • Christos Bouras & Christina Christou & Rangan Gupta & Tahir Suleman, 2017, "Geopolitical Risks, Returns and Volatility in Emerging Stock Markets: Evidence from a Panel GARCH Model," Working Papers, University of Pretoria, Department of Economics, number 201777, Nov.
59. Rangan Gupta & Mark Wohar, 2019, "The role of monetary policy uncertainty in predicting equity market volatility of the United Kingdom: evidence from over 150 years of data," Economics and Business Letters, Oviedo University Press, volume 8, issue 3, pages 138-146.
    
    • Rangan Gupta & Mark E. Wohar, 2018, "The Role of Monetary Policy Uncertainty in Predicting Equity Market Volatility of the United Kingdom: Evidence from over 150 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 201851, Aug.
60. Adnen Ben Nasr & Matteo Bonato & Riza Demirer & Rangan Gupta, 2019, "Investor Sentiment and Crash Risk in Safe Havens," Journal of Economics and Behavioral Studies, AMH International, volume 10, issue 6, pages 97-108, DOI: 10.22610/jebs.v10i6A.2666.
    
    • Adnen Ben Nasr & Matteo Bonato & Riza Demirer & Rangan Gupta, 2018, "Investor Sentiment and Crash Risk in Safe Havens," Working Papers, University of Pretoria, Department of Economics, number 201804, Jan.
61. Rangan Gupta & Vasilios Plakandaras, 2019, "Efficiency in BRICS Currency Markets Using Long-Spans of Data: Evidence from Model-Free Tests of Directional Predictability," Journal of Economics and Behavioral Studies, AMH International, volume 11, issue 1, pages 152-165, DOI: 10.22610/jebs.v11i1(J).2756.
    
    • Rangan Gupta & Vasilios Plakandaras, 2018, "Efficiency in BRICS Currency Markets using Long-Spans of Data: Evidence from Model-Free Tests of Directional Predictability," Working Papers, University of Pretoria, Department of Economics, number 201836, Jun.
62. Giorgio Canarella & Rangan Gupta & Stephen M. Miller & Stephen K. Pollard, 2019, "Unemployment rate hysteresis and the great recession: exploring the metropolitan evidence," Empirical Economics, Springer, volume 56, issue 1, pages 61-79, January, DOI: 10.1007/s00181-017-1361-z.
    
    • Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2014, "Unemployment Rate Hysteresis and the Great Recession: Exploring the Metropolitan Evidence," Working Papers, University of Nevada, Las Vegas , Department of Economics, number 1403, Dec.
    • Giorgio Canarella & Rangan Gupta & Stephen M. Miller & Stephen K. Pollard, 2017, "Unemployment Rate Hysteresis and the Great Recession: Exploring the Metropolitan Evidence," Working Papers, University of Pretoria, Department of Economics, number 201740, Jun.
    • Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2013, "Unemployment Rate Hysteresis and the Great Recession: Exploring the Metropolitan Evidence," Working papers, University of Connecticut, Department of Economics, number 2013-19, Aug.
63. Rangan Gupta & Amine Lahiani & Chi-Chuan Lee & Chien-Chiang Lee, 2019, "Asymmetric dynamics of insurance premium: the impacts of output and economic policy uncertainty," Empirical Economics, Springer, volume 57, issue 6, pages 1959-1978, December, DOI: 10.1007/s00181-018-1539-z.
    
    • Rangan Gupta & Amine Lahiani & Chi-Chuan Lee & Chien-Chiang Lee, 2016, "Asymmetric dynamics of insurance premium: The impacts of output and economic policy uncertainty," Working Papers, University of Pretoria, Department of Economics, number 201673, Oct.
64. Rangan Gupta & Giray Gozgor & Huseyin Kaya & Ender Demir, 2019, "Effects of geopolitical risks on trade flows: evidence from the gravity model," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 9, issue 4, pages 515-530, December, DOI: 10.1007/s40822-018-0118-0.
    
    • Ender Demir & Giray Gozgor & Rangan Gupta & Huseyin Kaya, 2018, "Effects of Geopolitical Risks on Trade Flows: Evidence from the Gravity Model," Working Papers, University of Pretoria, Department of Economics, number 201835, Jun.
65. Esin Cakan & Rıza Demirer & Rangan Gupta & Hardik A. Marfatia, 2019, "Oil speculation and herding behavior in emerging stock markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 43, issue 1, pages 44-56, January, DOI: 10.1007/s12197-018-9427-0.
    
    • Esin Cakan & Rıza Demirer & Rangan Gupta & Hardik A. Marfatia, 2017, "Oil Speculation and Herding Behavior in Emerging Stock Markets," Working Papers, University of Pretoria, Department of Economics, number 201749, Jun.
66. Rangan Gupta & Chi Keng Marco Lau & Ruipeng Liu & Hardik A. Marfatia, 2019, "Price jumps in developed stock markets: the role of monetary policy committee meetings," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 43, issue 2, pages 298-312, April, DOI: 10.1007/s12197-018-9444-z.
    
    • Rangan Gupta & Chi Keng Marco Lau & Ruipeng Liu & Hardik A. Marfatia, 2017, "Price Jumps in Developed Stock Markets: The Role of Monetary Policy Committee Meetings," Working Papers, University of Pretoria, Department of Economics, number 201727, Apr.
67. Mehmet Balcilar & Seyi Saint Akadiri & Rangan Gupta & Stephen M. Miller, 2019, "Partisan Conflict and Income Inequality in the United States: A Nonparametric Causality-in-Quantiles Approach," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 142, issue 1, pages 65-82, February, DOI: 10.1007/s11205-018-1906-3.
68. Adnen Ben Nasr & Mehmet Balcilar & Seyi Saint Akadiri & Rangan Gupta, 2019, "Kuznets Curve for the US: A Reconsideration Using Cosummability," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 142, issue 2, pages 827-843, April, DOI: 10.1007/s11205-018-1940-1.
    
    • Adnen Ben Nasr & Mehmet Balcilar & Seyi Saint Akadiri & Rangan Gupta, 2017, "Kuznets Curve for the US: A Reconsideration Using Cosummability," Working Papers, University of Pretoria, Department of Economics, number 201763, Aug.
69. Vasilios Plakandaras & Rangan Gupta & Luis A. Gil-Alana & Mark E. Wohar, 2019, "Are BRICS exchange rates chaotic?," Applied Economics Letters, Taylor & Francis Journals, volume 26, issue 13, pages 1104-1110, July, DOI: 10.1080/13504851.2018.1537473.
    
    • Vasilios Plakandaras & Rangan Gupta & Luis A. Gil-Alana & Mark E. Wohar, 2018, "Are BRICS Exchange Rates Chaotic?," Working Papers, University of Pretoria, Department of Economics, number 201822, Mar.
70. Goodness C. Aye & Rangan Gupta & Chi Keung Marco Lau & Xin Sheng, 2019, "Is there a role for uncertainty in forecasting output growth in OECD countries? Evidence from a time-varying parameter-panel vector autoregressive model," Applied Economics, Taylor & Francis Journals, volume 51, issue 33, pages 3624-3631, July, DOI: 10.1080/00036846.2019.1584373.
    
    • Goodness C. Aye & Rangan Gupta & Chi Keung Marco Lau & Xin Sheng, 2018, "Is There a Role for Uncertainty in Forecasting Output Growth in OECD Countries? Evidence from a Time Varying Parameter-Panel Vector Autoregressive Model," Working Papers, University of Pretoria, Department of Economics, number 201823, Mar.
71. Vasilios Plakandaras & Rangan Gupta & Mark E. Wohar, 2019, "Persistence of economic uncertainty: a comprehensive analysis," Applied Economics, Taylor & Francis Journals, volume 51, issue 41, pages 4477-4498, September, DOI: 10.1080/00036846.2019.1591607.
    
    • Vasilios Plakandaras & Rangan Gupta & Mark E. Wohar, 2018, "Persistence of Economic Uncertainty: A Comprehensive Analysis," Working Papers, University of Pretoria, Department of Economics, number 201810, Feb.
72. Elie Bouri & Riza Demirer & Rangan Gupta & Hardik A. Marfatia, 2019, "Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note," Defence and Peace Economics, Taylor & Francis Journals, volume 30, issue 3, pages 367-379, April, DOI: 10.1080/10242694.2018.1424613.
    
    • Elie Bouri & Riza Demirer & Rangan Gupta & Hardik A. Marfatia, 2017, "Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note," Working Papers, University of Pretoria, Department of Economics, number 201743, Jun.
73. Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2019, "Exchange rate returns and volatility: the role of time-varying rare disaster risks," The European Journal of Finance, Taylor & Francis Journals, volume 25, issue 2, pages 190-203, January, DOI: 10.1080/1351847X.2018.1534750.
    
    • Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2017, "Exchange Rate Returns and Volatility: The Role of Time-Varying Rare Disaster Risks," Working Papers, University of Pretoria, Department of Economics, number 201767, Sep.
74. Riza Demirer & Guilherme Demos & Rangan Gupta & Didier Sornette, 2019, "On the predictability of stock market bubbles: evidence from LPPLS confidence multi-scale indicators," Quantitative Finance, Taylor & Francis Journals, volume 19, issue 5, pages 843-858, May, DOI: 10.1080/14697688.2018.1524154.
    
    • Riza Demirer & Guilherme Demos & Rangan Gupta & Didier Sornette, 2017, "On the Predictability of Stock Market Bubbles: Evidence from LPPLS ConfidenceTM Multi-scale Indicators," Working Papers, University of Pretoria, Department of Economics, number 201752, Jul.
75. Nikolaos Antonakakis & Juncal Cunado & Rangan Gupta & Mawuli Segnon, 2019, "Revisiting the twin deficits hypothesis: a quantile cointegration analysis over the period 1791-2013," Journal of Applied Economics, Taylor & Francis Journals, volume 22, issue 1, pages 117-131, January, DOI: 10.1080/15140326.2018.1550594.
    
    • Nikolaos Antonakakis & Juncal Cunado & Rangan Gupta & Mawuli K. Segnon, 2016, "Revisiting the Twin Deficits Hypothesis: A Quantile Cointegration Analysis over the Period of 1791-2013," Working Papers, University of Pretoria, Department of Economics, number 201607, Feb.
76. Rangan Gupta & Chi Keung Marco Lau & Vasilios Plakandaras & Wing-Keung Wong, 2019, "The role of housing sentiment in forecasting U.S. home sales growth: evidence from a Bayesian compressed vector autoregressive model," Economic Research-Ekonomska Istraživanja, Taylor & Francis Journals, volume 32, issue 1, pages 2554-2567, January, DOI: 10.1080/1331677X.2019.1650657.
    
    • Rangan Gupta & Chi Keung Marco Lau & Vasilios Plakandaras & Wing-Keung Wong, 2018, "The Role of Housing Sentiment in Forecasting US Home Sales Growth: Evidence from a Bayesian Compressed Vector Autoregressive Model," Working Papers, University of Pretoria, Department of Economics, number 201842, Jul.
77. Rangan Gupta & Zinnia Mukherjee & Mike G. Tsionas & Peter Wanke, 2019, "Measuring the Productive Efficiency of the Connecticut Long Island Lobster Sound Fishery Using a Novel Finite Mixture Model," Marine Resource Economics, University of Chicago Press, volume 34, issue 3, pages 267-285, DOI: 10.1086/705420.
78. Christina Christou & Juncal Cunado & Rangan Gupta, 2019, "Price Convergence Patterns across U.S. States," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 66, issue 2, pages 187-201.
    
    • Christina Christou & Juncal Cunado & Rangan Gupta, 2016, "Price Convergence Patterns across U.S. States," Working Papers, University of Pretoria, Department of Economics, number 201629, Apr.
79. Elie Bouri & Luis A. Gil‐Alana & Rangan Gupta & David Roubaud, 2019, "Modelling long memory volatility in the Bitcoin market: Evidence of persistence and structural breaks," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 24, issue 1, pages 412-426, January, DOI: 10.1002/ijfe.1670.
    
    • Elie Bouri & Luis A. Gil-Alana & Rangan Gupta & David Roubaud, 2016, "Modelling Long Memory Volatility in the Bitcoin Market: Evidence of Persistence and Structural Breaks," Working Papers, University of Pretoria, Department of Economics, number 201654, Jun.
80. Goodness C. Aye & Christina Christou & Luis A. Gil‐Alana & Rangan Gupta, 2019, "Forecasting the Probability of Recessions in South Africa: the Role of Decomposed Term Spread and Economic Policy Uncertainty," Journal of International Development, John Wiley & Sons, Ltd., volume 31, issue 1, pages 101-116, January, DOI: 10.1002/jid.3395.
    
    • Goodness C. Aye & Christina Christou & Luis A. Gil-Alana & Rangan Gupta, 2016, "Forecasting the Probability of Recessions in South Africa: The Role of Decomposed Term-Spread and Economic Policy Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 201680, Nov.
81. Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2019, "The role of time‐varying rare disaster risks in predicting bond returns and volatility," Review of Financial Economics, John Wiley & Sons, volume 37, issue 3, pages 327-340, July, DOI: 10.1002/rfe.1051.
    
    • Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2017, "The Role of Time-Varying Rare Disaster Risks in Predicting Bond Returns and Volatility," Working Papers, University of Pretoria, Department of Economics, number 201770, Oct.
82. Bohlmann, H.R. & Horridge, J.M. & Inglesi-Lotz, R. & Roos, E.L. & Stander, L., 2019, "Regional employment and economic growth effects of South Africa’s transition to low-carbon energy supply mix," Energy Policy, Elsevier, volume 128, issue C, pages 830-837, DOI: 10.1016/j.enpol.2019.01.065.
83. Inglesi-Lotz, R., 2019, "Energy research and R&D indicators: An LMDI decomposition analysis for the IEA Big 5 in energy research," Energy Policy, Elsevier, volume 133, issue C, DOI: 10.1016/j.enpol.2019.110940.
84. Grieve Chelwa & Steven F Koch, 2019, "The effect of tobacco expenditure on expenditure shares in South African households: A genetic matching approach," PLOS ONE, Public Library of Science, volume 14, issue 9, pages 1-16, September, DOI: 10.1371/journal.pone.0222000.
85. Albert Makochekanwa & Mamello Amelia Nchake, 2019, "Do Female Managers Affect Productivity? Evidence from Zimbabwean Manufacturing Firms," African Development Review, African Development Bank, volume 31, issue 3, pages 364-379, September, DOI: 10.1111/1467-8268.12395.
86. Tamas Z. Csabafi & Max Gillman & Ruthira Naraidoo, 2019, "International Business Cycle and Financial Intermediation," Journal of Money, Credit and Banking, Blackwell Publishing, volume 51, issue 8, pages 2293-2303, December, DOI: 10.1111/jmcb.12580.
    
    • Max Gillman & Tamas Csabafi & Ruthira Naraidoo, 2018, "International Business Cycle and Financial Intermediation," CEU Working Papers, Department of Economics, Central European University, number 2018_7, Nov.
    • Tamas Csabafi & Max Gillman & Ruthira Naraidoo, 2018, "International Business Cycle and Financial Intermediation," KRTK-KTI WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 1830, Nov.
    • Tamas Csabafi & Max Gillman & Ruthira Naraidoo, 2016, "International Business Cycle and Financial Intermediation," Working Papers, University of Pretoria, Department of Economics, number 201687, Dec.

2018

1. Manoel Bittencourt, 2018, "Primary education and fertility rates : Evidence from Southern Africa," The Economics of Transition, The European Bank for Reconstruction and Development, volume 26, issue 2, pages 283-302, April, DOI: 10.1111/ecot.12147.
2. Tipoy Christian K. & Breitenbach Marthinus C. & Zerihun Mulatu F., 2018, "Exchange rate misalignment and economic growth: evidence from nonlinear panel cointegration and granger causality tests," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 22, issue 2, pages 1-16, April, DOI: 10.1515/snde-2016-0117.
3. Mulatu F. Zerihun & Marthinus C. Breitenbach, 2018, "Is SADC an optimal currency area? Evidence from the generalized purchasing power parity test," Economic Change and Restructuring, Springer, volume 51, issue 2, pages 173-188, May, DOI: 10.1007/s10644-017-9204-7.
4. Christian K. Tipoy & Marthinus C. Breitenbach & Mulatu F. Zerihun, 2018, "Exchange rate misalignment and economic growth: On the possible transmission channels for emerging economies," Cogent Economics & Finance, Taylor & Francis Journals, volume 6, issue 1, pages 1476016-147, January, DOI: 10.1080/23322039.2018.1476016.
5. Baier, Scott L. & Bergstrand, Jeffrey H. & Clance, Matthew W., 2018, "Heterogeneous effects of economic integration agreements," Journal of Development Economics, Elsevier, volume 135, issue C, pages 587-608, DOI: 10.1016/j.jdeveco.2018.08.014.
6. Balcilar, Mehmet & Gupta, Rangan & van Eyden, Reneé & Thompson, Kirsten & Majumdar, Anandamayee, 2018, "Comparing the forecasting ability of financial conditions indices: The case of South Africa," The Quarterly Review of Economics and Finance, Elsevier, volume 69, issue C, pages 245-259, DOI: 10.1016/j.qref.2018.03.012.
   
   • Mehmet Balcilar & Rangan Gupta & Renee van Eyden & Kirsten Thompson, 2015, "Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-06.
   • Mehmet Balcilar & Rangan Gupta & Renee van Eyden & Kirsten Thompson & Anandamayee Majumdar, 2015, "Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa," Working Papers, University of Pretoria, Department of Economics, number 201517, Mar.
7. Tolga Omay & Reneé Eyden & Rangan Gupta, 2018, "Inflation–growth nexus: evidence from a pooled CCE multiple-regime panel smooth transition model," Empirical Economics, Springer, volume 54, issue 3, pages 913-944, May, DOI: 10.1007/s00181-017-1237-2.
8. Augustin Kwasi Fosu, 2018, "Economic Structure, Growth, and Evolution of Inequality and Poverty in Africa: An Overview," Journal of African Economies, Centre for the Study of African Economies, volume 27, issue 1, pages 1-9.
9. Augustin Kwasi Fosu, 2018, "The Recent Growth Resurgence in Africa and Poverty Reduction: The Context and Evidence," Journal of African Economies, Centre for the Study of African Economies, volume 27, issue 1, pages 92-107.
10. Wendy Nyakabawo & Rangan Gupta & Hardik A. Marfatia, 2018, "High Frequency Impact Of Monetary Policy And Macroeconomic Surprises On Us Msas, Aggregate Us Housing Returns And Asymmetric Volatility," Advances in Decision Sciences, Asia University, Taiwan, volume 22, issue 1, pages 204-229, December.
11. Nikolaos Antonakakis & Mehmet Balcilar & Elie Bouri & Rangan Gupta, 2018, "Is Wine A Safe-Haven? Evidence From A Nonparametric Causality-In-Quantiles Test," Advances in Decision Sciences, Asia University, Taiwan, volume 22, issue 1, pages 95-114, December.
    
    • Nikolaos Antonakakis & Mehmet Balcilar & Elie Bouri & Rangan Gupta, 2017, "Is Wine a Safe-Haven? Evidence from a Nonparametric Causality-in-Quantiles Test," Working Papers, University of Pretoria, Department of Economics, number 201708, Feb.
12. Mehmet Balcilar & Rangan Gupta & Clement Kyei, 2018, "Predicting Stock Returns And Volatility With Investor Sentiment Indices: A Reconsideration Using A Nonparametric Causality†In†Quantiles Test," Bulletin of Economic Research, Wiley Blackwell, volume 70, issue 1, pages 74-87, January, DOI: 10.1111/boer.12119.
13. Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar, 2018, "Wealth‐to‐Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test," International Review of Finance, International Review of Finance Ltd., volume 18, issue 3, pages 495-506, September, DOI: 10.1111/irfi.12136.
    
    • Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar, 2017, "Wealth-to-Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test," Working Papers, University of Pretoria, Department of Economics, number 201731, May.
14. Goodness C. Aye & Tsang Yao Chang & Wen†Yi Chen & Rangan Gupta & Mark Wohar, 2018, "Testing the Efficiency of the Art Market Using Quantile†Based Unit Root Tests with Sharp and Smooth Breaks," Manchester School, University of Manchester, volume 86, issue 4, pages 488-511, July, DOI: 10.1111/manc.12192.
15. Rangan Gupta & Lardo Stander, 2018, "Social Status, Inflation and Endogenous Growth in A Cash‐in‐Advance Economy: A Reconsideration using the Credit Channel," Manchester School, University of Manchester, volume 86, issue 5, pages 622-640, September, DOI: 10.1111/manc.12207.
16. Chow Sheung-Chi & Cunado Juncal & Gupta Rangan & Wong Wing-Keung, 2018, "Causal relationships between economic policy uncertainty and housing market returns in China and India: evidence from linear and nonlinear panel and time series models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 22, issue 2, pages 1-15, April, DOI: 10.1515/snde-2016-0121.
    
    • Sheung-Chi Chow & Juncal Cunado & Rangan Gupta & Wing-Keung Wong, 2016, "Causal Relationships between Economic Policy Uncertainty and Housing Market Returns in China and India: Evidence from Linear and Nonlinear Panel and Time Series Models," Working Papers, University of Pretoria, Department of Economics, number 201674, Oct.
17. Sergey Ivashchenko & Rangan Gupta, 2018, "Forecasting using a Nonlinear DSGE Model," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 7, issue 2, pages 73-98.
    
    • Sergey Ivashchenko & Rangan Gupta, 2016, "Forecasting using a Nonlinear DSGE Model," Working Papers, University of Pretoria, Department of Economics, number 201659, Aug.
18. Walid Bahloul & Rangan Gupta, 2018, "Impact of macroeconomic news surprises and uncertainty for major economies on returns and volatility of oil futures," International Economics, CEPII research center, issue 156, pages 247-253.
    
    • Bahloul, Walid & Gupta, Rangan, 2018, "Impact of macroeconomic news surprises and uncertainty for major economies on returns and volatility of oil futures," International Economics, Elsevier, volume 156, issue C, pages 247-253, DOI: 10.1016/j.inteco.2018.04.002.
    • Walid Bahloul & Rangan Gupta, 2017, "The Impact of Macroeconomic News Surprises and Uncertainty of Major Economies on Returns and Volatility of Oil Futures," Working Papers, University of Pretoria, Department of Economics, number 201715, Mar.
19. Gupta, Rangan & Pierdzioch, Christian & Selmi, Refk & Wohar, Mark E., 2018, "Does partisan conflict predict a reduction in US stock market (realized) volatility? Evidence from a quantile-on-quantile regression model☆," The North American Journal of Economics and Finance, Elsevier, volume 43, issue C, pages 87-96, DOI: 10.1016/j.najef.2017.10.006.
20. Gupta, Rangan & Yoon, Seong-Min, 2018, "OPEC news and predictability of oil futures returns and volatility: Evidence from a nonparametric causality-in-quantiles approach," The North American Journal of Economics and Finance, Elsevier, volume 45, issue C, pages 206-214, DOI: 10.1016/j.najef.2018.02.010.
    
    • Rangan Gupta & Seong-Min Yoon, 2017, "OPEC News and Predictability of Oil Futures Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach," Working Papers, University of Pretoria, Department of Economics, number 201726, Apr.
21. Ji, Qiang & Marfatia, Hardik & Gupta, Rangan, 2018, "Information spillover across international real estate investment trusts: Evidence from an entropy-based network analysis," The North American Journal of Economics and Finance, Elsevier, volume 46, issue C, pages 103-113, DOI: 10.1016/j.najef.2018.04.002.
    
    • Qiang Ji & Hardik A. Marfatia & Rangan Gupta, 2018, "Information Spillover across International Real Estate Investment Trusts: Evidence from an Entropy-Based Network Analysis," Working Papers, University of Pretoria, Department of Economics, number 201815, Feb.
22. Antonakakis, Nikolaos & Gabauer, David & Gupta, Rangan & Plakandaras, Vasilios, 2018, "Dynamic connectedness of uncertainty across developed economies: A time-varying approach," Economics Letters, Elsevier, volume 166, issue C, pages 63-75, DOI: 10.1016/j.econlet.2018.02.011.
    
    • Nikolaos Antonakakis & David Gabauer & Rangan Gupta & Vasilios Plakandaras, 2018, "Dynamic Connectedness of Uncertainty across Developed Economies: A Time-Varying Approach," Working Papers, University of Pretoria, Department of Economics, number 201802, Jan.
23. Demirer, Riza & Gupta, Rangan, 2018, "Presidential cycles and time-varying bond–stock market correlations: Evidence from more than two centuries of data," Economics Letters, Elsevier, volume 167, issue C, pages 36-39, DOI: 10.1016/j.econlet.2018.03.006.
24. Gabauer, David & Gupta, Rangan, 2018, "On the transmission mechanism of country-specific and international economic uncertainty spillovers: Evidence from a TVP-VAR connectedness decomposition approach," Economics Letters, Elsevier, volume 171, issue C, pages 63-71, DOI: 10.1016/j.econlet.2018.07.007.
    
    • David Gabauer & Rangan Gupta, 2018, "On the Transmission Mechanism of Country-Specific and International Economic Uncertainty Spillovers: Evidence from a TVP-VAR Connectedness Decomposition Approach," Working Papers, University of Pretoria, Department of Economics, number 201829, May.
25. Balcilar, Mehmet & Bonato, Matteo & Demirer, Riza & Gupta, Rangan, 2018, "Geopolitical risks and stock market dynamics of the BRICS," Economic Systems, Elsevier, volume 42, issue 2, pages 295-306, DOI: 10.1016/j.ecosys.2017.05.008.
    
    • Mehmet Balcilar & Matteo Bonato & Riza Demirer & Rangan Gupta, 2016, "Geopolitical Risks and Stock Market Dynamics of the BRICS," Working Papers, University of Pretoria, Department of Economics, number 201648, Jun.
26. Balcilar, Mehmet & Gupta, Rangan & Lee, Chien-Chiang & Olasehinde-Williams, Godwin, 2018, "The synergistic effect of insurance and banking sector activities on economic growth in Africa," Economic Systems, Elsevier, volume 42, issue 4, pages 637-648, DOI: 10.1016/j.ecosys.2018.08.002.
    
    • Mehmet Balcilar & Rangan Gupta & Chien-Chiang Lee & Godwin Olasehinde-Williams, 2018, "The Synergistic Effect of Insurance and Banking Sector Activities on Economic Growth in Africa," Working Papers, University of Pretoria, Department of Economics, number 201818, Mar.
27. Bouri, Elie & Gupta, Rangan & Hosseini, Seyedmehdi & Lau, Chi Keung Marco, 2018, "Does global fear predict fear in BRICS stock markets? Evidence from a Bayesian Graphical Structural VAR model," Emerging Markets Review, Elsevier, volume 34, issue C, pages 124-142, DOI: 10.1016/j.ememar.2017.11.004.
28. Caspi, Itamar & Katzke, Nico & Gupta, Rangan, 2018, "Date stamping historical periods of oil price explosivity: 1876–2014," Energy Economics, Elsevier, volume 70, issue C, pages 582-587, DOI: 10.1016/j.eneco.2015.03.029.
29. Bos, Martijn & Demirer, Riza & Gupta, Rangan & Tiwari, Aviral Kumar, 2018, "Oil returns and volatility: The role of mergers and acquisitions," Energy Economics, Elsevier, volume 71, issue C, pages 62-69, DOI: 10.1016/j.eneco.2018.01.034.
    
    • Martijn Bos & Riza Demirer & Rangan Gupta & Aviral Kumar Tiwari, 2017, "Oil Returns and Volatility: The Role of Mergers and Acquisitions," Working Papers, University of Pretoria, Department of Economics, number 201775, Oct.
30. Demirer, Riza & Gupta, Rangan & Suleman, Tahir & Wohar, Mark E., 2018, "Time-varying rare disaster risks, oil returns and volatility," Energy Economics, Elsevier, volume 75, issue C, pages 239-248, DOI: 10.1016/j.eneco.2018.08.021.
    
    • Rıza Demirer & Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2017, "Time-Varying Rare Disaster Risks, Oil Returns and Volatility," Working Papers, University of Pretoria, Department of Economics, number 201762, Aug.
31. Antonakakis, Nikolaos & Chang, Tsangyao & Cunado, Juncal & Gupta, Rangan, 2018, "The relationship between commodity markets and commodity mutual funds: A wavelet-based analysis," Finance Research Letters, Elsevier, volume 24, issue C, pages 1-9, DOI: 10.1016/j.frl.2017.03.005.
    
    • Nikolaos Antonakakis & Tsangyao Chang & Juncal Cunado & Rangan Gupta, 2016, "The Relationship between Commodity Markets and Commodity Mutual Funds: A Wavelet-Based Analysis," Working Papers, University of Pretoria, Department of Economics, number 201619, Mar.
32. Gupta, Rangan & Mwamba, John W. Muteba & Wohar, Mark E., 2018, "The role of partisan conflict in forecasting the U.S. equity premium: A nonparametric approach," Finance Research Letters, Elsevier, volume 25, issue C, pages 131-136, DOI: 10.1016/j.frl.2017.10.023.
    
    • Rangan Gupta & John W. Muteba Mwamba & Mark E. Wohar, 2016, "The Role of Partisan Conflict in Forecasting the U.S. Equity Premium: A Nonparametric Approach," Working Papers, University of Pretoria, Department of Economics, number 201686, Dec.
33. Gkillas, Konstantinos & Gupta, Rangan & Wohar, Mark E., 2018, "Volatility jumps: The role of geopolitical risks," Finance Research Letters, Elsevier, volume 27, issue C, pages 247-258, DOI: 10.1016/j.frl.2018.03.014.
    
    • Konstantinos Gkillas & Rangan Gupta & Mark E. Wohar, 2018, "Volatility Jumps: The Role of Geopolitical Risks," Working Papers, University of Pretoria, Department of Economics, number 201805, Jan.
34. Gupta, Rangan & Ma, Jun & Risse, Marian & Wohar, Mark E., 2018, "Common business cycles and volatilities in US states and MSAs: The role of economic uncertainty," Journal of Macroeconomics, Elsevier, volume 57, issue C, pages 317-337, DOI: 10.1016/j.jmacro.2018.06.009.
    
    • Rangan Gupta & Jun Ma & Marian Risse & Mark E. Wohar, 2017, "Common Business Cycles and Volatilities in US States and MSAs: The Role of Economic Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 201766, Sep.
35. Aye, Goodness C. & Balcilar, Mehmet & Demirer, Riza & Gupta, Rangan, 2018, "Firm-level political risk and asymmetric volatility," The Journal of Economic Asymmetries, Elsevier, volume 18, issue C, pages 1-1, DOI: 10.1016/j.jeca.2018.e00110.
    
    • Goodness C. Aye & Mehmet Balcilar & Riza Demirer & Rangan Gupta, 2018, "Firm-Level Political Risk and Asymmetric Volatility," Working Papers, University of Pretoria, Department of Economics, number 201861, Sep.
36. Plakandaras, Vasilios & Gupta, Rangan & Wohar, Mark E., 2018, "UK macroeconomic volatility: Historical evidence over seven centuries," Journal of Policy Modeling, Elsevier, volume 40, issue 4, pages 767-789, DOI: 10.1016/j.jpolmod.2018.04.002.
37. Bonato, Matteo & Demirer, Riza & Gupta, Rangan & Pierdzioch, Christian, 2018, "Gold futures returns and realized moments: A forecasting experiment using a quantile-boosting approach," Resources Policy, Elsevier, volume 57, issue C, pages 196-212, DOI: 10.1016/j.resourpol.2018.03.004.
    
    • Matteo Bonato & Riza Demirer & Rangan Gupta & Christian Pierdzioch, 2016, "Gold Futures Returns and Realized Moments: A Forecasting Experiment Using a Quantile-Boosting Approach," Working Papers, University of Pretoria, Department of Economics, number 201645, Jun.
38. Bouri, Elie & Gupta, Rangan & Lahiani, Amine & Shahbaz, Muhammad, 2018, "Testing for asymmetric nonlinear short- and long-run relationships between bitcoin, aggregate commodity and gold prices," Resources Policy, Elsevier, volume 57, issue C, pages 224-235, DOI: 10.1016/j.resourpol.2018.03.008.
    
    • Elie Bouri & Rangan Gupta & Amine Lahiani & Muhammad Shahbaz, 2018, "Testing for asymmetric nonlinear short- and long-run relationships between bitcoin, aggregate commodity and gold prices," Post-Print, HAL, number hal-03533197, Aug, DOI: 10.1016/j.resourpol.2018.03.008.
    • Elie Bouri & Rangan Gupta & Amine Lahiani & Muhammad Shahbaz, 2017, "Testing for Asymmetric Nonlinear Short- and Long-Run Relationships between Bitcoin, Aggregate Commodity and Gold Prices," Working Papers, University of Pretoria, Department of Economics, number 201760, Aug.
39. Bahloul, Walid & Balcilar, Mehmet & Cunado, Juncal & Gupta, Rangan, 2018, "The role of economic and financial uncertainties in predicting commodity futures returns and volatility: Evidence from a nonparametric causality-in-quantiles test," Journal of Multinational Financial Management, Elsevier, volume 45, issue C, pages 52-71, DOI: 10.1016/j.mulfin.2018.04.002.
    
    • Walid Bahloul & Mehmet Balcilar & Juncal Cunado & Rangan Gupta, 2017, "The Role of Economic and Financial Uncertainties in Predicting Commodity Futures Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantiles Test," Working Papers, University of Pretoria, Department of Economics, number 201725, Apr.
40. Gupta, Rangan & Kollias, Christos & Papadamou, Stephanos & Wohar, Mark E., 2018, "News implied volatility and the stock-bond nexus: Evidence from historical data for the USA and the UK markets," Journal of Multinational Financial Management, Elsevier, volume 47, issue , pages 76-90, DOI: 10.1016/j.mulfin.2018.08.001.
    
    • Rangan Gupta & Christos Kollias & Stephanos Papadamou & Mark E. Wohar, 2017, "News Implied Volatility and the Stock-Bond Nexus: Evidence from Historical Data for the USA and the UK Markets," Working Papers, University of Pretoria, Department of Economics, number 201730, Apr.
41. Bouri, Elie & Gupta, Rangan & Wong, Wing-Keung & Zhu, Zhenzhen, 2018, "Is wine a good choice for investment?," Pacific-Basin Finance Journal, Elsevier, volume 51, issue C, pages 171-183, DOI: 10.1016/j.pacfin.2018.07.002.
    
    • Elie Bouri & Rangan Gupta & Wing-Keung Wong & Zhenzhen Zhu, 2017, "Is Wine a Good Choice for Investment?," Working Papers, University of Pretoria, Department of Economics, number 201781, Dec.
42. Charfeddine, Lanouar & Khediri, Karim Ben & Aye, Goodness C. & Gupta, Rangan, 2018, "Time-varying efficiency of developed and emerging bond markets: Evidence from long-spans of historical data," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 505, issue C, pages 632-647, DOI: 10.1016/j.physa.2018.04.004.
    
    • Lanouar Charfeddine & Karim Ben Khediri & Goodness C. Aye & Rangan Gupta, 2017, "Time-Varying Efficiency of Developed and Emerging Bond Markets: Evidence from Long-Spans of Historical Data," Working Papers, University of Pretoria, Department of Economics, number 201771, Oct.
43. Kanda, Patrick & Burke, Michael & Gupta, Rangan, 2018, "Time-varying causality between equity and currency returns in the United Kingdom: Evidence from over two centuries of data," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 506, issue C, pages 1060-1080, DOI: 10.1016/j.physa.2018.05.037.
    
    • Patrick Kanda & Michael Burke & Rangan Gupta, 2017, "Time-Varying Causality between Equity and Currency Returns in the United Kingdom: Evidence from Over Two Centuries of Data," Working Papers, University of Pretoria, Department of Economics, number 201778, Nov.
44. Bonaccolto, G. & Caporin, M. & Gupta, R., 2018, "The dynamic impact of uncertainty in causing and forecasting the distribution of oil returns and risk," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 507, issue C, pages 446-469, DOI: 10.1016/j.physa.2018.05.061.
    
    • Giovanni Bonaccolto & Massimiliano Caporin & Rangan Gupta, 2015, "The Dynamic Impact of Uncertainty in Causing and Forecasting the Distribution of Oil Returns and Risk," Working Papers, University of Pretoria, Department of Economics, number 201564, Sep.
45. Hassani, Hossein & Silva, Emmanuel Sirimal & Gupta, Rangan & Das, Sonali, 2018, "Predicting global temperature anomaly: A definitive investigation using an ensemble of twelve competing forecasting models," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 509, issue C, pages 121-139, DOI: 10.1016/j.physa.2018.05.147.
    
    • Hossein Hassani & Emmanuel Sirimal Silva & Rangan Gupta & Sonali Das, 2015, "Predicting Global Temperature Anomaly: A Definitive Investigation Using an Ensemble of Twelve Competing Forecasting Models," Working Papers, University of Pretoria, Department of Economics, number 201561, Aug.
46. Gil-Alana, Luis A. & Gupta, Rangan & Shittu, Olanrewaju I. & Yaya, OlaOluwa S., 2018, "Market efficiency of Baltic stock markets: A fractional integration approach," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 511, issue C, pages 251-262, DOI: 10.1016/j.physa.2018.07.029.
    
    • Luis A. Gil-Alana & Rangan Gupta & Olanrewaju I. Shittu & OlaOluwa S. Yaya, 2016, "Market Efficiency of Baltic Stock Markets: A Fractional Integration Approach," Working Papers, University of Pretoria, Department of Economics, number 201617, Mar.
47. Gupta, Rangan & Stander, Lardo, 2018, "Endogenous fluctuations in an endogenous growth model: An analysis of inflation targeting as a policy," The Quarterly Review of Economics and Finance, Elsevier, volume 69, issue C, pages 1-8, DOI: 10.1016/j.qref.2018.03.008.
48. Bouri, Elie & Gupta, Rangan & Lau, Chi Keung Marco & Roubaud, David & Wang, Shixuan, 2018, "Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles," The Quarterly Review of Economics and Finance, Elsevier, volume 69, issue C, pages 297-307, DOI: 10.1016/j.qref.2018.04.003.
    
    • Elie Bouri & Rangan Gupta & Chi Keung Marco Lau & David Roubaud & Shixuan Wang, 2017, "Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles," Working Papers, University of Pretoria, Department of Economics, number 201750, Jun.
49. Tiwari, Aviral Kumar & Cunado, Juncal & Gupta, Rangan & Wohar, Mark E., 2018, "Volatility spillovers across global asset classes: Evidence from time and frequency domains," The Quarterly Review of Economics and Finance, Elsevier, volume 70, issue C, pages 194-202, DOI: 10.1016/j.qref.2018.05.001.
    
    • Aviral Kumar Tiwari & Juncal Cunado & Rangan Gupta & Mark E. Wohar, 2017, "Volatility Spillovers across Global Asset Classes: Evidence from Time and Frequency Domains," Working Papers, University of Pretoria, Department of Economics, number 201780, Dec.
50. Ji, Qiang & Bouri, Elie & Gupta, Rangan & Roubaud, David, 2018, "Network causality structures among Bitcoin and other financial assets: A directed acyclic graph approach," The Quarterly Review of Economics and Finance, Elsevier, volume 70, issue C, pages 203-213, DOI: 10.1016/j.qref.2018.05.016.
    
    • Qiang Ji & Elie Bouri & Rangan Gupta & David Roubaud, 2017, "Network Causality Structures among Bitcoin and other Financial Assets: A Directed Acyclic Graph Approach," Working Papers, University of Pretoria, Department of Economics, number 201729, Apr.
51. Apergis, Nicholas & Gupta, Rangan & Lau, Chi Keung Marco & Mukherjee, Zinnia, 2018, "U.S. state-level carbon dioxide emissions: Does it affect health care expenditure?," Renewable and Sustainable Energy Reviews, Elsevier, volume 91, issue C, pages 521-530, DOI: 10.1016/j.rser.2018.03.035.
52. Christou, Christina & Gupta, Rangan & Nyakabawo, Wendy & Wohar, Mark E., 2018, "Do house prices hedge inflation in the US? A quantile cointegration approach," International Review of Economics & Finance, Elsevier, volume 54, issue C, pages 15-26, DOI: 10.1016/j.iref.2017.12.012.
    
    • Christina Christou & Rangan Gupta & Wendy Nyakabawo & Mark E. Wohar, 2017, "Do House Prices Hedge Inflation in the US? A Quantile Cointegration Approach," Working Papers, University of Pretoria, Department of Economics, number 201707, Feb.
53. Adnen Ben Nasr & Juncal Cunado & Rıza Demirer & Rangan Gupta, 2018, "Country Risk Ratings and Stock Market Returns in Brazil, Russia, India, and China (BRICS) Countries: A Nonlinear Dynamic Approach," Risks, MDPI, volume 6, issue 3, pages 1-22, September.
54. Pramod Kumar Naik & Rangan Gupta & Puja Padhi, 2018, "The Relationship Between Stock Market Volatility And Trading Volume: Evidence From South Africa," Journal of Developing Areas, Tennessee State University, College of Business, volume 52, issue 1, pages 99-114, January-M.
    
    • Pramod Kumar Naik & Rangan Gupta & Puja Padhi, 2016, "The Relationship between Stock Market Volatility and Trading Volume: Evidence from South Africa," Working Papers, University of Pretoria, Department of Economics, number 201689, Dec.
55. Mehmet Balcilar & Josine Uwilingiye & Rangan Gupta, 2018, "Dynamic Relationship Between Oil Price And Inflation In South Africa," Journal of Developing Areas, Tennessee State University, College of Business, volume 52, issue 2, pages 73-93, April-Jun.
    
    • Mehmet Balcilar & Josine Uwilingiye & Rangan Gupta, 2014, "Dynamic Relationship between Oil Price and Inflation in South Africa," Working Papers, University of Pretoria, Department of Economics, number 201430, Jun.
56. Abdulnasser Hatemi-J & Rangan Gupta & Axel Kasongo & Thabo Mboweni & Ndivhuho Netshitenzhe, 2018, "Does tourism cause growth asymmetrically in a panel of G-7 countries? A short note," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 45, issue 1, pages 49-57, February, DOI: 10.1007/s10663-016-9345-3.
57. Nicholas Apergis & Christina Christou & Rangan Gupta & Stephen M. Miller, 2018, "Convergence in Income Inequality: Further Evidence from the Club Clustering Methodology across States in the U.S," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 24, issue 2, pages 147-161, May, DOI: 10.1007/s11294-018-9675-y.
58. Rangan Gupta & Charl Jooste, 2018, "Unconventional monetary policy shocks in OECD countries: how important is the extent of policy uncertainty?," International Economics and Economic Policy, Springer, volume 15, issue 3, pages 683-703, July, DOI: 10.1007/s10368-017-0380-8.
    
    • Rangan Gupta & Charl Jooste, 2015, "Unconventional Monetary Policy Shocks in OECD Countries: How Important is the Extent of Policy Uncertainty?," Working Papers, University of Pretoria, Department of Economics, number 201587, Nov.
59. Christina Christou & Ruthira Naraidoo & Rangan Gupta & Won Joong Kim, 2018, "Monetary Policy Reaction Functions of the TICKs: A Quantile Regression Approach," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 54, issue 15, pages 3552-3565, December, DOI: 10.1080/1540496X.2017.1422429.
    
    • Christina Christou & Ruthira Naraidoo & Rangan Gupta & Won Joong Kim, 2017, "Monetary Policy Reaction Functions of the TICKs: A Quantile Regression Approach," Working Papers, University of Pretoria, Department of Economics, number 201738, May.
60. Zintle Twala & Riza Demirer & Rangan Gupta, 2018, "Does Liquidity Risk Explain the Time-Variation in Asset Correlations? Evidence from Stocks, Bonds and Commodities," Journal of Economics and Behavioral Studies, AMH International, volume 10, issue 2, pages 120-132, DOI: 10.22610/jebs.v10i2(J).2221.
    
    • Zintle Twala & Riza Demirer & Rangan Gupta, 2018, "Does Liquidity Risk Explain the Time-Variation in Asset Correlations? Evidence from Stocks, Bonds and Commodities," Working Papers, University of Pretoria, Department of Economics, number 201808, Feb.
61. Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta, 2018, "The relationship between healthcare expenditure and disposable personal income in the US states: a fractional integration and cointegration analysis," Empirical Economics, Springer, volume 55, issue 3, pages 913-935, November, DOI: 10.1007/s00181-017-1297-3.
    
    • Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta, 2015, "The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis," CESifo Working Paper Series, CESifo, number 5407.
    • Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta, 2015, "The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1486.
    • Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil - Alana & Rangan Gupta, 2015, "The Relationship between Healthcare expenditures and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis," Working Papers, University of Pretoria, Department of Economics, number 201532, May.
62. Mehmet Balcilar & Riza Demirer & Rangan Gupta & Mark E. Wohar, 2018, "Differences of opinion and stock market volatility: evidence from a nonparametric causality-in-quantiles approach," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 42, issue 2, pages 339-351, April, DOI: 10.1007/s12197-017-9404-z.
    
    • Mehmet Balcilar & Riza Demirer & Rangan Gupta & Mark E. Wohar, 2016, "Differences of Opinion and Stock Market Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach," Working Papers, University of Pretoria, Department of Economics, number 201668, Sep.
63. Nikolaos Antonakakis & Rangan Gupta & Aviral K. Tiwari, 2018, "Time-varying correlations between trade balance and stock prices in the United States over the period 1792 to 2013," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 42, issue 4, pages 795-806, October, DOI: 10.1007/s12197-018-9428-z.
    
    • Nikolaos Antonakakis & Rangan Gupta & Aviral Kumar Twari, 2015, "Time-Varying Correlations between Trade Balance and Stock Prices in the United States over the Period 1792 to 2013," Working Papers, University of Pretoria, Department of Economics, number 2015100, Dec.
64. Abdulnasser Hatemi-J & Tsangyao Chang & Wen-Yi Chen & Feng-Li Lin & Rangan Gupta, 2018, "Asymmetric causality between military expenditures and economic growth in top six defense spenders," Quality & Quantity: International Journal of Methodology, Springer, volume 52, issue 3, pages 1193-1207, May, DOI: 10.1007/s11135-017-0512-9.
65. Mehmet Balcilar & Shinhye Chang & Rangan Gupta & Stephen M. Miller, 2018, "The relationship between the inflation rate and inequality across U.S. states: a semiparametric approach," Quality & Quantity: International Journal of Methodology, Springer, volume 52, issue 5, pages 2413-2425, September, DOI: 10.1007/s11135-017-0676-3.
    
    • Mehmet Balcilar & Shinhye Chang & Rangan Gupta & Stephen M. Miller, 2016, "The Relationship between the Inflation Rate and Inequality across US States: A Semiparametric Approach," Working Papers, University of Pretoria, Department of Economics, number 201682, Nov.
    • Mehmet Balcilar & Shinhye Chang & Rangan Gupta & Stephen M. Miller, 2017, "The Relationship between the Inflation Rate and Inequality across U.S. States: A Semiparametric Approach," Working papers, University of Connecticut, Department of Economics, number 2017-14, Jun.
66. Shinhye Chang & Rangan Gupta & Stephen M. Miller, 2018, "Causality Between Per Capita Real GDP and Income Inequality in the U.S.: Evidence from a Wavelet Analysis," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 135, issue 1, pages 269-289, January, DOI: 10.1007/s11205-016-1485-0.
    
    • Shinhye Chang & Rangan Gupta & Stephen M. Miller, 2018, "Correction to: Causality Between Per Capita Real GDP and Income Inequality in the U.S.: Evidence from a Wavelet Analysis," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 140, issue 2, pages 867-871, November, DOI: 10.1007/s11205-017-1792-0.
    • Shinhye Chang & Rangan Gupta & Stephen M. Miller, 2015, "Causality between Per Capita Real GDP and Income Inequality in the U.S.: Evidence from a Wavelet Analysis," Working Papers, University of Pretoria, Department of Economics, number 201597, Dec.
    • Shinhye Chang & Rangan Gupta & Stephen M. Miller, 2016, "Causality between Per Capita Real GDP and Income Inequality in the U.S.: Evidence from a Wavelet Analysis," Working papers, University of Connecticut, Department of Economics, number 2016-14, Sep.
67. Annari De Waal & Rangan Gupta & Charl Jooste, 2018, "South Africa’s monetary policy independence: evidence from a Global New-Keynesian DSGE model," Applied Economics Letters, Taylor & Francis Journals, volume 25, issue 12, pages 840-846, July, DOI: 10.1080/13504851.2017.1371838.
68. Vasilios Plakandaras & Rangan Gupta & Periklis Gogas & Theophilos Papadimitriou, 2018, "Macroeconomic uncertainty, growth and inflation in the Eurozone: a causal approach," Applied Economics Letters, Taylor & Francis Journals, volume 25, issue 14, pages 1029-1033, August, DOI: 10.1080/13504851.2017.1391996.
    
    • Vasilios Plakandaras & Rangan Gupta & Periklis Gogas & Theophilos Papadimitriou, 2017, "Macroeconomic Uncertainty, Growth and Inflation in the Eurozone: A Causal Approach," Working Papers, University of Pretoria, Department of Economics, number 201737, May.
69. Mehmet Balcilar & Rangan Gupta & Duc Khuong Nguyen & Mark E. Wohar, 2018, "Causal effects of the United States and Japan on Pacific-Rim stock markets: nonparametric quantile causality approach," Applied Economics, Taylor & Francis Journals, volume 50, issue 53, pages 5712-5727, November, DOI: 10.1080/00036846.2018.1488062.
    
    • Mehmet Balcilar & Rangan Gupta & Duc K. Nguyen & Mark E. Wohar, 2015, "Causal Effects of the United States and Japan on Pacific-Rim Stock Markets: Nonparametric Quantile Causality Approach," Working Papers, University of Pretoria, Department of Economics, number 201595, Dec.
70. Elie Bouri & Mahamitra Das & Rangan Gupta & David Roubaud, 2018, "Spillovers between Bitcoin and other assets during bear and bull markets," Applied Economics, Taylor & Francis Journals, volume 50, issue 55, pages 5935-5949, November, DOI: 10.1080/00036846.2018.1488075.
    
    • Elie Bouri & Mahamitra Das & Rangan Gupta & David Roubaud, 2018, "Spillovers between Bitcoin and other Assets during Bear and Bull Markets," Working Papers, University of Pretoria, Department of Economics, number 201812, Feb.
71. Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch & Mark E. Wohar, 2018, "Terror attacks and stock-market fluctuations: evidence based on a nonparametric causality-in-quantiles test for the G7 countries," The European Journal of Finance, Taylor & Francis Journals, volume 24, issue 4, pages 333-346, March, DOI: 10.1080/1351847X.2016.1239586.
    
    • Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch & Mark Wohar, 2016, "Terror Attacks and Stock-Market Fluctuations: Evidence Based on a Nonparametric Causality-in-Quantiles Test for the G7 Countries," Working Papers, University of Pretoria, Department of Economics, number 201608, Feb.
72. Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2018, "On the directional accuracy of inflation forecasts: evidence from South African survey data," Journal of Applied Statistics, Taylor & Francis Journals, volume 45, issue 5, pages 884-900, April, DOI: 10.1080/02664763.2017.1322556.
    
    • Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2014, "On the Directional Accuracy of Inflation Forecasts: Evidence from South African Survey Data," Working Papers, University of Pretoria, Department of Economics, number 201463, Oct.
    • Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2014, "On the Directional Accuracy of Inflation Forecasts: Evidence from South African Survey Data," Working Papers, Stellenbosch University, Department of Economics, number 24/2014.
73. Christophe Andre & Mehmet Balcilar & Tsangyao Chang & Luis Alberiko Gil-Alana & Rangan Gupta, 2018, "Current account sustainability in G7 and BRICS: Evidence from a long-memory model with structural breaks," The Journal of International Trade & Economic Development, Taylor & Francis Journals, volume 27, issue 6, pages 638-654, August, DOI: 10.1080/09638199.2017.1410853.
    
    • Christophe André & Tsangyao Chang & Luis A. Gil-Alana & Rangan Gupta, 2017, "Current Account Sustainability in G7 and BRICS: Evidence from a Long Memory Model with Structural Breaks," Working Papers, University of Pretoria, Department of Economics, number 201705, Jan.
74. Omokolade Akinsomi & Yener Coskun & Rangan Gupta, 2018, "Analysis of Herding in Reits of an Emerging Market: The Case of Turkey," Journal of Real Estate Portfolio Management, Taylor & Francis Journals, volume 24, issue 1, pages 65-81, January, DOI: 10.1080/10835547.2018.12090007.
    
    • Omokolade Akinsomi & Yener Coskun & Rangan Gupta, 2016, "Analysis of Herding in REITs of an Emerging Market: The Case of Turkey," Working Papers, University of Pretoria, Department of Economics, number 201666, Sep.
75. Rangan Gupta & Hardik A. Marfatia, 2018, "The Impact of Unconventional Monetary Policy Shocks in the U.S. on Emerging Market REITs," Journal of Real Estate Literature, Taylor & Francis Journals, volume 26, issue 1, pages 175-188, July, DOI: 10.1080/10835547.2018.12090476.
76. Mawuli Segnon & Rangan Gupta & Stelios Bekiros & Mark E. Wohar, 2018, "Forecasting US GNP growth: The role of uncertainty," Journal of Forecasting, John Wiley & Sons, Ltd., volume 37, issue 5, pages 541-559, August, DOI: 10.1002/for.2517.
    
    • Mawuli Segnon & Rangan Gupta & Stelios Bekiros & Mark E. Wohar, 2016, "Forecasting US GNP Growth: The Role of Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 201667, Sep.
77. Christina Christou & Rangan Gupta & Christis Hassapis & Tahir Suleman, 2018, "The role of economic uncertainty in forecasting exchange rate returns and realized volatility: Evidence from quantile predictive regressions," Journal of Forecasting, John Wiley & Sons, Ltd., volume 37, issue 7, pages 705-719, November, DOI: 10.1002/for.2539.
    
    • Christina Christou & Rangan Gupta & Christis Hassapis & Tahir Suleman, 2017, "The Role of Economic Uncertainty in Forecasting Exchange Rate Returns and Realized Volatility: Evidence from Quantile Predictive Regressions," Working Papers, University of Pretoria, Department of Economics, number 201774, Oct.
78. Balcilar, Mehmet & Katzke, Nico & Gupta, Rangan, 2018, "Date-stamping US housing market explosivity," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 12, pages 1-33, DOI: 10.5018/economics-ejournal.ja.2018-.
    
    • Balcilar, Mehmet & Katzke, Nico & Gupta, Rangan, 2017, "Date-stamping US housing market explosivity," Economics Discussion Papers, Kiel Institute for the World Economy, number 2017-44.
79. Inglesi-Lotz, Roula, 2018, "Decomposing the South African CO2 emissions within a BRICS countries context: Signalling potential energy rebound effects," Energy, Elsevier, volume 147, issue C, pages 648-654, DOI: 10.1016/j.energy.2017.12.150.
80. Cai, Yifei & Chang, Tsangyao & Inglesi-Lotz, Roula, 2018, "Asymmetric persistence in convergence for carbon dioxide emissions based on quantile unit root test with Fourier function," Energy, Elsevier, volume 161, issue C, pages 470-481, DOI: 10.1016/j.energy.2018.07.125.
81. Inglesi-Lotz, Roula & Dogan, Eyup, 2018, "The role of renewable versus non-renewable energy to the level of CO2 emissions a panel analysis of sub- Saharan Africa’s Βig 10 electricity generators," Renewable Energy, Elsevier, volume 123, issue C, pages 36-43, DOI: 10.1016/j.renene.2018.02.041.
82. Moutinho, Victor & Madaleno, Mara & Inglesi-Lotz, Roula & Dogan, Eyup, 2018, "Factors affecting CO2 emissions in top countries on renewable energies: A LMDI decomposition application," Renewable and Sustainable Energy Reviews, Elsevier, volume 90, issue C, pages 605-622, DOI: 10.1016/j.rser.2018.02.009.
83. Bohlmann, Jessika Andreina & Inglesi-Lotz, Roula, 2018, "Analysing the South African residential sector's energy profile," Renewable and Sustainable Energy Reviews, Elsevier, volume 96, issue C, pages 240-252, DOI: 10.1016/j.rser.2018.07.052.
84. R. Inglesi-Lotz & A. Hakimi & A. Pouris, 2018, "Patents vs publications and R&D: three sides of the same coin? Panel Smooth Transition Regression (PSTR) for OECD and BRICS countries," Applied Economics, Taylor & Francis Journals, volume 50, issue 45, pages 4912-4923, September, DOI: 10.1080/00036846.2018.1468556.
85. Ye, Yuxiang & Koch, Steven F. & Zhang, Jiangfeng, 2018, "Determinants of household electricity consumption in South Africa," Energy Economics, Elsevier, volume 75, issue C, pages 120-133, DOI: 10.1016/j.eneco.2018.08.005.
86. Koch, Steven F., 2018, "Quasi-experimental evidence on tobacco tax regressivity," Social Science & Medicine, Elsevier, volume 196, issue C, pages 19-28, DOI: 10.1016/j.socscimed.2017.11.004.
87. Gauthier Tshiswaka-Kashalala & Steven F Koch, 2018, "The Demand for Reproductive Health Care," Journal of African Economies, Centre for the Study of African Economies, volume 27, issue 4, pages 405-429.
    
    • Gauthier Tshiswaka-Kashalala & Steven F. Koch, 2015, "The Demand for Reproductive Health Care," Working Papers, University of Pretoria, Department of Economics, number 201556, Aug.
    • Gauthier Tshiswaka-Kashalala & Steven F. Koch, 2015, "The Demand for Reproductive Health Care," ERSA Working Paper Series, Economic Research Southern Africa, number 533, Aug.
88. Michael Kamoyo & Albert Makochekanwa, 2018, "The impact of poverty, risk aversion and time preference on maize marketing channel choice decisions: the case of Zvimba and Makonde districts of Zimbabwe," Agrekon, Taylor & Francis Journals, volume 57, issue 3-4, pages 233-250, October, DOI: 10.1080/03031853.2018.1523016.
89. Johannes Fedderke & Nonso Obikili & Nicola Viegi, 2018, "Markups and Concentration in South African Manufacturing Sectors: An Analysis with Administrative Data," South African Journal of Economics, Economic Society of South Africa, volume 86, issue S1, pages 120-140, January, DOI: 10.1111/saje.12175.
    
    • Johannes Fedderke & Nonso Obikili & Nicola Viegi, 2016, "Markups and concentration in South African manufacturing sectors: An analysis with administrative data," WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER), number wp-2016-40.
90. Assa, Hirbod & Zimper, Alexander, 2018, "Preferences over all random variables: Incompatibility of convexity and continuity," Journal of Mathematical Economics, Elsevier, volume 75, issue C, pages 71-83, DOI: 10.1016/j.jmateco.2017.12.006.
    
    • Hirbod Assa & Alexander Zimper, 2017, "Preferences Over all Random Variables: Incompatibility of Convexity and Continuity," Working Papers, University of Pretoria, Department of Economics, number 201714, Mar.
    • Assa, Hirbod & Zimper, Alexander, 2018, "Preferences over all random variables: Incompatibility of convexity and continuity," Open Access Publications from Kiel Institute for the World Economy, Kiel Institute for the World Economy, number 233948.

2017

1. Mulatu Fekadu Zerihun & Marthinus C. Breitenbach, 2017, "Panel Data Analysis of the Proposed Monetary Union in the Southern African Development Community," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, volume 67, issue 4, pages 23-44, October-D.
2. Mehmet Balcilar & Reneé van Eyden & Josine Uwilingiye & Rangan Gupta, 2017, "The Impact of Oil Price on South African GDP Growth: A Bayesian Markov Switching-VAR Analysis," African Development Review, African Development Bank, volume 29, issue 2, pages 319-336, June.
   
   • Mehmet Balcilar & Reneé van Eyden & Josine Uwilingiye & Rangan Gupta, 2014, "The impact of oil price on South African GDP growth: A Bayesian Markov Switching-VAR analysis," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-13.
   • Mehmet Balcilar & Reneé van Eyden & Josine Uwilingiye & Rangan Gupta, 2014, "The impact of oil price on South African GDP growth: A Bayesian Markov Switching-VAR analysis," Working Papers, University of Pretoria, Department of Economics, number 201470, Nov.
3. Balcilar, Mehmet & Demirer, Riza & Gupta, Rangan & van Eyden, Reneé, 2017, "The impact of US policy uncertainty on the monetary effectiveness in the Euro area," Journal of Policy Modeling, Elsevier, volume 39, issue 6, pages 1052-1064, DOI: 10.1016/j.jpolmod.2017.09.002.
4. Fosu, Augustin Kwasi, 2017, "Growth, inequality, and poverty reduction in developing countries: Recent global evidence," Research in Economics, Elsevier, volume 71, issue 2, pages 306-336, DOI: 10.1016/j.rie.2016.05.005.
   
   • Augustin Kwasi Fosu, 2011, "Growth, inequality, and poverty reduction in developing countries: recent global evidence," Global Development Institute Working Paper Series, GDI, The University of Manchester, number 14711.
   • Augustin Kwasi Fosu, 2011, "Growth, Inequality, and Poverty Reduction in Developing Countries: Recent Global Evidence," CSAE Working Paper Series, Centre for the Study of African Economies, University of Oxford, number 2011-07.
   • Augustin Kwasi Fosu, 2011, "Growth, Inequality, and Poverty Reduction in Developing Countries: Recent Global Evidence," WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER), number wp-2011-001.
5. Yoseph Yilma Getachew, 2017, "Idiosyncratic And Aggregate Risks, Inequality And Growth," Bulletin of Economic Research, Wiley Blackwell, volume 69, issue 2, pages 109-123, April.
6. Vasilios Plakandaras & Juncal Cunado & Rangan Gupta & Mark E. Wohar, 2017, "Do leading indicators forecast U.S. recessions? A nonlinear re†evaluation using historical data," International Finance, Wiley Blackwell, volume 20, issue 3, pages 289-316, December, DOI: 10.1111/infi.12111.
7. Rangan Gupta & Roula Inglesi-Lotz & John W. Muteba Mwamba, 2017, "Electricity demand in South Africa: is it asymmetric?," OPEC Energy Review, Organization of the Petroleum Exporting Countries, volume 41, issue 3, pages 226-238, September.
8. Boubaker Heni & Canarella Giorgio & Gupta Rangan & Miller Stephen M., 2017, "Time-varying persistence of inflation: evidence from a wavelet-based approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 21, issue 4, pages 1-18, September, DOI: 10.1515/snde-2016-0130.
   
   • Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller, 2016, "Time-Varying Persistence of Inflation: Evidence from a Wavelet-Based Approach," Working Papers, University of Pretoria, Department of Economics, number 201647, Jun.
   • Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller, 2016, "Time-Varying Persistence of Inflation: Evidence from a Wavelet-based Approach," Working papers, University of Connecticut, Department of Economics, number 2016-09, Sep.
9. Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2017, "The growth-inflation nexus for the U.S. from 1801 to 2013: A semiparametric approach," Journal of Applied Economics, Universidad del CEMA, volume 20, pages 105-120, May.
   
   • Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2017, "The Growth-Inflation Nexus for the U.S. from 1801 to 2013: A Semiparametric Approach," Journal of Applied Economics, Taylor & Francis Journals, volume 20, issue 1, pages 105-120, May, DOI: 10.1016/S1514-0326(17)30005-3.
10. Hassani, Hossein & Silva, Emmanuel Sirimal & Antonakakis, Nikolaos & Filis, George & Gupta, Rangan, 2017, "Forecasting accuracy evaluation of tourist arrivals," Annals of Tourism Research, Elsevier, volume 63, issue C, pages 112-127, DOI: 10.1016/j.annals.2017.01.008.
11. Balcilar, Mehmet & Bouri, Elie & Gupta, Rangan & Roubaud, David, 2017, "Can volume predict Bitcoin returns and volatility? A quantiles-based approach," Economic Modelling, Elsevier, volume 64, issue C, pages 74-81, DOI: 10.1016/j.econmod.2017.03.019.
    
    • Mehmet Balcilar & Elie Bouri & Rangan Gupta & David Roubaud, 2017, "Can volume predict Bitcoin returns and volatility? A quantiles-based approach," Post-Print, HAL, number hal-02008551, DOI: 10.1016/j.econmod.2017.03.019.
12. Balcilar, Mehmet & Katzke, Nico & Gupta, Rangan, 2017, "Do precious metal prices help in forecasting South African inflation?," The North American Journal of Economics and Finance, Elsevier, volume 40, issue C, pages 63-72, DOI: 10.1016/j.najef.2017.01.007.
    
    • Mehmet Balcilar & NICO KATZKE & Rangan Gupta, 2015, "Do Precious Metal Prices Help in Forecasting South African Inflation?," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-05.
    • Mehmet Balcilar & Nico Katzke & Rangan Gupta, 2015, "Do Precious Metal Prices Help in Forecasting South African Inflation?," Working Papers, University of Pretoria, Department of Economics, number 201510, Feb.
    • Mehmet Balcilar & Nico Katzke & Rangan Gupta, 2015, "Do Precious Metal Prices Help in Forecasting South African Inflation?," Working Papers, Stellenbosch University, Department of Economics, number 03/2015.
13. Marfatia, Hardik A. & Gupta, Rangan & Cakan, Esin, 2017, "The international REIT’s time-varying response to the U.S. monetary policy and macroeconomic surprises," The North American Journal of Economics and Finance, Elsevier, volume 42, issue C, pages 640-653, DOI: 10.1016/j.najef.2017.09.007.
    
    • Hardik A. Marfatia & Rangan Gupta & Esin Cakan, 2017, "The International REIT's Time-Varying Response to the U.S. Monetary Policy and Macroeconomic Surprises," Working Papers, University of Pretoria, Department of Economics, number 201712, Feb.
14. Antonakakis, Nikolaos & Gupta, Rangan & Tiwari, Aviral K., 2017, "The time-varying correlation between output and prices in the United States over the period 1800–2014," Economic Systems, Elsevier, volume 41, issue 1, pages 98-108, DOI: 10.1016/j.ecosys.2016.05.005.
15. Gupta, Rangan & Kotzé, Kevin, 2017, "The role of oil prices in the forecasts of South African interest rates: A Bayesian approach," Energy Economics, Elsevier, volume 61, issue C, pages 270-278, DOI: 10.1016/j.eneco.2016.11.017.
    
    • Rangan Gupta & Kevin Kotze, 2016, "The Role of Oil Prices in the Forecasts of South African Interest Rates: A Bayesian Approach," School of Economics Macroeconomic Discussion Paper Series, School of Economics, University of Cape Town, number 2016-01.
    • Rangan Gupta & Kevin Kotze, 2015, "The Role of Oil Prices in the Forecasts of South African Interest Rates: A Bayesian Approach," Working Papers, University of Pretoria, Department of Economics, number 201531, May.
16. Balcilar, Mehmet & Gupta, Rangan & Wohar, Mark E., 2017, "Common cycles and common trends in the stock and oil markets: Evidence from more than 150years of data," Energy Economics, Elsevier, volume 61, issue C, pages 72-86, DOI: 10.1016/j.eneco.2016.11.003.
    
    • Mehmet Balcilar & Rangan Gupta & Mark E. Wohar, 2015, "Common Cycles and Common Trends in the Stock and Oil markets: Evidence from More than 150 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 201572, Oct.
17. Gupta, Rangan & Wohar, Mark, 2017, "Forecasting oil and stock returns with a Qual VAR using over 150years off data," Energy Economics, Elsevier, volume 62, issue C, pages 181-186, DOI: 10.1016/j.eneco.2017.01.001.
    
    • Rangan Gupta & Mark E. Wohar, 2015, "Forecasting Oil and Stock Returns with a Qual VAR using over 150 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 201589, Dec.
18. Kim, Won Joong & Hammoudeh, Shawkat & Hyun, Jun Seog & Gupta, Rangan, 2017, "Oil price shocks and China's economy: Reactions of the monetary policy to oil price shocks," Energy Economics, Elsevier, volume 62, issue C, pages 61-69, DOI: 10.1016/j.eneco.2016.12.007.
    
    • Won Joong Kim & Shawkat Hammoudeh & Jun Seog Hyun & Rangan Gupta, 2014, "Oil Price Shocks and China’s Economy: Reactions of the Monetary Policy to Oil Price Shocks," Working Papers, University of Pretoria, Department of Economics, number 201481, Dec.
19. Plakandaras, Vasilios & Gupta, Rangan & Wohar, Mark E., 2017, "The depreciation of the pound post-Brexit: Could it have been predicted?," Finance Research Letters, Elsevier, volume 21, issue C, pages 206-213, DOI: 10.1016/j.frl.2016.12.003.
    
    • Vasilios Plakandaras & Rangan Gupta & Mark E. Wohar, 2016, "The Depreciation of the Pound Post-Brexit: Could it have been Predicted?," Working Papers, University of Pretoria, Department of Economics, number 201670, Sep.
20. Antonakakis, Nikolaos & Gupta, Rangan & Kollias, Christos & Papadamou, Stephanos, 2017, "Geopolitical risks and the oil-stock nexus over 1899–2016," Finance Research Letters, Elsevier, volume 23, issue C, pages 165-173, DOI: 10.1016/j.frl.2017.07.017.
    
    • Nikolaos Antonakakis & Rangan Gupta & Christos Kollias & Stephanos Papadamou, 2017, "Geopolitical Risks and the Oil-Stock Nexus Over 1899-2016," Working Papers, University of Pretoria, Department of Economics, number 201702, Jan.
21. Bouri, Elie & Gupta, Rangan & Tiwari, Aviral Kumar & Roubaud, David, 2017, "Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions," Finance Research Letters, Elsevier, volume 23, issue C, pages 87-95, DOI: 10.1016/j.frl.2017.02.009.
    
    • Elie Bouri & Rangan Gupta & Aviral Kumar Tiwari & David Roubaud, 2017, "Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions," Post-Print, HAL, number hal-02008552, DOI: 10.1016/j.frl.2017.02.009.
    • Elie Bouri & Rangan Gupta & Aviral Kumar Tiwari & David Roubaud, 2016, "Does Bitcoin Hedge Global Uncertainty? Evidence from Wavelet-Based Quantile-in-Quantile Regressions," Working Papers, University of Pretoria, Department of Economics, number 201690, Dec.
22. Chuliá, Helena & Gupta, Rangan & Uribe, Jorge M. & Wohar, Mark E., 2017, "Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 48, issue C, pages 178-191, DOI: 10.1016/j.intfin.2016.12.003.
    
    • Helena Chuliá & Rangan Gupta & Jorge M. Uribe & Mark E. Wohar, 2016, "Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach," Working Papers, University of Pretoria, Department of Economics, number 201656, Jul.
23. Antonakakis, Nikolaos & Christou, Christina & Cunado, Juncal & Gupta, Rangan, 2017, "Convergence patterns in sovereign bond yield spreads: Evidence from the Euro Area," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 49, issue C, pages 129-139, DOI: 10.1016/j.intfin.2017.03.002.
    
    • Nikolaos Antonakakis & Christina Christou & Juncal Cunado & Rangan Gupta, 2016, "Convergence Patterns in Sovereign Bond Yield Spreads: Evidence from the Euro Area," Working Papers, University of Pretoria, Department of Economics, number 201616, Mar.
24. Gil-Alana, Luis A. & Cunado, Juncal & Gupta, Rangan, 2017, "Evidence of persistence in U.S. short and long-term interest rates," Journal of Policy Modeling, Elsevier, volume 39, issue 5, pages 775-789, DOI: 10.1016/j.jpolmod.2017.04.005.
25. Balcilar, Mehmet & Bonato, Matteo & Demirer, Riza & Gupta, Rangan, 2017, "The effect of investor sentiment on gold market return dynamics: Evidence from a nonparametric causality-in-quantiles approach," Resources Policy, Elsevier, volume 51, issue C, pages 77-84, DOI: 10.1016/j.resourpol.2016.11.009.
26. Aye, Goodness C. & Carcel, Hector & Gil-Alana, Luis A. & Gupta, Rangan, 2017, "Does gold act as a hedge against inflation in the UK? Evidence from a fractional cointegration approach over 1257 to 2016," Resources Policy, Elsevier, volume 54, issue C, pages 53-57, DOI: 10.1016/j.resourpol.2017.09.001.
    
    • Goodness C. Aye & Hector Carcel & Luis A. Gil-Alana & Rangan Gupta, 2017, "Does Gold Act as a Hedge against Inflation in the UK? Evidence from a Fractional Cointegration Approach Over 1257 to 2016," Working Papers, University of Pretoria, Department of Economics, number 201753, Jul.
27. Christou, Christina & Cunado, Juncal & Gupta, Rangan & Hassapis, Christis, 2017, "Economic policy uncertainty and stock market returns in PacificRim countries: Evidence based on a Bayesian panel VAR model," Journal of Multinational Financial Management, Elsevier, volume 40, issue C, pages 92-102, DOI: 10.1016/j.mulfin.2017.03.001.
    
    • Christina Christou & Juncal Cunado & Rangan Gupta & Christis Hassapis, 2016, "Economic Policy Uncertainty and Stock Market Returns in Pacific-Rim Countries: Evidence based on a Bayesian Panel VAR Model," Working Papers, University of Pretoria, Department of Economics, number 201661, Aug.
28. Muteba Mwamba, John W. & Hammoudeh, Shawkat & Gupta, Rangan, 2017, "Financial tail risks in conventional and Islamic stock markets: A comparative analysis," Pacific-Basin Finance Journal, Elsevier, volume 42, issue C, pages 60-82, DOI: 10.1016/j.pacfin.2016.01.003.
29. Huang, Xu & Hassani, Hossein & Ghodsi, Mansi & Mukherjee, Zinnia & Gupta, Rangan, 2017, "Do trend extraction approaches affect causality detection in climate change studies?," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 469, issue C, pages 604-624, DOI: 10.1016/j.physa.2016.11.072.
    
    • Xu Huang & Hossein Hassani & Mansi Ghodsi & Zinnia Mukherjee & Rangan Gupta, 2016, "Do Trend Extraction Approaches Affect Causality Detection in Climate Change Studies?," Working Papers, University of Pretoria, Department of Economics, number 201660, Aug.
30. Gogas, Periklis & Gupta, Rangan & Miller, Stephen M. & Papadimitriou, Theophilos & Sarantitis, Georgios Antonios, 2017, "Income inequality: A complex network analysis of US states," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 483, issue C, pages 423-437, DOI: 10.1016/j.physa.2017.04.102.
31. Gupta, Rangan & Majumdar, Anandamayee & Pierdzioch, Christian & Wohar, Mark E., 2017, "Do terror attacks predict gold returns? Evidence from a quantile-predictive-regression approach," The Quarterly Review of Economics and Finance, Elsevier, volume 65, issue C, pages 276-284, DOI: 10.1016/j.qref.2017.01.005.
    
    • Rangan Gupta & Anandamayee Majumdar & Christian Pierdzioch & Mark Wohar, 2016, "Do Terror Attacks Predict Gold Returns? Evidence from a Quantile-Predictive-Regression Approach," Working Papers, University of Pretoria, Department of Economics, number 201626, Mar.
32. Christou, Christina & Gupta, Rangan & Hassapis, Christis, 2017, "Does economic policy uncertainty forecast real housing returns in a panel of OECD countries? A Bayesian approach," The Quarterly Review of Economics and Finance, Elsevier, volume 65, issue C, pages 50-60, DOI: 10.1016/j.qref.2017.01.002.
    
    • Christina Christou & Rangan Gupta & Christis Hassapis, 2016, "Does Economic Policy Uncertainty Forecast Real Housing Returns in a Panel of OECD Countries? A Bayesian Approach," Working Papers, University of Pretoria, Department of Economics, number 201637, Apr.
33. Apergis, Nicholas & Christou, Christina & Gupta, Rangan, 2017, "Are there Environmental Kuznets Curves for US state-level CO2 emissions?," Renewable and Sustainable Energy Reviews, Elsevier, volume 69, issue C, pages 551-558, DOI: 10.1016/j.rser.2016.11.219.
    
    • Nicholas Apergis & Christina Christou & Rangan Gupta, 2014, "Are there Environmental Kuznets Curves for US State-Level CO2 Emissions?," Working Papers, University of Pretoria, Department of Economics, number 201474, Nov.
34. Segnon, Mawuli & Lux, Thomas & Gupta, Rangan, 2017, "Modeling and forecasting the volatility of carbon dioxide emission allowance prices: A review and comparison of modern volatility models," Renewable and Sustainable Energy Reviews, Elsevier, volume 69, issue C, pages 692-704, DOI: 10.1016/j.rser.2016.11.060.
35. Balcilar, Mehmet & Gupta, Rangan & Sousa, Ricardo M. & Wohar, Mark E., 2017, "Do cay and cayMS predict stock and housing returns? Evidence from a nonparametric causality test," International Review of Economics & Finance, Elsevier, volume 48, issue C, pages 269-279, DOI: 10.1016/j.iref.2016.12.007.
36. Aye, Goodness C. & Gil-Alana, Luis A. & Gupta, Rangan & Wohar, Mark E., 2017, "The efficiency of the art market: Evidence from variance ratio tests, linear and nonlinear fractional integration approaches," International Review of Economics & Finance, Elsevier, volume 51, issue C, pages 283-294, DOI: 10.1016/j.iref.2017.06.003.
    
    • Goodness C. Aye & Luis A. Gil-Alana & Rangan Gupta & Mark Wohar, 2016, "The Efficiency of the Art Market: Evidence from Variance Ratio Tests, Linear and Nonlinear Fractional Integration Approaches," Working Papers, University of Pretoria, Department of Economics, number 201610, Feb.
37. Wanke, Peter & Maredza, Andrew & Gupta, Rangan, 2017, "Merger and acquisitions in South African banking: A network DEA model," Research in International Business and Finance, Elsevier, volume 41, issue C, pages 362-376, DOI: 10.1016/j.ribaf.2017.04.055.
    
    • Peter Wanke & Andrew Maredza & Rangan Gupta, 2016, "Merger and Acquisitions in South African Banking: A Network DEA Model," Working Papers, University of Pretoria, Department of Economics, number 201665, Sep.
38. Apergis, Nicholas & Gupta, Rangan, 2017, "Can (unusual) weather conditions in New York predict South African stock returns?," Research in International Business and Finance, Elsevier, volume 41, issue C, pages 377-386, DOI: 10.1016/j.ribaf.2017.04.052.
39. Antonakakis, Nikolaos & Gupta, Rangan & Tiwari, Aviral K., 2017, "Has the correlation of inflation and stock prices changed in the United States over the last two centuries?," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 1-8, DOI: 10.1016/j.ribaf.2017.04.005.
40. Suleman, Tahir & Gupta, Rangan & Balcilar, Mehmet, 2017, "Does country risks predict stock returns and volatility? Evidence from a nonparametric approach," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 1173-1195, DOI: 10.1016/j.ribaf.2017.07.055.
    
    • Tahir Suleman & Rangan Gupta & Mehmet Balcilar, 2016, "Does Country Risks Predict Stock Returns and Volatility? Evidence from a Nonparametric Approach," Working Papers, University of Pretoria, Department of Economics, number 201675, Oct.
41. Sergey Ivashchenko & Rangan Gupta, 2017, "Near-Rational Expectations: How Far are Surveys from Rationality?," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 60, issue 1, pages 1-27.
    
    • Sergey Ivashchenko & Rangan Gupta, 2017, "Near-Rational Expectations: How Far are Surveys from Rationality?," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2017/04, Jan.
    • Sergey Ivashchenko, 2014, "Near-Rational Expectations: How Far Are Surveys from Rationality?," EUSP Department of Economics Working Paper Series, European University at St. Petersburg, Department of Economics, number 2014/06, Dec.
    • Sergey Ivashchenko & Rangan Gupta, 2016, "Near-Rational Expectations: How Far are Surveys from Rationality?," Working Papers, University of Pretoria, Department of Economics, number 201655, Jul.
42. Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2017, "South Africa’s economic response to monetary policy uncertainty," Journal of Economic Studies, Emerald Group Publishing Limited, volume 44, issue 2, pages 282-293, May, DOI: 10.1108/JES-07-2015-0131.
    
    • Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2015, "The South African Economic Response to Monetary Policy Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 201551, Jul.
43. Mehmet Balcilar & Riza Demirer & Rangan Gupta, 2017, "Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations," Sustainability, MDPI, volume 9, issue 10, pages 1-18, October.
    
    • Mehmet Balcilar & Riza Demirer & Rangan Gupta, 2016, "Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations," Working Papers, University of Pretoria, Department of Economics, number 201609, Feb.
44. Carlos P. Barros & Rangan Gupta, 2017, "Development, Poverty and Inequality: A Spatial Analysis of South African Provinces," Journal of Developing Areas, Tennessee State University, College of Business, volume 51, issue 1, pages 19-32, January-M.
    
    • Carlos P. Barros & Rangan Gupta, 2015, "Development, Poverty and Inequality: A Spatial Analysis of South African Provinces," Working Papers, University of Pretoria, Department of Economics, number 201583, Nov.
45. Cakan Esin & Rangan Gupta, 2017, "Does the US. macroeconomic news make the South African stock market riskier?," Journal of Developing Areas, Tennessee State University, College of Business, volume 51, issue 4, pages 17-27, October-D.
    
    • Esin Cakan & Rangan Gupta, 2016, "Does U.S. Macroeconomic News Make the South African Stock Market Riskier?," Working Papers, University of Pretoria, Department of Economics, number 201646, Jun.
46. Hossein Hassani & Zara Ghodsi & Rangan Gupta & Mawuli Segnon, 2017, "Forecasting Home Sales in the Four Census Regions and the Aggregate US Economy Using Singular Spectrum Analysis," Computational Economics, Springer;Society for Computational Economics, volume 49, issue 1, pages 83-97, January, DOI: 10.1007/s10614-015-9548-x.
    
    • Hossein Hassani & Zara Ghodsi & Rangan Gupta & Mawuli K. Segnon, 2014, "Forecasting Home Sales in the Four Census Regions and the Aggregate US Economy Using Singular Spectrum Analysis," Working Papers, University of Pretoria, Department of Economics, number 201482, Dec.
47. Rangan Gupta & Charl Jooste & Omid Ranjbar, 2017, "South Africa’s inflation persistence: a quantile regression framework," Economic Change and Restructuring, Springer, volume 50, issue 4, pages 367-386, November, DOI: 10.1007/s10644-016-9192-z.
48. Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2017, "International stock return predictability: Is the role of U.S. time-varying?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 44, issue 1, pages 121-146, February, DOI: 10.1007/s10663-015-9313-3.
    
    • Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2015, "International Stock Return Predictability: Is the Role of U.S. Time-Varying?," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-07.
    • Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2015, "International Stock Return Predictability: Is the Role of U.S. Time-Varying?," Working Papers, University of Pretoria, Department of Economics, number 201524, Apr.
49. Tsangyao Chang & Hsiao-Ping Chu & Frederick W. Deale & Rangan Gupta & Stephen M. Miller, 2017, "The relationship between population growth and standard-of-living growth over 1870–2013: evidence from a bootstrapped panel Granger causality test," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 44, issue 1, pages 175-201, February, DOI: 10.1007/s10663-016-9315-9.
    
    • Tsangyao Chang & Hsiao-Ping Chu & Frederick W. Deale & Rangan Gupta & Stephen M. Miller, 2016, "The Relationship between Population Growth and Standard-of-Living Growth Over 1870-2013: Evidence from a Bootstrapped Panel Granger Causality Test," Working papers, University of Connecticut, Department of Economics, number 2016-17, Sep.
50. Luis A. Gil-Alana & Juncal Cunado & Rangan Gupta, 2017, "Persistence, Mean-Reversion and Non-linearities in $$\hbox {CO2}$$ CO2 Emissions: Evidence from the BRICS and G7 Countries," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 67, issue 4, pages 869-883, August, DOI: 10.1007/s10640-016-0009-3.
51. Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch, 2017, "On exchange-rate movements and gold-price fluctuations: evidence for gold-producing countries from a nonparametric causality-in-quantiles test," International Economics and Economic Policy, Springer, volume 14, issue 4, pages 691-700, October, DOI: 10.1007/s10368-016-0357-z.
    
    • Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch, 2015, "On Exchange-Rate Movements and Gold-Price Fluctuations: Evidence for Gold-Producing Countries from a Nonparametric Causality-in-Quantiles Test," Working Papers, University of Pretoria, Department of Economics, number 201598, Dec.
52. Rangan Gupta & Anandamayee Majumdar & Mark E. Wohar, 2017, "The Role of Current Account Balance in Forecasting the US Equity Premium: Evidence From a Quantile Predictive Regression Approach," Open Economies Review, Springer, volume 28, issue 1, pages 47-59, February, DOI: 10.1007/s11079-016-9408-x.
    
    • Rangan Gupta & Anandamayee Majumdar & Mark Wohar, 2016, "The Role of Current Account Balance in Forecasting the US Equity Premium: Evidence from a Quantile Predictive Regression Approach," Working Papers, University of Pretoria, Department of Economics, number 201612, Feb.
53. Mehmet Balcilar & Rangan Gupta & Kevin Kotzé, 2017, "Forecasting South African macroeconomic variables with a Markov-switching small open-economy dynamic stochastic general equilibrium model," Empirical Economics, Springer, volume 53, issue 1, pages 117-135, August, DOI: 10.1007/s00181-016-1157-6.
    
    • Mehmet Balcilar & Rangan Gupta & Kevin Kotze, 2016, "Forecasting South African Macroeconomic Variables with a Markov-Switching Small Open-Economy Dynamic Stochastic General Equilibrium Model," School of Economics Macroeconomic Discussion Paper Series, School of Economics, University of Cape Town, number 2016-05.
    • Mehmet Balcilar & Rangan Gupta & Kevin Kotze, 2016, "Forecasting South African Macroeconomic Variables with a Markov-Switching Small Open-Economy Dynamic Stochastic General Equilibrium Model," Working Papers, University of Pretoria, Department of Economics, number 201603, Jan.
54. Massimiliano Caporin & Rangan Gupta, 2017, "Time-varying persistence in US inflation," Empirical Economics, Springer, volume 53, issue 2, pages 423-439, September, DOI: 10.1007/s00181-016-1144-y.
    
    • Massimiliano Caporin & Rangan Gupta, 2014, "Time-Varying Persistence in US Inflation," Working Papers, University of Pretoria, Department of Economics, number 201457, Oct.
55. Mehmet Balcilar & Stelios Bekiros & Rangan Gupta, 2017, "The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method," Empirical Economics, Springer, volume 53, issue 3, pages 879-889, November, DOI: 10.1007/s00181-016-1150-0.
    
    • Mehmet Balcilar & Rangan Gupta & STELIOS BEKIROS, 2015, "The Role Of News-Based Uncertainty Indices In Predicting Oil Markets: A Hybrid Nonparametric Quantile Causality Method," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-02.
    • Mehmet Balcilar & Stelios Bekiros & Rangan Gupta, 2015, "The Role of News-Based Uncertainty Indices in Predicting Oil Markets: A Hybrid Nonparametric Quantile Causality Method," Working Papers, University of Pretoria, Department of Economics, number 201522, Apr.
56. Omokolade Akinsomi & Mehmet Balcilar & Rıza Demirer & Rangan Gupta, 2017, "The effect of gold market speculation on REIT returns in South Africa: a behavioral perspective," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 41, issue 4, pages 774-793, October, DOI: 10.1007/s12197-016-9381-7.
    
    • Kola Akinsomi & Mehmet Balcilar & Rıza Demirer & Rangan Gupta, 2016, "The Effect of Gold Market Speculation on REIT Returns in South Africa: A Behavioral Perspective," Working Papers, University of Pretoria, Department of Economics, number 201643, Jun.
57. Luis A. Gil-Alana & Juncal Cunado & Rangan Gupta, 2017, "Persistence, Mean-Reversion and Non-linearities in Infant Mortality Rates," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 131, issue 1, pages 393-405, March, DOI: 10.1007/s11205-016-1253-1.
    
    • Luis A. Gil-Alana & Juncal Cunado & Rangan Gupta, 2015, "Persistence, Mean-Reversion and Non-Linearities in Infant Mortality Rates," Working Papers, University of Pretoria, Department of Economics, number 201574, Oct.
58. Mulatu F. Zerihun & Juncal Cunado & Rangan Gupta, 2017, "Are Health Care Expenditures and Personal Disposable Income Characterised by Asymmetric Behaviour? Evidence from US State-Level Data," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 131, issue 2, pages 527-542, March, DOI: 10.1007/s11205-016-1275-8.
    
    • Mulatu F. Zerihun & Juncal Cunado & Rangan Gupta, 2015, "Are Health Care Expenditures and Personal Disposable Income Characterised by Asymmetric Behaviour? Evidence from US State-Level Data," Working Papers, University of Pretoria, Department of Economics, number 201566, Sep.
59. Nicholas Apergis & Tsangyao Chang & Christina Christou & Rangan Gupta, 2017, "Convergence of Health Care Expenditures Across the US States: A Reconsideration," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 133, issue 1, pages 303-316, August, DOI: 10.1007/s11205-016-1357-7.
    
    • Nicholas Apergis & Tsangyao Chang & Christina Christou & Rangan Gupta, 2015, "Convergence of Health Care Expenditures across the US States: A Reconsideration," Working Papers, University of Pretoria, Department of Economics, number 201542, Jun.
60. Nikolaos Antonakakis & Rangan Gupta, 2017, "Is Economic Policy Uncertainty Related to Suicide Rates? Evidence from the United States," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 133, issue 2, pages 543-560, September, DOI: 10.1007/s11205-016-1384-4.
    
    • Nikolaos Antonakakis & Rangan Gupta, 2015, "Is Economic Policy Uncertainty Related to Suicide Rates? Evidence from the United States," Working Papers, University of Pretoria, Department of Economics, number 201573, Oct.
61. Tolga Omay & Rangan Gupta & Giovanni Bonaccolto, 2017, "The US real GNP is trend-stationary after all," Applied Economics Letters, Taylor & Francis Journals, volume 24, issue 8, pages 510-514, May, DOI: 10.1080/13504851.2016.1205719.
    
    • Tolga Omay & Rangan Gupta & Giovanni Bonaccolto, 2015, "The US Real GNP is Trend-Stationary After All," Working Papers, University of Pretoria, Department of Economics, number 201581, Nov.
62. Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2017, "Long memory, economic policy uncertainty and forecasting US inflation: a Bayesian VARFIMA approach," Applied Economics, Taylor & Francis Journals, volume 49, issue 11, pages 1047-1054, March, DOI: 10.1080/00036846.2016.1210777.
63. Rangan Gupta, 2017, "Forecasting inflation in an inflation targeting economy: structural versus nonstructural models," Applied Economics, Taylor & Francis Journals, volume 49, issue 24, pages 2316-2321, May, DOI: 10.1080/00036846.2016.1237760.
    
    • Rangan Gupta, 2015, "Forecasting Inflation in an Inflation Targeting Economy: Structural Versus Non-Structural Models," Working Papers, University of Pretoria, Department of Economics, number 201547, Jun.
64. Ming Zhong & Tsangyao Chang & Samrat Goswami & Rangan Gupta & Tien-Wei Lou, 2017, "The nexus between military expenditures and economic growth in the BRICS and the US: an empirical note," Defence and Peace Economics, Taylor & Francis Journals, volume 28, issue 5, pages 609-620, September, DOI: 10.1080/10242694.2016.1144897.
65. Christophe André & Nikolaos Antonakakis & Rangan Gupta & Mulatu F. Zerihun, 2017, "Asymmetric Behavior in Nominal and Real Housing Prices: Evidence from Emerging and Advanced Economies," Journal of Real Estate Literature, Taylor & Francis Journals, volume 25, issue 2, pages 409-425, January, DOI: 10.1080/10835547.2017.12090465.
66. Christophe André & Lumengo Bonga-Bonga & Rangan Gupta & John W. Muteba Mwamba, 2017, "Economic Policy Uncertainty, U.S. Real Housing Returns and Their Volatility: A Nonparametric Approach," Journal of Real Estate Research, Taylor & Francis Journals, volume 39, issue 4, pages 493-514, October, DOI: 10.1080/10835547.2017.12091484.
67. Vasilios Plakandaras & Periklis Gogas & Theophilos Papadimitriou & Rangan Gupta, 2017, "The Informational Content of the Term Spread in Forecasting the US Inflation Rate: A Nonlinear Approach," Journal of Forecasting, John Wiley & Sons, Ltd., volume 36, issue 2, pages 109-121, March.
    
    • Periklis Gogas & Theophilos Papadimitriou & Vasilios Plakandaras & Rangan Gupta, 2015, "The Informational Content of the Term-Spread in Forecasting the U.S. Inflation Rate: A Nonlinear Approach," Working Papers, University of Pretoria, Department of Economics, number 201548, Jun.
    • Periklis Gogas & Theophilos Papadimitriou & Vasilios Plakandaras & Rangan Gupta, 2019, "The Informational Content of the Term-Spread in Forecasting the U.S. Inflation Rate: A Nonlinear Approach," DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics, number 3-2016, May.
68. Rangan Gupta & Eric Olson & Mark E. Wohar, 2017, "Forecasting key US macroeconomic variables with a factor‐augmented Qual VAR," Journal of Forecasting, John Wiley & Sons, Ltd., volume 36, issue 6, pages 640-650, September.
    
    • Rangan Gupta & Eric Olson & Mark E. Wohar, 2015, "Forecasting Key US Macroeconomic Variables with a Factor-Augmented Qual VAR," Working Papers, University of Pretoria, Department of Economics, number 201585, Nov.
69. Inglesi-Lotz, Roula, 2017, "Social rate of return to R&D on various energy technologies: Where should we invest more? A study of G7 countries," Energy Policy, Elsevier, volume 101, issue C, pages 521-525, DOI: 10.1016/j.enpol.2016.10.043.
    
    • Roula Inglesi-Lotz, 2015, "Social Rate of Return to R&D on Various Energy Technologies: Where Should We Invest More? A Study of G7 Countries," Working Papers, University of Pretoria, Department of Economics, number 201549, Jun.
    • Roula Inglesi-Lotz, 2016, "Social Rate of Return to R&D on Various Energy Technologies: Where Should We Invest More? A Study of G7 Countries," Working Papers, University of Pretoria, Department of Economics, number 201651, Jun.
    • Roula Inglesi-Lotz, 2016, "Social Rate of Return to R&D on Various Energy Technologies: Where should We Invest More? A Study of G7 Countries," ERSA Working Paper Series, Economic Research Southern Africa, number 618, Jun.
70. Dogan, Eyup & Inglesi-Lotz, Roula, 2017, "Analyzing the effects of real income and biomass energy consumption on carbon dioxide (CO2) emissions: Empirical evidence from the panel of biomass-consuming countries," Energy, Elsevier, volume 138, issue C, pages 721-727, DOI: 10.1016/j.energy.2017.07.136.
71. Weideman, J. & Inglesi-Lotz, R. & Van Heerden, J., 2017, "Structural breaks in renewable energy in South Africa: A Bai & Perron break test application," Renewable and Sustainable Energy Reviews, Elsevier, volume 78, issue C, pages 945-954, DOI: 10.1016/j.rser.2017.04.106.
72. André C Jordaan & Yolanda Jordaan, 2017, "Facilitating Trade to Enhance Cross-Border Flow of Goods and Information," Africagrowth Agenda, Africagrowth Institute, volume 14, issue 3, pages 4-7.
73. André C Jordaan, 2017, "Impact of Non-Tariff Measures on Trade in Mauritius," Foreign Trade Review, , volume 52, issue 3, pages 185-199, August, DOI: 10.1177/0015732516681873.
74. Charl Jooste & Ruthira Naraidoo, 2017, "The Macroeconomics Effects of Government Spending Under Fiscal Foresight," South African Journal of Economics, Economic Society of South Africa, volume 85, issue 1, pages 68-85, March.
    
    • Charl Jooste & Ruthira Naraidoo, 2015, "The Macroeconomic Effects of Government Spending Under Fiscal Foresight," Working Papers, University of Pretoria, Department of Economics, number 201506, Feb.
75. Tsangyao Chang & Omid Ranjbar & Charl Jooste, 2017, "Stock Market Interactions between the BRICS and the United States: Evidence from Asymmetric Granger Causality Tests in the Frequency Domain," Iranian Economic Review (IER), Faculty of Economics,University of Tehran.Tehran,Iran, volume 21, issue 2, pages 297-320, Spring.
76. Steven F. Koch, 2017, "User Fee Abolition and the Demand for Public Health Care," South African Journal of Economics, Economic Society of South Africa, volume 85, issue 2, pages 242-258, June.
77. Gauthier TSHISWAKA-KASHALALA & Steven F. KOCH, 2017, "Contraceptive Use and Time to First Birth," JODE - Journal of Demographic Economics, Cambridge University Press, volume 83, issue 2, pages 149-175, June, DOI: 10.1017/dem.2017.8.
    
    • Tshiswaka-Kashalala, Gauthier & Koch, Steven F., 2017, "Contraceptive Use And Time To First Birth," Journal of Demographic Economics, Cambridge University Press, volume 83, issue 2, pages 149-175, June.
    • Gauthier TSHISWAKA-KASHALALA & Steven F. KOCH, undated, "Codes and data files for “Contraceptive Use and Time to First Birth ”," JODE - Journal of Demographic Economics - Data and Codes, Cambridge University Press, number 2017001, revised .
78. Kehinde Omotoso & Steven F. Koch, 2017, "South African trends in medical aid coverage and stated healthcare-seeking preferences: 2004–14," Development Southern Africa, Taylor & Francis Journals, volume 34, issue 5, pages 575-592, September, DOI: 10.1080/0376835X.2017.1360175.
79. C. Claassen & E. Loots & A. Kabundi & W. Viviers, 2017, "Business Cycle Co-Movement Between Africa And Advanced Economies: 1980-2011," Studies in Economics and Econometrics, Taylor & Francis Journals, volume 41, issue 3, pages 93-112, December, DOI: 10.1080/10800379.2017.12097322.
80. Naraidoo, Ruthira & Schaling, Eric & Tesfaselassie, Mewael F., 2017, "Cross-border spill-overs from fiscal stimulus in a monetary union," Economic Modelling, Elsevier, volume 65, issue C, pages 95-105, DOI: 10.1016/j.econmod.2017.05.010.
81. C. Vermeulen & F. Joubert & A. Bosch & J. Rossouw, 2017, "From the Business Cycle to the Output Cycle: Predicting South African Economic Activity," Studies in Economics and Econometrics, Taylor & Francis Journals, volume 41, issue 2, pages 111-133, August, DOI: 10.1080/10800379.2017.12097315.
82. Haakon Kavli & Nicola Viegi, 2017, "Are Determinants of Portfolio Flows Always the Same? - South African Results from a Time Varying Parameter Var Model," South African Journal of Economics, Economic Society of South Africa, volume 85, issue 1, pages 3-27, March.
    
    • Kavli, Haakon & Viegi, Nicola, 2015, "Are determinants of portfolio flows always the same? - South African results from a time varying parameter VAR model," MPRA Paper, University Library of Munich, Germany, number 66897, Sep.
83. Alexander Zimper & Wei Ma, 2017, "Bayesian learning with multiple priors and nonvanishing ambiguity," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 64, issue 3, pages 409-447, October, DOI: 10.1007/s00199-016-1007-y.
    
    • Alexander Zimper & Wei Ma, 2015, "Bayesian Learning with Multiple Priors and Non-Vanishing Ambiguity," Working Papers, University of Pretoria, Department of Economics, number 201535, Jun.
    • Alexander Zimper & Wei Ma, 2015, "Bayesian learning with multiple priors and non-vanishing ambiguity," ERSA Working Paper Series, Economic Research Southern Africa, number 521, Jun.

2016

1. Chance Ngamanya Mwabutwa & Nicola Viegi & Manoel Bittencourt, 2016, "Evolution Of Monetary Policy Transmission Mechanism In Malawi: A Tvp-Var Approach," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 41, issue 1, pages 33-55, March.
   
   • Chance Mwabutwa & Manoel Bittencourt & Nicola Viegi, 2013, "Evolution of Monetary Policy Transmission Mechanism in Malawi: A TVP-VAR Approach," Working Papers, University of Pretoria, Department of Economics, number 201327, Jun.
2. Heinrich R. Bohlmann & Marthinus C. Breitenbach, 2016, "Quantifying shifts in primary factor demand in the South African economy," Development Southern Africa, Taylor & Francis Journals, volume 33, issue 2, pages 286-296, March, DOI: 10.1080/0376835X.2015.1120652.
3. Bohlmann, Jessika & Bohlmann, Heinrich & Inglesi-Lotz, Roula & van Heerden, Jan, 2016, "An economy-wide evaluation of new power generation in South Africa: The case of Medupi and Kusile," Energy Policy, Elsevier, volume 97, issue C, pages 450-460, DOI: 10.1016/j.enpol.2016.07.020.
4. Zerihun, Mulatu F. & Breitenbach, Marthinus C., 2016, "Nonlinear approaches in testing PPP: Evidence from Southern African development community," Economic Modelling, Elsevier, volume 56, issue C, pages 162-167, DOI: 10.1016/j.econmod.2016.04.002.
5. Mulatu Fekadu Zerihun & Martinus C. Breitenbach & Francis Kemegue, 2016, "Exploring exchange rate based policy coordination in SADC," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 33, issue 4, pages 576-594, October, DOI: 10.1108/SEF-03-2015-0089.
6. Christian K. Tipoy & Marthinus C. Breitenbach & Mulatu F. Zerihun, 2016, "Equilibrium Exchange Rates and Misalignments: The Case of Homogenous Emerging Countries," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, volume 66, issue 4, pages 3-25, October-D.
7. Balcilar, Mehmet & Thompson, Kirsten & Gupta, Rangan & van Eyden, Reneé, 2016, "Testing the asymmetric effects of financial conditions in South Africa: A nonlinear vector autoregression approach," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 43, issue C, pages 30-43, DOI: 10.1016/j.intfin.2016.03.005.
   
   • 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, Eastern Mediterranean University, Department of Economics, number 15-11.
   • 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, Eastern Mediterranean University, Department of Economics, number 15-18.
   • 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, University of Pretoria, Department of Economics, number 201414, Apr.
8. Annari De Waal & Reneé van Eyden, 2016, "The Impact of Economic Shocks in the Rest of the World on South Africa: Evidence from a Global VAR," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 52, issue 3, pages 557-573, March, DOI: 10.1080/1540496X.2015.1103141.
   
   • 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, University of Pretoria, Department of Economics, number 201328, Jun.
9. Fosu, Augustin Kwasi & Getachew, Yoseph Yilma & Ziesemer, Thomas H.W., 2016, "Optimal Public Investment, Growth, And Consumption: Evidence From African Countries," Macroeconomic Dynamics, Cambridge University Press, volume 20, issue 8, pages 1957-1986, December.
   
   • Augustin Kwasi Fosu & Yoseph Yilma Getachew & Thomas Ziesemer, 2012, "Optimal public investment, growth and consumption: evidence from African countries," Global Development Institute Working Paper Series, GDI, The University of Manchester, number 16412.
   • Augustin Kwasi Fosu & Yoseph Yilma Getachew & Thomas Ziesemer, 2011, "Optimal public investment, growth, and consumption: Evidence from African countries," CSAE Working Paper Series, Centre for the Study of African Economies, University of Oxford, number 2011-22.
   • Augustin Kwasi Fosu & Yoseph Yilma Getachew & Thomas Ziesemer, 2012, "Optimal Public Investment, Growth, and Consumption: Evidence from African Countries," Department of Economics Working Papers, Durham University, Department of Economics, number 2012_03, Feb.
   • Augustin Kwasi Fosu & Yoseph Getachew & Thomas H.W. Ziesemer, 2014, "Optimal Public Investment, Growth, and Consumption: Fresh Evidence from African Countries," Working Papers, University of Pretoria, Department of Economics, number 201464, Oct.
   • Kwasi Fosu, Augustin & Getachew, Yoseph Yilma & Ziesemer, Thomas, 2011, "Optimal public investment, growth, and consumption: Evidence from African countries," MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT), number 2011-051.
   • Kwasi Fosu, A. & Getachew, Y. & Ziesemer, T., 2014, "Optimal public investment, growth, and consumption: Fresh evidence from African countries," MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT), number 2014-057, Jun.
10. Getachew, Yoseph Yilma, 2016, "Credit constraints, growth and inequality dynamics," Economic Modelling, Elsevier, volume 54, issue C, pages 364-376, DOI: 10.1016/j.econmod.2016.01.005.
    
    • Yoseph Yilma Getachew, 2016, "Credit Constraints, Growth and Inequality Dynamics," Working Papers, University of Pretoria, Department of Economics, number 201672, Oct.
11. Simplice Asongu & Rangan Gupta, 2016, "Trust and quality of growth: a note," Economics Bulletin, AccessEcon, volume 36, issue 3, pages 1854-1867.
    
    • Simplice A. Asongu & Rangan Gupta, 2015, "Trust and Quality of Growth: A Note," Research Africa Network Working Papers, Research Africa Network (RAN), number 15/026, May.
    • Simplice Asongu & Rangan Gupta, 2015, "Trust and Quality of Growth: A Note," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 15/026, Jun.
    • Asongu, Simplice & Gupta, Rangan, 2015, "Trust and Quality of Growth: A Note," MPRA Paper, University Library of Munich, Germany, number 68319, Jun.
    • Simplice A. Asongu & Rangan Gupta, 2015, "Trust and Quality of Growth: A Note," Working Papers, University of Pretoria, Department of Economics, number 201541, Jun.
12. Bekiros, Stelios & Gupta, Rangan & Kyei, Clement, 2016, "On economic uncertainty, stock market predictability and nonlinear spillover effects," The North American Journal of Economics and Finance, Elsevier, volume 36, issue C, pages 184-191, DOI: 10.1016/j.najef.2016.01.003.
    
    • Stelios Bekiros & Rangan Gupta & Clement Kyei, 2015, "On Economic Uncertainty, Stock Market Predictability and Nonlinear Spillover Effects," Working Papers, University of Pretoria, Department of Economics, number 201508, Feb.
13. Gupta, Rangan & Pierdzioch, Christian & Risse, Marian, 2016, "On international uncertainty links: BART-based empirical evidence for Canada," Economics Letters, Elsevier, volume 143, issue C, pages 24-27, DOI: 10.1016/j.econlet.2016.03.009.
    
    • Rangan Gupta & Christian Pierdzioch & Marian Risse, 2015, "On International Uncertainty Links: BART-Based Empirical Evidence for Canada," Working Papers, University of Pretoria, Department of Economics, number 201594, Dec.
14. Antonakakis, Nikolaos & Cunado, Juncal & Gil-Alana, Luis A. & Gupta, Rangan, 2016, "Is inflation persistence different in reality?," Economics Letters, Elsevier, volume 148, issue C, pages 55-58, DOI: 10.1016/j.econlet.2016.09.003.
    
    • Nikolaos Antonakakis & Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta, 2016, "Is Inflation Persistence Different in Reality?," Working Papers, University of Pretoria, Department of Economics, number 201663, Aug.
15. Pierdzioch, Christian & Reid, Monique B. & Gupta, Rangan, 2016, "Forecasting the South African inflation rate: On asymmetric loss and forecast rationality," Economic Systems, Elsevier, volume 40, issue 1, pages 82-92, DOI: 10.1016/j.ecosys.2015.08.004.
    
    • Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2014, "Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality," Working Papers, University of Pretoria, Department of Economics, number 201475, Nov.
    • Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2014, "Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality," Working Papers, Stellenbosch University, Department of Economics, number 26/2014.
16. Aloui, Riadh & Gupta, Rangan & Miller, Stephen M., 2016, "Uncertainty and crude oil returns," Energy Economics, Elsevier, volume 55, issue C, pages 92-100, DOI: 10.1016/j.eneco.2016.01.012.
    
    • Riadh Aloui & Rangan Gupta & Stephen M. Miller, 2015, "Uncertainty and Crude Oil Returns," Working Papers, University of Pretoria, Department of Economics, number 201503, Feb.
    • Riadh Aloui & Rangan Gupta & Stephen M. Miller, 2015, "Uncertainty and crude oil returns," Working papers, University of Connecticut, Department of Economics, number 2015-03, Apr.
17. Lux, Thomas & Segnon, Mawuli & Gupta, Rangan, 2016, "Forecasting crude oil price volatility and value-at-risk: Evidence from historical and recent data," Energy Economics, Elsevier, volume 56, issue C, pages 117-133, DOI: 10.1016/j.eneco.2016.03.008.
18. Gil-Alana, Luis A. & Gupta, Rangan & Olubusoye, Olusanya E. & Yaya, OlaOluwa S., 2016, "Time series analysis of persistence in crude oil price volatility across bull and bear regimes," Energy, Elsevier, volume 109, issue C, pages 29-37, DOI: 10.1016/j.energy.2016.04.082.
    
    • Luis A. Gil-Alana & Rangan Gupta & Olusanya E. Olubusoye & OlaOluwa S. Yaya, 2015, "Time Series Analysis of Persistence in Crude Oil Price Volatility across Bull and Bear Regimes," Working Papers, University of Pretoria, Department of Economics, number 201580, Oct.
19. Bekiros, Stelios & Gupta, Rangan & Majumdar, Anandamayee, 2016, "Incorporating economic policy uncertainty in US equity premium models: A nonlinear predictability analysis," Finance Research Letters, Elsevier, volume 18, issue C, pages 291-296, DOI: 10.1016/j.frl.2016.01.012.
    
    • Stelios Bekiros & Rangan Gupta & Anandamayee Majumdar, 2015, "Incorporating Economic Policy Uncertainty in US Equity Premium Models: A Nonlinear Predictability Analysis," Working Papers, University of Pretoria, Department of Economics, number 201545, Jun.
20. Paetz, Michael & Gupta, Rangan, 2016, "Stock price dynamics and the business cycle in an estimated DSGE model for South Africa," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 44, issue C, pages 166-182, DOI: 10.1016/j.intfin.2016.05.004.
    
    • Michael Paetz & Rangan Gupta, 2014, "Stock Price Dynamics and the Business Cycle in an Estimated DSGE Model for South Africa," Working Papers, University of Pretoria, Department of Economics, number 201441, Aug.
    • Paetz, Michael & Gupta, Rangan, 2014, "Stock Price Dynamics and the Business Cycle in an Estimated DSGE Model for South Africa," WiSo-HH Working Paper Series, University of Hamburg, Faculty of Business, Economics and Social Sciences, WISO Research Laboratory, number 18.
21. Aye, Goodness C. & Chang, Tsangyao & Gupta, Rangan, 2016, "Is gold an inflation-hedge? Evidence from an interrupted Markov-switching cointegration model," Resources Policy, Elsevier, volume 48, issue C, pages 77-84, DOI: 10.1016/j.resourpol.2016.02.011.
    
    • Goodness C. Aye & Tsangyao Chang & Rangan Gupta, 2015, "Is Gold an Inflation-Hedge? Evidence from an Interrupted Markov-Switching Cointegration Model," Working Papers, University of Pretoria, Department of Economics, number 201559, Aug.
22. Balcilar, Mehmet & Gupta, Rangan & Pierdzioch, Christian, 2016, "Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test," Resources Policy, Elsevier, volume 49, issue C, pages 74-80, DOI: 10.1016/j.resourpol.2016.04.004.
    
    • Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch, 2015, "Does Uncertainty Move the Gold Price? New Evidence from a Nonparametric Causality-in-Quantiles Test," Working Papers, University of Pretoria, Department of Economics, number 201592, Dec.
23. Zhang, Qunzhi & Sornette, Didier & Balcilar, Mehmet & Gupta, Rangan & Ozdemir, Zeynel Abidin & Yetkiner, Hakan, 2016, "LPPLS bubble indicators over two centuries of the S&P 500 index," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 458, issue C, pages 126-139, DOI: 10.1016/j.physa.2016.03.103.
    
    • Qunzhi Zhang & Didier Sornette & Mehmet Balcilar & Rangan Gupta & Zeynel A. Ozdemir & Hakan Yetkiner, 2016, "LPPLS Bubble Indicators over Two Centuries of the S&P 500 Index," Working Papers, University of Pretoria, Department of Economics, number 201606, Feb.
24. Hassani, Hossein & Huang, Xu & Gupta, Rangan & Ghodsi, Mansi, 2016, "Does sunspot numbers cause global temperatures? A reconsideration using non-parametric causality tests," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 460, issue C, pages 54-65, DOI: 10.1016/j.physa.2016.04.013.
    
    • 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, University of Pretoria, Department of Economics, number 201427, Jun.
25. Gil-Alana, Luis A. & Gupta, Rangan & de Gracia, Fernando Perez, 2016, "Modeling persistence of carbon emission allowance prices," Renewable and Sustainable Energy Reviews, Elsevier, volume 55, issue C, pages 221-226, DOI: 10.1016/j.rser.2015.10.056.
    
    • Luis A. Gil-Alana & Fernando Perez de Gracia & Rangan Gupta, 2015, "Modeling Persistence of Carbon Emission Allowance Prices," Working Papers, University of Pretoria, Department of Economics, number 201515, Mar.
26. Apergis, Nicholas & Chang, Tsangyao & Gupta, Rangan & Ziramba, Emmanuel, 2016, "Hydroelectricity consumption and economic growth nexus: Evidence from a panel of ten largest hydroelectricity consumers," Renewable and Sustainable Energy Reviews, Elsevier, volume 62, issue C, pages 318-325, DOI: 10.1016/j.rser.2016.04.075.
    
    • Nicholas Apergis & Tsangyao Chang & Rangan Gupta & Emmanuel Ziramba, 2015, "Hydroelectricity Consumption and Economic Growth Nexus: Evidence from a Panel of Ten Largest Hydroelectricity Consumers," Working Papers, University of Pretoria, Department of Economics, number 201538, Jun.
27. Lahiani, Amine & Hammoudeh, Shawkat & Gupta, Rangan, 2016, "Linkages between financial sector CDS spreads and macroeconomic influence in a nonlinear setting," International Review of Economics & Finance, Elsevier, volume 43, issue C, pages 443-456, DOI: 10.1016/j.iref.2016.01.007.
    
    • Amine Lahiani & Shawkat Hammoudeh & Rangan Gupta, 2016, "Linkages between financial sector CDS spreads and macroeconomic influence in a nonlinear setting," Post-Print, HAL, number hal-03531142, May, DOI: 10.1016/j.iref.2016.01.007.
    • Amine Lahiani & Shawkat Hammoudeh & Rangan Gupta, 2014, "Linkages between Financial Sector CDS Spreads and Macroeconomic Influence in a Nonlinear Setting," Working Papers, University of Pretoria, Department of Economics, number 201456, Oct.
28. Nasr, Adnen Ben & Lux, Thomas & Ajmi, Ahdi Noomen & Gupta, Rangan, 2016, "Forecasting the volatility of the Dow Jones Islamic Stock Market Index: Long memory vs. regime switching," International Review of Economics & Finance, Elsevier, volume 45, issue C, pages 559-571, DOI: 10.1016/j.iref.2016.07.014.
    
    • Adnen Ben Nasr & Thomas Lux & Ahdi Noomen Ajmi & Rangan Gupta, 2014, "Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching," Working Papers, Department of Research, Ipag Business School, number 2014-236, Jan.
    • 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, University of Pretoria, Department of Economics, number 201412, Mar.
    • Nasr, Adnen Ben & Lux, Thomas & Ajm, Ahdi Noomen & Gupta, Rangan, 2014, "Forecasting the volatility of the dow jones islamic stock market index: Long memory vs. regime switching," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2014-07.
    • Ben Nasr, Adnen & Lux, Thomas & Ajmi, Ahdi Noomen & Gupta, Rangan, 2014, "Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 2.
29. Balcilar, Mehmet & Gupta, Rangan & Jooste, Charl & Wohar, Mark E., 2016, "Periodically collapsing bubbles in the South African stock market," Research in International Business and Finance, Elsevier, volume 38, issue C, pages 191-201, DOI: 10.1016/j.ribaf.2016.04.010.
    
    • Mehmet Balcilar & Rangan Gupta & Charl Jooste & Mark E. Wohar, 2016, "Periodically Collapsing Bubbles in the South African Stock Market," Working Papers, University of Pretoria, Department of Economics, number 201624, Mar.
30. Pierdzioch, Christian & Reid, Monique B. & Gupta, Rangan, 2016, "Inflation forecasts and forecaster herding: Evidence from South African survey data," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 62, issue C, pages 42-50, DOI: 10.1016/j.socec.2016.03.004.
    
    • Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2014, "Inflation Forecasts and Forecaster Herding: Evidence from South African Survey Data," Working Papers, University of Pretoria, Department of Economics, number 201455, Oct.
    • Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2014, "Inflation Forecasts and Forecaster Herding: Evidence from South African Survey Data," Working Papers, Stellenbosch University, Department of Economics, number 21/2014.
31. Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2016, "The dynamic response of the rand real exchange rate to fundamental shocks," Journal of Economic Studies, Emerald Group Publishing Limited, volume 43, issue 1, pages 108-121, January, DOI: 10.1108/JES-08-2014-0148.
32. Tsangyao Chang & Luis Gil-Alana & Goodness C. Aye & Rangan Gupta & Omid Ranjbar, 2016, "Testing for bubbles in the BRICS stock markets," Journal of Economic Studies, Emerald Group Publishing Limited, volume 43, issue 4, pages 646-660, September, DOI: 10.1108/JES-07-2014-0128.
33. Tsangyao Chang & Wen-Chi Liu & Goodness C. Aye & Rangan Gupta, 2016, "Are there housing bubbles in South Africa? Evidence from SPSM-based panel KSS test with a Fourier function," Global Business and Economics Review, Inderscience Enterprises Ltd, volume 18, issue 5, pages 517-532.
    
    • 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, University of Pretoria, Department of Economics, number 201377, Nov.
34. Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2016, "Analyzing South Africa’s inflation persistence using an ARFIMA model with Markov-switching fractional differencing parameter," Journal of Developing Areas, Tennessee State University, College of Business, volume 50, issue 1, pages 47-57, January-M.
    
    • Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2014, "Analysing South Africa's Inflation Persistence Using an ARFIMA Model with Markov-Switching Fractional Differencing Parameter," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-09.
    • Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2014, "Analysing South Africa's Inflation Persistence Using an ARFIMA Model with Markov-Switching Fractional Differencing Parameter," Working Papers, University of Pretoria, Department of Economics, number 201440, Aug.
35. Mehmet Balcilar & Shinhye Chang & Rangan Gupta & Vanessa Kasongo & Clement Kyei, 2016, "The relationship between oil and agricultural commodity prices in south africa: a quantile causality approach," Journal of Developing Areas, Tennessee State University, College of Business, volume 50, issue 2, pages 137-152, April-Jun.
    
    • Mehmet Balcilar & Shinhye Chang & Rangan Gupta & Vanessa Kasongo & Clement Kyei, 2016, "The relationship between oil and agricultural commodity prices in South Africa: A quantile causality approach," Journal of Developing Areas, Tennessee State University, College of Business, volume 50, issue 3, pages 93-107, July-Sept.
36. Ghassen El Montasser & Rangan Gupta, 2016, "An Application Of A New Seasonal Unit Root Test For Trending And Breaking Series To Industrial Production Of The Brics," Journal of Developing Areas, Tennessee State University, College of Business, volume 50, issue 4, pages 183-194, October-D.
    
    • 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, University of Pretoria, Department of Economics, number 201435, Jul.
37. Nikolaos Antonakakis & Rangan Gupta & John W. Muteba Mwamba, 2016, "Dynamic Comovements Between Housing and Oil Markets in the US over 1859 to 2013: a Note," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 44, issue 3, pages 377-386, September, DOI: 10.1007/s11293-016-9508-4.
    
    • Nikolaos Antonakakis & Rangan Gupta & John W. Muteba Mwamba, 2015, "Dynamic Comovements between Housing and Oil Markets in the US over 1859 to 2013: A Note," Working Papers, University of Pretoria, Department of Economics, number 201579, Oct.
38. Beatrice Simo-Kengne & Stephen Miller & Rangan Gupta & Mehmet Balcilar, 2016, "Evolution of the Monetary Transmission Mechanism in the US: the Role of Asset Returns," The Journal of Real Estate Finance and Economics, Springer, volume 52, issue 3, pages 226-243, April, DOI: 10.1007/s11146-015-9512-5.
    
    • Beatrice D. Simo-Kengne & Stephen M. Miller & Rangan Gupta, 2014, "Evolution of the Monetary Transmission Mechanism in the US: The Role of Asset Returns," Working Papers, University of Nevada, Las Vegas , Department of Economics, number 1405, Dec.
39. Mehmet Balcilar & Rangan Gupta & Clement Kyei & Mark E. Wohar, 2016, "Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test," Open Economies Review, Springer, volume 27, issue 2, pages 229-250, April, DOI: 10.1007/s11079-016-9388-x.
    
    • Mehmet Balcilar & Rangan Gupta & Clement Kyei & Mark Wohar, 2015, "Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test," Working Papers, University of Pretoria, Department of Economics, number 201599, Dec.
40. Xiao-lin Li & Mehmet Balcilar & Rangan Gupta & Tsangyao Chang, 2016, "The Causal Relationship Between Economic Policy Uncertainty and Stock Returns in China and India: Evidence from a Bootstrap Rolling Window Approach," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 52, issue 3, pages 674-689, March, DOI: 10.1080/1540496X.2014.998564.
    
    • 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, University of Pretoria, Department of Economics, number 201345, Aug.
41. Rangan Gupta & Mampho P. Modise & Josine Uwilingiye, 2016, "Out-of-Sample Equity Premium Predictability in South Africa: Evidence from a Large Number of Predictors," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 52, issue 8, pages 1935-1955, August, DOI: 10.1080/1540496X.2015.1058075.
    
    • 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, University of Pretoria, Department of Economics, number 201122, Oct.
42. Goodness C. Aye & Mehmet Balcilar & Ghassen El Montasser & Rangan Gupta & Nangamso C. Manjez, 2016, "Can debt ceiling and government shutdown predict us real stock returns? A bootstrap rolling window approach. - Gli effetti sui rendimenti azionari reali negli USA del tetto del debito pubblico e del b," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 69, issue 1, pages 11-32.
43. Mehmet Balcilar & Rangan Gupta & Charl Jooste & Omid Ranjbar, 2016, "Characterising the South African business cycle: is GDP difference-stationary or trend-stationary in a Markov-switching setup? - Il ciclo economico del Sud Africa: il PIL è stazion ario alle differenz," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 69, issue 1, pages 33-44.
44. Ahdi N. Ajmi & Rangan Gupta & Monique Kruger & Nicola Schoeman & Leoné Walters, 2016, "The Nonparametric Relationship between Oil and South African Agricultural Prices - La relazione nonparametrica tra il prezzo del petrolio e i prezzi dei prodotti agricoli in Sud Africa," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 69, issue 2, pages 93-112.
45. Omokolade Akinsomi & Goodness C. Aye & Vassilios Babalos & Fotini Economou & Rangan Gupta, 2016, "Real estate returns predictability revisited: novel evidence from the US REITs market," Empirical Economics, Springer, volume 51, issue 3, pages 1165-1190, November, DOI: 10.1007/s00181-015-1037-5.
    
    • Omokolade Akinsomi & Goodness C. Aye & Vassilios Babalos & Fotini Economou & Rangan Gupta, 2016, "Erratum to: Real estate returns predictability revisited: novel evidence from the US REITs market," Empirical Economics, Springer, volume 51, issue 3, pages 1191-1191, November, DOI: 10.1007/s00181-016-1066-8.
    • Kola Akinsomi & Goodness C. Aye & Vassilios Babalos & Fotini Economou & Rangan Gupta, 2014, "Real Estate Returns Predictability Revisited: Novel Evidence from the US REITs Market," Working Papers, University of Pretoria, Department of Economics, number 201454, Oct.
46. Goodness C. Aye & Stephen M. Miller & Rangan Gupta & Mehmet Balcilar, 2016, "Forecasting US real private residential fixed investment using a large number of predictors," Empirical Economics, Springer, volume 51, issue 4, pages 1557-1580, December, DOI: 10.1007/s00181-015-1059-z.
    
    • 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, University of Pretoria, Department of Economics, number 201348, Aug.
    • 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, University of Connecticut, Department of Economics, number 2014-10, May.
47. Lei Chen & Rangan Gupta & Zinnia Mukherjee & Peter Wanke, 2016, "Technical efficiency of Connecticut Long Island Sound lobster fishery: a nonparametric approach to aggregate frontier analysis," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, volume 81, issue 3, pages 1533-1548, April, DOI: 10.1007/s11069-015-2144-5.
    
    • Lei Chen & Rangan Gupta & Zinnia Mukherjee & Peter Wanke, 2015, "Technical Efficiency of Connecticut Long Island Sound Lobster Fishery: A Nonparametric Approach to Aggregate Frontier Analysis," Working Papers, University of Pretoria, Department of Economics, number 201578, Oct.
48. Zinnia Mukherjee & Dipak K. Dey & Rangan Gupta, 2016, "Time series effects of dissolved oxygen and nitrogen on Long Island Sound lobster harvest," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, volume 84, issue 3, pages 1849-1858, December, DOI: 10.1007/s11069-016-2522-7.
49. Tsangyao Chang & Rangan Gupta & Roula Inglesi-Lotz & Masabala & Simo-Kengne & Weideman, 2016, "The causal relationship between natural gas consumption and economic growth: evidence from the G7 countries," Applied Economics Letters, Taylor & Francis Journals, volume 23, issue 1, pages 38-46, January, DOI: 10.1080/13504851.2015.1047085.
    
    • 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, University of Pretoria, Department of Economics, number 201370, Nov.
50. Abdulnasser Hatemi-J & Ahdi N. Ajmi & Ghassen El Montasser & Roula Inglesi-Lotz & Rangan Gupta, 2016, "Research output and economic growth in G7 countries: new evidence from asymmetric panel causality testing," Applied Economics, Taylor & Francis Journals, volume 48, issue 24, pages 2301-2308, May, DOI: 10.1080/00036846.2015.1117052.
    
    • Abdulnasser Hatemi-J & Ahdi N. Ajmi & Ghassen El Montasser & Roula Inglesi-Lotz & Rangan Gupta, 2014, "Research Output and Economic Growth in G7 Countries: New Evidence from Asymmetric Panel Causality Testing," Working Papers, University of Pretoria, Department of Economics, number 201438, Aug.
51. Patrick T. Kanda & Mehmet Balcilar & Pejman Bahramian & Rangan Gupta, 2016, "Forecasting South African inflation using non-linearmodels: a weighted loss-based evaluation," Applied Economics, Taylor & Francis Journals, volume 48, issue 26, pages 2412-2427, June, DOI: 10.1080/00036846.2015.1122731.
    
    • 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, Eastern Mediterranean University, Department of Economics, number 15-19.
    • Patrick T. kanda & Mehmet Balcilar & Pejman Bahramian & Rangan Gupta, 2014, "Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation," Working Papers, University of Pretoria, Department of Economics, number 201416, Apr.
52. Aviral K. Tiwari & Claudiu T. Albulescu & Rangan Gupta, 2016, "Time-frequency relationship between US output with commodity and asset prices," Applied Economics, Taylor & Francis Journals, volume 48, issue 3, pages 227-242, January, DOI: 10.1080/00036846.2015.1076154.
    
    • Aviral K. Tiwari & Claudiu T. Albulescu & Rangan Gupta, 2015, "Time-Frequency Relationship between U.S. Output with Commodity and Asset Prices," Working Papers, University of Pretoria, Department of Economics, number 201523, Apr.
53. Stelios Bekiros & Rangan Gupta & Clement Kyei, 2016, "A non-linear approach for predicting stock returns and volatility with the use of investor sentiment indices," Applied Economics, Taylor & Francis Journals, volume 48, issue 31, pages 2895-2898, July, DOI: 10.1080/00036846.2015.1130793.
    
    • Stelios Bekiros & Rangan Gupta & Clement Kyei, 2015, "A Nonlinear Approach for Predicting Stock Returns and Volatility with the Use of Investor Sentiment Indices," Working Papers, University of Pretoria, Department of Economics, number 201536, Jun.
54. Luis A. Gil-Alana & Rangan Gupta & Fernando Perez de Gracia, 2016, "Persistence, mean reversion and non-linearities in the US housing prices over 1830--2013," Applied Economics, Taylor & Francis Journals, volume 48, issue 34, pages 3244-3252, July, DOI: 10.1080/00036846.2015.1136402.
    
    • Luis A. Gil-Alana & Rangan Gupta & Ferando Perez de Gracia, 2014, "Persistence, Mean Reversion and Non-Linearities in US Housing Prices Over 1830-2013," Working Papers, University of Pretoria, Department of Economics, number 201450, Oct.
55. Marcos Álvarez-Díaz & Rangan Gupta, 2016, "Forecasting US consumer price index: does nonlinearity matter?," Applied Economics, Taylor & Francis Journals, volume 48, issue 46, pages 4462-4475, October, DOI: 10.1080/00036846.2016.1158922.
56. Luis A. Gil-Alana & Christophe André & Rangan Gupta & Tsangyao Chang & Omid Ranjbar, 2016, "The Feldstein--Horioka puzzle in South Africa: A fractional cointegration approach," The Journal of International Trade & Economic Development, Taylor & Francis Journals, volume 25, issue 7, pages 978-991, October, DOI: 10.1080/09638199.2016.1151545.
    
    • Luis A Gil-Alana & Christophe André & Rangan Gupta & Tsangyao Chang & Omid Ranjbar, 2015, "The Feldstein-Horioka Puzzle in South Africa: A Fractional Cointegration Approach," Working Papers, University of Pretoria, Department of Economics, number 201501, Jan.
57. Furkan Emirmahmutoglu & Mehmet Bacilar & Nicholas Apergis & Beatrice D. Simo-Kengne & Tsangyao Chang & Rangan Gupta, 2016, "Causal Relationship between Asset Prices and Output in the United States: Evidence from the State-Level Panel Granger Causality Test," Regional Studies, Taylor & Francis Journals, volume 50, issue 10, pages 1728-1741, October, DOI: 10.1080/00343404.2015.1055462.
58. Mario du Preez & Mehmet Balcilar & Aarifah Razak & Steven F. Koch & Rangan Gupta, 2016, "House Values and Proximity to a Landfill in South Africa," Journal of Real Estate Literature, Taylor & Francis Journals, volume 24, issue 1, pages 133-149, January, DOI: 10.1080/10835547.2016.12090417.
59. Lumengo Bonga-Bonga & Jean Luc Erero & Rangan Gupta, 2016, "Impact of Activity Tax in the Property-Owning and Subletting of Fixed Property Sectors on the South African Economy: A CGE Analysis," Journal of Real Estate Literature, Taylor & Francis Journals, volume 24, issue 2, pages 345-357, January, DOI: 10.1080/10835547.2016.12090432.
    
    • Lumengo Bonga-Bonga & Jean Luc Erero & Rangan Gupta, 2016, "Impact of Activity Tax in the Property-Owning and Subletting of Fixed Property Sectors on the South African Economy: A CGE Analysis," Working Papers, University of Pretoria, Department of Economics, number 201611, Feb.
60. Ghassen El-Montasser & Ahdi N. Ajmi & Tsangyao Chang & Beatrice D. Simo-Kengne & Christophe André & Rangan Gupta, 2016, "Cross-Country Evidence on the Causal Relationship between Policy Uncertainty and Housing Prices," Journal of Housing Research, Taylor & Francis Journals, volume 25, issue 2, pages 195-211, January, DOI: 10.1080/10835547.2016.12092119.
61. Goodness C. Aye & Frederick W. Deale & Rangan Gupta, 2016, "Does Debt Ceiling and Government Shutdown Help in Forecasting the US Equity Risk Premium?," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 63, issue 3, pages 273-291.
    
    • 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, University of Pretoria, Department of Economics, number 201422, May.
62. Nikolaos Antonakakis & Christophe André & Rangan Gupta, 2016, "Dynamic Spillovers in the United States: Stock Market, Housing, Uncertainty, and the Macroeconomy," Southern Economic Journal, John Wiley & Sons, volume 83, issue 2, pages 609-624, October, DOI: 10.1002/soej.12149.
    
    • Nikolaos Antonakakis & Christophe Andre & Rangan Gupta, 2015, "Dynamic Spillovers in the United States: Stock Market, Housing, Uncertainty and the Macroeconomy," Working Papers, University of Pretoria, Department of Economics, number 201521, Apr.
63. Balcilar, Mehmet & Gupta, Rangan & Segnon, Mawuli, 2016, "The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 10, pages 1-20, DOI: 10.5018/economics-ejournal.ja.2016-.
    
    • Mehmet Balcilar & Rangan Gupta & Mawuli Segnon, 2015, "The Role of Economic Policy Uncertainty in Predicting U.S. Recessions: A Mixed-Frequency Markov-Switching Vector Autoregressive Approach," Working Papers, University of Pretoria, Department of Economics, number 201558, Aug.
    • Balcilar, Mehmet & Gupta, Rangan & Segnon, Mawuli, 2016, "The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach," Economics Discussion Papers, Kiel Institute for the World Economy, number 2016-14.
64. Tiwari, Aviral K. & Dar, Arif B. & Bhanja, Niyati & Gupta, Rangan, 2016, "A historical analysis of the US stock price index using empirical mode decomposition over 1791-2015," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 10, pages 1-15, DOI: 10.5018/economics-ejournal.ja.2016-.
    
    • Aviral K. Tiwari & Arif B. Dar & Niyati Bhanja & Rangan Gupta, 2015, "A Historical Analysis of the US Stock Price Index using Empirical Mode Decomposition over 1791-2015," Working Papers, University of Pretoria, Department of Economics, number 201588, Nov.
    • Tiwari, Aviral Kumar & Dar, Arif Billah & Bhanja, Niyati & Gupta, Rangan, 2016, "A historical analysis of the US stock price index using empirical mode decomposition over 1791-2015," Economics Discussion Papers, Kiel Institute for the World Economy, number 2016-9.
65. Blignaut, James & Mander, Myles & Inglesi-Lotz, Roula & Glavan, Jane & Parr, Stephen, 2016, "The amenity value of Abu Dhabi's coastal and marine resources to its beach visitors," Ecosystem Services, Elsevier, volume 19, issue C, pages 32-41, DOI: 10.1016/j.ecoser.2016.04.005.
66. Inglesi-Lotz, Roula, 2016, "The impact of renewable energy consumption to economic growth: A panel data application," Energy Economics, Elsevier, volume 53, issue C, pages 58-63, DOI: 10.1016/j.eneco.2015.01.003.
67. Nakumuryango, Amandine & Inglesi-Lotz, Roula, 2016, "South Africa’s performance on renewable energy and its relative position against the OECD countries and the rest of Africa," Renewable and Sustainable Energy Reviews, Elsevier, volume 56, issue C, pages 999-1007, DOI: 10.1016/j.rser.2015.12.013.
68. Steven F. Koch & Jeffrey S. Racine, 2016, "Healthcare facility choice and user fee abolition: regression discontinuity in a multinomial choice setting," Journal of the Royal Statistical Society Series A, Royal Statistical Society, volume 179, issue 4, pages 927-950, October.
    
    • 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, McMaster University, number 2013-14, Sep.
    • Steven F. Koch & Jeffrey S. Racine, 2013, "Health Care Facility Choice and User Fee Abolition: Regression Discontinuity in a Multinomial Choice Setting," Working Papers, University of Pretoria, Department of Economics, number 201353, Sep.
69. Gelo, Dambala & Muchapondwa, Edwin & Koch, Steven F., 2016, "Decentralization, market integration and efficiency-equity trade-offs: Evidence from Joint Forest Management in Ethiopian villages," Journal of Forest Economics, Elsevier, volume 22, issue C, pages 1-23, DOI: 10.1016/j.jfe.2015.10.003.
70. Kafayat Amusa & Nara Monkam & Nicola Viegi, 2016, "The Nexus Between Foreign Direct Investment and Foreign Aid: An Analysis of Sub-Saharan African Countries," The African Finance Journal, Africagrowth Institute, volume 18, issue 2, pages 45-68.
71. Chesang, Laban K. & Naraidoo, Ruthira, 2016, "Parameter uncertainty and inflation dynamics in a model with asymmetric central bank preferences," Economic Modelling, Elsevier, volume 56, issue C, pages 1-10, DOI: 10.1016/j.econmod.2016.03.004.
    
    • Laban K. Chesang & Ruthira Naraidoo, 2014, "Parameter Uncertainty and Inflation Dynamics in a Model with Asymmetric Central Bank Preferences," Working Papers, University of Pretoria, Department of Economics, number 201437, Aug.
72. M. Ntuli & M. Chitiga-Mabugu & S. Karuaihe & F. Alaba & E. Tsoanamatsie & P. Kwenda, 2016, "Gender Inequalities in Morbidity: A South African Investigation," Studies in Economics and Econometrics, Taylor & Francis Journals, volume 40, issue 3, pages 39-64, December, DOI: 10.1080/10800379.2016.12097303.
73. Harold Ngalawa & Fulbert Tchana Tchana & Nicola Viegi, 2016, "Banking instability and deposit insurance: The role of moral hazard," Journal of Applied Economics, Universidad del CEMA, volume 19, pages 323-350, November.
    
    • Harold Ngalawa & Fulbert Tchana Tchana & Nicola Viegi, 2016, "Banking Instability and Deposit Insurance: The Role of Moral Hazard," Journal of Applied Economics, Taylor & Francis Journals, volume 19, issue 2, pages 323-350, November, DOI: 10.1016/S1514-0326(16)30013-7.
    • Ngalawa, Harold & Tchana Tchana, Fulbert & Viegi, Nicola, 2011, "Banking Instability and Deposit Insurance: The Role of Moral Hazard," MPRA Paper, University Library of Munich, Germany, number 31329, Jun.
74. Zimper, Alexander, 2016, "Banks versus markets. A response to Kucinskas," Economics Letters, Elsevier, volume 147, issue C, pages 174-176, DOI: 10.1016/j.econlet.2016.05.011.
75. Groneck, Max & Ludwig, Alexander & Zimper, Alexander, 2016, "A life-cycle model with ambiguous survival beliefs," Journal of Economic Theory, Elsevier, volume 162, issue C, pages 137-180, DOI: 10.1016/j.jet.2015.12.008.
    
    • Max Groneck & Alexander Ludwig & Alexander Zimper, 2013, "A Life-Cycle Model with Ambiguous Survival Beliefs," Working Paper Series in Economics, University of Cologne, Department of Economics, number 63, May, revised 22 Nov 2013.
    • Max Groneck & Ludwig, Alexander & Alexander Zimper, 2013, "A Life-Cycle Model with Ambiguous Survival Beliefs," MEA discussion paper series, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy, number 201305, May.
    • Max Groneck & Alexander Ludwig, 2014, "A Life-Cycle Model with Ambiguous Survival Beliefs," Working Papers, University of Pretoria, Department of Economics, number 201465, Oct.
    • Alexander Ludwig & Alexander Zimper & Max Groneck, 2014, "A Life-Cycle Model with Ambiguous Survival Beliefs," ERSA Working Paper Series, Economic Research Southern Africa, number 473, Oct.
    • Groneck, Max & Ludwig, Alexander & Zimper, Alexander, 2015, "A life-cycle model with ambiguous survival beliefs," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 73, revised 2015, DOI: 10.2139/ssrn.2515703.

2015

1. Manoel Bittencourt & Reneé Eyden & Monaheng Seleteng, 2015, "Inflation and Economic Growth: Evidence from the Southern African Development Community," South African Journal of Economics, Economic Society of South Africa, volume 83, issue 3, pages 411-424, September.
2. Manoel Bittencourt, 2015, "Determinants of Government and External Debt: Evidence from the Young Democracies of South America," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 51, issue 3, pages 463-472, May, DOI: 10.1080/1540496X.2015.1025667.
3. Bohlmann, H.R. & Van Heerden, J.H. & Dixon, P.B. & Rimmer, M.T., 2015, "The impact of the 2014 platinum mining strike in South Africa: An economy-wide analysis," Economic Modelling, Elsevier, volume 51, issue C, pages 403-411, DOI: 10.1016/j.econmod.2015.08.010.
   
   • Heinrich Bohlmann & Petor Dixon & Maureen Rimmer & Jan Van Heerden, 2014, "The Impact of the 2014 Platinum Mining Strike in South Africa: An Economy-Wide Analysis," Working Papers, University of Pretoria, Department of Economics, number 201472, Nov.
4. Nasr, Adnen Ben & Balcilar, Mehmet & Ajmi, Ahdi N. & Aye, Goodness C. & Gupta, Rangan & van Eyden, Reneé, 2015, "Causality between inflation and inflation uncertainty in South Africa: Evidence from a Markov-switching vector autoregressive model," Emerging Markets Review, Elsevier, volume 24, issue C, pages 46-68, DOI: 10.1016/j.ememar.2015.05.003.
   
   • Adnen Ben Nasr & Mehmet Balcilar & Ahdi N. Ajmi & Goodness C. Aye & Rangan Gupta & Reneé van Eyden, 2014, "Causality between Inflation and Inflation Uncertainty in South Africa: Evidence from a Markov-Switching Vector Autoregressive Model," Working Papers, University of Pretoria, Department of Economics, number 201453, Oct.
5. Kirsten Thompson & Renee Van Eyden & Rangan Gupta, 2015, "Identifying an index of financial conditions for South Africa," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 32, issue 2, pages 256-274, June, DOI: 10.1108/SEF-07-2013-0098.
6. Kirsten Thompson & Reneé van Eyden & Rangan Gupta, 2015, "Testing the Out-of-Sample Forecasting Ability of a Financial Conditions Index for South Africa," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 51, issue 3, pages 486-501, May, DOI: 10.1080/1540496X.2015.1025664.
   
   • 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, University of Pretoria, Department of Economics, number 201383, Dec.
7. Riané de Bruyn & Rangan Gupta & Reneé van Eyden, 2015, "Can We Beat the Random-Walk Model for the South African Rand–U.S. Dollar and South African Rand–UK Pound Exchange Rates? Evidence from Dynamic Model Averaging," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 51, issue 3, pages 502-524, May, DOI: 10.1080/1540496X.2015.1025671.
8. Annari De Waal & Rene頖an Eyden & Rangan Gupta, 2015, "Do we need a global VAR model to forecast inflation and output in South Africa?," Applied Economics, Taylor & Francis Journals, volume 47, issue 25, pages 2649-2670, May, DOI: 10.1080/00036846.2015.1008769.
   
   • 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, University of Pretoria, Department of Economics, number 201346, Aug.
9. Augustin Kwasi Fosu, 2015, "Growth, Inequality and Poverty in Sub-Saharan Africa: Recent Progress in a Global Context," Oxford Development Studies, Taylor & Francis Journals, volume 43, issue 1, pages 44-59, March, DOI: 10.1080/13600818.2014.964195.
   
   • Augustin Kwasi Fosu, 2014, "Growth, Inequality, and Poverty in Sub-Saharan Africa: Recent Progress in a Global Context," CSAE Working Paper Series, Centre for the Study of African Economies, University of Oxford, number 2014-17.
10. Basu, Parantap & Getachew, Yoseph, 2015, "An adjustment cost model of social mobility," Journal of Macroeconomics, Elsevier, volume 44, issue C, pages 177-190, DOI: 10.1016/j.jmacro.2015.02.008.
11. Getachew, Yoseph Y. & Turnovsky, Stephen J., 2015, "Productive government spending and its consequences for the growth–inequality tradeoff," Research in Economics, Elsevier, volume 69, issue 4, pages 621-640, DOI: 10.1016/j.rie.2015.09.001.
    
    • Yoseph Getachew & Stephen Turnovsky, 2015, "Productive Government Spending and its Consequences for the Growth–Inequality Tradeoff," Working Papers, University of Pretoria, Department of Economics, number 201520, Apr.
12. Nicholas Apergis & Beatrice D. Simo-Kengne & Rangan Gupta, 2015, "Convergence In Provincial-Level South African House Prices: Evidence From The Club Convergence And Clustering Procedure," Review of Urban & Regional Development Studies, Wiley Blackwell, volume 27, issue 1, pages 2-17, March.
    
    • 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, University of Pretoria, Department of Economics, number 201322, May.
13. Ahdi Noomen Ajmi & Goodness C. Aye & Mehmet Balcilar & Ghassen El Montasser & Rangan Gupta, 2015, "Causality between US economic policy and equity market uncertainties: Evidence from linear and nonlinear tests," Journal of Applied Economics, Universidad del CEMA, volume 18, pages 225-246, November.
    
    • Ahdi Noomen Ajmi & Goodness C. Aye & Mehmet Balcilar & Ghassen El Montasser & Rangan Gupta, 2015, "Causality Between Us Economic Policy and Equity Market Uncertainties: Evidence from Linear and Nonlinear Tests," Journal of Applied Economics, Taylor & Francis Journals, volume 18, issue 2, pages 225-246, November, DOI: 10.1016/S1514-0326(15)30010-6.
    • 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, University of Pretoria, Department of Economics, number 201358, Sep.
14. Babalos, Vassilios & Balcilar, Mehmet & Gupta, Rangan, 2015, "Herding behavior in real estate markets: Novel evidence from a Markov-switching model," Journal of Behavioral and Experimental Finance, Elsevier, volume 8, issue C, pages 40-43, DOI: 10.1016/j.jbef.2015.10.004.
15. Balcilar, Mehmet & Gupta, Rangan & Kotzé, Kevin, 2015, "Forecasting macroeconomic data for an emerging market with a nonlinear DSGE model," Economic Modelling, Elsevier, volume 44, issue C, pages 215-228, DOI: 10.1016/j.econmod.2014.10.008.
16. Plakandaras, Vasilios & Gupta, Rangan & Gogas, Periklis & Papadimitriou, Theophilos, 2015, "Forecasting the U.S. real house price index," Economic Modelling, Elsevier, volume 45, issue C, pages 259-267, DOI: 10.1016/j.econmod.2014.10.050.
    
    • Vasilios Plakandaras & Rangan Gupta & Periklis Gogas & Theophilos Papadimitriou, 2017, "Forecasting the U.S. Real House Price Index," Papers, arXiv.org, number 1707.04868, Jul.
    • Vasilios Plakandaras & Rangan Gupta & Periklis Gogas & Theophilos Papadimitriou, 2014, "Forecasting the U.S. Real House Price Index," Working Papers, University of Pretoria, Department of Economics, number 201418, May.
    • Vasilios Plakandaras & Rangan Gupta & Periklis Gogas & Theophilos Papadimitriou, 2014, "Forecasting the U.S. Real House Price Index," Working Paper series, Rimini Centre for Economic Analysis, number 30_14, Nov.
    • Vasilios Plakandaras & Rangan Gupta & Theophilos Papadimitriou & Periklis Gogas, 2014, "Forecasting the U.S. Real House Price Index," DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics, number 10-2014, Apr.
17. Nyakabawo, Wendy & Miller, Stephen M. & Balcilar, Mehmet & Das, Sonali & Gupta, Rangan, 2015, "Temporal causality between house prices and output in the US: A bootstrap rolling-window approach," The North American Journal of Economics and Finance, Elsevier, volume 33, issue C, pages 55-73, DOI: 10.1016/j.najef.2015.03.001.
    
    • 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, University of Pretoria, Department of Economics, number 201329, Jul.
    • 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, University of Connecticut, Department of Economics, number 2013-14, Jun.
18. Bekiros, Stelios & Gupta, Rangan, 2015, "Predicting stock returns and volatility using consumption-aggregate wealth ratios: A nonlinear approach," Economics Letters, Elsevier, volume 131, issue C, pages 83-85, DOI: 10.1016/j.econlet.2015.03.019.
    
    • Stelios Bekiros & Rangan Gupta, 2015, "Predicting Stock Returns and Volatility Using Consumption-Aggregate Wealth Ratios: A Nonlinear Approach," Working Papers, University of Pretoria, Department of Economics, number 201505, Feb.
19. Bekiros, Stelios & Gupta, Rangan & Paccagnini, Alessia, 2015, "Oil price forecastability and economic uncertainty," Economics Letters, Elsevier, volume 132, issue C, pages 125-128, DOI: 10.1016/j.econlet.2015.04.023.
    
    • Stelios Bekiros & Rangan Gupta & Alessia Paccagnini, 2015, "Oil Price Forecastability and Economic Uncertainty," Working Papers, University of Milano-Bicocca, Department of Economics, number 298, Apr, revised Apr 2015.
    • Stelios Bekiros & Rangan Gupta & Alessia Paccagnini, 2015, "Oil Price Forecastability and Economic Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 201518, Mar.
    • Stelios D. Bekiros & Rangan Gupta & Alessia Paccagnini, 2015, "Oil price forecastability and economic uncertainty," Open Access publications, School of Economics, University College Dublin, number 10197/7345, Jul.
20. Chang, Tsangyao & Chen, Wen-Yi & Gupta, Rangan & Nguyen, Duc Khuong, 2015, "Are stock prices related to the political uncertainty index in OECD countries? Evidence from the bootstrap panel causality test," Economic Systems, Elsevier, volume 39, issue 2, pages 288-300, DOI: 10.1016/j.ecosys.2014.10.005.
    
    • 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, Department of Research, Ipag Business School, number 2013-36, Jan.
    • 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, University of Pretoria, Department of Economics, number 201360, Oct.
21. Narayan, Paresh Kumar & Gupta, Rangan, 2015, "Has oil price predicted stock returns for over a century?," Energy Economics, Elsevier, volume 48, issue C, pages 18-23, DOI: 10.1016/j.eneco.2014.11.018.
    
    • Narayan, Paresh Kumar & Gupta, Rangan, 2015, "Has oil price predicted stock returns for over a century?," Working Papers, Deakin University, Department of Economics, number fe_2015_08, Jan, DOI: 10.1016/j.eneco.2014.11.018.
    • Paresh K. Narayan & Rangan Gupta, 2014, "Has Oil Pirce Predicted Stock Returns for Over a Century?," Working Papers, University of Pretoria, Department of Economics, number 201446, Aug.
22. Balcilar, Mehmet & Gupta, Rangan & Miller, Stephen M., 2015, "Regime switching model of US crude oil and stock market prices: 1859 to 2013," Energy Economics, Elsevier, volume 49, issue C, pages 317-327, DOI: 10.1016/j.eneco.2015.01.026.
    
    • Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2014, "Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013," Working Papers, University of Pretoria, Department of Economics, number 201429, Jun.
    • Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2014, "Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013," Working papers, University of Connecticut, Department of Economics, number 2014-26, Sep.
    • Tom Doan, 2025, "BALCILARGUPTAMILLER_EE2015: RATS program to replicate Balcilar, Gupta, Miller(2015) Markov Switching VECM," Statistical Software Components, Boston College Department of Economics, number RTZ00192, revised .
23. Apergis, Nicholas & Aye, Goodness C. & Barros, Carlos Pestana & Gupta, Rangan & Wanke, Peter, 2015, "Energy efficiency of selected OECD countries: A slacks based model with undesirable outputs," Energy Economics, Elsevier, volume 51, issue C, pages 45-53, DOI: 10.1016/j.eneco.2015.05.022.
    
    • Nicholas Apergis & Goodness C. Aye & Carlos P. Barros & Rangan Gupta & Peter Wanke, 2014, "Energy Efficiency of Selected OECD Countries: A Slacks Based Model with Undesirable Outputs," Working Papers, University of Pretoria, Department of Economics, number 201477, Nov.
24. Ben Nasr, Adnen & Gupta, Rangan & Sato, João Ricardo, 2015, "Is there an Environmental Kuznets Curve for South Africa? A co-summability approach using a century of data," Energy Economics, Elsevier, volume 52, issue PA, pages 136-141, DOI: 10.1016/j.eneco.2015.10.005.
    
    • Adnen Ben Nasr & Rangan Gupta & Joao Ricardo Sato, 2014, "Is there an Environmental Kuznets Curve for South Africa? A Co-Summability Approach Using a Century of Data," Working Papers, University of Pretoria, Department of Economics, number 201466, Nov.
25. Nazlioglu, Saban & Soytas, Ugur & Gupta, Rangan, 2015, "Oil prices and financial stress: A volatility spillover analysis," Energy Policy, Elsevier, volume 82, issue C, pages 278-288, DOI: 10.1016/j.enpol.2015.01.003.
26. Aye, Goodness & Gupta, Rangan & Hammoudeh, Shawkat & Kim, Won Joong, 2015, "Forecasting the price of gold using dynamic model averaging," International Review of Financial Analysis, Elsevier, volume 41, issue C, pages 257-266, DOI: 10.1016/j.irfa.2015.03.010.
    
    • Goodness C. Aye & Rangan Gupta & Shawkat Hammoudeh & Won Joong Kim, 2014, "Forecasting the Price of Gold Using Dynamic Model Averaging," Working Papers, University of Pretoria, Department of Economics, number 201415, Apr.
27. Gil-Alana, Luis A. & Aye, Goodness C. & Gupta, Rangan, 2015, "Trends and cycles in historical gold and silver prices," Journal of International Money and Finance, Elsevier, volume 58, issue C, pages 98-109, DOI: 10.1016/j.jimonfin.2015.08.003.
    
    • Luis Alberiko Gil-Alaña & Rangan Gupta, 2016, "Trends and Cycles in Historical Gold and Silver Prices," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 05/2016, Feb.
    • Luis A. Gil-Alana & Goodness C. Aye & Rangan Gupta, 2015, "Trends and Cycles in Historical Gold and Silver Prices," Working Papers, University of Pretoria, Department of Economics, number 201507, Feb.
28. Gil-Alana, Luis A. & Chang, Shinhye & Balcilar, Mehmet & Aye, Goodness C. & Gupta, Rangan, 2015, "Persistence of precious metal prices: A fractional integration approach with structural breaks," Resources Policy, Elsevier, volume 44, issue C, pages 57-64, DOI: 10.1016/j.resourpol.2014.12.004.
    
    • Luis Alberiko Gil-Alaña & Shinhye Chang & Mehmet Balcilar & Goodness C. Aye & Rangan Gupta, 2015, "Persistence of precious metal prices: a fractional integration approach with structural breaks," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 06/2015, Apr.
    • Luis A.Gil-Alana & Shinhye Chang & Mehmet Balcilar & Goodness C. Aye & Rangan Gupta, 2014, "Persistence in Precious Metal Prices: A Fractional Integration Approach with Structural Breaks," Working Papers, University of Pretoria, Department of Economics, number 201458, Oct.
29. Babalos, Vassilios & Stavroyiannis, Stavros & Gupta, Rangan, 2015, "Do commodity investors herd? Evidence from a time-varying stochastic volatility model," Resources Policy, Elsevier, volume 46, issue P2, pages 281-287, DOI: 10.1016/j.resourpol.2015.10.011.
30. Aye, Goodness C. & Balcilar, Mehmet & Gupta, Rangan & Majumdar, Anandamayee, 2015, "Forecasting aggregate retail sales: The case of South Africa," International Journal of Production Economics, Elsevier, volume 160, issue C, pages 66-79, DOI: 10.1016/j.ijpe.2014.09.033.
    
    • Goodness C. Aye & Mehmet Balcilar Author-Name-First Mehmet & Rangan Gupta & Anandamayee Majumdar, 2014, "Forecasting Aggregate Retail Sales: The Case of South Africa," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-21.
    • Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar, 2013, "Forecasting Aggregate Retail Sales: The Case of South Africa," Working Papers, University of Pretoria, Department of Economics, number 201312, Feb.
31. Chang, Tsangyao & Gupta, Rangan & Inglesi-Lotz, Roula & Simo-Kengne, Beatrice & Smithers, Devon & Trembling, Amy, 2015, "Renewable energy and growth: Evidence from heterogeneous panel of G7 countries using Granger causality," Renewable and Sustainable Energy Reviews, Elsevier, volume 52, issue C, pages 1405-1412, DOI: 10.1016/j.rser.2015.08.022.
32. El Montasser, Ghassen & Gupta, Rangan & Martins, Andre Luis & Wanke, Peter, 2015, "Are there multiple bubbles in the ethanol–gasoline price ratio of Brazil?," Renewable and Sustainable Energy Reviews, Elsevier, volume 52, issue C, pages 19-23, DOI: 10.1016/j.rser.2015.07.085.
    
    • Ghassen El Montasser & Rangan Gupta & Andre Luis Martins & Peter Wanke, 2014, "Are there Multiple Bubbles in the Ethanol-Gasoline Price Ratio of Brazil?," Working Papers, University of Pretoria, Department of Economics, number 201479, Dec.
33. Li, Xiao-Lin & Chang, Tsangyao & Miller, Stephen M. & Balcilar, Mehmet & Gupta, Rangan, 2015, "The co-movement and causality between the U.S. housing and stock markets in the time and frequency domains," International Review of Economics & Finance, Elsevier, volume 38, issue C, pages 220-233, DOI: 10.1016/j.iref.2015.02.028.
34. Janneke Dlamini & Mehmet Balcilar & Rangan Gupta & Roula Inglesi-Lotz, 2015, "Revisiting the causality between electricity consumption and economic growth in South Africa: a bootstrap rolling-window approach," International Journal of Economic Policy in Emerging Economies, Inderscience Enterprises Ltd, volume 8, issue 2, pages 169-190.
    
    • 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, University of Pretoria, Department of Economics, number 201330, Jul.
35. T. Chang & O.A. Gadinabokao & R. Gupta & R. Inglesi-Lotz & P. Kanniah & B.D. Simo-Kengne, 2015, "Panel Granger causality between oil consumption and GDP: evidence from BRICS countries," International Journal of Sustainable Economy, Inderscience Enterprises Ltd, volume 7, issue 1, pages 30-41.
    
    • 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, University of Pretoria, Department of Economics, number 201371, Nov.
36. Ahdi N. Ajmi & Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2015, "Causality between exports and economic growth in South Africa: evidence from linear and nonlinear tests," Journal of Developing Areas, Tennessee State University, College of Business, volume 49, issue 2, pages 163-181, April-Jun.
    
    • 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, University of Pretoria, Department of Economics, number 201339, Aug.
37. Beatrice Simo-Kengne & Stephen Miller & Rangan Gupta & Goodness Aye, 2015, "Time-Varying Effects of Housing and Stock Returns on U.S. Consumption," The Journal of Real Estate Finance and Economics, Springer, volume 50, issue 3, pages 339-354, April, DOI: 10.1007/s11146-014-9470-3.
38. Rangan Gupta, 2015, "Guest Editor’s Introduction," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 51, issue 3, pages 445-447, May, DOI: 10.1080/1540496X.2015.1025672.
39. Lumengo Bonga-Bonga & Rangan Gupta & Charl Jooste, 2015, "The Macroeconomic Effects of Uncertainty Shocks in India - Gli effetti macroeconomici degli shock di incertezza in India," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 68, issue 3, pages 373-383.
40. Ghassen El Montasser & Kenza Aggad & Louise Clark & Rangan Gupta & Shannon Kemp, 2015, "Causal Link between Oil Price and Uncertainty in India - Relazione di causalità tra prezzo del petrolio e incertezza in India," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 68, issue 4, pages 437-450.
41. Rangan Gupta & Patrick T. Kanda, 2015, "Does the Price of Oil Help Predict Inflation in South Africa? Historical Evidence Using a Frequency Domain Approach. - Il prezzo del petrolio predice l’inflazione in Sud Africa? Evidenza storica attra," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 68, issue 4, pages 451-467.
42. Rangan Gupta & Gbeada Josiane Seu Epse Kean & Mpho Asnath Tsebe & Nthabiseng Tsoanamatsie & João Ricardo Sato, 2015, "Time-Varying Causality between Oil and Commodity Prices in the Presence of Structural Breaks and Nonlinearity - Causalità time-varying tra petrolio e prezzi delle materie prime in presenza di break st," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 68, issue 4, pages 469-491.
43. Goodness C. Aye & Rangan Gupta & Mampho P. Modise, 2015, "Do Stock Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-varying Vector Autoregressive Model," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 14, issue 2, pages 176-196, August, DOI: 10.1177/0972652715584267.
    
    • 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, University of Pretoria, Department of Economics, number 201224, Aug.
44. Rangan Gupta & Christophe André & Luis Gil-Alana, 2015, "Comovement in Euro area housing prices: A fractional cointegration approach," Urban Studies, Urban Studies Journal Limited, volume 52, issue 16, pages 3123-3143, December, DOI: 10.1177/0042098014555629.
    
    • Christophe Andre & Luis A. Gil-Alana & Rangan Gupta, 2013, "Comovement in Euro Area Housing Prices: A Fractional Cointegration Approach," Working Papers, University of Pretoria, Department of Economics, number 201359, Sep.
45. Roula Inglesi-Lotz & Tsangyao Chang & Rangan Gupta, 2015, "Causality between research output and economic growth in BRICS," Quality & Quantity: International Journal of Methodology, Springer, volume 49, issue 1, pages 167-176, January, DOI: 10.1007/s11135-013-9980-8.
    
    • Roula Inglesi-Lotz & Tsangyao Chang & Rangan Gupta, 2013, "Causality between Research Output and Economic Growth in BRICS," Working Papers, University of Pretoria, Department of Economics, number 201337, Jul.
46. Mehmet Balcilar & Charl Jooste & Shawkat Hammoudeh & Rangan Gupta & Vassilios Babalos, 2015, "Are there long-run diversification gains from the Dow Jones Islamic finance index?," Applied Economics Letters, Taylor & Francis Journals, volume 22, issue 12, pages 945-950, August, DOI: 10.1080/13504851.2014.990613.
    
    • Mehmet Balcilar & Charl Jooste & Shawkat Hammoudeh & Rangan Gupta & Vassilios Babalos, 2014, "Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index?," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-20.
    • Mehmet Balcilar & Charl Jooste & Shawkat Hammoudeh & Rangan Gupta & Vassilios Babalos, 2014, "Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index?," Working Papers, University of Pretoria, Department of Economics, number 201433, Jul.
47. Tsangyao Chang & Tsung-Pao Wu & Rangan Gupta, 2015, "Are house prices in South Africa really nonstationary? Evidence from SPSM-based panel KSS test with a Fourier function," Applied Economics, Taylor & Francis Journals, volume 47, issue 1, pages 32-53, January, DOI: 10.1080/00036846.2014.959657.
    
    • 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, University of Pretoria, Department of Economics, number 201324, Apr.
48. Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2015, "The out-of-sample forecasting performance of nonlinear models of regional housing prices in the US," Applied Economics, Taylor & Francis Journals, volume 47, issue 22, pages 2259-2277, May, DOI: 10.1080/00036846.2015.1005814.
    
    • 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, Eastern Mediterranean University, Department of Economics, number 15-27.
    • 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, University of Nevada, Las Vegas , Department of Economics, number 1209, Aug.
    • 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, University of Pretoria, Department of Economics, number 201226, Aug.
    • 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, University of Connecticut, Department of Economics, number 2012-12, Aug.
49. Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen M. Miller, 2015, "Was the recent downturn in US real GDP predictable?," Applied Economics, Taylor & Francis Journals, volume 47, issue 28, pages 2985-3007, June, DOI: 10.1080/00036846.2015.1011317.
50. Rangan Gupta & Patrick T. Kanda & Mampho P. Modise & Alessia Paccagnini, 2015, "DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa," Applied Economics, Taylor & Francis Journals, volume 47, issue 3, pages 207-221, January, DOI: 10.1080/00036846.2014.959707.
    
    • 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, University of Pretoria, Department of Economics, number 201374, Nov.
    • Rangan Gupta & Patrick T. Kanda & Mampho P. Modise & Alessia Paccagnini, 2015, "DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa," Open Access publications, School of Economics, University College Dublin, number 10197/7351.
51. Vasilios Plakandaras & Periklis Gogas & Rangan Gupta & Theophilos Papadimitriou, 2015, "US inflation dynamics on long-range data," Applied Economics, Taylor & Francis Journals, volume 47, issue 36, pages 3874-3890, August, DOI: 10.1080/00036846.2015.1019039.
    
    • Vasilios Plakandaras & Periklis Gogas & Rangan Gupta & Theophilos Papadimitriou, 2014, "US Inflation Dynamics on Long Range Data," Working Papers, University of Pretoria, Department of Economics, number 201452, Oct.
    • Vasilios Plakandaras & Periklis Gogas & Rangan Gupta & Theophilos Papadimitriou, 2015, "US inflation dynamics on long range data," DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics, number 12-2014, Jan.
52. Hossein Hassani & Emmanuel Sirimal Silva & Rangan Gupta & Mawuli K. Segnon, 2015, "Forecasting the price of gold," Applied Economics, Taylor & Francis Journals, volume 47, issue 39, pages 4141-4152, August, DOI: 10.1080/00036846.2015.1026580.
    
    • Hossein Hassani & Emmanuel Sirimal Silva & Rangan Gupta & Mawuli K. Segnon, 2014, "Forecasting the Price of Gold," Working Papers, University of Pretoria, Department of Economics, number 201428, Jun.
53. Saban Nazlioglu & Shawkat Hammoudeh & Rangan Gupta, 2015, "Volatility transmission between Islamic and conventional equity markets: evidence from causality-in-variance test," Applied Economics, Taylor & Francis Journals, volume 47, issue 46, pages 4996-5011, October, DOI: 10.1080/00036846.2015.1039705.
    
    • Saban Nazlioglu & Shawkat Hammoudeh & Rangan Gupta, 2013, "Volatility Transmission between Islamic and Conventional Equity Markets: Evidence from Causality-in-Variance Test," Working Papers, University of Pretoria, Department of Economics, number 201384, Dec.
54. Rangan Gupta & Anandamayee Majumdar, 2015, "Forecasting US real house price returns over 1831-2013: evidence from copula models," Applied Economics, Taylor & Francis Journals, volume 47, issue 48, pages 5204-5213, October, DOI: 10.1080/00036846.2015.1044648.
    
    • Rangan Gupta & Anandamayee Majumdar, 2014, "Forecasting US Real House Price Returns over 1831-2013: Evidence from Copula Models," Working Papers, University of Pretoria, Department of Economics, number 201444, Aug.
55. Ghassen El-Montasser & Roula Inglesi-Lotz & Rangan Gupta, 2015, "Convergence of greenhouse gas emissions among G7 countries," Applied Economics, Taylor & Francis Journals, volume 47, issue 60, pages 6543-6552, December, DOI: 10.1080/00036846.2015.1080809.
    
    • Ghassen El Montasser & Roula Inglesi-Lotz & Rangan Gupta, 2013, "Convergence of Greenhouse Gas Emissions among G7 Countries," Working Papers, University of Pretoria, Department of Economics, number 201386, Dec.
56. Rangan Gupta & Luis A. Gil-Alana & Olaoluwa S. Yaya, 2015, "Do sunspot numbers cause global temperatures? Evidence from a frequency domain causality test," Applied Economics, Taylor & Francis Journals, volume 47, issue 8, pages 798-808, February, DOI: 10.1080/00036846.2014.980575.
    
    • 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, University of Pretoria, Department of Economics, number 201382, Dec.
57. Nikolaos Antonakakis & Rangan Gupta & Christophe André, 2015, "Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns," Journal of Real Estate Portfolio Management, Taylor & Francis Journals, volume 21, issue 1, pages 53-60, January, DOI: 10.1080/10835547.2015.12089971.
    
    • Antonakakis, Nikolaos & Gupta, Rangan & Andre, Christophe, 2015, "Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns," MPRA Paper, University Library of Munich, Germany, number 62464, Feb.
    • Nikolaos Antonakakis & Rangan Gupta & Christophe Andre, 2015, "Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns," Working Papers, University of Pretoria, Department of Economics, number 201509, Feb.
58. Beatrice D. Simo-Kengne & Rangan Gupta & Goodness C. Aye, 2015, "House Prices and Balance of Trade Dynamics in South Africa: Evidence from an Agnostic Identification Procedure," Journal of Housing Research, Taylor & Francis Journals, volume 24, issue 1, pages 107-126, January, DOI: 10.1080/10835547.2015.12092094.
    
    • 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, University of Pretoria, Department of Economics, number 201227, Aug.
59. Goodness C. Aye & Rangan Gupta & Prudence S. Moyo & Nehrunaman Pillay, 2015, "The Impact of Exchange Rate Uncertainty on Exports in South Africa," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., volume 6, issue 01, pages 1-14, DOI: 10.1142/S1793993315500040.
60. Hamilton Ntuli & Roula Inglesi-Lotz & Tsangyao Chang & Anastassios Pouris, 2015, "Does research output cause economic growth or vice versa? Evidence from 34 OECD countries," Journal of the Association for Information Science & Technology, Association for Information Science & Technology, volume 66, issue 8, pages 1709-1716, August.
61. André C. Jordaan, 2015, "Choice of Exchange Rate Regime in a Selection of African Countries," Journal of African Business, Taylor & Francis Journals, volume 16, issue 3, pages 215-234, September, DOI: 10.1080/15228916.2015.1075645.
62. Gelo, Dambala & Koch, Steven F., 2015, "Contingent valuation of community forestry programs in Ethiopia: Controlling for preference anomalies in double-bounded CVM," Ecological Economics, Elsevier, volume 114, issue C, pages 79-89, DOI: 10.1016/j.ecolecon.2015.03.014.
63. Anna S Brink & Steven F Koch, 2015, "Did primary healthcare user fee abolition matter? Reconsidering South Africa's experience," Development Southern Africa, Taylor & Francis Journals, volume 32, issue 2, pages 170-192, March, DOI: 10.1080/0376835X.2014.984373.
64. Steven F. Koch, 2015, "On the performance of fractional multinomial response models for estimating Engel Curves," Agrekon, Taylor & Francis Journals, volume 54, issue 1, pages 28-52, March, DOI: 10.1080/03031853.2014.974628.
65. Danielle le Clus-Rossouw & Wilma Viviers & Elsab� Loots, 2015, "Is there a link between BRIC foreign direct investment and SADC export performance?," Development Southern Africa, Taylor & Francis Journals, volume 32, issue 6, pages 658-674, November, DOI: 10.1080/0376835X.2015.1063985.
66. Ruthira Naraidoo & Leroi Raputsoane, 2015, "Debt Sustainability and Financial Crises in South Africa," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 51, issue 1, pages 224-233, January, DOI: 10.1080/1540496X.2015.1011534.
    
    • Ruthira Naraidoo & Leroi Raputsoane, 2013, "Debt sustainability and financial crises in South Africa," Working Papers, University of Pretoria, Department of Economics, number 201352, Sep.
67. Ruthira Naraidoo & Leroi Raputsoane, 2015, "Financial markets and the response of monetary policy to uncertainty in South Africa," Empirical Economics, Springer, volume 49, issue 1, pages 255-278, August, DOI: 10.1007/s00181-014-0866-y.
    
    • Ruthira Naraidoo & Leroi Raputsoane, 2013, "Financial markets and the response of monetary policy to uncertainty in South Africa," Working Papers, University of Pretoria, Department of Economics, number 201310, Feb.
68. Nicky Nicholls & Aylit Romm & Alexander Zimper, 2015, "Erratum to: The impact of statistical learning on violations of the sure-thing principle," Journal of Risk and Uncertainty, Springer, volume 50, issue 2, pages 117-117, April, DOI: 10.1007/s11166-015-9214-7.
    
    • Nicky Nicholls & Aylit Romm & Alexander Zimper, 2015, "The impact of statistical learning on violations of the sure-thing principle," Journal of Risk and Uncertainty, Springer, volume 50, issue 2, pages 97-115, April, DOI: 10.1007/s11166-015-9210-y.
69. Alexander Zimper, 2015, "Bank-Deposit Contracts Versus Financial-Market Participation in Emerging Economies," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 51, issue 3, pages 525-536, May, DOI: 10.1080/1540496X.2015.1025669.
    
    • Alexander Zimper, 2013, "Bank Deposit Contracts Versus Financial Market Participation in Emerging Economies," Working Papers, University of Pretoria, Department of Economics, number 201334, Jul.
    • Alexander Zimper, 2013, "Bank Deposit Contracts Versus Financial Market Participation in Emerging Economies," ERSA Working Paper Series, Economic Research Southern Africa, number 354, Jun.

2014

1. Bittencourt, Manoel & Gupta, Rangan & Stander, Lardo, 2014, "Tax evasion, financial development and inflation: Theory and empirical evidence," Journal of Banking & Finance, Elsevier, volume 41, issue C, pages 194-208, DOI: 10.1016/j.jbankfin.2014.01.009.
   
   • Manoel Bittencourt & Rangan Gupta & Lardo Stander, 2013, "Tax evasion, financial development and inflation: theory and empirical evidence," Working Papers, University of Pretoria, Department of Economics, number 201316, Mar.
2. Mulatu F. Zerihun & Marthinus C. Breitenbach & Francis Kemegue, 2014, "A Greek Wedding In SADC? Testing For Structural Symmetry Towards SADC Monetary Integration," The African Finance Journal, Africagrowth Institute, volume 16, issue 2, pages 16-33.
   
   • Marthinus C. Breitenbach & Francis Kemegue & Mulatu F. Zerihun, 2012, "A Greek wedding in SADC? - Testing for structural symmetry towards SADC monetary integration," Working Papers, University of Pretoria, Department of Economics, number 201234, Dec.
3. Annari Waal & Reneé Eyden, 2014, "Monetary policy and inflation in South Africa: A VECM augmented with foreign variables," South African Journal of Economics, Economic Society of South Africa, volume 82, issue 1, pages 117-140, March.
   
   • Annari de Waal & Renee van Eyden, 2012, "Monetary policy and inflation in South Africa: A VECM augmented with foreign variables," Working Papers, University of Pretoria, Department of Economics, number 201231, Oct.
4. 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, volume 14, issue 1, pages 175-188.
5. Francis M. Kemegue & Emmanuel Owusu-Sekyere & ReneŽ van Eyden, 2014, "Harnessing remittances through formal channels for development in sub-saharan Africa," Journal of Developing Areas, Tennessee State University, College of Business, volume 48, issue 3, pages 321-337, July-Sept.
6. Mehmet Balcilar & Rene頶an Eyden & Roula Inglesi-Lotz & Rangan Gupta, 2014, "Time-varying linkages between tourism receipts and economic growth in South Africa," Applied Economics, Taylor & Francis Journals, volume 46, issue 36, pages 4381-4398, December, DOI: 10.1080/00036846.2014.957445.
   
   • 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, University of Pretoria, Department of Economics, number 201363, Oct.
7. Goodness C. Aye & Mehmet Balcilar & John P. Dunne & Rangan Gupta & Rene� van Eyden, 2014, "Military expenditure, economic growth and structural instability: a case study of South Africa," Defence and Peace Economics, Taylor & Francis Journals, volume 25, issue 6, pages 619-633, December, DOI: 10.1080/10242694.2014.886432.
   
   • 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, University of Pretoria, Department of Economics, number 201344, Aug.
8. Esti Van Wyk de Vries & Rangan Gupta & Reneé Van Eyden, 2014, "Intertemporal portfolio allocation and hedging demand: an application to South Africa," Journal of Business Economics and Management, Taylor & Francis Journals, volume 15, issue 4, pages 744-775, September, DOI: 10.3846/16111699.2012.688855.
   
   • Esti van Wyk de Vries & Rangan Gupta & Renee van Eyden, 2011, "Intertemporal portfolio allocation and hedging demand: An application to South Africa," Working Papers, University of Pretoria, Department of Economics, number 201133, Dec.
9. Emmanuel Owusu-Sekyere & Reneé van Eyden & Francis M Kemegue, 2014, "Remittances and the Dutch Disease in Sub-Saharan Africa: A Dynamic Panel Approach," Contemporary Economics, Vizja University, volume 8, issue 3, September.
   
   • Emmanuel Owusu-Sekyere & Renee van Eyden & Francis Kemegue, 2011, "Remittances And The Dutch Disease In Sub-Saharan Africa: A Dynamic Panel Approach," Working Papers, University of Pretoria, Department of Economics, number 201129, Nov.
10. Augustin K. Fosu, 2014, "Editorial," Journal of African Trade, Springer, volume 1, issue 1, pages 1-3, March, DOI: 10.1016/j.joat.2014.11.001.
11. Alam, M.S. & Begnun, S.N. & Gupta, R. & Islam, S.N., 2014, "GENETIC DIVERSITY ANALYSIS OF RICE (Oryza sativa L.) LANDRACES THROUGH RAPD MARKERS," International Journal of Agricultural Research, Innovation and Technology (IJARIT), IJARIT Research Foundation, volume 4, issue 01, June, DOI: 10.22004/ag.econ.305357.
12. 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, volume 28, issue C, pages 170-189, DOI: 10.1016/j.najef.2014.02.003.
    
    • 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, University of Pretoria, Department of Economics, number 201338, Aug.
13. Álvarez-Díaz, Marcos & Hammoudeh, Shawkat & Gupta, Rangan, 2014, "Detecting predictable non-linear dynamics in Dow Jones Islamic Market and Dow Jones Industrial Average indices using nonparametric regressions," The North American Journal of Economics and Finance, Elsevier, volume 29, issue C, pages 22-35, DOI: 10.1016/j.najef.2014.05.001.
14. Aye, Goodness C. & Dadam, Vincent & Gupta, Rangan & Mamba, Bonginkosi, 2014, "Oil price uncertainty and manufacturing production," Energy Economics, Elsevier, volume 43, issue C, pages 41-47, DOI: 10.1016/j.eneco.2014.02.004.
15. Apergis, Nicholas & El-Montasser, Ghassen & Sekyere, Emmanuel & Ajmi, Ahdi N. & Gupta, Rangan, 2014, "Dutch disease effect of oil rents on agriculture value added in Middle East and North African (MENA) countries," Energy Economics, Elsevier, volume 45, issue C, pages 485-490, DOI: 10.1016/j.eneco.2014.07.025.
16. Gil-Alana, Luis A. & Gupta, Rangan, 2014, "Persistence and cycles in historical oil price data," Energy Economics, Elsevier, volume 45, issue C, pages 511-516, DOI: 10.1016/j.eneco.2014.08.018.
    
    • Luis A. Gil-Alana & Rangan Gupta, 2013, "Persistence and Cycles in Historical Oil Prices Data," Working Papers, University of Pretoria, Department of Economics, number 201375, Nov.
17. 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, volume 66, issue C, pages 359-368, DOI: 10.1016/j.enpol.2013.10.081.
    
    • 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, University of Pretoria, Department of Economics, number 201340, Aug.
18. Gupta, Rangan & Hammoudeh, Shawkat & Modise, Mampho P. & Nguyen, Duc Khuong, 2014, "Can economic uncertainty, financial stress and consumer sentiments predict U.S. equity premium?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 33, issue C, pages 367-378, DOI: 10.1016/j.intfin.2014.09.004.
    
    • 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, Department of Research, Ipag Business School, number 2013-20, Jan.
    • 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, Department of Research, Ipag Business School, number 2014-436, Jan.
    • 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, University of Pretoria, Department of Economics, number 201351, Sep.
19. Aye, Goodness C. & Balcilar, Mehmet & Bosch, Adél & Gupta, Rangan, 2014, "Housing and the business cycle in South Africa," Journal of Policy Modeling, Elsevier, volume 36, issue 3, pages 471-491, DOI: 10.1016/j.jpolmod.2014.03.001.
    
    • Goodness C. Aye & Mehmet Balcilar Author-Name-First Mehmet & Adel Bosch & Rangan Gupta, 2014, "Housing and the Business Cycle in South Africa," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-22.
    • Goodness C. Aye & Mehmet Balcilar & Adel Bosch & Rangan Gupta, 2013, "Housing and the Business Cycle in South Africa," Working Papers, University of Pretoria, Department of Economics, number 201323, May.
20. Rangan Gupta & Charl Jooste & Kanyane Matlou, 2014, "A time-varying approach to analysing fiscal policy and asset prices in South Africa," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 6, issue 1, pages 46-63, April, DOI: 10.1108/JFEP-01-2013-0003.
    
    • Rangan Gupta & Charl Jooste & Kanyane Matlou, 2013, "A Time-Varying Approach to Analysing Fiscal Policy and Asset Prices in South Africa," Working Papers, University of Pretoria, Department of Economics, number 201303, Jan.
21. Tsangyao Chang & Beatrice D. Simo-Kengne & Rangan Gupta, 2014, "The causal relationship between house prices and growth in the nine provinces of South Africa: evidence from panel - Granger causality tests," International Journal of Sustainable Economy, Inderscience Enterprises Ltd, volume 6, issue 4, pages 345-358.
22. 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, volume 47, issue 1, pages 41-62, February, DOI: 10.1007/s10644-012-9132-5.
    
    • 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, University of Pretoria, Department of Economics, number 201204, Jan.
    • 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, Stellenbosch University, Department of Economics, number 17/2012.
23. Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Charl Jooste & Stephen M. Miller & Zeynel Abidin Ozdemir, 2014, "Fiscal Policy Shocks and the Dynamics of Asset Prices," Public Finance Review, , volume 42, issue 4, pages 511-531, July, DOI: 10.1177/1091142113501713.
24. 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, volume 46, issue 4, pages 1221-1240, June, DOI: 10.1007/s00181-013-0721-6.
    
    • 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, University of Pretoria, Department of Economics, number 201114, Jun.
25. Roula Inglesi-Lotz & Mehmet Balcilar & Rangan Gupta, 2014, "Time-varying causality between research output and economic growth in US," Scientometrics, Springer;Akadémiai Kiadó, volume 100, issue 1, pages 203-216, July, DOI: 10.1007/s11192-014-1257-z.
    
    • Roula Inglesi-Lotz & Mehmet Balcilar & Rangan Gupta, 2013, "Time-Varying Causality between Research Output and Economic Growth in the US," Working Papers, University of Pretoria, Department of Economics, number 201350, Aug.
26. Rangan Gupta & Alain Kabundi & Stephen Miller & Josine Uwilingiye, 2014, "Using large data sets to forecast sectoral employment," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 23, issue 2, pages 229-264, June, DOI: 10.1007/s10260-013-0243-6.
    
    • Rangan Gupta & Alain Kabundi & Stephen M. Miller & Josine Uwilingiye, 2011, "Using Large Data Sets to Forecast Sectoral Employment," Working Papers, University of Nevada, Las Vegas , Department of Economics, number 1106, Mar.
    • Rangan Gupta & Alain Kabundi & Stephen M. Miller & Josine Uwilingiye, 2011, "Using Large Data Sets to Forecast Sectoral Employment," Working Papers, University of Pretoria, Department of Economics, number 201101, Jan.
    • Rangan Gupta & Alain Kabundi & Stephen M. Miller & Josine Uwilingiye, 2011, "Using Large Data Sets to Forecast Sectoral Employment," Working papers, University of Connecticut, Department of Economics, number 2011-02, Jan, revised Aug 2012.
27. Adnen Ben Nasr & Ahdi Noomen Ajmi & Rangan Gupta, 2014, "Modelling the volatility of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model," Applied Financial Economics, Taylor & Francis Journals, volume 24, issue 14, pages 993-1004, July, DOI: 10.1080/09603107.2014.920476.
    
    • 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, University of Pretoria, Department of Economics, number 201357, Sep.
28. Rangan Gupta & Shawkat Hammoudeh & Beatrice D. Simo-Kengne & Soodabeh Sarafrazi, 2014, "Can the Sharia-based Islamic stock market returns be forecasted using large number of predictors and models?," Applied Financial Economics, Taylor & Francis Journals, volume 24, issue 17, pages 1147-1157, September, DOI: 10.1080/09603107.2014.924296.
    
    • 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, University of Pretoria, Department of Economics, number 201381, Dec.
29. Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Nicholas Kilimani & Amandine Nakumuryango & Siobhan Redford, 2014, "Predicting BRICS stock returns using ARFIMA models," Applied Financial Economics, Taylor & Francis Journals, volume 24, issue 17, pages 1159-1166, September, DOI: 10.1080/09603107.2014.924297.
    
    • Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Nicholas Kilimani & Amandine Nakumuryango & Siobhan Redford, 2012, "Predicting BRICS Stock Returns Using ARFIMA Models," Working Papers, University of Pretoria, Department of Economics, number 201235, Dec.
30. Christophe Andr頍 & 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, volume 46, issue 18, pages 2127-2138, June, DOI: 10.1080/00036846.2014.896988.
    
    • 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, University of Pretoria, Department of Economics, number 201321, May.
31. Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2014, "Housing and the Great Depression," Applied Economics, Taylor & Francis Journals, volume 46, issue 24, pages 2966-2981, August, DOI: 10.1080/00036846.2014.916393.
    
    • Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2013, "Housing and the Great Depression," Working Papers, University of Nevada, Las Vegas , Department of Economics, number 1301, Apr.
    • Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2013, "Housing and the Great Depression," Working Papers, University of Pretoria, Department of Economics, number 201308, Jan.
    • Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2012, "Housing and the Great Depression," Working papers, University of Connecticut, Department of Economics, number 2012-47, Nov.
32. Nicholas Apergis & Beatrice Simo-Kengne & Rangan Gupta, 2014, "The Long-Run Relationship Between Consumption, House Prices, and Stock Prices in South Africa: Evidence from Provincial-level Data," Journal of Real Estate Literature, Taylor & Francis Journals, volume 22, issue 1, pages 83-99, January, DOI: 10.1080/10835547.2014.12090371.
    
    • 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, University of Pretoria, Department of Economics, number 201326, Jun.
33. 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, volume 30, issue C, pages 833-840, DOI: 10.1016/j.rser.2013.11.028.
34. 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, volume 34, issue C, pages 371-379, DOI: 10.1016/j.rser.2014.03.028.
    
    • Reyno Seymore & R. Inglesi-Lotz1 & J. Blignaut1, 2013, "A Greenhouse Gas Emissions Inventory For South Africa: A Comparative Analysis," EcoMod2013, EcoMod, number 5071, Jun.
35. Andr� C Jordaan, 2014, "Regional integration in Africa versus higher levels of intra-Africa trade," Development Southern Africa, Taylor & Francis Journals, volume 31, issue 3, pages 515-534, May, DOI: 10.1080/0376835X.2014.887997.
36. Andr� C Jordaan, 2014, "The impact of trade facilitation factors on South Africa's exports to a selection of African countries," Development Southern Africa, Taylor & Francis Journals, volume 31, issue 4, pages 591-605, July, DOI: 10.1080/0376835X.2014.907535.
37. Charl Jooste & Yaseen Jhaveri, 2014, "The Determinants of Time-Varying Exchange Rate Pass-Through in South Africa," South African Journal of Economics, Economic Society of South Africa, volume 82, issue 4, pages 603-615, December.
38. Gelo, Dambala & Koch, Steven F., 2014, "The Impact of Common Property Right Forestry: Evidence from Ethiopian Villages," World Development, Elsevier, volume 64, issue C, pages 395-406, DOI: 10.1016/j.worlddev.2014.06.020.
39. Albert Makochekanwa, 2014, "Welfare Implications of COMESA-EAC-SADC Tripartite Free Trade Area," African Development Review, African Development Bank, volume 26, issue 1, pages 186-202.
    
    • Albert Makochekanwa, 2014, "Welfare Implications of COMESA-EAC-SADC Tripartite Free Trade Area," African Development Review, African Development Bank, volume 26, issue 1, pages 186-202, March.
40. Nara F Monkam, 2014, "Local municipality productive efficiency and its determinants in South Africa," Development Southern Africa, Taylor & Francis Journals, volume 31, issue 2, pages 275-298, March, DOI: 10.1080/0376835X.2013.875888.
    
    • Nara F. Monkam, 2011, "Local Municipality Productive Efficiency and Its Determinants in South Africa," Working Papers, University of Pretoria, Department of Economics, number 201120, Oct.
41. Ludwig, Alexander & Zimper, Alexander, 2014, "Biased Bayesian learning with an application to the risk-free rate puzzle," Journal of Economic Dynamics and Control, Elsevier, volume 39, issue C, pages 79-97, DOI: 10.1016/j.jedc.2013.11.007.
    
    • Alexander Ludwig & Alexander Zimper, 2013, "Biased Bayesian learning with an application to the risk-free rate puzzle," Working Papers, University of Pretoria, Department of Economics, number 201366, Nov.
    • Alexander Ludwig & Alexander Zimper, 2013, "Biased Bayesian Learning with an Application to the Risk-Free Rate Puzzle," ERSA Working Paper Series, Economic Research Southern Africa, number 390, Nov.
42. Zimper, Alexander, 2014, "On the impossibility of insider trade in rational expectations equilibria," The North American Journal of Economics and Finance, Elsevier, volume 28, issue C, pages 109-118, DOI: 10.1016/j.najef.2014.02.004.
    
    • Alexander Zimper, 2013, "On the impossibility of insider trade in rational expectations equilibria," Working Papers, University of Pretoria, Department of Economics, number 201379, Dec.
    • Alexander Zimper, 2013, "On the impossibility of insider trade in rational expectations equilibria," ERSA Working Paper Series, Economic Research Southern Africa, number 399, Dec.
43. Alexander Zimper, 2014, "The minimal confidence levels of Basel capital regulation," Journal of Banking Regulation, Palgrave Macmillan, volume 15, issue 2, pages 129-143, April.
    
    • Alexander Zimper, 2013, "The minimal confidence levels of Basel capital regulation," Working Papers, University of Pretoria, Department of Economics, number 201305, Jan.

2013

1. 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, volume 30, issue C, pages 149-156, DOI: 10.1016/j.econmod.2012.09.028.
2. Beatrice D. Simo-Kengne & Rangan Gupta & Manoel Bittencourt, 2013, "The Impact of House Prices on Consumption in South Africa: Evidence from Provincial-Level Panel VARs," Housing Studies, Taylor & Francis Journals, volume 28, issue 8, pages 1133-1154, November, DOI: 10.1080/02673037.2013.804492.
   
   • 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, University of Pretoria, Department of Economics, number 201211, Mar.
3. 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, volume 30, issue 2, pages 262-278, June, DOI: 10.1080/0376835X.2013.797229.
4. Augustin Kwasi Fosu, 2013, "Institutions and African Economies: An Overview," Journal of African Economies, Centre for the Study of African Economies, volume 22, issue 4, pages 491-498, August.
5. Augustin Kwasi Fosu, 2013, "Growth of African Economies: Productivity, Policy Syndromes and the Importance of Institutions," Journal of African Economies, Centre for the Study of African Economies, volume 22, issue 4, pages 523-551, August.
   
   • Augustin Kwasi Fosu, 2012, "Growth of African Economies: Productivity, Policy Syndromes and the Importance of Institutions," CSAE Working Paper Series, Centre for the Study of African Economies, University of Oxford, number 2012-11.
   • Augustin Kwasi Fosu, 2013, "Growth of African Economies: Productivity, Policy Syndromes, and the Importance of Institutions," WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER), number wp-2013-005.
6. Augustin Kwasi Fosu, 2013, "Impact Of The Global Financial And Economic Crisis On Development: Whither Africa?," Journal of International Development, John Wiley & Sons, Ltd., volume 25, issue 8, pages 1085-1104, November.
7. 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, volume 13, issue 1, pages 135-144.
8. Gupta, Rangan & Modise, Mampho P., 2013, "Macroeconomic Variables and South African Stock Return Predictability," Economic Modelling, Elsevier, volume 30, issue C, pages 612-622, DOI: 10.1016/j.econmod.2012.10.015.
   
   • Rangan Gupta & Mampho P. Modise, 2011, "Macroeconomic Variables and South African Stock Return Predictability," Working Papers, University of Pretoria, Department of Economics, number 201107, Mar.
9. 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, volume 32, issue C, pages 161-171, DOI: 10.1016/j.econmod.2013.02.006.
10. Gupta, Rangan & Steinbach, Rudi, 2013, "A DSGE-VAR model for forecasting key South African macroeconomic variables," Economic Modelling, Elsevier, volume 33, issue C, pages 19-33, DOI: 10.1016/j.econmod.2013.03.012.
11. 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, volume 40, issue C, pages 825-831, DOI: 10.1016/j.eneco.2013.10.005.
    
    • 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, University of Pretoria, Department of Economics, number 201318, Apr.
12. 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, volume 35, issue 5, pages 798-812, DOI: 10.1016/j.jpolmod.2011.05.001.
    
    • Kafayat Amusa & Rangan Gupta & Shaakira Karolia & Beatrice D. Simo Kengne, 2010, "The Long-Run Impact of Inflation in South Africa," Working Papers, University of Pretoria, Department of Economics, number 201029, Dec.
13. Rangan Gupta & Monique Reid, 2013, "Macroeconomic surprises and stock returns in South Africa," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 30, issue 3, pages 266-282, July, DOI: 10.1108/SEF-Apr-2012-0049.
    
    • Rangan Gupta & Monique Reid, 2012, "Macroeconomic Surprises and Stock Returns in South Africa," Working Papers, University of Pretoria, Department of Economics, number 201212, Apr.
    • Rangan Gupta & Monique Reid, 2012, "Macroeconomic Surprises and Stock Returns in South Africa," Working Papers, Stellenbosch University, Department of Economics, number 05/2012.
14. 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, volume 6, issue 3, pages 296-310.
    
    • 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, University of Pretoria, Department of Economics, number 201319, Apr.
15. 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), volume 10, issue 1, pages 121-148, April.
    
    • 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, University of Pretoria, Department of Economics, number 201304, Jan.
16. 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, volume 12, issue 3, pages 239-291, December, DOI: 10.1177/0972652713512913.
    
    • Rangan Gupta & Faaiqa Hartley, 2011, "The Role of Asset Prices in Forecasting Inflation and Output in South Africa," Working Papers, University of Pretoria, Department of Economics, number 201115, Jul.
17. Mehmet Balcilar & Abebe Beyene & Rangan Gupta & Monaheng Seleteng, 2013, "‘Ripple’ Effects in South African House Prices," Urban Studies, Urban Studies Journal Limited, volume 50, issue 5, pages 876-894, April, DOI: 10.1177/0042098012458551.
18. 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, volume 44, issue 2, pages 387-417, April, DOI: 10.1007/s00181-011-0536-2.
    
    • Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen Miller, 2010, "Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-01.
    • Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen M. Miller, 2011, "Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes," Working Papers, University of Nevada, Las Vegas , Department of Economics, number 1103, Mar.
    • 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, University of Pretoria, Department of Economics, number 201018, Jul.
    • 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, University of Connecticut, Department of Economics, number 2010-21, Jul.
19. 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, volume 45, issue 33, pages 4677-4697, November, DOI: 10.1080/00036846.2013.797561.
20. Luis Gil-Alana & Goodness Ave & Rangan Gupta, 2013, "Testing for Persistence in South African House Prices," Journal of Real Estate Literature, Taylor & Francis Journals, volume 21, issue 2, pages 293-314, January, DOI: 10.1080/10835547.2013.12090367.
21. Goodness Aye & Mehmet Balcilar & Rangan Gupta, 2013, "Long- and Short-Run Relationships between House and Stock Prices in South Africa: A Nonparametric Approach," Journal of Housing Research, Taylor & Francis Journals, volume 22, issue 2, pages 203-219, January, DOI: 10.1080/10835547.2013.12092078.
    
    • 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, University of Pretoria, Department of Economics, number 201136, Dec.
22. 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, Vizja University, volume 7, issue 1, March.
    
    • 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, University of Pretoria, Department of Economics, number 201134, Dec.
23. R. Inglesi-Lotz & A. Pouris, 2013, "The influence of scientific research output of academics on economic growth in South Africa: an autoregressive distributed lag (ARDL) application," Scientometrics, Springer;Akadémiai Kiadó, volume 95, issue 1, pages 129-139, April, DOI: 10.1007/s11192-012-0817-3.
24. Jooste, Charl & Liu, Guangling (Dave) & Naraidoo, Ruthira, 2013, "Analysing the effects of fiscal policy shocks in the South African economy," Economic Modelling, Elsevier, volume 32, issue C, pages 215-224, DOI: 10.1016/j.econmod.2013.02.011.
    
    • Charl Jooste & Guangling Dave Liu & Ruthira Naraidoo, 2012, "Analysing the Effects of Fiscal Policy Shocks in the South African Economy," Working Papers, University of Pretoria, Department of Economics, number 201206, Feb.
25. Sunel Grimbeek & Steve Koch & Richard Grimbeek, 2013, "The Consistency of Merger Decisions at the South African Competition Commission," South African Journal of Economics, Economic Society of South Africa, volume 81, issue 4, pages 561-580, December.
26. Beyene, Abebe D. & Koch, Steven F., 2013, "Clean fuel-saving technology adoption in urban Ethiopia," Energy Economics, Elsevier, volume 36, issue C, pages 605-613, DOI: 10.1016/j.eneco.2012.11.003.
    
    • Abebe Damte & Steven F. Koch, 2011, "Clean Fuel Saving Technology Adoption In Urban Ethiopia," Working Papers, University of Pretoria, Department of Economics, number 201109, Apr.
27. Beyene, Abebe D. & Koch, Steven F., 2013, "Property rights, institutions and choice of fuelwood source in rural Ethiopia," Forest Policy and Economics, Elsevier, volume 30, issue C, pages 30-38, DOI: 10.1016/j.forpol.2013.02.002.
28. Ndahiriwe Kasa & Ruthira Naraidoo, 2013, "The opportunistic approach to monetary policy and financial market conditions," Applied Economics, Taylor & Francis Journals, volume 45, issue 18, pages 2537-2545, June, DOI: 10.1080/00036846.2012.669464.
29. R. Seymore & J. H. van Heerden & M. Mabugu, 2013, "The Impact of a Multilateral Electricity Generation Tax on Competitiveness in Southern Africa: A Computable General Equilibrium Analysis Using the Global Trade Analysis Project," Energy & Environment, , volume 24, issue 6, pages 917-938, October, DOI: 10.1260/0958-305X.24.6.917.
30. 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, volume 21, issue 3, pages 419-450, July.
31. Ngalawa, Harold & Viegi, Nicola, 2013, "Interaction of formal and informal financial markets in quasi-emerging market economies," Economic Modelling, Elsevier, volume 31, issue C, pages 614-624, DOI: 10.1016/j.econmod.2013.01.005.
    
    • Harold Ngalawa & Nicola Viegi, 2013, "Interaction of Formal and Informal Financial Markets in Quasi-Emerging Market Economies," Working Papers, University of Pretoria, Department of Economics, number 201306, Jan.
    • Harold P. E. Ngawala & Nicola Viegi, 2013, "Interaction of Formal and Informal Financial Markets in Quasi-Emerging Market Economies," ERSA Working Paper Series, Economic Research Southern Africa, number 326, Jan.
32. Agbor, Julius A & Fedderke, Johannes W & Viegi, Nicola, 2013, "How colonial education practices helped shape the pattern of decolonization in West Africa," International Journal of Development and Conflict, Gokhale Institute of Politics and Economics, volume 3, issue 2, pages 1-23.
33. Alexander Zimper, 2013, "Optimal Liquidity Provision Through a Demand Deposit Scheme: The Jacklin Critique Revisited," German Economic Review, Verein für Socialpolitik, volume 14, issue 1, pages 89-107, February, DOI: 10.1111/j.1468-0475.2012.0566.x.
    
    • Zimper Alexander, 2013, "Optimal Liquidity Provision Through a Demand Deposit Scheme: The Jacklin Critique Revisited," German Economic Review, De Gruyter, volume 14, issue 1, pages 89-107, February, DOI: 10.1111/j.1468-0475.2012.0566.x.
34. Zimper, Alexander, 2013, "On the welfare equivalence of asset markets and banking in Diamond Dybvig economies," Economics Letters, Elsevier, volume 121, issue 3, pages 356-359, DOI: 10.1016/j.econlet.2013.09.023.
    
    • Alexander Zimper, 2013, "On the Welfare Equivalence of Asset Markets and Banking in Diamond Dybvig Economies," Working Papers, University of Pretoria, Department of Economics, number 201356, Sep.
35. Alexander Ludwig & Alexander Zimper, 2013, "A decision-theoretic model of asset-price underreaction and overreaction to dividend news," Annals of Finance, Springer, volume 9, issue 4, pages 625-665, November, DOI: 10.1007/s10436-012-0208-z.
    
    • Alexander Ludwig & Alexander Zimper, 2012, "A decision-theoretic model of asset-price underreaction and overreaction to dividend news," Working Papers, University of Pretoria, Department of Economics, number 201223, Jun.
    • Alexander Ludwig & Alexander Zimper, 2012, "A decision-theoretic model of asset-price underreaction and overreaction to dividend news," ERSA Working Paper Series, Economic Research Southern Africa, number 296, Jun.
36. A. Ludwig & A. Zimper, 2013, "A parsimonious model of subjective life expectancy," Theory and Decision, Springer, volume 75, issue 4, pages 519-541, October, DOI: 10.1007/s11238-013-9355-6.
    
    • Alexander Ludwig & Alexander Zimper, 2007, "A Parsimonious Model of Subjective Life Expectancy," MEA discussion paper series, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy, number 07154, Dec.
    • Ludwig, Alexander & Zimper, Alexander, 2007, "A parsimonious model of subjective life expectancy," Papers, Sonderforschungsbreich 504, number 07-65.
    • Alexander Ludwig & Alexander Zimper, 2008, "A parsimonious model of subjective life expectancy," ERSA Working Paper Series, Economic Research Southern Africa, number 074, Feb.
    • Ludwig, Alexander & Zimper, Alexander, 2007, "A Parsimonious Model of Subjective Life Expectancy," Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim, number 07-65, Nov.

2012

1. Bittencourt, Manoel, 2012, "Inflation and economic growth in Latin America: Some panel time-series evidence," Economic Modelling, Elsevier, volume 29, issue 2, pages 333-340, DOI: 10.1016/j.econmod.2011.10.018.
   
   • Manoel Bittencourt, 2010, "Inflation and Economic Growth in Latin America: Some Panel Time-Series Evidence," Working Papers, University of Pretoria, Department of Economics, number 201011, Apr.
2. Bittencourt, Manoel, 2012, "Financial development and economic growth in Latin America: Is Schumpeter right?," Journal of Policy Modeling, Elsevier, volume 34, issue 3, pages 341-355, DOI: 10.1016/j.jpolmod.2012.01.012.
   
   • Bittencourt, Manoel, 2011, "Financial Development and Economic Growth in Latin America: Is Schumpeter Right?," Proceedings of the German Development Economics Conference, Berlin 2011, Verein für Socialpolitik, Research Committee Development Economics, number 13.
3. 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.
4. Manoel Bittencourt, 2012, "Democracy, populism and hyperinflation: some evidence from Latin America," Economics of Governance, Springer, volume 13, issue 4, pages 311-332, December, DOI: 10.1007/s10101-012-0117-7.
5. Beatrice Simo-Kengne & Manoel Bittencourt & Rangan Gupta, 2012, "House Prices and Economic Growth in South Africa: Evidence From Provincial-Level Data," Journal of Real Estate Literature, Taylor & Francis Journals, volume 20, issue 1, pages 97-117, January, DOI: 10.1080/10835547.2012.12090311.
   
   • Beatrice D. Simo-Kengne & Manoel Bittencourt & Rangan Gupta, 2011, "House Prices and Economic Growth in South Africa: Evidence from Provincial-Level Data," Working Papers, University of Pretoria, Department of Economics, number 201116, Aug.
6. Getachew, Yoseph Yilma, 2012, "Distributional effects of public policy choices," Economics Letters, Elsevier, volume 115, issue 1, pages 56-59, DOI: 10.1016/j.econlet.2011.11.023.
   
   • Yoseph Yilma Getachew, 2012, "Distributional effects of public policy choices," Department of Economics Working Papers, Durham University, Department of Economics, number 2012_04, Feb.
7. 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, volume 58, issue 1, pages 19-70, DOI: 10.3790/aeq.58.1.19.
   
   • Christophe André & Rangan Gupta & Patrick T. Kanda, 2012, "Do House Prices Impact Consumption and Interest Rate?: Evidence from OECD Countries Using an Agnostic Identification Procedure," OECD Economics Department Working Papers, OECD Publishing, number 947, Mar, DOI: 10.1787/5k9d192klphd-en.
   • 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, University of Pretoria, Department of Economics, number 201118, Sep.
8. 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, volume 12, issue 2.
   
   • Rangan Gupta & Roula Inglesi-Lotz, 2012, "Macro Shocks and Real US Stock Prices with Special Focus on the "Great Recession"," Working Papers, University of Pretoria, Department of Economics, number 201208, Feb.
9. 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, volume 12, issue 1, pages 147-158.
   
   • Goodness C. Aye & Rangan Gupta, 2011, "The Effects of Monetary Policy On Real Farm Prices in South Africa," Working Papers, University of Pretoria, Department of Economics, number 201119, Oct.
10. 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, volume 29, issue 3, pages 908-916, DOI: 10.1016/j.econmod.2011.12.013.
    
    • 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, University of Pretoria, Department of Economics, number 201027, Dec.
11. 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, volume 29, issue 6, pages 2435-2443, DOI: 10.1016/j.econmod.2012.06.038.
    
    • 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, University of Pretoria, Department of Economics, number 201030, Dec.
12. Rangan Gupta & Josine Uwilingiye, 2012, "Comparing South African Inflation Volatility Across Monetary Policy Regimes: An Application of Saphe Cracking," Journal of Developing Areas, Tennessee State University, College of Business, volume 46, issue 1, pages 45-54, January-J.
    
    • Rangan Gupta & Josine Uwilingiye, 2009, "Comparing South African Inflation Volatility Across Monetary Policy Regimes: An Application Of Saphe Cracking," Working Papers, University of Pretoria, Department of Economics, number 200906, Feb.
13. 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, volume 44, issue 3, pages 339-361, April, DOI: 10.1007/s11146-010-9234-7.
    
    • Rangan Gupta & Stephen M. Miller, 2009, "The Time-Series Properties of House Prices: A Case Study of the Southern California Market," Working Papers, University of Nevada, Las Vegas , Department of Economics, number 0912, Mar, revised Dec 2009.
14. Rangan Gupta & Mampho P. Modise, 2012, "Valuation Ratios and Stock Return Predictability in South Africa: Is It There?," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 48, issue 1, pages 70-82, January.
15. Rangan Gupta & Stephen Miller, 2012, "“Ripple effects” and forecasting home prices in Los Angeles, Las Vegas, and Phoenix," The Annals of Regional Science, Springer;Western Regional Science Association, volume 48, issue 3, pages 763-782, June, DOI: 10.1007/s00168-010-0416-2.
    
    • Rangan Gupta & Stephen M. Miller, 2009, ""Ripple Effects” and Forecasting Home Prices in Los Angeles, Las Vegas, and Phoenix," Working Papers, University of Nevada, Las Vegas , Department of Economics, number 0902, Jan.
    • Rangan Gupta & Stephen M. Miller, 2009, "“Ripple Effects” and Forecasting Home Prices In Los Angeles, Las Vegas, and Phoenix," Working Papers, University of Pretoria, Department of Economics, number 200901, Jan.
    • Rangan Gupta & Stephen M. Miller, 2009, ""Ripple Effects" and Forecasting Home Prices in Los Angeles, Las Vegas, and Phoenix," Working papers, University of Connecticut, Department of Economics, number 2009-05, Jan, revised Jun 2009.
16. Inglesi-Lotz, R. & Pouris, A., 2012, "Energy efficiency in South Africa: A decomposition exercise," Energy, Elsevier, volume 42, issue 1, pages 113-120, DOI: 10.1016/j.energy.2012.04.002.
17. Inglesi-Lotz, R. & Blignaut, J.N., 2012, "Electricity intensities of the OECD and South Africa: A comparison," Renewable and Sustainable Energy Reviews, Elsevier, volume 16, issue 7, pages 4491-4499, DOI: 10.1016/j.rser.2012.04.004.
    
    • Roula Inglesi-Lotz & James Blignaut, 2011, "Electricity Intensities of the OECD and South Africa: A Comparison," Working Papers, University of Pretoria, Department of Economics, number 201106, Feb.
18. Maylene Y. Damoense-Azevedo & André C. Jordaan, 2012, "Factors influencing bilateral intra-industry trade in the auto industry: the case of South Africa," International Journal of Economics and Business Research, Inderscience Enterprises Ltd, volume 4, issue 1/2, pages 63-82.
19. André Jordaan & Joel Eita, 2012, "Determinants of South Africa's exports of leather products," Agrekon, Taylor & Francis Journals, volume 51, issue 2, pages 38-52, DOI: 10.1080/03031853.2012.695137.
    
    • Jordaan, André C. & Eita, Joel H., 2012, "Determinants of South Africa's exports of leather products," Agrekon, Agricultural Economics Association of South Africa (AEASA), volume 51, issue 2, June, DOI: 10.22004/ag.econ.345069.
    • André C. Jordaan & Joel Hinaunye Eita, 2007, "Determinants of South Africa’s Exports of Leather Products," Working Papers, University of Pretoria, Department of Economics, number 200721, Oct.
20. Charl Jooste & Marina Marinkov, 2012, "South Africa'S Transition To A Consolidated Budget," South African Journal of Economics, Economic Society of South Africa, volume 80, issue 2, pages 181-199, June, DOI: j.1813-6982.2011.01294.x.
21. Philippe Burger & Ian Stuart & Charl Jooste & Alfredo Cuevas, 2012, "Fiscal Sustainability And The Fiscal Reaction Function For South Africa: Assessment Of The Past And Future Policy Applications," South African Journal of Economics, Economic Society of South Africa, volume 80, issue 2, pages 209-227, June, DOI: j.1813-6982.2012.01321.x.
22. Steven F. Koch & Jean D. Slabbert, 2012, "Stochastic Frontier Analysis Of Specialist Surgeon Clinics," South African Journal of Economics, Economic Society of South Africa, volume 80, issue 1, pages 1-15, March, DOI: j.1813-6982.2011.01307.x.
23. Gelo, Dambala & Koch, Steven F., 2012, "Does one size fit all? Heterogeneity in the valuation of community forestry programs," Ecological Economics, Elsevier, volume 74, issue C, pages 85-94, DOI: 10.1016/j.ecolecon.2011.11.010.
    
    • Dambala Gelo & Steven F. Koch, 2011, "Does One Size Fit All? Heterogeneity in the Valuation of Community Forestry Programs?," Working Papers, University of Pretoria, Department of Economics, number 201121, Oct.
    • Dambala Gelo & Steven F. Koch, 2011, "Does One Size Fit All? Heterogeneity in the Valuation of Community Forestry Programs?," ERSA Working Paper Series, Economic Research Southern Africa, number 248, Oct.
24. Monkam, Nara F., 2012, "International donor agencies’ incentive structures and foreign aid effectiveness," Journal of Institutional Economics, Cambridge University Press, volume 8, issue 3, pages 399-427, September.
25. 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, volume 56, issue 1, pages 173-189, January.
26. Naraidoo, Ruthira & Paya, Ivan, 2012, "Forecasting monetary policy rules in South Africa," International Journal of Forecasting, Elsevier, volume 28, issue 2, pages 446-455, DOI: 10.1016/j.ijforecast.2011.04.006.
    
    • R Naraidoo & I Paya, 2010, "Forecasting Monetary Policy Rules in South Africa," Working Papers, Lancaster University Management School, Economics Department, number 611194.
27. Ndahiriwe Kasaï & Ruthira Naraidoo, 2012, "Financial assets, linear and nonlinear policy rules," Journal of Economic Studies, Emerald Group Publishing Limited, volume 39, issue 2, pages 161-177, May, DOI: 10.1108/01443581211222644.
28. R. Seymore & M. Mabugu & J. H. van Heerden, 2012, "The Welfare Effects of Reversed Border Tax Adjustments as a Remedy under Unilateral Environmental Taxation," Energy & Environment, , volume 23, issue 8, pages 1209-1220, December, DOI: 10.1260/0958-305X.23.8.1209.
29. Oluyele Akinkugbe & Chitalu Chama-Chiliba & Naomi Tlotlego, 2012, "Health Financing and Catastrophic Payments for Health Care: Evidence from Household-level Survey Data in Botswana and Lesotho," African Development Review, African Development Bank, volume 24, issue 4, pages 358-370.
    
    • Oluyele Akinkugbe & Chitalu Mirriam Chama-Chiliba & Naomi Tlotlego, 2012, "Health Financing and Catastrophic Payments for Health Care: Evidence from Household-level Survey Data in Botswana and Lesotho," African Development Review, African Development Bank, volume 24, issue 4, pages 358-370, December, DOI: 1467-8268.12006.
30. Demertzis Maria & Marcellino Massimiliano & Viegi Nicola, 2012, "A Credibility Proxy: Tracking US Monetary Developments," The B.E. Journal of Macroeconomics, De Gruyter, volume 12, issue 1, pages 1-36, June, DOI: 10.1515/1935-1690.2442.
31. Shaheen Seedat & Alexander Zimper, 2012, "Existence of speculative bubbles when time-horizons are finite," Economics Bulletin, AccessEcon, volume 32, issue 1, pages 251-259.
32. 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, volume 36, issue 4, pages 610-628, DOI: 10.1016/j.jedc.2011.11.006.
33. Zimper, Alexander & Hassan, Shakill, 2012, "Can industry regulators learn collusion structures from information-efficient asset markets?," Economics Letters, Elsevier, volume 116, issue 1, pages 1-4, DOI: 10.1016/j.econlet.2012.01.002.
34. Eric Danan & Ani Guerdjikova & Alexander Zimper, 2012, "Indecisiveness aversion and preference for commitment," Theory and Decision, Springer, volume 72, issue 1, pages 1-13, January, DOI: 10.1007/s11238-011-9254-7.
    
    • Eric Danan & Ani Guerdjikovaz & Alexander Zimper, 2009, "Indecisiveness aversion and preference for commitment," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2009-04.
    • Eric Danan & Ani Guerdjikova & Alexander Zimper, 2012, "Indecisiveness aversion and preference for commitment," Post-Print, HAL, number hal-00872238, DOI: 10.1007/s11238-011-9254-7.

2011

1. 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, volume 49, issue 2, pages 228-230, June.
2. Manoel Bittencourt, 2011, "Is Copacabana Still the ‘Little Princess of the Sea’?," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 12, issue 01, pages 11-16, March.
3. Bittencourt, Manoel, 2011, "Inflation and financial development: Evidence from Brazil," Economic Modelling, Elsevier, volume 28, issue 1-2, pages 91-99, January.
   
   • Bittencourt, Manoel, 2011, "Inflation and financial development: Evidence from Brazil," Economic Modelling, Elsevier, volume 28, issue 1, pages 91-99, DOI: 10.1016/j.econmod.2010.09.021.
   • Manoel Bittencourt, 2007, "Inflation and Financial Development: Evidence from Brazil," Ibero America Institute for Econ. Research (IAI) Discussion Papers, Ibero-America Institute for Economic Research, number 165, Oct.
   • Manoel Bittencourt, 2008, "Inflation and Financial Development: Evidence from Brazil," ERSA Working Paper Series, Economic Research Southern Africa, number 067, Jan.
   • Manoel Bittencourt, 2008, "Inflation and Financial Development: Evidence from Brazil," WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER), number RP2008-14.
   • Bittencourt, Manoel, 2007, "Inflation and Financial Development: Evidence from Brazil," Proceedings of the German Development Economics Conference, Göttingen 2007, Verein für Socialpolitik, Research Committee Development Economics, number 1.
4. Rangan Gupta, 2011, "Growth-Effects of Inflation Targeting: The Role of Financial Sector Development," Annals of Economics and Finance, Society for AEF, volume 12, issue 1, pages 65-87, May.
   
   • Rangan Gupta, 2006, "Growth-Effects of Inflation Targeting: The Role of Financial Sector Development," Working Papers, University of Pretoria, Department of Economics, number 200610, Mar.
5. Rangan Gupta & Alain Kabundi, 2011, "Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs," Indian Economic Review, Department of Economics, Delhi School of Economics, volume 46, issue 1, pages 23-40.
   
   • Rangan Gupta & Alain Kabundi, 2008, "Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs," Working Papers, University of Pretoria, Department of Economics, number 200816, Jun.
6. 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, volume 28, issue 3, pages 891-899, May.
   
   • 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, University of Pretoria, Department of Economics, number 201008, Mar.
7. 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, volume 28, issue 4, pages 2013-2021, July.
   
   • Rangan Gupta & Alan Kabundi & Stephen M. Miller, 2010, "Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals," Working Papers, University of Nevada, Las Vegas , Department of Economics, number 1001, Dec.
   • 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, University of Pretoria, Department of Economics, number 200927, Dec.
   • 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, University of Connecticut, Department of Economics, number 2009-42, Dec.
8. Gupta, Rangan & Kabundi, Alain, 2011, "A large factor model for forecasting macroeconomic variables in South Africa," International Journal of Forecasting, Elsevier, volume 27, issue 4, pages 1076-1088, October.
9. 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., volume 30, issue 2, pages 288-302, March.
10. Rangan Gupta & Emmanuel Ziramba, 2011, "Is the Permanent Income Hypothesis Really Well-Suited for Forecasting?," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, volume 37, issue 2, pages 165-177.
11. Rangan Gupta, 2011, "Currency Substitution and Financial Repression," International Economic Journal, Taylor & Francis Journals, volume 25, issue 1, pages 47-61, DOI: 10.1080/10168731003753875.
    
    • Rangan Gupta, 2008, "Currency Substitution and Financial Repression," Working Papers, University of Pretoria, Department of Economics, number 200806, Apr.
    • Rangan Gupta, 2008, "Currency Substitution and Financial Repression," ERSA Working Paper Series, Economic Research Southern Africa, number 070, Feb.
12. Riona Arjoon & Mariëtte 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, volume 13, issue 4, pages 600-613, July, DOI: 10.3846/16111699.2011.620162.
    
    • 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, University of Pretoria, Department of Economics, number 201028, Dec.
13. Sonali Das & Rangan Gupta & Patrick Kanda, 2011, "International Articles: Bubbles In South African House Prices And Their Impact On Consumption," Journal of Real Estate Literature, Taylor & Francis Journals, volume 19, issue 1, pages 69-91, January, DOI: 10.1080/10835547.2011.12090282.
14. Rangan Gupta & Alain Kabundi & Stephen Miller, 2011, "Using Large Data Sets to Forecast House Prices: A Case Study of Twenty U.S. States," Journal of Housing Research, Taylor & Francis Journals, volume 20, issue 2, pages 161-190, January, DOI: 10.1080/10835547.2011.12092042.
15. Inglesi-Lotz, Roula & Blignaut, James N., 2011, "South Africa’s electricity consumption: A sectoral decomposition analysis," Applied Energy, Elsevier, volume 88, issue 12, pages 4779-4784, DOI: 10.1016/j.apenergy.2011.06.018.
    
    • Roula Inglesi-Lotz & James Blignaut, 2011, "South Africa's Electricity Consumption: A Sectoral Decomposition Analysis," Working Papers, University of Pretoria, Department of Economics, number 201105, Feb.
16. Inglesi-Lotz, R., 2011, "The evolution of price elasticity of electricity demand in South Africa: A Kalman filter application," Energy Policy, Elsevier, volume 39, issue 6, pages 3690-3696, June.
17. 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, volume 14, issue 4, pages 449-465, December.
18. Roula Inglesi-Lotz & Anastassios Pouris, 2011, "Scientometric impact assessment of a research policy instrument: the case of rating researchers on scientific outputs in South Africa," Scientometrics, Springer;Akadémiai Kiadó, volume 88, issue 3, pages 747-760, September, DOI: 10.1007/s11192-011-0440-8.
19. Nuttall, M.A. & Jordaan, A. & Cerrato, R.M. & Frisk, M.G., 2011, "Identifying 120 years of decline in ecosystem structure and maturity of Great South Bay, New York using the Ecopath modelling approach," Ecological Modelling, Elsevier, volume 222, issue 18, pages 3335-3345, DOI: 10.1016/j.ecolmodel.2011.07.004.
20. 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, volume 14, issue 2, pages 229-244, June.
21. A.C Jordaan, 2011, "Analysing Exports in South Africa’S Chemical Sector: A Panel Data Approach," Studies in Economics and Econometrics, Taylor & Francis Journals, volume 35, issue 2, pages 95-112, August, DOI: 10.1080/10800379.2011.12097220.
22. Albert Makochekanwa, 2011, "Impact of Budget Deficit on Inflation in Zimbabwe," Economic Research Guardian, Mutascu Publishing, volume 1, issue 2, pages 49-59, December.
    
    • Makochekanwa, Albert, 2008, "The impact of a budget deficit on inflation in Zimbabwe," MPRA Paper, University Library of Munich, Germany, number 24227, Apr.
23. 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, volume 28, issue 1-2, pages 251-258, January.
    
    • 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, volume 28, issue 1, pages 251-258, DOI: 10.1016/j.econmod.2010.09.005.
    • Ruthira Naraidoo & Leroi Raputsoane, 2010, "Optimal monetary policy reaction function in a model with target zones and asymmetric preferences for South Africa," Working Papers, University of Pretoria, Department of Economics, number 201004, Mar.
24. Harold Ngalawa & Nicola Viegi, 2011, "Dynamic Effects Of Monetary Policy Shocks In Malawi," South African Journal of Economics, Economic Society of South Africa, volume 79, issue 3, pages 224-250, September, DOI: j.1813-6982.2011.01284.x.
    
    • Harold Ngalawa & Nicola Viegi, 2011, "Dynamic Effects of Monetary Policy Shocks in Malawi," Working Papers, University of Pretoria, Department of Economics, number 201112, May.
    • Valentin Lindlacher & Moritz Goldbeck, 2025, "Digital Infrastructure and Local Economic Development: Early Internet in Sub-Saharan Africa," ERSA Working Paper Series, Economic Research Southern Africa, number 217, Sep.
25. Alexander Zimper, 2011, "Do Bayesians Learn Their Way Out of Ambiguity?," Decision Analysis, INFORMS, volume 8, issue 4, pages 269-285, December, DOI: 10.1287/deca.1110.0217.
    
    • Alexander Zimper, 2011, "Do Bayesians learn their way out of ambiguity?," ERSA Working Paper Series, Economic Research Southern Africa, number 240, Sep.
26. Alexander Zimper, 2011, "Re-examining the law of iterated expectations for Choquet decision makers," Theory and Decision, Springer, volume 71, issue 4, pages 669-677, October, DOI: 10.1007/s11238-010-9221-8.

2010

1. Manoel Bittencourt, 2010, "Financial development and inequality: Brazil 1985–1994," Economic Change and Restructuring, Springer, volume 43, issue 2, pages 113-130, May, DOI: 10.1007/s10644-009-9080-x.
   
   • Manoel Bittencourt, 2007, "Financial Development and Inequality: Brazil 1985-1994," Ibero America Institute for Econ. Research (IAI) Discussion Papers, Ibero-America Institute for Economic Research, number 164, Oct.
2. 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, volume 12, issue 2, pages 28-49.
3. Augustin Fosu, 2010, "The External Debt-Servicing Constraint and Public-Expenditure Composition in Sub-Saharan Africa," African Development Review, African Development Bank, volume 22, issue 3, pages 378-393.
   
   • Fosu, Augustin, 2010, "The external debt-servicing constraint and public-expenditure composition in sub-Saharan Africa," MPRA Paper, University Library of Munich, Germany, number 39238.
4. Augustin Kwasi Fosu, 2010, "The Effect of Income Distribution on the Ability of Growth to Reduce Poverty: Evidence from Rural and Urban African Economies," American Journal of Economics and Sociology, Wiley Blackwell, volume 69, issue 3, pages 1034-1053, July, DOI: 10.1111/j.1536-7150.2010.00736.x.
5. Augustin Kwasi Fosu, 2010, "Inequality, Income, and Poverty: Comparative Global Evidence," Social Science Quarterly, Southwestern Social Science Association, volume 91, issue 5, pages 1432-1446, December, DOI: 10.1111/j.1540-6237.2010.00739.x.
   
   • Augustin Kwasi Fosu, 2010, "Inequality, income and poverty: comparative global evidence," Global Development Institute Working Paper Series, GDI, The University of Manchester, number 14010.
   • Augustin Kwasi Fosu, 2010, "Inequality, Income and Poverty: Comparative Global Evidence," WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER), number wp-2010-093.
6. Augustin Kwasi Fosu, 2010, "Africa's Economic Future: Learning from the Past," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 11, issue 01, pages 62-71, April.
7. Fosu, Augustin Kwasi, 2010, "Does inequality constrain poverty reduction programs? Evidence from Africa," Journal of Policy Modeling, Elsevier, volume 32, issue 6, pages 818-827, November.
8. Getachew, Yoseph Yilma, 2010, "Public capital and distributional dynamics in a two-sector growth model," Journal of Macroeconomics, Elsevier, volume 32, issue 2, pages 606-616, June.
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, volume 78, issue 1, pages 76-88, March, DOI: 10.1111/j.1813-6982.2010.01234.x.
10. 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, volume 11, issue 1, pages 139-153, May.
    
    • Rangan Gupta & Cobus Vermeulen, 2010, "Private and Public Health Expenditures in an Endogenous Growth Model with Inflation Targeting," Working Papers, University of Pretoria, Department of Economics, number 201001, Feb.
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, volume 10, issue 1.
    
    • 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, University of Pretoria, Department of Economics, number 200922, Oct.
12. 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, volume 27, issue 1, pages 315-323, January.
    
    • 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, University of Pretoria, Department of Economics, number 200905, Jan.
13. Guangling “Dave” Liu & Rangan Gupta & Eric Schaling, 2010, "Forecasting the South African economy: a hybrid‐DSGE approach," Journal of Economic Studies, Emerald Group Publishing Limited, volume 37, issue 2, pages 181-195, May, DOI: 10.1108/01443581011043573.
14. Rangan Gupta & Alain Kabundi, 2010, "The effect of monetary policy on house price inflation," Journal of Economic Studies, Emerald Group Publishing Limited, volume 37, issue 6, pages 616-626, November, DOI: 10.1108/01443581011086657.
15. 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., volume 29, issue 1-2, pages 168-185, DOI: 10.1002/for.1143.
    
    • Rangan Gupta & Alain Kabundi, 2008, "Forecasting Macroeconomic Variables in a Small Open Economy: A Comparison between Small- and Large-Scale Models," Working Papers, University of Pretoria, Department of Economics, number 200830, Sep.
16. Rangan Gupta & Alain Kabundi & Mampho Modise, 2010, "Has the SARB become more effective post inflation targeting?," Economic Change and Restructuring, Springer, volume 43, issue 3, pages 187-204, August, DOI: 10.1007/s10644-009-9083-7.
    
    • Rangan Gupta & Alain Kabundi & Mampho P. Modise, 2009, "Has the SARB Become More Effective Post Inflation Targeting?," Working Papers, University of Pretoria, Department of Economics, number 200925, Nov.
17. Rangan Gupta & Sonali Das, 2010, "Predicting Downturns in the US Housing Market: A Bayesian Approach," The Journal of Real Estate Finance and Economics, Springer, volume 41, issue 3, pages 294-319, October, DOI: 10.1007/s11146-008-9163-x.
    
    • Rangan Gupta & Sonali Das, 2008, "Predicting Downturns in the US Housing Market: A Bayesian Approach," Working Papers, University of Pretoria, Department of Economics, number 200821, Jun.
18. 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, volume 21, issue 2, pages 135-147, DOI: 10.1080/10242690903569056.
    
    • Rangan Gupta & Alain Kabundi & Emmanuel Ziramba, 2009, "The Effect Of Defense Spending On Us Output: A Factor Augmented Vector Autoregression (Favar) Approach," Working Papers, University of Pretoria, Department of Economics, number 200911, Mar.
19. Rangan Gupta & Emmanuel Ziramba, 2010, "Optimal public policy with endogenous mortality," Journal of Economic Policy Reform, Taylor and Francis Journals, volume 13, issue 3, pages 241-249, DOI: 10.1080/17487870.2010.503085.
    
    • Rangan Gupta & Emmanuel Ziramba, 2008, "Optimal Public Policy with Endogenous Mortality," Working Papers, University of Pretoria, Department of Economics, number 200829, Aug.
20. Sonali Das & Rangan Gupta & Alain Kabundi, 2010, "The Blessing of Dimensionality in Forecasting Real House Price Growth in the Nine Census Divisions of the U.S," Journal of Housing Research, Taylor & Francis Journals, volume 19, issue 1, pages 89-109, January, DOI: 10.1080/10835547.2010.12092016.
    
    • 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, University of Pretoria, Department of Economics, number 200902, Jan.
21. Rangan Gupta & Christian Tipoy & Sonali Das, 2010, "Could We Have Predicted the Recent Downturn in Home Sales in the Four U.S. Census Regions?," Journal of Housing Research, Taylor & Francis Journals, volume 19, issue 2, pages 111-128, January, DOI: 10.1080/10835547.2010.12092026.
    
    • 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, University of Pretoria, Department of Economics, number 200926, Dec.
22. Inglesi, Roula, 2010, "Aggregate electricity demand in South Africa: Conditional forecasts to 2030," Applied Energy, Elsevier, volume 87, issue 1, pages 197-204, January.
23. Joel Hinaunye Eita & Andre C. Jordaan, 2010, "A Causality Analysis Between Financial Development and Economic Growth for Botswana," The African Finance Journal, Africagrowth Institute, volume 12, issue 1, pages 72-89.
    
    • Joel Hinaunye Eita & André C. Jordaan, 2007, "A Causality Analysis between Financial Development and Economic Growth for Botswana," Working Papers, University of Pretoria, Department of Economics, number 200722, Oct.
24. Koch, Steven & Alaba, Olufunke, 2010, "On health insurance and household decisions: A treatment effect analysis," Social Science & Medicine, Elsevier, volume 70, issue 2, pages 175-182, January.
25. Steven Koch, 2010, "Book review," Journal of Development Effectiveness, Taylor & Francis Journals, volume 2, issue 4, pages 574-576, DOI: 10.1080/19439342.2010.522303.
26. 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, volume 78, issue 4, pages 383-399, December.
27. Patrick Minford & Ruthira Naraidoo, 2010, "Vicious And Virtuous Circles – The Political Economy Of Unemployment," South African Journal of Economics, Economic Society of South Africa, volume 78, issue 1, pages 1-22, March, DOI: 10.1111/j.1813-6982.2010.01235.x.
    
    • Minford, Patrick & Naraidoo, Ruthira, 2002, "Vicious and Virtuous Circles - The Political Economy of Unemployment," CEPR Discussion Papers, Centre for Economic Policy Research, number 3618, Nov.
    • Ruthira Naraidoo & Patrick Minford, 2006, "Vicious and Virtuous Circles: The Political Economy of Unemployment," Keele Economics Research Papers, Centre for Economic Research, Keele University, number KERP 2006/03, Mar.
    • Patrick Minford & Ruthira Naraidoo, 2009, "Vicious and virtuous circles--The political economy of unemployment," Working Papers, University of Pretoria, Department of Economics, number 200914, Jun.
28. 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, volume 78, issue 4, pages 400-417, December.
    
    • 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, University of Pretoria, Department of Economics, number 201005, Mar.
29. R Seymore & P D Adams & M Mabugu & J H van Heerden & J Blignaut, 2010, "The Impact of an Environmental Tax on Electricity Generation in South Africa," Studies in Economics and Econometrics, Taylor & Francis Journals, volume 34, issue 2, pages 1-18, August, DOI: 10.1080/10800379.2010.12097204.
30. Alexander Zimper, 2010, "Canonical interpretation of propositions as events," International Journal of Economic Theory, The International Society for Economic Theory, volume 6, issue 3, pages 327-339, September, DOI: 10.1111/j.1742-7363.2010.00138.x.

2009

1. Manoel BITTENCOURT, 2009, "Macroeconomic Performance And Inequality: Brazil, 1983–94," The Developing Economies, Institute of Developing Economies, volume 47, issue 1, pages 30-52, March, DOI: 10.1111/j.1746-1049.2009.00075.x.
   
   • M.F.Meyer Bittencourt, 2005, "Macroeconomic Performance and Inequality: Brazil 1983-94," The Centre for Market and Public Organisation, The Centre for Market and Public Organisation, University of Bristol, UK, number 05/114, Jan.
   • Manoel F. Meyer Bittencourt, 2005, "Macroeconomic Performance and Inequality: Brazil 1983-94," Ibero America Institute for Econ. Research (IAI) Discussion Papers, Ibero-America Institute for Economic Research, number 130, Nov.
2. 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, volume 77, issue 3, pages 351-362, September, DOI: 10.1111/j.1813-6982.2009.01220.x.
   
   • Thabo Mokoena & Rangan Gupta & Renee van Eyden, 2008, "Testing for PPP Using SADC Real Exchange Rates," Working Papers, University of Pretoria, Department of Economics, number 200822, Jun.
3. 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, volume 77, issue 4, pages 531-537, December, DOI: 10.1111/j.1813-6982.2009.01224.x.
4. 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, volume 9, issue 1.
5. 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, volume 26, issue 5, pages 1000-1011, September.
   
   • 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, University of Pretoria, Department of Economics, number 200719, Sep.
6. Augustin Kwasi Fosu, 2009, "Inequality and the Impact of Growth on Poverty: Comparative Evidence for Sub-Saharan Africa," Journal of Development Studies, Taylor & Francis Journals, volume 45, issue 5, pages 726-745, DOI: 10.1080/00220380802663633.
   
   • Augustin Kwasi Fosu, 2009, "Inequality and the Impact of Growth on Poverty: Comparative Evidence for Sub-Saharan Africa," Global Development Institute Working Paper Series, GDI, The University of Manchester, number 9809.
   • Augustin Kwasi Fosu, 2008, "Inequality and the Impact of Growth on Poverty: Comparative Evidence for Sub-Saharan Africa," WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER), number RP2008-107.
7. Rangan Gupta, 2009, "Bayesian Methods Of Forecasting Inventory Investment," South African Journal of Economics, Economic Society of South Africa, volume 77, issue 1, pages 113-126, March, DOI: 10.1111/j.1813-6982.2009.01199.x.
8. Rangan Gupta, 2009, "Financial Liberalization and a Possible Growth-Inflation Trade-Off," Indian Economic Review, Department of Economics, Delhi School of Economics, volume 44, issue 1, pages 1-19, July.
   
   • Rangan Gupta, 2006, "Financial Liberalization and a Possible Growth-Inflation Trade-Off," Working Papers, University of Pretoria, Department of Economics, number 200617, Aug.
9. 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, volume 18, issue 4, pages 325-335, December.
   
   • Sonali Das & Rangan Gupta & Alain Kabundi, 2008, "Could We Have Predicted The Recent Downturn In The South African Housing Market?," Working Papers, University of Pretoria, Department of Economics, number 200831, Oct.
10. Rangan Gupta & Emmanuel Ziramba, 2009, "Tax evasion and financial repression: a reconsideration using endogenous growth models," Journal of Economic Studies, Emerald Group Publishing Limited, volume 36, issue 6, pages 660-674, October, DOI: 10.1108/01443580911001788.
    
    • Rangan Gupta & Emmanuel Ziramba, 2008, "Tax Evasion and Financial Repression: A Reconsideration Using Endogenous Growth Models," Working Papers, University of Pretoria, Department of Economics, number 200808, May.
    • Emmanuel Ziramba & Rangan Gupta, 2008, "Tax evasion and financial repression: A reconsideration using endogenous growth models," ERSA Working Paper Series, Economic Research Southern Africa, number 081, May.
11. 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., volume 28, issue 5, pages 387-404, DOI: 10.1002/for.1103.
    
    • Guangling (Dave) Liu & Rangan Gupta & Eric Schaling, 2008, "A New-Keynesian DSGE Model for Forecasting the South African Economy," Working Papers, University of Pretoria, Department of Economics, number 200805, Apr.
12. Samrat Goswami & Rangan Gupta, 2009, "An Endogenous Growth Model of a Financially Repressed Small Open Economy," International Economic Journal, Taylor & Francis Journals, volume 23, issue 1, pages 143-161, DOI: 10.1080/10168730802696772.
    
    • Samrat Goswami & Rangan Gupta, 2006, "An Endogenous Growth Model of a Financially Repressed Small Open Economy," Working Papers, University of Pretoria, Department of Economics, number 200616, Jul.
13. R Gupta & K Komen, 2009, "Time Aggregation and the Contradictions with Causal Relationships: Can Economic Theory Come to the Rescue?," Studies in Economics and Econometrics, Taylor & Francis Journals, volume 33, issue 1, pages 16-27, April, DOI: 10.1080/10800379.2009.12106460.
    
    • Rangan Gupta & Kibii Komen, 2008, "Time Aggregation and the Contradictions with Causal Relationships: Can Economic Theory Come to the Rescue?," Working Papers, University of Pretoria, Department of Economics, number 200802, Feb.
14. R Gupta & J Uwilingiye, 2009, "Time Aggregation, Long-Run Money Demand and the Welfare Cost of Inflation," Studies in Economics and Econometrics, Taylor & Francis Journals, volume 33, issue 3, pages 95-109, December, DOI: 10.1080/10800379.2009.12106474.
    
    • Rangan Gupta & Josine Uwilingiye, 2008, "Time Aggregation, Long-Run Money Demand and the Welfare Cost of Inflation," Working Papers, University of Pretoria, Department of Economics, number 200825, Jul.
15. T G Gebreselasie & A C Jordaan, 2009, "Intra-Industry Trade in the Manufacturing Sector of South Africa," Studies in Economics and Econometrics, Taylor & Francis Journals, volume 33, issue 1, pages 1-11, April, DOI: 10.1080/10800379.2009.12106459.
16. Olufunke A. Alaba & Steven F. Koch, 2009, "Dynamic Health Care Decisions and Child Health in South Africa," Journal of Income Distribution, Ad libros publications inc., volume 18, issue 3-4, pages 188-205, September.
    
    • Olufunke A. Alaba & Steven F. Koch, 2008, "Dynamic Health Care Decisions And Child Health In South Africa," Working Papers, University of Pretoria, Department of Economics, number 200834, Oct.
17. Demertzis Maria & Viegi Nicola, 2009, "Inflation Targeting: A Framework for Communication," The B.E. Journal of Macroeconomics, De Gruyter, volume 9, issue 1, pages 1-32, December, DOI: 10.2202/1935-1690.1992.
    
    • Maria Demertzis & Nicola Viegi, 2007, "Inflation Targeting: a Framework for Communication," ERSA Working Paper Series, Economic Research Southern Africa, number 071, Sep.
18. Zimper, Alexander, 2009, "Half empty, half full and why we can agree to disagree forever," Journal of Economic Behavior & Organization, Elsevier, volume 71, issue 2, pages 283-299, August.
    
    • Alexander Zimper, 2007, "Half empty, half full and why we can agree to disagree forever," ERSA Working Paper Series, Economic Research Southern Africa, number 058, Oct.
19. Zimper, Alexander, 2009, "An epistemic model of an agent who does not reflect on reasoning processes," Mathematical Social Sciences, Elsevier, volume 58, issue 3, pages 290-309, November.
    
    • Alexander Zimper, 2006, "An epistemic model of an agent who does not reflect on reasoning processes," ERSA Working Paper Series, Economic Research Southern Africa, number 045, Feb.
20. Alexander Zimper & Alexander Ludwig, 2009, "On attitude polarization under Bayesian learning with non-additive beliefs," Journal of Risk and Uncertainty, Springer, volume 39, issue 2, pages 181-212, October, DOI: 10.1007/s11166-009-9074-0.

2008

1. Martin Breitenbach, 2008, "Morality, Political Economy and American Constitutionalism – By Timothy P. Roth," South African Journal of Economics, Economic Society of South Africa, volume 76, issue 2, pages 328-330, June, DOI: 10.1111/j.1813-6982.2008.00177_4.x.
2. 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, volume 76, issue 4, pages 652-666, December, DOI: 10.1111/j.1813-6982.2008.00219.x.
3. Augustin Fosu & Andrew Mold, 2008, "Gains from Trade: Implications for Labour Market Adjustment and Poverty Reduction in Africa," African Development Review, African Development Bank, volume 20, issue 1, pages 20-47.
   
   • Augustin Kwasi Fosu & Andrew Mold, 2007, "Gains from Trade: Implications for Labour Market Adjustment and Poverty Reduction in Africa," WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER), number RP2007-65.
4. FOSU, Augustin Kwasi, 2008, "Democracy and growth in Africa: Implications of increasing electoral competitiveness," Economics Letters, Elsevier, volume 100, issue 3, pages 442-444, September.
5. Augustin Kwasi Fosu, 2008, "Inequality and the growth-poverty nexus: specification empirics using African data," Applied Economics Letters, Taylor & Francis Journals, volume 15, issue 7, pages 563-566, DOI: 10.1080/13504850600706669.
6. Augustin Kwasi Fosu, 2008, "Implications of the External Debt-servicing Constraint for Public Health Expenditure in Sub-Saharan Africa," Oxford Development Studies, Taylor & Francis Journals, volume 36, issue 4, pages 363-377, DOI: 10.1080/13600810802455112.
7. Rangan Gupta & Emmanuel Ziramba, 2008, "Costly Tax Enforcement and Financial Repression," Economic Notes, Banca Monte dei Paschi di Siena SpA, volume 37, issue 2, pages 141-154, July, DOI: 10.1111/j.1468-0300.2008.00194.x.
   
   • Rangan Gupta & Emmanuel Ziramba, 2008, "Costly Tax Enforcement and Financial Repression," Working Papers, University of Pretoria, Department of Economics, number 200818, Jun.
   • Emmanuel Ziramba & Rangan Gupta, 2008, "Costly tax enforcement and financial repression," ERSA Working Paper Series, Economic Research Southern Africa, number 099, Oct.
8. Rangan Gupta & Josine Uwilingiye, 2008, "Measuring The Welfare Cost Of Inflation In South Africa," South African Journal of Economics, Economic Society of South Africa, volume 76, issue 1, pages 16-25, March, DOI: 10.1111/j.1813-6982.2008.00159.x.
   
   • Rangan Gupta & Josine Uwilingiye, 2008, "Measuring the Welfare Cost of Inflation in South Africa," Working Papers, University of Pretoria, Department of Economics, number 200804, Mar.
   • Josine Uwilingiye & Rangan Gupta, 2008, "Measuring the welfare cost of inflation in South Africa," ERSA Working Paper Series, Economic Research Southern Africa, number 068, Feb.
9. 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, volume 76, issue 2, pages 298-313, June, DOI: 10.1111/j.1813-6982.2008.00191.x.
   
   • Rangan Gupta & Sonali Das, 2008, "Spatial Bayesian Methods of Forecasting House Prices in Six Metropolitan Areas of South Africa," Working Papers, University of Pretoria, Department of Economics, number 200813, Jun.
10. Gupta, Rangan, 2008, "Tax evasion and financial repression," Journal of Economics and Business, Elsevier, volume 60, issue 6, pages 517-535.
    
    • Rangan Gupta, 2005, "Tax Evasion and Financial Repression," Working papers, University of Connecticut, Department of Economics, number 2005-34, Jul, revised Jun 2007.
11. O A Akanbi & A C Jordaan, 2008, "The Recardian Theory of Comparative Advantage Between South Africa and the Usa in the Manufacturing Sector," Studies in Economics and Econometrics, Taylor & Francis Journals, volume 32, issue 2, pages 25-44, August, DOI: 10.1080/10800379.2008.12106448.
12. Marc Ground & Steven F Koch, 2008, "Hurdle Models Of Alcohol And Tobacco Expenditure In South African Households1," South African Journal of Economics, Economic Society of South Africa, volume 76, issue 1, pages 132-143, March, DOI: 10.1111/j.1813-6982.2008.00156.x.
13. 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, volume 24, issue 3, pages 605-614, September.
    
    • Matthews, Kent & Minford, Patrick & Naraidoo, Ruthira, 2006, "Vicious and Virtuous Circles - The Political Economy of Unemployment in Interwar UK and USA," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2006/25, Jan, revised Nov 2006.
    • Matthews, Kent & Minford, Patrick & Naraidoo, Ruthira, 2006, "Vicious and Virtuous Circles - The Political Economy of Unemployment in Interwar UK and USA," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2006/7, Jan.
    • Minford, Patrick & Matthews, Kent & Naraidoo, Ruthira, 2008, "Vicious and Virtuous Circles - The Political Economy of Unemployment in Interwar UK and USA," CEPR Discussion Papers, Centre for Economic Policy Research, number 6839, May.
    • 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, Centre for Economic Research, Keele University, number KERP 2006/08, May.
14. 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, volume 76, issue 2, pages 326-327, June, DOI: 10.1111/j.1813-6982.2008.00177_3.x.
15. 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, volume 66, issue 1, pages 105-116, May.
16. Maria Demertzis & Nicola Viegi, 2008, "Inflation Targets as Focal Points," International Journal of Central Banking, International Journal of Central Banking, volume 4, issue 1, pages 55-87, March.
    
    • Maria Demertzis & Nicola Viegi, 2005, "Inflation Targets as Focal Points," Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group, number 52, Sep.
    • Maria Demertzis & Nicola Viegi, 2005, "Inflation Targets as Focal Points," ERSA Working Paper Series, Economic Research Southern Africa, number 002, Sep.
17. Zimper Alexander, 2008, "Revisiting Independence and Stochastic Dominance for Compound Lotteries," The B.E. Journal of Theoretical Economics, De Gruyter, volume 8, issue 1, pages 1-11, April, DOI: 10.2202/1935-1704.1444.
    
    • Alexander Zimper, 2008, "Revisiting independence and stochastic dominance for compound lotteries," ERSA Working Paper Series, Economic Research Southern Africa, number 097, Oct.
18. Ani Guerdjikova & Alexander Zimper, 2008, "Flexibility of choice versus reduction of ambiguity," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, volume 30, issue 3, pages 507-526, April, DOI: 10.1007/s00355-007-0255-y.
    
    • Guerdjikova, Ani & Zimper, Alexander, 2006, "Flexibility of Choice versus Reduction of Ambiguity," Working Papers, Cornell University, Center for Analytic Economics, number 06-14, Aug.
    • Alexander Zimper & Ani Guerdjikova, 2006, "Flexibility of choice versus reduction of ambiguity," ERSA Working Paper Series, Economic Research Southern Africa, number 040, Sep.

2007

1. 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, volume 75, issue 1, pages 156-157, March, DOI: 10.1111/j.1813-6982.2007.00111_2.x.
2. Fosu, Augustin Kwasi, 2007, "Fiscal Allocation for Education in Sub-Saharan Africa: Implications of the External Debt Service Constraint," World Development, Elsevier, volume 35, issue 4, pages 702-713, April.
3. 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, volume 75, issue 2, pages 179-193, June, DOI: 10.1111/j.1813-6982.2007.00118.x.
   
   • Guangling (Dave) Liu & Rangan Gupta, 2006, "A Small-Scale DSGE Model for Forecasting the South African Economy," Working Papers, University of Pretoria, Department of Economics, number 200621, Oct.
4. Rangan Gupta, 2007, "FORECASTING THE SOUTH AFRICAN ECONOMY WITH GIBBS SAMPLED BVECMs," South African Journal of Economics, Economic Society of South Africa, volume 75, issue 4, pages 631-643, December, DOI: 10.1111/j.1813-6982.2007.00141.x.
   
   • Rangan Gupta, 2007, "Forecasting the South African Economy with Gibbs Sampled BVECMs," Working Papers, University of Pretoria, Department of Economics, number 200701, Jan.
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, volume 42, issue 2, pages 165-176, December.
   
   • Rangan Gupta, 2005, "Financial Liberalization and the Dynamics of Inflation, the Nominal Exchange Rate and the Terms of Trade," Working Papers, University of Pretoria, Department of Economics, number 200504, Sep.
6. Rangan Gupta, 2007, "Financial Liberalization and Inflationary Dynamics: An Open Economy Analysis," International Economic Journal, Taylor & Francis Journals, volume 21, issue 3, pages 335-360, DOI: 10.1080/10168730701541228.
   
   • Rangan Gupta, 2005, "Financial Liberalization and Inflationary Dynamics: An Open Economy Analysis," Working papers, University of Connecticut, Department of Economics, number 2005-32, Jul.
7. 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, volume 75, issue 3, pages 540-547, September, DOI: 10.1111/j.1813-6982.2007.00132.x.
8. J H Eita & A C Jordaan, 2007, "South Africa Exports of Metal and Articles of Base Metal: A Gravity Model Approach," Studies in Economics and Econometrics, Taylor & Francis Journals, volume 31, issue 3, pages 81-96, December, DOI: 10.1080/10800379.2007.12106437.
9. Jacques Ngoie Kibambe & Steven F. Koch, 2007, "Dea Applied To A Gauteng Sample Of Public Hospitals1," South African Journal of Economics, Economic Society of South Africa, volume 75, issue 2, pages 351-368, June, DOI: 10.1111/j.1813-6982.2007.00125.x.
10. S F Koch, 2007, "South African Household Expenditure Shares: South African Household Data Pitfalls," Studies in Economics and Econometrics, Taylor & Francis Journals, volume 31, issue 1, pages 1-28, April, DOI: 10.1080/10800379.2007.12106419.
11. Kabundi, Alain & Loots, Elsabe, 2007, "Co-movement between South Africa and the Southern African Development Community: An empirical analysis," Economic Modelling, Elsevier, volume 24, issue 5, pages 737-748, September.
12. 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, volume 75, issue 3, pages 478-495, September, DOI: 10.1111/j.1813-6982.2007.00135.x.
13. 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, volume 75, issue 1, pages 155-156, March, DOI: 10.1111/j.1813-6982.2007.00111_1.x.
14. Alexander Zimper, 2007, "Strategic games with security and potential level players," Theory and Decision, Springer, volume 63, issue 1, pages 53-78, August, DOI: 10.1007/s11238-007-9036-4.
15. Alexander Zimper, 2007, "A fixed point characterization of the dominance-solvability of lattice games with strategic substitutes," International Journal of Game Theory, Springer;Game Theory Society, volume 36, issue 1, pages 107-117, September, DOI: 10.1007/s00182-007-0073-6.
    
    • Alexander Zimper, 2006, "A fixed point characterization of the dominancesolvability of lattice games with strategic substitutes," ERSA Working Paper Series, Economic Research Southern Africa, number 032, Jan.

2006

1. 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), volume 45, issue 01, pages 1-11, March, DOI: 10.22004/ag.econ.31732.
   
   • 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, University of Pretoria, Department of Economics, number 200606, Feb.
2. Augustin Fosu & Robert Bates & Anke Hoeffler, 2006, "Institutions, Governance and Economic Development in Africa: An Overview," Journal of African Economies, Centre for the Study of African Economies, volume 15, issue 1, pages 1-9, April.
3. Augustin Fosu, 2006, "The research productivity of black economists: Ranking by individuals and doctoral alma mater—Comment," The Review of Black Political Economy, Springer;National Economic Association, volume 33, issue 3, pages 45-49, March, DOI: 10.1007/s12114-006-1003-8.
4. Rangan Gupta & Moses M. Sichei, 2006, "A Bvar Model For The South African Economy," South African Journal of Economics, Economic Society of South Africa, volume 74, issue 3, pages 391-409, September, DOI: 10.1111/j.1813-6982.2006.00077.x.
   
   • Rangan Gupta & Moses M. Sichei, 2006, "A BVAR Model for the South African Economy," Working Papers, University of Pretoria, Department of Economics, number 200612, Jun.
5. Rangan Gupta, 2006, "FORECASTING THE SOUTH AFRICAN ECONOMY WITH VARs AND VECMs," South African Journal of Economics, Economic Society of South Africa, volume 74, issue 4, pages 611-628, December, DOI: 10.1111/j.1813-6982.2006.00090.x.
   
   • Rangan Gupta, 2006, "Forecasting the South African Economy with VARs and VECMs," Working Papers, University of Pretoria, Department of Economics, number 200618, Aug.
6. Ann Hodgkinson & André Jordaan, 2006, "Logic of an Australia-South Africa FTA," Agenda - A Journal of Policy Analysis and Reform, Australian National University, College of Business and Economics, School of Economics, volume 13, issue 2, pages 147-160.
7. 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, volume 74, issue 3, pages 363-381, September, DOI: 10.1111/j.1813-6982.2006.00076.x.
8. 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, volume 74, issue 1, pages 6-19, March, DOI: 10.1111/j.1813-6982.2006.00045.x.
9. Zimper Alexander, 2006, "Assessing the Likelihood of Panic-Based Bank Runs," The B.E. Journal of Theoretical Economics, De Gruyter, volume 6, issue 1, pages 1-21, December, DOI: 10.2202/1534-5971.1323.
10. Alexander Zimper & Alexander Ludwig, 2006, "Rational expectations and ambiguity: A comment on Abel (2002)," Economics Bulletin, AccessEcon, volume 4, issue 2, pages 1-15.
    
    • Ludwig, Alexander & Zimper, Alexander, 2004, "Rational expectations and ambiguity : a comment on Abel (2002)," Papers, Sonderforschungsbreich 504, number 04-66.
    • Ludwig, Alexander & Zimper, Alexander, 2004, "Rational Expectations and Ambiguity: A Comment on Abel (2002)," Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim, number 04-66, Dec.
11. Zimper, Alexander, 2006, "Uniqueness conditions for strongly point-rationalizable solutions to games with metrizable strategy sets," Journal of Mathematical Economics, Elsevier, volume 42, issue 6, pages 729-751, September.
12. Ludwig, Alexander & Zimper, Alexander, 2006, "Investment behavior under ambiguity: The case of pessimistic decision makers," Mathematical Social Sciences, Elsevier, volume 52, issue 2, pages 111-130, September.
    
    • Alexander Ludwig & Alexander Zimper, 2004, "Investment Behavior under Ambiguity: The Case of Pessimistic Decision Makers," MEA discussion paper series, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy, number 04060, Nov.
    • Ludwig, Alexander & Zimper, Alexander, 2004, "Investment behavior under ambiguity : the case of pessimistic decision makers," Papers, Sonderforschungsbreich 504, number 04-31.
    • Ludwig, Alexander & Zimper, Alexander, 2004, "Investment Behavior under Ambiguity: The Case of Pessimistic Decision Makers," Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim, number 04-31, Sep.
13. 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., volume 8, issue 04, pages 669-674, DOI: 10.1142/S021919890600117X.
    
    • Zimper, Alexander, 2004, "A note on the equivalence of rationalizability concepts in generalized nice games," Papers, Sonderforschungsbreich 504, number 04-03.
    • Zimper, Alexander, 2004, "A Note on the Equivalence of Rationalizability Concepts in Generalized Nice Games," Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim, number 04-03, Feb.

2005

1. 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, volume 73, issue 1, pages 22-35, March, DOI: 10.1111/j.1813-6982.2005.00002.x.
2. Rangan Gupta, 2005, "Costly State Monitoring and Reserve Requirements," Annals of Economics and Finance, Society for AEF, volume 6, issue 2, pages 263-288, November.
   
   • Rangan Gupta, 2004, "Costly State Monitoring and Reserve Requirements," Working papers, University of Connecticut, Department of Economics, number 2004-33, Oct, revised Jul 2005.
3. Steven F. Koch & Niek J. Schoeman & Jurie J. Van Tonder, 2005, "Economic Growth And The Structure Of Taxes In South Africa: 1960–2002," South African Journal of Economics, Economic Society of South Africa, volume 73, issue 2, pages 190-210, June, DOI: 10.1111/j.1813-6982.2005.00013.x.
4. Steven F. Koch & Kerry Anne McGeary, 2005, "The Effect of Youth Alcohol Initiation on High School Completion," Economic Inquiry, Western Economic Association International, volume 43, issue 4, pages 750-765, October.
5. Elsabé Loots, 2005, "Nepad And The Capital Flows Initiative: Can Africa Walk The Walk?," South African Journal of Economics, Economic Society of South Africa, volume 73, issue 1, pages 1-20, March, DOI: 10.1111/j.1813-6982.2005.00001.x.
6. Alexander Zimper, 2005, "Equivalence between best responses and undominated strategies: a generalization from finite to compact strategy sets," Economics Bulletin, AccessEcon, volume 3, issue 7, pages 1-6.

2004

1. 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), volume 43, issue 01, pages 1-16, March, DOI: 10.22004/ag.econ.9474.
2. Augustin Kwasi Fosu, 2004, "Mapping Growth into Economic Development," American Journal of Economics and Sociology, Wiley Blackwell, volume 63, issue 5, pages 1173-1192, November, DOI: 10.1111/j.1536-7150.2004.00340.x.
3. Augustin Kwasi Fosu & Pramila Krishnan & Leonce Ndikumana, 2004, "Africa and the World Economy: A Focus on Capital -- An Overview," Journal of African Economies, Centre for the Study of African Economies, volume 13, issue 02, pages 1-14, December.
4. Arne Bigsten & Augustin Kwasi Fosu, 2004, "Part 1: Growth and Poverty in Africa -- Growth and Poverty in Africa: An Overview," Journal of African Economies, Centre for the Study of African Economies, volume 13, issue 1, pages 1-15, July.
5. Augustin Kwasi Fosu & Terence C.I. Ryan, 2004, "Part 2: Public Sector Delivery -- Public Sector Delivery: A Synthesis," Journal of African Economies, Centre for the Study of African Economies, volume 13, issue 1, pages 137-141, July.
6. B M Imam & S F Koch, 2004, "The Determinants of Infant, Child and Maternal Mortality in Sub-Saharan Africa," Studies in Economics and Econometrics, Taylor & Francis Journals, volume 28, issue 2, pages 23-40, August, DOI: 10.1080/10800379.2004.12106365.
7. Demertzis, Maria & Hughes Hallett, Andrew & Viegi, Nicola, 2004, "An independent central bank faced with elected governments," European Journal of Political Economy, Elsevier, volume 20, issue 4, pages 907-922, November.
   
   • Hughes Hallett, Andrew & Demertzis, Maria, 1999, "An Independent Central Bank Faced With Elected Governments," CEPR Discussion Papers, Centre for Economic Policy Research, number 2219, Aug.

2003

1. Charlotte du Toit & Reneéa Koekemoer, 2003, "A Labour Model For South Africa," South African Journal of Economics, Economic Society of South Africa, volume 71, issue 1, pages 49-76, March, DOI: 10.1111/j.1813-6982.2003.tb00071.x.
2. David L. Bevan & Augustin Kwasi Fosu, 2003, "Globalisation: An Overview," Journal of African Economies, Centre for the Study of African Economies, volume 12, issue Supplemen, pages 1-13, February.
3. Augustin Kwasi Fosu & Mwangi S. Kimenyi & Njuguna S. Ndung'u, 2003, "Economic Reforms and Restructuring in Sub-Saharan Africa: An Overview," Journal of African Economies, Centre for the Study of African Economies, volume 12, issue Supplemen, pages 1-11, September.
4. Augstin Kwasi Fosu, 2003, "Political Instability and Export Performance in Sub-Saharan Africa," Journal of Development Studies, Taylor & Francis Journals, volume 39, issue 4, pages 68-83, DOI: 10.1080/713869426.
5. 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, volume 71, issue 5, pages 498-520, September, DOI: 10.1111/1467-9957.00364.
6. Andrew Hughes Hallett & Nicola Viegi, 2003, "Labour Market Reform and the Effectiveness of Monetary Policy in EMU," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 18, pages 726-749.

2002

1. Jean–paul Azam & Njuguna Ndung’u & Augustin Fosu, 2002, "Explaining Slow Growth in Africa," African Development Review, African Development Bank, volume 14, issue 2, pages 177-220.
2. Augustin Kwasi Fosu, 2002, "Political Instability and Economic Growth: Implications of Coup Events in Sub‐Saharan Africa," American Journal of Economics and Sociology, Wiley Blackwell, volume 61, issue 1, pages 329-348, January, DOI: 10.1111/1536-7150.00162.
3. Melvin Ayogu & Augustin Kwasi Fosu, 2002, "Privatisation and Corporate Governance: An Overview," Journal of African Economies, Centre for the Study of African Economies, volume 11, issue suppl_1, pages 1-9, February.
4. Augustin Kwasi Fosu, 2002, "Economic Volatilities and Growth in Latin America: Comparative Evidence with Sub-Saharan Africa on Export Versus Capital Instability," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 55, issue 1, pages 1-16.
5. Augustin Kwasi Fosu, 2002, "Transforming Economic Growth to Human Development in Sub-Saharan Africa: The Role of Elite Political Instability," Oxford Development Studies, Taylor & Francis Journals, volume 30, issue 1, pages 9-19, DOI: 10.1080/136008101200114877.
6. Elsabe Loots, 2002, "Globalisation, Emerging Markets and the South African Economy*(1)," South African Journal of Economics, Economic Society of South Africa, volume 70, issue 2, pages 123-132, March, DOI: 10.1111/j.1813-6982.2002.tb01291.x.
7. 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, volume 70, issue 3, pages 251-257, March, DOI: 10.1111/j.1813-6982.2002.tb01303.x.
8. Andrew Hallett & Nicola Viegi, 2002, "Inflation Targeting as a Coordination Device," Open Economies Review, Springer, volume 13, issue 4, pages 341-362, October, DOI: 10.1023/A:1020661329413.

2001

1. Reneéa Koekemoer, 2001, "Variable Parameter Estimation Of Consumer Price Expectations For The South African Economy," South African Journal of Economics, Economic Society of South Africa, volume 69, issue 1, pages 1-39, March, DOI: 10.1111/j.1813-6982.2001.tb00001.x.
2. Fosu, A. K., 2001, "Political instability and economic growth in developing economies: some specification empirics," Economics Letters, Elsevier, volume 70, issue 2, pages 289-294, February.
3. Augustin Kwasi Fosu, 2001, "The Global Setting and African Economic Growth," Journal of African Economies, Centre for the Study of African Economies, volume 10, issue 3, pages 282-310.
4. Augustin Fosu, 2001, "Preface," Journal of African Economies, Centre for the Study of African Economies, volume 10, issue suppl_1, pages 1.
   
   • Augustin Fosu, 2001, "Preface," Journal of African Economies, Centre for the Study of African Economies, volume 10, issue suppl_2, pages 1.
   • Augustin Fosu, 2002, "Preface," Journal of African Economies, Centre for the Study of African Economies, volume 11, issue suppl_1, pages 1-1, February.
   • Augustin Fosu, 2004, "Preface," Journal of African Economies, Centre for the Study of African Economies, volume 13, issue 02, pages 1-1, December.
   • Augustin Fosu, 2000, "Preface," Journal of African Economies, Centre for the Study of African Economies, volume 9, issue Supplemen, pages 1-2.
5. Augustin Kwasi Fosu & Lemma W. Senbet, 2001, "Financial and Currency Crises: An Overview," Journal of African Economies, Centre for the Study of African Economies, volume 10, issue suppl_1, pages 1-15.
6. Augustin Kwasi Fosu & Kupukile Mlambo & Temitope W. Oshikoya, 2001, "Business Environment and Investment in Africa: an Overview," Journal of African Economies, Centre for the Study of African Economies, volume 10, issue suppl_2, pages 1-11.
7. A. K. Fosu, 2001, "Economic Fluctuations and Growth in Sub-Saharan Africa: The Importance of Import Instability," Journal of Development Studies, Taylor & Francis Journals, volume 37, issue 3, pages 71-85, DOI: 10.1080/00220380412331321971.
8. Andrec Jordaan, 2001, "The challenges of globalisation for development in southern Africa," Development Southern Africa, Taylor & Francis Journals, volume 18, issue 1, pages 79-92, DOI: 10.1080/03768350120045330.
9. 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, volume 19, issue 2, pages 162-174, April, DOI: 10.1111/j.1465-7287.2001.tb00058.x.
10. Donald Kenkel & Steven Koch, 2001, "Deterrence and knowledge of the law: The case of drunk driving," Applied Economics, Taylor & Francis Journals, volume 33, issue 7, pages 845-854, DOI: 10.1080/00036840122060.

2000

1. 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), volume 39, issue 3, pages 1-21, September, DOI: 10.22004/ag.econ.54239.
2. 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), volume 39, issue 3, pages 1-19, September, DOI: 10.22004/ag.econ.54240.
3. Augustin Kwasi Fosu & Germano Mwabu, 2000, "Poverty, Inequality and Intrahousehold Allocation Issues in Sub-Saharan Africa: an Overview," Journal of African Economies, Centre for the Study of African Economies, volume 9, issue Supplemen, pages 3-8.
4. Augustin Kwasi Fosu, 2000, "Labor Force Participation of Married Women: Do Regions Matter?," The American Economist, Sage Publications, volume 44, issue 1, pages 70-80, March, DOI: 10.1177/056943450004400109.
5. Augustin Fosu, 2000, "Racial and gender differences in unemployment patterns in an urban labor market: The case of detroit," The Review of Black Political Economy, Springer;National Economic Association, volume 27, issue 3, pages 35-47, March, DOI: 10.1007/s12114-000-1002-0.
6. Augustin Kwasi Fosu, 2000, "Antidiscrimination Measures of the 1960s and Occupational Mobility: Evidence for Black American Men," Journal of Labor Research, Transaction Publishers, volume 21, issue 1, pages 169-180, January.
7. J H van Heerden & N J Schoeman, 2000, "Generational Accounting: A Comparison Between Various Taxes’ Incidence on the Young and Old in South Africa," Studies in Economics and Econometrics, Taylor & Francis Journals, volume 24, issue 2, pages 35-51, July, DOI: 10.1080/03796205.2000.12129269.

1999

1. Augustin Fosu, 1999, "An economic theory of Pan-Africanism," The Review of Black Political Economy, Springer;National Economic Association, volume 27, issue 2, pages 7-12, December, DOI: 10.1007/s12114-999-1029-9.
2. Maria Demertzis & Andrew Hughes Hallett & Nicola Viegi, 1999, "Can the ECB be Truly Independent? Should It Be?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 26, issue 3, pages 217-240, September, DOI: 10.1023/A:1007009816756.

1998

1. Elsabé Loots, 1998, "Job Creation and Economic Growth," South African Journal of Economics, Economic Society of South Africa, volume 66, issue 3, pages 155-163, September, DOI: 10.1111/j.1813-6982.1998.tb01256.x.
2. Nj Schoeman & Jn Blignaut, 1998, "Socio ‐ Economic Environment and Labour Absorption in South Africa," South African Journal of Economics, Economic Society of South Africa, volume 66, issue 3, pages 145-154, September, DOI: 10.1111/j.1813-6982.1998.tb01255.x.

1997

1. Fosu, Augustin Kwasi, 1997, "Occupational Gains of Black Women since the 1964 Civil Rights Act: Long-Term or Episodic?," American Economic Review, American Economic Association, volume 87, issue 2, pages 311-314, May.
2. Augustin Kwasi Fosu, 1997, "Economics," The ANNALS of the American Academy of Political and Social Science, , volume 553, issue 1, pages 232-233, September, DOI: 10.1177/0002716297553001051.

1996

1. Augustin Kwasi Fosu, 1996, "Primary Exports and Economic Growth in Developing Countries," The World Economy, Wiley Blackwell, volume 19, issue 4, pages 465-475, July.
2. Augustin Kwasi Fosu, 1996, "Development Level, Trade and Economic Growth: Comparative Evidence from the More De¬veloped Countries," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 49, issue 2, pages 221-234.

1995

1. G.L. De 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, volume 63, issue 4, pages 317-329, December, DOI: 10.1111/j.1813-6982.1995.tb01056.x.
2. Fosu, Augustin Kwasi, 1995, "Occupational Mobility and Post-1964 Earnings Gains by Black Women," American Economic Review, American Economic Association, volume 85, issue 2, pages 143-147, May.
3. Augustin Fosu, 1995, "Labor force participation of black and white married women: Evidence from urban labor markets," The Review of Black Political Economy, Springer;National Economic Association, volume 24, issue 1, pages 45-64, June, DOI: 10.1007/BF02911827.

1993

1. Augustin Fosu, 1993, "Do black and white women hold different jobs in the same occupation? A critical analysis of the clerical and service sectors," The Review of Black Political Economy, Springer;National Economic Association, volume 21, issue 4, pages 68-82, March, DOI: 10.1007/BF02689963.

1992

1. Augustin Kwasi Fosu, 1992, "Occupational Mobility of Black Women, 1958–1981: The Impact of Post-1964 Antidiscrimination Measures," ILR Review, Cornell University, ILR School, volume 45, issue 2, pages 281-294, January.
2. Fosu, Augustin Kwasi, 1992, "Political Instability and Economic Growth: Evidence from Sub-Saharan Africa," Economic Development and Cultural Change, University of Chicago Press, volume 40, issue 4, pages 829-841, July, DOI: 10.1086/451979.

1990

1. Fosu, Augustin Kwasi, 1990, "Export composition and the impact of exports on economic growth of developing economies," Economics Letters, Elsevier, volume 34, issue 1, pages 67-71, September.
2. Fosu, Augustin Kwasi, 1990, "Exports and economic growth: The African case," World Development, Elsevier, volume 18, issue 6, pages 831-835, June.
3. Augustin Kwasi Fosu, 1990, "Labor Force Participation by Married Women: Recent Intercity Evidence," Eastern Economic Journal, Eastern Economic Association, volume 16, issue 3, pages 229-238, Jul-Sep.

1988

1. Fosu, Augustin Kwasi & Huq, Shamsul, 1988, "Price inflation and wage inflation : A cause-effect relationship?," Economics Letters, Elsevier, volume 27, issue 1, pages 35-40.
2. Augustin Fosu, 1988, "Trends in relative earnings gains by black women: Implications for the future," The Review of Black Political Economy, Springer;National Economic Association, volume 17, issue 1, pages 31-45, June, DOI: 10.1007/BF02900952.

1987

1. Augustin Fosu, 1987, "Explaining post-1964 earnings gains by black women: Race or sex?," The Review of Black Political Economy, Springer;National Economic Association, volume 15, issue 3, pages 41-55, December, DOI: 10.1007/BF02903991.

1983

1. Augustin Kwasi Fosu & Frederick R. Strobel, 1983, "International Impact on the U.S. Inflation in the 1970s," Eastern Economic Journal, Eastern Economic Association, volume 9, issue 4, pages 323-331, Oct-Dec.

Undated

1. Eduard van der Merwe & Carolyn Chisadza & Matthew Clance, undated, "Government Religious Preference and Intrastate Conflict," ERSA Working Paper Series, Economic Research Southern Africa, number v::y:2021:i::id:47.
2. Leone Walters & Carolyn Chisadza & Matthew Clance, undated, "The Effect of Colonial and Pre-Colonial Institutions on Contemporary Education in Africa," ERSA Working Paper Series, Economic Research Southern Africa, number v::y:2021:i::id:76.
3. Steven F Koch & Adel Bosch & Matthew Clance, undated, "Household debt and consumption dynamics: A non developed world view following the financial crisis," ERSA Working Paper Series, Economic Research Southern Africa, number v::y:2021:i::id:46.
4. Carolyn Chisadza & Matthew Clance & Nicky Nicholls & Tendai Zawaira, undated, "Public Transport, Sexual Harassment, and Social Norms:Some Evidence from South Africa∗," ERSA Working Paper Series, Economic Research Southern Africa, number v::y:2025:i::id:143.
5. Sansia Blackmore & Renee Van Eyden, undated, "A Sequence to Reverse Poverty: Institutions, State Capacity and Human Empowerment," ERSA Working Paper Series, Economic Research Southern Africa, number v::y:2020:i::id:97.
6. Ueckermann, E.M. & Blignaut, J.N. & Gupta, Rangan & Raubenheimer, J., undated, "Modelling South African grain farmers’ preferences to adopt derivative contracts using discrete choice models," Agrekon, Agricultural Economics Association of South Africa (AEASA), volume 47, issue 2, pages 1-18, DOI: 10.22004/ag.econ.37631.
7. Jessika A Bohlmann & Roula Inglesi-Lotz, undated, "Examining the determinants of electricity demand by South African households per income level," ERSA Working Paper Series, Economic Research Southern Africa, number v::y:2020:i::id:96.
8. Chris Belmert Milinidi & Roula Inglesi-Lotz, undated, "Impact of technological progress on carbon emissions in different country income groups," ERSA Working Paper Series, Economic Research Southern Africa, number v::y:2021:i::id:69.
9. Kritzinger W. & Prof. Inglesi-Lotz R. & Dr. Bohlmann J. & Prof. Graham V. & Dr. Senyonga L. & Prof. Ramoelo A., undated, "Institutional Quality: A hurdle or a catalyst to eliminating energy poverty in sub-Saharan Africa?," ERSA Working Paper Series, Economic Research Southern Africa, number v::y:2025:i::id:163.
10. Roula Inglesi-Lotz & Lilas Demmou, undated, "Unlocking sustainable and inclusive growth in South Africa: Advancing the electricity reform agenda," ERSA Working Paper Series, Economic Research Southern Africa, number v::y:2025:i::p:16:id:266.
11. Cobus Vermeulen, undated, "'Quantitative Easing' and central bank asset purchases in South Africa: A DSGE approach," ERSA Working Paper Series, Economic Research Southern Africa, number v::y:2020:i::id:85.
12. Cobus Vermeulen & Kabelo Masike, undated, "The time-varying elasticity of South African electricity demand: 1980 - 2018," ERSA Working Paper Series, Economic Research Southern Africa, number v::y:2020:i::id:87.
13. Alain Kabundi & Tumisang Loate & Nicola Viegi, undated, "Spillovers of the Conventional and Unconventional Monetary Policy from the US to South Africa," ERSA Working Paper Series, Economic Research Southern Africa, number v::y:2020:i::id:118.
14. Tumisang Loate & Nicola Viegi, undated, "The transmission of monetary policy via the banks' balance sheet - does bank size matter?," ERSA Working Paper Series, Economic Research Southern Africa, number v::y:2021:i::id:77.
15. Nicola Viegi & Vincent Dadam, undated, "Estimating a New Keynesian Wage Phillips Curve," ERSA Working Paper Series, Economic Research Southern Africa, number v::y:2021:i::id:79.
16. Ekaterina Pirozhkova & Giovanni Ricco & Nicola Viegi, undated, "Trouble Every Day: Monetary Policy in an Open Emerging Economy," ERSA Working Paper Series, Economic Research Southern Africa, number v::y:2024:i::id:14.
17. Nicola Viegi, undated, "Monetary Policy in South Africa: From 1994 to now," ERSA Working Paper Series, Economic Research Southern Africa, number v::y:2025:i::p:23:id:187.

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Books

2015

1. Ndulu,Benno J. & O'Connell,Stephen A. & Azam,Jean-Paul & Bates,Robert H. & Fosu,Augustin K. & Gunnin (ed.), 2015, "The Political Economy of Economic Growth in Africa, 1960–2000," Cambridge Books, Cambridge University Press, number 9781107496262.

2014

1. van der Merwe, Ernie & Mollentze, Sandra (ed.), 2014, "Monetary Economics in South Africa," OUP Catalogue, Oxford University Press, number 9780199050703, edition 2, ISBN: ARRAY(0x81c6a178).

2013

1. Fosu, Augustin K. (ed.), 2013, "Achieving Development Success: Strategies and Lessons from the Developing World," OUP Catalogue, Oxford University Press, number 9780199671557, ISBN: ARRAY(0x80bf2800).

2012

1. Fosu, Augustin K. (ed.), 2012, "Development Success: Historical Accounts from More Advanced Countries," OUP Catalogue, Oxford University Press, number 9780199660704, ISBN: ARRAY(0x815ce488).

2005

1. Augustin Kwasi Fosu & Paul Collier (ed.), 2005, "Post-Conflict Economies in Africa," International Economic Association Series, Palgrave Macmillan, number 978-0-230-52273-2, ISBN: ARRAY(0x81a1c7c0), November, DOI: 10.1057/9780230522732.

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Chapters

2022

1. John Verner & Matthew Clance, 2022, "The Effects of Conflict on Trade: Do Internal Conflicts Impede Shifts to Manufacturing and Technology Transfer?," Springer Books, Springer, in: Evelyn F. Wamboye & Bichaka Fayissa, "The Palgrave Handbook of Africa’s Economic Sectors", DOI: 10.1007/978-3-030-75556-0_42.
2. Reneé van Eyden & Rangan Gupta & Christophe André & Xin Sheng, 2022, "The effect of macroeconomic uncertainty on housing returns and volatility: evidence from US state-level data," Chapters, Edward Elgar Publishing, chapter 8, in: Charles K.Y. Leung, "Handbook of Real Estate and Macroeconomics".
   
   • Renee van Eyden & Rangan Gupta & Christophe Andre & Xin Sheng, 2021, "The Effect of Macroeconomic Uncertainty on Housing Returns and Volatility: Evidence from US State-Level Data," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2021_008, Apr.
   • Renee van Eyden & Rangan Gupta & Christophe Andre & Xin Sheng, 2021, "The Effect of Macroeconomic Uncertainty on Housing Returns and Volatility: Evidence from US State-Level Data," Working Papers, University of Pretoria, Department of Economics, number 202131, Apr.

2021

1. Augustin Kwasi Fosu & Dede Woade Gafa, 2021, "Development Strategies for the Vulnerable Small Island Developing States," Springer Books, Springer, chapter 0, in: John Laing Roberts & Shyam Nath & Satya Paul & Yeti Nisha Madhoo, "Shaping the Future of Small Islands", DOI: 10.1007/978-981-15-4883-3_3.

2020

1. Carolyn Chisadza & Eleni Yitbarek & Nicky Nicholls, 2020, "Women Empowerment and Child Obesity: Evidence in Comoros, Malawi, and Mozambique," Gender, Development and Social Change, Palgrave Macmillan, chapter 0, in: Maty Konte & Nyasha Tirivayi, "Women and Sustainable Human Development", DOI: 10.1007/978-3-030-14935-2_15.

2019

1. Makochekanwa, A. & Matchaya, Greenwell C., 2019, "Regional trade integration in eastern and southern Africa," IFPRI book chapters, International Food Policy Research Institute (IFPRI), chapter 6, "Africa agriculture trade monitor 2019".

2018

1. Hanjo Hamann & Nicky Nicholls, 2018, "Group Identity in Intermediated Interactions: Lessons from a Trust Game with Delegation in South Africa," Research in Experimental Economics, Emerald Group Publishing Limited, "Experimental Economics and Culture", DOI: 10.1108/S0193-230620180000020008.

2014

1. Manoel Bittencourt, 2014, "Economic Growth and Inequality: Evidence from the Young Democracies of South America," International Symposia in Economic Theory and Econometrics, Emerald Group Publishing Limited, "Macroeconomic Analysis and International Finance", DOI: 10.1108/S1571-038620140000023002.
   
   • Manoel Bittencourt, 2013, "Economic Growth and Inequality: Evidence from the Young Democracies of South America," Working Papers, University of Pretoria, Department of Economics, number 201301, Jan.
   • Manoel Bittencourt, 2013, "Economic Growth and Inequality: Evidence from the Young Democracies of South America," ERSA Working Paper Series, Economic Research Southern Africa, number 361, Jul.

2009

1. Augustin Kwasi Fosu & Ernest Aryeetey, 2009, "Explaining Four Decades of Growth in Sub-Saharan Africa," Chapters, Edward Elgar Publishing, chapter 6, in: Gary McMahon & Hadi Salehi Esfahani & Lyn Squire, "Diversity in Economic Growth".

2005

1. Augustin Kwasi Fosu, 2005, "Post-Conflict Economies in Africa: Synthesis and Lessons," International Economic Association Series, Palgrave Macmillan, chapter 14, in: Augustin Kwasi Fosu & Paul Collier, "Post-Conflict Economies in Africa", DOI: 10.1057/9780230522732_14.

2002

1. Augustin Kwasi Fosu, 2002, "International Trade and Labour Market Adjustment in Developing Countries," International Economic Association Series, Palgrave Macmillan, chapter 8, in: David Greenaway & Richard Upward & Katharine Wakelin, "Trade, Investment, Migration and Labour Market Adjustment", DOI: 10.1057/9781403920188_8.

1996

1. Geert L. de Wet & Estelle Jonkergouw & Renee Koekemoer & Nic J. Schoeman & Fritz G. Steyn & Mike L. Truu, 1996, "The Peace Dividend in South Africa," Contributions to Economic Analysis, Emerald Group Publishing Limited, "The Peace Dividend", DOI: 10.1108/S0573-8555(1996)0000235018.

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Software components

2025

1. Matthew Clance & J.M.C. Santos Silva, 2025, "APPMLHDFE: Stata module to estimate asymmetric Poisson regression with high dimensional fixed effects," Statistical Software Components, Boston College Department of Economics, number S459414, revised 13 Apr 2026.

Undated

1. Gauthier TSHISWAKA-KASHALALA & Steven F. KOCH, undated, "Codes and data files for “Contraceptive Use and Time to First Birth ”," JODE - Journal of Demographic Economics - Data and Codes, Cambridge University Press, number 2017001, revised .
   
   • Gauthier TSHISWAKA-KASHALALA & Steven F. KOCH, 2017, "Contraceptive Use and Time to First Birth," JODE - Journal of Demographic Economics, Cambridge University Press, volume 83, issue 2, pages 149-175, June, DOI: 10.1017/dem.2017.8.

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