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Publications

by members of

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

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this 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

Undated material is listed at the end

2024

  1. Tumisang Loate & Nicola Viegi, 2024. "Can monetary and fiscal policy account for South Africas economic stagnation," Working Papers 11054, South African Reserve Bank.
  2. Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2024. "Forecasting Growth-at-Risk of the United States: Housing Price versus Housing Sentiment or Attention," Working Papers 202401, University of Pretoria, Department of Economics.
  3. Wenting Liao & Xin Sheng & Rangan Gupta & Sayar Karmakar, 2024. "Extreme Weather Shocks and State-Level Inflation of the United States," Working Papers 202402, University of Pretoria, Department of Economics.
  4. 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 202403, University of Pretoria, Department of Economics.
  5. Rangan Gupta & Sarah Nandnaba & Wei Jiang, 2024. "Climate Change and Growth Dynamics," Working Papers 202404, University of Pretoria, Department of Economics.
  6. Yunhan Zhang & Qiang Ji & David Gabauer & Rangan Gupta, 2024. "How Connected is the Oil-Bank Network? Firm-Level and High-Frequency Evidence," Working Papers 202405, University of Pretoria, Department of Economics.
  7. 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 202406, University of Pretoria, Department of Economics.
  8. 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 202407, University of Pretoria, Department of Economics.
  9. 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 202408, University of Pretoria, Department of Economics.
  10. 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 202409, University of Pretoria, Department of Economics.
  11. 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 202410, University of Pretoria, Department of Economics.
  12. Yuvana Jaichand & Renee van Eyden & Rangan Gupta, 2024. "Presidential Approval Ratings and Stock Market Performance in Latin America," Working Papers 202411, University of Pretoria, Department of Economics.
  13. 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 202412, University of Pretoria, Department of Economics.
  14. 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 202414, University of Pretoria, Department of Economics.

2023

  1. Augustin Kwasi Fosu & Dede Woade Gafa, 2023. "The Future of Natural Resources and Development: Whither Low and Middle-Income Countries?," Working Papers 664, Center for Global Development.
  2. Augustin Kwasi Fosu, 2023. "Infrastructure and the Impact of Foreign Direct Investment (FDI) on Export Diversification: Evidence from Africa," Working Papers 202312, University of Pretoria, Department of Economics.
  3. Augustin Kwasi Fosu, 2023. "Progress on Poverty in Africa: The Importance of Growth and Inequality," Working Papers 202313, University of Pretoria, Department of Economics.
  4. Augustin Kwasi Fosu & Dede Woade Gafa, 2023. "Natural Resources, Institutions, and Economic Development in Africa," Working Papers 202314, University of Pretoria, Department of Economics.
  5. Augustin Kwasi Fosu & Dede Woade Gafa, 2023. "Poverty, Inequality, and Governance: A Global Perspective," Working Papers 202315, University of Pretoria, Department of Economics.
  6. Augustin K. Fosu & Dede W. Gafa, 2023. "Governance and Debt Accumulation in Africa," Working Papers 202338, University of Pretoria, Department of Economics.
  7. Luchelle Soobyah & Mulalo Mamburu & Nicola Viegi, 2023. "IsSouthAfricafallingintoafiscaldominantregime," Working Papers 11041, South African Reserve Bank.
  8. Nicola Viegi & Vincent Dadam, 2023. "Investigating unemployment hysteresis in South Africa," Working Papers 11043, South African Reserve Bank.
  9. 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 202301, University of Pretoria, Department of Economics.
  10. Xin Sheng & Rangan Gupta & Qiang Ji, 2023. "The Effects of Disaggregate Oil Shocks on Aggregate Expected Skewness of the United States," Working Papers 202302, University of Pretoria, Department of Economics.
  11. Rangan Gupta & Jacobus Nel & Christian Pierdzioch, 2023. "Drivers of Realized Volatility for South Africa (and the BRIC Countries): Fundamentals versus Sentiment," Working Papers 202303, University of Pretoria, Department of Economics.
  12. Elie Bouri & David Gabauer & Rangan Gupta & Harald Kinateder, 2023. "Geopolitical Risk and Inflation Spillovers across European and North American Economies," Working Papers 202304, University of Pretoria, Department of Economics.
  13. 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 202305, University of Pretoria, Department of Economics.
  14. Afees A. Salisu & Riza Demirer & Rangan Gupta, 2023. "Technological Shocks and Stock Market Volatility Over a Century: A GARCH-MIDAS Approach," Working Papers 202308, University of Pretoria, Department of Economics.
  15. Christophe Andre & Petre Caraiani & Rangan Gupta, 2023. "Fiscal Policy and Stock Markets at the Effective Lower Bound," Working Papers 202309, University of Pretoria, Department of Economics.
  16. Rangan Gupta & Jacobus Nel & Joshua Nielsen & Christian Pierdzioch, 2023. "Stock Market Volatility and Multi-Scale Positive and Negative Bubbles," Working Papers 202310, University of Pretoria, Department of Economics.
  17. 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 202311, University of Pretoria, Department of Economics.
  18. Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2023. "Forecasting the Realized Volatility of Agricultural Commodity Prices: Does Sentiment Matter?," Working Papers 202316, University of Pretoria, Department of Economics.
  19. Riza Demirer & David Gabauer & Rangan Gupta & Joshua Nielsen, 2023. "Gold-to-Platinum Price Ratio and the Predictability of Bubbles in Financial Markets," Working Papers 202317, University of Pretoria, Department of Economics.
  20. 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 202318, University of Pretoria, Department of Economics.
  21. Rangan Gupta & Savanah Hall & Christian Pierdzioch, 2023. "Realized Stock Market Volatility of the United States: The Role of Employee Sentiment," Working Papers 202319, University of Pretoria, Department of Economics.
  22. Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2023. "Financial Stress and Realized Volatility: The Case of Agricultural Commodities," Working Papers 202320, University of Pretoria, Department of Economics.
  23. 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 202321, University of Pretoria, Department of Economics.
  24. 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 202322, University of Pretoria, Department of Economics.
  25. 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 202323, University of Pretoria, Department of Economics.
  26. Xin Sheng & Rangan Gupta & Oguzhan Cepni, 2023. "Time-Varying Effects of Extreme Weather Shocks on Output Growth of the United States," Working Papers 202324, University of Pretoria, Department of Economics.
  27. Rangan Gupta & Joshua Nielsen & Christian Pierdzioch, 2023. "Stock Market Bubbles and the Realized Volatility of Oil Price Returns," Working Papers 202325, University of Pretoria, Department of Economics.
  28. 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 202326, University of Pretoria, Department of Economics.
  29. 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 202327, University of Pretoria, Department of Economics.
  30. 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 202328, University of Pretoria, Department of Economics.
  31. Santino Del Fava & Rangan Gupta & Christian Pierdzioch & Lavinia Rognone, 2023. "Forecasting International Financial Stress: The Role of Climate Risks," Working Papers 202329, University of Pretoria, Department of Economics.
  32. 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 202330, University of Pretoria, Department of Economics.
  33. 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 202332, University of Pretoria, Department of Economics.
  34. 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 202333, University of Pretoria, Department of Economics.
  35. Rangan Gupta & Damien Moodley, 2023. "Housing Search Activity and Quantiles-Based Predictability of Housing Price Movements in the United States," Working Papers 202335, University of Pretoria, Department of Economics.
  36. Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Elie Bouri, 2023. "Energy-Related Uncertainty and International Stock Market Volatility," Working Papers 202336, University of Pretoria, Department of Economics.
  37. 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 202337, University of Pretoria, Department of Economics.
  38. Afees A. Salisu & Rangan Gupta, 2023. "Oil Price Returns Skewness and Forecastability of International Stock Returns Over One Century of Data," Working Papers 202339, University of Pretoria, Department of Economics.
  39. 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 202340, University of Pretoria, Department of Economics.
  40. Alanda Venter & Roula Inglesi-Lotz, 2023. "Examining the Interlinkage between CO2 Emissions and Inclusive Human Development: Unveiling the Significance of Effective Institutions," Working Papers 202334, University of Pretoria, Department of Economics.
  41. Salisu, Sulaiman & Salisu, Afees, 2023. "An Index for Climate-Induced Migration Uncertainty," MPRA Paper 119524, University Library of Munich, Germany.
  42. Salisu, Afees & Salisu, Sulaiman & Salisu, Subair, 2023. "A news-based economic policy uncertainty index for Nigeria," MPRA Paper 119539, University Library of Munich, Germany, revised 13 Aug 2023.
  43. Cobus Vermeulen, 2023. "The inherent uncertainties in output gap estimation a South African perspective," Working Papers 11051, South African Reserve Bank.
  44. Ekaterina Pirozhkova & Jeffrey Rakgalakane & Luchelle Soobyah Rudi Steinbach, 2023. "EnhancingtheQuarterlyProjectionModel," Working Papers 11044, South African Reserve Bank.
  45. Ekaterina Pirozhkova & Jeffrey Rakgalakane & Luchelle Soobyah & Rudi Steinbach, 2023. "Enhancing the Quarterly Projection Model," Working Papers 11048, South African Reserve Bank.

2022

  1. Augustin Kwasi Fosu, 2022. "Institutions and African Economic Development," Working Papers 202202, University of Pretoria, Department of Economics.
  2. Luchelle Soobyah & Nicola Viegi, 2022. "CanNationalTreasurydocontractionarymonetarypolicy," Working Papers 11031, South African Reserve Bank.
  3. Ruthira Naraidoo & Juan Paez-Farrell, 2022. "Commodity price shocks and macroeconomic dynamics," Working Papers 2022008, The University of Sheffield, Department of Economics.
  4. 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 202201, University of Pretoria, Department of Economics.
  5. Mawuli Segnon & Rangan Gupta & Bernd Wilfling, 2022. "Forecasting Stock Market Volatility with Regime-Switching GARCH-MIDAS: The Role of Geopolitical Risks," Working Papers 202203, University of Pretoria, Department of Economics.
  6. 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 202204, University of Pretoria, Department of Economics.
  7. 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 202205, University of Pretoria, Department of Economics.
  8. Edmond Berisha & Orkideh Gharehgozli & Rangan Gupta, 2022. "Inflation-Inequality Puzzle: Is it Still Apparent?," Working Papers 202206, University of Pretoria, Department of Economics.
  9. 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 202207, University of Pretoria, Department of Economics.
  10. Xin Sheng & Rangan Gupta & Oguzhan Cepni, 2022. "Persistence of State-Level Uncertainty of the United States: The Role of Climate Risks," Working Papers 202208, University of Pretoria, Department of Economics.
  11. 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 202209, University of Pretoria, Department of Economics.
  12. Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2022. "Climate Risks and Realized Volatility of Major Commodity Currency Exchange Rates," Working Papers 202210, University of Pretoria, Department of Economics.
  13. 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 202211, University of Pretoria, Department of Economics.
  14. 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 202212, University of Pretoria, Department of Economics.
  15. Elie Bouri & Christina Christou & Rangan Gupta, 2022. "Forecasting Returns of Major Cryptocurrencies: Evidence from Regime-Switching Factor Models," Working Papers 202213, University of Pretoria, Department of Economics.
  16. 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 202215, University of Pretoria, Department of Economics.
  17. 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 202216, University of Pretoria, Department of Economics.
  18. 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 202217, University of Pretoria, Department of Economics.
  19. Keagile Lesame & Geoffrey Ngene & Rangan Gupta & Elie Bouri, 2022. "Herding in International REITs Markets around the COVID-19 Pandemic," Working Papers 202218, University of Pretoria, Department of Economics.
  20. 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 202219, University of Pretoria, Department of Economics.
  21. 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 202220, University of Pretoria, Department of Economics.
  22. Alex Plastun & Xolani Sibande & Rangan Gupta & Qiang Ji, 2022. "Price Effects After One-Day Abnormal Returns and Crises in the Stock Markets," Working Papers 202222, University of Pretoria, Department of Economics.
  23. Elie Bouri & Afees A. Salisu & Rangan Gupta, 2022. "Bitcoin Prices and the Realized Volatility of US Sectoral Stock Returns," Working Papers 202224, University of Pretoria, Department of Economics.
  24. 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 202225, University of Pretoria, Department of Economics.
  25. Christophe Andre & Christina Christou & Rangan Gupta, 2022. "Revisiting International House Price Convergence Using House Price Level Data," Working Papers 202226, University of Pretoria, Department of Economics.
  26. 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 202227, University of Pretoria, Department of Economics.
  27. David Gabauer & Rangan Gupta & Sayar Karmakar & Joshua Nielsen, 2022. "Stock Market Bubbles and the Forecastability of Gold Returns (and Volatility)," Working Papers 202228, University of Pretoria, Department of Economics.
  28. Elie Bouri & Rangan Gupta & Luca Rossini, 2022. "The Role of the Monthly ENSO in Forecasting the Daily Baltic Dry Index," Working Papers 202229, University of Pretoria, Department of Economics.
  29. Petre Caraiani & Rangan Gupta & Jacobus Nel & Joshua Nielsen, 2022. "Monetary Policy and Bubbles in G7 Economies: Evidence from a Panel VAR Approach," Working Papers 202230, University of Pretoria, Department of Economics.
  30. Mehmet Balcilar & Rangan Gupta & Jacobus Nel, 2022. "Rare Disaster Risks and Gold over 700 Years: Evidence from Nonparametric Quantile Regressions," Working Papers 202231, University of Pretoria, Department of Economics.
  31. Afees A. Salisu & Riza Demirer & Rangan Gupta, 2022. "Policy Uncertainty and Stock Market Volatility Revisited: The Predictive Role of Signal Quality," Working Papers 202232, University of Pretoria, Department of Economics.
  32. Elie Bouri & Rangan Gupta & Jacobus Nel & Sisa Shiba, 2022. "Contagious Diseases and Gold: Over 700 Years of Evidence from Quantile Regressions," Working Papers 202233, University of Pretoria, Department of Economics.
  33. Rangan Gupta & Xiaojin Sun, 2022. "Time-Varying Parameter Four-Equation DSGE Model," Working Papers 202234, University of Pretoria, Department of Economics.
  34. 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 202236, University of Pretoria, Department of Economics.
  35. 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 202237, University of Pretoria, Department of Economics.
  36. 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 202238, University of Pretoria, Department of Economics.
  37. 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 202239, University of Pretoria, Department of Economics.
  38. 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 202240, University of Pretoria, Department of Economics.
  39. 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 202241, University of Pretoria, Department of Economics.
  40. 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 202242, University of Pretoria, Department of Economics.
  41. Rangan Gupta & Jacobus Nel & Joshua Nielsen, 2022. "US Monetary Policy and BRICS Stock Market Bubbles," Working Papers 202243, University of Pretoria, Department of Economics.
  42. Carolyn Chisadza & Matthew Clance & Xin Sheng & Rangan Gupta, 2022. "Climate Change and Inequality," Working Papers 202244, University of Pretoria, Department of Economics.
  43. 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 202245, University of Pretoria, Department of Economics.
  44. Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2022. "Climate Risks and State-Level Stock-Market Realized Volatility," Working Papers 202246, University of Pretoria, Department of Economics.
  45. Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2022. "Business Applications and State-Level Stock Market Realized Volatility: A Forecasting Experiment," Working Papers 202247, University of Pretoria, Department of Economics.
  46. 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 202249, University of Pretoria, Department of Economics.
  47. Xin Sheng & Carolyn Chisadza & Rangan Gupta & Christian Pierdzioch, 2022. "Climate Shocks and Wealth Inequality in the United Kingdom: Evidence from Monthly Data," Working Papers 202250, University of Pretoria, Department of Economics.
  48. 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 202251, University of Pretoria, Department of Economics.
  49. 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 202252, University of Pretoria, Department of Economics.
  50. Bruno Coric & Rangan Gupta, 2022. "Economic Disasters and Inequality," Working Papers 202255, University of Pretoria, Department of Economics.
  51. 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 202256, University of Pretoria, Department of Economics.
  52. Jiawen Luo & Oguzhan Cepni & Riza Demirer & Rangan Gupta, 2022. "Forecasting Multivariate Volatilities with Exogenous Predictors: An Application to Industry Diversification Strategies," Working Papers 202258, University of Pretoria, Department of Economics.
  53. Steven F. Koch, 2022. "Basic Needs (In)Security and Subjective Equivalence Scales," Working Papers 202259, University of Pretoria, Department of Economics.
  54. Jessika A. Bohlmann & Roula Inglesi-Lotz & Heinrich R. Bohlmann, 2022. "Carbon Tax and its Impact on South African Households," Working Papers 202248, University of Pretoria, Department of Economics.
  55. Alanda Venter & Roula Inglesi-Lotz, 2022. "The Role of Institutions on the Global Economy-Emissions Nexus," Working Papers 202253, University of Pretoria, Department of Economics.
  56. Jacobus Nel & Roula Inglesi-Lotz, 2022. "Electric Vehicles Market and Policy Conditions: Identifying South African Policy ``Potholes"," Working Papers 202257, University of Pretoria, Department of Economics.
  57. Mduduzi Biyase & Carolyn Chisadza, 2022. "Symmetric and Asymmetric Effects of Financial Deepening on Income Inequality in South Africa," Working Papers 202214, University of Pretoria, Department of Economics.
  58. Carolyn Chisadza & Mduduzi Biyase, 2022. "Financial Development and Income Inequality: Evidence from Advanced, Emerging and Developing Economies," Working Papers 202221, University of Pretoria, Department of Economics.
  59. Tendai Zawaira & Matthew W. Clance & Carolyn Chisadza, 2022. "Family, External Environment and Gender Attitudes: Evidence from Students' Survey," Working Papers 202235, University of Pretoria, Department of Economics.
  60. Chevaughn van der Westhuizen & Goodness C. Aye & Reneé van Eyden, 2022. "Contagion across financial markets during COVID-19: A look at volatility spillovers between the stock and foreign exchange markets in South Africa," Working Papers 872, Economic Research Southern Africa.
  61. 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 202254, University of Pretoria, Department of Economics.
  62. 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 10151, The World Bank.
  63. 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 10236, The World Bank.
  64. 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 9929, The World Bank.
  65. 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 9943, The World Bank.
  66. Chris Loewald & Konstantin Makrelov & Ekaterina Pirozhkova, 2022. "TheshorttermcostsofreducingtrendinflationinSouthAfrica," Working Papers 11029, South African Reserve Bank.
  67. Eduard van der Merwe & Matthew Clance & Eleni Yitbarek, 2022. "Climate Change and Child Health: A Nigerian Perspective," Working Papers 202223, University of Pretoria, Department of Economics.

2021

  1. Ngobeni, Victor & Breitenbach, Marthinus C, 2021. "Production and Scale Efficiency of South African Water Utilities: The Case of Water Boards," MPRA Paper 106242, University Library of Munich, Germany.
  2. Marthinus C. Breitenbach & Carolyn Chisadza & Matthew Clance, 2021. "The Economic Complexity Index (ECI) and Output Volatility: High vs Low Income Countries," Working Papers 202125, University of Pretoria, Department of Economics.
  3. Maria Demertzis & Nicola Viegi, 2021. "Low interest rates in Europe and the US- one trend, two stories," Policy Contributions 41560, Bruegel.
  4. Dadam, Vincent & Viegi, Nicola, 2021. "Hysteresis without Hope: investigating unemployment persistence in South Africa," MPRA Paper 108129, University Library of Munich, Germany.
  5. Vincent Dadam & Nicola Viegi, 2021. "Estimating a New Keynesian Wage Phillips Curve," Working Papers 202107, University of Pretoria, Department of Economics.
  6. Tumisang Loate & Nicola Viegi, 2021. "The Transmission of Monetary Policy via the Banks' Balance Sheet - Does Bank Size Matter?," Working Papers 202109, University of Pretoria, Department of Economics.
  7. Tumisang Loate & Ekaterina Pirozhkova & Nicola Viegi, 2021. "Sailing into the Wind evaluating the near future of Monetary Policy in South Africa," Working Papers 11006, South African Reserve Bank.
  8. Ekaterina Pirozhkova & Nicola Viegi & Tumisang Loate, 2021. "Sailing into the Wind: evaluating the (near) future of Monetary Policy in South Africa," Working Papers 25, Economic Research Southern Africa.
  9. Tumisang Loate & Romain Houssa & Nicola Viegi, 2021. "The macroeconomic effect of fiscal policy in South Africa: A narrative analysis," WIDER Working Paper Series wp-2021-156, World Institute for Development Economic Research (UNU-WIDER).
  10. 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 GRU_2021_008, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
  11. 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 GRU_2021_017, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
  12. Edmond Berisha & John Meszaros & Rangan Gupta, 2021. "Income Inequality and House Prices across US States," GRU Working Paper Series GRU_2021_018, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
  13. Christina Christou & Rangan Gupta & Fredj Jawadi, 2021. "Does inequality help in forecasting equity premium in a panel of G7 countries?," Post-Print hal-04478772, HAL.
  14. Cepni, Oguzhan & Demirer, Riza & Gupta, Rangan & Sensoy, Ahmet, 2021. "Interest Rate Uncertainty and the Predictability of Bank Revenues," Working Papers 2-2021, Copenhagen Business School, Department of Economics.
  15. Xin Sheng & Rangan Gupta & Afees A. Salisu & Elie Bouri, 2021. "OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning," Working Papers 202101, University of Pretoria, Department of Economics.
  16. 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 202102, University of Pretoria, Department of Economics.
  17. Afees A. Salisu & Umar Bida Ndako & Rangan Gupta, 2021. "Forecasting US Output Growth with Large Information Sets," Working Papers 202103, University of Pretoria, Department of Economics.
  18. Carolyn Chisadza & Matthew Clance & Rangan Gupta, 2021. "Government Effectiveness and Covid-19 Pandemic," Working Papers 202104, University of Pretoria, Department of Economics.
  19. Elie Bouri & Rangan Gupta & Christian Pierdzioch & Afees A. Salisu, 2021. "El Nino and Forecastability of Oil-Price Realized Volatility," Working Papers 202105, University of Pretoria, Department of Economics.
  20. 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 202106, University of Pretoria, Department of Economics.
  21. Woraphon Yamaka & Rangan Gupta & Sukrit Thongkairat & Paravee Maneejuk, 2021. "Structural and Predictive Analyses with a Mixed Copula-Based Vector Autoregression Model," Working Papers 202108, University of Pretoria, Department of Economics.
  22. 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 202111, University of Pretoria, Department of Economics.
  23. Riza Demirer & Rangan Gupta & He Li & Yu You, 2021. "Financial Vulnerability and Volatility in Emerging Stock Markets: Evidence from GARCH-MIDAS Models," Working Papers 202112, University of Pretoria, Department of Economics.
  24. 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 202113, University of Pretoria, Department of Economics.
  25. 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 202114, University of Pretoria, Department of Economics.
  26. Geoffrey M. Ngene & Rangan Gupta, 2021. "Impact of Housing Policy Uncertainty on Herding Behavior: Evidence from UK's Regional Housing Markets," Working Papers 202115, University of Pretoria, Department of Economics.
  27. Afees A. Salisu & Rangan Gupta & Won Joong Kim, 2021. "Exchange Rate Predictability with Nine Alternative Models for BRICS Countries," Working Papers 202116, University of Pretoria, Department of Economics.
  28. 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 202117, University of Pretoria, Department of Economics.
  29. Rangan Gupta & Jacobus Nel & Christian Pierdzioch, 2021. "Investor Confidence and Forecastability of US Stock Market Realized Volatility : Evidence from Machine Learning," Working Papers 202118, University of Pretoria, Department of Economics.
  30. 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 202119, University of Pretoria, Department of Economics.
  31. Afees A. Salisu & Rangan Gupta & Qiang Ji, 2021. "Forecasting Oil Price over 150 Years: The Role of Tail Risks," Working Papers 202120, University of Pretoria, Department of Economics.
  32. 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 202121, University of Pretoria, Department of Economics.
  33. 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 202122, University of Pretoria, Department of Economics.
  34. 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 202126, University of Pretoria, Department of Economics.
  35. 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 202127, University of Pretoria, Department of Economics.
  36. 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 202128, University of Pretoria, Department of Economics.
  37. Afees A. Salisu & Rangan Gupta & Siphesihle Ntyikwe & Riza Demirer, 2021. "Gold and the Global Financial Cycle," Working Papers 202129, University of Pretoria, Department of Economics.
  38. Jiawen Luo & Riza Demirer & Rangan Gupta & Qiang Ji, 2021. "Forecasting Oil and Gold Volatilities with Sentiment Indicators Under Structural Breaks," Working Papers 202130, University of Pretoria, Department of Economics.
  39. 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 202132, University of Pretoria, Department of Economics.
  40. Rangan Gupta & Christian Pierdzioch, 2021. "Forecasting the Volatility of Crude Oil: The Role of Uncertainty and Spillovers," Working Papers 202135, University of Pretoria, Department of Economics.
  41. 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 202136, University of Pretoria, Department of Economics.
  42. Rangan Gupta & Christian Pierdzioch, 2021. "Uncertainty, Spillovers, and Forecasts of the Realized Variance of Gold Returns," Working Papers 202137, University of Pretoria, Department of Economics.
  43. 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 202138, University of Pretoria, Department of Economics.
  44. Carolyn Chisadza & Matthew Clance & Rangan Gupta, 2021. "Social Capital and Protests in the United States," Working Papers 202139, University of Pretoria, Department of Economics.
  45. Sisa Shiba & Rangan Gupta, 2021. "Uncertainty Related to Infectious Diseases and Forecastability of the Realised Volatility of US Treasury Securities," Working Papers 202140, University of Pretoria, Department of Economics.
  46. Afees A. Salisu & Elie Bouri & Rangan Gupta, 2021. "Out-of-Sample Predictability of Gold Market Volatility: The Role of US Nonfarm Payroll," Working Papers 202143, University of Pretoria, Department of Economics.
  47. Afees A. Salisu & Rangan Gupta, 2021. "Commodity Prices and Forecastability of South African Stock Returns Over a Century: Sentiments versus Fundamentals," Working Papers 202144, University of Pretoria, Department of Economics.
  48. Afees A. Salisu & Rangan Gupta & Riza Demirer, 2021. "The Financial US Uncertainty Spillover Multiplier: Evidence from a GVAR Model," Working Papers 202145, University of Pretoria, Department of Economics.
  49. 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 202146, University of Pretoria, Department of Economics.
  50. 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 202147, University of Pretoria, Department of Economics.
  51. 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 202149, University of Pretoria, Department of Economics.
  52. 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 202150, University of Pretoria, Department of Economics.
  53. 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 202152, University of Pretoria, Department of Economics.
  54. 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 202153, University of Pretoria, Department of Economics.
  55. 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 202154, University of Pretoria, Department of Economics.
  56. 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 202155, University of Pretoria, Department of Economics.
  57. 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 202157, University of Pretoria, Department of Economics.
  58. 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 202158, University of Pretoria, Department of Economics.
  59. 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 202159, University of Pretoria, Department of Economics.
  60. 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 202160, University of Pretoria, Department of Economics.
  61. 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 202161, University of Pretoria, Department of Economics.
  62. Afees A. Salisu & Riza Demirer & Rangan Gupta, 2021. "Financial Turbulence, Systemic Risk and the Predictability of Stock Market Volatility," Working Papers 202162, University of Pretoria, Department of Economics.
  63. Maryam Movahedifar & Hossein Hassani & Masoud Yarmohammadi & Mahdi Kalantari & Rangan Gupta, 2021. "A robust approach for outlier imputation: Singular Spectrum Decomposition," Working Papers 202164, University of Pretoria, Department of Economics.
  64. 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 202165, University of Pretoria, Department of Economics.
  65. Sayar Karmakar & Riza Demirer & Rangan Gupta, 2021. "Bitcoin Mining Activity and Volatility Dynamics in the Power Market," Working Papers 202166, University of Pretoria, Department of Economics.
  66. Tendai Zawaira & Matthew Clance & Carolyn Chisadza & Rangan Gupta, 2021. "Financial Inclusion and Gender Inequality in sub-Saharan Africa," Working Papers 202167, University of Pretoria, Department of Economics.
  67. 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 202168, University of Pretoria, Department of Economics.
  68. 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 202169, University of Pretoria, Department of Economics.
  69. 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 202170, University of Pretoria, Department of Economics.
  70. Ahdi Noomen Ajmi & Roula Inglesi-Lotz, 2021. "Revisiting the Kuznets Curve Hypothesis for Tunisia: Carbon Dioxide vs. Ecological Footprint," Working Papers 202171, University of Pretoria, Department of Economics.
  71. Rangan Gupta & Christian Pierdzioch, 2021. "Climate Risks and Forecastability of the Realized Volatility of Gold and Other Metal Prices," Working Papers 202172, University of Pretoria, Department of Economics.
  72. Jiqian Wang & Rangan Gupta & Oguzhan Cepni & Feng Ma, 2021. "Forecasting International REITs Volatility: The Role of Oil-Price Uncertainty," Working Papers 202173, University of Pretoria, Department of Economics.
  73. 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 202174, University of Pretoria, Department of Economics.
  74. 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 202175, University of Pretoria, Department of Economics.
  75. 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 202176, University of Pretoria, Department of Economics.
  76. Rangan Gupta & Christian Pierdzioch, 2021. "Climate Risk and the Volatility of Agricultural Commodity Price Fluctuations: A Forecasting Experiment," Working Papers 202177, University of Pretoria, Department of Economics.
  77. Ruipeng Liu & Rangan Gupta & Elie Bouri, 2021. "Conventional and Unconventional Monetary Policy Rate Uncertainty and Stock Market Volatility: A Forecasting Perspective," Working Papers 202178, University of Pretoria, Department of Economics.
  78. 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 202179, University of Pretoria, Department of Economics.
  79. Juncal Cunado & David Gabauer & Rangan Gupta, 2021. "Realized Volatility Spillovers between Energy and Metal Markets: A Time-Varying Connectedness Approach," Working Papers 202180, University of Pretoria, Department of Economics.
  80. Sisa Shiba & Juncal Cunado & Rangan Gupta, 2021. "Predictability of the Realised Volatility of International Stock Markets Amid Uncertainty Related to Infectious Diseases," Working Papers 202181, University of Pretoria, Department of Economics.
  81. Yue-Jun Zhang & Han Zhang & Rangan Gupta, 2021. "Forecasting the Artificial Intelligence Index Returns: A Hybrid Approach," Working Papers 202182, University of Pretoria, Department of Economics.
  82. Mehmet Balcilar & David Gabauer & Rangan Gupta & Christian Pierdzioch, 2021. "Climate Risks and Forecasting Stock-Market Returns in Advanced Economies Over a Century," Working Papers 202183, University of Pretoria, Department of Economics.
  83. Xin Sheng & Won Joong Kim & Rangan Gupta, 2021. "The Impacts of Oil Price Volatility on Financial Stress: Is the COVID-19 Period Different?," Working Papers 202184, University of Pretoria, Department of Economics.
  84. Nicholas Apergis & Konstantinos Gavriilidis & Rangan Gupta, 2021. "Does Climate Policy Uncertainty Affect Tourism Demand? Evidence from Time-Varying Causality Tests," Working Papers 202186, University of Pretoria, Department of Economics.
  85. 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 202187, University of Pretoria, Department of Economics.
  86. Merima Ali & Odd-Helge Fjeldstad, 2021. "Pre-colonial centralization and tax compliance norms in contemporary Uganda," WIDER Working Paper Series wp-2021-188, World Institute for Development Economic Research (UNU-WIDER).
  87. Adel Bosch & Steven F. Koch, 2021. "Individual and Household Debt: Does Imputation Choice Matter?," Working Papers 202141, University of Pretoria, Department of Economics.
  88. Adel Bosch & Matthew Clance & Steven F. Koch, 2021. "Household Debt and Consumption Dynamics: A Non-Developed World View following the Financial Crisis," Working Papers 202142, University of Pretoria, Department of Economics.
  89. Steven F. Koch, 2021. "Equivalence Scales with Endogeneity and Base Independence," Working Papers 202185, University of Pretoria, Department of Economics.
  90. Tendai Gwatidzo & Witness Simbanegavi, 2021. "Building a competitive and dynamic green industrial sector in South Africa after COVID-19," Working Papers 28, Economic Research Southern Africa.
  91. Adél Bosch & Matthew W. Clance & Steven F. Koch, 2021. "Household debt and consumption dynamics: A non-developed world view following the ï¬ nancial crisis," Working Papers 868, Economic Research Southern Africa.
  92. Yoseph Y. Getachew, 2021. "Phases of higher education, tuition grants, and equity-efficiency tradeoff," Working Papers 848, Economic Research Southern Africa.
  93. Yoseph Y. Getachew, 2021. "Social distancing in macroeconomic models," Working Papers 844, Economic Research Southern Africa.
  94. Chris Belmert Milindi & Roula Inglesi-Lotz, 2021. "Impact of technological progress on carbon emissions in different country income groups," Working Papers 202123, University of Pretoria, Department of Economics.
  95. Salisu, Afees & Raheem, Ibrahim & Vo, Xuan, 2021. "Assessing the safe haven property of the gold market during COVID-19 pandemic," MPRA Paper 105353, University Library of Munich, Germany.
  96. Ludwig, Alexander & Groneck, Max & Zimper, Alexander, 2021. "Who Saves More, the Naive or the Sophisticated Agent?," CEPR Discussion Papers 16412, C.E.P.R. Discussion Papers.
  97. Eduard van der Merwe & Carolyn Chisadza & Matthew Clance, 2021. "Government Religious Preference and Intrastate Conflict," Working Papers 202124, University of Pretoria, Department of Economics.
  98. Leone Walters & Carolyn Chisadza & Matthew Clance, 2021. "Slave Trades, Kinship Structures and Women Political Participation in Africa," Working Papers 202156, University of Pretoria, Department of Economics.
  99. Carla Peyper & Reneé Van Eyden & Sansia Blackmore, 2021. "Fostering Human Empowerment through Education: The Road to Progressive Political Institutions," Working Papers 202110, University of Pretoria, Department of Economics.
  100. 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 9505, The World Bank.
  101. 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 9523, The World Bank.
  102. Burns,Andrew,Jooste,Charl,Schwerhoff,Gregor, 2021. "Climate Modeling for Macroeconomic Policy : A Case Study for Pakistan," Policy Research Working Paper Series 9780, The World Bank.

2020

  1. Augustin Kwasi Fosu, 2020. "Democracy and Development in Africa," Working Papers 202026, University of Pretoria, Department of Economics.
  2. Augustin Kwasi Fosu & Dede Woade Gafa, 2020. "Development Strategies for the Vulnerable Small Island Developing States (SIDS)," Working Papers 202073, University of Pretoria, Department of Economics.
  3. Augustin Kwasi Fosu & Dede Woade Gafa, 2020. "Economic Neoliberalism and African Development," Working Papers 202074, University of Pretoria, Department of Economics.
  4. Ngobeni, Victor & Breitenbach, Marthinus C, 2020. "Technical Efficiency of Water Boards in South Africa: A Costing and Pricing Benchmarking Exercise," MPRA Paper 101501, University Library of Munich, Germany.
  5. 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 104814, University Library of Munich, Germany.
  6. 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 8872, University Library of Munich, Germany.
  7. Victor Ngobeni & Marthinus C. Breitenbach & Goodness C. Aye, 2020. "Technical Efficiency of Provincial Public Healthcare in South Africa," Working Papers 202013, University of Pretoria, Department of Economics.
  8. Goodness C. Aye & Marthinus C. Breitenbach & Victor Ngobeni, 2020. "Efficiency of provincial public healthcare in South Africa," Working Papers 810, Economic Research Southern Africa.
  9. Alain Kabundi & Tumisang Loate & Nicola Viegi, 2020. "Spillovers of the Conventional and Unconventional Monetary Policy from the US to South Africa," Working Papers 202033, University of Pretoria, Department of Economics.
  10. Alberto Coco & Nicola Viegi, 2020. "The monetary policy of the South African Reserve Bank stance communication and credibility," Working Papers 10024, South African Reserve Bank.
  11. 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 E2020/3, Cardiff University, Cardiff Business School, Economics Section.
  12. 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 2020-01, School of Economics, University of Cape Town.
  13. 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 202001, University of Pretoria, Department of Economics.
  14. Oguzhan Cepni & David Gabauer & Rangan Gupta & Khuliso Ramabulana, 2020. "Time-Varying Spillover of US Trade War on the Growth of Emerging Economies," Working Papers 202002, University of Pretoria, Department of Economics.
  15. Elie Bouri & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2020. "Forecasting Realized Volatility of Bitcoin: The Role of the Trade War," Working Papers 202003, University of Pretoria, Department of Economics.
  16. Matteo Bonato & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2020. "A Note on Investor Happiness and the Predictability of Realized Volatility of Gold," Working Papers 202004, University of Pretoria, Department of Economics.
  17. Rangan Gupta & Chi Keung Marco Lau & Jacobus A Nel & Xin Sheng, 2020. "Monetary Policy Uncertainty Spillovers in Time- and Frequency-Domains," Working Papers 202005, University of Pretoria, Department of Economics.
  18. 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 202006, University of Pretoria, Department of Economics.
  19. 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 202007, University of Pretoria, Department of Economics.
  20. 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 202008, University of Pretoria, Department of Economics.
  21. Matteo Bonato & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2020. "Investor Happiness and Predictability of the Realized Volatility of Oil Price," Working Papers 202009, University of Pretoria, Department of Economics.
  22. 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 202010, University of Pretoria, Department of Economics.
  23. Matteo Bonato & Rangan Gupta & Christian Pierdzioch, 2020. "Do Oil-Price Shocks Predict the Realized Variance of U.S. REITs?," Working Papers 2020100, University of Pretoria, Department of Economics.
  24. Edmond Berisha & Carolyn Chisadza & Matthew Clance & Rangan Gupta, 2020. "Income Inequality and Oil Resources: Panel Evidence from the United States," Working Papers 2020103, University of Pretoria, Department of Economics.
  25. 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 2020104, University of Pretoria, Department of Economics.
  26. Afees A. Salisu & Juncal Cunado & Rangan Gupta, 2020. "Geopolitical Risks and Historical Exchange Rate Volatility of the BRICS," Working Papers 2020105, University of Pretoria, Department of Economics.
  27. 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 2020106, University of Pretoria, Department of Economics.
  28. Riza Demirer & Rangan Gupta & Christian Pierdzioch, 2020. "Forecasting Realized Stock-Market Volatility: Do Industry Returns have Predictive Value?," Working Papers 2020107, University of Pretoria, Department of Economics.
  29. 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 2020110, University of Pretoria, Department of Economics.
  30. 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 2020111, University of Pretoria, Department of Economics.
  31. 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 202012, University of Pretoria, Department of Economics.
  32. Elie Bouri & Rangan Gupta & Xuan Vinh Vo, 2020. "Jumps in Geopolitical Risk and the Cryptocurrency Market: The Singularity of Bitcoin," Working Papers 202015, University of Pretoria, Department of Economics.
  33. 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 202016, University of Pretoria, Department of Economics.
  34. Edmond Berisha & David Gabauer & Rangan Gupta & Chi Keung Marco Lau, 2020. "Time-Varying Influence of Household Debt on Inequality in United Kingdom," Working Papers 202017, University of Pretoria, Department of Economics.
  35. Elie Bouri & Rangan Gupta, 2020. "Jumps in Energy and Non-Energy Commodities," Working Papers 202018, University of Pretoria, Department of Economics.
  36. Carolyn Chisadza & Matthew Clance & Rangan Gupta & Peter Wanke, 2020. "Uncertainty and Tourism in Africa," Working Papers 202019, University of Pretoria, Department of Economics.
  37. Hardik A. Marfatia & Rangan Gupta & Keagile Lesame, 2020. "Dynamic Impact of Unconventional Monetary Policy on International REITs," Working Papers 202020, University of Pretoria, Department of Economics.
  38. Elie Bouri & Riza Demirer & David Gabauer & Rangan Gupta, 2020. "Sentiment and Financial Market Connectedness: The Role of Investor Happiness," Working Papers 202022, University of Pretoria, Department of Economics.
  39. 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 202024, University of Pretoria, Department of Economics.
  40. 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 202025, University of Pretoria, Department of Economics.
  41. 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 202027, University of Pretoria, Department of Economics.
  42. 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 202029, University of Pretoria, Department of Economics.
  43. Edmond Berisha & David Gabauer & Rangan Gupta & Jacobus Nel, 2020. "Time-Varying Predictability of Financial Stress on Inequality in United Kingdom," Working Papers 202030, University of Pretoria, Department of Economics.
  44. 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 202031, University of Pretoria, Department of Economics.
  45. Riza Demirer & David Gabauer & Rangan Gupta & Qiang Ji, 2020. "Monetary Policy and Speculative Spillovers in Financial Markets," Working Papers 202032, University of Pretoria, Department of Economics.
  46. Semih Emre Cekin & Rangan Gupta & Eric Olson, 2020. "The Taylor Curve: International Evidence," Working Papers 202034, University of Pretoria, Department of Economics.
  47. Rangan Gupta & Xin Sheng & Qiang Ji, 2020. "Movements in Real Estate Uncertainty in the United States: The Role of Oil Shocks," Working Papers 202035, University of Pretoria, Department of Economics.
  48. Oguzhan Cepni & Rangan Gupta & Cenk C. Karahan & Brian M. Lucey, 2020. "Oil Price Shocks and Yield Curve Dynamics in Emerging Markets," Working Papers 202036, University of Pretoria, Department of Economics.
  49. 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 202037, University of Pretoria, Department of Economics.
  50. Igor Fedotenkov & Rangan Gupta, 2020. "The Effects of Public Expenditures on Labour Productivity in Europe," Working Papers 202038, University of Pretoria, Department of Economics.
  51. Oguzhan Cepni & Rangan Gupta, 2020. "Time-Varying Impact of Monetary Policy Shocks on U.S. Stock Returns: The Role of Investor Sentiment," Working Papers 202039, University of Pretoria, Department of Economics.
  52. Afees A. Salisu & Rangan Gupta, 2020. "Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility in the United Kingdom," Working Papers 202041, University of Pretoria, Department of Economics.
  53. 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 202043, University of Pretoria, Department of Economics.
  54. 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 202044, University of Pretoria, Department of Economics.
  55. 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 202045, University of Pretoria, Department of Economics.
  56. Mehmet Balcilar & Rangan Gupta & Theshne Kisten, 2020. "The Impact of Uncertainty Shocks in South Africa: The Role of Financial Regimes," Working Papers 202046, University of Pretoria, Department of Economics.
  57. Elie Bouri & Oguzhan Cepni & David Gabauer & Rangan Gupta, 2020. "Return Connectedness across Asset Classes around the COVID-19 Outbreak," Working Papers 202047, University of Pretoria, Department of Economics.
  58. Rangan Gupta & Xin Sheng, 2020. "The Effects of Oil Shocks on Macroeconomic Uncertainty: Evidence from a Large Panel Dataset of US States," Working Papers 202048, University of Pretoria, Department of Economics.
  59. Elie Bouri & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2020. "Forecasting Power of Infectious Diseases-Related Uncertainty for Gold Realized Volatility," Working Papers 202049, University of Pretoria, Department of Economics.
  60. 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 202050, University of Pretoria, Department of Economics.
  61. 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 202051, University of Pretoria, Department of Economics.
  62. Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch & Seong-Min Yoon, 2020. "OPEC News and Jumps in the Oil Market," Working Papers 202053, University of Pretoria, Department of Economics.
  63. 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 202054, University of Pretoria, Department of Economics.
  64. Oguzhan Cepni & Rangan Gupta & Yigit Onay, 2020. "The Role of Investor Sentiment in Forecasting Housing Returns in China: A Machine Learning Approach," Working Papers 202055, University of Pretoria, Department of Economics.
  65. Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller, 2020. "Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting," Working Papers 202056, University of Pretoria, Department of Economics.
  66. Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna, 2020. "Point and Density Forecasting of Macroeconomic and Financial Uncertainties of the United States," Working Papers 202058, University of Pretoria, Department of Economics.
  67. Elie Bouri & David Gabauer & Rangan Gupta & Aviral Kumar Tiwari, 2020. "Volatility Connectedness of Major Cryptocurrencies: The Role of Investor Happiness," Working Papers 202059, University of Pretoria, Department of Economics.
  68. 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 202060, University of Pretoria, Department of Economics.
  69. Hardik A. Marfatia & Christophe Andre & Rangan Gupta, 2020. "Predicting Housing Market Sentiment: The Role of Financial, Macroeconomic and Real Estate Uncertainties," Working Papers 202061, University of Pretoria, Department of Economics.
  70. Rangan Gupta & Xin Sheng & Mehmet Balcilar & Qiang Ji, 2020. "Time-Varying Impact of Pandemics on Global Output Growth," Working Papers 202062, University of Pretoria, Department of Economics.
  71. 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 202063, University of Pretoria, Department of Economics.
  72. 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 202064, University of Pretoria, Department of Economics.
  73. 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 202065, University of Pretoria, Department of Economics.
  74. 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 202066, University of Pretoria, Department of Economics.
  75. Konstantinos Gkillas & Elie Bouri & Rangan Gupta & David Roubaud, 2020. "Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin," Working Papers 202068, University of Pretoria, Department of Economics.
  76. Riza Demirer & Rangan Gupta & Asli Yuksel & Aydin Yuksel, 2020. "The U.S. Term Structure and Return Volatility in Global REIT Markets," Working Papers 202069, University of Pretoria, Department of Economics.
  77. 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 202070, University of Pretoria, Department of Economics.
  78. 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 202071, University of Pretoria, Department of Economics.
  79. 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 202075, University of Pretoria, Department of Economics.
  80. 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 202076, University of Pretoria, Department of Economics.
  81. 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 202077, University of Pretoria, Department of Economics.
  82. Rangan Gupta & Sowmya Subramaniam & Elie Bouri & Qiang Ji, 2020. "Infectious Disease-Related Uncertainty and the Safe-Haven Characteristic of US Treasury Securities," Working Papers 202078, University of Pretoria, Department of Economics.
  83. 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 202079, University of Pretoria, Department of Economics.
  84. David Gabauer & Rangan Gupta & Jacobus Nel & Woraphon Yamaka, 2020. "Time-Varying Predictability of Labor Productivity on Inequality in United Kingdom," Working Papers 202084, University of Pretoria, Department of Economics.
  85. 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 202085, University of Pretoria, Department of Economics.
  86. Afees A. Salisu & Juncal Cunado & Kazeem Isah & Rangan Gupta, 2020. "Stock Markets and Exchange Rate Behaviour of the BRICS," Working Papers 202086, University of Pretoria, Department of Economics.
  87. 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 202087, University of Pretoria, Department of Economics.
  88. 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 202088, University of Pretoria, Department of Economics.
  89. Elie Bouri & Riza Demirer & Rangan Gupta & Jacobus Nel, 2020. "COVID-19 Pandemic and Investor Herding in International Stock Markets," Working Papers 202089, University of Pretoria, Department of Economics.
  90. Ruipeng Liu & Rangan Gupta, 2020. "Investors' Uncertainty and Forecasting Stock Market Volatility," Working Papers 202090, University of Pretoria, Department of Economics.
  91. Christophe Andre & David Gabauer & Rangan Gupta, 2020. "Time-Varying Spillovers between Housing Sentiment and Housing Market in the United States," Working Papers 202091, University of Pretoria, Department of Economics.
  92. Xin Sheng & Rangan Gupta & Qiang Ji, 2020. "Forecasting Charge-Off Rates with a Panel Tobit Model: The Role of Uncertainty," Working Papers 202092, University of Pretoria, Department of Economics.
  93. 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 202093, University of Pretoria, Department of Economics.
  94. 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 202094, University of Pretoria, Department of Economics.
  95. 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 202095, University of Pretoria, Department of Economics.
  96. 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 202096, University of Pretoria, Department of Economics.
  97. 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 202097, University of Pretoria, Department of Economics.
  98. 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 202098, University of Pretoria, Department of Economics.
  99. 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 202099, University of Pretoria, Department of Economics.
  100. Yuxiang Ye & Steven F. Koch, 2020. "Measuring Energy Poverty in South Africa Based on Household Required Energy Consumption," Working Papers 2020108, University of Pretoria, Department of Economics.
  101. Steven F. Koch & Evelyn Tshela, 2020. "The Impact of Diabetes on Labour Market Outcomes," Working Papers 2020109, University of Pretoria, Department of Economics.
  102. Steven F. Koch & Naomi Setshegetso, 2020. "Progressivity of Out-of-Pocket Payments and its Determinants Decomposed Over Time," Working Papers 2020112, University of Pretoria, Department of Economics.
  103. Yuxiang Ye & Steven F. Koch & Jiangfeng Zhang, 2020. "Modelling Required Energy Consumption with Equivalence Scales," Working Papers 202014, University of Pretoria, Department of Economics.
  104. Blessing Chipanda & Matthew Clance & Steven F. Koch, 2020. "Technological Trade Composition and Performance in African Countries," Working Papers 202057, University of Pretoria, Department of Economics.
  105. Carolyn Chisadza & Eleni Yitbarek & Nicky Nicholls, 2020. "Group identity in fairness decisions: discrimination or inequality aversion?," Working Papers 24, Economic Research Southern Africa.
  106. Jiangfeng Zhang & Steven F. Koch & Yuxiang Ye, 2020. "Modelling required energy consumption with equivalence," Working Papers 809, Economic Research Southern Africa.
  107. Yoseph Y. Getachew & Stephen J. Turnovsky, 2020. "Redistribution, Inequality, and Efficiency with Credit Constraints," Working Papers 202028, University of Pretoria, Department of Economics.
  108. Yoseph Getachew, 2020. "Optimal Social Distancing in SIR based Macroeconomic Models," Working Papers 202067, University of Pretoria, Department of Economics.
  109. Albert Makochekanwa, 2020. "The Impact of Regulations on Investment in Mobile Telephone Infrastructure in Southern African Development Community Countries," Working Papers 393, African Economic Research Consortium, Research Department.
  110. Makochekanwa, Albert, 2020. "Informal Economy in SSA: Characteristics, size and tax potential," MPRA Paper 98644, University Library of Munich, Germany.
  111. J.A. Bohlmann & Roula Inglesi-Lotz, 2020. "Examining the Determinants of Electricity Demand by South African Households per Income Level," Working Papers 202081, University of Pretoria, Department of Economics.
  112. Salisu, Afees & Ogbonna, Ahamuefula & Oloko, Tirimisiyu, 2020. "Pandemics and cryptocurrencies," MPRA Paper 109597, University Library of Munich, Germany.
  113. Adediran, Idris & Salisu, Afees & Ogbonna, Ahamuefula E, 2020. "To “ECO” or not to “ECO”? Evidence for the single currency agenda of ECOWAS," MPRA Paper 109680, University Library of Munich, Germany.
  114. Ludwig, Alexander & Grevenbrock, Nils & Groneck, Max & Zimper, Alexander, 2020. "Cognition, Optimism and the Formation of Age-Dependent Survival Beliefs," CEPR Discussion Papers 14539, C.E.P.R. Discussion Papers.
  115. Neryvia Pillay Bell, 2020. "Monetary policy and inequality," Working Papers 208, Economic Research Southern Africa.
  116. Tendai Zawaira & Matthew W. Clance & Carolyn Chisadza, 2020. "Social Institutions and Gender-Biased Outcomes in sub-Saharan Africa," Working Papers 2020101, University of Pretoria, Department of Economics.
  117. Leone Walters & Carolyn Chisadza & Matthew W. Clance, 2020. "The Effect of Colonial and Pre-Colonial Institutions on Contemporary Education in Africa," Working Papers 2020102, University of Pretoria, Department of Economics.
  118. Sansia Blackmore & Renee van Eyden, 2020. "A Sequence to Reverse Poverty: Institutions, State Capacity and Human Empowerment," Working Papers 202080, University of Pretoria, Department of Economics.
  119. 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 9247, The World Bank.
  120. Cobus Vermeulen & Kabelo Masike, 2020. "The time-varying elasticity of South African electricity demand: 1980–2018," Working Papers 839, Economic Research Southern Africa.
  121. Cobus Vermeulen, 2020. "‘Quantitative Easing’ and central bank asset purchases in South Africa: A DSGE approach," Working Papers 841, Economic Research Southern Africa.

2019

  1. Augustin Kwasi Fosu & Abdul Fatawu Abass, 2019. "Domestic Credit and Export Diversification: Africa from a Global Perspective," CSAE Working Paper Series 2019-04, Centre for the Study of African Economies, University of Oxford.
  2. Dr Sofia Monteiro & Justine Burns & Patrizio Piraino, 2019. "‘The Prince and the Pauper’: The effect of inherited-wealth status on productivity in the lab," Working Papers 172, Economic Research Southern Africa.
  3. Alberto Coco & Nicola Viegi, 2019. "Assessing inflation targeting and its communication," Working Papers 206, Economic Research Southern Africa.
  4. 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 8942, The World Bank.
  5. Vo Phuong Mai Le & Ruthira Naraidoo, 2019. "Monetary policy in a Model with Commodity and Financial Markets," Working Papers 201928, University of Pretoria, Department of Economics.
  6. 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 201929, University of Pretoria, Department of Economics.
  7. Matthew Clance & Wei Ma & Ruthira Naraidoo, 2019. "International Consumption Risk Sharing and Trade Transaction Costs," Working Papers 201932, University of Pretoria, Department of Economics.
  8. 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 BEMPS61, Faculty of Economics and Management at the Free University of Bozen.
  9. 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 EI2019-16, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  10. Oguzhan Cepni & Selcuk Gul & Rangan Gupta, 2019. "Local Currency Bond Risk Premia of Emerging Markets: The Role of Local and Global Factors," Working Papers 201901, University of Pretoria, Department of Economics.
  11. Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2019. "Rise and Fall of Calendar Anomalies over a Century," Working Papers 201902, University of Pretoria, Department of Economics.
  12. Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2019. "Forecasting Realized Oil-Price Volatility: The Role of Financial Stress and Asymmetric Loss," Working Papers 201903, University of Pretoria, Department of Economics.
  13. 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 201904, University of Pretoria, Department of Economics.
  14. Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2019. "Forecasting Realized Volatility of Bitcoin Returns: Tail Events and Asymmetric Loss," Working Papers 201905, University of Pretoria, Department of Economics.
  15. Oguzhan Cepni & Riza Demirer & Rangan Gupta & Christian Pierdzioch, 2019. "Time-Varying Risk Aversion and the Predictability of Bond Premia," Working Papers 201906, University of Pretoria, Department of Economics.
  16. Christina Christou & Giray Gozgor & Rangan Gupta & Chi-Keung (Marco) Lau, 2019. "Are Uncertainties across the World Convergent?," Working Papers 201907, University of Pretoria, Department of Economics.
  17. 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 201908, University of Pretoria, Department of Economics.
  18. 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 201909, University of Pretoria, Department of Economics.
  19. 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 201910, University of Pretoria, Department of Economics.
  20. 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 201911, University of Pretoria, Department of Economics.
  21. 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 201912, University of Pretoria, Department of Economics.
  22. Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2019. "Halloween Effect in Developed Stock Markets: A US Perspective," Working Papers 201914, University of Pretoria, Department of Economics.
  23. 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 201915, University of Pretoria, Department of Economics.
  24. Hardik A. Marfatia & Rangan Gupta & Esin Cakan, 2019. "Dynamic Impact of the U.S. Monetary Policy on Oil Market Returns and Volatility," Working Papers 201916, University of Pretoria, Department of Economics.
  25. Elie Bouri & Rangan Gupta & Shixuan Wang, 2019. "Contagion between Stock and Real Estate Markets: International Evidence from a Local Gaussian Correlation Approach," Working Papers 201917, University of Pretoria, Department of Economics.
  26. 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 201918, University of Pretoria, Department of Economics.
  27. Mehmet Balcilar & Rangan Gupta & Shixuan Wang & Mark E. Wohar, 2019. "Oil Price Uncertainty and Movements in the US Government Bond Risk Premia," Working Papers 201919, University of Pretoria, Department of Economics.
  28. Rangan Gupta & Philton Makena, 2019. "Inflation Aversion and the Growth-Inflation Relationship," Working Papers 201920, University of Pretoria, Department of Economics.
  29. Esin Cakan & Riza Demirer & Rangan Gupta & Josine Uwilingiye, 2019. "Economic Policy Uncertainty and Herding Behavior: Evidence from the South African Housing Market," Working Papers 201921, University of Pretoria, Department of Economics.
  30. 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 201926, University of Pretoria, Department of Economics.
  31. Elie Bouri & Rangan Gupta & Chi Keung Marco Lau & David Roubaud, 2019. "Risk Aversion and Bitcoin Returns in Normal, Bull, and Bear Markets," Working Papers 201927, University of Pretoria, Department of Economics.
  32. 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 201930, University of Pretoria, Department of Economics.
  33. Samrat Goswami & Rangan Gupta & Mark E. Wohar, 2019. "Historical Volatility of Advanced Equity Markets: The Role of Local and Global Crises," Working Papers 201931, University of Pretoria, Department of Economics.
  34. Edmond Berisha & Rangan Gupta & John Meszaros, 2019. "Fisher Variables and Income Inequality in the BRICS," Working Papers 201933, University of Pretoria, Department of Economics.
  35. Aviral Kumar Tiwari & Rangan Gupta & Mark E. Wohar, 2019. "Is the Housing Market in the United States Really Weakly-Efficient?," Working Papers 201934, University of Pretoria, Department of Economics.
  36. Saban Nazlioglu & Rangan Gupta & Elie Bouri, 2019. "Movements in International Bond Markets: The Role of Oil Prices," Working Papers 201935, University of Pretoria, Department of Economics.
  37. 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 201936, University of Pretoria, Department of Economics.
  38. 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 201937, University of Pretoria, Department of Economics.
  39. 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 201938, University of Pretoria, Department of Economics.
  40. Elie Bouri & Konstantinos Gkillas & Rangan Gupta & Clement Kyei, 2019. "Monetary Policy Uncertainty and Volatility Jumps in Advanced Equity Markets," Working Papers 201939, University of Pretoria, Department of Economics.
  41. 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 201941, University of Pretoria, Department of Economics.
  42. 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 201942, University of Pretoria, Department of Economics.
  43. Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2019. "Forecasting Realized Gold Volatility: Is there a Role of Geopolitical Risks?," Working Papers 201943, University of Pretoria, Department of Economics.
  44. David Gabauer & Rangan Gupta, 2019. "Spillovers across Macroeconomic, Financial and Real Estate Uncertainties: A Time-Varying Approach," Working Papers 201944, University of Pretoria, Department of Economics.
  45. Matthew W. Clance & Giray Gozgor & Rangan Gupta & Chi Keung Marco Lau, 2019. "The Relationship between Economic Uncertainty and Corporate Tax Rates," Working Papers 201945, University of Pretoria, Department of Economics.
  46. Afees A. Salisu & Rangan Gupta, 2019. "How do Housing Returns in Emerging Countries Respond to Oil Shocks? A MIDAS Touch," Working Papers 201946, University of Pretoria, Department of Economics.
  47. Aviral Kumar Tiwari & Christophe Andre & Rangan Gupta, 2019. "Spillovers between US Real Estate and Financial Assets in Time and Frequency Domains," Working Papers 201947, University of Pretoria, Department of Economics.
  48. Elie Bouri & Konstantinos Gkillas & Rangan Gupta, 2019. "Trade Uncertainties and the Hedging Abilities of Bitcoin," Working Papers 201948, University of Pretoria, Department of Economics.
  49. Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2019. "Historical Evolution of Monthly Anomalies in International Stock Markets," Working Papers 201950, University of Pretoria, Department of Economics.
  50. 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 201951, University of Pretoria, Department of Economics.
  51. 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 201952, University of Pretoria, Department of Economics.
  52. 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 201953, University of Pretoria, Department of Economics.
  53. Saban Nazlioglu & Rangan Gupta & Alper Gormus & Ugur Soytas, 2019. "Price and Volatility Linkages between International REITs and Oil Markets," Working Papers 201954, University of Pretoria, Department of Economics.
  54. Elie Bouri & Rangan Gupta, 2019. "Predicting Bitcoin Returns: Comparing the Roles of Newspaper- and Internet Search-Based Measures of Uncertainty," Working Papers 201955, University of Pretoria, Department of Economics.
  55. Hardik A. Marfatia & Rangan Gupta & Stephen M. Miller, 2019. "125 Years of Time-Varying Effects of Fiscal Policy on Financial Markets," Working Papers 201956, University of Pretoria, Department of Economics.
  56. 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 201957, University of Pretoria, Department of Economics.
  57. Yener Coskun & Christos Bouras & Rangan Gupta & Mark E. Wohar, 2019. "Multi-Horizon Financial and Housing Wealth Effects across the U.S. States," Working Papers 201958, University of Pretoria, Department of Economics.
  58. 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 201959, University of Pretoria, Department of Economics.
  59. 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 201960, University of Pretoria, Department of Economics.
  60. 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 201962, University of Pretoria, Department of Economics.
  61. Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2019. "Price Gap Anomaly in the US Stock Market: The Whole Story," Working Papers 201963, University of Pretoria, Department of Economics.
  62. Carolyn Chisadza & Matthew Clance & Rangan Gupta & Mark E. Wohar, 2019. "Giant Oil Discoveries and Conflicts," Working Papers 201964, University of Pretoria, Department of Economics.
  63. 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 201965, University of Pretoria, Department of Economics.
  64. Matteo Bonato & Rangan Gupta & Chi Keung Marco Lau & Shixuan Wang, 2019. "Moments-Based Spillovers across Gold and Oil Markets," Working Papers 201966, University of Pretoria, Department of Economics.
  65. Elie Bouri & Riza Demirer & Rangan Gupta & Mark E. Wohar, 2019. "Gold, Platinum and the Predictability of Bond Risk Premia," Working Papers 201967, University of Pretoria, Department of Economics.
  66. 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 201968, University of Pretoria, Department of Economics.
  67. 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 201969, University of Pretoria, Department of Economics.
  68. 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 201970, University of Pretoria, Department of Economics.
  69. 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 201971, University of Pretoria, Department of Economics.
  70. 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 201972, University of Pretoria, Department of Economics.
  71. 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 201973, University of Pretoria, Department of Economics.
  72. 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 201974, University of Pretoria, Department of Economics.
  73. 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 201975, University of Pretoria, Department of Economics.
  74. Afees A. Salisu & Rangan Gupta, 2019. "Oil Shocks and Stock Market Volatility of the BRICS: A GARCH-MIDAS Approach," Working Papers 201976, University of Pretoria, Department of Economics.
  75. Mawuli Segnon & Rangan Gupta & Keagile Lesame & Mark E. Wohar, 2019. "High-Frequency Volatility Forecasting of US Housing Markets," Working Papers 201977, University of Pretoria, Department of Economics.
  76. 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 201978, University of Pretoria, Department of Economics.
  77. 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 201979, University of Pretoria, Department of Economics.
  78. Vasilios Plakandaras & Elie Bouri & Rangan Gupta, 2019. "Forecasting Bitcoin Returns: Is there a Role for the U.S. – China Trade War?," Working Papers 201980, University of Pretoria, Department of Economics.
  79. 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 201981, University of Pretoria, Department of Economics.
  80. 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 201982, University of Pretoria, Department of Economics.
  81. Leone Walters & Manoel Bittencourt & Carolyn Chisadza, 2019. "Public Infrastructure Provision and Ethnic Favouritism: Evidence from South Africa," Working Papers 201949, University of Pretoria, Department of Economics.
  82. Fjeldstad, Odd-Helge & Ali, Merima & Katera, Lucas, 2019. "Policy Implementation Under Stress: Central-Local Government Relations in Property Tax Administration in Tanzania," Working Papers 14480, Institute of Development Studies, International Centre for Tax and Development.
  83. Chalmers Mulwa & Martine Visser, 2019. "Farm diversification and climate change: implications for food security in northern Namibia," Working Papers 201, Economic Research Southern Africa.
  84. Théophile Azomahou & Yoseph Y. Getachew & Eleni A. Yitbarek, 2019. "Share the Love: Parental Bias, Women Empowerment and Intergenerational Mobility," Post-Print hal-02315246, HAL.
  85. Patricia Funjika & Yoseph Getachew, 2019. "Colonial origin, ethnicity, and intergeneration mobility in Africa," WIDER Working Paper Series wp-2019-64, World Institute for Development Economic Research (UNU-WIDER).
  86. Anneri M. Oosthuizen & George A. Thopil & Roula Inglesi-Lotz, 2019. "The relationship between renewable energy and retail electricity prices: Panel evidence from OECD countries," Working Papers 200, Economic Research Southern Africa.
  87. Imhotep P. Alagidede & Tamara E. Mughogho, 2019. "Capital Account Liberalization and Capital Flows to Sub-Saharan Africa: A Panel Threshold Approach," Working Papers 203, Economic Research Southern Africa.
  88. Anneri M. Oosthuizen & George A. Thopil & Roula Inglesi-Lotz, 2019. "The relationship between renewable energy and retail electricity prices: Panel evidence from OECD countries," Working Papers 797, Economic Research Southern Africa.
  89. Alexander Zimper & Hirbod Assa, 2019. "Preferences Over Rich Sets of Random Variables: Semicontinuity in Measure versus Convexity," Working Papers 201940, University of Pretoria, Department of Economics.
  90. 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 8712, The World Bank.
  91. 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 8939, The World Bank.
  92. 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 8965, The World Bank.
  93. Kikoni,Edith & Madzarevic-Sujster,Sanja & Irwin,Tim & Jooste,Charl, 2019. "Fiscal Rules for the Western Balkans," Policy Research Working Paper Series 8990, The World Bank.
  94. 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 2019-05, PEP-PMMA.
  95. 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 2019-13, PEP-PMMA.

2018

  1. Augustin Fosu, 2018. "Working Paper 298 - Governance and Development in Africa: A Review Essay," Working Paper Series 2425, African Development Bank.
  2. Vincent Dadam & Nicola Viegi, 2018. "Systemic, Sectoral Risk and the Myth of a Corporate Savings Glut," World Bank Publications - Reports 30195, The World Bank Group.
  3. Max Gillman & Tamas Csabafi & Ruthira Naraidoo, 2018. "International Business Cycle and Financial Intermediation," CEU Working Papers 2018_7, Department of Economics, Central European University.
  4. Christina Christou & Ruthira Naraidoo & Rangan Gupta, 2018. "Conventional and Unconventional Monetary Policy Reaction to Uncertainty in Advanced Economies: Evidence from Quantile Regressions," Working Papers 201839, University of Pretoria, Department of Economics.
  5. 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 277037, International Association of Agricultural Economists.
  6. 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 eres2018_52, European Real Estate Society (ERES).
  7. 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 2018-10, School of Economics, University of Cape Town.
  8. 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-03533197, HAL.
  9. Mehmet Balcilar & Rangan Gupta & Chien-Chiang Lee & Godwin Olasehinde-Williams, 2018. "Insurance-Growth Nexus in Africa," Working Papers 201801, University of Pretoria, Department of Economics.
  10. Nikolaos Antonakakis & David Gabauer & Rangan Gupta & Vasilios Plakandaras, 2018. "Dynamic Connectedness of Uncertainty across Developed Economies: A Time-Varying Approach," Working Papers 201802, University of Pretoria, Department of Economics.
  11. 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 201803, University of Pretoria, Department of Economics.
  12. Adnen Ben Nasr & Matteo Bonato & Riza Demirer & Rangan Gupta, 2018. "Investor Sentiment and Crash Risk in Safe Havens," Working Papers 201804, University of Pretoria, Department of Economics.
  13. Konstantinos Gkillas & Rangan Gupta & Mark E. Wohar, 2018. "Volatility Jumps: The Role of Geopolitical Risks," Working Papers 201805, University of Pretoria, Department of Economics.
  14. Nikolaos Antonakakis & David Gabauer & Rangan Gupta, 2018. "International Monetary Policy Spillovers: Evidence from a TVP-VAR," Working Papers 201806, University of Pretoria, Department of Economics.
  15. 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 201807, University of Pretoria, Department of Economics.
  16. 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 201808, University of Pretoria, Department of Economics.
  17. 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 201809, University of Pretoria, Department of Economics.
  18. Vasilios Plakandaras & Rangan Gupta & Mark E. Wohar, 2018. "Persistence of Economic Uncertainty: A Comprehensive Analysis," Working Papers 201810, University of Pretoria, Department of Economics.
  19. Riza Demirer & Rangan Gupta, 2018. "Presidential Cycles and Time-Varying Bond-Stock Correlations: Evidence from More than Two Centuries of Data," Working Papers 201811, University of Pretoria, Department of Economics.
  20. Elie Bouri & Mahamitra Das & Rangan Gupta & David Roubaud, 2018. "Spillovers between Bitcoin and other Assets during Bear and Bull Markets," Working Papers 201812, University of Pretoria, Department of Economics.
  21. 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 201813, University of Pretoria, Department of Economics.
  22. Aviral Kumar Tiwari & Deven Bathia & Elie Bouri & Rangan Gupta, 2018. "Investor Sentiment Connectedness: Evidence from Linear and Nonlinear Causality Approaches," Working Papers 201814, University of Pretoria, Department of Economics.
  23. 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 201815, University of Pretoria, Department of Economics.
  24. 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 201816, University of Pretoria, Department of Economics.
  25. 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 201817, University of Pretoria, Department of Economics.
  26. 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 201818, University of Pretoria, Department of Economics.
  27. Shinhye Chang & Rangan Gupta & Stephen M. Miller & Mark E. Wohar, 2018. "Growth Volatility and Inequality in the U.S.: A Wavelet Analysis," Working Papers 201819, University of Pretoria, Department of Economics.
  28. 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 201820, University of Pretoria, Department of Economics.
  29. 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 201821, University of Pretoria, Department of Economics.
  30. Vasilios Plakandaras & Rangan Gupta & Luis A. Gil-Alana & Mark E. Wohar, 2018. "Are BRICS Exchange Rates Chaotic?," Working Papers 201822, University of Pretoria, Department of Economics.
  31. 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 201823, University of Pretoria, Department of Economics.
  32. 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 201824, University of Pretoria, Department of Economics.
  33. Konstantinos Gkillas & Rangan Gupta & Mark E. Wohar, 2018. "Oil Shocks and Volatility Jumps," Working Papers 201825, University of Pretoria, Department of Economics.
  34. Rangan Gupta & Florian Huber & Philipp Piribauer, 2018. "Predicting International Equity Returns: Evidence from Time-Varying Parameter Vector Autoregressive Models," Working Papers 201826, University of Pretoria, Department of Economics.
  35. 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 201828, University of Pretoria, Department of Economics.
  36. 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 201829, University of Pretoria, Department of Economics.
  37. Rangan Gupta & Patrick Kanda & Mark E. Wohar, 2018. "Predicting Stock Market Movements in the United States: The Role of Presidential Approval Ratings," Working Papers 201830, University of Pretoria, Department of Economics.
  38. Aviral Kumar Tiwari & Zinnia Mukherjee & Rangan Gupta & Mehmet Balcilar, 2018. "A Wavelet Analysis of the Relationship between Oil and Natural Gas Prices," Working Papers 201831, University of Pretoria, Department of Economics.
  39. Goodness C. Aye & Rangan Gupta, 2018. "Macroeconomic Uncertainty and the Comovement in Buying versus Renting in the United States," Working Papers 201832, University of Pretoria, Department of Economics.
  40. Yanele Nyamela & Vasilios Plakandaras & Rangan Gupta, 2018. "Frequency-Dependent Real-Time Effects of Uncertainty in the United States: Evidence from Daily Data," Working Papers 201833, University of Pretoria, Department of Economics.
  41. Elie Bouri & Rangan Gupta & David Roubaud, 2018. "Herding Behaviour in the Cryptocurrency Market," Working Papers 201834, University of Pretoria, Department of Economics.
  42. Ender Demir & Giray Gozgor & Rangan Gupta & Huseyin Kaya, 2018. "Effects of Geopolitical Risks on Trade Flows: Evidence from the Gravity Model," Working Papers 201835, University of Pretoria, Department of Economics.
  43. 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 201836, University of Pretoria, Department of Economics.
  44. Bingling Wang & Sudipto Banerjee & Rangan Gupta, 2018. "Bayesian Spatial Modeling for Housing Data in South Africa," Working Papers 201837, University of Pretoria, Department of Economics.
  45. 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 201838, University of Pretoria, Department of Economics.
  46. Nikolaos Antonakakis & David Gabauer & Rangan Gupta, 2018. "Greek Economic Policy Uncertainty: Does it Matter for the European Union?," Working Papers 201840, University of Pretoria, Department of Economics.
  47. Juncal Cunado & Rangan Gupta & Chi Keung Marco Lau & Xin Sheng, 2018. "Time-Varying Impact of Geopolitical Risks on Oil Prices," Working Papers 201841, University of Pretoria, Department of Economics.
  48. 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 201842, University of Pretoria, Department of Economics.
  49. 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 201843, University of Pretoria, Department of Economics.
  50. Mehmet Balcilar & Rangan Gupta & Wei Ma & Philton Makena, 2018. "Income Inequality and Economic Growth: A Re-Examination of Theory and Evidence," Working Papers 201844, University of Pretoria, Department of Economics.
  51. Petre Caraiani & Adrian Cantemir Călin & Rangan Gupta, 2018. "Monetary Policy and Bubbles in US REITs," Working Papers 201845, University of Pretoria, Department of Economics.
  52. 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 201846, University of Pretoria, Department of Economics.
  53. Vasilios Plakandaras & Rangan Gupta & Wing-Keung Wong, 2018. "Point and Density Forecasts of Oil Returns: The Role of Geopolitical Risks," Working Papers 201847, University of Pretoria, Department of Economics.
  54. 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 201848, University of Pretoria, Department of Economics.
  55. Rangan Gupta & Zhihui Lv & Wing-Keung Wong, 2018. "Macroeconomic Shocks and Changing Dynamics of the U.S. REITs Sector," Working Papers 201849, University of Pretoria, Department of Economics.
  56. 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 201850, University of Pretoria, Department of Economics.
  57. 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 201851, University of Pretoria, Department of Economics.
  58. Rangan Gupta, 2018. "Manager Sentiment and Stock Market Volatility," Working Papers 201853, University of Pretoria, Department of Economics.
  59. Manoel Bittencourt & Rangan Gupta & Philton Makena & Lardo Stander, 2018. "Socio-Political Instability and Growth Dynamics," Working Papers 201855, University of Pretoria, Department of Economics.
  60. 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 201857, University of Pretoria, Department of Economics.
  61. Libing Fang & Elie Bouri & Rangan Gupta & David Roubaud, 2018. "Does Global Economic Uncertainty Matter for the Volatility and Hedging Effectiveness of Bitcoin?," Working Papers 201858, University of Pretoria, Department of Economics.
  62. Hossein Hassani & Mohammad Reza Yeganegi & Rangan Gupta, 2018. "Does Inequality Really Matter in Forecasting Real Housing Returns of the United Kingdom?," Working Papers 201859, University of Pretoria, Department of Economics.
  63. Riza Demirer & Rangan Gupta & Qiang Ji & Aviral Kumar Tiwari, 2018. "Geopolitical Risks and the Predictability of Regional Oil Returns and Volatility," Working Papers 201860, University of Pretoria, Department of Economics.
  64. Goodness C. Aye & Mehmet Balcilar & Riza Demirer & Rangan Gupta, 2018. "Firm-Level Political Risk and Asymmetric Volatility," Working Papers 201861, University of Pretoria, Department of Economics.
  65. 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 201863, University of Pretoria, Department of Economics.
  66. Sowmya Subramaniam & David Gabauer & Rangan Gupta, 2018. "On the Transmission Mechanism of Asia-Pacific Yield Curve Characteristics," Working Papers 201864, University of Pretoria, Department of Economics.
  67. 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 201865, University of Pretoria, Department of Economics.
  68. Rangan Gupta & Chi Keung Marco Lau & Wendy Nyakabawo, 2018. "Predicting Aggregate and State-Level US House Price Volatility: The Role of Sentiment," Working Papers 201866, University of Pretoria, Department of Economics.
  69. 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 201867, University of Pretoria, Department of Economics.
  70. Christian Pierdzioch & Rangan Gupta & Hossein Hassani & Emmanuel Silva, 2018. "Forecasting Changes of Economic Inequality: A Boosting Approach," Working Papers 201868, University of Pretoria, Department of Economics.
  71. 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 201869, University of Pretoria, Department of Economics.
  72. Christina Christou & Rangan Gupta & Wendy Nyakabawo, 2018. "Time-Varying Impact of Uncertainty Shocks on the US Housing Market," Working Papers 201870, University of Pretoria, Department of Economics.
  73. 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 201871, University of Pretoria, Department of Economics.
  74. Rangan Gupta & Philton Makena, 2018. "Why must it always be so Real with Tax Evasion?," Working Papers 201872, University of Pretoria, Department of Economics.
  75. 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 201873, University of Pretoria, Department of Economics.
  76. 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 201874, University of Pretoria, Department of Economics.
  77. 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 201875, University of Pretoria, Department of Economics.
  78. Christophe André & Petre Caraiani & Adrian Cantemir Čalin & Rangan Gupta, 2018. "Can Monetary Policy Lean against Housing Bubbles?," Working Papers 201877, University of Pretoria, Department of Economics.
  79. Akhona Myataza & Rangan Gupta, 2018. "Political Cycles in the United States and Stock Market Volatility in other Advanced Economies: An EGARCH Approach," Working Papers 201878, University of Pretoria, Department of Economics.
  80. 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 201879, University of Pretoria, Department of Economics.
  81. 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 201880, University of Pretoria, Department of Economics.
  82. Riza Demirer & Rangan Gupta & Christian Pierdzioch, 2018. "Time-Varying Risk Aversion and Realized Gold Volatility," Working Papers 201881, University of Pretoria, Department of Economics.
  83. Petre Caraiani & Rangan Gupta, 2018. "Is the Response of the Bank of England to Exchange Rate Movements Frequency-Dependent?," Working Papers 201883, University of Pretoria, Department of Economics.
  84. Foluso Akinsola & Sylvanus Ikhide, 2018. "Can bank capital adequacy changes amplify the business cycle in South Africa?," Working Papers 143, Economic Research Southern Africa.
  85. Manoel Bittencourt, 2018. "Young Democracies and Government Size: Evidence from South America," Working Papers 329, Economic Research Southern Africa.
  86. Manoel Bittencourt & Matthew Clance & Yoseph Y. Getachew, 2018. "Trade Openness and Fertility Rates in Africa: Panel-Data Evidence," Working Papers 201856, University of Pretoria, Department of Economics.
  87. Tendai Zawaira & Manoel Bittencourt & Matthew W. Clance, 2018. "Gender Inequality and Marketisation Hypothesis in Sub-Saharan Africa," Working Papers 201876, University of Pretoria, Department of Economics.
  88. Odd-Helge Fjeldstad & Ivar Kolstad & Arne Wiig, 2018. "Most people are not economists: Citizen preferences for corporate taxation," CMI Working Papers 11, CMI (Chr. Michelsen Institute), Bergen, Norway.
  89. Moore, Mick & Prichard, Wilson & Fjeldstad, Odd-Helge, 2018. "Taxing Africa: Coercion, Reform and Development," Working Papers 13997, Institute of Development Studies, International Centre for Tax and Development.
  90. Fjeldstad, Odd-Helge & Kagoma, Cecilia & Mdee, Ephraim & Hoem Sjursen, Ingrid, 2018. "The Customer is King: Evidence on VAT Compliance in Tanzania," Working Papers 14093, Institute of Development Studies, International Centre for Tax and Development.
  91. 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," Working Papers 756, Economic Research Southern Africa.
  92. Moses Tule & Afees A. Salisu & Charles Chimeke, 2018. "You are what you eat: The role of oil price in Nigeria inflation forecast," Working Papers 040, Centre for Econometric and Allied Research, University of Ibadan.
  93. Afees A. Salisu & Raymond Swaray & Idris Adediran, 2018. "Improving the predictability of commodity prices in US inflation: The role of coffee price," Working Papers 041, Centre for Econometric and Allied Research, University of Ibadan.
  94. Afees A. Salisu & Oluwatomisinn Oyewole & Lateef O. Akanni, 2018. "Modeling the residential electricity demand in the US," Working Papers 042, Centre for Econometric and Allied Research, University of Ibadan.
  95. Afees A. Salisu & Umar B. Ndako & Idris Adediran, 2018. "Forecasting GDP of OPEC: The role of oil price," Working Papers 044, Centre for Econometric and Allied Research, University of Ibadan.
  96. Afees A. Salisu & Lateef O. Akanni & Ahamuefula Ephraim Ogbonna, 2018. "Forecasting CO2 emissions: Does the choice of estimator matter?," Working Papers 045, Centre for Econometric and Allied Research, University of Ibadan.
  97. Afees A. Salisu & Idris Adediran, 2018. "US shale oil and the behaviour of commodity prices," Working Papers 047, Centre for Econometric and Allied Research, University of Ibadan.
  98. Afees A. Salisu & Tirimisyu F. Oloko & Ismail Okunoye & Olaide Opeloyeru & Nafisat Olabisi, 2018. "Energy consumption and economic growth in oil importing and oil exporting countries: A Panel ARDL approach," Working Papers 048, Centre for Econometric and Allied Research, University of Ibadan.
  99. Afees A. Salisu, 2018. "United we stand, divided we fall: A PANICCA test evidence for stock exchanges in OECD," Working Papers 049, Centre for Econometric and Allied Research, University of Ibadan.
  100. Afees A. Salisu & Taofeek O. Ayinde, 2018. "Testing for spillovers in Naira exchange rates: The role of electioneering& global financial crisis," Working Papers 050, Centre for Econometric and Allied Research, University of Ibadan.
  101. Afees A. Salisu & Lateef O. Akanni & Rasheed O. Azeez, 2018. "Could this be a fiction? Bitcoin forecasts most tradable currency pairs better than ARFIMA," Working Papers 051, Centre for Econometric and Allied Research, University of Ibadan.
  102. Afees A. Salisu & Ahamuefula Ephraim Ogbonna & Paul Adeoye Omosebi, 2018. "Does the choice of estimator matter for forecasting? A revisit," Working Papers 053, Centre for Econometric and Allied Research, University of Ibadan.
  103. Afees A. Salisu & Kazeem Isah & Lateef O. Akanni, 2018. "Predicting the stock prices of G7 countries with Bitcoin prices," Working Papers 054, Centre for Econometric and Allied Research, University of Ibadan.
  104. Afees A. Salisu & Wasiu Adekunle & Zachariah Emmanuel & Wasiu A. Alimi, 2018. "Predicting exchange rate with commodity prices: The role of structural breaks and asymmetries," Working Papers 055, Centre for Econometric and Allied Research, University of Ibadan.
  105. Afees A. Salisu & Ibrahim D. Raheem, 2018. "A new procedure for pre-testing the distribution properties of Stock returns," Working Papers 057, Centre for Econometric and Allied Research, University of Ibadan.
  106. Afees A. Salisu & Aviral Kumar Tiwari & Ibrahim D. Raheem, 2018. "Analysing the distribution properties of Bitcoin returns," Working Papers 058, Centre for Econometric and Allied Research, University of Ibadan.
  107. Afees A. Salisu & Idris Adediran, 2018. "Testing for time-varying stochastic volatility in Bitcoin returns," Working Papers 060, Centre for Econometric and Allied Research, University of Ibadan.
  108. Afees A. Salisu & Ahamuefula Ephraim Ogbonna, 2018. "Does time-variation matter in the stochastic volatility components for G7 stock returns," Working Papers 062, Centre for Econometric and Allied Research, University of Ibadan.
  109. Esti Kemp & Greg Farrell, 2018. "Measuring the Financial Cycle in South Africa," Working Papers 161, Economic Research Southern Africa.
  110. Carolyn Chisadza & Matthew Clance, 2018. "Conflict Heterogeneity in Africa," Working Papers 201852, University of Pretoria, Department of Economics.
  111. 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 wp-2018-82, World Institute for Development Economic Research (UNU-WIDER).
  112. Kyei, C. & Hassan, R., 2018. "The economy-wide implications of a tax policy to reduce water pollution: a case of the Olifants river basin, South Africa," 2018 Annual Conference, September 25-27, Cape Town, South Africa 284737, Agricultural Economics Association of South Africa (AEASA).

2017

  1. Augustin Kwasi Fosu, 2017. "Governance and development in Africa: A concise review," Global Development Institute Working Paper Series 082017, GDI, The University of Manchester.
  2. Christian K. Tipoy & Marthinus C. Breitenbach & Mulatu F. Zerihun, 2017. "Equilibrium Exchange Rates and Misalignments: The Case of Homogenous Emerging Market Economies," Working Papers 201769, University of Pretoria, Department of Economics.
  3. Christina Christou & Ruthira Naraidoo & Rangan Gupta & Won Joong Kim, 2017. "Monetary Policy Reaction Functions of the TICKs: A Quantile Regression Approach," Working Papers 201738, University of Pretoria, Department of Economics.
  4. Vasilios Plakandaras & Rangan Gupta & Periklis Gogas & Theophilos Papadimitriou, 2017. "Forecasting the U.S. Real House Price Index," Papers 1707.04868, arXiv.org.
  5. 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 6117, Center for Quantitative Economics (CQE), University of Muenster.
  6. 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 2017-01, School of Economics, University of Cape Town.
  7. 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 2017-05, School of Economics, University of Cape Town.
  8. Francis Leni Anguyo & Rangan Gupta & Kevin Kotze, 2017. "Inflation Dynamics in Uganda: A Quantile Regression Approach," School of Economics Macroeconomic Discussion Paper Series 2017-07, School of Economics, University of Cape Town.
  9. Sergey Ivashchenko & Rangan Gupta, 2017. "Near-Rational Expectations: How Far are Surveys from Rationality?," EERI Research Paper Series EERI RP 2017/04, Economics and Econometrics Research Institute (EERI), Brussels.
  10. Mehmet Balcilar & Elie Bouri & Rangan Gupta & David Roubaud, 2017. "Can volume predict Bitcoin returns and volatility? A quantiles-based approach," Post-Print hal-02008551, HAL.
  11. 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-02008552, HAL.
  12. Nikolaos Antonakakis & Rangan Gupta & Christos Kollias & Stephanos Papadamou, 2017. "Geopolitical Risks and the Oil-Stock Nexus Over 1899-2016," Working Papers 201702, University of Pretoria, Department of Economics.
  13. Rangan Gupta & Lardo Stander & Andrea Vaona, 2017. "Openness and Growth: Is the Relationship Non-Linear?," Working Papers 201703, University of Pretoria, Department of Economics.
  14. 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 201704, University of Pretoria, Department of Economics.
  15. 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 201705, University of Pretoria, Department of Economics.
  16. 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 201706, University of Pretoria, Department of Economics.
  17. Christina Christou & Rangan Gupta & Wendy Nyakabawo & Mark E. Wohar, 2017. "Do House Prices Hedge Inflation in the US? A Quantile Cointegration Approach," Working Papers 201707, University of Pretoria, Department of Economics.
  18. Nikolaos Antonakakis & Mehmet Balcilar & Elie Bouri & Rangan Gupta, 2017. "Is Wine a Safe-Haven? Evidence from a Nonparametric Causality-in-Quantiles Test," Working Papers 201708, University of Pretoria, Department of Economics.
  19. 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 201711, University of Pretoria, Department of Economics.
  20. 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 201712, University of Pretoria, Department of Economics.
  21. 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 201713, University of Pretoria, Department of Economics.
  22. 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 201715, University of Pretoria, Department of Economics.
  23. 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 201719, University of Pretoria, Department of Economics.
  24. 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 201725, University of Pretoria, Department of Economics.
  25. 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 201726, University of Pretoria, Department of Economics.
  26. 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 201727, University of Pretoria, Department of Economics.
  27. 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 201728, University of Pretoria, Department of Economics.
  28. 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 201729, University of Pretoria, Department of Economics.
  29. 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 201730, University of Pretoria, Department of Economics.
  30. 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 201731, University of Pretoria, Department of Economics.
  31. Christian Pierdzioch & Rangan Gupta, 2017. "Uncertainty and Forecasts of U.S. Recessions," Working Papers 201732, University of Pretoria, Department of Economics.
  32. 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 201735, University of Pretoria, Department of Economics.
  33. 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 201736, University of Pretoria, Department of Economics.
  34. Vasilios Plakandaras & Rangan Gupta & Periklis Gogas & Theophilos Papadimitriou, 2017. "Macroeconomic Uncertainty, Growth and Inflation in the Eurozone: A Causal Approach," Working Papers 201737, University of Pretoria, Department of Economics.
  35. Giorgio Canarella & Rangan Gupta & Stephen M. Miller & Stephen K. Pollard, 2017. "Unemployment Rate Hysteresis and the Great Recession: Exploring the Metropolitan Evidence," Working Papers 201740, University of Pretoria, Department of Economics.
  36. 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 201741, University of Pretoria, Department of Economics.
  37. 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 201742, University of Pretoria, Department of Economics.
  38. Elie Bouri & Riza Demirer & Rangan Gupta & Hardik A. Marfatia, 2017. "Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note," Working Papers 201743, University of Pretoria, Department of Economics.
  39. 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 201744, University of Pretoria, Department of Economics.
  40. 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 201747, University of Pretoria, Department of Economics.
  41. Esin Cakan & Rıza Demirer & Rangan Gupta & Hardik A. Marfatia, 2017. "Oil Speculation and Herding Behavior in Emerging Stock Markets," Working Papers 201749, University of Pretoria, Department of Economics.
  42. 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 201750, University of Pretoria, Department of Economics.
  43. 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 201752, University of Pretoria, Department of Economics.
  44. 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 201753, University of Pretoria, Department of Economics.
  45. 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 201754, University of Pretoria, Department of Economics.
  46. 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 201755, University of Pretoria, Department of Economics.
  47. Tsangyao Chang & Rangan Gupta & Anandamayee Majumdar & Christian Pierdzioch, 2017. "Predicting Stock Market Movements with a Time-Varying Consumption-Aggregate Wealth Ratio," Working Papers 201756, University of Pretoria, Department of Economics.
  48. Goodness C. Aye & Matthew W. Clance & Rangan Gupta, 2017. "The Effect of Economic Uncertainty on the Housing Market Cycle," Working Papers 201757, University of Pretoria, Department of Economics.
  49. 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 201758, University of Pretoria, Department of Economics.
  50. 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 201759, University of Pretoria, Department of Economics.
  51. Esin Cakan & Rıza Demirer & Rangan Gupta & Josine Uwilingiye, 2017. "A Note on the Technology Herd: Evidence from Large Institutional Investors," Working Papers 201761, University of Pretoria, Department of Economics.
  52. Rıza Demirer & Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2017. "Time-Varying Rare Disaster Risks, Oil Returns and Volatility," Working Papers 201762, University of Pretoria, Department of Economics.
  53. Adnen Ben Nasr & Mehmet Balcilar & Seyi Saint Akadiri & Rangan Gupta, 2017. "Kuznets Curve for the US: A Reconsideration Using Cosummability," Working Papers 201763, University of Pretoria, Department of Economics.
  54. Wilson Donzwa & Rangan Gupta & Mark E. Wohar, 2017. "Volatility Spillovers between Interest Rates and Equity Markets of Developed Economies: A Note," Working Papers 201764, University of Pretoria, Department of Economics.
  55. 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 201765, University of Pretoria, Department of Economics.
  56. 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 201766, University of Pretoria, Department of Economics.
  57. Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2017. "Exchange Rate Returns and Volatility: The Role of Time-Varying Rare Disaster Risks," Working Papers 201767, University of Pretoria, Department of Economics.
  58. Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2017. "The Role of Time-Varying Rare Disaster Risks in Predicting Bond Returns and Volatility," Working Papers 201770, University of Pretoria, Department of Economics.
  59. 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 201771, University of Pretoria, Department of Economics.
  60. 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 201773, University of Pretoria, Department of Economics.
  61. 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 201774, University of Pretoria, Department of Economics.
  62. Martijn Bos & Riza Demirer & Rangan Gupta & Aviral Kumar Tiwari, 2017. "Oil Returns and Volatility: The Role of Mergers and Acquisitions," Working Papers 201775, University of Pretoria, Department of Economics.
  63. Mehmet Balcilar & Rangan Gupta & Chien-Chiang Lee & Godwin Olasehinde-Williams, 2017. "Economic Policy Uncertainty and Insurance," Working Papers 201776, University of Pretoria, Department of Economics.
  64. 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 201777, University of Pretoria, Department of Economics.
  65. 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 201778, University of Pretoria, Department of Economics.
  66. Vasilios Plakandaras & Rangan Gupta & Mark E. Wohar, 2017. "An Assessment of UK Macroeconomic Volatility: Historical Evidence Using Over Seven Centuries of Data," Working Papers 201779, University of Pretoria, Department of Economics.
  67. 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 201780, University of Pretoria, Department of Economics.
  68. Elie Bouri & Rangan Gupta & Wing-Keung Wong & Zhenzhen Zhu, 2017. "Is Wine a Good Choice for Investment?," Working Papers 201781, University of Pretoria, Department of Economics.
  69. Carolyn Chisadza & Manoel Bittencourt, 2017. "Globalisation and Conflict: Evidence from sub Saharan Africa," Working Papers 99, Economic Research Southern Africa.
  70. Balcilar, Mehmet & Katzke, Nico & Gupta, Rangan, 2017. "Date-stamping US housing market explosivity," Economics Discussion Papers 2017-44, Kiel Institute for the World Economy (IfW Kiel).
  71. Kehinde O. Omotoso & Steven F. Koch, 2017. "Social Determinants of Health Inequalities in South Africa: A Decomposition Analysis," Working Papers 201716, University of Pretoria, Department of Economics.
  72. Kehinde O. Omotoso & Steven F. Koch, 2017. "Gender Differentials in Health: A Differences-in-Decompositions Estimate," Working Papers 201717, University of Pretoria, Department of Economics.
  73. Kehinde O. Omotoso & Steven F. Koch, 2017. "Exploring Child Poverty and Inequality in Post-Apartheid South Africa: A Multidimensional Perspective," Working Papers 201718, University of Pretoria, Department of Economics.
  74. Steven F. Koch, 2017. "Does the Equivalence Scale Matter? Equivalence and Out-of-Pocket Payments," Working Papers 201746, University of Pretoria, Department of Economics.
  75. Mustafa Sakr & Andre Jordaan, 2017. "Push Factors of Emerging Multinational Corporations: Evidence from South Africa and Egypt," Working Papers 201709, University of Pretoria, Department of Economics.
  76. André C. Jordaan & Mustafa Sakr, 2017. "Foreign market selection of emerging multinational corporations: evidence from South African and Egyptian corporations," Working Papers 680, Economic Research Southern Africa.
  77. Parantap Basu & Yoseph Getachew, 2017. "Redistributive Innovation Policy, Inequality and Efficiency," CEGAP Working Papers 2017_02, Durham University Business School.
  78. Albert Makochekanwa, 2017. "An Analysis of Factors that Determine firm Survival during Economic Crises: The Case of Zimbabwe Manufacturing Firms," Working Papers 332, African Economic Research Consortium, Research Department.
  79. 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 201733, University of Pretoria, Department of Economics.
  80. Roula Inglesi-Lotz, 2017. "Decomposing the South African CO2 Emissions within a BRICS Countries Context the Energy Rebound Hypothesis," Working Papers 201751, University of Pretoria, Department of Economics.
  81. Roula Inglesi-Lotz, 2017. "Decomposing the South African CO2 Emissions within a BRICS Countries Context: The Energy Rebound Hypothesis," Working Papers 130, Economic Research Southern Africa.
  82. 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," Working Papers 678, Economic Research Southern Africa.
  83. Sam Olofin & Afees A. Salisu, 2017. "Modelling oil price-inflation nexus: The role of asymmetries and structural breaks," Working Papers 020, Centre for Econometric and Allied Research, University of Ibadan.
  84. Raymond Swaray & Afees A. Salisu, 2017. "The impact of crude oil prices on stock prices of oil firms: Should upstream-downstream dichotomy in supply chain be ignored?," Working Papers 021, Centre for Econometric and Allied Research, University of Ibadan.
  85. Afees A. Salisu & Idris Ademuyiwa & Kazeem Isah, 2017. "Revisiting the forecasting accuracy of Phillips curve: the role of oil price," Working Papers 022, Centre for Econometric and Allied Research, University of Ibadan.
  86. Afees A. Salisu & Kazeem Isah, 2017. "Modeling the spillovers between stock market and money market in Nigeria," Working Papers 023, Centre for Econometric and Allied Research, University of Ibadan.
  87. Afees A. Salisu & Raymond Swaray & Tirimisyu F. Oloko, 2017. "A multi-factor predictive model for oil-US stock nexus with persistence, endogeneity and conditional heteroscedasticity effects," Working Papers 024, Centre for Econometric and Allied Research, University of Ibadan.
  88. Afees A. Salisu & Ahamuefula Ephraim Ogbonna, 2017. "Improving the Predictive ability of oil for inflation: An ADL-MIDAS Approach," Working Papers 025, Centre for Econometric and Allied Research, University of Ibadan.
  89. Afees A. Salisu & Kazeem Isah, 2017. "Predicting US CPI-Inflation in the presence of asymmetries, persistence, endogeneity, and conditional heteroscedasticity," Working Papers 026, Centre for Econometric and Allied Research, University of Ibadan.
  90. Afees A. Salisu & Ibrahim D. Raheem, 2017. "Statistical Modelling of Second Round Qualification at FIFA World Cup Tournaments," Working Papers 027, Centre for Econometric and Allied Research, University of Ibadan.
  91. Afees A. Salisu & Umar B. Ndako, 2017. "Forecasting the return volatility of European equity markets under different market conditions:A GARCH-MIDAS approach," Working Papers 028, Centre for Econometric and Allied Research, University of Ibadan.
  92. Afees A. Salisu & Raymond Swaray, 2017. "Forecasting the return volatility of energy prices: A GARCH MIDAS approach," Working Papers 029, Centre for Econometric and Allied Research, University of Ibadan.
  93. Afees A. Salisu & Oluwatomisinn Oyewole & Ismail O. Fasanya, 2017. "Modelling Return and Volatility Spillovers in Global Foreign Exchange Markets," Working Papers 030, Centre for Econometric and Allied Research, University of Ibadan.
  94. Afees A. Salisu & Umar B. Ndako, 2017. "A new look at the stock price-exchange rate nexus," Working Papers 031, Centre for Econometric and Allied Research, University of Ibadan.
  95. Afees A. Salisu & Ibrahim D. Raheem & Umar B. Ndako, 2017. "A sectoral analysis of asymmetric nexus between oil and stock," Working Papers 033, Centre for Econometric and Allied Research, University of Ibadan.
  96. Afees A. Salisu & Kazeem Isah, 2017. "A Capital Flight-Growth Nexus in Sub-Saharan Africa: The Role of Macroeconomic Uncertainty," Working Papers 034, Centre for Econometric and Allied Research, University of Ibadan.
  97. Afees A. Salisu & Ahamuefula Ephraim Ogbonna, 2017. "Forecasting GDP with energy series: ADL-MIDAS vs. Linear Time Series Models," Working Papers 035, Centre for Econometric and Allied Research, University of Ibadan.
  98. Afees A. Salisu & Tirimisyu F. Oloko, 2017. "Are daily agricultural grains prices stationary? New evidence from GARCH-based unit root tests," Working Papers 036, Centre for Econometric and Allied Research, University of Ibadan.
  99. Afees A. Salisu & Raymond Swaray & Tirimisyu F. Oloko, 2017. "US stocks in the presence of oil price risk: Large cap vs. Small cap," Working Papers 037, Centre for Econometric and Allied Research, University of Ibadan.
  100. Afees A. Salisu & Umar B. Ndako, 2017. "Modelling stock price-exchange rate nexus in OECD countries - A new perspective," Working Papers 038, Centre for Econometric and Allied Research, University of Ibadan.
  101. Afees A. Salisu & Kazeem Isah, 2017. "Predicting US Inflation: Evidence from a New Approach," Working Papers 039, Centre for Econometric and Allied Research, University of Ibadan.
  102. Hirbod Assa & Alexander Zimper, 2017. "Preferences Over all Random Variables: Incompatibility of Convexity and Continuity," Working Papers 201714, University of Pretoria, Department of Economics.
  103. Alexander Zimper, 2017. "Rationalizable Information Equilibria," Working Papers 201745, University of Pretoria, Department of Economics.
  104. Jones O. Mensah & Paul Alagidede, 2017. "How are Africa’s emerging stock markets related to advanced markets? Evidence from copulas," Working Papers 104, Economic Research Southern Africa.
  105. Alex Bara & Gift Mugano & Pierre Le Roux, 2017. "Financial Development and Economic Growth in SADC: Cross Country Spatial Spill-Over Effects," Working Papers 97, Economic Research Southern Africa.
  106. 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 8204, The World Bank.
  107. Ekaterina Pirozhkova, 2017. "Financial frictions and robust monetary policy in the models of New Keynesian framework," BCAM Working Papers 1701, Birkbeck Centre for Applied Macroeconomics.
  108. Ekaterina Pirozhkova, 2017. "Bank loan components, uncertainty and monetary transmission mechanism," BCAM Working Papers 1702, Birkbeck Centre for Applied Macroeconomics.
  109. Ekaterina Pirozhkova, 2017. "Banks' balance sheet, uncertainty and macroeconomy," EcoMod2017 10430, EcoMod.
  110. Scott L Baier & Jeffrey H Bergstrand & Matthew W Clance, 2017. "Heterogeneous economic integration agreements' effects, gravity, and welfare," Discussion Papers 2017-05, University of Nottingham, GEP.

2016

  1. Augustin K. Fosu, 2016. "The Recent Growth Resurgence in Africa and Poverty Reduction: Assessing the Context and Evidence," CSAE Working Paper Series 2016-11, Centre for the Study of African Economies, University of Oxford.
  2. Jones O. Mensah & Paul Alagidede, 2016. "Construction, institutions and economic growth in sub-Saharan Africa," Working Papers 96, Economic Research Southern Africa.
  3. 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 201628, University of Pretoria, Department of Economics.
  4. Kafayat Amusa & Nara Monkam & Nicola Viegi, 2016. "Foreign Aid and Foreign Direct Investment in Sub-Saharan Africa: A Panel Data Analysis," Working Papers 201642, University of Pretoria, Department of Economics.
  5. 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," Working Papers 594, Economic Research Southern Africa.
  6. Adél Bosch & Fanie Joubert & Jannie Rossouw, 2016. "Can currency in circulation predict South African economic activity?," Working Papers 71, Economic Research Southern Africa.
  7. Ramaele Moshoeshoe, 2016. "Birth order effects on education attainment and child labour: Evidence from Lesotho," Working Papers 93, Economic Research Southern Africa.
  8. Johannes Fedderke & Nonso Obikili & Nicola Viegi, 2016. "Markups and concentration in South African manufacturing sectors: An analysis with administrative data," WIDER Working Paper Series wp-2016-40, World Institute for Development Economic Research (UNU-WIDER).
  9. 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 2016-29, Department of Economics and Business Economics, Aarhus University.
  10. 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 2016-01, School of Economics, University of Cape Town.
  11. 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 2016-05, School of Economics, University of Cape Town.
  12. 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 15-30, Eastern Mediterranean University, Department of Economics.
  13. Amine Lahiani & Shawkat Hammoudeh & Rangan Gupta, 2016. "Linkages between financial sector CDS spreads and macroeconomic influence in a nonlinear setting," Post-Print hal-03531142, HAL.
  14. Luis Alberiko Gil-Alaña & Rangan Gupta, 2016. "Trends and Cycles in Historical Gold and Silver Prices," NCID Working Papers 05/2016, Navarra Center for International Development, University of Navarra.
  15. 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 201605, University of Pretoria, Department of Economics.
  16. 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 201606, University of Pretoria, Department of Economics.
  17. 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 201607, University of Pretoria, Department of Economics.
  18. 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 201608, University of Pretoria, Department of Economics.
  19. 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 201609, University of Pretoria, Department of Economics.
  20. 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 201610, University of Pretoria, Department of Economics.
  21. 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 201611, University of Pretoria, Department of Economics.
  22. 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 201612, University of Pretoria, Department of Economics.
  23. Vasilios Plakandaras & Periklis Gogas & Theophilos Papadimitriou & Rangan Gupta, 2016. "The Term Premium as a Leading Macroeconomic Indicator," Working Papers 201613, University of Pretoria, Department of Economics.
  24. 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 201614, University of Pretoria, Department of Economics.
  25. 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 201615, University of Pretoria, Department of Economics.
  26. Nikolaos Antonakakis & Christina Christou & Juncal Cunado & Rangan Gupta, 2016. "Convergence Patterns in Sovereign Bond Yield Spreads: Evidence from the Euro Area," Working Papers 201616, University of Pretoria, Department of Economics.
  27. 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 201617, University of Pretoria, Department of Economics.
  28. 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 201618, University of Pretoria, Department of Economics.
  29. Nikolaos Antonakakis & Tsangyao Chang & Juncal Cunado & Rangan Gupta, 2016. "The Relationship between Commodity Markets and Commodity Mutual Funds: A Wavelet-Based Analysis," Working Papers 201619, University of Pretoria, Department of Economics.
  30. 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 201620, University of Pretoria, Department of Economics.
  31. Christina Christou & Rangan Gupta, 2016. "Forecasting Equity Premium in a Panel of OECD Countries: The Role of Economic Policy Uncertainty," Working Papers 201622, University of Pretoria, Department of Economics.
  32. Mehmet Balcilar & Rangan Gupta & Charl Jooste & Mark E. Wohar, 2016. "Periodically Collapsing Bubbles in the South African Stock Market," Working Papers 201624, University of Pretoria, Department of Economics.
  33. 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 201625, University of Pretoria, Department of Economics.
  34. Rangan Gupta & Anandamayee Majumdar & Christian Pierdzioch & Mark Wohar, 2016. "Do Terror Attacks Predict Gold Returns? Evidence from a Quantile-Predictive-Regression Approach," Working Papers 201626, University of Pretoria, Department of Economics.
  35. Zinnia Mukherjee & Dipak K. Dey & Rangan Gupta, 2016. "A Time Series Analysis of Long Island Sound Lobster Fishery," Working Papers 201627, University of Pretoria, Department of Economics.
  36. Christina Christou & Juncal Cunado & Rangan Gupta, 2016. "Price Convergence Patterns across U.S. States," Working Papers 201629, University of Pretoria, Department of Economics.
  37. Mehmet Balcilar & Esin Cakan & Rangan Gupta, 2016. "Does U.S. News Impact Asian Emerging Markets? Evidence from Nonparametric Causality-in-Quantiles Test," Working Papers 201631, University of Pretoria, Department of Economics.
  38. Nicholas Apergis & Rangan Gupta, 2016. "Can Weather Conditions in New York Predict South African Stock Returns?," Working Papers 201634, University of Pretoria, Department of Economics.
  39. Christophe Andre & Rangan Gupta & John W. Muteba Mwamba, 2016. "Are Housing Price Cycles Asymmetric? Evidence from the US States and Metropolitan Areas," Working Papers 201635, University of Pretoria, Department of Economics.
  40. 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 201637, University of Pretoria, Department of Economics.
  41. Mehmet Balcilar & Matteo Bonato & Riza Demirer & Rangan Gupta, 2016. "The Effect of Investor Sentiment on Gold Market Dynamics," Working Papers 201638, University of Pretoria, Department of Economics.
  42. 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 201639, University of Pretoria, Department of Economics.
  43. Rangan Gupta & Xiaojin Sun, 2016. "Housing Market Spillovers in South Africa: Evidence from an Estimated Small Open Economy DSGE Model," Working Papers 201641, University of Pretoria, Department of Economics.
  44. 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 201643, University of Pretoria, Department of Economics.
  45. 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 201645, University of Pretoria, Department of Economics.
  46. Esin Cakan & Rangan Gupta, 2016. "Does U.S. Macroeconomic News Make the South African Stock Market Riskier?," Working Papers 201646, University of Pretoria, Department of Economics.
  47. Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller, 2016. "Time-Varying Persistence of Inflation: Evidence from a Wavelet-Based Approach," Working Papers 201647, University of Pretoria, Department of Economics.
  48. Mehmet Balcilar & Matteo Bonato & Riza Demirer & Rangan Gupta, 2016. "Geopolitical Risks and Stock Market Dynamics of the BRICS," Working Papers 201648, University of Pretoria, Department of Economics.
  49. 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 201652, University of Pretoria, Department of Economics.
  50. 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 201653, University of Pretoria, Department of Economics.
  51. 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 201654, University of Pretoria, Department of Economics.
  52. 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 201656, University of Pretoria, Department of Economics.
  53. Goodness C. Aye & Rangan Gupta & Peter Wanke, 2016. "Efficiency in South African Agriculture: A Two-Stage Fuzzy Approach," Working Papers 201658, University of Pretoria, Department of Economics.
  54. Sergey Ivashchenko & Rangan Gupta, 2016. "Forecasting using a Nonlinear DSGE Model," Working Papers 201659, University of Pretoria, Department of Economics.
  55. Xu Huang & Hossein Hassani & Mansi Ghodsi & Zinnia Mukherjee & Rangan Gupta, 2016. "Do Trend Extraction Approaches Affect Causality Detection in Climate Change Studies?," Working Papers 201660, University of Pretoria, Department of Economics.
  56. 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 201661, University of Pretoria, Department of Economics.
  57. Mehmet Balcilar & Elie Bouri & Rangan Gupta & David Roubaud, 2016. "Can Volume Predict Bitcoin Returns and Volatility? A Nonparametric Causality-in-Quantiles Approach," Working Papers 201662, University of Pretoria, Department of Economics.
  58. Nikolaos Antonakakis & Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta, 2016. "Is Inflation Persistence Different in Reality?," Working Papers 201663, University of Pretoria, Department of Economics.
  59. Peter Wanke & Andrew Maredza & Rangan Gupta, 2016. "Merger and Acquisitions in South African Banking: A Network DEA Model," Working Papers 201665, University of Pretoria, Department of Economics.
  60. Omokolade Akinsomi & Yener Coskun & Rangan Gupta, 2016. "Analysis of Herding in REITs of an Emerging Market: The Case of Turkey," Working Papers 201666, University of Pretoria, Department of Economics.
  61. Mawuli Segnon & Rangan Gupta & Stelios Bekiros & Mark E. Wohar, 2016. "Forecasting US GNP Growth: The Role of Uncertainty," Working Papers 201667, University of Pretoria, Department of Economics.
  62. 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 201668, University of Pretoria, Department of Economics.
  63. Vasilios Plakandaras & Rangan Gupta & Mark E. Wohar, 2016. "The Depreciation of the Pound Post-Brexit: Could it have been Predicted?," Working Papers 201670, University of Pretoria, Department of Economics.
  64. 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 201671, University of Pretoria, Department of Economics.
  65. 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 201673, University of Pretoria, Department of Economics.
  66. 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 201674, University of Pretoria, Department of Economics.
  67. Tahir Suleman & Rangan Gupta & Mehmet Balcilar, 2016. "Does Country Risks Predict Stock Returns and Volatility? Evidence from a Nonparametric Approach," Working Papers 201675, University of Pretoria, Department of Economics.
  68. 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 201677, University of Pretoria, Department of Economics.
  69. Aviral Kumar Tiwari & Rangan Gupta & Stelios Bekiros, 2016. "Chaos in G7 Stock Markets using Over One Century of Data: A Note," Working Papers 201678, University of Pretoria, Department of Economics.
  70. Matteo Bonato & Riza Demirer & Rangan Gupta, 2016. "The Predictive Power of Industrial Electricity Usage Revisited: Evidence from Nonparametric Causality Tests," Working Papers 201679, University of Pretoria, Department of Economics.
  71. 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 201680, University of Pretoria, Department of Economics.
  72. 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 201681, University of Pretoria, Department of Economics.
  73. 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 201682, University of Pretoria, Department of Economics.
  74. 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 201683, University of Pretoria, Department of Economics.
  75. 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 201685, University of Pretoria, Department of Economics.
  76. 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 201686, University of Pretoria, Department of Economics.
  77. Pramod Kumar Naik & Rangan Gupta & Puja Padhi, 2016. "The Relationship between Stock Market Volatility and Trading Volume: Evidence from South Africa," Working Papers 201689, University of Pretoria, Department of Economics.
  78. Alain Kabundi & Eric Schaling & Modeste Some, 2016. "Estimating a Philipps Curve for South Africa: A Bounded Random Walk Approach," Working Papers 68, Economic Research Southern Africa.
  79. Edwin Muchapondwa & Jackson Otieno, 2016. "Climate change and Agriculture: What is the Role of Wildlife in adaptation in South Africa?," Working Papers 70, Economic Research Southern Africa.
  80. Emmanuel Owusu-Sekyere, 2016. "The impact of monetary policy on household consumption in South Africa," Working Papers 81, Economic Research Southern Africa.
  81. Ailie Charteris & Barry Strydom, 2016. "Stock return predictability in South Africa: An Alternative Approach," Working Papers 85, Economic Research Southern Africa.
  82. 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 2016-17, University of Connecticut, Department of Economics.
  83. Carolyn Chisadza & Manoel Bittencourt, 2016. "The Fertility Transition: Panel Evidence from sub-Saharan Africa," Working Papers 620, Economic Research Southern Africa.
  84. Yesegat, Wollela Abehodie & Fjeldstad, Odd-Helge, 2016. "Business People’s Views of Paying Taxes in Ethiopia," Working Papers 11203, Institute of Development Studies, International Centre for Tax and Development.
  85. Fjeldstad, Odd-Helge, 2016. "What Have We Learned About Tax Compliance in Africa?," Working Papers 12784, Institute of Development Studies, International Centre for Tax and Development.
  86. Kehinde Omotoso & Steven F. Koch, 2016. "South African Trends in Health Outcomes and Health-Related Behaviour: Evidence from Repeated Cross-Sectional Surveys," Working Papers 201650, University of Pretoria, Department of Economics.
  87. Pierre Le Roux & William Kavila, 2016. "Inflation dynamics in a dollarised economy: the case for Zimbabwe," Working Papers 87, Economic Research Southern Africa.
  88. Alain Kabundi & Carike Claassen & Elsabé Loots, 2016. "Comovement between Africa and advanced economies, 1980-2011," Working Papers 69, Economic Research Southern Africa.
  89. Mustafa Sakr & Andre Jordaan, 2016. "Emerging Multinational Corporations: Theoretical and Conceptual Framework," Working Papers 201604, University of Pretoria, Department of Economics.
  90. Mustafa Sakr & Andre Jordaan, 2016. "Emerging Multinational Corporations: A Prominent Player in the Global Economy," Working Papers 201623, University of Pretoria, Department of Economics.
  91. Yoseph Yilma Getachew, 2016. "Credit Constraints, Growth and Inequality Dynamics," Working Papers 201672, University of Pretoria, Department of Economics.
  92. 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 71695, University Library of Munich, Germany.
  93. Jaco P. Weideman & Roula Inglesi-Lotz, 2016. "Structural Breaks in Renewable Energy in South Africa: A Bai and Perron Break Test Application," Working Papers 201636, University of Pretoria, Department of Economics.
  94. Jaco P. Weideman & Roula Inglesi-Lotz, 2016. "Structural Breaks in Renewable Energy in South Africa: A Bai & Perron Test Approach," Working Papers 602, Economic Research Southern Africa.
  95. Anna Orthofer, 2016. "Piketty’s Capital and Private Wealth in South Africa," Working Papers 58, Economic Research Southern Africa.
  96. Bernard N. Iyke & Sin-Yu Ho, 2016. "On the causal links between the stock market and the economy of Hong Kong," Working Papers 74, Economic Research Southern Africa.
  97. Elizabeth L. Roos & Heinrich R. Bohlmann & Jan H. van Heerden & Nicholas Kilimani, 2016. "Counting the cost of drought induced productivity losses in an agro-based economy: The case of Uganda," Working Papers 616, Economic Research Southern Africa.
  98. 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 201669, University of Pretoria, Department of Economics.
  99. Reyno Seymore & Martin Combrinck, 2016. "Alternative Growth Industries In Gabon: An Input-Output Analysis," EcoMod2016 9076, EcoMod.
  100. Azomahou,Theophile T. & Yitbarek,Eleni Abraham, 2016. "Intergenerational education mobility in Africa : has progress been inclusive ?," Policy Research Working Paper Series 7843, The World Bank.

2015

  1. Breitenbach, Marthinus C & Seymore, Ryno, 2015. "China-Africa Trade under FOCAC," MPRA Paper 101998, University Library of Munich, Germany.
  2. 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 201502, University of Pretoria, Department of Economics.
  3. Kavli, Haakon & Viegi, Nicola, 2015. "Portfolio Flows in a two-country RBC model with financial intermediaries," MPRA Paper 66875, University Library of Munich, Germany, revised Sep 2015.
  4. 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 66897, University Library of Munich, Germany.
  5. Vincent Dadam & Nicola Viegi, 2015. "Labour Market and Monetary Policy in South Africa," Working Papers 201569, University of Pretoria, Department of Economics.
  6. Charl Jooste & Ruthira Naraidoo, 2015. "The Macroeconomic Effects of Government Spending Under Fiscal Foresight," Working Papers 201506, University of Pretoria, Department of Economics.
  7. Simplice A. Asongu & Rangan Gupta, 2015. "Trust and Quality of Growth: A Note," Research Africa Network Working Papers 15/026, Research Africa Network (RAN).
  8. 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 5407, CESifo.
  9. Narayan, Paresh Kumar & Gupta, Rangan, 2015. "Has oil price predicted stock returns for over a century?," Working Papers fe_2015_08, Deakin University, Department of Economics.
  10. 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 15-02, Eastern Mediterranean University, Department of Economics.
  11. Mehmet Balcilar & Rangan Gupta & Nico Frederick Katzke, 2015. "Identifying Periods of US Housing Market Explosivity," Working Papers 15-03, Eastern Mediterranean University, Department of Economics.
  12. 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 15-04, Eastern Mediterranean University, Department of Economics.
  13. Mehmet Balcilar & NICO KATZKE & Rangan Gupta, 2015. "Do Precious Metal Prices Help in Forecasting South African Inflation?," Working Papers 15-05, Eastern Mediterranean University, Department of Economics.
  14. 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 15-06, Eastern Mediterranean University, Department of Economics.
  15. Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2015. "International Stock Return Predictability: Is the Role of U.S. Time-Varying?," Working Papers 15-07, Eastern Mediterranean University, Department of Economics.
  16. Franz Ruch & Mehmet Balcilar Author-Name-First Mehmet & Mampho P. Modise & Rangan Gupta, 2015. "Forecasting Core Inflation: The Case of South Africa," Working Papers 15-08, Eastern Mediterranean University, Department of Economics.
  17. Stelios Bekiros & Rangan Gupta & Alessia Paccagnini, 2015. "Oil Price Forecastability and Economic Uncertainty," Working Papers 298, University of Milano-Bicocca, Department of Economics, revised Apr 2015.
  18. 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 06/2015, Navarra Center for International Development, University of Navarra.
  19. Antonakakis, Nikolaos & Gupta, Rangan & Andre, Christophe, 2015. "Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns," MPRA Paper 62464, University Library of Munich, Germany.
  20. 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 201501, University of Pretoria, Department of Economics.
  21. Riadh Aloui & Rangan Gupta & Stephen M. Miller, 2015. "Uncertainty and Crude Oil Returns," Working Papers 201503, University of Pretoria, Department of Economics.
  22. 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 201504, University of Pretoria, Department of Economics.
  23. Stelios Bekiros & Rangan Gupta, 2015. "Predicting Stock Returns and Volatility Using Consumption-Aggregate Wealth Ratios: A Nonlinear Approach," Working Papers 201505, University of Pretoria, Department of Economics.
  24. Stelios Bekiros & Rangan Gupta & Clement Kyei, 2015. "On Economic Uncertainty, Stock Market Predictability and Nonlinear Spillover Effects," Working Papers 201508, University of Pretoria, Department of Economics.
  25. 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 2015100, University of Pretoria, Department of Economics.
  26. Thomas Lux & Mawuli K. Segnon & Rangan Gupta, 2015. "Modeling and Forecasting Crude Oil Price Volatility: Evidence from Historical and Recent Data," Working Papers 201511, University of Pretoria, Department of Economics.
  27. Marcos Álvarez-Díaz & Rangan Gupta, 2015. "Forecasting the US CPI: Does Nonlinearity Matter?," Working Papers 201512, University of Pretoria, Department of Economics.
  28. Vassilios Babalos & Clement Kyei & Evangelos I. Poutos, 2015. "Causality and Contagion in EMU Sovereign Bonds Revisited: Novel Evidence from Nonlinear Causality Tests," Working Papers 201514, University of Pretoria, Department of Economics.
  29. Luis A. Gil-Alana & Fernando Perez de Gracia & Rangan Gupta, 2015. "Modeling Persistence of Carbon Emission Allowance Prices," Working Papers 201515, University of Pretoria, Department of Economics.
  30. Lumengo Bonga-Bonga & Rangan Gupta & Charl Jooste, 2015. "The Macroeconomic Effects of Uncertainty Shocks in India," Working Papers 201516, University of Pretoria, Department of Economics.
  31. Ghassen El Montasser & Rangan Gupta & Charl Jooste & Stephen M. Miller, 2015. "The Time-Series Linkages between US Fiscal Policy and Asset Prices," Working Papers 201519, University of Pretoria, Department of Economics.
  32. Nikolaos Antonakakis & Christophe Andre & Rangan Gupta, 2015. "Dynamic Spillovers in the United States: Stock Market, Housing, Uncertainty and the Macroeconomy," Working Papers 201521, University of Pretoria, Department of Economics.
  33. Aviral K. Tiwari & Claudiu T. Albulescu & Rangan Gupta, 2015. "Time-Frequency Relationship between U.S. Output with Commodity and Asset Prices," Working Papers 201523, University of Pretoria, Department of Economics.
  34. 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 201525, University of Pretoria, Department of Economics.
  35. Periklis Gogas & Rangan Gupta & Stephen M. Miller & Theophilos Papadimitriou & Georgios Antonios Sarantitis, 2015. "Income Inequality: A State-by-State Complex Network Analysis," Working Papers 201534, University of Pretoria, Department of Economics.
  36. 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 201536, University of Pretoria, Department of Economics.
  37. Nicholas Apergis & Vassilios Babalos & Christina Christou & Rangan Gupta, 2015. "Identifying Asymmetries between Socially Responsible and Conventional Investments," Working Papers 201537, University of Pretoria, Department of Economics.
  38. 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 201538, University of Pretoria, Department of Economics.
  39. 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 201539, University of Pretoria, Department of Economics.
  40. Nicholas Apergis & Tsangyao Chang & Christina Christou & Rangan Gupta, 2015. "Convergence of Health Care Expenditures across the US States: A Reconsideration," Working Papers 201542, University of Pretoria, Department of Economics.
  41. Stelios Bekiros & Rangan Gupta & Anandamayee Majumdar, 2015. "Incorporating Economic Policy Uncertainty in US Equity Premium Models: A Nonlinear Predictability Analysis," Working Papers 201545, University of Pretoria, Department of Economics.
  42. Rangan Gupta & Roula Inglesi-Lotz, 2015. "Detection of Multiple Bubbles in South African Electricity Prices," Working Papers 201546, University of Pretoria, Department of Economics.
  43. Rangan Gupta, 2015. "Forecasting Inflation in an Inflation Targeting Economy: Structural Versus Non-Structural Models," Working Papers 201547, University of Pretoria, Department of Economics.
  44. 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 201548, University of Pretoria, Department of Economics.
  45. 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 201550, University of Pretoria, Department of Economics.
  46. Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2015. "The South African Economic Response to Monetary Policy Uncertainty," Working Papers 201551, University of Pretoria, Department of Economics.
  47. 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 201552, University of Pretoria, Department of Economics.
  48. 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 201553, University of Pretoria, Department of Economics.
  49. Vassilios Babalos & Stavros Stavroyiannis & Rangan Gupta, 2015. "Do Commodities Herd? Evidence from a Time-Varying Stochastic Volatility Model," Working Papers 201554, University of Pretoria, Department of Economics.
  50. 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 201558, University of Pretoria, Department of Economics.
  51. Goodness C. Aye & Tsangyao Chang & Rangan Gupta, 2015. "Is Gold an Inflation-Hedge? Evidence from an Interrupted Markov-Switching Cointegration Model," Working Papers 201559, University of Pretoria, Department of Economics.
  52. Rangan Gupta & Roula Inglesi-Lotz & John W. Muteba Mwamba, 2015. "Energy Demand in South Africa: Is it Asymmetric?," Working Papers 201560, University of Pretoria, Department of Economics.
  53. 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 201561, University of Pretoria, Department of Economics.
  54. Rangan Gupta & Charl Jooste & Omid Ranjbar, 2015. "The Changing Dynamics of South Africa's Inflation Persistence: Evidence from a Quantile Regression Framework," Working Papers 201563, University of Pretoria, Department of Economics.
  55. 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 201564, University of Pretoria, Department of Economics.
  56. 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 201565, University of Pretoria, Department of Economics.
  57. 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 201566, University of Pretoria, Department of Economics.
  58. Rangan Gupta & Hylton Hollander & Rudi Steinbach, 2015. "Forecasting Output Growth using a DSGE-Based Decomposition of the South African Yield Curve," Working Papers 201567, University of Pretoria, Department of Economics.
  59. 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 201570, University of Pretoria, Department of Economics.
  60. Goodness C. Aye & Rangan Gupta & Peter Wanke, 2015. "Energy Efficiency Drivers in South Africa: 1965-2014," Working Papers 201571, University of Pretoria, Department of Economics.
  61. 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 201572, University of Pretoria, Department of Economics.
  62. Nikolaos Antonakakis & Rangan Gupta, 2015. "Is Economic Policy Uncertainty Related to Suicide Rates? Evidence from the United States," Working Papers 201573, University of Pretoria, Department of Economics.
  63. Luis A. Gil-Alana & Juncal Cunado & Rangan Gupta, 2015. "Persistence, Mean-Reversion and Non-Linearities in Infant Mortality Rates," Working Papers 201574, University of Pretoria, Department of Economics.
  64. 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 201575, University of Pretoria, Department of Economics.
  65. 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 201576, University of Pretoria, Department of Economics.
  66. 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 201577, University of Pretoria, Department of Economics.
  67. 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 201578, University of Pretoria, Department of Economics.
  68. 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 201579, University of Pretoria, Department of Economics.
  69. 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 201580, University of Pretoria, Department of Economics.
  70. Tolga Omay & Rangan Gupta & Giovanni Bonaccolto, 2015. "The US Real GNP is Trend-Stationary After All," Working Papers 201581, University of Pretoria, Department of Economics.
  71. 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 201582, University of Pretoria, Department of Economics.
  72. Carlos P. Barros & Rangan Gupta, 2015. "Development, Poverty and Inequality: A Spatial Analysis of South African Provinces," Working Papers 201583, University of Pretoria, Department of Economics.
  73. 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 201584, University of Pretoria, Department of Economics.
  74. Rangan Gupta & Eric Olson & Mark E. Wohar, 2015. "Forecasting Key US Macroeconomic Variables with a Factor-Augmented Qual VAR," Working Papers 201585, University of Pretoria, Department of Economics.
  75. 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-Quant," Working Papers 201586, University of Pretoria, Department of Economics.
  76. Rangan Gupta & Charl Jooste, 2015. "Unconventional Monetary Policy Shocks in OECD Countries: How Important is the Extent of Policy Uncertainty?," Working Papers 201587, University of Pretoria, Department of Economics.
  77. 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 201588, University of Pretoria, Department of Economics.
  78. Rangan Gupta & Mark E. Wohar, 2015. "Forecasting Oil and Stock Returns with a Qual VAR using over 150 Years of Data," Working Papers 201589, University of Pretoria, Department of Economics.
  79. 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 201591, University of Pretoria, Department of Economics.
  80. Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch, 2015. "Does Uncertainty Move the Gold Price? New Evidence from a Nonparametric Causality-in-Quantiles Test," Working Papers 201592, University of Pretoria, Department of Economics.
  81. Rangan Gupta & Christian Pierdzioch & Marian Risse, 2015. "On International Uncertainty Links: BART-Based Empirical Evidence for Canada," Working Papers 201594, University of Pretoria, Department of Economics.
  82. 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 201595, University of Pretoria, Department of Economics.
  83. 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 201596, University of Pretoria, Department of Economics.
  84. 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 201597, University of Pretoria, Department of Economics.
  85. 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 201598, University of Pretoria, Department of Economics.
  86. 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 201599, University of Pretoria, Department of Economics.
  87. 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 10197/7351, School of Economics, University College Dublin.
  88. Carolyn Chisadza & Manoel Bittencourt, 2015. "Education and Fertility: Panel Evidence from sub-Saharan Africa," Working Papers 201526, University of Pretoria, Department of Economics.
  89. Merima Ali & Odd-Helge Fjeldstad & Boqian Jiang & Abdulaziz B. Shifa, 2015. "Colonial legacy, state-building and the salience of ethnicity in Sub-Saharan Africa," CMI Working Papers 16, CMI (Chr. Michelsen Institute), Bergen, Norway.
  90. Fjeldstad, Odd-Helge, 2015. "When the Terrain Does Not Fit the Map: Local Government Taxation in Africa," Working Papers 14007, Institute of Development Studies, International Centre for Tax and Development.
  91. Moore, Mick & Fjeldstad, Odd-Helge & Isaksen, Jan & Lundstøl, Olav & McCluskey, Rhiannon & Prichard, Wilson, 2015. "Building Tax Capacity in Developing Countries," Working Papers 6522, Institute of Development Studies, International Centre for Tax and Development.
  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 15/18, Division of Economics, School of Business, University of Leicester.
  93. Gauthier Tshiswaka-Kashalala & Steven F. Koch, 2015. "The Demand for Reproductive Health Care," Working Papers 201556, University of Pretoria, Department of Economics.
  94. Gauthier Tshiswaka-Kashalala & Steven F. Koch, 2015. "Contraceptive Use and Birth Intervals," Working Papers 201593, University of Pretoria, Department of Economics.
  95. Bonginkosi Mamba & André C Jordaan & Matthew Clance, 2015. "Globalisation and Conflicts: A Theoretical Approach," Working Papers 201555, University of Pretoria, Department of Economics.
  96. Yoseph Getachew & Stephen Turnovsky, 2015. "Productive Government Spending and its Consequences for the Growth–Inequality Tradeoff," Working Papers 201520, University of Pretoria, Department of Economics.
  97. 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 201540, University of Pretoria, Department of Economics.
  98. 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 201549, University of Pretoria, Department of Economics.
  99. 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 Pr," Working Papers 201590, University of Pretoria, Department of Economics.
  100. Heinrich R. Bohlmann & Jessika A. Bohlmann & Roula Inglesi-Lotz, 2015. "The importance of new power generation in South Africa," Working Papers 35, Economic Research Southern Africa.
  101. Alexander Zimper & Wei Ma, 2015. "Bayesian Learning with Multiple Priors and Non-Vanishing Ambiguity," Working Papers 201535, University of Pretoria, Department of Economics.
  102. Nicholas Spearman, 2015. "The role of banks in money creation," Working Papers 32, Economic Research Southern Africa.
  103. Monique Reid & Stan Du Plessis, 2015. "Loud and Clear: Can we hear when the SARB speaks?," Working Papers 40, Economic Research Southern Africa.
  104. Johannes W. Fedderke & Yang Liu, 2015. "Accounting for Productivity Growth: Schumpeterian versus Semi-Endogenous Explanations," Working Papers 47, Economic Research Southern Africa.
  105. 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 113203, Verein für Socialpolitik / German Economic Association.
  106. Audrey N. Bekale & Cobus Vermeulen & Erika Botha, 2015. "Institutionalisation of Derivatives Trading and Economic Growth: Evidence from South Africa," Working Papers 505, Economic Research Southern Africa.
  107. Cobus Vermeulen, 2015. "Inflation, growth and employment in South Africa: Trends and trade-offs," Working Papers 547, Economic Research Southern Africa.
  108. Scott L. Baier & Jeffrey H. Bergstrand & Matthew W. Clance, 2015. "Heterogeneous Economic Integration Agreement Effects," CESifo Working Paper Series 5488, CESifo.
  109. Olu Ajakaiye & Afeikhena T. Jerome & Olanrewaju Olaniyan & Kristi Mahrt & Olufunke A. Alaba, 2015. "Spatial and temporal multidimensional poverty in Nigeria," WIDER Working Paper Series wp-2015-132, World Institute for Development Economic Research (UNU-WIDER).
  110. Olu Ajakaiye & Afeikhena T. Jerome & David Nabena & Olufunke A. Alaba, 2015. "Understanding the relationship between growth and employment in Nigeria," WIDER Working Paper Series wp-2015-124, World Institute for Development Economic Research (UNU-WIDER).
  111. Azomahou T.T. & Yitbarek E., 2015. "Poverty persistence and informal risk management: Micro evidence from urban Ethiopia," MERIT Working Papers 2015-006, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).

2014

  1. Augustin Kwasi Fosu, 2014. "Growth, Inequality, and Poverty in Sub-Saharan Africa: Recent Progress in a Global Context," CSAE Working Paper Series 2014-17, Centre for the Study of African Economies, University of Oxford.
  2. Augustin K. Fosu & Thomas H. W. Ziesemer & Yoseph Y. Getachew, 2014. "Optimal Public Investment, Growth, and Consumption: Fresh Evidence from African Countries," Working Papers 471, Economic Research Southern Africa.
  3. Heinrich R. Bohlmann & Martin C. Breitenbach, 2014. "A Historical CGE Simulation of the South African Economy from 2006–2013: Analysing Changes in the Use of Primary Factors by Industries," Working Papers 201405, University of Pretoria, Department of Economics.
  4. Mulatu F. Zerihun & Marthinus C. Breitenbach & Francis Kemegue, 2014. "Nonlinear Econometric Approaches in Testing PPP of SADC Economies towards Monetary Union," Working Papers 201406, University of Pretoria, Department of Economics.
  5. 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 201473, University of Pretoria, Department of Economics.
  6. Heinrich R. Bohlmann & Marthinus C. Breitenbach, 2014. "A Historical CGE Simulation of the South African Economy from 2006–2013: Analysing Changes in the Use of Primary Factors by Industries," Working Papers 416, Economic Research Southern Africa.
  7. Laban K. Chesang & Ruthira Naraidoo, 2014. "Parameter Uncertainty and Inflation Dynamics in a Model with Asymmetric Central Bank Preferences," Working Papers 201437, University of Pretoria, Department of Economics.
  8. 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 15-09, Eastern Mediterranean University, Department of Economics.
  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 15-11, Eastern Mediterranean University, Department of Economics.
  10. Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2014. "The Role of Economic Policy Uncertainty in Forecasting US Inflation Using a VARFIMA Model," Working Papers 15-12, Eastern Mediterranean University, Department of Economics.
  11. 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 15-13, Eastern Mediterranean University, Department of Economics.
  12. Vassilios Babalos & Mehmet Balcilar & Rangan Gupta & Nikolaos Philippas, 2014. "Revisiting Herding Behavior in REITs: A RegimeSwitching Approach," Working Papers 15-15, Eastern Mediterranean University, Department of Economics.
  13. 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 15-16, Eastern Mediterranean University, Department of Economics.
  14. Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2014. "The Growth-Inflation Nexus for the US over 1801-2013: A Semiparametric Approach," Working Papers 15-17, Eastern Mediterranean University, Department of Economics.
  15. 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 15-19, Eastern Mediterranean University, Department of Economics.
  16. 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 15-20, Eastern Mediterranean University, Department of Economics.
  17. 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 15-21, Eastern Mediterranean University, Department of Economics.
  18. Goodness C. Aye & Mehmet Balcilar Author-Name-First Mehmet & Adel Bosch & Rangan Gupta, 2014. "Housing and the Business Cycle in South Africa," Working Papers 15-22, Eastern Mediterranean University, Department of Economics.
  19. 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 15-24, Eastern Mediterranean University, Department of Economics.
  20. 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 2014-236, Department of Research, Ipag Business School.
  21. 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 1402, University of Nevada, Las Vegas , Department of Economics.
  22. 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 1404, University of Nevada, Las Vegas , Department of Economics.
  23. 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 1405, University of Nevada, Las Vegas , Department of Economics.
  24. 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 201407, University of Pretoria, Department of Economics.
  25. Nicholas Apergis & Ghassen El Montasser & Emmanuel Owusu-Sekyere & Ahdi N. Ajmi & Rangan Gupta, 2014. "Dutch Disease Effect of Oil Rents on Agriculture Value Added in MENA Countries," Working Papers 201408, University of Pretoria, Department of Economics.
  26. Saban Nazlioglu & Ugur Soytas & Rangan Gupta, 2014. "Volatility Spillover between Energy and Financial Markets," Working Papers 201409, University of Pretoria, Department of Economics.
  27. 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 201411, University of Pretoria, Department of Economics.
  28. Goodness C. Aye & Rangan Gupta & Shawkat Hammoudeh & Won Joong Kim, 2014. "Forecasting the Price of Gold Using Dynamic Model Averaging," Working Papers 201415, University of Pretoria, Department of Economics.
  29. Stephen M. Miller & Luis F. Martins & Rangan Gupta, 2014. "A Time-Varying Approach of the US Welfare Cost of Inflation," Working Papers 201419, University of Pretoria, Department of Economics.
  30. Charl Jooste & Rangan Gupta, 2014. "Is the South African Reserve Bank Influenced by Exchange Rates when Setting Interest Rates?," Working Papers 201420, University of Pretoria, Department of Economics.
  31. Ghassen El Montasser & Rangan Gupta & Devon Smithers, 2014. "Convergence in U.S. Metropolitan Statistical Areas," Working Papers 201421, University of Pretoria, Department of Economics.
  32. Goodness C. Aye & Frederick W. Deale & Rangan Gupta, 2014. "Does Debt Ceiling and Government Shutdown Help in Forecasting the US Equity Risk Premium?," Working Papers 201422, University of Pretoria, Department of Economics.
  33. Ahdi N. Ajmi & Vassilios Babalos & Rangan Gupta & Roulof Hefer, 2014. "A Reinvestigation of the Oil Price and Consumer Price Nexus in South Africa: An Asymmetric Causality Approach," Working Papers 201423, University of Pretoria, Department of Economics.
  34. Goodness C. Aye & Olorato Gadinabokao & Rangan Gupta, 2014. "Does the South African Reserve Bank (SARB) Respond to Oil Price Movements? Historical Evidence from the Frequency Domain," Working Papers 201425, University of Pretoria, Department of Economics.
  35. 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 201426, University of Pretoria, Department of Economics.
  36. Hossein Hassani & Rangan Gupta & Xu Huang & Mansi Ghodsi, 2014. "Does Sunspot Numbers Cause Global Temperatures? A Reconsideration Using a Non-Parametric Causality Test," Working Papers 201427, University of Pretoria, Department of Economics.
  37. Hossein Hassani & Emmanuel Sirimal Silva & Rangan Gupta & Mawuli K. Segnon, 2014. "Forecasting the Price of Gold," Working Papers 201428, University of Pretoria, Department of Economics.
  38. Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2014. "Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013," Working Papers 201429, University of Pretoria, Department of Economics.
  39. Mehmet Balcilar & Josine Uwilingiye & Rangan Gupta, 2014. "Dynamic Relationship between Oil Price and Inflation in South Africa," Working Papers 201430, University of Pretoria, Department of Economics.
  40. 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 201431, University of Pretoria, Department of Economics.
  41. Rangan Gupta & Lardo Stander, 2014. "Endogenous Fluctuations in an Endogenous Growth Model with Inflation Targeting," Working Papers 201432, University of Pretoria, Department of Economics.
  42. Ghassen El Montasser & Rangan Gupta, 2014. "An Application of a New Seasonal Unit Root Test for Trending and Breaking Series to Industrial Production of the BRICS," Working Papers 201435, University of Pretoria, Department of Economics.
  43. Ahdi N. Ajmi & Vassilios Babalos & Fotini Economou & Rangan Gupta, 2014. "Real Estate Markets and Uncertainty Shocks: A Variance Causality Approach," Working Papers 201436, University of Pretoria, Department of Economics.
  44. 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 201438, University of Pretoria, Department of Economics.
  45. Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2014. "Is the Rand Really Decoupled from Economic Fundamentals?," Working Papers 201439, University of Pretoria, Department of Economics.
  46. Michael Paetz & Rangan Gupta, 2014. "Stock Price Dynamics and the Business Cycle in an Estimated DSGE Model for South Africa," Working Papers 201441, University of Pretoria, Department of Economics.
  47. Tsangyao Chang & Hsiao-Ping Chu & Frederick W. Deale & Rangan Gupta, 2014. "Relationship between Happiness and Smoking: A Bootstrap Panel Causality Test," Working Papers 201443, University of Pretoria, Department of Economics.
  48. Rangan Gupta & Anandamayee Majumdar, 2014. "Forecasting US Real House Price Returns over 1831-2013: Evidence from Copula Models," Working Papers 201444, University of Pretoria, Department of Economics.
  49. Itamar Caspi & Nico Katzke & Rangan Gupta, 2014. "Date Stamping Historical Oil Price Bubbles: 1876-2014," Working Papers 201445, University of Pretoria, Department of Economics.
  50. 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 201449, University of Pretoria, Department of Economics.
  51. 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 201450, University of Pretoria, Department of Economics.
  52. Vasilios Plakandaras & Periklis Gogas & Rangan Gupta & Theophilos Papadimitriou, 2014. "US Inflation Dynamics on Long Range Data," Working Papers 201452, University of Pretoria, Department of Economics.
  53. 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 201453, University of Pretoria, Department of Economics.
  54. 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 201454, University of Pretoria, Department of Economics.
  55. Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2014. "Inflation Forecasts and Forecaster Herding: Evidence from South African Survey Data," Working Papers 201455, University of Pretoria, Department of Economics.
  56. Massimiliano Caporin & Rangan Gupta, 2014. "Time-Varying Persistence in US Inflation," Working Papers 201457, University of Pretoria, Department of Economics.
  57. Nicholas Apergis & Alper Aslan & Goodness C. Aye & Rangan Gupta, 2014. "The Asymmetric Effect of Oil Price on Growth across US States," Working Papers 201459, University of Pretoria, Department of Economics.
  58. Ahdi N. Ajmi & Rangan Gupta & Monique Kruger & Nicola Schoeman & Leoné Walters, 2014. "The Nonparametric Relationship between Oil and South African Agricultural Prices," Working Papers 201461, University of Pretoria, Department of Economics.
  59. 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 201462, University of Pretoria, Department of Economics.
  60. Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2014. "On the Directional Accuracy of Inflation Forecasts: Evidence from South African Survey Data," Working Papers 201463, University of Pretoria, Department of Economics.
  61. 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 201466, University of Pretoria, Department of Economics.
  62. Ghassen El Montasser & Kenza Aggad & Louise Clark & Rangan Gupta & Shannon Kemp, 2014. "Causal Link between Oil Price and Uncertainty in India," Working Papers 201467, University of Pretoria, Department of Economics.
  63. 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 201468, University of Pretoria, Department of Economics.
  64. 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 201469, University of Pretoria, Department of Economics.
  65. 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 201471, University of Pretoria, Department of Economics.
  66. Nicholas Apergis & Christina Christou & Rangan Gupta, 2014. "Are there Environmental Kuznets Curves for US State-Level CO2 Emissions?," Working Papers 201474, University of Pretoria, Department of Economics.
  67. Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2014. "Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality," Working Papers 201475, University of Pretoria, Department of Economics.
  68. 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 201476, University of Pretoria, Department of Economics.
  69. 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 201477, University of Pretoria, Department of Economics.
  70. 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 201479, University of Pretoria, Department of Economics.
  71. 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 201480, University of Pretoria, Department of Economics.
  72. 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 201481, University of Pretoria, Department of Economics.
  73. 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 201482, University of Pretoria, Department of Economics.
  74. 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 201483, University of Pretoria, Department of Economics.
  75. Carolyn Chisadza & Manoel Bittencourt, 2014. "Is Democracy Eluding Sub-Saharan Africa?," Working Papers 201403, University of Pretoria, Department of Economics.
  76. Manoel Bittencourt, 2014. "Education and Fertility: Panel Time-Series Evidence from Southern Africa," Working Papers 201402, University of Pretoria, Department of Economics.
  77. Manoel Bittencourt & Monaheng Seleteng & Reneé van Eyden, 2014. "Inflation and Economic Growth: Evidence from the Southern African Development Countries," Working Papers 405, Economic Research Southern Africa.
  78. Manoel Bittencourt, 2014. "Primary Education and Fertility Rates in Southern Africa: Evidence from Before the Demographic Transition," Working Papers 201404, University of Pretoria, Department of Economics.
  79. Ali, Merima & Fjeldstad, Odd-Helge & Sjursen, Ingrid Hoem, 2014. "To Pay or Not to Pay? Citizen's Attitudes Towards Taxation in Kenya, Uganda, Tanzania and South Africa," Working Papers 13655, Institute of Development Studies, International Centre for Tax and Development.
  80. Fjeldstad, Odd-Helge & Chambas, Gérard & Brun, Jean-Francois, 2014. "Local Government Taxation in Sub-Saharan Africa," Working Papers 13710, Institute of Development Studies, International Centre for Tax and Development.
  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 201417, University of Pretoria, Department of Economics.
  82. Adel Bosch & Steven F. Koch, 2014. "Using a Natural Experiment to Examine Tobacco Tax Regressivity," Working Papers 201424, University of Pretoria, Department of Economics.
  83. Gauthier T. Kashalala & Steven F. Koch, 2014. "The Economic Approach to Fertility: A Causal Mediation Analysis," Working Papers 201434, University of Pretoria, Department of Economics.
  84. Anna S. Brink & Steven F. Koch, 2014. "User Fee Abolition in South Africa in 1994 and 1996: Differences-in-Differences," Working Papers 430, Economic Research Southern Africa.
  85. André Jordaan, 2014. "International trade and military expenditure: Friends or foe?," Proceedings of International Academic Conferences 0301731, International Institute of Social and Economic Sciences.
  86. Roula Inglesi-Lotz & Jessika Bohlmann, 2014. "Environmental Kuznets curve in South Africa: To confirm or not to confirm?," EcoMod2014 6378, EcoMod.
  87. 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 201413, University of Pretoria, Department of Economics.
  88. Nicky Nicholls & Alexander Zimper, 2014. "Subjective Life Expectancy," Working Papers 201410, University of Pretoria, Department of Economics.
  89. 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 201472, University of Pretoria, Department of Economics.
  90. Olu Ajakaiye & Afeikhena T. Jerome & Olanrewaju Olaniyan & Kristi Mahrt & Olufunke A. Alaba, 2014. "Multidimensional Poverty in Nigeria: First Order Dominance Approach," WIDER Working Paper Series wp-2014-143, World Institute for Development Economic Research (UNU-WIDER).

2013

  1. Augustin Kwasi Fosu, 2013. "Achieving Development Success: Strategies and Lessons from the Developing World," WIDER Working Paper Series wp-2013-027, World Institute for Development Economic Research (UNU-WIDER).
  2. Harold Ngalawa & Nicola Viegi, 2013. "Interaction of Formal and Informal Financial Markets in Quasi-Emerging Market Economies," Working Papers 201306, University of Pretoria, Department of Economics.
  3. Chance Mwabutwa & Manoel Bittencourt & Nicola Viegi, 2013. "Evolution of Monetary Policy Transmission Mechanism in Malawi: A TVP-VAR Approach," Working Papers 201327, University of Pretoria, Department of Economics.
  4. Chance Mwabutwa & Manoel Bittencourt & Nicola Viegi, 2013. "Monetary Policy Response to Foreign Aid in an Estimated DSGE Model of Malawi," Working Papers 350, Economic Research Southern Africa.
  5. Chance Mwabutwa & Manoel Bittencourt & Nicola Viegi, 2013. "Evolution of Monetary Policy Transmission Mechanism in Malawi: A TVP-VAR with Stochastic Volatility Approach," Working Papers 387, Economic Research Southern Africa.
  6. Ruthira Naraidoo & Leroi Raputsoane, 2013. "Financial markets and the response of monetary policy to uncertainty in South Africa," Working Papers 201310, University of Pretoria, Department of Economics.
  7. Ruthira Naraidoo & Leroi Raputsoane, 2013. "Debt sustainability and financial crises in South Africa," Working Papers 201352, University of Pretoria, Department of Economics.
  8. 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 2013-20, Department of Research, Ipag Business School.
  9. 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 2013-36, Department of Research, Ipag Business School.
  10. 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 259, University of Milano-Bicocca, Department of Economics, revised Nov 2013.
  11. Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2013. "Housing and the Great Depression," Working Papers 1301, University of Nevada, Las Vegas , Department of Economics.
  12. Luis Alberiko Gil-Alaña & Goodness C. Aye & Rangan Gupta, 2013. "Testing for persistence with breaks and outliers in South African house prices," NCID Working Papers 01/2013, Navarra Center for International Development, University of Navarra.
  13. Beatrice D. Simo-Kengne & Rangan Gupta & Goodness C. Aye, 2013. "Macro Shocks And House Prices In South Africa," Working Papers 201302, University of Pretoria, Department of Economics.
  14. Rangan Gupta & Charl Jooste & Kanyane Matlou, 2013. "A Time-Varying Approach to Analysing Fiscal Policy and Asset Prices in South Africa," Working Papers 201303, University of Pretoria, Department of Economics.
  15. Goodness C. Aye & Mehmet Balcilar & Adel Bosch & Rangan Gupta & Francois Stofberg, 2013. "The out-of-sample forecasting performance of non-linear models of real exchange rate behaviour: The case of the South African Rand," Working Papers 201304, University of Pretoria, Department of Economics.
  16. Riane de Bruyn & Rangan Gupta & Renee van Eyden, 2013. "Forecasting The Rand-Dollar And Rand-Pound Exchange Rates Using Dynamic Model Averaging," Working Papers 201307, University of Pretoria, Department of Economics.
  17. Goodness C. Aye & Rangan Gupta & Alain Kaninda & Wendy Nyakabawo & Aarifah Razak, 2013. "House Price, Stock Price and Consumption in South Africa: A Structural VAR Approach," Working Papers 201309, University of Pretoria, Department of Economics.
  18. Carolyn Chisadza & Janneke Dlamini & Rangan Gupta & Mampho P. Modise, 2013. "The Impact of Oil Shocks on the South African Economy," Working Papers 201311, University of Pretoria, Department of Economics.
  19. Mehmet Balcilar & Rangan Gupta & Kevin Kotze, 2013. "Forecasting South African Macroeconomic Data with a Nonlinear DSGE Model," Working Papers 201313, University of Pretoria, Department of Economics.
  20. Manoel Bittencourt & Rangan Gupta & Lardo Stander, 2013. "Tax evasion, financial development and inflation: theory and empirical evidence," Working Papers 201316, University of Pretoria, Department of Economics.
  21. Tsangyao Chang & Beatrice D. Simo-Kengne & Rangan Gupta, 2013. "The Causal Relationship between House Prices and Economic Growth in the Nine Provinces of South Africa: Evidence from Panel-Granger Causality Tests," Working Papers 201317, University of Pretoria, Department of Economics.
  22. Rangan Gupta & Mampho P. Modise, 2013. "Does the Source of Oil Price Shocks Matter for South African Stock Returns? A Structural VAR Approach," Working Papers 201318, University of Pretoria, Department of Economics.
  23. Tsangyao Chang & Beatrice D. Simo-Kengne & Rangan Gupta, 2013. "The Causal Relationship between Exports and Economic Growth in the Nine Provinces of South Africa: Evidence from Panel-Granger Causality Tests," Working Papers 201319, University of Pretoria, Department of Economics.
  24. Christophe Andre & Luis A. Gil-Alana & Rangan Gupta, 2013. "Testing for Persistence in Housing Price-to-Income and Price-to-Rent Ratios in 16 OECD Countries," Working Papers 201321, University of Pretoria, Department of Economics.
  25. Nicholas Apergis & Beatrice D. Simo-Kengne & Rangan Gupta, 2013. "Convergence in Provincial-Level South African House Prices: Evidence from the Club Convergence and Clustering Procedure," Working Papers 201322, University of Pretoria, Department of Economics.
  26. Tsangyao Chang & Tsung-pao Wu & Rangan Gupta, 2013. "Are House Prices in South Africa Really Non-Stationary? Evidence from SPSM-Based Panel KSS Test with a Fourier Function," Working Papers 201324, University of Pretoria, Department of Economics.
  27. Nicholas Apergis & Beatrice D. Simo-Kengne & Rangan Gupta, 2013. "The Long-Run Relationship between Consumption, House Prices and Stock Prices in South Africa: Evidence from Provincial-Level Data," Working Papers 201326, University of Pretoria, Department of Economics.
  28. Wendy Nyakabawo & Stephen M. Miller & Mehmet Balcilar & Sonali Das & Rangan Gupta, 2013. "Temporal Causality between House Prices and Output in the U. S.: A Bootstrap Rolling-Window Approach," Working Papers 201329, University of Pretoria, Department of Economics.
  29. Janneke Dlamini & Mehmet Balcilar & Rangan Gupta & Roula Inglesi-Lotz, 2013. "Revisiting the Causality between Electricity Consumption and Economic Growth in South Africa: A Bootstrap Rolling-Window Approach," Working Papers 201330, University of Pretoria, Department of Economics.
  30. Kirsten Thompson & Renee van Eyden & Rangan Gupta, 2013. "Identifying a financial conditions index for South Africa," Working Papers 201333, University of Pretoria, Department of Economics.
  31. Rangan Gupta & Lardo Stander, 2013. "Social Status, Inflation and Endogenous Growth in a Cash-in-Advance Economy: A Reconsideration," Working Papers 201336, University of Pretoria, Department of Economics.
  32. Roula Inglesi-Lotz & Tsangyao Chang & Rangan Gupta, 2013. "Causality between Research Output and Economic Growth in BRICS," Working Papers 201337, University of Pretoria, Department of Economics.
  33. Rangan Gupta & Shawkat Hammoudeh & Won Joong Kim & Beatrice D. Simo-Kengne, 2013. "Forecasting China’s Foreign Exchange Reserves Using Dynamic Model Averaging: The Role of Macroeconomic Fundamentals, Financial Stress and Economic Uncertainty," Working Papers 201338, University of Pretoria, Department of Economics.
  34. Ahdi N. Ajmi & Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2013. "Causality between Exports and Economic Growth in South Africa: Evidence from Linear and Nonlinear Tests," Working Papers 201339, University of Pretoria, Department of Economics.
  35. Wendy N. Cowan & Tsangyao Chang & Roula Inglesi-Lotz & Rangan Gupta, 2013. "The nexus of electricity consumption, economic growth and CO2 emissions in the BRICS countries," Working Papers 201340, University of Pretoria, Department of Economics.
  36. Janneke Dlamini & Mehmet Balcilar & Rangan Gupta & Roula Inglesi-Lotz, 2013. "Revisiting the Causal Relationship between Energy Consumption and Economic Growth in South Africa: Evidence from a Bootstrap Rolling Window Approach," Working Papers 201341, University of Pretoria, Department of Economics.
  37. Goodness C. Aye & Pami Dua & Rangan Gupta, 2013. "Forecasting Indian Macroeconomic Variables Using Medium-Scale VAR Models," Working Papers 201342, University of Pretoria, Department of Economics.
  38. Beatrice D. Simo-Kengne & Stephen M. Miller & Rangan Gupta, 2013. "Evolution of Monetary Policy in the US: The Role of Asset Prices," Working Papers 201343, University of Pretoria, Department of Economics.
  39. Goodness C. Aye & Mehmet Balcilar & John P. Dunne & Rangan Gupta & Renee van Eyden, 2013. "Military Expenditure, Economic Growth and Structural Instability: A Case Study of South Africa," Working Papers 201344, University of Pretoria, Department of Economics.
  40. Xiao-lin Li & Mehmet Balcilar & Rangan Gupta & Tsangyao Chang, 2013. "The Causal Relationship between Economic Policy Uncertainty and Stock Returns in China and India: Evidence from a Bootstrap Rolling-Window Approach," Working Papers 201345, University of Pretoria, Department of Economics.
  41. Annari de Waal & Renee van Eyden & Rangan Gupta, 2013. "Do we need a global VAR model to forecast inflation and output in South Africa?," Working Papers 201346, University of Pretoria, Department of Economics.
  42. Goodness C. Aye & Stephen M. Miller & Rangan Gupta & Mehmet Balcilar, 2013. "Forecasting the US Real Private Residential Fixed Investment Using Large Number of Predictors," Working Papers 201348, University of Pretoria, Department of Economics.
  43. Nicholas Apergis & Beatrice D. Simo-Kengne & Rangan Gupta & Tsangyao Chang, 2013. "The Dynamic Relationship between House Prices and Output: Evidence from US Metropolitan Statistical Areas," Working Papers 201349, University of Pretoria, Department of Economics.
  44. Roula Inglesi-Lotz & Mehmet Balcilar & Rangan Gupta, 2013. "Time-Varying Causality between Research Output and Economic Growth in the US," Working Papers 201350, University of Pretoria, Department of Economics.
  45. Adnen Ben Nasr & Ahdi N. Ajmi & Rangan Gupta, 2013. "Modeling the Volatility of the Dow Jones Islamic Market World Index Using a Fractionally Integrated Time Varying GARCH (FITVGARCH) Model," Working Papers 201357, University of Pretoria, Department of Economics.
  46. Ahdi N. Ajmi & Goodness C. Aye & Mehmet Balcilar & Ghassen El Montasser & Rangan Gupta, 2013. "Causality between US Economic Policy and Equity Market Uncertainties: Evidence from Linear and Nonlinear Tests," Working Papers 201358, University of Pretoria, Department of Economics.
  47. Christophe Andre & Luis A. Gil-Alana & Rangan Gupta, 2013. "Comovement in Euro Area Housing Prices: A Fractional Cointegration Approach," Working Papers 201359, University of Pretoria, Department of Economics.
  48. Ahdi N. Ajmi & Rangan Gupta & Patrick T. Kanda, 2013. "Causality between Economic Policy Uncertainty across Countries: Evidence from Linear and Nonlinear Tests," Working Papers 201361, University of Pretoria, Department of Economics.
  49. Goodness C. Aye & Rangan Gupta, 2013. "Forecasting Real House Price of the U.S.: An Analysis Covering 1890 to 2012," Working Papers 201362, University of Pretoria, Department of Economics.
  50. Mehmet Balcilar & Renee van Eyden & Roula Inglesi-Lotz & Rangan Gupta, 2013. "Time-Varying Linkages between Tourism Receipts and Economic Growth in South Africa," Working Papers 201363, University of Pretoria, Department of Economics.
  51. Goodness C. Aye & Rangan Gupta & Prudence S. Moyo & Nehrunaman Pillay, 2013. "Testing the Impact of Exchange Rate Uncertainty on Exports in South Africa," Working Papers 201367, University of Pretoria, Department of Economics.
  52. Goodness C. Aye & Vincent Dadam & Rangan Gupta & Bonginkosi Mamba, 2013. "Oil Price Uncertainty and Manufacturing Production in South Africa," Working Papers 201368, University of Pretoria, Department of Economics.
  53. Tsangyao Chang & Frederick W. Deale & Rangan Gupta & Roulof Hefer & Roula Inglesi-Lotz & Beatrice D. Simo-Kengne, 2013. "The causal relationship between coal consumption and economic growth in the BRICS countries: Evidence from panel Granger causality tests," Working Papers 201369, University of Pretoria, Department of Economics.
  54. Tsangyao Chang & Rangan Gupta & Roula Inglesi-Lotz & Lilian S. Masabala & Beatrice D. Simo-Kengne & Jaco P. Weideman, 2013. "The causal relationship between natural gas consumption and economic growth: Evidence from the G7 countries," Working Papers 201370, University of Pretoria, Department of Economics.
  55. Tsangyao Chang & Olorato Gadinabokao & Rangan Gupta & Roula Inglesi-Lotz & Pervan Kanniah & Beatrice D. Simo-Kengne, 2013. "Panel Granger causality between oil consumption and GDP: Evidence from the BRICS countries," Working Papers 201371, University of Pretoria, Department of Economics.
  56. Tsangyao Chang & Rangan Gupta & Roula Inglesi-Lotz & Beatrice D. Simo-Kengne & Devon Smithers & Amy B. Trembling, 2013. "The causal relationship between renewable energy consumption and economic growth: Evidence from the G7 countries," Working Papers 201372, University of Pretoria, Department of Economics.
  57. Tsangyao Chang & Fabrice Gatwabuyege & Rangan Gupta & Roula Inglesi-Lotz & Nangamso C. Manjezi & Beatrice D. Simo-Kengne, 2013. "Causal relationship between nuclear energy consumption and economic growth in the G6 countries: Evidence from panel Granger causality tests," Working Papers 201373, University of Pretoria, Department of Economics.
  58. Luis A. Gil-Alana & Rangan Gupta, 2013. "Persistence and Cycles in Historical Oil Prices Data," Working Papers 201375, University of Pretoria, Department of Economics.
  59. Tsangyao Chang & Wen-Chi Liu & Goodness C. Aye & Rangan Gupta, 2013. "Are there Housing Bubbles in South Africa? Evidence from SPSM-Based Panel KSS Test with a Fourier Function," Working Papers 201377, University of Pretoria, Department of Economics.
  60. Ghassen El Montasser & Ahdi N. Ajmi & Tsangyao Chang & Beatrice D. Simo-Kengne & Christophe Andre & Rangan Gupta, 2013. "Cross-Country Evidence On The Causal Relationship Between Policy Uncertainty And House Prices," Working Papers 201380, University of Pretoria, Department of Economics.
  61. Rangan Gupta & Shawkat Hammoudeh & Beatrice D. Simo-Kengne & Soodabeh Sarafrazi, 2013. "Can the Sharia-Based Islamic Stock Market Returns be Forecasted Using Large Number of Predictors and Models?," Working Papers 201381, University of Pretoria, Department of Economics.
  62. Rangan Gupta & Luis A. Gil-Alana & OlaOluwa S. Yaya, 2013. "Does Sunspot Numbers Cause Global Temperatures? Evidence from a Frequency Domain Causality Test," Working Papers 201382, University of Pretoria, Department of Economics.
  63. Kirsten Thompson & Renee van Eyden & Rangan Gupta, 2013. "Testing the Out-of-Sample Forecasting Ability of a Financial Conditions Index for South Africa," Working Papers 201383, University of Pretoria, Department of Economics.
  64. Saban Nazlioglu & Shawkat Hammoudeh & Rangan Gupta, 2013. "Volatility Transmission between Islamic and Conventional Equity Markets: Evidence from Causality-in-Variance Test," Working Papers 201384, University of Pretoria, Department of Economics.
  65. Marcos Álvarez-Díaz & Shawkat Hammoudeh & Rangan Gupta, 2013. "Detecting Predictable Non-linear Dynamics in Dow Jones Industrial Average and Dow Jones Islamic Market Indices using Nonparametric Regressions," Working Papers 201385, University of Pretoria, Department of Economics.
  66. Ghassen El Montasser & Roula Inglesi-Lotz & Rangan Gupta, 2013. "Convergence of Greenhouse Gas Emissions among G7 Countries," Working Papers 201386, University of Pretoria, Department of Economics.
  67. Manoel Bittencourt, 2013. "Economic Growth and Inequality: Evidence from the Young Democracies of South America," Working Papers 201301, University of Pretoria, Department of Economics.
  68. Manoel Bittencourt, 2013. "Yet Another Look at the Modernisation Hypothesis: Evidence from South America," Working Papers 342, Economic Research Southern Africa.
  69. Manoel Bittencourt, 2013. "Determinants of Government and External Debt: Evidence from the Young Democracies of South America," Working Papers 341, Economic Research Southern Africa.
  70. Manoel Bittencourt & Renee van Eyden & Monaheng Seleteng, 2013. "Inflation and Economic Growth in the SADC: Some Panel Time-Series Evidence," Working Papers 201354, University of Pretoria, Department of Economics.
  71. Manoel Bittencourt, 2013. "Democracy and Education: Evidence from the Southern African Development Community," Working Papers 201387, University of Pretoria, Department of Economics.
  72. Fjeldstad, Odd-Helge, 2013. "Taxation and Development: a Review of Donor Support to Strengthen Tax Systems in Developing Countries," Working Papers 13683, Institute of Development Studies, International Centre for Tax and Development.
  73. Heggstad, Kari K. & Fjeldstad, Odd-Helge, 2013. "Bankene kan stoppe kapitalflukt fra fattige land," Working Papers 13703, Institute of Development Studies, International Centre for Tax and Development.
  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 2013-14, McMaster University.
  75. Steven F. Koch, 2013. "User Fee Abolition in South Africa: Re-Evaluating the Impact?," Working Papers 201331, University of Pretoria, Department of Economics.
  76. Anna S. Brink & Steven F. Koch, 2013. "The 1996 User Fee Abolition in South Africa: A Difference-in-Difference Analysis," Working Papers 201332, University of Pretoria, Department of Economics.
  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 201388, University of Pretoria, Department of Economics.
  78. Niek J. Schoeman & Yolandé van Heerden, 2013. "Measuring the Impact of Marginal Tax Rate Reform on the Revenue Base of South Africa Using a Microsimulation Tax Model," Working Papers 397, Economic Research Southern Africa.
  79. Reyno Seymore & R. Inglesi-Lotz1 & J. Blignaut1, 2013. "A Greenhouse Gas Emissions Inventory For South Africa: A Comparative Analysis," EcoMod2013 5071, EcoMod.
  80. Roula Inglesi-Lotz & Anastassios Pouris, 2013. "On the causality and determinants of energy and electricity demand in South Africa: A review," Working Papers 201314, University of Pretoria, Department of Economics.
  81. Roula Inglesi-Lotz, 2013. "The Impact of Renewable Energy Consumption to Economic Welfare: A Panel Data Application," Working Papers 201315, University of Pretoria, Department of Economics.
  82. Hamilton Ntuli & Roula Inglesi-Lotz & Tsangyao Chang & Anastassios Pouris, 2013. "Research Output and Economic Growth in 34 OECD countries: A Bootstrap Panel Causality Exercise," Working Papers 201355, University of Pretoria, Department of Economics.
  83. Tebogo J. Moche & Nara Monkam & Goodness C. Aye, 2013. "Fiscal Decentralisation and Poverty in South Africa: Evidence from Panel Data Analysis," Working Papers 201378, University of Pretoria, Department of Economics.
  84. Margaret Chitiga-Mabugu & Nara Monkam, 2013. "Assessing Fiscal Capacity at the Local Government Level in South Africa," Working Papers 201376, University of Pretoria, Department of Economics.
  85. Max Groneck & Alexander Ludwig & Alexander Zimper, 2013. "A Life-Cycle Model with Ambiguous Survival Beliefs," Working Paper Series in Economics 63, University of Cologne, Department of Economics, revised 22 Nov 2013.
  86. Alexander Zimper, 2013. "The minimal confidence levels of Basel capital regulation," Working Papers 201305, University of Pretoria, Department of Economics.
  87. Alexander Zimper, 2013. "Bank Deposit Contracts Versus Financial Market Participation in Emerging Economies," Working Papers 201334, University of Pretoria, Department of Economics.
  88. Alexander Zimper, 2013. "Speculative Trade Equilibria with Incorrect Price Anticipations," Working Papers 201335, University of Pretoria, Department of Economics.
  89. Alexander Zimper, 2013. "On the Welfare Equivalence of Asset Markets and Banking in Diamond Dybvig Economies," Working Papers 201356, University of Pretoria, Department of Economics.
  90. Nicky Nicholls & Aylit Romm & Alexander Zimper, 2013. "The impact of statistical learning on violations of the sure-thing principle," Working Papers 201364, University of Pretoria, Department of Economics.
  91. Alexander Ludwig & Alexander Zimper, 2013. "Biased Bayesian learning with an application to the risk-free rate puzzle," Working Papers 201366, University of Pretoria, Department of Economics.
  92. Alexander Zimper, 2013. "On the impossibility of insider trade in rational expectations equilibria," Working Papers 201379, University of Pretoria, Department of Economics.
  93. 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 79878, Verein für Socialpolitik / German Economic Association.
  94. Annari de Waal & Renee van Eyden, 2013. "The impact of economic shocks in the rest of the world on South Africa: Evidence from a global VAR," Working Papers 201328, University of Pretoria, Department of Economics.
  95. 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 5403, EcoMod.

2012

  1. 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 126879, International Association of Agricultural Economists.
  2. 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 16412, GDI, The University of Manchester.
  3. Augustin Kwasi Fosu, 2012. "Growth of African Economies: Productivity, Policy Syndromes and the Importance of Institutions," CSAE Working Paper Series 2012-11, Centre for the Study of African Economies, University of Oxford.
  4. Augustin Kwasi Fosu, 2012. "Development Success: Historical Accounts from More Advanced Countries," WIDER Working Paper Series wp-2012-071, World Institute for Development Economic Research (UNU-WIDER).
  5. Louise Roos & Philip Adams & Jan van Heerden, 2012. "Construction and updating of a Ugandan CGE database," Centre of Policy Studies/IMPACT Centre Working Papers g-226, Victoria University, Centre of Policy Studies/IMPACT Centre.
  6. Marthinus C. Breitenbach & Francis Kemegue & Mulatu F. Zerihun, 2012. "A Greek wedding in SADC? - Testing for structural symmetry towards SADC monetary integration," Working Papers 201234, University of Pretoria, Department of Economics.
  7. Francis M. Kemegue & Marthinus C. Breitenbach & Mulatu F. Zerihun, 2012. "A Greek wedding in SADC? – Testing for structural symmetry," Working Papers 319, Economic Research Southern Africa.
  8. Manoel Bittencourt & Chance Mwabutwa & Nicola Viegi, 2012. "Financial Reforms and Consumption Behaviour in Malawi," Working Papers 201210, University of Pretoria, Department of Economics.
  9. Greg Farrell & Shakill Hassan & Nicola Viegi, 2012. "The High-Frequency Response of the Rand-Dollar Rate to Inflation Surprises," Working Papers 201215, University of Pretoria, Department of Economics.
  10. Chance Mwabutwa & Nicola Viegi & Manoel Bittencourt, 2012. "Monetary Policy Response to Capital Inflows in Form of Foreign Aid in Malawi," Working Papers 201232, University of Pretoria, Department of Economics.
  11. Charl Jooste & Guangling Dave Liu & Ruthira Naraidoo, 2012. "Analysing the Effects of Fiscal Policy Shocks in the South African Economy," Working Papers 201206, University of Pretoria, Department of Economics.
  12. 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 15-26, Eastern Mediterranean University, Department of Economics.
  13. 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 15-27, Eastern Mediterranean University, Department of Economics.
  14. Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen M. Miller, 2012. "Was the Recent Downturn in US GDP Predictable?," Working Papers 1210, University of Nevada, Las Vegas , Department of Economics.
  15. 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 947, OECD Publishing.
  16. Rangan Gupta, 2012. "Should The South African Reserve Bank Respond To Exchange Rate Fluctuations? Evidence From The Cosine-Squared Cepstrum," Working Papers 201201, University of Pretoria, Department of Economics.
  17. Goodness C. Aye & Rangan Gupta, 2012. "Are the Effects of Monetary Policy Asymmetric in India? Evidence from a Nonlinear Vector Autoregression Approach," Working Papers 201202, University of Pretoria, Department of Economics.
  18. Sonali Das & Rangan Gupta & Patrick T. Kanda & Monique Reid & Christian K. Tipoy & Mulatu F. Zerihun, 2012. "Real Interest Rate Persistence in South Africa: Evidence and Implications," Working Papers 201204, University of Pretoria, Department of Economics.
  19. Rangan Gupta & Roula Inglesi-Lotz, 2012. "Macro Shocks and Real US Stock Prices with Special Focus on the "Great Recession"," Working Papers 201208, University of Pretoria, Department of Economics.
  20. Goodness C. Aye & Rangan Gupta & Mampho P. Modise, 2012. "Structural Breaks and Predictive Regressions Models of South African Equity Premium," Working Papers 201209, University of Pretoria, Department of Economics.
  21. Beatrice D. Simo-Kengne & Rangan Gupta & Manoel Bittencourt, 2012. "THE IMPACT OF HOUSE PRICES ON CONSUMPTION IN SOUTH AFRICA: EVIDENCE FROM PROVINCIAL-LEVEL PANEL VARs," Working Papers 201211, University of Pretoria, Department of Economics.
  22. Rangan Gupta & Monique Reid, 2012. "Macroeconomic Surprises and Stock Returns in South Africa," Working Papers 201212, University of Pretoria, Department of Economics.
  23. Rangan Gupta, 2012. "Forecasting House Prices for the Four Census Regions and the Aggregate US Economy: The Role of a Data-Rich Environment," Working Papers 201214, University of Pretoria, Department of Economics.
  24. Vittorio Peretti & Rangan Gupta & Roula Inglesi-Lotz, 2012. "Do House Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-Varying Vector Autoregressive Model," Working Papers 201216, University of Pretoria, Department of Economics.
  25. Goodness C. Aye & Samrat Goswami & Rangan Gupta, 2012. "Metropolitan House Prices In India: Do They Converge?," Working Papers 201220, University of Pretoria, Department of Economics.
  26. Goodness C. Aye & Rangan Gupta & Mampho P. Modise, 2012. "Do Stock Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-Varying Vector Autoregressive Model," Working Papers 201224, University of Pretoria, Department of Economics.
  27. Beatrice D. Simo-Kengne & Rangan Gupta & Goodness C. Aye, 2012. "House Prices And Balance Of Trade Dynamics In South Africa: Evidence From An Agnostic Identification Procedure," Working Papers 201227, University of Pretoria, Department of Economics.
  28. Renee van Eyden & Goodness C. Aye & Rangan Gupta, 2012. "Predictive Ability of Competing Models for South Africa’s Fixed Business Non- Residential Investment Spending," Working Papers 201229, University of Pretoria, Department of Economics.
  29. Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Nicholas Kilimani & Amandine Nakumuryango & Siobhan Redford, 2012. "Predicting BRICS Stock Returns Using ARFIMA Models," Working Papers 201235, University of Pretoria, Department of Economics.
  30. Manoel Bittencourt, 2012. "Economic Growth and Government Debt: Evidence from the Young Democracies of Latin America," Working Papers 201203, University of Pretoria, Department of Economics.
  31. Manoel Bittencourt, 2012. "Yet Another Look at the Modernisation Hypothesis: Evidence from Latin America," Working Papers 201205, University of Pretoria, Department of Economics.
  32. Odd-Helge Fjeldstad & Kari Heggstad, 2012. "Local government revenue mobilisation in Anglophone Africa," CMI Working Papers 6, CMI (Chr. Michelsen Institute), Bergen, Norway.
  33. Odd-Helge Fjeldstad & Collette Schulz-Herzenberg & Ingrid Hoem Sjursen, 2012. "Peoples' views of taxation in Africa: A review of research on determinants of tax compliance," CMI Working Papers 7, CMI (Chr. Michelsen Institute), Bergen, Norway.
  34. Fjeldstad, Odd-Helge & Schulz-Herzenberg, Collette & Sjursen, Ingrid Hoem, 2012. "Peoples’ Views of Taxation in Africa: a Review of Research of Determinants of Tax Compliance," Working Papers 2306, Institute of Development Studies, International Centre for Tax and Development.
  35. Steven F. Koch, 2012. "The Abolition of User Fees and the Demand for Health Care: Re-Evaluating the Impact," Working Papers 201219, University of Pretoria, Department of Economics.
  36. Dambala Gelo & Steven F. Koch, 2012. "Welfare and common property rights forestry: Evidence from Ethiopian villages," Working Papers 277, Economic Research Southern Africa.
  37. Jacques K. Ngoie & Niek J. Schoeman, 2012. "Efficiency of Optimal Taxation in a Dynamic Stochastic Environment: Case of South Africa," Working Papers 287, Economic Research Southern Africa.
  38. Yoseph Yilma Getachew, 2012. "Do Ak models really lack transitional dynamics?," Working Papers 2012_01, Durham University Business School.
  39. Yoseph Yilma Getachew, 2012. "Distributional effects of public policy choices," Working Papers 2012_04, Durham University Business School.
  40. Yoseph Yilma Getachew & Parantap Basu, 2012. "An adjustment cost model of distributional dynamics," Working Papers 2012_08, Durham University Business School.
  41. Makochekanwa Albert & Hurungo T.James & Kambarami Prosper, 2012. "Zimbabwe’s Experience With Trade Liberalization," Working Papers 245, African Economic Research Consortium, Research Department.
  42. Roula Inglesi-Lotz, 2012. "The sensitivity of the South African industrial sector’s electricity consumption to electricity price fluctuations," Working Papers 201225, University of Pretoria, Department of Economics.
  43. Alexander Zimper, 2012. "The emergence of "fifty-fifty" probability judgements in a conditional Savage world," Working Papers 201221, University of Pretoria, Department of Economics.
  44. Alexander Ludwig & Alexander Zimper, 2012. "A decision-theoretic model of asset-price underreaction and overreaction to dividend news," Working Papers 201223, University of Pretoria, Department of Economics.
  45. Alexander Zimper & Alexander Ludwig & Max Groneck, 2012. "A Life-Cycle Consumption Model with Ambiguous Survival Beliefs," 2012 Meeting Papers 693, Society for Economic Dynamics.
  46. Heinrich R. Bohlmann, 2012. "Reducing illegal immigration to South Africa: A dynamic CGE analysis," Working Papers 274, Economic Research Southern Africa.
  47. Annari de Waal & Renee van Eyden, 2012. "Monetary policy and inflation in South Africa: A VECM augmented with foreign variables," Working Papers 201231, University of Pretoria, Department of Economics.
  48. Annari De Waal & Reneé van Eyden, 2012. "The monetary transmission mechanism in South Africa: A VECM augmented with foreign variables," EcoMod2012 4299, EcoMod.

2011

  1. Augustin Kwasi Fosu, 2011. "Growth, inequality, and poverty reduction in developing countries: recent global evidence," Global Development Institute Working Paper Series 14711, GDI, The University of Manchester.
  2. Augustin Kwasi Fosu, 2011. "Terms of Trade and Growth of Resource Economies: A Tale of Two Countries," CSAE Working Paper Series 2011-09, Centre for the Study of African Economies, University of Oxford.
  3. Ngalawa, Harold & Tchana Tchana, Fulbert & Viegi, Nicola, 2011. "Banking Instability and Deposit Insurance: The Role of Moral Hazard," MPRA Paper 31329, University Library of Munich, Germany.
  4. Harold Ngalawa & Nicola Viegi, 2011. "Dynamic Effects of Monetary Policy Shocks in Malawi," Working Papers 201112, University of Pretoria, Department of Economics.
  5. Kasai, Ndahiriwe & Naraidoo, Ruthira, 2011. "Evaluating the forecasting performance of linear and nonlinear monetary policy rules for South Africa," MPRA Paper 40699, University Library of Munich, Germany.
  6. Kasai Ndahiriwe & Ruthira Naraidoo, 2011. "The Opportunistic approach to monetary policy and financial markets," Working Papers 201103, University of Pretoria, Department of Economics.
  7. Rangan Gupta & Alain Kabundi & Stephen M. Miller & Josine Uwilingiye, 2011. "Using Large Data Sets to Forecast Sectoral Employment," Working Papers 1106, University of Nevada, Las Vegas , Department of Economics.
  8. Mehmet Balcilar & Abebe D. Beyene & Rangan Gupta & Monaheng Seleteng, 2011. ""Ripple" Effects in South African House Prices," Working Papers 201102, University of Pretoria, Department of Economics.
  9. Rangan Gupta & Mampho P. Modise, 2011. "Macroeconomic Variables and South African Stock Return Predictability," Working Papers 201107, University of Pretoria, Department of Economics.
  10. Rangan Gupta & Anandamayee Majumdar, 2011. "Reconsidering the Welfare Cost of Inflation in the US: A Nonparametric Estimation of the Nonlinear Long-Run Money Demand Equation using Projection Pursuit Regressions," Working Papers 201114, University of Pretoria, Department of Economics.
  11. Rangan Gupta & Faaiqa Hartley, 2011. "The Role of Asset Prices in Forecasting Inflation and Output in South Africa," Working Papers 201115, University of Pretoria, Department of Economics.
  12. Beatrice D. Simo-Kengne & Manoel Bittencourt & Rangan Gupta, 2011. "House Prices and Economic Growth in South Africa: Evidence from Provincial-Level Data," Working Papers 201116, University of Pretoria, Department of Economics.
  13. Goodness C. Aye & Rangan Gupta, 2011. "The Effects of Monetary Policy On Real Farm Prices in South Africa," Working Papers 201119, University of Pretoria, Department of Economics.
  14. Rangan Gupta & Mampho P. Modise & Josine Uwilingiye, 2011. "Out-of-Sample Equity Premium Predictability in South Africa: Evidence from a Large Number of Predictors," Working Papers 201122, University of Pretoria, Department of Economics.
  15. Roula Inglesi-Lotz & Rangan Gupta, 2011. "Relationship between House Prices and Inflation in South Africa: An ARDL Approach," Working Papers 201130, University of Pretoria, Department of Economics.
  16. Mirriam Chitalu Chama-Chiliba & Rangan Gupta & Nonophile Nkambule & Naomi Tlotlego, 2011. "Forecasting Key Macroeconomic Variables of the South African Economy Using Bayesian Variable Selection," Working Papers 201132, University of Pretoria, Department of Economics.
  17. Esti van Wyk de Vries & Rangan Gupta & Renee van Eyden, 2011. "Intertemporal portfolio allocation and hedging demand: An application to South Africa," Working Papers 201133, University of Pretoria, Department of Economics.
  18. Riane de Bruyn & Rangan Gupta & Lardo stander, 2011. "Testing the Monetary Model for Exchange Rate Determination in South Africa: Evidence from 101 Years of Data," Working Papers 201134, University of Pretoria, Department of Economics.
  19. Rangan Gupta & Yuxiang Ye & Christopher Sako, 2011. "Financial Variables and the Out-of-Sample Forecastability of the Growth Rate of Indian Industrial Production," Working Papers 201135, University of Pretoria, Department of Economics.
  20. Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2011. "Long- and Short-Run Relationships between House and Stock Prices in South Africa: A Nonparametric Approach," Working Papers 201136, University of Pretoria, Department of Economics.
  21. Manoel Bittencourt, 2011. "Young Democracies and Government Size: Evidence from Latin America," Working Papers 201113, University of Pretoria, Department of Economics.
  22. Bittencourt, Manoel, 2011. "Financial Development and Economic Growth in Latin America: Is Schumpeter Right?," Proceedings of the German Development Economics Conference, Berlin 2011 13, Verein für Socialpolitik, Research Committee Development Economics.
  23. Steven F. Koch & Jean D. Slabbert, 2011. "An Analysis of Specialist Surgeons and their Practices," Working Papers 201108, University of Pretoria, Department of Economics.
  24. Abebe Damte & Steven F. Koch, 2011. "Clean Fuel Saving Technology Adoption In Urban Ethiopia," Working Papers 201109, University of Pretoria, Department of Economics.
  25. Abebe Damte & Steven F. Koch, 2011. "Property Rights, Institutions and Source of Fuel Wood in Rural Ethiopia," Working Papers 201110, University of Pretoria, Department of Economics.
  26. Abebe Damte & Steven F. Koch, 2011. "Non-Timber Forest Products Dependence, Property Rights And Local Level Institutions: Empirical Evidence From Ethiopia," Working Papers 201111, University of Pretoria, Department of Economics.
  27. Richard J. Grimbeek & Sunel Grimbeek & Steven F. Koch, 2011. "The Consistency of Merger Decisions in a Developing Country: The South African Competition Commission," Working Papers 201117, University of Pretoria, Department of Economics.
  28. Dambala Gelo & Steven F. Koch, 2011. "Does One Size Fit All? Heterogeneity in the Valuation of Community Forestry Programs?," Working Papers 201121, University of Pretoria, Department of Economics.
  29. Dambala Gelo & Steven F. Koch, 2011. "The Welfare Effect of Common Property Forestry Rights:Evidence from Ethiopian Villages," Working Papers 201123, University of Pretoria, Department of Economics.
  30. Dambala Gelo & Steven F. Koch, 2011. "Contingent Valuation of Community Forestry Programs in Ethiopia: Observing Preference Anomalies in Double-Bounded CVM," Working Papers 201124, University of Pretoria, Department of Economics.
  31. Abebe Damte & Steven F. Koch & Alemu Mekonnen, 2011. "Coping with Fuel Wood Scarcity: Household Responses in Rural Ethiopia," Working Papers 201125, University of Pretoria, Department of Economics.
  32. Johannes W. Riekert & Steven F. Koch, 2011. "Projecting the External Health Costs of a Coal-Fired Power Plant: The Case of Kusile," Working Papers 201131, University of Pretoria, Department of Economics.
  33. Niek J. Schoeman, 2011. "Fiscal Performance and Sustainability of Local Government in South Africa — An Empirical Analysis," Working Papers 201104, University of Pretoria, Department of Economics.
  34. Yoseph Yilma Getachew, 2011. "Public Investment Policy, Distribution, and Growth: What Levels of Redistribution through Public Investment Maximize Growth?," DEGIT Conference Papers c016_072, DEGIT, Dynamics, Economic Growth, and International Trade.
  35. Roula Inglesi-Lotz & James Blignaut, 2011. "South Africa's Electricity Consumption: A Sectoral Decomposition Analysis," Working Papers 201105, University of Pretoria, Department of Economics.
  36. Roula Inglesi-Lotz & James Blignaut, 2011. "Electricity Intensities of the OECD and South Africa: A Comparison," Working Papers 201106, University of Pretoria, Department of Economics.
  37. Nara F. Monkam, 2011. "Local Municipality Productive Efficiency and Its Determinants in South Africa," Working Papers 201120, University of Pretoria, Department of Economics.
  38. Carike Claassen & Elsabé Loots & Henri Bezuidenhout, 2011. "Chinese Foreign Direct Investment in Africa," Working Papers 261, Economic Research Southern Africa.
  39. Schmidt, Ulrich & Zimper, Alexander, 2011. "Explaining the harmonic sequence paradox," Kiel Working Papers 1724, Kiel Institute for the World Economy (IfW Kiel).
  40. Alexander Zimper, 2011. "Do Bayesians learn their way out of ambiguity?," Working Papers 240, Economic Research Southern Africa.
  41. Francis Kemegue & Emmanuel Owusu-Sekyere & Renee van Eyden, 2011. "What Drives Remittance Inflows to Sub-Saharan Africa? A Dynamic Panel Approach," Working Papers 201128, University of Pretoria, Department of Economics.
  42. Emmanuel Owusu-Sekyere & Renee van Eyden & Francis Kemegue, 2011. "Remittances And The Dutch Disease In Sub-Saharan Africa: A Dynamic Panel Approach," Working Papers 201129, University of Pretoria, Department of Economics.
  43. Renee van Eyden & Emmanuel Owusu-Sekyere & Francis Kemegue, 2011. "Remittance Inflows to Sub-Saharan Africa: The Case of SADC," Working Papers 201127, University of Pretoria, Department of Economics.
  44. Charl Jooste & Mr. Alfredo Cuevas & Ian C. Stuart & Philippe Burger, 2011. "Fiscal sustainability and the fiscal reaction function for South Africa," IMF Working Papers 2011/069, International Monetary Fund.

2010

  1. Augustin Kwasi Fosu, 2010. "Inequality, income and poverty: comparative global evidence," Global Development Institute Working Paper Series 14010, GDI, The University of Manchester.
  2. Augustin Kwasi Fosu and Germano Mwabu, 2010. "Human Development in Africa," Human Development Research Papers (2009 to present) HDRP-2010-08, Human Development Report Office (HDRO), United Nations Development Programme (UNDP).
  3. Fosu, Augustin, 2010. "The external debt-servicing constraint and public-expenditure composition in sub-Saharan Africa," MPRA Paper 39238, University Library of Munich, Germany.
  4. Augustin Kwasi Fosu, 2010. "Income Distribution and Growth's Ability to Reduce Poverty: Evidence from Rural and Urban African Economies," WIDER Working Paper Series wp-2010-092, World Institute for Development Economic Research (UNU-WIDER).
  5. Augustin Kwasi Fosu, 2010. "The Global Financial Crisis and Development: Whither Africa," WIDER Working Paper Series wp-2010-124, World Institute for Development Economic Research (UNU-WIDER).
  6. Reyno Seymore & Margaret Mabugu & Jan van Heerden, 2010. "Border Tax Adjustments to Negate the Economic Impact of an Electricity Generation Tax," Working Papers 201003, University of Pretoria, Department of Economics.
  7. Nico Meyer & Tamas Fenyes & Martin Breitenbach & Ernst Idsardi, 2010. "Bilateral and Regional Trade Agreements and Technical Barriers to Trade: An African Perspective," OECD Trade Policy Papers 96, OECD Publishing.
  8. Johannes W. Fedderke & Julius A. Agbor & Nicola Viegi, 2010. "How Does Colonial Origin Matter for Economic Performance in sub-Saharan Africa?," Working Papers 176, Economic Research Southern Africa.
  9. R Naraidoo & I Paya, 2010. "Forecasting Monetary Policy Rules in South Africa," Working Papers 611194, Lancaster University Management School, Economics Department.
  10. Ruthira Naraidoo & Leroi Raputsoane, 2010. "Optimal monetary policy reaction function in a model with target zones and asymmetric preferences for South Africa," Working Papers 201004, University of Pretoria, Department of Economics.
  11. Ruthira Naraidoo & Leroi Raputsoane, 2010. "Zone targeting monetary policy preferences and financial market conditions: a flexible nonlinear policy reaction function of the SARB monetary policy," Working Papers 201005, University of Pretoria, Department of Economics.
  12. Ruthira Naraidoo & Kasai Ndahiriwe, 2010. "Financial asset prices, linear and nonlinear policy rules. An In-sample assessment of the reaction function of the South African Reserve Bank," Working Papers 201006, University of Pretoria, Department of Economics.
  13. Ruthira Naraidoo & Ivan Paya, 2010. "Forecasting Monetary Rules in South Africa," Working Papers 201007, University of Pretoria, Department of Economics.
  14. Charl Jooste & Ruthira Naraidoo, 2010. "Nonlinear Tax Elasticities And Their Implications For The Structural Budget Balance," Working Papers 201022, University of Pretoria, Department of Economics.
  15. Samuel S Jibao & Niek Schoeman & Ruthira Naraidoo, 2010. "Fiscal Regime Changes and the Sustainability of Fiscal Imbalance in South Africa: A Smooth Transition Error-Correction Approach," Working Papers 201023, University of Pretoria, Department of Economics.
  16. 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 15-01, Eastern Mediterranean University, Department of Economics.
  17. 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 1001, University of Nevada, Las Vegas , Department of Economics.
  18. Rangan Gupta & Cobus Vermeulen, 2010. "Private and Public Health Expenditures in an Endogenous Growth Model with Inflation Targeting," Working Papers 201001, University of Pretoria, Department of Economics.
  19. Rangan Gupta & Josine Uwilingiye, 2010. "Evaluating the Welfare Cost of Inflation in a Monetary Endogenous Growth General Equilibrium Model: The Case of South Africa," Working Papers 201002, University of Pretoria, Department of Economics.
  20. Mehmet Balcilar & Rangan Gupta & Zahra Shah, 2010. "An In-Sample and Out-of-Sample Empirical Investigation of the Nonlinearity in House Prices of South Africa," Working Papers 201008, University of Pretoria, Department of Economics.
  21. Rangan Gupta & Marius Jurgilas & Stephen M. Miller & Dylan van Wyk, 2010. "Financial Market Liberalization, Monetary Policy, and Housing Price Dynamics," Working Papers 201009, University of Pretoria, Department of Economics.
  22. Rangan Gupta & Mampho P. Modise, 2010. "Valuation Ratios and Stock Price Predictability in South Africa: Is it there?," Working Papers 201016, University of Pretoria, Department of Economics.
  23. Sonali Das & Rangan Gupta & Patrick T Kanda, 2010. "Bubbles in South African House Prices and their Impact on Consumption," Working Papers 201017, University of Pretoria, Department of Economics.
  24. Rangan Gupta & Rudi Steinbach, 2010. "Forecasting Key Macroeconomic Variables of the South African Economy: A Small Open Economy New Keynesian DSGE-VAR Model," Working Papers 201019, University of Pretoria, Department of Economics.
  25. Rangan Gupta, 2010. "Production Lags and Growth Dynamics in an Overlapping Generations Endogenous Growth Model," Working Papers 201024, University of Pretoria, Department of Economics.
  26. Rangan Gupta & Mampho P. Modise, 2010. "South African Stock Return Predictability in the Context of Data Mining: The Role of Financial Variables and International Stock Returns," Working Papers 201027, University of Pretoria, Department of Economics.
  27. Riona Arjoon & Mariette Botes & Laban K. Chesang & Rangan Gupta, 2010. "The Long-Run Relationship between Inflation and Real Stock Prices: Empirical Evidence from South Africa," Working Papers 201028, University of Pretoria, Department of Economics.
  28. Kafayat Amusa & Rangan Gupta & Shaakira Karolia & Beatrice D. Simo Kengne, 2010. "The Long-Run Impact of Inflation in South Africa," Working Papers 201029, University of Pretoria, Department of Economics.
  29. Ali Babikir & Rangan Gupta & Chance Mwabutwa & Emmanuel Owusu-Sekyere, 2010. "Structural Breaks and GARCH Models of Stock Return Volatility: The Case of South Africa," Working Papers 201030, University of Pretoria, Department of Economics.
  30. Manoel Bittencourt, 2010. "Inflation and Economic Growth in Latin America: Some Panel Time-Series Evidence," Working Papers 201011, University of Pretoria, Department of Economics.
  31. Manoel Bittencourt, 2010. "Financial Development and Economic Growth in Latin America: Schumpeter is Right!," Working Papers 201014, University of Pretoria, Department of Economics.
  32. Bittencourt, Manoel, 2010. "Democracy, Populism and Hyperinflation[s]: Evidence from Latin America," Proceedings of the German Development Economics Conference, Hannover 2010 47, Verein für Socialpolitik, Research Committee Development Economics.
  33. Steven F. Koch & Jean D. Slabbert, 2010. "Semiparametric Stochastic Frontier Analysis Of Specialist Surgeon Clinics," Working Papers 201020, University of Pretoria, Department of Economics.
  34. Steven F. Koch, 2010. "Fractional Multinomial Response Models With An Application To Expenditure Shares," Working Papers 201021, University of Pretoria, Department of Economics.
  35. Yolande van Heerden & Niek Schoeman, 2010. "An Empirical Dissemination Of The Personal Income Tax Regime In South Africa Using A Microsimulation Tax Model," Working Papers 201025, University of Pretoria, Department of Economics.
  36. Makochekanwa, Albert & Kwaramba, Marko, 2010. "Dwindling access to basic services in Zimbabwe," MPRA Paper 28271, University Library of Munich, Germany.
  37. Makochekanwa, Albert, 2010. "Estimating the size and trends of the second economy in Zimbabwe," MPRA Paper 37807, University Library of Munich, Germany.
  38. Nara F. Monkam, 2010. "Mobilising Tax Revenue to Finance Development: The Case for Property Taxation in Francophone Africa," Working Papers 201026, University of Pretoria, Department of Economics.

2009

  1. Augustin Kwasi Fosu, 2009. "Inequality and the Impact of Growth on Poverty: Comparative Evidence for Sub-Saharan Africa," Global Development Institute Working Paper Series 9809, GDI, The University of Manchester.
  2. Augustin Kwasi Fosu, 2009. "Understanding the African Growth Record: The Importance of Policy Syndromes and Governance," WIDER Working Paper Series DP2009-02, World Institute for Development Economic Research (UNU-WIDER).
  3. Augustin Kwasi Fosu & Wim Naudé, 2009. "The Global Economic Crisis: Towards Syndrome-Free Recovery for Africa," WIDER Working Paper Series DP2009-03, World Institute for Development Economic Research (UNU-WIDER).
  4. Augustin Kwasi Fosu, 2009. "Country Role Models for Development Success: The Ghana Case," WIDER Working Paper Series RP2009-42, World Institute for Development Economic Research (UNU-WIDER).
  5. James Blignaut & Jan van Heerden, 2009. "Is Water Shedding Next?," Working Papers 200918, University of Pretoria, Department of Economics.
  6. Reyno Seymore & Philip David Adams & Margaret Mabugu & Jan van Heerden & James Blignaut, 2009. "The Impact Of An Electricity Generation Tax On The South African Economy," Working Papers 200920, University of Pretoria, Department of Economics.
  7. Reyno Seymore & Margaret Mabugu & Jan van Heerden, 2009. "The Competitiveness Impact Of A Multilateral Electricity Generation Tax," Working Papers 200919, University of Pretoria, Department of Economics.
  8. NG Meyer & MC Breitenbach & TI Fényes & A Jooste, 2009. "The Economic Rationale for Agricultural Regeneration and Rural Infrastructure Investment in South Africa," Working Papers 200910, University of Pretoria, Department of Economics.
  9. Obinyeluaku, Moses & Viegi, Nicola, 2009. "How does fiscal policy affect monetary policy in the Southern African Community (SADC)?," MPRA Paper 15372, University Library of Munich, Germany.
  10. Ruthira Naraidoo & Rangan Gupta, 2009. "Modelling monetary policy in South Africa: Focus on inflation targeting era using a simple learning rule," Working Papers 200904, University of Pretoria, Department of Economics.
  11. 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 200923, University of Pretoria, Department of Economics.
  12. Agyenim Boateng & Ruthira Naraidoo & Moshfique M. Uddin, 2009. "An Analysis of the Inward Cross-border Mergers and Acquisitions in the UK: A Macroeconomic Perspective," Working Papers 200924, University of Pretoria, Department of Economics.
  13. Alain KABUNDI & Rangan GUPTA, 2009. "The Effect of Monetary Policy on House Price Inflation: A Factor Augmented Vector Autoregression (FAVAR) Approach," EcoMod2009 21500048, EcoMod.
  14. Rangan Gupta & Stephen M. Miller, 2009. ""Ripple Effects” and Forecasting Home Prices in Los Angeles, Las Vegas, and Phoenix," Working Papers 0902, University of Nevada, Las Vegas , Department of Economics.
  15. Rangan Gupta & Stephen M. Miller, 2009. "The Time-Series Properties of House Prices: A Case Study of the Southern California Market," Working Papers 0912, University of Nevada, Las Vegas , Department of Economics, revised Dec 2009.
  16. 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 0916, University of Nevada, Las Vegas , Department of Economics.
  17. 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 0919, University of Nevada, Las Vegas , Department of Economics.
  18. Sonali Das & Rangan Gupta & Alain Kabundi, 2009. "The Blessing Of Dimensionality In Forecasting Real House Price Growth In The Nine Census Divisions Of The Us," Working Papers 200902, University of Pretoria, Department of Economics.
  19. Rangan Gupta & Marius Jurgilas & Alain Kabundi, 2009. "The Effect Of Monetary Policy On Real House Price Growth In South Africa: A Factor Augmented Vector Autoregression (Favar) Approach," Working Papers 200905, University of Pretoria, Department of Economics.
  20. Rangan Gupta & Josine Uwilingiye, 2009. "Comparing South African Inflation Volatility Across Monetary Policy Regimes: An Application Of Saphe Cracking," Working Papers 200906, University of Pretoria, Department of Economics.
  21. Rangan Gupta & Alain Kabundi, 2009. "Forecasting Real Us House Price: Principal Components Versus Bayesian Regressions," Working Papers 200907, University of Pretoria, Department of Economics.
  22. Rangan Gupta & Stephen M. Miller, 2009. "The Time-Series Properties of Housing Prices: A Case Study of the Southern California Market," Working Papers 200908, University of Pretoria, Department of Economics.
  23. Rangan Gupta & Emmanuel Ziramba, 2009. "Is the Permanent Income Hypothesis Really Well-Suited for Forecasting?," Working Papers 200909, University of Pretoria, Department of Economics.
  24. Rangan Gupta & Alain Kabundi & Emmanuel Ziramba, 2009. "The Effect Of Defense Spending On Us Output: A Factor Augmented Vector Autoregression (Favar) Approach," Working Papers 200911, University of Pretoria, Department of Economics.
  25. Rangan Gupta & Josine Uwilingiye, 2009. "Some Benefits of Reducing Inflation in South Africa," Working Papers 200915, University of Pretoria, Department of Economics.
  26. Sonali Das & Rangan Gupta & Patrick Agu Kaya, 2009. "Convergence of Metropolitan House Prices in South Africa: A Re-Examination Using Efficient Unit Root Tests," Working Papers 200922, University of Pretoria, Department of Economics.
  27. Rangan Gupta & Alain Kabundi & Mampho P. Modise, 2009. "Has the SARB Become More Effective Post Inflation Targeting?," Working Papers 200925, University of Pretoria, Department of Economics.
  28. Rangan Gupta & Christian K. Tipoy & Sonali Das, 2009. "Could We Have Predicted the Recent Downturn in Home Sales of the Four US Census Regions?," Working Papers 200926, University of Pretoria, Department of Economics.
  29. Alain Kabundi & Rangan Gupta, 2009. "A Large Factor Model for Forecasting Macroeconomic Variables in South Africa," Working Papers 137, Economic Research Southern Africa.
  30. Manoel Bittencourt, 2009. "Polarisation, Populism and Hyperinflation[s]: Some Evidence from Latin America," Working Papers 200921, University of Pretoria, Department of Economics.
  31. Odd-Helge Fjeldstad, 2009. "The pursuit of integrity in customs: Experiences from sub-Saharan Africa," CMI Working Papers 8, CMI (Chr. Michelsen Institute), Bergen, Norway.
  32. Steven F. Koch, 2009. "Equity in Private Health Insurance Coverage in South Africa: 2002-2007," Working Papers 200916, University of Pretoria, Department of Economics.
  33. Steven F. Koch & Adel Bosch, 2009. "Inflation and the Household: Towards a Measurement of the Welfare Costs of Inflation," Working Papers 200917, University of Pretoria, Department of Economics.
  34. Jacques Kibambe & Niek J. Schoeman, 2009. "Modelling the impact of automatic fiscal stabilisers on output stabilisation in South Africa," Working Papers 200930, University of Pretoria, Department of Economics.
  35. Makochekanwa, Albert, 2009. "Zimbabwe’s Currency Crisis: Which Currency To Adopt In The Aftermath Of The Multi-Currency Regime?," MPRA Paper 22463, University Library of Munich, Germany.
  36. Makochekanwa, Albert, 2009. "Chiadzwa Diamonds: Zimbabwe’s potential economic recovery option," MPRA Paper 22488, University Library of Munich, Germany.
  37. Makochekanwa, Albert, 2009. "Clothed in rags by hyperinflation: the case of Zimbabwe," MPRA Paper 28863, University Library of Munich, Germany.
  38. Alain Kabundi & Elsabé Loots, 2009. "Patterns of co-movement between a developed and emerging market economy: The case of South Africa and Germany," Working Papers 159, Economic Research Southern Africa.
  39. Eric Danan & Ani Guerdjikovaz & Alexander Zimper, 2009. "Indecisiveness aversion and preference for commitment," THEMA Working Papers 2009-04, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  40. Jacques Kibambe & Renee van Eyden & charlotte du Toit, 2009. "Social Ingredients and Conditional Convergence in the Study of Sectoral Growth," Working Papers 200931, University of Pretoria, Department of Economics.

2008

  1. Jan van Heerden & James Blignaut & Andre Jordaan, 2008. "On the Real Exchange Rate Effects of Higher Electricity Prices in South Africa," Working Papers 200836, University of Pretoria, Department of Economics.
  2. Jan van Heerden, 2008. "Who would eat more with a Food Voucher Programme in South Africa?," Working Papers 200837, University of Pretoria, Department of Economics.
  3. Fenyes, Tamas I. & Meyer, Nicolas G. & Breitenbach, Marthinus C., 2008. "Impact Assessments Of Changing Agricultural Trade Agreements And Tariff Barriers Between South Africa And European Unions," Bulletin of the Szent Istvan University 43241, Szent Istvan University, Faculty of Economics and Social Sciences.
  4. Demertzis, Maria & Viegi, Nicola & Marcellino, Massimiliano, 2008. "A Measure for Credibility: Tracking US Monetary Developments," CEPR Discussion Papers 7036, C.E.P.R. Discussion Papers.
  5. Philippe Aghion & Johannes Fedderke & Peter Howitt & Chandana Kularatne & Nicola Viegi, 2008. "Testing Creative Destruction in an Opening Economy : the Case of the South African Manufacturing Inudstries," Documents de Travail de l'OFCE 2008-23, Observatoire Francais des Conjonctures Economiques (OFCE).
  6. Rangan Gupta & Kibii Komen, 2008. "Time Aggregation and the Contradictions with Causal Relationships: Can Economic Theory Come to the Rescue?," Working Papers 200802, University of Pretoria, Department of Economics.
  7. Kasai Ndahiriwe & Rangan Gupta, 2008. "Financial Liberalisation and the Effectiveness of Monetary Policy on House Prices in South Africa," Working Papers 200803, University of Pretoria, Department of Economics.
  8. Rangan Gupta & Josine Uwilingiye, 2008. "Measuring the Welfare Cost of Inflation in South Africa," Working Papers 200804, University of Pretoria, Department of Economics.
  9. Guangling (Dave) Liu & Rangan Gupta & Eric Schaling, 2008. "A New-Keynesian DSGE Model for Forecasting the South African Economy," Working Papers 200805, University of Pretoria, Department of Economics.
  10. Rangan Gupta, 2008. "Currency Substitution and Financial Repression," Working Papers 200806, University of Pretoria, Department of Economics.
  11. Rangan Gupta & Emmanuel Ziramba, 2008. "Tax Evasion and Financial Repression: A Reconsideration Using Endogenous Growth Models," Working Papers 200808, University of Pretoria, Department of Economics.
  12. Rangan Gupta & Josine Uwilingiye, 2008. "Measuring the Welfare Cost of Inflation in South Africa: A Reconsideration," Working Papers 200809, University of Pretoria, Department of Economics.
  13. Thabo Mokoena & Rangan Gupta & Renee Van Eyden, 2008. "Market Microstructure Approach to the Exchange Rate Determination Puzzle," Working Papers 200810, University of Pretoria, Department of Economics.
  14. Thabo Mokoena & Rangan Gupta & Renee Van Eyden, 2008. "Testing for Fractional Integration in SADC Real Exchange Rates," Working Papers 200811, University of Pretoria, Department of Economics.
  15. Rangan Gupta & Sonali Das, 2008. "Spatial Bayesian Methods of Forecasting House Prices in Six Metropolitan Areas of South Africa," Working Papers 200813, University of Pretoria, Department of Economics.
  16. Sonali Das & Rangan Gupta & Alain Kabundi, 2008. "Is a DFM Well-Suited in Forecasting Regional House Price Inflation?," Working Papers 200814, University of Pretoria, Department of Economics.
  17. Rangan Gupta & Alain Kabundi, 2008. "A Dynamic Factor Model for Forecasting Macroeconomic Variables in South Africa," Working Papers 200815, University of Pretoria, Department of Economics.
  18. Rangan Gupta & Alain Kabundi, 2008. "Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs," Working Papers 200816, University of Pretoria, Department of Economics.
  19. Rangan Gupta & Emmanuel Ziramba, 2008. "Openness, Bureaucratic Corruption and Public Policy in an Endogenous Growth Model," Working Papers 200817, University of Pretoria, Department of Economics.
  20. Rangan Gupta & Emmanuel Ziramba, 2008. "Costly Tax Enforcement and Financial Repression," Working Papers 200818, University of Pretoria, Department of Economics.
  21. Rangan Gupta & Emmanuel Ziramba, 2008. "Misalignment in the Growth-Maximizing Policies under Alternative Assumptions of Tax Evasion," Working Papers 200819, University of Pretoria, Department of Economics.
  22. Rangan Gupta & Emmanuel Ziramba, 2008. "Costly Tax Enforcement and Financial Repression: A Reconsideration Using an Endogenous Growth Model," Working Papers 200820, University of Pretoria, Department of Economics.
  23. Rangan Gupta & Sonali Das, 2008. "Predicting Downturns in the US Housing Market: A Bayesian Approach," Working Papers 200821, University of Pretoria, Department of Economics.
  24. Thabo Mokoena & Rangan Gupta & Renee van Eyden, 2008. "Testing for PPP Using SADC Real Exchange Rates," Working Papers 200822, University of Pretoria, Department of Economics.
  25. Thabo Mokoena & Rangan Gupta & Renee van Eyden, 2008. "Half-Life Deviations from PPP in the SADC," Working Papers 200823, University of Pretoria, Department of Economics.
  26. Rangan Gupta & Josine Uwilingiye, 2008. "Time Aggregation, Long-Run Money Demand and the Welfare Cost of Inflation," Working Papers 200825, University of Pretoria, Department of Economics.
  27. Albert H. De Wet & Renee Van Eyden & Rangan Gupta, 2008. "Conditional Loss Estimation Using a South African Global Error Correcting Macroeconometric Model," Working Papers 200826, University of Pretoria, Department of Economics.
  28. Thabo Mokoena & Rangan Gupta & Renee van Eyden, 2008. "Exchange Rate Puzzles: A Review of the Recent Theoretical and Empirical Developments," Working Papers 200827, University of Pretoria, Department of Economics.
  29. Rangan Gupta & Emmanuel Ziramba, 2008. "Optimal Public Policy with Endogenous Mortality," Working Papers 200829, University of Pretoria, Department of Economics.
  30. Rangan Gupta & Alain Kabundi, 2008. "Forecasting Macroeconomic Variables in a Small Open Economy: A Comparison between Small- and Large-Scale Models," Working Papers 200830, University of Pretoria, Department of Economics.
  31. Sonali Das & Rangan Gupta & Alain Kabundi, 2008. "Could We Have Predicted The Recent Downturn In The South African Housing Market?," Working Papers 200831, University of Pretoria, Department of Economics.
  32. Rangan Gupta & Josine Uwilingiye, 2008. "Should the SARB Have Stayed Time Inconsistent?," Working Papers 200833, University of Pretoria, Department of Economics.
  33. Alain Kabundi & Rangan Gupta & Sonali Das, 2008. "Is a DFM well suited for forecasting regional house price inflation?," Working Papers 085, Economic Research Southern Africa.
  34. Odd-Helge Fjeldstad & Mick Moore, 2008. "Revenue Authorities and State Capacity in Anglophone Africa," CMI Working Papers 1, CMI (Chr. Michelsen Institute), Bergen, Norway.
  35. Jens Chr. Andvig & Odd-Helge Fjeldstad, 2008. "Crime, Poverty and Police Corruption in Developing Countries," CMI Working Papers 7, CMI (Chr. Michelsen Institute), Bergen, Norway.
  36. Steven F. Koch & S. Ssekabira Ntege, 2008. "Returns To Schooling: Skills Accumulation Or Information Revelation?," Working Papers 200812, University of Pretoria, Department of Economics.
  37. Olufunke A. Alaba & Steven F. Koch, 2008. "Health Insurance or Food for the Family? An Examination into Unintended Consequences," Working Papers 200824, University of Pretoria, Department of Economics.
  38. Steven F. Koch & Gauthier Tshiswaka-Kashalala, 2008. "Tobacco Substitution and the Poor," Working Papers 200832, University of Pretoria, Department of Economics.
  39. Olufunke A. Alaba & Steven F. Koch, 2008. "Dynamic Health Care Decisions And Child Health In South Africa," Working Papers 200834, University of Pretoria, Department of Economics.
  40. Sudhanshu Handa & Steven F. Koch & Shu Wen Ng, 2008. "Child Mortality in Eastern and Southern Africa," Working Papers 200835, University of Pretoria, Department of Economics.
  41. Vasco C Nhabinde & Niek J Schoeman, 2008. "The Impact of Retirement Benefits on Consumption and Saving in South Africa," Working Papers 200807, University of Pretoria, Department of Economics.
  42. Yolande Van Heerden & Niek J. Schoeman, 2008. "Finding The Optimum Level Of Taxes In South Africa: A Balanced Budget Approach," Working Papers 200828, University of Pretoria, Department of Economics.
  43. Getachew, Yoseph, 2008. "Public Capital, Income Distribution and Growth," MERIT Working Papers 2008-056, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
  44. Getachew, Yoseph, 2008. "Public Capital and Income Distribution: a Marriage of Hicks & Newman-Read," MERIT Working Papers 2008-071, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
  45. Makochekanwa, Albert, 2008. "Measuring the Welfare Cost of Inflation in Zimbabwe," MPRA Paper 22396, University Library of Munich, Germany.
  46. Makochekanwa, Albert, 2008. "The impact of a budget deficit on inflation in Zimbabwe," MPRA Paper 24227, University Library of Munich, Germany.
  47. Alexander Ludwig & Alexander Zimper, 2008. "A Parsimonious Choquet Model of Subjective Life Expectancy," Working Papers, Center for Retirement Research at Boston College wp2008-20, Center for Retirement Research, revised Dec 2008.
  48. Alexander Zimper, 2008. "Asset pricing in a Lucas ‘fruit-tree’ economy with non-additive beliefs," Working Papers 092, Economic Research Southern Africa.
  49. Alexander Zimper, 2008. "Revisiting independence and stochastic dominance for compound lotteries," Working Papers 097, Economic Research Southern Africa.

2007

  1. Augustin Kwasi Fosu, 2007. "The External Debt-Servicing Constraint and Public Expenditure Composition: Evidence from African Economies," WIDER Working Paper Series RP2007-36, World Institute for Development Economic Research (UNU-WIDER).
  2. Augustin Kwasi Fosu & Andrew Mold, 2007. "Gains from Trade: Implications for Labour Market Adjustment and Poverty Reduction in Africa," WIDER Working Paper Series RP2007-65, World Institute for Development Economic Research (UNU-WIDER).
  3. Maria Demertzis & Nicola Viegi, 2007. "Inflation Targeting: a Framework for Communication," Working Papers 071, Economic Research Southern Africa.
  4. Rangan Gupta, 2007. "Forecasting the South African Economy with Gibbs Sampled BVECMs," Working Papers 200701, University of Pretoria, Department of Economics.
  5. Samuel Zita & Rangan Gupta, 2007. "Modelling and Forecasting the Metical-Rand Exchange Rate," Working Papers 200702, University of Pretoria, Department of Economics.
  6. Rangan Gupta, 2007. "Bayesian Methods of Forecasting Inventory Investment in South Africa," Working Papers 200704, University of Pretoria, Department of Economics.
  7. Elizabeth M. Ueckermann & James N. Blignaut & Rangan Gupta & J Raubenheimer, 2007. "Modelling Preferences of South African Grain Farmers for Adopting Derivative Contracts Using Discrete Choice Models," Working Papers 200705, University of Pretoria, Department of Economics.
  8. Elizabeth M. Ueckermann & James N. Blignaut & Rangan Gupta, 2007. "A Panel Bargaining Model within the Regional Boundaries of the South African Grain Industry," Working Papers 200706, University of Pretoria, Department of Economics.
  9. Josine Uwilingiye & Rangan Gupta, 2007. "Temporal Causality between Budget Deficit and Interest Rate: The Case of South Africa," Working Papers 200708, University of Pretoria, Department of Economics.
  10. Kasai Ndahiriwe & Rangan Gupta, 2007. "Temporal Causality between Taxes and Public Expenditures: The Case of South Africa," Working Papers 200709, University of Pretoria, Department of Economics.
  11. Albert H. De Wet & Renee´ Van Eyden & Rangan Gupta, 2007. "Linking Global Economic Dynamics to a South African-Specific Credit Risk Correlation Model," Working Papers 200719, University of Pretoria, Department of Economics.
  12. Guangling (Dave) Liu & Rangan Gupta & Eric Schaling, 2007. "Forecasting the South African Economy: A DSGE-VAR Approach," Working Papers 200724, University of Pretoria, Department of Economics.
  13. Manoel F. Bittencourt, 2007. "Inflation and Finance: Evidence from Brazil," The Centre for Market and Public Organisation 07/163, The Centre for Market and Public Organisation, University of Bristol, UK.
  14. Manoel Bittencourt, 2007. "Macroeconomic Performance and Inequality: Brazil 1983-1994," Ibero America Institute for Econ. Research (IAI) Discussion Papers 163, Ibero-America Institute for Economic Research.
  15. Manoel Bittencourt, 2007. "Financial Development and Inequality: Brazil 1985-1994," Ibero America Institute for Econ. Research (IAI) Discussion Papers 164, Ibero-America Institute for Economic Research.
  16. Manoel Bittencourt, 2007. "Inflation and Financial Development: Evidence from Brazil," Ibero America Institute for Econ. Research (IAI) Discussion Papers 165, Ibero-America Institute for Economic Research.
  17. Odd-Helge Fjeldstad & Mick Moore, 2007. "Taxation and State Building: Poor Countries in a Globalised World," CMI Working Papers 11, CMI (Chr. Michelsen Institute), Bergen, Norway.
  18. Marc Ground & Steven F. Koch, 2007. "Hurdle Models of Alcohol and Tobacco Expenditure in South African Households," Working Papers 200703, University of Pretoria, Department of Economics.
  19. Olusegun A. Akanbi & Niek J. Schoeman, 2007. "The Welfare Implications of Expenditure on Education and Public Expenditure in General in African Countries," Working Papers 200707, University of Pretoria, Department of Economics.
  20. Eita, Joel Hinaunye & Jordaan, Andre C., 2007. "Estimating The Tourism Potential In Namibia," MPRA Paper 5788, University Library of Munich, Germany.
  21. André C. Jordaan & Joel Hinaunye Eita, 2007. "Determinants of South Africa’s Exports of Leather Products," Working Papers 200721, University of Pretoria, Department of Economics.
  22. André C. Jordaan & Joel Hinaunye Eita, 2007. "Testing the Export-Led Growth Hypothesis for Botswana: A Causality Analysis," Working Papers 200720, University of Pretoria, Department of Economics.
  23. Joel Hinaunye Eita & André C. Jordaan, 2007. "A Causality Analysis between Financial Development and Economic Growth for Botswana," Working Papers 200722, University of Pretoria, Department of Economics.
  24. Joel Hinaunye Eita & André C. Jordaan, 2007. "South Africa’s Wood Export Potential Using a Gravity Model Approach," Working Papers 200723, University of Pretoria, Department of Economics.
  25. Albert Makochekanwa, 2007. "Zimbabwe’s Hyperinflation Money Demand Model," Working Papers 200712, University of Pretoria, Department of Economics.
  26. Albert Makochekanwa, 2007. "A Dynamic Enquiry into the Causes of Hyperinflation in Zimbabwe," Working Papers 200710, University of Pretoria, Department of Economics.
  27. Albert Makochekanwa, 2007. "Zimbabwe’s Black Market for Foreign Exchange," Working Papers 200713, University of Pretoria, Department of Economics.
  28. Albert Makochekanwa, 2007. "An Empirical Investigation of Capital Flight from Zimbabwe," Working Papers 200711, University of Pretoria, Department of Economics.
  29. Makochekanwa, Albert, 2007. "Botswana’s revealed comparative advantage," MPRA Paper 34564, University Library of Munich, Germany.
  30. Alexander Ludwig & Alexander Zimper, 2007. "A Parsimonious Model of Subjective Life Expectancy," MEA discussion paper series 07154, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
  31. Alexander Zimper & Alexander Ludwig, 2007. "Attitude polarization," MEA discussion paper series 07155, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
  32. Alexander Zimper, 2007. "Half empty, half full and why we can agree to disagree forever," Working Papers 058, Economic Research Southern Africa.

2006

  1. Maria Demertzis & Nicola Viegi, 2006. "Aiming for the Bull's Eye: Uncertainty and Inertia in Monetary Policy," Computing in Economics and Finance 2006 150, Society for Computational Economics.
  2. 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 E2006/25, Cardiff University, Cardiff Business School, Economics Section, revised Nov 2006.
  3. Ruthira Naraidoo & Patrick Minford & Ioannis A. Venetis, 2006. "The political economy of unemployment and threshold effects. A nonlinear time series approach," Keele Economics Research Papers KERP 2006/21, Centre for Economic Research, Keele University.
  4. Rangan Gupta, 2006. "Financial Liberalization with Productive Public Expenditure and A Curb Market," Working Papers 200601, University of Pretoria, Department of Economics.
  5. Rangan Gupta, 2006. "Growth-Effects of Inflation Targeting: The Role of Financial Sector Development," Working Papers 200610, University of Pretoria, Department of Economics.
  6. Rangan Gupta & Moses M. Sichei, 2006. "A BVAR Model for the South African Economy," Working Papers 200612, University of Pretoria, Department of Economics.
  7. Samrat Goswami & Rangan Gupta, 2006. "An Endogenous Growth Model of a Financially Repressed Small Open Economy," Working Papers 200616, University of Pretoria, Department of Economics.
  8. Rangan Gupta, 2006. "Financial Liberalization and a Possible Growth-Inflation Trade-Off," Working Papers 200617, University of Pretoria, Department of Economics.
  9. Rangan Gupta, 2006. "Forecasting the South African Economy with VARs and VECMs," Working Papers 200618, University of Pretoria, Department of Economics.
  10. Rangan Gupta & Charlotte du Toit, 2006. "Active versus Passive Policies of Unemployment: Growth and Public Finance Perspectives," Working Papers 200620, University of Pretoria, Department of Economics.
  11. Guangling (Dave) Liu & Rangan Gupta, 2006. "A Small-Scale DSGE Model for Forecasting the South African Economy," Working Papers 200621, University of Pretoria, Department of Economics.
  12. Pei-Pei Chen & Rangan Gupta, 2006. "An Investigation of Openness and Economic Growth Using Panel Estimation," Working Papers 200622, University of Pretoria, Department of Economics.
  13. Pei-Pei Chen & Rangan Gupta, 2006. "R&D, Openness, and Growth," Working Papers 200623, University of Pretoria, Department of Economics.
  14. Manoel F. Meyer Bittencourt, 2006. "Financial Development and Inequality: Brazil 1985-99," Bristol Economics Discussion Papers 06/582, School of Economics, University of Bristol, UK.
  15. Odd-Helge Fjeldstad, 2006. "Local Revenue Mobilization in Urban Setttings in Africa," CMI Working Papers 15, CMI (Chr. Michelsen Institute), Bergen, Norway.
  16. Odd-Helge Fjeldstad & Ivar Kolstad & Knut Nygaard, 2006. "Bribes, taxes and regulations: Business constraints for micro enterprises in Tanzania," CMI Working Papers WP 2006: 2, CMI (Chr. Michelsen Institute), Bergen, Norway.
  17. Steven F. Koch & Marc Ground & Dylan van Wyk, 2006. "South African Household Expenditure Patterns: Alcohol Products in 1995 and 2000," Working Papers 200615, University of Pretoria, Department of Economics.
  18. Steven F. Koch, 2006. "Trends in South African Household Alcohol Consumption Risk Factors," Working Papers 200619, University of Pretoria, Department of Economics.
  19. Steven F. Koch, 2006. "The Aid and Maid System – South African Household Data Pitfalls," Working Papers 024, Economic Research Southern Africa.
  20. K. L. Thompson & N. J. Schoeman, 2006. "Using a Static Micro-Simulation Model to Evaluate the South African Income Tax System," Working Papers 200613, University of Pretoria, Department of Economics.
  21. Guerdjikova, Ani & Zimper, Alexander, 2006. "Flexibility of Choice versus Reduction of Ambiguity," Working Papers 06-14, Cornell University, Center for Analytic Economics.
  22. Alexander Zimper, 2006. "A fixed point characterization of the dominancesolvability of lattice games with strategic substitutes," Working Papers 032, Economic Research Southern Africa.
  23. Alexander Zimper, 2006. "An epistemic model of an agent who does not reflect on reasoning processes," Working Papers 045, Economic Research Southern Africa.
  24. Heinrich R. Bohlmann, 2006. "Predicting the Economic Impact of the 2010 FIFA World Cup on South Africa," Working Papers 200611, University of Pretoria, Department of Economics.
  25. 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 200603, University of Pretoria, Department of Economics.
  26. C.E. Moolman & J. N. Blignaut & R. Van Eyden, 2006. "Modeling the Marginal Revenue of Water in Selected Agricultural Commodities: A Panel Date Approach," Working Papers 200606, University of Pretoria, Department of Economics.

2005

  1. Anthony Letsoalo & James Blignaut & Theuns de Wet & Martin de Wit & Sebastiaan Hess & Richard S.J. Tol & Jan van Heerden, 2005. "Triple Dividends Of Water Consumption Charges In South Africa," Working Papers FNU-62, Research unit Sustainability and Global Change, Hamburg University, revised Apr 2005.
  2. H. R. Bohlmann & Moses J.H. van Heerden, 2005. "The Impact of Hosting a Major Sport Event on the South African Economy," Working Papers 200509, University of Pretoria, Department of Economics.
  3. Maria Demertzis & Nicola Viegi, 2005. "Inflation Targets as Focal Points," Money Macro and Finance (MMF) Research Group Conference 2005 52, Money Macro and Finance Research Group.
  4. Rangan Gupta, 2005. "Revisiting the Temporal Causality between Money and Income," Working Papers 200501, University of Pretoria, Department of Economics.
  5. Rangan Gupta & Basab Dasgupta, 2005. "The Macroeconomic Reform and the Demand for Money in India," Working Papers 200502, University of Pretoria, Department of Economics.
  6. Rangan Gupta, 2005. "Effect of High Yielding Variety of Seeds in the State of West Bengal: An Empirical Quest," Working Papers 200503, University of Pretoria, Department of Economics.
  7. Rangan Gupta, 2005. "Financial Liberalization and the Dynamics of Inflation, the Nominal Exchange Rate and the Terms of Trade," Working Papers 200504, University of Pretoria, Department of Economics.
  8. Rangan Gupta & Andreas G. Karapatakis, 2005. "Financial Liberalization: A Myth or a Miracle Cure?," Working Papers 200505, University of Pretoria, Department of Economics.
  9. Rangan Gupta, 2005. "Financial Liberalization and Inflationary Dynamics in the Context of a Small Open Economy," Working Papers 200506, University of Pretoria, Department of Economics.
  10. Rangan Gupta, 2005. "Rational Expectations and the Effects of Financial Liberalization on Price Level and Output," Working Papers 200507, University of Pretoria, Department of Economics.
  11. Rangan Gupta, 2005. "Revisiting the Inflation-Repression Relationship," Working Papers 200508, University of Pretoria, Department of Economics.
  12. Rangan Gupta, 2005. "Endogenous Tax Evasion and Reserve Requirements: A Comparative Study in the Context of European Economies," Computing in Economics and Finance 2005 328, Society for Computational Economics.
  13. Rangan Gupta, 2005. "A Generic Model of Financial Repression," Working papers 2005-20, University of Connecticut, Department of Economics, revised Jul 2005.
  14. Rangan Gupta, 2005. "Financial Liberalization and Inflationary Dynamics," Working papers 2005-31, University of Connecticut, Department of Economics.
  15. Rangan Gupta, 2005. "Financial Liberalization and Inflationary Dynamics: An Open Economy Analysis," Working papers 2005-32, University of Connecticut, Department of Economics.
  16. Rangan Gupta, 2005. "Asymmetric Information, Tax Evasion and Alternative Instruments of Government Revenue," Working papers 2005-33, University of Connecticut, Department of Economics.
  17. Rangan Gupta, 2005. "Tax Evasion and Financial Repression," Working papers 2005-34, University of Connecticut, Department of Economics, revised Jun 2007.
  18. Manoel F. Meyer Bittencourt, 2005. "Macroeconomic Performance and Inequality: Brazil 1983-94," Ibero America Institute for Econ. Research (IAI) Discussion Papers 130, Ibero-America Institute for Economic Research.
  19. Odd-Helge Fjeldstad, 2005. "Corruption in Tax Administration: Lessons from Institutional Reforms in Uganda," CMI Working Papers WP 2005: 10, CMI (Chr. Michelsen Institute), Bergen, Norway.
  20. Steven F. Koch, 2005. "The Aid and Maid System: South African Data Pitfalls," Working Papers 200511, University of Pretoria, Department of Economics.
  21. Jacques Ngoie Kibambe & Steven F. Koch, 2005. "DEA Applied to a Gauteng Sample of South African Public Hospitals," Working Papers 200512, University of Pretoria, Department of Economics.
  22. Steven F. Koch, 2005. "Love and Addiction: The Importance of Commitment," Working Papers 200516, University of Pretoria, Department of Economics.
  23. Michael A. Peet & Steven F. Koch, 2005. "Technical Barriers to Trade Faced by South African SMME'S," Working Papers 200517, University of Pretoria, Department of Economics.
  24. Zimper, Alexander, 2005. "Equivalence between best responses and undominated," Papers 05-08, Sonderforschungsbreich 504.

2004

  1. Rangan Gupta, 2004. "Costly State Monitoring and Reserve Requirements," Working papers 2004-33, University of Connecticut, Department of Economics, revised Jul 2005.
  2. Odd-Helge Fjeldstad & Florida Henjewele & Geoffrey Mwambe & Erasto Ngalewa & Knut Nygaard, 2004. "Local government finances and financial management in Tanzania," CMI Working Papers WP 2004: 7, CMI (Chr. Michelsen Institute), Bergen, Norway.
  3. Odd-Helge Fjeldstad, 2004. "To pay or not to pay? Citizens' views on taxation in local authorities in Tanzania," CMI Working Papers WP 2004: 8, CMI (Chr. Michelsen Institute), Bergen, Norway.
  4. Alexander Ludwig & Alexander Zimper, 2004. "Investment Behavior under Ambiguity: The Case of Pessimistic Decision Makers," MEA discussion paper series 04060, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
  5. Alexander Ludwig & Alexander Zimper, 2004. "Rational Expectations and Ambiguity: A Comment on Abel," MEA discussion paper series 04066, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
  6. Ludwig, Alexander & Zimper, Alexander, 2004. "Rational expectations and ambiguity : a comment on Abel (2002)," Papers 04-66, Sonderforschungsbreich 504.
  7. Zimper, Alexander, 2004. "Dominance-solvable lattice games," Papers 04-18, Sonderforschungsbreich 504.
  8. Zimper, Alexander, 2004. "On the existence of strategic solutions for games with security- and potential level players," Papers 04-04, Sonderforschungsbreich 504.
  9. Zimper, Alexander, 2004. "A note on the equivalence of rationalizability concepts in generalized nice games," Papers 04-03, Sonderforschungsbreich 504.

2003

  1. Odd-Helge Fjeldstad, 2003. "What has trust got to do with it? Non-payment of service charges in local authorities in South Africa," CMI Working Papers WP 2003:12, CMI (Chr. Michelsen Institute), Bergen, Norway.
  2. Schmidt, Ulrich & Zimper, Alexander, 2003. "Security and potential level preferences with thresholds," Papers 03-29, Sonderforschungsbreich 504.
  3. Zimper, Alexander, 2003. "Uniqueness conditions for point-rationalizable solutions of games with metrizable strategy sets," Papers 03-28, Sonderforschungsbreich 504.
  4. Zimper, Alexander, 2003. "Uniqueness Conditions for Point-Rationalizable," Sonderforschungsbereich 504 Publications 03-28, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
  5. Schmidt, Ulrich & Zimper, Alexander, 2003. "Security And Potential Level Preferences With," Sonderforschungsbereich 504 Publications 03-29, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.

2002

  1. Minford, Patrick & Naraidoo, Ruthira, 2002. "Vicious and Virtuous Circles - The Political Economy of Unemployment," CEPR Discussion Papers 3618, C.E.P.R. Discussion Papers.
  2. Odd-Helge Fjeldstad, 2002. "Fighting fiscal corruption: The case of the Tanzania Revenue Authority," CMI Working Papers WP 2002:3, CMI (Chr. Michelsen Institute), Bergen, Norway.
  3. Odd-Helge Fjeldstad, 2002. "The fight against corruption and the role of parliamentarians," CMI Working Papers WP 2002:6, CMI (Chr. Michelsen Institute), Bergen, Norway.

2001

  1. Hughes Hallett, Andrew & Viegi, Nicola, 2001. "Credibility, Transparency and Asymmetric Information in Monetary Policy," CEPR Discussion Papers 2671, C.E.P.R. Discussion Papers.
  2. Hughes Hallett, Andrew & Viegi, Nicola, 2001. "Labour Market Reform and Monetary Policy in EMU: Do Asymmetries Matter?," CEPR Discussion Papers 2979, C.E.P.R. Discussion Papers.
  3. Odd-Helge Fjeldstad, 2001. "Fiscal decentralisation in Tanzania: For better or for worse?," CMI Working Papers 10, CMI (Chr. Michelsen Institute), Bergen, Norway.
  4. Odd-Helge Fjeldstad & Bertil Tungodden, 2001. "Fiscal corruption: A vice or a virtue?," CMI Working Papers WP 2001:13, CMI (Chr. Michelsen Institute), Bergen, Norway.
  5. Fjeldstad, O.H., 2001. "Intergorvernmental Fuscal Relations in Developing Countries. A Review of Issues," Papers 2001:11, Universitat Zurich - Wirtschaftswissenschaftliches Institut.

2000

  1. Augustin Kwasi Fosu, 2000. "The International Dimension of African Economic Growth," CID Working Papers 34A, Center for International Development at Harvard University.
  2. Odd-Helge Fjeldstad, 2000. "Taxation, coercion and donors. Local government tax enforcement in Tanzania," CMI Working Papers 7, CMI (Chr. Michelsen Institute), Bergen, Norway.
  3. Fjeldstad, O. & Therkildsen, O. & Rakner, L. & Semboja, J., 2000. "Taxation, Aid and democracy. An Agenda for Research in African Countries," Papers 2000:4, Universitat Zurich - Wirtschaftswissenschaftliches Institut.

1999

  1. Odd-Helge Fjeldstad, 1999. "Controlling fiscal corruption. Theoretical approaches and illustrations from Tanzania," CMI Working Papers 6, CMI (Chr. Michelsen Institute), Bergen, Norway.

1998

  1. Odd-Helge Fjeldstad, 1998. "Why people pay taxes. The case of development levy in Tanzania," CMI Working Papers WP 1998:5, CMI (Chr. Michelsen Institute), Bergen, Norway.

1996

  1. Odd-Helge Fjeldstad, 1996. "Tax evasion and corruption in local governments in Tanzania: Alternative economic approaches," CMI Working Papers 14, CMI (Chr. Michelsen Institute), Bergen, Norway.
  2. Riel Franzsen, 1996. "Land Restitution, Land Reform and Land Related Taxes in South Africa," ERES eres1996_165, European Real Estate Society (ERES).

1995

  1. Arild Angelsen & Odd-Helge Fjeldstad, 1995. "Land reforms and land degradation in Tanzania. Alternative economic approaches," CMI Working Papers 3, CMI (Chr. Michelsen Institute), Bergen, Norway.
  2. Odd-Helge Fjeldstad, 1995. "Taxation and tax reforms in Tanzania: A survey," CMI Working Papers 4, CMI (Chr. Michelsen Institute), Bergen, Norway.
  3. Odd-Helge Fjeldstad, 1995. "Valued-added taxation in Tanzania?," CMI Working Papers 5, CMI (Chr. Michelsen Institute), Bergen, Norway.

Undated

  1. Kelle Howson & Vuyisiwe Mahafu & Zimbali Mncube, "undated". "Can a universal basic income contribute to breaking structural poverty in South Africa? Annotated Bibliography," Working Papers 02, Economic Research Southern Africa.
  2. Carolyn Chisadza & Eleni Yitbarek & Kehinde O. Omotoso & Margaret Chitiga-Mabugu & Nicky Nicholls & Ramos Mabugu, "undated". "Possible Welfare Benefits of a Basic Income Support: Evidence from a benefit incidence analysis in South Africa," Working Papers 886, Economic Research Southern Africa.

Journal articles

2024

  1. 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., vol. 24(1), pages 154-162, March.
  2. 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, vol. 40(1), pages 29-43.
  3. 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, vol. 89(PB), pages 349-362.
  4. 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, vol. 67(PB).
  5. 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, vol. 10(1), pages 1-17, December.
  6. 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., vol. 43(2), pages 456-472, March.
  7. Salisu, Afees A. & Isah, Kazeem & Oloko, Tirimisiyu O., 2024. "Technology shocks and crude oil market connection: The role of climate change," Energy Economics, Elsevier, vol. 130(C).

2023

  1. 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, vol. 32(Supplemen), pages 164-182.
  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, vol. 8(1), pages 1-34, March.
  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, vol. 8(3), pages 1-30, September.
  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, vol. 9(1), pages 1-52, December.
  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, vol. 9(1), pages 1-46, December.
  6. 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, vol. 151(C).
  7. Ma, Wei & Naraidoo, Ruthira & Perugini, Francesco, 2023. "Computation of spatial equilibria in the Ottaviano–Tabuchi–Thisse model," Economics Letters, Elsevier, vol. 223(C).
  8. 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., vol. 23(2), pages 228-244, June.
  9. 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, vol. 27(1), pages 25-47, February.
  10. 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, vol. 38(C).
  11. 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, vol. 78(C), pages 133-155.
  12. 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, vol. 64(C).
  13. 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, vol. 227(C).
  14. Gupta, Rangan & Nel, Jacobus & Nielsen, Joshua, 2023. "US monetary policy and BRICS stock market bubbles," Finance Research Letters, Elsevier, vol. 51(C).
  15. 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, vol. 54(C).
  16. 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, vol. 58(PC).
  17. André, Christophe & Caraiani, Petre & Gupta, Rangan, 2023. "Fiscal policy and stock markets at the effective lower bound," Finance Research Letters, Elsevier, vol. 58(PC).
  18. 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, vol. 62(C).
  19. Bonato, Matteo & Cepni, Oguzhan & Gupta, Rangan & Pierdzioch, Christian, 2023. "Climate risks and state-level stock market realized volatility," Journal of Financial Markets, Elsevier, vol. 66(C).
  20. 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, vol. 82(C).
  21. 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, vol. 84(C).
  22. 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, vol. 85(PB).
  23. 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, vol. 88(C), pages 295-302.
  24. 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, vol. 88(C), pages 303-314.
  25. Berisha, Edmond & Meszaros, John & Gupta, Rangan, 2023. "Income inequality and house prices across US states," The Quarterly Review of Economics and Finance, Elsevier, vol. 91(C), pages 192-197.
  26. 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, vol. 85(C), pages 520-532.
  27. 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, vol. 64(C).
  28. 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, vol. 65(C).
  29. 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, vol. 66(C).
  30. 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, vol. 66(C).
  31. 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, vol. 11(13), pages 1-27, July.
  32. 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, vol. 11(6), pages 1-26, March.
  33. Mehmet Balcilar & David Gabauer & Rangan Gupta & Christian Pierdzioch, 2023. "Climate Risks and Forecasting Stock Market Returns in Advanced Economies over a Century," Mathematics, MDPI, vol. 11(9), pages 1-21, April.
  34. Xin Sheng & Rangan Gupta & Qiang Ji, 2023. "The Effects of Disaggregate Oil Shocks on the Aggregate Expected Skewness of the United States," Risks, MDPI, vol. 11(11), pages 1-9, October.
  35. Carolyn Chisadza & Matthew Clance & Xin Sheng & Rangan Gupta, 2023. "Climate Change and Inequality: Evidence from the United States," Sustainability, MDPI, vol. 15(6), pages 1-11, March.
  36. 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, vol. 62(4), pages 1801-1843, December.
  37. Bruno Ćorić & Rangan Gupta, 2023. "Economic disasters and inequality: a note," Economic Change and Restructuring, Springer, vol. 56(5), pages 3527-3543, October.
  38. Nicholas Apergis & Konstantinos Gavriilidis & Rangan Gupta, 2023. "Does climate policy uncertainty affect tourism demand? Evidence from time-varying causality tests," Tourism Economics, , vol. 29(6), pages 1484-1498, September.
  39. 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, vol. 64(3), pages 1219-1246, March.
  40. 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, vol. 9(1), pages 1-22, December.
  41. 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, vol. 9(1), pages 1-22, December.
  42. 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, vol. 9(1), pages 1-23, December.
  43. 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, vol. 30(1), pages 37-42, January.
  44. 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, vol. 30(3), pages 269-274, February.
  45. 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, vol. 29(14), pages 1579-1597, September.
  46. 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, vol. 29(4), pages 466-481, March.
  47. 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, vol. 24(1), pages 111-122, January.
  48. 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, vol. 24(1), pages 56-72, January.
  49. 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, vol. 24(3), pages 365-381, July.
  50. 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., vol. 28(2), pages 1845-1857, April.
  51. 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., vol. 28(3), pages 2239-2247, July.
  52. Rangan Gupta & Lardo Stander & Andrea Vaona, 2023. "Openness and growth: Is the relationship non‐linear?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(3), pages 3071-3099, July.
  53. 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., vol. 42(2), pages 223-239, March.
  54. 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., vol. 42(4), pages 785-801, July.
  55. 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., vol. 42(7), pages 1690-1707, November.
  56. 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., vol. 42(8), pages 2307-2321, December.
  57. 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., vol. 18(02), pages 1-14, June.
  58. 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, vol. 31(1), pages 33-65, January.
  59. Ali, Merima & Fjeldstad, Odd-Helge, 2023. "Pre-colonial centralization and tax compliance norms in contemporary Uganda," Journal of Institutional Economics, Cambridge University Press, vol. 19(3), pages 379-400, June.
  60. Inglesi-Lotz, R. & Dogan, Eyup & Nel, J. & Tzeremes, Panayiotis, 2023. "Connectedness and spillovers in the innovation network of green transportation," Energy Policy, Elsevier, vol. 180(C).
  61. Msimango, Nonhlanhla & Orffer, Carla & Inglesi-Lotz, Roula, 2023. "South Africa's energy policy: Prioritizing competition and climate change for decarbonisation," Energy Policy, Elsevier, vol. 183(C).
  62. 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, vol. 173(C).
  63. 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, vol. 15(14), pages 1-28, July.
  64. Chris Belmert Milindi & Roula Inglesi-Lotz, 2023. "Impact of technological progress on carbon emissions in different country income groups," Energy & Environment, , vol. 34(5), pages 1348-1382, August.
  65. 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, vol. 25(12), pages 14083-14100, December.
  66. Afees Salisu & Tirimisiyu Oloko, 2023. "Climate Risk Measures - A Review," Asian Economics Letters, Asia-Pacific Applied Economics Association, vol. 4(1), pages 1-4.
  67. Afees Salisu & Philip Omoke & Olalekan Fadiya, 2023. "Climate Policy Uncertainty and Crude Oil Market Volatility," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, vol. 4(1), pages 1-5.
  68. Tumala, Mohammed M. & Salisu, Afees A. & Gambo, Ali I., 2023. "Disentangled oil shocks and stock market volatility in Nigeria and South Africa: A GARCH-MIDAS approach," Economic Analysis and Policy, Elsevier, vol. 78(C), pages 707-717.
  69. Tumala, Mohammed M. & Salisu, Afees & Nmadu, Yaaba B., 2023. "Climate change and fossil fuel prices: A GARCH-MIDAS analysis," Energy Economics, Elsevier, vol. 124(C).
  70. Salisu, Afees A. & Adediran, Idris & Omoke, Philip C. & Tchankam, Jean Paul, 2023. "Gold and tail risks," Resources Policy, Elsevier, vol. 80(C).
  71. Salisu, Afees A. & Ndako, Umar B. & Vo, Xuan Vinh, 2023. "Transition risk, physical risk, and the realized volatility of oil and natural gas prices," Resources Policy, Elsevier, vol. 81(C).
  72. Salisu, Afees A. & Ndako, Umar B. & Vo, Xuan Vinh, 2023. "Oil price and the Bitcoin market," Resources Policy, Elsevier, vol. 82(C).
  73. Salisu, Afees A. & Olaniran, Abeeb & Lasisi, Lukman, 2023. "Climate risk and gold," Resources Policy, Elsevier, vol. 82(C).
  74. Salisu, Afees A. & Ogbonna, Ahamuefula E. & Vo, Xuan Vinh, 2023. "Oil tail risks and the realized variance of consumer prices in advanced economies," Resources Policy, Elsevier, vol. 83(C).
  75. Yinka S. Hammed & Afees A. Salisu, 2023. "Technology Shocks and the Efficiency of Equity Markets in the Developed and Emerging Economies: A Global VAR Approach," JRFM, MDPI, vol. 16(3), pages 1-17, February.
  76. Afees A. Salisu & Yinka S. Hammed & Ibrahim Ngananga Ouattara, 2023. "Climate Change, Technology Shocks and the US Equity Real Estate Investment Trusts (REITs)," Sustainability, MDPI, vol. 15(19), pages 1-22, October.
  77. Olusanya E. Olubusoye & Afees A. Salisu & Sam O. Olofin, 2023. "Youth unemployment in Nigeria: nature, causes and solutions," Quality & Quantity: International Journal of Methodology, Springer, vol. 57(2), pages 1125-1157, April.
  78. Afees A. Salisu & Abdulsalam Abidemi Sikiru & Philip C. Omoke, 2023. "COVID-19 pandemic and financial innovations," Quality & Quantity: International Journal of Methodology, Springer, vol. 57(4), pages 3885-3904, August.
  79. Godday Uwawunkonye Ebuh & Afees Salisu & Victor Oboh & Nuruddeen Usman, 2023. "A test for the contributions of urban and rural inflation to inflation persistence in Nigeria," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 16(2), pages 222-246, May.
  80. Afees A. Salisu & Abdulsalam Abidemi Sikiru, 2023. "Stock returns and interest rate differential in high and low interest rate environments," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(2), pages 1713-1728, April.
  81. Abdulsalam Abidemi Sikiru & Afees A. Salisu, 2023. "Hedging against risks associated with travel and tourism stocks during COVID‐19 pandemic: The role of gold," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(2), pages 1872-1882, April.
  82. Afees A. Salisu & Philip C. Omoke & Abdulsalam Abidemi Sikiru, 2023. "Geopolitical risk and global financial cycle: Some forecasting experiments," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(1), pages 3-16, January.
  83. Alexander Zimper, 2023. "Belief aggregation for representative agent models," International Journal of Economic Theory, The International Society for Economic Theory, vol. 19(2), pages 309-342, June.
  84. Zimper, Alexander, 2023. "Unrealized arbitrage opportunities in naive equilibria with non-Bayesian belief processes," Mathematical Social Sciences, Elsevier, vol. 125(C), pages 27-41.
  85. 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, vol. 91(2), pages 186-213, June.
  86. 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, vol. 91(4), pages 498-527, December.
  87. Chisadza, Carolyn & Nicholls, Nicky & Yitbarek, Eleni, 2023. "The role of incentive structure in eliciting willingness to donate," Economics Letters, Elsevier, vol. 224(C).
  88. Mduduzi Biyase & Carolyn Chisadza, 2023. "Symmetric and asymmetric effects of financial deepening on income inequality in South Africa," Development Southern Africa, Taylor & Francis Journals, vol. 40(5), pages 961-978, September.
  89. 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, vol. 59(10), pages 1469-1490, October.
  90. Carolyn Chisadza & Nicky Nicholls & Eleni Yitbarek, 2023. "Inequality, Outreach, and Impact in Public Goods Contributions," Journal of Development Studies, Taylor & Francis Journals, vol. 59(2), pages 279-298, February.
  91. 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., vol. 18(01), pages 1-27, March.

2022

  1. 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, vol. 31(4), pages 566-580, May.
  2. 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., vol. 27(2), pages 2041-2053, April.
  3. 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, vol. 25(1), pages 46-64, April.
  4. Afees A. Salisu & Rangan Gupta & Riza Demirer, 2022. "The financial US uncertainty spillover multiplier: Evidence from a GVAR model," International Finance, Wiley Blackwell, vol. 25(3), pages 313-340, December.
  5. 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., vol. 22(3), pages 540-550, September.
  6. 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, vol. 69(2), pages 169-185, May.
  7. Segnon Mawuli & Wilfling Bernd & Lau Chi Keung & Gupta Rangan, 2022. "Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 26(1), pages 73-98, February.
  8. André, Christophe & Caraiani, Petre & Călin, Adrian Cantemir & Gupta, Rangan, 2022. "Can monetary policy lean against housing bubbles?," Economic Modelling, Elsevier, vol. 110(C).
  9. 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, vol. 59(C).
  10. 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, vol. 59(C).
  11. 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, vol. 60(C).
  12. 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, vol. 213(C).
  13. Sheng, Xin & Gupta, Rangan & Cepni, Oguzhan, 2022. "Persistence of state-level uncertainty of the United States: The role of climate risks," Economics Letters, Elsevier, vol. 215(C).
  14. 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, vol. 217(C).
  15. Bittencourt, Manoel & Gupta, Rangan & Makena, Philton & Stander, Lardo, 2022. "Socio-political instability and growth dynamics," Economic Systems, Elsevier, vol. 46(4).
  16. Luo, Jiawen & Demirer, Riza & Gupta, Rangan & Ji, Qiang, 2022. "Forecasting oil and gold volatilities with sentiment indicators under structural breaks," Energy Economics, Elsevier, vol. 105(C).
  17. 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, vol. 108(C).
  18. 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, vol. 114(C).
  19. 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, vol. 83(C).
  20. Bouri, Elie & Demirer, Riza & Gabauer, David & Gupta, Rangan, 2022. "Financial market connectedness: The role of investors’ happiness," Finance Research Letters, Elsevier, vol. 44(C).
  21. Sheng, Xin & Gupta, Rangan & Salisu, Afees A. & Bouri, Elie, 2022. "OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning," Finance Research Letters, Elsevier, vol. 45(C).
  22. 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, vol. 46(PB).
  23. 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, vol. 47(PA).
  24. Bouri, Elie & Christou, Christina & Gupta, Rangan, 2022. "Forecasting returns of major cryptocurrencies: Evidence from regime-switching factor models," Finance Research Letters, Elsevier, vol. 49(C).
  25. 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, vol. 50(C).
  26. Salisu, Afees A. & Demirer, Riza & Gupta, Rangan, 2022. "Financial turbulence, systemic risk and the predictability of stock market volatility," Global Finance Journal, Elsevier, vol. 52(C).
  27. Salisu, Afees A. & Gupta, Rangan & Kim, Won Joong, 2022. "Exchange rate predictability with nine alternative models for BRICS countries," Journal of Macroeconomics, Elsevier, vol. 71(C).
  28. Salisu, Afees A. & Gupta, Rangan & Ji, Qiang, 2022. "Forecasting oil prices over 150 years: The role of tail risks," Resources Policy, Elsevier, vol. 75(C).
  29. 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, vol. 75(C).
  30. 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, vol. 77(C).
  31. Gupta, Rangan & Pierdzioch, Christian, 2022. "Climate risks and forecastability of the realized volatility of gold and other metal prices," Resources Policy, Elsevier, vol. 77(C).
  32. 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, vol. 78(C).
  33. Balcilar, Mehmet & Gupta, Rangan & Nel, Jacobus, 2022. "Rare disaster risks and gold over 700 years: Evidence from nonparametric quantile regressions," Resources Policy, Elsevier, vol. 79(C).
  34. 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, vol. 84(C), pages 398-406.
  35. 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, vol. 86(C), pages 482-488.
  36. Salisu, Afees A. & Cuñado, Juncal & Gupta, Rangan, 2022. "Geopolitical risks and historical exchange rate volatility of the BRICS," International Review of Economics & Finance, Elsevier, vol. 77(C), pages 179-190.
  37. 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, vol. 80(C), pages 613-623.
  38. 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, vol. 50(5), pages 987-1007, August.
  39. 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, vol. 15(22), pages 1-26, November.
  40. Sisa Shiba & Juncal Cunado & Rangan Gupta, 2022. "Predictability of the Realised Volatility of International Stock Markets Amid Uncertainty Related to Infectious Diseases," JRFM, MDPI, vol. 15(1), pages 1-18, January.
  41. 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, vol. 15(11), pages 1-15, November.
  42. Afees A. Salisu & Rangan Gupta & Riza Demirer, 2022. "Oil Price Uncertainty Shocks and Global Equity Markets: Evidence from a GVAR Model," JRFM, MDPI, vol. 15(8), pages 1-26, August.
  43. Xin Sheng & Rangan Gupta, 2022. "The State-Level Nonlinear Effects of Government Spending Shocks in the US: The Role of Partisan Conflict," Sustainability, MDPI, vol. 14(18), pages 1-9, September.
  44. 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, vol. 64(4), pages 523-545, May.
  45. 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, vol. 58(1), pages 93-101, January.
  46. 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, vol. 58(4), pages 1008-1026, March.
  47. 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, vol. 58(9), pages 2620-2636, July.
  48. Carolyn Chisadza & Matthew Clance & Rangan Gupta & Peter Wanke, 2022. "Uncertainty and tourism in Africa," Tourism Economics, , vol. 28(4), pages 964-978, June.
  49. 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, vol. 313(1), pages 289-318, June.
  50. 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, vol. 63(5), pages 2331-2355, November.
  51. 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, vol. 29(10), pages 927-931, June.
  52. 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, vol. 33(2), pages 150-161, February.
  53. 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, vol. 23(2), pages 189-209, May.
  54. 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, vol. 23(3), pages 241-261, July.
  55. Ruipeng Liu & Rangan Gupta, 2022. "Investors’ Uncertainty and Forecasting Stock Market Volatility," Journal of Behavioral Finance, Taylor & Francis Journals, vol. 23(3), pages 327-337, July.
  56. 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, vol. 73(8), pages 1755-1767, August.
  57. 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., vol. 27(1), pages 384-400, January.
  58. 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., vol. 27(1), pages 473-488, January.
  59. 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., vol. 27(2), pages 1979-1988, April.
  60. 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., vol. 27(2), pages 2089-2109, April.
  61. 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., vol. 27(2), pages 2146-2152, April.
  62. 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., vol. 41(1), pages 134-157, January.
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  73. Steven F. Koch & Evelyn Thsehla, 2022. "The impact of diabetes on labour market outcomes," Development Southern Africa, Taylor & Francis Journals, vol. 39(3), pages 424-456, May.
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