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Lumengo Bonga-Bonga

Personal Details

First Name:Lumengo
Middle Name:
Last Name:Bonga-Bonga
Suffix:
RePEc Short-ID:pbo595

Affiliation

College of Business and Economics
University of Johannesburg

Auckland Park, South Africa
http://www.uj.ac.za/ecofin
RePEc:edi:serauza (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Ndiweni, Zinzile Lorna & Bonga-Bonga, Lumengo, 2021. "Capital inflows and economic growth nexus in Sub-Saharan Africa: evidence on the role of institutions," MPRA Paper 107392, University Library of Munich, Germany.
  2. Montshioa, Keitumetse & Muteba Mwamba, John Weirstrass & Bonga-Bonga, Lumengo, 2021. "Asset allocation in extreme market conditions: a comparative analysis between developed and emerging economies," MPRA Paper 106248, University Library of Munich, Germany.
  3. Mpoha, Salifya & Bonga-Bonga, Lumengo, 2021. "Spillover effects from China and the US to global emerging markets: a dynamic analysis," MPRA Paper 109349, University Library of Munich, Germany.
  4. Rikhotso, Prayer & Bonga-Bonga, Lumengo, 2021. "Exchange rate misalignments and current accounts in BRICS countries," MPRA Paper 107973, University Library of Munich, Germany.
  5. Mabanga, Chris & Bonga-Bonga, Lumengo, 2020. "The effects of oil prices on equity market returns in BRICS grouping: A quantile-on-quantile approach," MPRA Paper 101403, University Library of Munich, Germany.
  6. Hendriks, Johannes Jurgens & Bonga-Bonga, Lumengo, 2020. "Sectoral dependence and contagion in the BRICS grouping: an application of the R-Vine copulas," MPRA Paper 102473, University Library of Munich, Germany.
  7. Simo-Kengne, Beatrice D. & Bonga-Bonga, Lumengo, 2020. "House prices and fertility in South Africa: A spatial econometric analysis," MPRA Paper 100546, University Library of Munich, Germany.
  8. Mpoha, Salifya & Bonga-Bonga, Lumengo, 2020. "Assessing the extent of exchange rate risk pricing in equity markets: emerging versus developed economies," MPRA Paper 99597, University Library of Munich, Germany.
  9. Omoshoro-Jones, Oyeyinka Sunday & Bonga-Bonga, Lumengo, 2020. "Intra-regional spillovers from Nigeria and South Africa to the rest of Africa: New evidence from a FAVAR model," MPRA Paper 99514, University Library of Munich, Germany.
  10. Rangoanana, Motena Sefora & Bonga-Bonga, Lumengo, 2020. "Carry trade and capital market returns in South Africa," MPRA Paper 98607, University Library of Munich, Germany.
  11. Bonga-Bonga, Lumengo & Kinfack, Emilie, 2019. "The growth effect of trade openness on African countries: evidence from using an Instrumental Variable Panel Smooth Transition Model," MPRA Paper 92111, University Library of Munich, Germany.
  12. Melis, Michael & Bonga-Bonga, Lumengo, 2019. "Determinants of global capital volatility in the BRICS grouping," MPRA Paper 94125, University Library of Munich, Germany.
  13. Maake, Tebogo & Bonga-Bonga, Lumengo, 2019. "The relationship between carry trade and asset markets in South Africa," MPRA Paper 96667, University Library of Munich, Germany.
  14. Phungo, Muka & Bonga-Bonga, Lumengo, 2019. "An analysis of the unbiased forward rate hypothesis in developed and emerging economies," MPRA Paper 92222, University Library of Munich, Germany.
  15. Mbanda, Vandudzai & Bonga-Bonga, Lumengo, 2019. "Municipal infrastructure spending capacity in South Africa: a panel smooth transition regression (PSTR) approach," MPRA Paper 91499, University Library of Munich, Germany.
  16. Kouadio, Jean Joel & Mwamba, Muteba & Bonga-Bonga, Lumengo, 2019. "Empirical evidence of systemic tail risk premium in the Johannesburg Stock Exchange," MPRA Paper 96570, University Library of Munich, Germany.
  17. Phume, Maphelane Palesa & Bonga-Bonga, Lumengo, 2018. "Return and volatility spillovers between South African and Nigerian equity markets," MPRA Paper 87638, University Library of Munich, Germany.
  18. Bonga-Bonga, Lumengo & Biyase, Mduduzi, 2018. "The impact of Chinese textile imports on employment and value added in the manufacturing sector of the South African economy," MPRA Paper 88181, University Library of Munich, Germany.
  19. Mbanda, Vandudzai & Bonga-Bonga, Lumengo, 2018. "Impacts of Public Infrastructure Investment in South Africa: A SAM and CGE-Based Analysis of the Public Economic Sector," MPRA Paper 90613, University Library of Munich, Germany.
  20. Mbanda, Vandudzai & Bonga-Bonga, Lumengo, 2018. "CGE Microsimulation Analysis of Electricity Tariff Increases: The Case of South Africa," MPRA Paper 90120, University Library of Munich, Germany.
  21. Bonga-Bonga, Lumengo & Manguzvane, Mathias Mandla, 2018. "Assessing the extent of contagion of sovereign credit risk among BRICS countries," MPRA Paper 89200, University Library of Munich, Germany.
  22. Morema, Kgotso & Bonga-Bonga, Lumengo, 2018. "The impact of oil and gold price fluctuations on the South African equity market: volatility spillovers and implications for portfolio management," MPRA Paper 87637, University Library of Munich, Germany.
  23. Bonga-Bonga, Lumengo, 2017. "Fiscal policy, Monetary policy and External imbalances: Cross-country evidence from Africa’s three largest economies (Nigeria, South Africa and Egypt)," MPRA Paper 79490, University Library of Munich, Germany.
  24. Bonga-Bonga, Lumengo & Gnagne, Pascal Xavier, 2017. "The impact of exchange rate volatility on capital flows in BRICS economies," MPRA Paper 84773, University Library of Munich, Germany.
  25. Bonga-Bonga, Lumengo, 2017. "Assessing the effectiveness of the monetary policy instrument during the inflation targeting period in South Africa," MPRA Paper 80794, University Library of Munich, Germany.
  26. Bonga-Bonga, Lumengo & Simo-Kengne, Beatrice Desiree, 2017. "Inflation and output growth dynamics in South Africa: Evidence from the Markov switching vector auto-regression model," MPRA Paper 77286, University Library of Munich, Germany.
  27. Mavee, Nasha & Bonga-Bonga, Lumengo, 2017. "The unbiased forward rate hypothesis before and after the inflation targeting regime in South Africa: A cointegration Analysis," MPRA Paper 77195, University Library of Munich, Germany.
  28. Bonga-Bonga, Lumengo & Phume, Maphelane, 2017. "Assessing the relationship between total factor productivity and foreign direct investment in an economy with a skills shortage: the case of South Africa," MPRA Paper 83288, University Library of Munich, Germany.
  29. Guma, Nomvuyo & Bonga-Bonga, Lumengo, 2016. "The relationship between savings and economic growth at the disaggregated level," MPRA Paper 72131, University Library of Munich, Germany.
  30. Bonga-Bonga, Lumengo & Nleya, Lebogang, 2016. "Assessing portfolio market risk in the BRICS economies: use of multivariate GARCH models," MPRA Paper 75809, University Library of Munich, Germany.
  31. Bonga-Bonga, Lumengo & Mabe, Queen Magadi, 2016. "How financially integrated are trading blocs in Africa?," MPRA Paper 75716, University Library of Munich, Germany.
  32. Bonga-Bonga, Lumengo & Lebese, Ntsakeseni Letitia, 2016. "Rethinking the current inflation target range in South Africa," MPRA Paper 73912, University Library of Munich, Germany.
  33. 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.
  34. Bonga-Bonga, Lumengo & Kabundi, Alain, 2015. "Monetary Policy Instrument and Inflation in South Africa: Structural Vector Error Correction Model Approach," MPRA Paper 63731, University Library of Munich, Germany.
  35. Bonga-Bonga, Lumengo, 2015. "Uncovering equity market contagion among BRICS countries: an application of the multivariate GARCH model," MPRA Paper 66262, University Library of Munich, Germany.
  36. Emilie Chanceline Kinfack and Lumengo Bonga-Bonga, 2015. "Trade Linkages and Business Cycle Co-movement: An Empirical Analysis of Africa and its Main Trading Partners using Global VAR," Working Papers 512, Economic Research Southern Africa.
  37. 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.
  38. Bonga-Bonga, Lumengo & Ahiakpor, Ferdinand, 2015. "Determinants of Economic Growth in Sub-Saharan Africa: The case of Ghana," MPRA Paper 66923, University Library of Munich, Germany.
  39. 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.
  40. Bonga-Bonga, Lumengo & Mwamba, Muteba, 2015. "A multivariate model for the prediction of stock returns in an emerging market: A comparison of parametric and non-parametric models," MPRA Paper 62028, University Library of Munich, Germany.
  41. Bonga-Bonga, Lumengo & Umoetok, Ekerete, 2015. "The effectiveness of index futures hedging in emerging markets during the crisis period of 2008-2010: Evidence from South Africa," MPRA Paper 62932, University Library of Munich, Germany.
  42. Jean Luc Erero, Daniel Djauhari Pambudi & Lumengo Bonga-Bonga, 2014. "Effects of Reducing Tariffs in The Democratic Republic of Congo(DRC): A CGE Analysis," Working Papers 467, Economic Research Southern Africa.
  43. Bonga-Bonga, Lumengo, 2014. "Assessing the readiness of BRICS grouping for mutually beneficial financial integration," MPRA Paper 60701, University Library of Munich, Germany.
  44. Jean Luc Erero, Daniel Djauhari Pambudi and Lumengo Bonga Bonga, 2013. "Wage Subsidy in the DRC: A CGE Analysis," Working Papers 372, Economic Research Southern Africa.
  45. Lumengo Bonga-Bonga, 2012. "Interaction between levels and volatilities of Stock market returns and exchange rate in the BRICS grouping," EcoMod2012 4487, EcoMod.
  46. Lumengo Bonga-Bonga & Jamela Hoveni, 2011. "Volatility Spillovers between the Equity Market and Foreign Exchange Market in South Africa," Working Papers 252, Economic Research Southern Africa.
  47. Lumengo BONGA-BONGA, 2010. "Modeling Stock Returns in the South African Stock Exchange: a Nonlinear Approach," EcoMod2010 259600034, EcoMod.
  48. Lumengo Bonga-Bonga, 2009. "Monetary Policy and Long-Term Interest Rates in South Africa," Working Papers 125, Economic Research Southern Africa.
  49. Lumengo Bonga-Bonga, 2009. "Forward Exchange Rate Puzzle: Joining the Missing Pieces in the Rand-US Dollar Exchange Market," Working Papers 122, Economic Research Southern Africa.
  50. Lumengo BONGA-BONGA & Lorraine GREYLING & Martin PERROLD, 2008. "A CGE Simulation of a Flat Tax as a Possibility for Tax Reform in South Africa," EcoMod2008 23800015, EcoMod.
  51. Lumengo Bonga-Bonga, 2008. "National Saving and Fiscal Policy in South Africa: an Empirical Analysis Sector in South Africa," Working Papers 84, Economic Research Southern Africa.
  52. Lumengo Bonga-Bonga, 2008. "Modeling the Rand-Dollar Future Spot Rates: The Kalman Filter Approach," Working Papers 98, Economic Research Southern Africa.
  53. Mdu Biyase & Lumengo Bonga-Bonga, 2007. "South Africa’s Growth Paradox," DEGIT Conference Papers c012_043, DEGIT, Dynamics, Economic Growth, and International Trade.
  54. Lumengo Bonga-Bonga, 2006. "Economic Growth and Redistribution Policy: the Role of Fiscal Policy in South Africa," EcoMod2006 272100012, EcoMod.

Articles

  1. Oyenyinka Sunday Omoshoro‐Jones & Lumengo Bonga‐Bonga, 2022. "Intra‐regional spillovers from Nigeria and South Africa to the rest of Africa: New evidence from a FAVAR model," The World Economy, Wiley Blackwell, vol. 45(1), pages 251-275, January.
  2. Dimingo, Roselyn & Muteba Mwamba, John W. & Bonga-Bonga, Lumengo, 2021. "Prediction of Stock Market Direction: Application of Machine Learning Models," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 74(4), pages 499-536.
  3. Lumengo Bonga-Bonga & Tebogo Maake, 2021. "The Relationship between Carry Trade and Asset Markets in South Africa," JRFM, MDPI, vol. 14(7), pages 1-13, July.
  4. Omoshoro-Jones, Oyeyinka S. & Bonga-Bonga, Lumengo, 2021. "Global imbalances, external adjustment and propagated shocks: An African perspective from a global VAR model," International Economics, Elsevier, vol. 165(C), pages 186-203.
  5. Lumengo Bonga-Bonga & Mathias mandla Manguzvane, 2020. "Assessing the extent of contagion of sovereign credit risk among BRICS countries," Economics Bulletin, AccessEcon, vol. 40(2), pages 1017-1032.
  6. Morema, Kgotso & Bonga-Bonga, Lumengo, 2020. "The impact of oil and gold price fluctuations on the South African equity market: Volatility spillovers and financial policy implications," Resources Policy, Elsevier, vol. 68(C).
  7. Bonga-Bonga, Lumengo & Mabe, Queen Magadi, 2020. "How financially integrated are trading blocs in Africa?," The Quarterly Review of Economics and Finance, Elsevier, vol. 75(C), pages 84-94.
  8. Kinfack, Emilie & Bonga-Bonga, Lumengo, 2020. "Trade Linkages and Business Cycle Co-movement: Analysis of Trade between African Economies and their Main Trading partners," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 73(2), pages 275-306.
  9. Gnagne, Pascal Xavier & Bonga-Bonga, Lumengo, 2020. "The Impact of Exchange Rate Volatility on the Security Markets in BRICS Economies," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 73(1), pages 21-50.
  10. Oyeyinka S. Omoshoro‐Jones & Lumengo Bonga‐Bonga, 2020. "The emergence of regional business cycle in Africa—a reality or myth? A Bayesian dynamic factor model analysis," The World Economy, Wiley Blackwell, vol. 43(1), pages 239-273, January.
  11. Beatrice D. Simo-Kengne & Lumengo Bonga-Bonga, 2020. "House prices and fertility in South Africa: A spatial econometric analysis," Economics Bulletin, AccessEcon, vol. 40(4), pages 3193-3210.
  12. Lumengo Bonga-Bonga, 2019. "Fiscal policy, monetary policy and external imbalances: Cross-country evidence from Africa's three largest economies," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 28(2), pages 123-136, February.
  13. Lumengo Bonga-Bonga & Mduduzi Biyase, 2019. "The Impact Of The Chinese Textile Imports On Employment And Value Added In The Textile Industry Of The South African Economy," Global Economy Journal (GEJ), World Scientific Publishing Co. Pte. Ltd., vol. 19(02), pages 1-13, June.
  14. Lumengo Bonga-Bonga & Ntsakeseni Letitia Lebese, 2019. "Rethinking The Current Inflation Target Range In South Africa," Journal of Developing Areas, Tennessee State University, College of Business, vol. 53(2), pages 13-27, April-Jun.
  15. Bonga-Bonga, Lumengo & Erero, Jean Luc, 2019. "The Impact of the Dividend Tax in South Africa: A Dynamic CGE Model Analysis," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 72(2), pages 185-208.
  16. Jean Luc Erero & Lumengo Bonga-Bonga, 2018. "Effects of Reducing Tariffs in the Democratic Republic of Congo (DRC) A CGE Analysis," Journal of Developing Areas, Tennessee State University, College of Business, vol. 52(3), pages 55-72, July-Sept.
  17. Bonga-Bonga, Lumengo, 2018. "Uncovering equity market contagion among BRICS countries: An application of the multivariate GARCH model," The Quarterly Review of Economics and Finance, Elsevier, vol. 67(C), pages 36-44.
  18. Lumengo Bonga-bonga & Maphelane Phume, 2018. "Assessing the relationship between total factor productivity and foreign direct investment in an economy with a skills shortage: the case of South Africa," Economics Bulletin, AccessEcon, vol. 38(3), pages 1395-1405.
  19. BONGA-BONGA, Lumengo & NLEYA, Lebogang, 2018. "Assessing Portfolio Market Risk in the BRICS Economies: Use of Multivariate GARCH Models," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 71(2), pages 87-128.
  20. Lumengo Bonga-Bonga & Beatrice Desiree Simo-Kengne, 2018. "Inflation and Output Growth Dynamics in South Africa: Evidence from the Markov Switching Vector Autoregressive Model," Journal of African Business, Taylor & Francis Journals, vol. 19(1), pages 143-154, January.
  21. BONGA-BONGA, Lumengo & GUMA, Nomvuyo, 2017. "The Relationship Between Savings And Economic Growth At The Disaggregated Level," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 70(1), pages 1-24.
  22. Lumengo Bonga-Bonga, 2017. "Assessing the readiness of the BRICS grouping for mutually beneficial financial integration," Review of Development Economics, Wiley Blackwell, vol. 21(4), pages 204-219, November.
  23. Lumengo Bonga-Bonga, 2017. "Assessing the Effectiveness of the Monetary Policy Instrument during the Inflation Targeting Period in South Africa," International Journal of Economics and Financial Issues, Econjournals, vol. 7(4), pages 706-713.
  24. Lumengo Bonga-Bonga & Ferdinand Ahiakpor, 2016. "Assessing The Detreminants Of Economic Growth In Ghana," Journal of Developing Areas, Tennessee State University, College of Business, vol. 50(4), pages 153-172, October-D.
  25. Lumengo Bonga-Bonga & Ekerete Umoetok, 2016. "The effectiveness of index futures hedging in emerging markets during the crisis period of 2008-2010: Evidence from South Africa," Applied Economics, Taylor & Francis Journals, vol. 48(42), pages 3999-4018, September.
  26. Bonga-Bonga, Lumengo & Gupta, Rangan & Jooste, Charl, 2015. "The Macroeconomic Effects of Uncertainty Shocks in India - Gli effetti macroeconomici degli shock di incertezza in India," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 68(3), pages 373-383.
  27. Lumengo Bonga-Bonga, 2013. "Assessing the Stock Market Wealth Effect in South Africa," The African Finance Journal, Africagrowth Institute, vol. 15(1), pages 1-12.
  28. Lumengo Bonga-Bonga & Jamela Hoveni, 2013. "Volatility Spillovers between the Equity Market and Foreign Exchange Market in South Africa in the 1995-2010 Period," South African Journal of Economics, Economic Society of South Africa, vol. 81(2), pages 260-274, June.
  29. Lumengo Bonga-Bonga & Alain Kabundi, 2011. "Monetary Policy Action and Inflation in South Africa: An Empirical Analysis," The African Finance Journal, Africagrowth Institute, vol. 13(2), pages 25-37.
  30. Lumengo Bonga‐Bonga & Muteba Mwamba, 2011. "The Predictability Of Stock Market Returns In South Africa: Parametric Vs. Non‐Parametric Methods," South African Journal of Economics, Economic Society of South Africa, vol. 79(3), pages 301-311, September.
  31. Lumengo Bonga-Bonga, 2009. "An Assessment of the Degree of South Africa's Financial Integration into the World Economy," The African Finance Journal, Africagrowth Institute, vol. 11(2), pages 67-79.
  32. Lumengo Bonga‐bonga, 2009. "The South African Aggregate Production Function: Estimation Of The Constant Elasticity Of Substitution Function," South African Journal of Economics, Economic Society of South Africa, vol. 77(2), pages 332-349, June.
  33. Lumengo Bonga-Bonga, 2008. "Modelling the Rand-Dollar Future Spot Rates: The Kalman Filter Approach," The African Finance Journal, Africagrowth Institute, vol. 10(2), pages 60-75.

    RePEc:taf:rseexx:v:33:y:2009:i:2:p:33-48 is not listed on IDEAS

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Bonga-Bonga, Lumengo & Kinfack, Emilie, 2019. "The growth effect of trade openness on African countries: evidence from using an Instrumental Variable Panel Smooth Transition Model," MPRA Paper 92111, University Library of Munich, Germany.

    Cited by:

    1. Wajdi Bardi & Mohamed Ali Hfaiedh, 2021. "International trade and economic growth: evidence from a panel ARDL-PMG approach," International Economics and Economic Policy, Springer, vol. 18(4), pages 847-868, October.

  2. Mbanda, Vandudzai & Bonga-Bonga, Lumengo, 2019. "Municipal infrastructure spending capacity in South Africa: a panel smooth transition regression (PSTR) approach," MPRA Paper 91499, University Library of Munich, Germany.

    Cited by:

    1. David Fourie & Cornel Malan, 2020. "Public Procurement in the South African Economy: Addressing the Systemic Issues," Sustainability, MDPI, vol. 12(20), pages 1-23, October.

  3. Mbanda, Vandudzai & Bonga-Bonga, Lumengo, 2018. "Impacts of Public Infrastructure Investment in South Africa: A SAM and CGE-Based Analysis of the Public Economic Sector," MPRA Paper 90613, University Library of Munich, Germany.

    Cited by:

    1. Mbanda, Vandudzai & Bonga-Bonga, Lumengo, 2019. "Municipal infrastructure spending capacity in South Africa: a panel smooth transition regression (PSTR) approach," MPRA Paper 91499, University Library of Munich, Germany.

  4. Morema, Kgotso & Bonga-Bonga, Lumengo, 2018. "The impact of oil and gold price fluctuations on the South African equity market: volatility spillovers and implications for portfolio management," MPRA Paper 87637, University Library of Munich, Germany.

    Cited by:

    1. Md Gyasuddin Ansari & Rudra Sensarma, 2019. "US Monetary Policy, Oil and Gold Prices: Which has a greater impact on BRICS Stock Markets?," Working papers 343, Indian Institute of Management Kozhikode.

  5. Bonga-Bonga, Lumengo, 2017. "Fiscal policy, Monetary policy and External imbalances: Cross-country evidence from Africa’s three largest economies (Nigeria, South Africa and Egypt)," MPRA Paper 79490, University Library of Munich, Germany.

    Cited by:

    1. Bonga-Bonga, Lumengo & Kinfack, Emilie, 2019. "The growth effect of trade openness on African countries: evidence from using an Instrumental Variable Panel Smooth Transition Model," MPRA Paper 92111, University Library of Munich, Germany.

  6. Bonga-Bonga, Lumengo, 2017. "Assessing the effectiveness of the monetary policy instrument during the inflation targeting period in South Africa," MPRA Paper 80794, University Library of Munich, Germany.

    Cited by:

    1. Hamzah, Nurrawaida Husna & Masih, Mansur, 2018. "Revisiting effectiveness of interest rate as a tool to control inflation: evidence from Malaysia based on ARDL and NARDL," MPRA Paper 87576, University Library of Munich, Germany.

  7. Bonga-Bonga, Lumengo & Simo-Kengne, Beatrice Desiree, 2017. "Inflation and output growth dynamics in South Africa: Evidence from the Markov switching vector auto-regression model," MPRA Paper 77286, University Library of Munich, Germany.

    Cited by:

    1. Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Foreign Direct Investment, Information Technology and Economic Growth Dynamics in Sub-Saharan Africa," Working Papers of the African Governance and Development Institute. 19/038, African Governance and Development Institute..
    2. Asongu, Simplice & Nnanna, Joseph & Acha-Anyi, Paul, 2020. "The Openness Hypothesis in the Context of Economic Development in Sub-Saharan Africa: The Moderating Role of Trade Dynamics on FDI," MPRA Paper 107135, University Library of Munich, Germany.
    3. Tchamyou, Vanessa S & Asongu, Simplice A & Odhiambo, Nicholas M, 2019. "The role of ICT in modulating the effect of education and lifelong learning on income inequality and economic growth in Africa," Working Papers 26280, University of South Africa, Department of Economics.
    4. Simplice A. Asongu & Christelle Meniago & Raufhon Salahodjaev, 2021. "The role of value added across economic sectors in modulating the effects of FDI on TFP and economic growth dynamics," Working Papers of the African Governance and Development Institute. 21/088, African Governance and Development Institute..
    5. Kushal Banik Chowdhury & Kaustav Kanti Sarkar & Srikanta Kundu, 2021. "Nonlinear relationships between inflation, output growth and uncertainty in India: New evidence from a bivariate threshold model," Bulletin of Economic Research, Wiley Blackwell, vol. 73(3), pages 469-493, July.
    6. Taderera, Christie & Runganga, Raynold & Mhaka, Simbarashe & Mishi, Syden, 2021. "Inflation, interest rate and economic growth nexuses in SACU countries," MPRA Paper 105419, University Library of Munich, Germany.

  8. Bonga-Bonga, Lumengo & Phume, Maphelane, 2017. "Assessing the relationship between total factor productivity and foreign direct investment in an economy with a skills shortage: the case of South Africa," MPRA Paper 83288, University Library of Munich, Germany.

    Cited by:

    1. Bonga-Bonga, Lumengo & Kinfack, Emilie, 2019. "The growth effect of trade openness on African countries: evidence from using an Instrumental Variable Panel Smooth Transition Model," MPRA Paper 92111, University Library of Munich, Germany.
    2. Sodiq Arogundade & Mduduzi Biyase & Hinaunye Eita, 2021. "Foreign Direct Investment and Inclusive Human Development in Sub-Saharan African Countries:Does local Economic Conditions Matter?," Economic Development and Well-being Research Group Working Paper Series edwrg-01-2021, University of Johannesburg, College of Business and Economics, revised 2021.

  9. Guma, Nomvuyo & Bonga-Bonga, Lumengo, 2016. "The relationship between savings and economic growth at the disaggregated level," MPRA Paper 72131, University Library of Munich, Germany.

    Cited by:

    1. Andrew Phiri, 2017. "The Feldstein-Horioka puzzle and the global financial crisis: Evidence from South Africa using asymmetric cointegation analysis," Working Papers 1701, Department of Economics, Nelson Mandela University, revised May 2017.
    2. Phiri, Andrew, 2017. "The Feldstein-Horioka puzzle and the global recession period: Evidence from South Africa using asymmetric cointegration analysis," MPRA Paper 79096, University Library of Munich, Germany.
    3. Soylu Özgür Bayram, 2019. "Do foreign direct investment and savings promote economic growth in Poland?," Economics and Business Review, Sciendo, vol. 5(4), pages 3-22, December.
    4. Lumengo Bonga-bonga & Maphelane Phume, 2018. "Assessing the relationship between total factor productivity and foreign direct investment in an economy with a skills shortage: the case of South Africa," Economics Bulletin, AccessEcon, vol. 38(3), pages 1395-1405.

  10. Bonga-Bonga, Lumengo & Nleya, Lebogang, 2016. "Assessing portfolio market risk in the BRICS economies: use of multivariate GARCH models," MPRA Paper 75809, University Library of Munich, Germany.

    Cited by:

    1. Siva Kiran GUPTHA. K & Prabhakar RAO. R, 2019. "GARCH based VaR estimation: An empirical evidence from BRICS stock markets," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(4(621), W), pages 201-218, Winter.
    2. Morema, Kgotso & Bonga-Bonga, Lumengo, 2020. "The impact of oil and gold price fluctuations on the South African equity market: Volatility spillovers and financial policy implications," Resources Policy, Elsevier, vol. 68(C).

  11. Bonga-Bonga, Lumengo & Mabe, Queen Magadi, 2016. "How financially integrated are trading blocs in Africa?," MPRA Paper 75716, University Library of Munich, Germany.

    Cited by:

    1. Lumengo Bonga-Bonga & Tebogo Maake, 2021. "The Relationship between Carry Trade and Asset Markets in South Africa," JRFM, MDPI, vol. 14(7), pages 1-13, July.
    2. David Oluseun Olayungbo & Badar Alam Iqbal, 2021. "An empirical analysis of African trade blocs effects on the global economy: new evidence from the gravity model," Future Business Journal, Springer, vol. 7(1), pages 1-11, December.
    3. Omoshoro-Jones, Oyeyinka Sunday & Bonga-Bonga, Lumengo, 2020. "Intra-regional spillovers from Nigeria and South Africa to the rest of Africa: New evidence from a FAVAR model," MPRA Paper 99514, University Library of Munich, Germany.

  12. 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.

    Cited by:

    1. Kambale Kavese & Andrew Phiri, 2020. "A partial general equilibrium analysis of fiscal policy injection on inequality in South Africa," Working Papers 2001, Department of Economics, Nelson Mandela University, revised Jan 2020.

  13. Bonga-Bonga, Lumengo & Kabundi, Alain, 2015. "Monetary Policy Instrument and Inflation in South Africa: Structural Vector Error Correction Model Approach," MPRA Paper 63731, University Library of Munich, Germany.

    Cited by:

    1. Alexander Zimper, 2014. "The minimal confidence levels of Basel capital regulation," Journal of Banking Regulation, Palgrave Macmillan, vol. 15(2), pages 129-143, April.
    2. Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Charl Jooste & Stephen M. Miller & Zeynel A. Ozdemir, 2012. "Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience," Working Papers 201228, University of Pretoria, Department of Economics.
    3. Rangan Gupta & Monique Reid, 2012. "Macroeconomic Surprises and Stock Returns in South Africa," Working Papers 201212, University of Pretoria, Department of Economics.
    4. Rangan Gupta & Charl Jooste & Kanyane Matlou, 2014. "A time-varying approach to analysing fiscal policy and asset prices in South Africa," Journal of Financial Economic Policy, Emerald Group Publishing, vol. 6(1), pages 46-63, April.
    5. Katleho Makatjane & Ntebogang Moroke & Diteboho Xaba, 2017. "Threshold Cointegration and Nonlinear Causality test between Inflation Rate and Repo Rate," Journal of Economics and Behavioral Studies, AMH International, vol. 9(3), pages 163-170.
    6. Haffar, Adlane & Le Fur, Eric, 2021. "Structural vector error correction modelling of Bitcoin price," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 170-178.
    7. 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.
    8. Dube, Smile, 2016. "Exchange Rate Pass-Through (ERPT) and Inflation-Targeting (IT): Evidence from South Africa - Exchange rate pass-through and inflation targeting: evidenze dal Sud Africa," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 69(2), pages 121-150.
    9. Nurtac Yildirim & Oguzhan Ozcelebi & Seval Oral Ozkan, 2015. "Revisiting the impacts of oil price increases on monetary policy implementation in the largest oil importers," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 33(1), pages 11-35.
    10. Temitope L.A Leshoro, 2014. "Does the Repurchase Rate Affect Inflation in South Africa? An Empirical Analysis Using an Impulse Response Function," Journal of Economics and Behavioral Studies, AMH International, vol. 6(7), pages 524-531.

  14. Bonga-Bonga, Lumengo, 2015. "Uncovering equity market contagion among BRICS countries: an application of the multivariate GARCH model," MPRA Paper 66262, University Library of Munich, Germany.

    Cited by:

    1. Arthur J. Lin & Hai-Yen Chang, 2020. "Volatility Transmission from Equity, Bulk Shipping, and Commodity Markets to Oil ETF and Energy Fund—A GARCH-MIDAS Model," Mathematics, MDPI, vol. 8(9), pages 1-21, September.
    2. Hendriks, Johannes Jurgens & Bonga-Bonga, Lumengo, 2020. "Sectoral dependence and contagion in the BRICS grouping: an application of the R-Vine copulas," MPRA Paper 102473, University Library of Munich, Germany.
    3. Dirceu Pereira, 2018. "Financial Contagion in the BRICS Stock Markets: An empirical analysis of the Lehman Brothers Collapse and European Sovereign Debt Crisis," Journal of Economics and Financial Analysis, Tripal Publishing House, vol. 2(1), pages 1-44.
    4. Ahmad, Wasim & Mishra, Anil V. & Daly, Kevin, 2018. "Heterogeneous dependence and dynamic hedging between sectors of BRIC and global markets," International Review of Financial Analysis, Elsevier, vol. 59(C), pages 117-133.
    5. A. M. M. Shahiduzzaman Quoreshi & Reaz Uddin & Viroj Jienwatcharamongkhol, 2019. "Equity Market Contagion in Return Volatility during Euro Zone and Global Financial Crises: Evidence from FIMACH Model," JRFM, MDPI, vol. 12(2), pages 1-18, June.
    6. Lumengo Bonga-Bonga & Tebogo Maake, 2021. "The Relationship between Carry Trade and Asset Markets in South Africa," JRFM, MDPI, vol. 14(7), pages 1-13, July.
    7. Rangoanana, Motena Sefora & Bonga-Bonga, Lumengo, 2020. "Carry trade and capital market returns in South Africa," MPRA Paper 98607, University Library of Munich, Germany.
    8. Sewraj, Deeya & Gebka, Bartosz & Anderson, Robert D.J., 2019. "Day-of-the-week effects in financial contagion," Finance Research Letters, Elsevier, vol. 28(C), pages 221-226.
    9. John Weirstrass Muteba Mwamba & Sutene Mwambetania Mwambi, 2021. "Assessing Market Risk in BRICS and Oil Markets: An Application of Markov Switching and Vine Copula," IJFS, MDPI, vol. 9(2), pages 1-22, May.
    10. Mpoha, Salifya & Bonga-Bonga, Lumengo, 2021. "Spillover effects from China and the US to global emerging markets: a dynamic analysis," MPRA Paper 109349, University Library of Munich, Germany.
    11. Gupta, Rangan & Kollias, Christos & Papadamou, Stephanos & Wohar, Mark E., 2018. "News implied volatility and the stock-bond nexus: Evidence from historical data for the USA and the UK markets," Journal of Multinational Financial Management, Elsevier, vol. 47, pages 76-90.
    12. Talla M Aldeehani, 2019. "Have Stock Markets Become Less Volatile After the Great Recession?," Research in World Economy, Research in World Economy, Sciedu Press, vol. 10(3), pages 10-25, December.

  15. Emilie Chanceline Kinfack and Lumengo Bonga-Bonga, 2015. "Trade Linkages and Business Cycle Co-movement: An Empirical Analysis of Africa and its Main Trading Partners using Global VAR," Working Papers 512, Economic Research Southern Africa.

    Cited by:

    1. Sithole, Thanda & Simo-Kengne, Beatrice D. & Some, Modeste, 2017. "The role of financial conditions in transmitting external shocks to South Africa," International Economics, Elsevier, vol. 150(C), pages 36-56.
    2. Bonga-Bonga, Lumengo & Biyase, Mduduzi, 2018. "The impact of Chinese textile imports on employment and value added in the manufacturing sector of the South African economy," MPRA Paper 88181, University Library of Munich, Germany.

  16. 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.

    Cited by:

    1. Andrew Adewale Alola, 2021. "Evidence of speculative bubbles and regime switch in real estate market and crude oil price: Insight from Saudi Arabia," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(3), pages 3473-3483, July.

  17. Bonga-Bonga, Lumengo & Mwamba, Muteba, 2015. "A multivariate model for the prediction of stock returns in an emerging market: A comparison of parametric and non-parametric models," MPRA Paper 62028, University Library of Munich, Germany.

    Cited by:

    1. Bonga-Bonga, Lumengo, 2015. "Uncovering equity market contagion among BRICS countries: an application of the multivariate GARCH model," MPRA Paper 66262, University Library of Munich, Germany.

  18. Bonga-Bonga, Lumengo & Umoetok, Ekerete, 2015. "The effectiveness of index futures hedging in emerging markets during the crisis period of 2008-2010: Evidence from South Africa," MPRA Paper 62932, University Library of Munich, Germany.

    Cited by:

    1. Samia Nasreen & Aviral Kumar Tiwari & Seong-Min Yoon, 2021. "Dynamic Connectedness and Portfolio Diversification during the Coronavirus Disease 2019 Pandemic: Evidence from the Cryptocurrency Market," Sustainability, MDPI, vol. 13(14), pages 1-14, July.
    2. Bonga-Bonga, Lumengo & Manguzvane, Mathias Mandla, 2018. "Assessing the extent of contagion of sovereign credit risk among BRICS countries," MPRA Paper 89200, University Library of Munich, Germany.
    3. Morema, Kgotso & Bonga-Bonga, Lumengo, 2020. "The impact of oil and gold price fluctuations on the South African equity market: Volatility spillovers and financial policy implications," Resources Policy, Elsevier, vol. 68(C).

  19. Jean Luc Erero, Daniel Djauhari Pambudi & Lumengo Bonga-Bonga, 2014. "Effects of Reducing Tariffs in The Democratic Republic of Congo(DRC): A CGE Analysis," Working Papers 467, Economic Research Southern Africa.

    Cited by:

    1. Traoré, Jean Abel & Ouedraogo, Idrissa Mohamed, 2021. "Public policies promoting the informal sector: Effects on incomes, employment and growth in Burkina Faso," Journal of Policy Modeling, Elsevier, vol. 43(1), pages 56-75.

  20. Bonga-Bonga, Lumengo, 2014. "Assessing the readiness of BRICS grouping for mutually beneficial financial integration," MPRA Paper 60701, University Library of Munich, Germany.

    Cited by:

    1. Bonga-Bonga, Lumengo, 2015. "Uncovering equity market contagion among BRICS countries: an application of the multivariate GARCH model," MPRA Paper 66262, University Library of Munich, Germany.
    2. Bonga-Bonga, Lumengo & Nleya, Lebogang, 2016. "Assessing portfolio market risk in the BRICS economies: use of multivariate GARCH models," MPRA Paper 75809, University Library of Munich, Germany.
    3. Bonga-Bonga, Lumengo & Manguzvane, Mathias Mandla, 2018. "Assessing the extent of contagion of sovereign credit risk among BRICS countries," MPRA Paper 89200, University Library of Munich, Germany.
    4. Kouadio, Jean Joel & Mwamba, Muteba & Bonga-Bonga, Lumengo, 2019. "Empirical evidence of systemic tail risk premium in the Johannesburg Stock Exchange," MPRA Paper 96570, University Library of Munich, Germany.
    5. Jamel Boukhatem & Zied Ftiti & Jean Michel Sahut, 2021. "Bond market and macroeconomic stability in East Asia: a nonlinear causality analysis," Annals of Operations Research, Springer, vol. 297(1), pages 53-76, February.
    6. Morema, Kgotso & Bonga-Bonga, Lumengo, 2020. "The impact of oil and gold price fluctuations on the South African equity market: Volatility spillovers and financial policy implications," Resources Policy, Elsevier, vol. 68(C).

  21. Lumengo Bonga-Bonga & Jamela Hoveni, 2011. "Volatility Spillovers between the Equity Market and Foreign Exchange Market in South Africa," Working Papers 252, Economic Research Southern Africa.

    Cited by:

    1. Haakon Kavli & Kevin Kotzé, 2014. "Spillovers in Exchange Rates and the Effects of Global Shocks on Emerging Market Currencies," South African Journal of Economics, Economic Society of South Africa, vol. 82(2), pages 209-238, June.
    2. Agya Atabani Adi, 2017. "Returns Effect, Shocks and Volatility Transmission between Foreign Exchange-Stock Markets in Nigeria," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 3(1), pages 29-38, March.
    3. Lumengo Bonga-Bonga & Tebogo Maake, 2021. "The Relationship between Carry Trade and Asset Markets in South Africa," JRFM, MDPI, vol. 14(7), pages 1-13, July.
    4. Bonga-Bonga, Lumengo & Gnagne, Pascal Xavier, 2017. "The impact of exchange rate volatility on capital flows in BRICS economies," MPRA Paper 84773, University Library of Munich, Germany.

  22. Lumengo BONGA-BONGA, 2010. "Modeling Stock Returns in the South African Stock Exchange: a Nonlinear Approach," EcoMod2010 259600034, EcoMod.

    Cited by:

    1. Seyyed Ali Paytakhti Oskooe, 2012. "Nonlinear Adjustment of Emerging Stock Market Returns: Symmetrical or Asymmetrical," International Journal of Economics and Financial Issues, Econjournals, vol. 2(2), pages 179-183.
    2. Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Nicholas Kilimani & Amandine Nakumuryango & Siobhan Redford, 2014. "Predicting BRICS stock returns using ARFIMA models," Applied Financial Economics, Taylor & Francis Journals, vol. 24(17), pages 1159-1166, September.
    3. Safari, Meysam & TahmooresPour, Reza, 2011. "Moderation Effect of Market Condition on the Relationship between Dividend Yield and Stock Return," MPRA Paper 28913, University Library of Munich, Germany.
    4. Syed Jawad Hussain Shahzad & Dene Hurley & Román Ferrer, 2021. "U.S. stock prices and macroeconomic fundamentals: Fresh evidence using the quantile ARDL approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(3), pages 3569-3587, July.
    5. Bonga-Bonga, Lumengo & Mwamba, Muteba, 2015. "A multivariate model for the prediction of stock returns in an emerging market: A comparison of parametric and non-parametric models," MPRA Paper 62028, University Library of Munich, Germany.

  23. Lumengo Bonga-Bonga, 2009. "Monetary Policy and Long-Term Interest Rates in South Africa," Working Papers 125, Economic Research Southern Africa.

    Cited by:

    1. EL FAIZ, Zakaria & ZIANI, Manal, 2016. "Influence de la politique monétaire sur le taux long Quelques évidences empiriques, cas du Maroc [The impact of monetary on long rates : Some empirical evidence from Morocco]," MPRA Paper 72817, University Library of Munich, Germany.
    2. Flavien Fokou Noumbissie, 2014. "The Impact of Monetary Policy on Financial Market in South Africa: A VAR Analysis," Journal of Economics and Behavioral Studies, AMH International, vol. 6(8), pages 636-646.
    3. Paul Francois Muzindutsi & Sinethemba Mposelwa, 2016. "Testing the Expectations Hypothesis of the Term Structure of Interest Rates in Brics Countries: A Multivariate Co-integration Approach," Acta Universitatis Danubius. OEconomica, Danubius University of Galati, issue 12(4), pages 289-304, October.
    4. Turhan, Ibrahim M. & Gumus, Nihat, 2014. "On the relative importance of monetary transmission channels in Turkey," MPRA Paper 69827, University Library of Munich, Germany, revised 12 May 2014.
    5. Smile Dube & Yan Zhou, 2013. "South Africa¡¯s Short and Long Term Interest Rates: A Threshold Cointegration Analysis," Business and Economic Research, Macrothink Institute, vol. 3(1), pages 187-211, June.
    6. Johannes Peyavali Sheefeni Sheefeni & Teresia Kaulihowa, 2016. "Examining the Relationship between Term Structure of Interest Rates and Economic Activity in Namibia," International Journal of Economics and Financial Research, Academic Research Publishing Group, vol. 2(9), pages 161-168, 09-2016.

  24. Lumengo Bonga-Bonga, 2009. "Forward Exchange Rate Puzzle: Joining the Missing Pieces in the Rand-US Dollar Exchange Market," Working Papers 122, Economic Research Southern Africa.

    Cited by:

    1. Mehmet Balcilar & Rangan Gupta & Clement Kyei & Mark E. Wohar, 2016. "Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test," Open Economies Review, Springer, vol. 27(2), pages 229-250, April.
    2. 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.
    3. Phungo, Muka & Bonga-Bonga, Lumengo, 2019. "An analysis of the unbiased forward rate hypothesis in developed and emerging economies," MPRA Paper 92222, University Library of Munich, Germany.
    4. Radim Gottwald, 2015. "The Forecasting of Spot Exchange Rates Based on the Forward Exchange Rates," MENDELU Working Papers in Business and Economics 2015-52, Mendel University in Brno, Faculty of Business and Economics.
    5. 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.
    6. Rohit Vishal Kumar & Dhekra Azouzi, 2011. "Tunisian and Indian Forex Markets: A Comparision on Forward Rate Unbiased Hypothesis," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 14(40), pages 81-98, June.
    7. Dhekra Azouzi & Rohit Vishal Kumar & Chaker Aloui, 2011. "Forward Rate Unbiasedness Hypothesis in the Tunisian Exchange Rate Market," International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, vol. 1(2), pages 17-44, July.
    8. Danglun Luo & Qianwei Ying, 2014. "Political Connections and Bank Lines of Credit," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 50(03), pages 5-21, May.
    9. Hyeyoen Kim & Doojin Ryu, 2013. "Forecasting Exchange Rate from Combination Taylor Rule Fundamental," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 49(S4), pages 81-92, September.

  25. Lumengo BONGA-BONGA & Lorraine GREYLING & Martin PERROLD, 2008. "A CGE Simulation of a Flat Tax as a Possibility for Tax Reform in South Africa," EcoMod2008 23800015, EcoMod.

    Cited by:

    1. P Sivashankar & RMPS Rathnayake & Maneka Jayasinghe & Christine Smith, 2017. "Incidence of value added taxation on inequality: Evidence from Sri Lanka," Discussion Papers in Economics economics:201704, Griffith University, Department of Accounting, Finance and Economics.
    2. Flamino Viola & Margarida Saraiva, 2015. "Flat Tax, the solution?," CEFAGE-UE Working Papers 2015_07, University of Evora, CEFAGE-UE (Portugal).

  26. Lumengo Bonga-Bonga, 2008. "National Saving and Fiscal Policy in South Africa: an Empirical Analysis Sector in South Africa," Working Papers 84, Economic Research Southern Africa.

    Cited by:

    1. Bonga-Bonga, Lumengo, 2017. "Fiscal policy, Monetary policy and External imbalances: Cross-country evidence from Africa’s three largest economies (Nigeria, South Africa and Egypt)," MPRA Paper 79490, University Library of Munich, Germany.
    2. Guma, Nomvuyo & Bonga-Bonga, Lumengo, 2016. "The relationship between savings and economic growth at the disaggregated level," MPRA Paper 72131, University Library of Munich, Germany.
    3. Bonga-Bonga, Lumengo, 2017. "Assessing the effectiveness of the monetary policy instrument during the inflation targeting period in South Africa," MPRA Paper 80794, University Library of Munich, Germany.

  27. Lumengo Bonga-Bonga, 2008. "Modeling the Rand-Dollar Future Spot Rates: The Kalman Filter Approach," Working Papers 98, Economic Research Southern Africa.

    Cited by:

    1. Mehmet Balcilar & Rangan Gupta & Clement Kyei & Mark E. Wohar, 2016. "Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test," Open Economies Review, Springer, vol. 27(2), pages 229-250, April.
    2. 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.
    3. Phungo, Muka & Bonga-Bonga, Lumengo, 2019. "An analysis of the unbiased forward rate hypothesis in developed and emerging economies," MPRA Paper 92222, University Library of Munich, Germany.
    4. 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.
    5. Danglun Luo & Qianwei Ying, 2014. "Political Connections and Bank Lines of Credit," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 50(03), pages 5-21, May.
    6. Hyeyoen Kim & Doojin Ryu, 2013. "Forecasting Exchange Rate from Combination Taylor Rule Fundamental," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 49(S4), pages 81-92, September.

  28. Mdu Biyase & Lumengo Bonga-Bonga, 2007. "South Africa’s Growth Paradox," DEGIT Conference Papers c012_043, DEGIT, Dynamics, Economic Growth, and International Trade.

    Cited by:

    1. Temitope L A, 2013. "Does Economic Growth Lead Employment in South Africa?," Journal of Economics and Behavioral Studies, AMH International, vol. 5(6), pages 336-345.

Articles

  1. Morema, Kgotso & Bonga-Bonga, Lumengo, 2020. "The impact of oil and gold price fluctuations on the South African equity market: Volatility spillovers and financial policy implications," Resources Policy, Elsevier, vol. 68(C).

    Cited by:

    1. Farid, Saqib & Kayani, Ghulam Mujtaba & Naeem, Muhammad Abubakr & Shahzad, Syed Jawad Hussain, 2021. "Intraday volatility transmission among precious metals, energy and stocks during the COVID-19 pandemic," Resources Policy, Elsevier, vol. 72(C).
    2. Shahani, Rakesh & Paliwal, Riya, 2020. "An empirical analysis of the Co-movement of Crude, Gold, Rupee-Dollar Exchange rate and Nifty 50 Stock Index during Sub-prime and Coronavirus crisis periods," MPRA Paper 103568, University Library of Munich, Germany.
    3. Lumengo Bonga-Bonga & Tebogo Maake, 2021. "The Relationship between Carry Trade and Asset Markets in South Africa," JRFM, MDPI, vol. 14(7), pages 1-13, July.
    4. John Weirstrass Muteba Mwamba & Sutene Mwambetania Mwambi, 2021. "Assessing Market Risk in BRICS and Oil Markets: An Application of Markov Switching and Vine Copula," IJFS, MDPI, vol. 9(2), pages 1-22, May.
    5. Shaikh, Imlak, 2021. "On the relation between Pandemic Disease Outbreak News and Crude oil, Gold, Gold mining, Silver and Energy Markets," Resources Policy, Elsevier, vol. 72(C).
    6. Mensi, Walid & Al Rababa'a, Abdel Razzaq & Vo, Xuan Vinh & Kang, Sang Hoon, 2021. "Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets," Energy Economics, Elsevier, vol. 98(C).

  2. Bonga-Bonga, Lumengo & Mabe, Queen Magadi, 2020. "How financially integrated are trading blocs in Africa?," The Quarterly Review of Economics and Finance, Elsevier, vol. 75(C), pages 84-94.
    See citations under working paper version above.
  3. Oyeyinka S. Omoshoro‐Jones & Lumengo Bonga‐Bonga, 2020. "The emergence of regional business cycle in Africa—a reality or myth? A Bayesian dynamic factor model analysis," The World Economy, Wiley Blackwell, vol. 43(1), pages 239-273, January.

    Cited by:

    1. Omoshoro-Jones, Oyeyinka Sunday & Bonga-Bonga, Lumengo, 2020. "Intra-regional spillovers from Nigeria and South Africa to the rest of Africa: New evidence from a FAVAR model," MPRA Paper 99514, University Library of Munich, Germany.

  4. Lumengo Bonga-Bonga, 2019. "Fiscal policy, monetary policy and external imbalances: Cross-country evidence from Africa's three largest economies," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 28(2), pages 123-136, February.

    Cited by:

    1. Bonga-Bonga, Lumengo & Kinfack, Emilie, 2019. "The growth effect of trade openness on African countries: evidence from using an Instrumental Variable Panel Smooth Transition Model," MPRA Paper 92111, University Library of Munich, Germany.
    2. Rikhotso, Prayer & Bonga-Bonga, Lumengo, 2021. "Exchange rate misalignments and current accounts in BRICS countries," MPRA Paper 107973, University Library of Munich, Germany.

  5. Bonga-Bonga, Lumengo & Erero, Jean Luc, 2019. "The Impact of the Dividend Tax in South Africa: A Dynamic CGE Model Analysis," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 72(2), pages 185-208.

    Cited by:

    1. Zhang, Tao & Ma, Ying & Li, Angfei, 2021. "Scenario analysis and assessment of China’s nuclear power policy based on the Paris Agreement: A dynamic CGE model," Energy, Elsevier, vol. 228(C).

  6. Jean Luc Erero & Lumengo Bonga-Bonga, 2018. "Effects of Reducing Tariffs in the Democratic Republic of Congo (DRC) A CGE Analysis," Journal of Developing Areas, Tennessee State University, College of Business, vol. 52(3), pages 55-72, July-Sept.
    See citations under working paper version above.
  7. Bonga-Bonga, Lumengo, 2018. "Uncovering equity market contagion among BRICS countries: An application of the multivariate GARCH model," The Quarterly Review of Economics and Finance, Elsevier, vol. 67(C), pages 36-44.
    See citations under working paper version above.
  8. Lumengo Bonga-bonga & Maphelane Phume, 2018. "Assessing the relationship between total factor productivity and foreign direct investment in an economy with a skills shortage: the case of South Africa," Economics Bulletin, AccessEcon, vol. 38(3), pages 1395-1405. See citations under working paper version above.
  9. BONGA-BONGA, Lumengo & NLEYA, Lebogang, 2018. "Assessing Portfolio Market Risk in the BRICS Economies: Use of Multivariate GARCH Models," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 71(2), pages 87-128.
    See citations under working paper version above.
  10. Lumengo Bonga-Bonga & Beatrice Desiree Simo-Kengne, 2018. "Inflation and Output Growth Dynamics in South Africa: Evidence from the Markov Switching Vector Autoregressive Model," Journal of African Business, Taylor & Francis Journals, vol. 19(1), pages 143-154, January.
    See citations under working paper version above.
  11. BONGA-BONGA, Lumengo & GUMA, Nomvuyo, 2017. "The Relationship Between Savings And Economic Growth At The Disaggregated Level," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 70(1), pages 1-24.
    See citations under working paper version above.
  12. Lumengo Bonga-Bonga, 2017. "Assessing the readiness of the BRICS grouping for mutually beneficial financial integration," Review of Development Economics, Wiley Blackwell, vol. 21(4), pages 204-219, November.
    See citations under working paper version above.
  13. Lumengo Bonga-Bonga, 2017. "Assessing the Effectiveness of the Monetary Policy Instrument during the Inflation Targeting Period in South Africa," International Journal of Economics and Financial Issues, Econjournals, vol. 7(4), pages 706-713. See citations under working paper version above.
  14. Lumengo Bonga-Bonga & Ekerete Umoetok, 2016. "The effectiveness of index futures hedging in emerging markets during the crisis period of 2008-2010: Evidence from South Africa," Applied Economics, Taylor & Francis Journals, vol. 48(42), pages 3999-4018, September.
    See citations under working paper version above.
  15. Lumengo Bonga-Bonga & Jamela Hoveni, 2013. "Volatility Spillovers between the Equity Market and Foreign Exchange Market in South Africa in the 1995-2010 Period," South African Journal of Economics, Economic Society of South Africa, vol. 81(2), pages 260-274, June.

    Cited by:

    1. Bonga-Bonga, Lumengo & Nleya, Lebogang, 2016. "Assessing portfolio market risk in the BRICS economies: use of multivariate GARCH models," MPRA Paper 75809, University Library of Munich, Germany.
    2. Lumengo Bonga-Bonga & Ekerete Umoetok, 2016. "The effectiveness of index futures hedging in emerging markets during the crisis period of 2008-2010: Evidence from South Africa," Applied Economics, Taylor & Francis Journals, vol. 48(42), pages 3999-4018, September.
    3. Agya Atabani Adi, 2017. "Returns Effect, Shocks and Volatility Transmission between Foreign Exchange-Stock Markets in Nigeria," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 3(1), pages 29-38, March.
    4. Lumengo Bonga-Bonga & Tebogo Maake, 2021. "The Relationship between Carry Trade and Asset Markets in South Africa," JRFM, MDPI, vol. 14(7), pages 1-13, July.
    5. Sima Siami-Namini, 2017. "Granger Causality Between Exchange Rate and Stock Price: A Toda Yamamoto Approach," International Journal of Economics and Financial Issues, Econjournals, vol. 7(4), pages 603-607.
    6. Daniel Adam Polakow & Emlyn James Flint, 2015. "Global Risk Factors and South African Equity Indices," South African Journal of Economics, Economic Society of South Africa, vol. 83(4), pages 598-616, December.
    7. Bonga-Bonga, Lumengo & Gnagne, Pascal Xavier, 2017. "The impact of exchange rate volatility on capital flows in BRICS economies," MPRA Paper 84773, University Library of Munich, Germany.
    8. Gnyana Ranjan Bal & Amit Manglani & Malabika Deo, 2018. "Asymmetric Volatility Spillover between Stock Market and Foreign Exchange Market: Instances from Indian Market from Pre-, during and Post- Subprime Crisis Periods," Global Business Review, International Management Institute, vol. 19(6), pages 1567-1579, December.
    9. Gnagne, Pascal Xavier & Bonga-Bonga, Lumengo, 2020. "The Impact of Exchange Rate Volatility on the Security Markets in BRICS Economies," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 73(1), pages 21-50.

  16. Lumengo Bonga-Bonga & Alain Kabundi, 2011. "Monetary Policy Action and Inflation in South Africa: An Empirical Analysis," The African Finance Journal, Africagrowth Institute, vol. 13(2), pages 25-37.

    Cited by:

    1. Phiri, Andrew, 2014. "Purchasing power parity (PPP) between South Africa and her main currency exchange partners: Evidence from asymmetric unit root tests and threshold co-integration analysis," MPRA Paper 53659, University Library of Munich, Germany.
    2. Andrew Phiri, 2017. "Nonlinear adjustment effects in the purchasing power parity," EERI Research Paper Series EERI RP 2017/08, Economics and Econometrics Research Institute (EERI), Brussels.
    3. Bonga-Bonga, Lumengo, 2017. "Assessing the effectiveness of the monetary policy instrument during the inflation targeting period in South Africa," MPRA Paper 80794, University Library of Munich, Germany.
    4. Kabundi, Alain & Schaling, Eric & Some, Modeste, 2015. "Monetary policy and heterogeneous inflation expectations in South Africa," Economic Modelling, Elsevier, vol. 45(C), pages 109-117.
    5. Lumengo Bonga-Bonga & Ntsakeseni Letitia Lebese, 2019. "Rethinking The Current Inflation Target Range In South Africa," Journal of Developing Areas, Tennessee State University, College of Business, vol. 53(2), pages 13-27, April-Jun.
    6. Andrew Phiri, 2012. "Threshold effects and inflation persistence in South Africa," Journal of Financial Economic Policy, Emerald Group Publishing, vol. 4(3), pages 247-269, July.
    7. Andrew Phiri, 2013. "An inquisition into bivariate threshold effects in the inflation-growth correlation: Evaluating South Africa’s macroeconomic objectives," Business and Economic Horizons (BEH), Prague Development Center, vol. 9(3), pages 1-11, October.

  17. Lumengo Bonga‐Bonga & Muteba Mwamba, 2011. "The Predictability Of Stock Market Returns In South Africa: Parametric Vs. Non‐Parametric Methods," South African Journal of Economics, Economic Society of South Africa, vol. 79(3), pages 301-311, September.

    Cited by:

    1. Utku Altunoz, 2020. "Determining the Interaction of the International Portfolio Flows with Exchange Rate Volatility in Developing Countries," World Journal of Applied Economics, WERI-World Economic Research Institute, vol. 6(1), pages 41-54, June.
    2. Steyn, Dimitri H. W. & Greyling, Talita & Rossouw, Stephanie & Mwamba, John M., 2020. "Sentiment, emotions and stock market predictability in developed and emerging markets," GLO Discussion Paper Series 502, Global Labor Organization (GLO).
    3. Mabanga, Chris & Bonga-Bonga, Lumengo, 2020. "The effects of oil prices on equity market returns in BRICS grouping: A quantile-on-quantile approach," MPRA Paper 101403, University Library of Munich, Germany.
    4. Bonga-Bonga, Lumengo & Gnagne, Pascal Xavier, 2017. "The impact of exchange rate volatility on capital flows in BRICS economies," MPRA Paper 84773, University Library of Munich, Germany.
    5. Bonga-Bonga, Lumengo & Mwamba, Muteba, 2015. "A multivariate model for the prediction of stock returns in an emerging market: A comparison of parametric and non-parametric models," MPRA Paper 62028, University Library of Munich, Germany.
    6. Ali Babikir & Henry Mwambi, 2016. "Evaluating the combined forecasts of the dynamic factor model and the artificial neural network model using linear and nonlinear combining methods," Empirical Economics, Springer, vol. 51(4), pages 1541-1556, December.
    7. Gnagne, Pascal Xavier & Bonga-Bonga, Lumengo, 2020. "The Impact of Exchange Rate Volatility on the Security Markets in BRICS Economies," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 73(1), pages 21-50.
    8. Muteba Mwamba, John Weirstrass & Webb, Daniel, 2014. "The predictability of asset returns in the BRICS countries: a nonparametric approach," MPRA Paper 72880, University Library of Munich, Germany, revised 15 Nov 2014.
    9. Olwetu Fusthane & Kapingura F M, 2017. "Weak Form Market Efficiency of the Johannesburg Stock Exchange: Pre, During and Post the 2008 Global Financial Crisis," Journal of Economics and Behavioral Studies, AMH International, vol. 9(5), pages 29-42.

  18. Lumengo Bonga-Bonga, 2009. "An Assessment of the Degree of South Africa's Financial Integration into the World Economy," The African Finance Journal, Africagrowth Institute, vol. 11(2), pages 67-79.

    Cited by:

    1. Haakon Kavli & Kevin Kotzé, 2014. "Spillovers in Exchange Rates and the Effects of Global Shocks on Emerging Market Currencies," South African Journal of Economics, Economic Society of South Africa, vol. 82(2), pages 209-238, June.
    2. Bonga-Bonga, Lumengo, 2015. "Uncovering equity market contagion among BRICS countries: an application of the multivariate GARCH model," MPRA Paper 66262, University Library of Munich, Germany.

  19. Lumengo Bonga‐bonga, 2009. "The South African Aggregate Production Function: Estimation Of The Constant Elasticity Of Substitution Function," South African Journal of Economics, Economic Society of South Africa, vol. 77(2), pages 332-349, June.

    Cited by:

    1. Rulof P. Burger & Francis J. Teal, 2014. "The effect of schooling on worker productivity: Evidence from a South African industry panel," Working Papers 04/2014, Stellenbosch University, Department of Economics.
    2. Saten Kumar & Gail Pacheco & Stephanié Rossouw, 2010. "How to Increase the Growth Rate in South Africa?," EERI Research Paper Series EERI_RP_2010_31, Economics and Econometrics Research Institute (EERI), Brussels.
    3. Paul E. Brockway & Matthew K. Heun & João Santos & John R. Barrett, 2017. "Energy-Extended CES Aggregate Production: Current Aspects of Their Specification and Econometric Estimation," Energies, MDPI, vol. 10(2), pages 1-23, February.
    4. Alberto Behar, 2010. "Would Cheaper Capital Replace Labour?," South African Journal of Economics, Economic Society of South Africa, vol. 78(2), pages 131-151, June.

  20. Lumengo Bonga-Bonga, 2008. "Modelling the Rand-Dollar Future Spot Rates: The Kalman Filter Approach," The African Finance Journal, Africagrowth Institute, vol. 10(2), pages 60-75.
    See citations under working paper version above.

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 46 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (11) 2013-10-18 2014-10-17 2015-03-22 2015-04-25 2016-07-09 2016-10-30 2017-03-12 2017-03-12 2017-06-11 2017-08-20 2020-04-20. Author is listed
  2. NEP-AFR: Africa (9) 2007-08-27 2011-11-14 2013-10-18 2014-11-22 2015-03-22 2017-01-08 2017-06-11 2018-08-20 2019-02-18. Author is listed
  3. NEP-CIS: Confederation of Independent States (9) 2015-01-03 2015-08-30 2017-01-01 2018-03-26 2018-10-08 2019-06-24 2020-08-10 2020-09-07 2021-05-31. Author is listed
  4. NEP-RMG: Risk Management (8) 2015-03-22 2017-01-01 2018-07-30 2018-08-20 2019-10-28 2019-10-28 2020-04-20 2021-03-01. Author is listed
  5. NEP-INT: International Trade (6) 2014-11-22 2015-04-25 2018-01-01 2018-08-20 2019-02-18 2021-05-31. Author is listed
  6. NEP-MON: Monetary Economics (6) 2010-03-13 2015-04-25 2016-10-30 2017-03-12 2017-08-20 2019-02-25. Author is listed
  7. NEP-URE: Urban & Real Estate Economics (6) 2015-12-28 2016-03-06 2019-01-14 2019-01-28 2020-04-20 2020-06-15. Author is listed
  8. NEP-CBA: Central Banking (5) 2015-04-25 2016-10-30 2017-03-12 2017-08-20 2021-05-31. Author is listed
  9. NEP-CMP: Computational Economics (5) 2013-10-18 2014-11-22 2016-03-06 2018-12-03 2019-01-14. Author is listed
  10. NEP-FDG: Financial Development & Growth (3) 2020-04-20 2021-05-03 2021-08-30
  11. NEP-ORE: Operations Research (3) 2019-06-24 2019-10-28 2019-10-28
  12. NEP-CNA: China (2) 2018-08-20 2018-10-08
  13. NEP-DEV: Development (2) 2007-08-27 2019-02-18
  14. NEP-ENE: Energy Economics (2) 2018-12-03 2020-08-10
  15. NEP-FOR: Forecasting (2) 2015-02-28 2015-12-28
  16. NEP-GRO: Economic Growth (2) 2019-02-18 2021-05-03
  17. NEP-IUE: Informal & Underground Economics (2) 2013-10-18 2014-11-22
  18. NEP-ARA: MENA - Middle East & North Africa (1) 2017-06-11
  19. NEP-CFN: Corporate Finance (1) 2015-02-28
  20. NEP-EFF: Efficiency & Productivity (1) 2018-01-01
  21. NEP-FMK: Financial Markets (1) 2011-11-14
  22. NEP-GEO: Economic Geography (1) 2020-06-15
  23. NEP-GER: German Papers (1) 2015-08-30
  24. NEP-HME: Heterodox Microeconomics (1) 2019-10-28
  25. NEP-IFN: International Finance (1) 2010-03-13
  26. NEP-ISF: Islamic Finance (1) 2021-08-30
  27. NEP-OPM: Open Economy Macroeconomics (1) 2021-05-31
  28. NEP-PBE: Public Economics (1) 2014-10-17
  29. NEP-PUB: Public Finance (1) 2019-01-28
  30. NEP-SEA: South East Asia (1) 2021-03-01
  31. NEP-TRE: Transport Economics (1) 2019-01-28
  32. NEP-UPT: Utility Models & Prospect Theory (1) 2019-10-28

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