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University of Pretoria, Department of Economics

Working Papers

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Content

2023

202332 Predicting Multi-Scale Positive and Negative Stock Market Bubbles in a Panel of G7 Countries: The Role of Oil Price Uncertainty
by Renee van Eyden & Rangan Gupta & Xin Sheng & Joshua Nielsen
202331 Monetary Policy Effectiveness in the Face of Uncertainty: The Real Macroeconomic Impact of a Monetary Policy Shock in South Africa during High and Low Uncertainty States
by Chevaughn van der Westhuizen & Renee van Eyden & Goodness C. Aye
202330 Housing Market Variables and Predictability of State-Level Stock Market Volatility of the United States: Evidence from a GARCH-MIDAS Approach
by Afees A. Salisu & Rangan Gupta & Oguzhan Cepni
202329 Forecasting International Financial Stress: The Role of Climate Risks
by Santino Del Fava & Rangan Gupta & Christian Pierdzioch & Lavinia Rognone
202328 Comparing Risk Profiles of International Stock Markets as Functional Data: COVID-19 versus the Global Financial Crisis
by Ryan Shackleton & Sonali Das & Rangan Gupta
202327 Oil Shocks and State-Level Stock Market Volatility of the United States: A GARCH-MIDAS Approach
by Afees A. Salisu & Rangan Gupta & Oguzhan Cepni & Petre Caraiani
202326 Climate Risks and Stock Market Volatility Over a Century in an Emerging Market Economy: The Case of South Africa
by Kejin Wu & Sayar Karmakar & Rangan Gupta & Christian Pierdzioch
202325 Stock Market Bubbles and the Realized Volatility of Oil Price Returns
by Rangan Gupta & Joshua Nielsen & Christian Pierdzioch
202324 Time-Varying Effects of Extreme Weather Shocks on Output Growth of the United States
by Xin Sheng & Rangan Gupta & Oguzhan Cepni
202323 Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor versus National Factor in a GARCH-MIDAS Model
by Afees A. Salisu & Wenting Liao & Rangan Gupta & Oguzhan Cepni
202322 Effect of Temperature on the Spread of Contagious Diseases: Evidence from over 2000 Years of Data
by Mehmet Balcilar & Zinnia Mukherjee & Rangan Gupta & Sonali Das
202321 The Predictive Impact of Climate Risk on Total Factor Productivity Growth: 1880-2020
by Desiree M. Kunene & Renee van Eyden & Petre Caraiani & Rangan Gupta
202320 Financial Stress and Realized Volatility: The Case of Agricultural Commodities
by Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch
202319 Realized Stock Market Volatility of the United States: The Role of Employee Sentiment
by Rangan Gupta & Savanah Hall & Christian Pierdzioch
202318 Forecasting the Conditional Distribution of Realized Volatility of Oil Price Returns: The Role of Skewness over 1859 to 2023
by Rangan Gupta & Qiang Ji & Christian Pierdzioch & Vasilios Plakandaras
202317 Gold-to-Platinum Price Ratio and the Predictability of Bubbles in Financial Markets
by Riza Demirer & David Gabauer & Rangan Gupta & Joshua Nielsen
202316 Forecasting the Realized Volatility of Agricultural Commodity Prices: Does Sentiment Matter?
by Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch
202315 Poverty, Inequality, and Governance: A Global Perspective
by Augustin Kwasi Fosu & Dede Woade Gafa
202314 Natural Resources, Institutions, and Economic Development in Africa
by Augustin Kwasi Fosu & Dede Woade Gafa
202313 Progress on Poverty in Africa: The Importance of Growth and Inequality
by Augustin Kwasi Fosu
202312 Infrastructure and the Impact of Foreign Direct Investment (FDI) on Export Diversification: Evidence from Africa
by Augustin Kwasi Fosu
202311 Realized Stock-Market Volatility of the United States and the Presidential Approval Rating
by Rangan Gupta & Yuvana Jaichand & Christian Pierdzioch & Renee van Eyden
202310 Stock Market Volatility and Multi-Scale Positive and Negative Bubbles
by Rangan Gupta & Jacobus Nel & Joshua Nielsen & Christian Pierdzioch
202309 Fiscal Policy and Stock Markets at the Effective Lower Bound
by Christophe Andre & Petre Caraiani & Rangan Gupta
202308 Technological Shocks and Stock Market Volatility Over a Century: A GARCH-MIDAS Approach
by Afees A. Salisu & Riza Demirer & Rangan Gupta
202307 Quantifying the Economic Effects of Land Reform Policy in South Africa: A Computable General Equilibrium Analysis
by Khumbuzile C. Mosoma & Heinrich R. Bohlmann & Sifiso M. Ntombela & Renee van Eyden
202306 Measuring Total Factor Productivity in the South African Agricultural Sector Using a Growth Accounting Framework
by Khumbuzile C. Mosoma & Renee van Eyden & Heinrich R. Bohlmann
202305 Monetary Policy Shocks and Multi-Scale Positive and Negative Bubbles in an Emerging Country: The Case of India
by Oguzhan Cepni & Rangan Gupta & Jacobus Nel & Joshua Nielsen
202304 Geopolitical Risk and Inflation Spillovers across European and North American Economies
by Elie Bouri & David Gabauer & Rangan Gupta & Harald Kinateder
202303 Drivers of Realized Volatility for South Africa (and the BRIC Countries): Fundamentals versus Sentiment
by Rangan Gupta & Jacobus Nel & Christian Pierdzioch
202302 The Effects of Disaggregate Oil Shocks on Aggregate Expected Skewness of the United States
by Xin Sheng & Rangan Gupta & Qiang Ji
202301 Return Volatility, Correlation, and Hedging of Green and Brown Stocks: Is there a Role for Climate Risk Factors?
by Haohua Li & Elie Bouri & Rangan Gupta & Libing Fang

2022

202259 Basic Needs (In)Security and Subjective Equivalence Scales
by Steven F. Koch
202258 Forecasting Multivariate Volatilities with Exogenous Predictors: An Application to Industry Diversification Strategies
by Jiawen Luo & Oguzhan Cepni & Riza Demirer & Rangan Gupta
202257 Electric Vehicles Market and Policy Conditions: Identifying South African Policy ``Potholes"
by Jacobus Nel & Roula Inglesi-Lotz
202256 Investor Sentiment and Multi-Scale Positive and Negative Stock Market Bubbles in a Panel of G7 Countries
by Renee van Eyden & Rangan Gupta & Joshua Nielsen & Elie Bouri
202255 Economic Disasters and Inequality
by Bruno Coric & Rangan Gupta
202254 Is Inflation Uncertainty a Self-Fulfilling Prophecy? The Inflation-Inflation Uncertainty Nexus and Inflation Targeting in South Africa
by Chevaughn van der Westhuizen & Renee van Eyden & Goodness C. Aye
202253 The Role of Institutions on the Global Economy-Emissions Nexus
by Alanda Venter & Roula Inglesi-Lotz
202252 Forecasting National Recessions of the United States with State-Level Climate Risks: Evidence from Model Averaging in Markov-Switching Models
by Oguzhan Cepni & Christina Christou & Rangan Gupta
202251 Climate Risks and Forecastability of the Weekly State-Level Economic Conditions of the United States
by Oguzhan Cepni & Rangan Gupta & Wenting Liao & Jun Ma
202250 Climate Shocks and Wealth Inequality in the United Kingdom: Evidence from Monthly Data
by Xin Sheng & Carolyn Chisadza & Rangan Gupta & Christian Pierdzioch
202249 Forecastability of Agricultural Commodity Futures Realised Volatility with Daily Infectious Disease-Related Uncertainty
by Sisa Shiba & Goodness C. Aye & Rangan Gupta & Samrat Goswami
202248 Carbon Tax and its Impact on South African Households
by Jessika A. Bohlmann & Roula Inglesi-Lotz & Heinrich R. Bohlmann
202247 Business Applications and State-Level Stock Market Realized Volatility: A Forecasting Experiment
by Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch
202246 Climate Risks and State-Level Stock-Market Realized Volatility
by Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch
202245 Is Real Interest Rate a Monetary Phenomenon in Advanced Economies? Time-Varying Evidence from Over 700 Years of Data
by Vasilios Plakandaras & Rangan Gupta & Sayar Karmakar & Mark E. Wohar
202244 Climate Change and Inequality
by Carolyn Chisadza & Matthew Clance & Xin Sheng & Rangan Gupta
202243 US Monetary Policy and BRICS Stock Market Bubbles
by Rangan Gupta & Jacobus Nel & Joshua Nielsen
202242 Climate Risks and Predictability of Commodity Returns and Volatility: Evidence from Over 750 Years of Data
by Jacobus Nel & Rangan Gupta & Mark E. Wohar & Christian Pierdzioch
202241 Climate Risks and Predictability of the Trading Volume of Gold: Evidence from an INGARCH Model
by Sayar Karmakar & Rangan Gupta & Oguzhan Cepni & Lavinia Rognone
202240 Do Climate Risks Predict US Housing Returns and Volatility? Evidence from a Quantiles-Based Approach
by Elie Bouri & Rangan Gupta & Hardik A. Marfatia & Jacobus Nel
202239 On the Pricing Effects of Bitcoin Mining in the Fossil Fuel Market: The Case of Coal
by Xolani Sibande & Riza Demirer & Mehmet Balcilar & Rangan Gupta
202238 Forecasting More than Three Centuries of Economic Growth of the United Kingdom: The Role of Climate Risks
by Hardik A. Marfatia & Rangan Gupta & Goodness C. Aye & Christian Pierdzioch
202237 Predictability of Economic Slowdowns in Advanced Countries over Eight Centuries: The Role of Climate Risks
by Rangan Gupta & Jacobus Nel & Afees A. Salisu & Qiang Ji
202236 The Heterogeneous Impact of Temperature Growth on Real House Price Returns across the US States
by Renee van Eyden & Geoffrey Ngene & Oguzhan Cepni & Rangan Gupta
202235 Family, External Environment and Gender Attitudes: Evidence from Students' Survey
by Tendai Zawaira & Matthew W. Clance & Carolyn Chisadza
202234 Time-Varying Parameter Four-Equation DSGE Model
by Rangan Gupta & Xiaojin Sun
202233 Contagious Diseases and Gold: Over 700 Years of Evidence from Quantile Regressions
by Elie Bouri & Rangan Gupta & Jacobus Nel & Sisa Shiba
202232 Policy Uncertainty and Stock Market Volatility Revisited: The Predictive Role of Signal Quality
by Afees A. Salisu & Riza Demirer & Rangan Gupta
202231 Rare Disaster Risks and Gold over 700 Years: Evidence from Nonparametric Quantile Regressions
by Mehmet Balcilar & Rangan Gupta & Jacobus Nel
202230 Monetary Policy and Bubbles in G7 Economies: Evidence from a Panel VAR Approach
by Petre Caraiani & Rangan Gupta & Jacobus Nel & Joshua Nielsen
202229 The Role of the Monthly ENSO in Forecasting the Daily Baltic Dry Index
by Elie Bouri & Rangan Gupta & Luca Rossini
202228 Stock Market Bubbles and the Forecastability of Gold Returns (and Volatility)
by David Gabauer & Rangan Gupta & Sayar Karmakar & Joshua Nielsen
202227 Hedge and Safe Haven Properties of Gold, US Treasury, Bitcoin, and Dollar/CHF against the FAANA Companies and S&P 500
by Imran Yousaf & Vasilios Plakandaras & Elie Bouri & Rangan Gupta
202226 Revisiting International House Price Convergence Using House Price Level Data
by Christophe Andre & Christina Christou & Rangan Gupta
202225 Infectious Diseases-Related Uncertainty and the Predictability of Foreign Exchange and Bitcoin Futures Realised Volatility
by Sisa Shiba & Juncal Cunado & Rangan Gupta & Samrat Goswami
202224 Bitcoin Prices and the Realized Volatility of US Sectoral Stock Returns
by Elie Bouri & Afees A. Salisu & Rangan Gupta
202223 Climate Change and Child Health: A Nigerian Perspective
by Eduard van der Merwe & Matthew Clance & Eleni Yitbarek
202222 Price Effects After One-Day Abnormal Returns and Crises in the Stock Markets
by Alex Plastun & Xolani Sibande & Rangan Gupta
202221 Financial Development and Income Inequality: Evidence from Advanced, Emerging and Developing Economies
by Carolyn Chisadza & Mduduzi Biyase
202220 The Pricing Implications of Cryptocurrency Mining on Global Electricity Markets: Evidence from Quantile Causality Tests
by Goodness C. Aye & Riza Demirer & Rangan Gupta & Jacobus Nel
202219 The Effects of Conventional and Unconventional Monetary Policy Shocks on US REITs Moments: Evidence from VARs with Functional Shocks
by Shixuan Wang & Rangan Gupta & Matteo Bonato & Oguzhan Cepni
202218 Herding in International REITs Markets around the COVID-19 Pandemic
by Keagile Lesame & Geoffrey Ngene & Rangan Gupta & Elie Bouri
202217 Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data
by Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch
202216 Do Economic Conditions of U.S. States Predict the Realized Volatility of Oil-Price Returns? A Quantile Machine-Learning Approach
by Rangan Gupta & Christian Pierdzioch
202215 Climate Uncertainty and Carbon Emissions Prices: The Relative Roles of Transition and Physical Climate Risks
by Serda Selin Ozturk & Riza Demirer & Rangan Gupta
202214 Symmetric and Asymmetric Effects of Financial Deepening on Income Inequality in South Africa
by Mduduzi Biyase & Carolyn Chisadza
202213 Forecasting Returns of Major Cryptocurrencies: Evidence from Regime-Switching Factor Models
by Elie Bouri & Christina Christou & Rangan Gupta
202212 On the Propagation Mechanism of International Real Interest Rate Spillovers: Evidence from More than 200 Years of Data
by Juncal Cunado & David Gabauer & Rangan Gupta & Chien-Chiang Lee
202211 Testing the Forecasting Power of Global Economic Conditions for the Volatility of International REITs using a GARCH-MIDAS Approach
by Afees A. Salisu & Rangan Gupta & Elie Bouri
202210 Climate Risks and Realized Volatility of Major Commodity Currency Exchange Rates
by Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch
202209 Temperature and Precipitation in the US States: Long Memory, Persistence and Time Trend
by Luis A. Gil-Alana & Rangan Gupta & Laura Sauci & Nieves Carmona-Gonzalez
202208 Persistence of State-Level Uncertainty of the United States: The Role of Climate Risks
by Xin Sheng & Rangan Gupta & Oguzhan Cepni
202207 The Effects of Climate Risks on Economic Activity in a Panel of US States: The Role of Uncertainty
by Xin Sheng & Rangan Gupta & Oguzhan Cepni
202206 Inflation-Inequality Puzzle: Is it Still Apparent?
by Edmond Berisha & Orkideh Gharehgozli & Rangan Gupta
202205 Forecasting the Realized Variance of Oil-Price Returns Using Machine-Learning: Is there a Role for U.S. State-Level Uncertainty?
by Oguzhan Cepni & Rangan Gupta & Daniel Pienaar & Christian Pierdzioch
202204 Real-Time Forecast of DSGE Models with Time-Varying Volatility in GARCH Form
by Sergey Ivashchenko & Semih Emre Cekin & Rangan Gupta & Chien-Chiang Lee
202203 Forecasting Stock Market Volatility with Regime-Switching GARCH-MIDAS: The Role of Geopolitical Risks
by Mawuli Segnon & Rangan Gupta & Bernd Wilfling
202202 Institutions and African Economic Development
by Augustin Kwasi Fosu
202201 Safe Havens, Machine Learning, and the Sources of Geopolitical Risk: A Forecasting Analysis Using Over a Century of Data
by Rangan Gupta & Sayar Karmakar & Christian Pierdzioch

2021

202187 A Note on State-Level Nonlinear Effects of Government Spending Shocks in the US: The Role of Partisan Conflict
by Xin Sheng & Rangan Gupta
202186 Does Climate Policy Uncertainty Affect Tourism Demand? Evidence from Time-Varying Causality Tests
by Nicholas Apergis & Konstantinos Gavriilidis & Rangan Gupta
202185 Equivalence Scales with Endogeneity and Base Independence
by Steven F. Koch
202184 The Impacts of Oil Price Volatility on Financial Stress: Is the COVID-19 Period Different?
by Xin Sheng & Won Joong Kim & Rangan Gupta
202183 Climate Risks and Forecasting Stock-Market Returns in Advanced Economies Over a Century
by Mehmet Balcilar & David Gabauer & Rangan Gupta & Christian Pierdzioch
202182 Forecasting the Artificial Intelligence Index Returns: A Hybrid Approach
by Yue-Jun Zhang & Han Zhang & Rangan Gupta
202181 Predictability of the Realised Volatility of International Stock Markets Amid Uncertainty Related to Infectious Diseases
by Sisa Shiba & Juncal Cunado & Rangan Gupta
202180 Realized Volatility Spillovers between Energy and Metal Markets: A Time-Varying Connectedness Approach
by Juncal Cunado & David Gabauer & Rangan Gupta
202179 El Nino, La Nina, and Forecastability of the Realized Variance of Agricultural Commodity Prices: Evidence from a Machine Learning Approach
by Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch
202178 Conventional and Unconventional Monetary Policy Rate Uncertainty and Stock Market Volatility: A Forecasting Perspective
by Ruipeng Liu & Rangan Gupta & Elie Bouri
202177 Climate Risk and the Volatility of Agricultural Commodity Price Fluctuations: A Forecasting Experiment
by Rangan Gupta & Christian Pierdzioch
202176 Forecasting the Realized Variance of Oil-Price Returns: A Disaggregated Analysis of the Role of Uncertainty and Geopolitical Risk
by Rangan Gupta & Christian Pierdzioch
202175 Climate Risks and the Realized Volatility Oil and Gas Prices: Results of an Out-of-Sample Forecasting Experiment
by Rangan Gupta & Christian Pierdzioch
202174 The Non-Linear Response of US State-Level Tradable and Non-Tradable Inflation to Oil Shocks: The Role of Oil-Dependence
by Xin Sheng & Hardik A. Marfatia & Rangan Gupta & Qiang Ji
202173 Forecasting International REITs Volatility: The Role of Oil-Price Uncertainty
by Jiqian Wang & Rangan Gupta & Oguzhan Cepni & Feng Ma
202172 Climate Risks and Forecastability of the Realized Volatility of Gold and Other Metal Prices
by Rangan Gupta & Christian Pierdzioch
202171 Revisiting the Kuznets Curve Hypothesis for Tunisia: Carbon Dioxide vs. Ecological Footprint
by Ahdi Noomen Ajmi & Roula Inglesi-Lotz
202170 Productivity and GDP: International Evidence of Persistence and Trends Over 130 Years of Data
by Luis A. Gil-Alana & Sakiru Adebola Solarin & Rangan Gupta
202169 The ENSO Cycle and Forecastability of Global Inflation and Output Growth: Evidence from Standard and Mixed-Frequency Multivariate Singular Spectrum Analyses
by Hossein Hassani & Mohammad Reza Yeganegi & Rangan Gupta
202168 The Time-Varying Impact of Uncertainty Shocks on the Comovement of Regional Housing Prices of the United Kingdom
by Oguzhan Cepni & Hardik A. Marfatia & Rangan Gupta
202167 Financial Inclusion and Gender Inequality in sub-Saharan Africa
by Tendai Zawaira & Matthew Clance & Carolyn Chisadza & Rangan Gupta
202166 Bitcoin Mining Activity and Volatility Dynamics in the Power Market
by Sayar Karmakar & Riza Demirer & Rangan Gupta
202165 Climate Risks and U.S. Stock-Market Tail Risks: A Forecasting Experiment Using over a Century of Data
by Afees A. Salisu & Christian Pierdzioch & Rangan Gupta & Renee van Eyden
202164 A robust approach for outlier imputation: Singular Spectrum Decomposition
by Maryam Movahedifar & Hossein Hassani & Masoud Yarmohammadi & Mahdi Kalantari & Rangan Gupta
202163 Measuring Market Expectations
by Christiane Baumeister
202162 Financial Turbulence, Systemic Risk and the Predictability of Stock Market Volatility
by Afees A. Salisu & Riza Demirer & Rangan Gupta
202161 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
by Afees A. Salisu & Christian Pierdzioch & Rangan Gupta & David Gabauer
202160 The Effect of Oil Price Uncertainty Shock on International Equity Markets: Evidence from a GVAR Model
by Afees A. Salisu & Rangan Gupta & Riza Demirer
202159 High-Frequency Contagion between Aggregate and Regional Housing Markets of the United States with Financial Assets: Evidence from Multichannel Tests
by Goodness C. Aye & Christina Christou & Rangan Gupta & Christis Hassapis
202158 A Note on Forecasting the Historical Realized Variance of Oil-Price Movements: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios
by Rangan Gupta & Christian Pierdzioch & Wing-Keung Wong
202157 Firm-level Business Uncertainty and the Predictability of the Aggregate U.S. Stock Market Volatility during the COVID-19 Pandemic
by Riza Demirer & Rangan Gupta & Afees A. Salisu & Renee van Eyden
202156 Slave Trades, Kinship Structures and Women Political Participation in Africa
by Leone Walters & Carolyn Chisadza & Matthew Clance
202155 Rare Disaster Risks and Volatility of the Term-Structure of US Treasury Securities: The Role of El Nino and La Nina Events
by Renee van Eyden & Rangan Gupta & Jacobus Nel & Elie Bouri
202154 Global Evidence of the COVID-19 Shock on Real Equity Prices and Real Exchange Rates: A Counterfactual Analysis with a Threshold-Augmented GVAR Model
by Afees A. Salisu & Taofeek O. Ayinde & Rangan Gupta & Mark E. Wohar
202153 The Effect of Oil Uncertainty Shock on Real GDP of 33 Countries: A Global VAR Approach
by Afees A. Salisu & Rangan Gupta & Abeeb Olaniran
202152 On the Dynamics of International Real Estate Investment Trust Propagation Mechanisms: Evidence from Time-Varying Return and Volatility Connectedness Measures
by Keagile Lesame & Elie Bouri & David Gabauer & Rangan Gupta
202151 Tracking Weekly State-Level Economic Conditions
by Christiane Baumeister & Danilo Leiva-Leon & Eric Sims
202150 Geopolitical Risks and the High-Frequency Movements of the US Term Structure of Interest Rates
by Rangan Gupta & Anandamayee Majumdar & Jacobus Nel & Sowmya Subramaniam
202149 A Note on the COVID-19 Shock and Real GDP in Emerging Economies: A Counterfactual Analysis from the Threshold-Augmented Global Vector Autoregressive Model
by Afees A. Salisu & Idris A. Adediran & Rangan Gupta
202148 Human Capital and the Timing of the First Birth
by Jesse Naidoo
202147 Integration and Risk Transmission in the Market for Crude Oil: A Time-Varying Parameter Frequency Connectedness Approach
by Ioannis Chatziantoniou & David Gabauer & Rangan Gupta
202146 Oil Tail Risks and the Forecastability of the Realized Variance of Oil-Price: Evidence from Over 150 Years of Data
by Afees A. Salisu & Christian Pierdzioch & Rangan Gupta
202145 The Financial US Uncertainty Spillover Multiplier: Evidence from a GVAR Model
by Afees A. Salisu & Rangan Gupta & Riza Demirer
202144 Commodity Prices and Forecastability of South African Stock Returns Over a Century: Sentiments versus Fundamentals
by Afees A. Salisu & Rangan Gupta
202143 Out-of-Sample Predictability of Gold Market Volatility: The Role of US Nonfarm Payroll
by Afees A. Salisu & Elie Bouri & Rangan Gupta
202142 Household Debt and Consumption Dynamics: A Non-Developed World View following the Financial Crisis
by Adel Bosch & Matthew Clance & Steven F. Koch
202141 Individual and Household Debt: Does Imputation Choice Matter?
by Adel Bosch & Steven F. Koch
202140 Uncertainty Related to Infectious Diseases and Forecastability of the Realised Volatility of US Treasury Securities
by Sisa Shiba & Rangan Gupta
202139 Social Capital and Protests in the United States
by Carolyn Chisadza & Matthew Clance & Rangan Gupta
202138 El Nino, La Nina, and the Forecastability of the Realized Variance of Heating Oil Price Movements
by Mehmet Balcilar & Elie Bouri & Rangan Gupta & Christian Pierdzioch
202137 Uncertainty, Spillovers, and Forecasts of the Realized Variance of Gold Returns
by Rangan Gupta & Christian Pierdzioch
202136 The Effect of US Uncertainty Shock on International Equity Markets: The Role of the Global Financial Cycle
by Afees A. Salisu & Rangan Gupta & Idris A. Adediran
202135 Forecasting the Volatility of Crude Oil: The Role of Uncertainty and Spillovers
by Rangan Gupta & Christian Pierdzioch
202134 Income Inequality and House Prices across US States
by Edmond Berisha & John Meszaros & Rangan Gupta
202133 Forecasting Output Growth of Advanced Economies Over Eight Centuries: The Role of Gold Market Volatility as a Proxy of Global Uncertainty
by Afees A. Salisu & Rangan Gupta & Sayar Karmakar & Sonali Das
202132 The (Asymmetric) Effect of El Nino and La Nina on Gold and Silver Prices in a GVAR Model
by Afees A. Salisu & Rangan Gupta & Jacobus Nel & Elie Bouri
202131 The Effect of Macroeconomic Uncertainty on Housing Returns and Volatility: Evidence from US State-Level Data
by Renee van Eyden & Rangan Gupta & Christophe Andre & Xin Sheng
202130 Forecasting Oil and Gold Volatilities with Sentiment Indicators Under Structural Breaks
by Jiawen Luo & Riza Demirer & Rangan Gupta & Qiang Ji
202129 Gold and the Global Financial Cycle
by Afees A. Salisu & Rangan Gupta & Siphesihle Ntyikwe & Riza Demirer
202128 The Impact of Oil Price Shocks on Income Inequality: Evidence from State-Level Data of the United States
by Xin Sheng & Rangan Gupta
202127 Predictability of Tail Risks of Canada and the U.S. Over a Century: The Role of Spillovers and Oil Tail Risks
by Afees A. Salisu & Rangan Gupta & Christian Pierdzioch
202126 Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries
by Oguzhan Cepni & Rangan Gupta & Qiang Ji
202125 The Economic Complexity Index (ECI) and Output Volatility: High vs Low Income Countries
by Marthinus C. Breitenbach & Carolyn Chisadza & Matthew Clance
202124 Government Religious Preference and Intrastate Conflict
by Eduard van der Merwe & Carolyn Chisadza & Matthew Clance
202123 Impact of technological progress on carbon emissions in different country income groups
by Chris Belmert Milindi & Roula Inglesi-Lotz
202122 Geopolitical Risk and Forecastability of Tail Risk in the Oil Market: Evidence from Over a Century of Monthly Data
by Afees A. Salisu & Christian Pierdzioch & Rangan Gupta
202121 Global Financial Cycle and the Predictability of Oil Market Volatility: Evidence from a GARCH-MIDAS Model
by Afees A. Salisu & Rangan Gupta & Riza Demirer
202120 Forecasting Oil Price over 150 Years: The Role of Tail Risks
by Afees A. Salisu & Rangan Gupta & Qiang Ji
202119 Price Effects after One-Day Abnormal Returns in Developed and Emerging Markets: ESG versus Traditional Indices
by Alex Plastun & Elie Bouri & Rangan Gupta & Qiang Ji
202118 Investor Confidence and Forecastability of US Stock Market Realized Volatility : Evidence from Machine Learning
by Rangan Gupta & Jacobus Nel & Christian Pierdzioch
202117 Tail Risks and Forecastability of Stock Returns of Advanced Economies: Evidence from Centuries of Data
by Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna
202116 Exchange Rate Predictability with Nine Alternative Models for BRICS Countries
by Afees A. Salisu & Rangan Gupta & Won Joong Kim
202115 Impact of Housing Policy Uncertainty on Herding Behavior: Evidence from UK's Regional Housing Markets
by Geoffrey M. Ngene & Rangan Gupta
202114 Forecasting Realized Volatility of International REITs: The Role of Realized Skewness and Realized Kurtosis
by Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch
202113 Evolving United States Stock Market Volatility: The Role of Conventional and Unconventional Monetary Policies
by Vasilios Plakandaras & Rangan Gupta & Mehmet Balcilar & Qiang Ji
202112 Financial Vulnerability and Volatility in Emerging Stock Markets: Evidence from GARCH-MIDAS Models
by Riza Demirer & Rangan Gupta & He Li & Yu You
202111 Uncertainty and Forecastability of Regional Output Growth in the United Kingdom: Evidence from Machine Learning
by Mehmet Balcilar & David Gabauer & Rangan Gupta & Christian Pierdzioch
202110 Fostering Human Empowerment through Education: The Road to Progressive Political Institutions
by Carla Peyper & ReneÃ© Van Eyden & Sansia Blackmore
202109 The Transmission of Monetary Policy via the Banks' Balance Sheet - Does Bank Size Matter?
by Tumisang Loate & Nicola Viegi
202108 Structural and Predictive Analyses with a Mixed Copula-Based Vector Autoregression Model
by Woraphon Yamaka & Rangan Gupta & Sukrit Thongkairat & Paravee Maneejuk
202107 Estimating a New Keynesian Wage Phillips Curve
by Vincent Dadam & Nicola Viegi
202106 Disaggregated Oil Shocks and Stock-Market Tail Risks: Evidence from a Panel of 48 Countries
by Rangan Gupta & Xin Sheng & Christian Pierdzioch & Qiang Ji
202105 El Nino and Forecastability of Oil-Price Realized Volatility
by Elie Bouri & Rangan Gupta & Christian Pierdzioch & Afees A. Salisu
202104 Government Effectiveness and Covid-19 Pandemic
by Carolyn Chisadza & Matthew Clance & Rangan Gupta
202103 Forecasting US Output Growth with Large Information Sets
by Afees A. Salisu & Umar Bida Ndako & Rangan Gupta
202102 Uncertainty and Predictability of Real Housing Returns in the United Kingdom: A Regional Analysis
by Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna & Mark E. Wohar
202101 OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning
by Xin Sheng & Rangan Gupta & Afees A. Salisu & Elie Bouri

2020

2020112 Progressivity of Out-of-Pocket Payments and its Determinants Decomposed Over Time
by Steven F. Koch & Naomi Setshegetso
2020111 Endogenous Long-Term Productivity Performance in Advanced Countries: A Novel Two-Dimensional Fuzzy-Monte Carlo Approach
by Jorge Antunes & Goodness C. Aye & Rangan Gupta & Peter Wanke
2020110 Information Entropy, Continuous Improvement, and US Energy Performance: A Novel Stochastic-Entropic Analysis for Ideal Solutions (SEA-IS)
by Jorge Antunes & Rangan Gupta & Zinnia Mukherjee & Peter Wanke
2020109 The Impact of Diabetes on Labour Market Outcomes
by Steven F. Koch & Evelyn Tshela
2020108 Measuring Energy Poverty in South Africa Based on Household Required Energy Consumption
by Yuxiang Ye & Steven F. Koch
2020107 Forecasting Realized Stock-Market Volatility: Do Industry Returns have Predictive Value?
by Riza Demirer & Rangan Gupta & Christian Pierdzioch
2020106 Globalization, Long Memory, and Real Interest Rate Convergence: A Historical Perspective
by Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller
2020105 Geopolitical Risks and Historical Exchange Rate Volatility of the BRICS
by Afees A. Salisu & Juncal Cunado & Rangan Gupta
2020104 Effect of Rare Disaster Risks on Crude Oil: Evidence from El Nino from Over 140 Years of Data
by Riza Demirer & Rangan Gupta & Jacobus Nel & Christian Pierdzioch
2020103 Income Inequality and Oil Resources: Panel Evidence from the United States
by Edmond Berisha & Carolyn Chisadza & Matthew Clance & Rangan Gupta
2020102 The Effect of Colonial and Pre-Colonial Institutions on Contemporary Education in Africa
by Leone Walters & Carolyn Chisadza & Matthew W. Clance
2020101 Social Institutions and Gender-Biased Outcomes in sub-Saharan Africa
by Tendai Zawaira & Matthew W. Clance & Carolyn Chisadza
2020100 Do Oil-Price Shocks Predict the Realized Variance of U.S. REITs?
by Matteo Bonato & Rangan Gupta & Christian Pierdzioch
202099 Uncertainty due to Infectious Diseases and Forecastability of the Realized Variance of US REITs: A Note
by Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch
202098 Time-Varying Risk Aversion and Forecastability of the US Term Structure of Interest Rates
by Elie Bouri & Rangan Gupta & Anandamayee Majumdar & Sowmya Subramaniam
202097 Bear, Bull, Sidewalk, and Crash: The Evolution of the US Stock Market Using Over a Century of Daily Data
by Shixuan Wang & Rangan Gupta & Yue-Jun Zhang
202096 The Impact of Disaggregated Oil Shocks on State-Level Real Housing Returns of the United States: The Role of Oil Dependence
by Rangan Gupta & Xin Sheng & Renee van Eyden & Mark E. Wohar
202095 Oil-Price Uncertainty and the U.K. Unemployment Rate: A Forecasting Experiment with Random Forests Using 150 Years of Data
by Rangan Gupta & Christian Pierdzioch & Afees A. Salisu
202094 Linking U.S. State-Level Housing Market Returns and the Consumption-(Dis)Aggregate Wealth Ratio
by Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar
202093 The Behavior of Real Interest Rates: New Evidence from a ``Suprasecular" Perspective
by Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller
202092 Forecasting Charge-Off Rates with a Panel Tobit Model: The Role of Uncertainty
by Xin Sheng & Rangan Gupta & Qiang Ji

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