Renee van Eyden
Personal Details
First Name: | Renee |
Middle Name: | |
Last Name: | van Eyden |
Suffix: | |
RePEc Short-ID: | pey11 |
| |
Department of Economics, University of Pretoria, Private Bag x20, Hatfield, 0028, South Africa | |
Affiliation
Department of Economics
Faculty of Economic and Management Sciences
University of Pretoria
Pretoria, South Africahttp://www.up.ac.za/economics
RePEc:edi:decupza (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Renee van Eyden & Rangan Gupta & Joshua Nielsen & Elie Bouri, 2022.
"Investor Sentiment and Multi-Scale Positive and Negative Stock Market Bubbles in a Panel of G7 Countries,"
Working Papers
202256, University of Pretoria, Department of Economics.
- van Eyden, Reneé & Gupta, Rangan & Nielsen, Joshua & Bouri, Elie, 2023. "Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries," Journal of Behavioral and Experimental Finance, Elsevier, vol. 38(C).
- Renee van Eyden & Geoffrey Ngene & Oguzhan Cepni & Rangan Gupta, 2022. "The Heterogeneous Impact of Temperature Growth on Real House Price Returns across the US States," Working Papers 202236, University of Pretoria, Department of Economics.
- Chevaughn van der Westhuizen & Goodness C. Aye & Reneé van Eyden, 2022.
"Contagion across financial markets during COVID-19: A look at volatility spillovers between the stock and foreign exchange markets in South Africa,"
Working Papers
872, Economic Research Southern Africa.
- Chevaughn Van Der Westhuizen & Rene㉠Van Eyden & Goodness C. Aye, 2022. "Contagion Across Financial Markets During Covid-19: A Look At Volatility Spillovers Between The Stock And Foreign Exchange Markets In South Africa," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 17(01), pages 1-46, March.
- Chevaughn van der Westhuizen & Renee van Eyden & Goodness C. Aye, 2022. "Is Inflation Uncertainty a Self-Fulfilling Prophecy? The Inflation-Inflation Uncertainty Nexus and Inflation Targeting in South Africa," Working Papers 202254, University of Pretoria, Department of Economics.
- Riza Demirer & Rangan Gupta & Afees A. Salisu & Renee van Eyden, 2021.
"Firm-level Business Uncertainty and the Predictability of the Aggregate U.S. Stock Market Volatility during the COVID-19 Pandemic,"
Working Papers
202157, University of Pretoria, Department of Economics.
- Demirer, Riza & Gupta, Rangan & Salisu, Afees A. & van Eyden, Reneé, 2023. "Firm-level business uncertainty and the predictability of the aggregate U.S. stock market volatility during the COVID-19 pandemic," The Quarterly Review of Economics and Finance, Elsevier, vol. 88(C), pages 295-302.
- Carla Peyper & Reneé Van Eyden & Sansia Blackmore, 2021. "Fostering Human Empowerment through Education: The Road to Progressive Political Institutions," Working Papers 202110, University of Pretoria, Department of Economics.
- Afees A. Salisu & Christian Pierdzioch & Rangan Gupta & Renee van Eyden, 2021.
"Climate Risks and U.S. Stock-Market Tail Risks: A Forecasting Experiment Using over a Century of Data,"
Working Papers
202165, University of Pretoria, Department of Economics.
- Afees A. Salisu & Christian Pierdzioch & Rangan Gupta & Reneé van Eyden, 2023. "Climate risks and U.S. stock‐market tail risks: A forecasting experiment using over a century of data," International Review of Finance, International Review of Finance Ltd., vol. 23(2), pages 228-244, June.
- Renee van Eyden & Rangan Gupta & Jacobus Nel & Elie Bouri, 2021. "Rare Disaster Risks and Volatility of the Term-Structure of US Treasury Securities: The Role of El Nino and La Nina Events," Working Papers 202155, University of Pretoria, Department of Economics.
- Renee van Eyden & Rangan Gupta & Christophe Andre & Xin Sheng, 2021.
"The Effect of Macroeconomic Uncertainty on Housing Returns and Volatility: Evidence from US State-Level Data,"
GRU Working Paper Series
GRU_2021_008, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Reneé van Eyden & Rangan Gupta & Christophe André & Xin Sheng, 2022. "The effect of macroeconomic uncertainty on housing returns and volatility: evidence from US state-level data," Chapters, in: Charles K.Y. Leung (ed.), Handbook of Real Estate and Macroeconomics, chapter 8, pages 206-238, Edward Elgar Publishing.
- Renee van Eyden & Rangan Gupta & Christophe Andre & Xin Sheng, 2021. "The Effect of Macroeconomic Uncertainty on Housing Returns and Volatility: Evidence from US State-Level Data," Working Papers 202131, University of Pretoria, Department of Economics.
- Rangan Gupta & Xin Sheng & Renee van Eyden & Mark E. Wohar, 2020.
"The Impact of Disaggregated Oil Shocks on State-Level Real Housing Returns of the United States: The Role of Oil Dependence,"
Working Papers
202096, University of Pretoria, Department of Economics.
- Gupta, Rangan & Sheng, Xin & van Eyden, Reneé & Wohar, Mark E., 2021. "The impact of disaggregated oil shocks on state-level real housing returns of the United States: The role of oil dependence," Finance Research Letters, Elsevier, vol. 43(C).
- Rangan Gupta & Xin Sheng & Renee van Eyden & Mark E. Wohar, 2020.
"The Impact of Disaggregated Oil Shocks on State-Level Consumption of the United States,"
Working Papers
202045, University of Pretoria, Department of Economics.
- Rangan Gupta & Xin Sheng & Reneé van Eyden & Mark Wohar, 2021. "The impact of disaggregated oil shocks on state-level consumption of the United States," Applied Economics Letters, Taylor & Francis Journals, vol. 28(21), pages 1818-1824, December.
- Sansia Blackmore & Renee van Eyden, 2020.
"A Sequence to Reverse Poverty: Institutions, State Capacity and Human Empowerment,"
Working Papers
202080, University of Pretoria, Department of Economics.
- Reneé van Eyden & Sansia Blackmore, 2020. "A Sequence to Reverse Poverty: Institutions, State Capacity and Human Empowerment," Working Papers 832, Economic Research Southern Africa.
- Renee van Eyden & Rangan Gupta & Xin Sheng & Mark E. Wohar, 2019. "Impact of Oil Price Volatility on State-Level Consumption of the United States: The Role of Oil Dependence," Working Papers 201969, University of Pretoria, Department of Economics.
- Mamothoana Difeto & Reneé van Eyden & Rangan Gupta & Mark E. Wohar, 2018. "Oil Price Volatility and Economic Growth: Evidence from Advanced OECD Countries using over One Century of Data," Working Papers 201813, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Riza Demirer & Rangan Gupta & Reneé van Eyden, 2016. "Effectiveness of Monetary Policy in the Euro Area: The Role of US Economic Policy Uncertainty," Working Papers 201620, University of Pretoria, Department of Economics.
- Reneé van Eyden & Tolga Omay & Rangan Gupta, 2015. "Inflation-Growth Nexus in Africa: Evidence from a Pooled CCE Multiple Regime Panel Smooth Transition Model," Working Papers 201504, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Renee van Eyden & Kirsten Thompson, 2015.
"Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa,"
Working Papers
15-06, Eastern Mediterranean University, Department of Economics.
- Balcilar, Mehmet & Gupta, Rangan & van Eyden, Reneé & Thompson, Kirsten & Majumdar, Anandamayee, 2018. "Comparing the forecasting ability of financial conditions indices: The case of South Africa," The Quarterly Review of Economics and Finance, Elsevier, vol. 69(C), pages 245-259.
- Mehmet Balcilar & Rangan Gupta & Renee van Eyden & Kirsten Thompson & Anandamayee Majumdar, 2015. "Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa," Working Papers 201517, University of Pretoria, Department of Economics.
- Manoel Bittencourt & Monaheng Seleteng & Reneé van Eyden, 2014. "Inflation and Economic Growth: Evidence from the Southern African Development Countries," Working Papers 405, Economic Research Southern Africa.
- Mehmet Balcilar & Reneé van Eyden & Josine Uwilingiye & Rangan Gupta, 2014.
"The impact of oil price on South African GDP growth: A Bayesian Markov Switching-VAR analysis,"
Working Papers
201470, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Reneé van Eyden & Josine Uwilingiye & Rangan Gupta, 2017. "The Impact of Oil Price on South African GDP Growth: A Bayesian Markov Switching-VAR Analysis," African Development Review, African Development Bank, vol. 29(2), pages 319-336, June.
- Mehmet Balcilar & Reneé van Eyden & Josine Uwilingiye & Rangan Gupta, 2014. "The impact of oil price on South African GDP growth: A Bayesian Markov Switching-VAR analysis," Working Papers 15-13, Eastern Mediterranean University, Department of Economics.
- Mehmet Balcilar & Kirsten Thompson & Rangan Gupta & Renee van Eyden, 2014.
"Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach,"
Working Papers
201414, University of Pretoria, Department of Economics.
- Balcilar, Mehmet & Thompson, Kirsten & Gupta, Rangan & van Eyden, Reneé, 2016. "Testing the asymmetric effects of financial conditions in South Africa: A nonlinear vector autoregression approach," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 43(C), pages 30-43.
- Mehmet Balcilar & Kirsten Thompson & Rangan Gupta & Renee van Eyden, 2014. "Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach," Working Papers 15-11, Eastern Mediterranean University, Department of Economics.
- Mehmet Balcilar & Kirsten Thompson & Rangan Gupta & Renee van Eyden, 2014. "Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach," Working Papers 15-18, Eastern Mediterranean University, Department of Economics.
- Adnen Ben Nasr & Mehmet Balcilar & Ahdi N. Ajmi & Goodness C. Aye & Rangan Gupta & Reneé van Eyden, 2014.
"Causality between Inflation and Inflation Uncertainty in South Africa: Evidence from a Markov-Switching Vector Autoregressive Model,"
Working Papers
201453, University of Pretoria, Department of Economics.
- Nasr, Adnen Ben & Balcilar, Mehmet & Ajmi, Ahdi N. & Aye, Goodness C. & Gupta, Rangan & van Eyden, Reneé, 2015. "Causality between inflation and inflation uncertainty in South Africa: Evidence from a Markov-switching vector autoregressive model," Emerging Markets Review, Elsevier, vol. 24(C), pages 46-68.
- Goodness C. Aye & Mehmet Balcilar & John P. Dunne & Rangan Gupta & Renee van Eyden, 2013.
"Military Expenditure, Economic Growth and Structural Instability: A Case Study of South Africa,"
Working Papers
201344, University of Pretoria, Department of Economics.
- Goodness C. Aye & Mehmet Balcilar & John P. Dunne & Rangan Gupta & Rene� van Eyden, 2014. "Military expenditure, economic growth and structural instability: a case study of South Africa," Defence and Peace Economics, Taylor & Francis Journals, vol. 25(6), pages 619-633, December.
- Annari de Waal & Renee van Eyden, 2013.
"The impact of economic shocks in the rest of the world on South Africa: Evidence from a global VAR,"
Working Papers
201328, University of Pretoria, Department of Economics.
- Annari De Waal & Reneé van Eyden, 2016. "The Impact of Economic Shocks in the Rest of the World on South Africa: Evidence from a Global VAR," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 52(3), pages 557-573, March.
- 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.
- Manoel Bittencourt & Renee van Eyden & Monaheng Seleteng, 2013.
"Inflation and Economic Growth in the SADC: Some Panel Time-Series Evidence,"
Working Papers
201354, University of Pretoria, Department of Economics.
- Manoel Bittencourt & Monaheng Seleteng & Reneé van Eyden, 2014. "Inflation and Economic Growth in the SADC: Some Panel Time-Series Evidence," Working Papers 404, Economic Research Southern Africa.
- Mehmet Balcilar & Renee van Eyden & Roula Inglesi-Lotz & Rangan Gupta, 2013.
"Time-Varying Linkages between Tourism Receipts and Economic Growth in South Africa,"
Working Papers
201363, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Rene頶an Eyden & Roula Inglesi-Lotz & Rangan Gupta, 2014. "Time-varying linkages between tourism receipts and economic growth in South Africa," Applied Economics, Taylor & Francis Journals, vol. 46(36), pages 4381-4398, December.
- Annari de Waal & Renee van Eyden & Rangan Gupta, 2013.
"Do we need a global VAR model to forecast inflation and output in South Africa?,"
Working Papers
201346, University of Pretoria, Department of Economics.
- Annari De Waal & Rene頖an Eyden & Rangan Gupta, 2015. "Do we need a global VAR model to forecast inflation and output in South Africa?," Applied Economics, Taylor & Francis Journals, vol. 47(25), pages 2649-2670, May.
- Annari De Waal & Prof Reneé van Eyden, 2013. "The impact of economic shocks in the rest of the world on South Africa: Evidence from a global VAR model," EcoMod2013 5403, EcoMod.
- Kirsten Thompson & Renee van Eyden & Rangan Gupta, 2013. "Identifying a financial conditions index for South Africa," Working Papers 201333, University of Pretoria, Department of Economics.
- Kirsten Thompson & Renee van Eyden & Rangan Gupta, 2013.
"Testing the Out-of-Sample Forecasting Ability of a Financial Conditions Index for South Africa,"
Working Papers
201383, University of Pretoria, Department of Economics.
- Kirsten Thompson & Reneé van Eyden & Rangan Gupta, 2015. "Testing the Out-of-Sample Forecasting Ability of a Financial Conditions Index for South Africa," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 51(3), pages 486-501, May.
- Annari De Waal & Reneé van Eyden, 2012. "The monetary transmission mechanism in South Africa: A VECM augmented with foreign variables," EcoMod2012 4299, EcoMod.
- Renee van Eyden & Goodness C. Aye & Rangan Gupta, 2012. "Predictive Ability of Competing Models for South Africa’s Fixed Business Non- Residential Investment Spending," Working Papers 201229, University of Pretoria, Department of Economics.
- Annari de Waal & Renee van Eyden, 2012.
"Monetary policy and inflation in South Africa: A VECM augmented with foreign variables,"
Working Papers
201231, University of Pretoria, Department of Economics.
- Annari Waal & Reneé Eyden, 2014. "Monetary policy and inflation in South Africa: A VECM augmented with foreign variables," South African Journal of Economics, Economic Society of South Africa, vol. 82(1), pages 117-140, March.
- Annari de Waal & Reneé van Eyden, 2012. "Monetary policy and inflation in South Africa: A VECM augmented with foreign variables," Working Papers 316, Economic Research Southern Africa.
- Esti van Wyk de Vries & Rangan Gupta & Renee van Eyden, 2011.
"Intertemporal portfolio allocation and hedging demand: An application to South Africa,"
Working Papers
201133, University of Pretoria, Department of Economics.
- Esti Van Wyk de Vries & Rangan Gupta & Reneé Van Eyden, 2014. "Intertemporal portfolio allocation and hedging demand: an application to South Africa," Journal of Business Economics and Management, Taylor & Francis Journals, vol. 15(4), pages 744-775, September.
- Francis Kemegue & Emmanuel Owusu-Sekyere & Renee van Eyden, 2011.
"What Drives Remittance Inflows to Sub-Saharan Africa? A Dynamic Panel Approach,"
Working Papers
201128, University of Pretoria, Department of Economics.
- Emmanuel Owusu-Sekyere & Francis M. Kemegue & Reneé van Eyden, 2011. "What drives remittance inflows to Sub-Saharan Africa: A Dynamic Panel Approach," Working Papers 262, Economic Research Southern Africa.
- Renee van Eyden & Emmanuel Owusu-Sekyere & Francis Kemegue, 2011. "Remittance Inflows to Sub-Saharan Africa: The Case of SADC," Working Papers 201127, University of Pretoria, Department of Economics.
- Emmanuel Owusu-Sekyere & Renee van Eyden & Francis Kemegue, 2011.
"Remittances And The Dutch Disease In Sub-Saharan Africa: A Dynamic Panel Approach,"
Working Papers
201129, University of Pretoria, Department of Economics.
- Emmanuel Owusu-Sekyere & Reneé van Eyden & Francis M Kemegue, 2014. "Remittances and the Dutch Disease in Sub-Saharan Africa: A Dynamic Panel Approach," Contemporary Economics, University of Economics and Human Sciences in Warsaw., vol. 8(3), September.
- Emmanuel Owusu-Sekyere & Francis M. Kemegue & Reneé van Eyden, 2011. "Remittances and the Dutch disease in Sub-Saharan Africa. A Dynamic Panel Approach," Working Papers 259, Economic Research Southern Africa.
- Jacques Kibambe & Renee van Eyden & charlotte du Toit, 2009.
"Social Ingredients and Conditional Convergence in the Study of Sectoral Growth,"
Working Papers
200931, University of Pretoria, Department of Economics.
- Jannie Rossouw, 2018. "An institutional comparison of private shareholding in the central banks of South Africa and Turkey," Working Papers 151, Economic Research Southern Africa.
- Thabo Mokoena & Rangan Gupta & Renee van Eyden, 2008.
"Exchange Rate Puzzles: A Review of the Recent Theoretical and Empirical Developments,"
Working Papers
200827, University of Pretoria, Department of Economics.
- Thabo M Mokoena & Rangan Gupta & Renee van Eyden, 2010. "Exchange Rate Puzzles: A Review of the Recent Theoretical and Empirical Developments," The IUP Journal of Monetary Economics, IUP Publications, vol. 0(1 & 2), pages 77-112, February .
- Thabo Mokoena & Rangan Gupta & Renee Van Eyden, 2008. "Testing for Fractional Integration in SADC Real Exchange Rates," Working Papers 200811, University of Pretoria, Department of Economics.
- Thabo Mokoena & Rangan Gupta & Renee Van Eyden, 2008.
"Market Microstructure Approach to the Exchange Rate Determination Puzzle,"
Working Papers
200810, University of Pretoria, Department of Economics.
- Thabo M Mokoena & Rangan Gupta & Renee van Eyden, 2009. "Market Microstructure Approach to the Exchange Rate Determination Puzzle," The IUP Journal of Monetary Economics, IUP Publications, vol. 0(3-4), pages 101-115, August.
- Thabo Mokoena & Rangan Gupta & Renee van Eyden, 2008.
"Testing for PPP Using SADC Real Exchange Rates,"
Working Papers
200822, University of Pretoria, Department of Economics.
- Thabo M. Mokoena & Rangan Gupta & Reneé Van Eyden, 2009. "Testing For Ppp Using Sadc Real Exchange Rates," South African Journal of Economics, Economic Society of South Africa, vol. 77(3), pages 351-362, September.
- Thabo Mokoena & Rangan Gupta & Renee van Eyden, 2008. "Half-Life Deviations from PPP in the SADC," Working Papers 200823, University of Pretoria, Department of Economics.
- Albert H. De Wet & Renee Van Eyden & Rangan Gupta, 2008. "Conditional Loss Estimation Using a South African Global Error Correcting Macroeconometric Model," Working Papers 200826, University of Pretoria, Department of Economics.
- Albert H. De Wet & Renee´ Van Eyden & Rangan Gupta, 2007.
"Linking Global Economic Dynamics to a South African-Specific Credit Risk Correlation Model,"
Working Papers
200719, University of Pretoria, Department of Economics.
- de Wet, Albertus H. & van Eyden, Reneé & Gupta, Rangan, 2009. "Linking global economic dynamics to a South African-specific credit risk correlation model," Economic Modelling, Elsevier, vol. 26(5), pages 1000-1011, September.
- C.E. Moolman & J. N. Blignaut & R. Van Eyden, 2006.
"Modeling the Marginal Revenue of Water in Selected Agricultural Commodities: A Panel Date Approach,"
Working Papers
200606, University of Pretoria, Department of Economics.
- Moolman, C.E. & Blignaut, J.N. & van Eyden, R., 2006. "Modelling the marginal revenue of water in selected agricultural commodities: A panel data approach," Agrekon, Agricultural Economics Association of South Africa (AEASA), vol. 45(1), pages 1-11, March.
- C. B. Du Toit & Renee´ Van Eyden & Marc Ground, 2006. "Does South Africa Have the Potential and Capacity to Grow at 7 Per Cent?: A Labour Market Perspective," Working Papers 200603, University of Pretoria, Department of Economics.
Articles
- Chevaughn Van Der Westhuizen & Rene㉠Van Eyden & Goodness C. Aye, 2022.
"Contagion Across Financial Markets During Covid-19: A Look At Volatility Spillovers Between The Stock And Foreign Exchange Markets In South Africa,"
Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 17(01), pages 1-46, March.
- Chevaughn van der Westhuizen & Goodness C. Aye & Reneé van Eyden, 2022. "Contagion across financial markets during COVID-19: A look at volatility spillovers between the stock and foreign exchange markets in South Africa," Working Papers 872, Economic Research Southern Africa.
- Gupta, Rangan & Sheng, Xin & van Eyden, Reneé & Wohar, Mark E., 2021.
"The impact of disaggregated oil shocks on state-level real housing returns of the United States: The role of oil dependence,"
Finance Research Letters, Elsevier, vol. 43(C).
- Rangan Gupta & Xin Sheng & Renee van Eyden & Mark E. Wohar, 2020. "The Impact of Disaggregated Oil Shocks on State-Level Real Housing Returns of the United States: The Role of Oil Dependence," Working Papers 202096, University of Pretoria, Department of Economics.
- Rangan Gupta & Xin Sheng & Reneé van Eyden & Mark Wohar, 2021.
"The impact of disaggregated oil shocks on state-level consumption of the United States,"
Applied Economics Letters, Taylor & Francis Journals, vol. 28(21), pages 1818-1824, December.
- Rangan Gupta & Xin Sheng & Renee van Eyden & Mark E. Wohar, 2020. "The Impact of Disaggregated Oil Shocks on State-Level Consumption of the United States," Working Papers 202045, University of Pretoria, Department of Economics.
- van Eyden, Reneé & Difeto, Mamothoana & Gupta, Rangan & Wohar, Mark E., 2019. "Oil price volatility and economic growth: Evidence from advanced economies using more than a century’s data," Applied Energy, Elsevier, vol. 233, pages 612-621.
- Balcilar, Mehmet & Gupta, Rangan & van Eyden, Reneé & Thompson, Kirsten & Majumdar, Anandamayee, 2018.
"Comparing the forecasting ability of financial conditions indices: The case of South Africa,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 69(C), pages 245-259.
- Mehmet Balcilar & Rangan Gupta & Renee van Eyden & Kirsten Thompson, 2015. "Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa," Working Papers 15-06, Eastern Mediterranean University, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Renee van Eyden & Kirsten Thompson & Anandamayee Majumdar, 2015. "Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa," Working Papers 201517, University of Pretoria, Department of Economics.
- Tolga Omay & Reneé Eyden & Rangan Gupta, 2018. "Inflation–growth nexus: evidence from a pooled CCE multiple-regime panel smooth transition model," Empirical Economics, Springer, vol. 54(3), pages 913-944, May.
- Mehmet Balcilar & Reneé van Eyden & Josine Uwilingiye & Rangan Gupta, 2017.
"The Impact of Oil Price on South African GDP Growth: A Bayesian Markov Switching-VAR Analysis,"
African Development Review, African Development Bank, vol. 29(2), pages 319-336, June.
- Mehmet Balcilar & Reneé van Eyden & Josine Uwilingiye & Rangan Gupta, 2014. "The impact of oil price on South African GDP growth: A Bayesian Markov Switching-VAR analysis," Working Papers 201470, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Reneé van Eyden & Josine Uwilingiye & Rangan Gupta, 2014. "The impact of oil price on South African GDP growth: A Bayesian Markov Switching-VAR analysis," Working Papers 15-13, Eastern Mediterranean University, Department of Economics.
- Balcilar, Mehmet & Demirer, Riza & Gupta, Rangan & van Eyden, Reneé, 2017. "The impact of US policy uncertainty on the monetary effectiveness in the Euro area," Journal of Policy Modeling, Elsevier, vol. 39(6), pages 1052-1064.
- Balcilar, Mehmet & Thompson, Kirsten & Gupta, Rangan & van Eyden, Reneé, 2016.
"Testing the asymmetric effects of financial conditions in South Africa: A nonlinear vector autoregression approach,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 43(C), pages 30-43.
- Mehmet Balcilar & Kirsten Thompson & Rangan Gupta & Renee van Eyden, 2014. "Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach," Working Papers 15-11, Eastern Mediterranean University, Department of Economics.
- Mehmet Balcilar & Kirsten Thompson & Rangan Gupta & Renee van Eyden, 2014. "Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach," Working Papers 201414, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Kirsten Thompson & Rangan Gupta & Renee van Eyden, 2014. "Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach," Working Papers 15-18, Eastern Mediterranean University, Department of Economics.
- Annari De Waal & Reneé van Eyden, 2016.
"The Impact of Economic Shocks in the Rest of the World on South Africa: Evidence from a Global VAR,"
Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 52(3), pages 557-573, March.
- Annari de Waal & Renee van Eyden, 2013. "The impact of economic shocks in the rest of the world on South Africa: Evidence from a global VAR," Working Papers 201328, University of Pretoria, Department of Economics.
- Nasr, Adnen Ben & Balcilar, Mehmet & Ajmi, Ahdi N. & Aye, Goodness C. & Gupta, Rangan & van Eyden, Reneé, 2015.
"Causality between inflation and inflation uncertainty in South Africa: Evidence from a Markov-switching vector autoregressive model,"
Emerging Markets Review, Elsevier, vol. 24(C), pages 46-68.
- Adnen Ben Nasr & Mehmet Balcilar & Ahdi N. Ajmi & Goodness C. Aye & Rangan Gupta & Reneé van Eyden, 2014. "Causality between Inflation and Inflation Uncertainty in South Africa: Evidence from a Markov-Switching Vector Autoregressive Model," Working Papers 201453, University of Pretoria, Department of Economics.
- Kirsten Thompson & Renee Van Eyden & Rangan Gupta, 2015. "Identifying an index of financial conditions for South Africa," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 32(2), pages 256-274, June.
- Riané de Bruyn & Rangan Gupta & Reneé van Eyden, 2015. "Can We Beat the Random-Walk Model for the South African Rand–U.S. Dollar and South African Rand–UK Pound Exchange Rates? Evidence from Dynamic Model Averaging," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 51(3), pages 502-524, May.
- Kirsten Thompson & Reneé van Eyden & Rangan Gupta, 2015.
"Testing the Out-of-Sample Forecasting Ability of a Financial Conditions Index for South Africa,"
Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 51(3), pages 486-501, May.
- Kirsten Thompson & Renee van Eyden & Rangan Gupta, 2013. "Testing the Out-of-Sample Forecasting Ability of a Financial Conditions Index for South Africa," Working Papers 201383, University of Pretoria, Department of Economics.
- Manoel Bittencourt & Reneé Eyden & Monaheng Seleteng, 2015. "Inflation and Economic Growth: Evidence from the Southern African Development Community," South African Journal of Economics, Economic Society of South Africa, vol. 83(3), pages 411-424, September.
- Annari De Waal & Rene頖an Eyden & Rangan Gupta, 2015.
"Do we need a global VAR model to forecast inflation and output in South Africa?,"
Applied Economics, Taylor & Francis Journals, vol. 47(25), pages 2649-2670, May.
- Annari de Waal & Renee van Eyden & Rangan Gupta, 2013. "Do we need a global VAR model to forecast inflation and output in South Africa?," Working Papers 201346, University of Pretoria, Department of Economics.
- Goodness C. Aye & Mehmet Balcilar & John P. Dunne & Rangan Gupta & Rene� van Eyden, 2014.
"Military expenditure, economic growth and structural instability: a case study of South Africa,"
Defence and Peace Economics, Taylor & Francis Journals, vol. 25(6), pages 619-633, December.
- Goodness C. Aye & Mehmet Balcilar & John P. Dunne & Rangan Gupta & Renee van Eyden, 2013. "Military Expenditure, Economic Growth and Structural Instability: A Case Study of South Africa," Working Papers 201344, University of Pretoria, Department of Economics.
- Annari Waal & Reneé Eyden, 2014.
"Monetary policy and inflation in South Africa: A VECM augmented with foreign variables,"
South African Journal of Economics, Economic Society of South Africa, vol. 82(1), pages 117-140, March.
- Annari de Waal & Reneé van Eyden, 2012. "Monetary policy and inflation in South Africa: A VECM augmented with foreign variables," Working Papers 316, Economic Research Southern Africa.
- Annari de Waal & Renee van Eyden, 2012. "Monetary policy and inflation in South Africa: A VECM augmented with foreign variables," Working Papers 201231, University of Pretoria, Department of Economics.
- Esti Van Wyk de Vries & Rangan Gupta & Reneé Van Eyden, 2014.
"Intertemporal portfolio allocation and hedging demand: an application to South Africa,"
Journal of Business Economics and Management, Taylor & Francis Journals, vol. 15(4), pages 744-775, September.
- Esti van Wyk de Vries & Rangan Gupta & Renee van Eyden, 2011. "Intertemporal portfolio allocation and hedging demand: An application to South Africa," Working Papers 201133, University of Pretoria, Department of Economics.
- Roula INGLESI-LOTZ & Renee VAN EYDEN & Charlotte DU TOIT, 2014. "The evolution and contribution of technological progress to the South African economy: Growth accounting and Kalman filter application," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 14(1), pages 175-188.
- Francis M. Kemegue & Emmanuel Owusu-Sekyere & ReneŽ van Eyden, 2014. "Harnessing remittances through formal channels for development in sub-saharan Africa," Journal of Developing Areas, Tennessee State University, College of Business, vol. 48(3), pages 321-337, July-Sept.
- Emmanuel Owusu-Sekyere & Reneé van Eyden & Francis M Kemegue, 2014.
"Remittances and the Dutch Disease in Sub-Saharan Africa: A Dynamic Panel Approach,"
Contemporary Economics, University of Economics and Human Sciences in Warsaw., vol. 8(3), September.
- Emmanuel Owusu-Sekyere & Francis M. Kemegue & Reneé van Eyden, 2011. "Remittances and the Dutch disease in Sub-Saharan Africa. A Dynamic Panel Approach," Working Papers 259, Economic Research Southern Africa.
- Emmanuel Owusu-Sekyere & Renee van Eyden & Francis Kemegue, 2011. "Remittances And The Dutch Disease In Sub-Saharan Africa: A Dynamic Panel Approach," Working Papers 201129, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Rene頶an Eyden & Roula Inglesi-Lotz & Rangan Gupta, 2014.
"Time-varying linkages between tourism receipts and economic growth in South Africa,"
Applied Economics, Taylor & Francis Journals, vol. 46(36), pages 4381-4398, December.
- Mehmet Balcilar & Renee van Eyden & Roula Inglesi-Lotz & Rangan Gupta, 2013. "Time-Varying Linkages between Tourism Receipts and Economic Growth in South Africa," Working Papers 201363, University of Pretoria, Department of Economics.
- Seleteng, Monaheng & Bittencourt, Manoel & van Eyden, Reneé, 2013. "Non-linearities in inflation–growth nexus in the SADC region: A panel smooth transition regression approach," Economic Modelling, Elsevier, vol. 30(C), pages 149-156.
- Albert H. de Wet & Reneé van Eyden & Rangan Gupta, 2010. "Loan Portfolio Conditional Loss Estimation Using an Error-Correcting Macroeconometric Model," The African Finance Journal, Africagrowth Institute, vol. 12(2), pages 28-49.
- Thabo M Mokoena & Rangan Gupta & Renee van Eyden, 2010.
"Exchange Rate Puzzles: A Review of the Recent Theoretical and Empirical Developments,"
The IUP Journal of Monetary Economics, IUP Publications, vol. 0(1 & 2), pages 77-112, February .
- Thabo Mokoena & Rangan Gupta & Renee van Eyden, 2008. "Exchange Rate Puzzles: A Review of the Recent Theoretical and Empirical Developments," Working Papers 200827, University of Pretoria, Department of Economics.
- Thabo M. Mokoena & Rangan Gupta & Reneé Van Eyden, 2009. "Testing For Fractional Integration In Southern African Development Community Real Exchange Rates," South African Journal of Economics, Economic Society of South Africa, vol. 77(4), pages 531-537, December.
- Thabo M Mokoena & Rangan Gupta & Renee van Eyden, 2009.
"Market Microstructure Approach to the Exchange Rate Determination Puzzle,"
The IUP Journal of Monetary Economics, IUP Publications, vol. 0(3-4), pages 101-115, August.
- Thabo Mokoena & Rangan Gupta & Renee Van Eyden, 2008. "Market Microstructure Approach to the Exchange Rate Determination Puzzle," Working Papers 200810, University of Pretoria, Department of Economics.
- Thabo M. Mokoena & Rangan Gupta & Reneé Van Eyden, 2009.
"Testing For Ppp Using Sadc Real Exchange Rates,"
South African Journal of Economics, Economic Society of South Africa, vol. 77(3), pages 351-362, September.
- Thabo Mokoena & Rangan Gupta & Renee van Eyden, 2008. "Testing for PPP Using SADC Real Exchange Rates," Working Papers 200822, University of Pretoria, Department of Economics.
- de Wet, Albertus H. & van Eyden, Reneé & Gupta, Rangan, 2009.
"Linking global economic dynamics to a South African-specific credit risk correlation model,"
Economic Modelling, Elsevier, vol. 26(5), pages 1000-1011, September.
- Albert H. De Wet & Renee´ Van Eyden & Rangan Gupta, 2007. "Linking Global Economic Dynamics to a South African-Specific Credit Risk Correlation Model," Working Papers 200719, University of Pretoria, Department of Economics.
- Thabo M. Mokoena & Gupta, R. & Van Eyden, R., 2009. "Half-Life Deviations from PPP in the South African Development Community (SADC)," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 9(1).
- Moolman, C.E. & Blignaut, J.N. & van Eyden, R., 2006.
"Modelling the marginal revenue of water in selected agricultural commodities: A panel data approach,"
Agrekon, Agricultural Economics Association of South Africa (AEASA), vol. 45(1), pages 1-11, March.
- C.E. Moolman & J. N. Blignaut & R. Van Eyden, 2006. "Modeling the Marginal Revenue of Water in Selected Agricultural Commodities: A Panel Date Approach," Working Papers 200606, University of Pretoria, Department of Economics.
- Albert H. De Wet & Reneé Van Eyden, 2005. "Capital Mobility In Sub‐Saharan Africa: A Panel Data Approach," South African Journal of Economics, Economic Society of South Africa, vol. 73(1), pages 22-35, March.
- Charlotte du Toit & Reneéa Koekemoer, 2003. "A Labour Model For South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 71(1), pages 49-76, March.
- Reneéa Koekemoer, 2001. "Variable Parameter Estimation Of Consumer Price Expectations For The South African Economy," South African Journal of Economics, Economic Society of South Africa, vol. 69(1), pages 1-39, March.
- G.L. De Wet & Estelle Jonkergouw & Renee Koekemoer, 1995. "An Econometric Model for Monetary Policy in South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 63(4), pages 317-329, December.
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 48 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.- NEP-AFR: Africa (20) 2007-11-17 2008-07-30 2011-12-13 2012-02-08 2012-03-21 2012-10-20 2012-11-03 2013-02-03 2013-07-05 2013-07-15 2013-08-31 2013-09-06 2013-09-24 2013-11-16 2014-01-17 2014-02-02 2014-02-02 2014-04-18 2014-12-29 2022-04-25. Author is listed
- NEP-MAC: Macroeconomics (17) 2007-11-17 2010-01-16 2013-09-24 2014-02-02 2014-02-02 2014-04-18 2014-09-05 2014-11-07 2014-12-29 2015-02-28 2015-04-02 2015-08-30 2015-09-05 2015-09-05 2016-04-04 2020-06-15 2021-08-23. Author is listed
- NEP-CBA: Central Banking (7) 2008-06-27 2008-07-05 2008-07-05 2008-07-30 2014-02-02 2016-04-04 2022-11-28. Author is listed
- NEP-FOR: Forecasting (7) 2012-10-20 2013-02-03 2013-09-06 2014-01-17 2015-04-02 2015-08-30 2015-09-05. Author is listed
- NEP-MON: Monetary Economics (6) 2012-11-03 2012-11-03 2013-02-03 2016-04-04 2019-10-07 2022-11-28. Author is listed
- NEP-ENE: Energy Economics (5) 2014-12-29 2015-09-05 2018-03-12 2020-06-15 2020-11-09. Author is listed
- NEP-FDG: Financial Development and Growth (4) 2010-01-16 2013-07-05 2014-04-18 2021-08-30
- NEP-GRO: Economic Growth (4) 2014-02-02 2014-02-02 2015-02-28 2018-03-12
- NEP-IFN: International Finance (4) 2008-06-27 2008-06-27 2008-07-05 2008-07-05
- NEP-ORE: Operations Research (4) 2020-06-15 2021-05-03 2021-05-17 2021-08-30
- NEP-URE: Urban and Real Estate Economics (4) 2020-11-09 2021-05-03 2021-05-17 2022-09-12
- NEP-FMK: Financial Markets (3) 2021-08-30 2022-04-25 2023-01-02
- NEP-MIG: Economics of Human Migration (3) 2011-12-13 2012-02-08 2012-03-21
- NEP-RMG: Risk Management (3) 2007-11-17 2008-07-30 2021-08-23
- NEP-BAN: Banking (2) 2007-11-17 2008-07-30
- NEP-DEV: Development (2) 2012-02-08 2012-03-21
- NEP-ENV: Environmental Economics (2) 2021-08-23 2022-09-12
- NEP-CWA: Central and Western Asia (1) 2021-08-30
- NEP-DGE: Dynamic General Equilibrium (1) 2008-07-30
- NEP-EDU: Education (1) 2021-02-22
- NEP-EEC: European Economics (1) 2016-04-04
- NEP-GER: German Papers (1) 2015-08-30
- NEP-ISF: Islamic Finance (1) 2021-08-23
- NEP-MST: Market Microstructure (1) 2008-06-27
- NEP-OPM: Open Economy Macroeconomics (1) 2008-07-30
- NEP-PKE: Post Keynesian Economics (1) 2021-05-24
- NEP-POL: Positive Political Economics (1) 2021-02-22
- NEP-SEA: South East Asia (1) 2021-05-24
- NEP-TUR: Tourism Economics (1) 2013-11-16
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