Content
2016
- 201687 International Business Cycle and Financial Intermediation
by Tamas Csabafi & Max Gillman & Ruthira Naraidoo - 201686 The Role of Partisan Conflict in Forecasting the U.S. Equity Premium: A Nonparametric Approach
by Rangan Gupta & John W. Muteba Mwamba & Mark E. Wohar - 201685 Do Leading Indicators Forecast U.S. Recessions? A Nonlinear Re-Evaluation Using Historical Data
by Vasilios Plakandaras & Juncal Cunado & Rangan Gupta & Mark E. Wohar - 201684 Tax Competition, Policy Competition and the Strategic Use of Policy Restrictions on Foreign Direct Investments
by Kaushal Kishore - 201683 Modeling U.S. Historical Time-Series Prices and Inflation Using Various Linear and Nonlinear Long-Memory Approaches
by Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller - 201682 The Relationship between the Inflation Rate and Inequality across US States: A Semiparametric Approach
by Mehmet Balcilar & Shinhye Chang & Rangan Gupta & Stephen M. Miller - 201681 The Impact of US Uncertainty on the Euro Area in Good and Bad Times: Evidence from a Quantile Structural Vector Autoregressive Model
by Rangan Gupta & Chi Keung Marco Lau & Mark E. Wohar - 201680 Forecasting the Probability of Recessions in South Africa: The Role of Decomposed Term-Spread and Economic Policy Uncertainty
by Goodness C. Aye & Christina Christou & Luis A. Gil-Alana & Rangan Gupta - 201679 The Predictive Power of Industrial Electricity Usage Revisited: Evidence from Nonparametric Causality Tests
by Matteo Bonato & Riza Demirer & Rangan Gupta - 201678 Chaos in G7 Stock Markets using Over One Century of Data: A Note
by Aviral Kumar Tiwari & Rangan Gupta & Stelios Bekiros - 201677 On REIT Returns and (Un-) Expected Inflation: Empirical Evidence Based on Bayesian Additive Regression Trees
by Christian Pierdzioch & Marian Risse & Rangan Gupta & Wendy Nyakabawo - 201676 Dynamic Tax Competition, Home Bias and the Gain from Non-preferential Agreements
by Kaushal Kishore - 201675 Does Country Risks Predict Stock Returns and Volatility? Evidence from a Nonparametric Approach
by Tahir Suleman & Rangan Gupta & Mehmet Balcilar - 201674 Causal Relationships between Economic Policy Uncertainty and Housing Market Returns in China and India: Evidence from Linear and Nonlinear Panel and Time Series Models
by Sheung-Chi Chow & Juncal Cunado & Rangan Gupta & Wing-Keung Wong - 201673 Asymmetric dynamics of insurance premium: The impacts of output and economic policy uncertainty
by Rangan Gupta & Amine Lahiani & Chi-Chuan Lee & Chien-Chiang Lee - 201672 Credit Constraints, Growth and Inequality Dynamics
by Yoseph Yilma Getachew - 201671 Does Geopolitical Risks Predict Stock Returns and Volatility of Leading Defense Companies? Evidence from a Nonparametric Approach
by Nicholas Apergis & Matteo Bonato & Rangan Gupta & Clement Kyei - 201670 The Depreciation of the Pound Post-Brexit: Could it have been Predicted?
by Vasilios Plakandaras & Rangan Gupta & Mark E. Wohar - 201669 The Impact of the COMESA-EAC-SADC Tripartite Free Trade Agreement on the South African Economy
by Leone Walters & Heinrich R. Bohlmann & Matthew W. Clance - 201668 Differences of Opinion and Stock Market Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach
by Mehmet Balcilar & Riza Demirer & Rangan Gupta & Mark E. Wohar - 201667 Forecasting US GNP Growth: The Role of Uncertainty
by Mawuli Segnon & Rangan Gupta & Stelios Bekiros & Mark E. Wohar - 201666 Analysis of Herding in REITs of an Emerging Market: The Case of Turkey
by Omokolade Akinsomi & Yener Coskun & Rangan Gupta - 201665 Merger and Acquisitions in South African Banking: A Network DEA Model
by Peter Wanke & Andrew Maredza & Rangan Gupta - 201663 Is Inflation Persistence Different in Reality?
by Nikolaos Antonakakis & Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta - 201662 Can Volume Predict Bitcoin Returns and Volatility? A Nonparametric Causality-in-Quantiles Approach
by Mehmet Balcilar & Elie Bouri & Rangan Gupta & David Roubaud - 201661 Economic Policy Uncertainty and Stock Market Returns in Pacific-Rim Countries: Evidence based on a Bayesian Panel VAR Model
by Christina Christou & Juncal Cunado & Rangan Gupta & Christis Hassapis - 201660 Do Trend Extraction Approaches Affect Causality Detection in Climate Change Studies?
by Xu Huang & Hossein Hassani & Mansi Ghodsi & Zinnia Mukherjee & Rangan Gupta - 201659 Forecasting using a Nonlinear DSGE Model
by Sergey Ivashchenko & Rangan Gupta - 201658 Efficiency in South African Agriculture: A Two-Stage Fuzzy Approach
by Goodness C. Aye & Rangan Gupta & Peter Wanke - 201657 Impact of US Biofuel Policy on Food Price in South Africa: Implication for Health and Nutrition
by Goodness C. Aye - 201656 Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach
by Helena Chuliá & Rangan Gupta & Jorge M. Uribe & Mark E. Wohar - 201655 Near-Rational Expectations: How Far are Surveys from Rationality?
by Sergey Ivashchenko & Rangan Gupta - 201654 Modelling Long Memory Volatility in the Bitcoin Market: Evidence of Persistence and Structural Breaks
by Elie Bouri & Luis A. Gil-Alana & Rangan Gupta & David Roubaud - 201653 The Effectiveness of Monetary Policy in South Africa under Inflation Targeting: Evidence from a Time-Varying Factor-Augmented Vector Autoregressive Model
by Goodness C. Aye & Mehmet Balcilar & Rangan Gupta - 201652 The Impact of Oil Shocks in a Small Open Economy New-Keynesian Dynamic Stochastic General Equilibrium Model for South Africa
by Rangan Gupta & Hylton Hollander & Mark E. Wohar - 201651 Social Rate of Return to R&D on Various Energy Technologies: Where Should We Invest More? A Study of G7 Countries
by Roula Inglesi-Lotz - 201650 South African Trends in Health Outcomes and Health-Related Behaviour: Evidence from Repeated Cross-Sectional Surveys
by Kehinde Omotoso & Steven F. Koch - 201649 Counting the Cost of Drought Induced Productivity Losses in an Agro-Based Economy: The Case of Uganda
by Nicholas Kilimani & Jan van Heerden & Heinrich Bohlmann & Louise Roos - 201648 Geopolitical Risks and Stock Market Dynamics of the BRICS
by Mehmet Balcilar & Matteo Bonato & Riza Demirer & Rangan Gupta - 201647 Time-Varying Persistence of Inflation: Evidence from a Wavelet-Based Approach
by Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller - 201646 Does U.S. Macroeconomic News Make the South African Stock Market Riskier?
by Esin Cakan & Rangan Gupta - 201645 Gold Futures Returns and Realized Moments: A Forecasting Experiment Using a Quantile-Boosting Approach
by Matteo Bonato & Riza Demirer & Rangan Gupta & Christian Pierdzioch - 201644 The Links between Crude Oil Prices and GCC Stock Markets: Evidence from Time-Varying Granger Causality Tests
by Mehmet Balcilar & İsmail H. Genç & Rangan Gupta - 201643 The Effect of Gold Market Speculation on REIT Returns in South Africa: A Behavioral Perspective
by Kola Akinsomi & Mehmet Balcilar & Rıza Demirer & Rangan Gupta - 201642 Foreign Aid and Foreign Direct Investment in Sub-Saharan Africa: A Panel Data Analysis
by Kafayat Amusa & Nara Monkam & Nicola Viegi - 201641 Housing Market Spillovers in South Africa: Evidence from an Estimated Small Open Economy DSGE Model
by Rangan Gupta & Xiaojin Sun - 201640 Globalisation and Conflict: Evidence from Sub-Saharan Africa
by Carolyn Chisadza & Manoel Bittencourt - 201639 Components of Economic Policy Uncertainty and Predictability of US Stock Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantile Approach
by Nikolaos Antonakakis & Mehmet Balcilar & Rangan Gupta & Clement Kyei - 201638 The Effect of Investor Sentiment on Gold Market Dynamics
by Mehmet Balcilar & Matteo Bonato & Riza Demirer & Rangan Gupta - 201637 Does Economic Policy Uncertainty Forecast Real Housing Returns in a Panel of OECD Countries? A Bayesian Approach
by Christina Christou & Rangan Gupta & Christis Hassapis - 201636 Structural Breaks in Renewable Energy in South Africa: A Bai and Perron Break Test Application
by Jaco P. Weideman & Roula Inglesi-Lotz - 201635 Are Housing Price Cycles Asymmetric? Evidence from the US States and Metropolitan Areas
by Christophe Andre & Rangan Gupta & John W. Muteba Mwamba - 201634 Can Weather Conditions in New York Predict South African Stock Returns?
by Nicholas Apergis & Rangan Gupta - 201633 Dynamic Inconsistency, Falling Cost of Capital Relocation and Preferential Taxation of Foreign Capital
by Kaushal Kishore - 201632 A Note on Home Bias and the Gain from Non-Preferential Taxation
by Kaushal Kishore - 201631 Does U.S. News Impact Asian Emerging Markets? Evidence from Nonparametric Causality-in-Quantiles Test
by Mehmet Balcilar & Esin Cakan & Rangan Gupta - 201630 Are Preferential Tax Holidays Dynamic Inconsistent?
by Kaushal Kishore - 201629 Price Convergence Patterns across U.S. States
by Christina Christou & Juncal Cunado & Rangan Gupta - 201628 The Political and Economic Dynamics of Foreign Aid: A Case Study of United States and Chinese Aid to Sub-Sahara Africa
by Kafayat Amusa & Nara Monkam & Nicola Viegi - 201627 A Time Series Analysis of Long Island Sound Lobster Fishery
by Zinnia Mukherjee & Dipak K. Dey & Rangan Gupta - 201626 Do Terror Attacks Predict Gold Returns? Evidence from a Quantile-Predictive-Regression Approach
by Rangan Gupta & Anandamayee Majumdar & Christian Pierdzioch & Mark Wohar - 201625 Testing the Efficiency of the Art Market using Quantile-Based Unit Root Tests with Sharp and Smooth Breaks
by Goodness C. Aye & Tsangyao Chang & Wen-Yi Chen & Rangan Gupta & Mark Wohar - 201624 Periodically Collapsing Bubbles in the South African Stock Market
by Mehmet Balcilar & Rangan Gupta & Charl Jooste & Mark E. Wohar - 201623 Emerging Multinational Corporations: A Prominent Player in the Global Economy
by Mustafa Sakr & Andre Jordaan - 201622 Forecasting Equity Premium in a Panel of OECD Countries: The Role of Economic Policy Uncertainty
by Christina Christou & Rangan Gupta - 201621 Pareto Optimality and Indeterminacy of General Equilibrium under Knightian Uncertainty
by Wei Ma - 201620 Effectiveness of Monetary Policy in the Euro Area: The Role of US Economic Policy Uncertainty
by Mehmet Balcilar & Riza Demirer & Rangan Gupta & Reneé van Eyden - 201619 The Relationship between Commodity Markets and Commodity Mutual Funds: A Wavelet-Based Analysis
by Nikolaos Antonakakis & Tsangyao Chang & Juncal Cunado & Rangan Gupta - 201618 An Analysis of the Relationship between U.S. State Level Carbon Dioxide Emissions and Health Care Expenditure
by Nicholas Apergis & Rangan Gupta & Chi Keung Marco Lau & Zinnia Mukherjee - 201617 Market Efficiency of Baltic Stock Markets: A Fractional Integration Approach
by Luis A. Gil-Alana & Rangan Gupta & Olanrewaju I. Shittu & OlaOluwa S. Yaya - 201616 Convergence Patterns in Sovereign Bond Yield Spreads: Evidence from the Euro Area
by Nikolaos Antonakakis & Christina Christou & Juncal Cunado & Rangan Gupta - 201615 Do Terror Attacks Affect the Dollar-Pound Exchange Rate? A Nonparametric Causality-in-Quantiles Analysis
by Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch & Mark Wohar - 201614 Productive Efficiency of Connecticut Long Island Lobster Fishery Using a Finite Mixture Model
by Rangan Gupta & Zinnia Mukherjee & Mike G. Tsionas & Peter Wanke - 201613 The Term Premium as a Leading Macroeconomic Indicator
by Vasilios Plakandaras & Periklis Gogas & Theophilos Papadimitriou & Rangan Gupta - 201612 The Role of Current Account Balance in Forecasting the US Equity Premium: Evidence from a Quantile Predictive Regression Approach
by Rangan Gupta & Anandamayee Majumdar & Mark Wohar - 201611 Impact of Activity Tax in the Property-Owning and Subletting of Fixed Property Sectors on the South African Economy: A CGE Analysis
by Lumengo Bonga-Bonga & Jean Luc Erero & Rangan Gupta - 201610 The Efficiency of the Art Market: Evidence from Variance Ratio Tests, Linear and Nonlinear Fractional Integration Approaches
by Goodness C. Aye & Luis A. Gil-Alana & Rangan Gupta & Mark Wohar - 201609 Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations
by Mehmet Balcilar & Riza Demirer & Rangan Gupta - 201608 Terror Attacks and Stock-Market Fluctuations: Evidence Based on a Nonparametric Causality-in-Quantiles Test for the G7 Countries
by Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch & Mark Wohar - 201607 Revisiting the Twin Deficits Hypothesis: A Quantile Cointegration Analysis over the Period of 1791-2013
by Nikolaos Antonakakis & Juncal Cunado & Rangan Gupta & Mawuli K. Segnon - 201606 LPPLS Bubble Indicators over Two Centuries of the S&P 500 Index
by Qunzhi Zhang & Didier Sornette & Mehmet Balcilar & Rangan Gupta & Zeynel A. Ozdemir & Hakan Yetkiner - 201605 Time-Varying Correlations between Inflation and Stock Prices in the United States over the Last Two Centuries
by Nikolaos Antonakakis & Rangan Gupta & Aviral K. Tiwari - 201604 Emerging Multinational Corporations: Theoretical and Conceptual Framework
by Mustafa Sakr & Andre Jordaan - 201603 Forecasting South African Macroeconomic Variables with a Markov-Switching Small Open-Economy Dynamic Stochastic General Equilibrium Model
by Mehmet Balcilar & Rangan Gupta & Kevin Kotze - 201602 Dynamic Comovement between Social Infrastructure, Economic Growth and Inequality in South Africa
by Sixolile Jafta & Goodness C. Aye - 201601 Effect of Social Infrastructure Investment on Economic Growth and Inequality in South Africa: A SEM Approach
by Itumeleng More & Goodness C. Aye
2015
- 2015100 Time-Varying Correlations between Trade Balance and Stock Prices in the United States over the Period 1792 to 2013
by Nikolaos Antonakakis & Rangan Gupta & Aviral Kumar Twari - 201599 Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test
by Mehmet Balcilar & Rangan Gupta & Clement Kyei & Mark Wohar - 201598 On Exchange-Rate Movements and Gold-Price Fluctuations: Evidence for Gold-Producing Countries from a Nonparametric Causality-in-Quantiles Test
by Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch - 201597 Causality between Per Capita Real GDP and Income Inequality in the U.S.: Evidence from a Wavelet Analysis
by Shinhye Chang & Rangan Gupta & Stephen M. Miller - 201596 Predicting South African Equity Premium using Domestic and Global Economic Policy Uncertainty Indices: Evidence from a Bayesian Graphical Model
by Mehmet Balcilar & Rangan Gupta & Mampho P. Modise & John W. Muteba Mwamba - 201595 Causal Effects of the United States and Japan on Pacific-Rim Stock Markets: Nonparametric Quantile Causality Approach
by Mehmet Balcilar & Rangan Gupta & Duc K. Nguyen & Mark E. Wohar - 201594 On International Uncertainty Links: BART-Based Empirical Evidence for Canada
by Rangan Gupta & Christian Pierdzioch & Marian Risse - 201593 Contraceptive Use and Birth Intervals
by Gauthier Tshiswaka-Kashalala & Steven F. Koch - 201592 Does Uncertainty Move the Gold Price? New Evidence from a Nonparametric Causality-in-Quantiles Test
by Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch - 201591 Time-Frequency Relationship between Inflation and Inflation Uncertainty for the U.S.: Evidence from Historical Data
by Claudiu T. Albulescu & Aviral Kumar Twari & Stephen M. Miller & Rangan Gupta - 201590 Assessing the Impact of Just-in-Time Methodology, In-Lecture Activities, and Tutor-Assisted Post-Lecture Activities in the Course Experience of First Year Students in Economics at the University of Pretoria
by R. Inglesi-Lotz & Fritz Dresselhaus & J. Bohlmann - 201589 Forecasting Oil and Stock Returns with a Qual VAR using over 150 Years of Data
by Rangan Gupta & Mark E. Wohar - 201588 A Historical Analysis of the US Stock Price Index using Empirical Mode Decomposition over 1791-2015
by Aviral K. Tiwari & Arif B. Dar & Niyati Bhanja & Rangan Gupta - 201587 Unconventional Monetary Policy Shocks in OECD Countries: How Important is the Extent of Policy Uncertainty?
by Rangan Gupta & Charl Jooste - 201586 The Role of Domestic and Global Economic Policy Uncertainties in Predicting Stock Returns and their Volatility for Hong Kong, Malaysia and South Korea: Evidence from a Nonparametric Causality-in-Quantiles Approach
by Mehmet Balcilar & Rangan Gupta & Won Joong Kim & Clement Kyei - 201585 Forecasting Key US Macroeconomic Variables with a Factor-Augmented Qual VAR
by Rangan Gupta & Eric Olson & Mark E. Wohar - 201584 The Time-Varying Correlation between Output and Prices in the United States over 1800 to 2014
by Nikolaos Antonakakis & Rangan Gupta & Aviral K. Tiwari - 201583 Development, Poverty and Inequality: A Spatial Analysis of South African Provinces
by Carlos P. Barros & Rangan Gupta - 201582 The Impact of Economic Policy Uncertainty on US Real Housing Returns and their Volatility: A Nonparametric Approach
by Christophe André & Lumengo Bonga-Bonga & Rangan Gupta & John W. Muteba Mwamba - 201581 The US Real GNP is Trend-Stationary After All
by Tolga Omay & Rangan Gupta & Giovanni Bonaccolto - 201580 Time Series Analysis of Persistence in Crude Oil Price Volatility across Bull and Bear Regimes
by Luis A. Gil-Alana & Rangan Gupta & Olusanya E. Olubusoye & OlaOluwa S. Yaya - 201579 Dynamic Comovements between Housing and Oil Markets in the US over 1859 to 2013: A Note
by Nikolaos Antonakakis & Rangan Gupta & John W. Muteba Mwamba - 201578 Technical Efficiency of Connecticut Long Island Sound Lobster Fishery: A Nonparametric Approach to Aggregate Frontier Analysis
by Lei Chen & Rangan Gupta & Zinnia Mukherjee & Peter Wanke - 201577 The Predictability of cay and cayMS for Stock and Housing Returns: A Nonparametric Causality in Quantile Test
by Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar - 201576 Predictability of Sustainable Investments and the Role of Uncertainty: Evidence from a Non-Parametric Causality-in-Quantiles Test
by Nikolaos Antonakakis & Vassilios Babalos & Clement Kyei - 201575 Predicting Stock Returns and Volatility with Investor Sentiment Indices: A Reconsideration using a Nonparametric Causality-in-Quantiles Test
by Mehmet Balcilar & Rangan Gupta & Clement Kyei - 201574 Persistence, Mean-Reversion and Non-Linearities in Infant Mortality Rates
by Luis A. Gil-Alana & Juncal Cunado & Rangan Gupta - 201573 Is Economic Policy Uncertainty Related to Suicide Rates? Evidence from the United States
by Nikolaos Antonakakis & Rangan Gupta - 201572 Common Cycles and Common Trends in the Stock and Oil markets: Evidence from More than 150 Years of Data
by Mehmet Balcilar & Rangan Gupta & Mark E. Wohar - 201571 Energy Efficiency Drivers in South Africa: 1965-2014
by Goodness C. Aye & Rangan Gupta & Peter Wanke - 201570 South African Stock Returns Predictability using Domestic and Global Economic Policy Uncertainty: Evidence from a Nonparametric Causality-in-Quantiles Approach
by Mehmet Balcilar & Rangan Gupta & Clement Kyei - 201569 Labour Market and Monetary Policy in South Africa
by Vincent Dadam & Nicola Viegi - 201568 Portfolio Flows in a Two-Country RBC Model with Financial Intermediaries
by Haakon Kavli & Nicola Viegi - 201567 Forecasting Output Growth using a DSGE-Based Decomposition of the South African Yield Curve
by Rangan Gupta & Hylton Hollander & Rudi Steinbach - 201566 Are Health Care Expenditures and Personal Disposable Income Characterised by Asymmetric Behaviour? Evidence from US State-Level Data
by Mulatu F. Zerihun & Juncal Cunado & Rangan Gupta - 201565 Asymmetric Granger Causality between Military Expenditures and Economic Growth in Top Six Defense Suppliers
by Abdulnasser Hatemi-J & Tsangyao Chang & Wen-Yi Chen & Feng-Li Lin & Rangan Gupta - 201564 The Dynamic Impact of Uncertainty in Causing and Forecasting the Distribution of Oil Returns and Risk
by Giovanni Bonaccolto & Massimiliano Caporin & Rangan Gupta - 201563 The Changing Dynamics of South Africa's Inflation Persistence: Evidence from a Quantile Regression Framework
by Rangan Gupta & Charl Jooste & Omid Ranjbar - 201562 Vulnerability to Climatic Variability: An Assessment of Drought Prevalence on Water Resources Availability and Implications for the Ugandan Economy
by Nicholas Kilimani - 201561 Predicting Global Temperature Anomaly: A Definitive Investigation Using an Ensemble of Twelve Competing Forecasting Models
by Hossein Hassani & Emmanuel Sirimal Silva & Rangan Gupta & Sonali Das - 201560 Energy Demand in South Africa: Is it Asymmetric?
by Rangan Gupta & Roula Inglesi-Lotz & John W. Muteba Mwamba - 201559 Is Gold an Inflation-Hedge? Evidence from an Interrupted Markov-Switching Cointegration Model
by Goodness C. Aye & Tsangyao Chang & Rangan Gupta - 201558 The Role of Economic Policy Uncertainty in Predicting U.S. Recessions: A Mixed-Frequency Markov-Switching Vector Autoregressive Approach
by Mehmet Balcilar & Rangan Gupta & Mawuli Segnon - 201557 A New International Database on Financial Fragility
by Svetlana Andrianova & Badi Baltagi & Thorsten Beck & Panicos Demetriades & David Fielding & Stephen G. Hall & Steven F. Koch & Robert Lensink & Johan Rewilak & Peter Rousseau - 201556 The Demand for Reproductive Health Care
by Gauthier Tshiswaka-Kashalala & Steven F. Koch - 201555 Globalisation and Conflicts: A Theoretical Approach
by Bonginkosi Mamba & André C Jordaan & Matthew Clance - 201554 Do Commodities Herd? Evidence from a Time-Varying Stochastic Volatility Model
by Vassilios Babalos & Stavros Stavroyiannis & Rangan Gupta - 201553 Evidence of Persistence in U.S. Short and Long-Term Interest Rates Using Long-Span Monthly and Annual Data
by Luis A. Gil-Alana & Juncal Cunado & Rangan Gupta - 201552 Forecasting Accuracy Evaluation of Tourist Arrivals: Evidence from Parametric and Non-Parametric Techniques
by Hossein Hassani & Emmanuel Sirimal Silva & Nikolaos Antonakakis & George Filis & Rangan Gupta - 201551 The South African Economic Response to Monetary Policy Uncertainty
by Mehmet Balcilar & Rangan Gupta & Charl Jooste - 201550 Modeling and Forecasting Carbon Dioxide Emission Allowance Spot Price Volatility: Multifractal vs. GARCH-Type Volatility Models
by Mawuli Segnon & Thomas Lux & Rangan Gupta - 201549 Social Rate of Return to R&D on Various Energy Technologies: Where Should We Invest More? A Study of G7 Countries
by Roula Inglesi-Lotz - 201548 The Informational Content of the Term-Spread in Forecasting the U.S. Inflation Rate: A Nonlinear Approach
by Periklis Gogas & Theophilos Papadimitriou & Vasilios Plakandaras & Rangan Gupta - 201547 Forecasting Inflation in an Inflation Targeting Economy: Structural Versus Non-Structural Models
by Rangan Gupta - 201546 Detection of Multiple Bubbles in South African Electricity Prices
by Rangan Gupta & Roula Inglesi-Lotz - 201545 Incorporating Economic Policy Uncertainty in US Equity Premium Models: A Nonlinear Predictability Analysis
by Stelios Bekiros & Rangan Gupta & Anandamayee Majumdar - 201544 Identifying Periods of US Housing Market Explosivity
by Mehmet Balcilar & Nico Katzke & Rangan Gupta - 201543 Forecasting Core Inflation: The Case of South Africa
by Franz Ruch & Mehmet Balcilar & Mampho P. Modise & Rangan Gupta - 201542 Convergence of Health Care Expenditures across the US States: A Reconsideration
by Nicholas Apergis & Tsangyao Chang & Christina Christou & Rangan Gupta - 201541 Trust and Quality of Growth: A Note
by Simplice A. Asongu & Rangan Gupta - 201540 An Economy-Wide Evaluation of New Power Generation in South Africa: The Case of Kusile and Medupi
by Jessica A. Bohlmann & Heinrich R. Bohlmann & Roula Inglesi-Lotz - 201539 Convergence in Income Inequality: Further Evidence from the Club Clustering Methodology across the U.S. States
by Nicholas Apergis & Christina Christou & Rangan Gupta & Stephen M. Miller - 201538 Hydroelectricity Consumption and Economic Growth Nexus: Evidence from a Panel of Ten Largest Hydroelectricity Consumers
by Nicholas Apergis & Tsangyao Chang & Rangan Gupta & Emmanuel Ziramba - 201537 Identifying Asymmetries between Socially Responsible and Conventional Investments
by Nicholas Apergis & Vassilios Babalos & Christina Christou & Rangan Gupta - 201536 A Nonlinear Approach for Predicting Stock Returns and Volatility with the Use of Investor Sentiment Indices
by Stelios Bekiros & Rangan Gupta & Clement Kyei - 201535 Bayesian Learning with Multiple Priors and Non-Vanishing Ambiguity
by Alexander Zimper & Wei Ma - 201534 Income Inequality: A State-by-State Complex Network Analysis
by Periklis Gogas & Rangan Gupta & Stephen M. Miller & Theophilos Papadimitriou & Georgios Antonios Sarantitis - 201533 Debunking the Myth that a Legal Trade will Solve the Rhino Horn Crisis: A System Dynamics Model for Market Demand
by Douglas J. Crookes & James N. Blignaut - 201532 The Relationship between Healthcare expenditures and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis
by Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil - Alana & Rangan Gupta - 201531 The Role of Oil Prices in the Forecasts of South African Interest Rates: A Bayesian Approach
by Rangan Gupta & Kevin Kotze - 201530 Optimal Information Transmission
by Wei Ma - 201529 Characterising the South African Business Cycle: Is GDP Difference-Stationary or Trend-Stationary in a Markov-Switching Setup?
by Mehmet Balcilar & Rangan Gupta & Charl Jooste & Omid Ranjbar - 201527 The Short Term Economic Impact of Levying E-Tolls on Industries
by Francois J. Stofberg & Jan H. van Heerden - 201526 Education and Fertility: Panel Evidence from sub-Saharan Africa
by Carolyn Chisadza & Manoel Bittencourt - 201525 How Independent are the South African Reserve Bank’s Monetary Policy Decisions? Evidence from a Global New-Keynesian DSGE Model
by Annari De Waal & Rangan Gupta & Charl Jooste - 201524 International Stock Return Predictability: Is the Role of U.S. Time-Varying?
by Goodness C. Aye & Mehmet Balcilar & Rangan Gupta - 201523 Time-Frequency Relationship between U.S. Output with Commodity and Asset Prices
by Aviral K. Tiwari & Claudiu T. Albulescu & Rangan Gupta - 201522 The Role of News-Based Uncertainty Indices in Predicting Oil Markets: A Hybrid Nonparametric Quantile Causality Method
by Mehmet Balcilar & Stelios Bekiros & Rangan Gupta - 201521 Dynamic Spillovers in the United States: Stock Market, Housing, Uncertainty and the Macroeconomy
by Nikolaos Antonakakis & Christophe Andre & Rangan Gupta - 201520 Productive Government Spending and its Consequences for the Growth–Inequality Tradeoff
by Yoseph Getachew & Stephen Turnovsky - 201519 The Time-Series Linkages between US Fiscal Policy and Asset Prices
by Ghassen El Montasser & Rangan Gupta & Charl Jooste & Stephen M. Miller - 201518 Oil Price Forecastability and Economic Uncertainty
by Stelios Bekiros & Rangan Gupta & Alessia Paccagnini - 201517 Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa
by Mehmet Balcilar & Rangan Gupta & Renee van Eyden & Kirsten Thompson & Anandamayee Majumdar - 201516 The Macroeconomic Effects of Uncertainty Shocks in India
by Lumengo Bonga-Bonga & Rangan Gupta & Charl Jooste - 201515 Modeling Persistence of Carbon Emission Allowance Prices
by Luis A. Gil-Alana & Fernando Perez de Gracia & Rangan Gupta - 201514 Causality and Contagion in EMU Sovereign Bonds Revisited: Novel Evidence from Nonlinear Causality Tests
by Vassilios Babalos & Clement Kyei & Evangelos I. Poutos - 201513 A Categorisation and Evaluation of Rhino Management Policies
by Douglas J. Crookes & James N. Blignaut - 201512 Forecasting the US CPI: Does Nonlinearity Matter?
by Marcos Álvarez-Díaz & Rangan Gupta - 201511 Modeling and Forecasting Crude Oil Price Volatility: Evidence from Historical and Recent Data
by Thomas Lux & Mawuli K. Segnon & Rangan Gupta - 201510 Do Precious Metal Prices Help in Forecasting South African Inflation?
by Mehmet Balcilar & Nico Katzke & Rangan Gupta - 201509 Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns
by Nikolaos Antonakakis & Rangan Gupta & Christophe Andre - 201508 On Economic Uncertainty, Stock Market Predictability and Nonlinear Spillover Effects
by Stelios Bekiros & Rangan Gupta & Clement Kyei - 201507 Trends and Cycles in Historical Gold and Silver Prices
by Luis A. Gil-Alana & Goodness C. Aye & Rangan Gupta - 201506 The Macroeconomic Effects of Government Spending Under Fiscal Foresight
by Charl Jooste & Ruthira Naraidoo - 201505 Predicting Stock Returns and Volatility Using Consumption-Aggregate Wealth Ratios: A Nonlinear Approach
by Stelios Bekiros & Rangan Gupta - 201504 Inflation-Growth Nexus in Africa: Evidence from a Pooled CCE Multiple Regime Panel Smooth Transition Model
by Reneé van Eyden & Tolga Omay & Rangan Gupta - 201503 Uncertainty and Crude Oil Returns
by Riadh Aloui & Rangan Gupta & Stephen M. Miller - 201502 Assessment of Monetary Union in SADC: Evidence from Cointegration and Panel Unit Root Tests
by Mulatu F. Zehirun & Marthinus C. Breitenbach & Francis M. Kemegue - 201501 The Feldstein-Horioka Puzzle in South Africa: A Fractional Cointegration Approach
by Luis A Gil-Alana & Christophe André & Rangan Gupta & Tsangyao Chang & Omid Ranjbar
2014
- 201486 Causality between Oil and South Africa’s Food Price: Time Varying Approach
by Goodness C. Aye - 201485 Oil Price Uncertainty and Savings in South Africa
by Diksha Dave & Goodness C. Aye - 201484 Does Oil Price Uncertainty Matter for Stock Returns in South Africa?
by Goodness C. Aye - 201483 The Causal Relationship between Energy Consumption and Economic Growth in South Africa: New Evidence from Asymmetric Causality in Frequency Domain
by Omid Ranjbar & Tsangyao Chang & Elmarie Nel & Rangan Gupta - 201482 Forecasting Home Sales in the Four Census Regions and the Aggregate US Economy Using Singular Spectrum Analysis
by Hossein Hassani & Zara Ghodsi & Rangan Gupta & Mawuli K. Segnon - 201481 Oil Price Shocks and China’s Economy: Reactions of the Monetary Policy to Oil Price Shocks
by Won Joong Kim & Shawkat Hammoudeh & Jun Seog Hyun & Rangan Gupta - 201480 Financial Tail Risks and the Shapes of the Extreme Value Distribution: A Comparison between Conventional and Sharia-Compliant Stock Indexes
by John W. Muteba Mwamba & Shawkat Hammoudeh & Rangan Gupta - 201479 Are there Multiple Bubbles in the Ethanol-Gasoline Price Ratio of Brazil?
by Ghassen El Montasser & Rangan Gupta & Andre Luis Martins & Peter Wanke - 201478 A Simple Method for Computing Equilibria when Asset Markets Are Incomplete
by Wei Ma - 201477 Energy Efficiency of Selected OECD Countries: A Slacks Based Model with Undesirable Outputs
by Nicholas Apergis & Goodness C. Aye & Carlos P. Barros & Rangan Gupta & Peter Wanke - 201476 Are there Asymmetric Causal Relationships between Tourism and Economic Growth in a Panel of G-7 Countries?
by Abdulnasser Hatemi-J & Rangan Gupta & Axel Kasongo & Thabo Mboweni & Ndivhuho Netshitenzhe - 201475 Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality
by Christian Pierdzioch & Monique B. Reid & Rangan Gupta - 201474 Are there Environmental Kuznets Curves for US State-Level CO2 Emissions?
by Nicholas Apergis & Christina Christou & Rangan Gupta