Content
2014
- 201473 Monetary Integration in SADC: Assessment of Policy Coordination and Real Effective Exchange Rate Stability
by Mulatu F. Zehirun & Marthinus C. Breitenbach & Francis Kemegue - 201472 The Impact of the 2014 Platinum Mining Strike in South Africa: An Economy-Wide Analysis
by Heinrich Bohlmann & Petor Dixon & Maureen Rimmer & Jan Van Heerden - 201471 Did Baltic stock markets offer diversification benefits during the recent financial turmoil? Novel evidence from a nonparametric causality in quantiles test
by Vassilios Babalos & Mehmet Balcilar & Tumisang B. Loate & Shingie Chisoro - 201470 The impact of oil price on South African GDP growth: A Bayesian Markov Switching-VAR analysis
by Mehmet Balcilar & Reneé van Eyden & Josine Uwilingiye & Rangan Gupta - 201469 Time-Varying Causality between Oil and Commodity Prices in the Presence of Structural Breaks and Nonlinearity
by Rangan Gupta & Gbeada Josiane Seu Epse Kean & Mpho Asnath Tsebe & Nthabiseng Tsoanamatsie & João Ricardo Sato - 201468 The Relationship between Oil and Agricultural Commodity Prices: A Quantile Causality Approach
by Mehmet Balcilar & Shinhye Chang & Rangan Gupta & Vanessa Kasongo & Clement Kyei - 201467 Causal Link between Oil Price and Uncertainty in India
by Ghassen El Montasser & Kenza Aggad & Louise Clark & Rangan Gupta & Shannon Kemp - 201466 Is there an Environmental Kuznets Curve for South Africa? A Co-Summability Approach Using a Century of Data
by Adnen Ben Nasr & Rangan Gupta & Joao Ricardo Sato - 201465 A Life-Cycle Model with Ambiguous Survival Beliefs
by Max Groneck & Alexander Ludwig - 201464 Optimal Public Investment, Growth, and Consumption: Fresh Evidence from African Countries
by Augustin Kwasi Fosu & Yoseph Getachew & Thomas H.W. Ziesemer - 201463 On the Directional Accuracy of Inflation Forecasts: Evidence from South African Survey Data
by Christian Pierdzioch & Monique B. Reid & Rangan Gupta - 201462 Is Real Per Capita State Personal Income Stationary? New Nonlinear, Asymmetric Panel-Data Evidence
by Furkan Emirmahmutoglu & Rangan Gupta & Stephen M. Miller & Tolga Omay - 201461 The Nonparametric Relationship between Oil and South African Agricultural Prices
by Ahdi N. Ajmi & Rangan Gupta & Monique Kruger & Nicola Schoeman & Leoné Walters - 201460 The Role of Economic Policy Uncertainty in Forecasting US Inflation Using a VARFIMA Model
by Mehmet Balcilar & Rangan Gupta & Charl Jooste - 201459 The Asymmetric Effect of Oil Price on Growth across US States
by Nicholas Apergis & Alper Aslan & Goodness C. Aye & Rangan Gupta - 201458 Persistence in Precious Metal Prices: A Fractional Integration Approach with Structural Breaks
by Luis A.Gil-Alana & Shinhye Chang & Mehmet Balcilar & Goodness C. Aye & Rangan Gupta - 201457 Time-Varying Persistence in US Inflation
by Massimiliano Caporin & Rangan Gupta - 201456 Linkages between Financial Sector CDS Spreads and Macroeconomic Influence in a Nonlinear Setting
by Amine Lahiani & Shawkat Hammoudeh & Rangan Gupta - 201455 Inflation Forecasts and Forecaster Herding: Evidence from South African Survey Data
by Christian Pierdzioch & Monique B. Reid & Rangan Gupta - 201454 Real Estate Returns Predictability Revisited: Novel Evidence from the US REITs Market
by Kola Akinsomi & Goodness C. Aye & Vassilios Babalos & Fotini Economou & Rangan Gupta - 201453 Causality between Inflation and Inflation Uncertainty in South Africa: Evidence from a Markov-Switching Vector Autoregressive Model
by Adnen Ben Nasr & Mehmet Balcilar & Ahdi N. Ajmi & Goodness C. Aye & Rangan Gupta & Reneé van Eyden - 201452 US Inflation Dynamics on Long Range Data
by Vasilios Plakandaras & Periklis Gogas & Rangan Gupta & Theophilos Papadimitriou - 201451 Water Taxation and the Double Dividend Hypothesis
by Nicholas Kilimani - 201450 Persistence, Mean Reversion and Non-Linearities in US Housing Prices Over 1830-2013
by Luis A. Gil-Alana & Rangan Gupta & Ferando Perez de Gracia - 201449 The Nexus between Military Expenditures and Economic Growth in the BRICS and the US: A Bootstrap Panel Causality Test
by Ming Zhong & Tsangyao Chang & Samrat Goswami & Rangan Gupta - 201448 Revisiting Herding Behavior in REITs: A Regime-Switching Approach
by Vassilios Babalos & Mehmet Balcilar & Rangan Gupta - 201447 The Growth-Inflation Nexus for the US over 1801-2013: A Semiparametric Approach
by Mehmet Balcilar & Rangan Gupta & Charl Jooste - 201446 Has Oil Pirce Predicted Stock Returns for Over a Century?
by Paresh K. Narayan & Rangan Gupta - 201445 Date Stamping Historical Oil Price Bubbles: 1876-2014
by Itamar Caspi & Nico Katzke & Rangan Gupta - 201444 Forecasting US Real House Price Returns over 1831-2013: Evidence from Copula Models
by Rangan Gupta & Anandamayee Majumdar - 201443 Relationship between Happiness and Smoking: A Bootstrap Panel Causality Test
by Tsangyao Chang & Hsiao-Ping Chu & Frederick W. Deale & Rangan Gupta - 201442 House Values and Proximity to a Landfill: A Quantile Regression Framework
by Mario du Preez & Mehmet Balcilar & Aarifah Razak & Steven F. Koch & Rangan Gupta - 201441 Stock Price Dynamics and the Business Cycle in an Estimated DSGE Model for South Africa
by Michael Paetz & Rangan Gupta - 201440 Analysing South Africa's Inflation Persistence Using an ARFIMA Model with Markov-Switching Fractional Differencing Parameter
by Mehmet Balcilar & Rangan Gupta & Charl Jooste - 201439 Is the Rand Really Decoupled from Economic Fundamentals?
by Mehmet Balcilar & Rangan Gupta & Charl Jooste - 201438 Research Output and Economic Growth in G7 Countries: New Evidence from Asymmetric Panel Causality Testing
by Abdulnasser Hatemi-J & Ahdi N. Ajmi & Ghassen El Montasser & Roula Inglesi-Lotz & Rangan Gupta - 201437 Parameter Uncertainty and Inflation Dynamics in a Model with Asymmetric Central Bank Preferences
by Laban K. Chesang & Ruthira Naraidoo - 201436 Real Estate Markets and Uncertainty Shocks: A Variance Causality Approach
by Ahdi N. Ajmi & Vassilios Babalos & Fotini Economou & Rangan Gupta - 201435 An Application of a New Seasonal Unit Root Test for Trending and Breaking Series to Industrial Production of the BRICS
by Ghassen El Montasser & Rangan Gupta - 201434 The Economic Approach to Fertility: A Causal Mediation Analysis
by Gauthier T. Kashalala & Steven F. Koch - 201433 Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index?
by Mehmet Balcilar & Charl Jooste & Shawkat Hammoudeh & Rangan Gupta & Vassilios Babalos - 201432 Endogenous Fluctuations in an Endogenous Growth Model with Inflation Targeting
by Rangan Gupta & Lardo Stander - 201431 The Relationship between Population Growth and Economic Growth Over 1870-2013: Evidence from a Bootstrapped Panel-Granger Causality Test
by Tsangyao Chang & Hsiao-Ping Chu & Frederick W. Deale & Rangan Gupta & Stephen M. Miller - 201430 Dynamic Relationship between Oil Price and Inflation in South Africa
by Mehmet Balcilar & Josine Uwilingiye & Rangan Gupta - 201429 Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013
by Mehmet Balcilar & Rangan Gupta & Stephen M. Miller - 201428 Forecasting the Price of Gold
by Hossein Hassani & Emmanuel Sirimal Silva & Rangan Gupta & Mawuli K. Segnon - 201427 Does Sunspot Numbers Cause Global Temperatures? A Reconsideration Using a Non-Parametric Causality Test
by Hossein Hassani & Rangan Gupta & Xu Huang & Mansi Ghodsi - 201426 Can Debt Ceiling and Government Shutdown Predict US Real Stock Returns? A Boot-strap Rolling-Window Approach
by Goodness C. Aye & Mehmet Balcilar & Ghassen El Montasser & Rangan Gupta & Nangamso C. Manjezi - 201425 Does the South African Reserve Bank (SARB) Respond to Oil Price Movements? Historical Evidence from the Frequency Domain
by Goodness C. Aye & Olorato Gadinabokao & Rangan Gupta - 201424 Using a Natural Experiment to Examine Tobacco Tax Regressivity
by Adel Bosch & Steven F. Koch - 201423 A Reinvestigation of the Oil Price and Consumer Price Nexus in South Africa: An Asymmetric Causality Approach
by Ahdi N. Ajmi & Vassilios Babalos & Rangan Gupta & Roulof Hefer - 201422 Does Debt Ceiling and Government Shutdown Help in Forecasting the US Equity Risk Premium?
by Goodness C. Aye & Frederick W. Deale & Rangan Gupta - 201421 Convergence in U.S. Metropolitan Statistical Areas
by Ghassen El Montasser & Rangan Gupta & Devon Smithers - 201420 Is the South African Reserve Bank Influenced by Exchange Rates when Setting Interest Rates?
by Charl Jooste & Rangan Gupta - 201419 A Time-Varying Approach of the US Welfare Cost of Inflation
by Stephen M. Miller & Luis F. Martins & Rangan Gupta - 201418 Forecasting the U.S. Real House Price Index
by Vasilios Plakandaras & Rangan Gupta & Periklis Gogas & Theophilos Papadimitriou - 201417 Assessing Regional Variations in the Effect of the Removal of User Fees on Institutional Deliveries in Rural Zambia
by Chitalu M. Chama-Chiliba & Steven F. Koch - 201416 Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation
by Patrick T. kanda & Mehmet Balcilar & Pejman Bahramian & Rangan Gupta - 201415 Forecasting the Price of Gold Using Dynamic Model Averaging
by Goodness C. Aye & Rangan Gupta & Shawkat Hammoudeh & Won Joong Kim - 201414 Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach
by Mehmet Balcilar & Kirsten Thompson & Rangan Gupta & Renee van Eyden - 201413 Revisiting the Causal Relationship between CO2 Emissions and Economic Growth in 12 Asian Countries: Evidence from a Bootstrap Panel Causality Test
by Kuei-Chiu Lee & Hsiao-Ping Chu & Tsangyao Chang & Roula Inglesi-Lotz - 201412 Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching
by Adnen Ben Nasr & Thomas Lux & Ahdi N. Ajmi & Rangan Gupta - 201411 Causal relationship between asset prices and output in the US: Evidence from state-level panel Granger causality test
by Furkan Emirmahmutoglu & Mehmet Balcilar & Nicholas Apergis & Beatrice D. Simo-Kengne & Tsangyao Chang & Rangan Gupta - 201410 Subjective Life Expectancy
by Nicky Nicholls & Alexander Zimper - 201409 Volatility Spillover between Energy and Financial Markets
by Saban Nazlioglu & Ugur Soytas & Rangan Gupta - 201408 Dutch Disease Effect of Oil Rents on Agriculture Value Added in MENA Countries
by Nicholas Apergis & Ghassen El Montasser & Emmanuel Owusu-Sekyere & Ahdi N. Ajmi & Rangan Gupta - 201407 Testing for Multiple Bubbles in the BRICS Stock Markets
by Tsangyao Chang & Luis A. Gil-Alana & Goodness C. Aye & Rangan Gupta & Omid Ranjbar - 201406 Nonlinear Econometric Approaches in Testing PPP of SADC Economies towards Monetary Union
by Mulatu F. Zerihun & Marthinus C. Breitenbach & Francis Kemegue - 201405 A Historical CGE Simulation of the South African Economy from 2006–2013: Analysing Changes in the Use of Primary Factors by Industries
by Heinrich R. Bohlmann & Martin C. Breitenbach - 201404 Primary Education and Fertility Rates in Southern Africa: Evidence from Before the Demographic Transition
by Manoel Bittencourt - 201403 Is Democracy Eluding Sub-Saharan Africa?
by Carolyn Chisadza & Manoel Bittencourt - 201402 Education and Fertility: Panel Time-Series Evidence from Southern Africa
by Manoel Bittencourt - 201401 Does the Price of Oil Help Predict Inflation in South Africa? Historical Evidence Using a Frequency Domain Approach
by Rangan Gupta & Patrick T. Kanda
2013
- 201388 Do the Poor Benefit from Devolution Policies? Evidences from Quantile Treatment Effect Evaluation of Joint Forest Management
by Dambala Gelo & Steven F. Koch & Edwin Muchapondwah - 201387 Democracy and Education: Evidence from the Southern African Development Community
by Manoel Bittencourt - 201386 Convergence of Greenhouse Gas Emissions among G7 Countries
by Ghassen El Montasser & Roula Inglesi-Lotz & Rangan Gupta - 201385 Detecting Predictable Non-linear Dynamics in Dow Jones Industrial Average and Dow Jones Islamic Market Indices using Nonparametric Regressions
by Marcos Álvarez-Díaz & Shawkat Hammoudeh & Rangan Gupta - 201384 Volatility Transmission between Islamic and Conventional Equity Markets: Evidence from Causality-in-Variance Test
by Saban Nazlioglu & Shawkat Hammoudeh & Rangan Gupta - 201383 Testing the Out-of-Sample Forecasting Ability of a Financial Conditions Index for South Africa
by Kirsten Thompson & Renee van Eyden & Rangan Gupta - 201382 Does Sunspot Numbers Cause Global Temperatures? Evidence from a Frequency Domain Causality Test
by Rangan Gupta & Luis A. Gil-Alana & OlaOluwa S. Yaya - 201381 Can the Sharia-Based Islamic Stock Market Returns be Forecasted Using Large Number of Predictors and Models?
by Rangan Gupta & Shawkat Hammoudeh & Beatrice D. Simo-Kengne & Soodabeh Sarafrazi - 201380 Cross-Country Evidence On The Causal Relationship Between Policy Uncertainty And House Prices
by Ghassen El Montasser & Ahdi N. Ajmi & Tsangyao Chang & Beatrice D. Simo-Kengne & Christophe Andre & Rangan Gupta - 201379 On the impossibility of insider trade in rational expectations equilibria
by Alexander Zimper - 201378 Fiscal Decentralisation and Poverty in South Africa: Evidence from Panel Data Analysis
by Tebogo J. Moche & Nara Monkam & Goodness C. Aye - 201377 Are there Housing Bubbles in South Africa? Evidence from SPSM-Based Panel KSS Test with a Fourier Function
by Tsangyao Chang & Wen-Chi Liu & Goodness C. Aye & Rangan Gupta - 201376 Assessing Fiscal Capacity at the Local Government Level in South Africa
by Margaret Chitiga-Mabugu & Nara Monkam - 201375 Persistence and Cycles in Historical Oil Prices Data
by Luis A. Gil-Alana & Rangan Gupta - 201374 DSGE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa
by Rangan Gupta & Patrick T. kanda & Mampho P. Modise & Alessia Paccagnini - 201373 Causal relationship between nuclear energy consumption and economic growth in the G6 countries: Evidence from panel Granger causality tests
by Tsangyao Chang & Fabrice Gatwabuyege & Rangan Gupta & Roula Inglesi-Lotz & Nangamso C. Manjezi & Beatrice D. Simo-Kengne - 201372 The causal relationship between renewable energy consumption and economic growth: Evidence from the G7 countries
by Tsangyao Chang & Rangan Gupta & Roula Inglesi-Lotz & Beatrice D. Simo-Kengne & Devon Smithers & Amy B. Trembling - 201371 Panel Granger causality between oil consumption and GDP: Evidence from the BRICS countries
by Tsangyao Chang & Olorato Gadinabokao & Rangan Gupta & Roula Inglesi-Lotz & Pervan Kanniah & Beatrice D. Simo-Kengne - 201370 The causal relationship between natural gas consumption and economic growth: Evidence from the G7 countries
by Tsangyao Chang & Rangan Gupta & Roula Inglesi-Lotz & Lilian S. Masabala & Beatrice D. Simo-Kengne & Jaco P. Weideman - 201369 The causal relationship between coal consumption and economic growth in the BRICS countries: Evidence from panel Granger causality tests
by Tsangyao Chang & Frederick W. Deale & Rangan Gupta & Roulof Hefer & Roula Inglesi-Lotz & Beatrice D. Simo-Kengne - 201368 Oil Price Uncertainty and Manufacturing Production in South Africa
by Goodness C. Aye & Vincent Dadam & Rangan Gupta & Bonginkosi Mamba - 201367 Testing the Impact of Exchange Rate Uncertainty on Exports in South Africa
by Goodness C. Aye & Rangan Gupta & Prudence S. Moyo & Nehrunaman Pillay - 201366 Biased Bayesian learning with an application to the risk-free rate puzzle
by Alexander Ludwig & Alexander Zimper - 201365 The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains
by Tsangyao Chang & Xiao-lin Li & Stephen M. Miller & Mehmet Balcilar & Rangan Gupta - 201364 The impact of statistical learning on violations of the sure-thing principle
by Nicky Nicholls & Aylit Romm & Alexander Zimper - 201363 Time-Varying Linkages between Tourism Receipts and Economic Growth in South Africa
by Mehmet Balcilar & Renee van Eyden & Roula Inglesi-Lotz & Rangan Gupta - 201362 Forecasting Real House Price of the U.S.: An Analysis Covering 1890 to 2012
by Goodness C. Aye & Rangan Gupta - 201361 Causality between Economic Policy Uncertainty across Countries: Evidence from Linear and Nonlinear Tests
by Ahdi N. Ajmi & Rangan Gupta & Patrick T. Kanda - 201360 Are Stock Prices Related to Political Uncertainty Index in OECD Countries? Evidence from Bootstrap Panel Causality Test
by Tsangyao Chang & Wen-Yi Chen & Rangan Gupta & Duc Khuong Nguyen - 201359 Comovement in Euro Area Housing Prices: A Fractional Cointegration Approach
by Christophe Andre & Luis A. Gil-Alana & Rangan Gupta - 201358 Causality between US Economic Policy and Equity Market Uncertainties: Evidence from Linear and Nonlinear Tests
by Ahdi N. Ajmi & Goodness C. Aye & Mehmet Balcilar & Ghassen El Montasser & Rangan Gupta - 201357 Modeling the Volatility of the Dow Jones Islamic Market World Index Using a Fractionally Integrated Time Varying GARCH (FITVGARCH) Model
by Adnen Ben Nasr & Ahdi N. Ajmi & Rangan Gupta - 201356 On the Welfare Equivalence of Asset Markets and Banking in Diamond Dybvig Economies
by Alexander Zimper - 201355 Research Output and Economic Growth in 34 OECD countries: A Bootstrap Panel Causality Exercise
by Hamilton Ntuli & Roula Inglesi-Lotz & Tsangyao Chang & Anastassios Pouris - 201354 Inflation and Economic Growth in the SADC: Some Panel Time-Series Evidence
by Manoel Bittencourt & Renee van Eyden & Monaheng Seleteng - 201353 Health Care Facility Choice and User Fee Abolition: Regression Discontinuity in a Multinomial Choice Setting
by Steven F. Koch & Jeffrey S. Racine - 201352 Debt sustainability and financial crises in South Africa
by Ruthira Naraidoo & Leroi Raputsoane - 201351 Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium?
by Rangan Gupta & Shawkat Hammoudeh & Mampho P. Modise & Duc Khuong Nguyen - 201350 Time-Varying Causality between Research Output and Economic Growth in the US
by Roula Inglesi-Lotz & Mehmet Balcilar & Rangan Gupta - 201349 The Dynamic Relationship between House Prices and Output: Evidence from US Metropolitan Statistical Areas
by Nicholas Apergis & Beatrice D. Simo-Kengne & Rangan Gupta & Tsangyao Chang - 201348 Forecasting the US Real Private Residential Fixed Investment Using Large Number of Predictors
by Goodness C. Aye & Stephen M. Miller & Rangan Gupta & Mehmet Balcilar - 201347 Water Resource Accounts for Uganda: Use and Policy Relevancy
by Nicholas Kilimani - 201346 Do we need a global VAR model to forecast inflation and output in South Africa?
by Annari de Waal & Renee van Eyden & Rangan Gupta - 201345 The Causal Relationship between Economic Policy Uncertainty and Stock Returns in China and India: Evidence from a Bootstrap Rolling-Window Approach
by Xiao-lin Li & Mehmet Balcilar & Rangan Gupta & Tsangyao Chang - 201344 Military Expenditure, Economic Growth and Structural Instability: A Case Study of South Africa
by Goodness C. Aye & Mehmet Balcilar & John P. Dunne & Rangan Gupta & Renee van Eyden - 201343 Evolution of Monetary Policy in the US: The Role of Asset Prices
by Beatrice D. Simo-Kengne & Stephen M. Miller & Rangan Gupta - 201342 Forecasting Indian Macroeconomic Variables Using Medium-Scale VAR Models
by Goodness C. Aye & Pami Dua & Rangan Gupta - 201341 Revisiting the Causal Relationship between Energy Consumption and Economic Growth in South Africa: Evidence from a Bootstrap Rolling Window Approach
by Janneke Dlamini & Mehmet Balcilar & Rangan Gupta & Roula Inglesi-Lotz - 201340 The nexus of electricity consumption, economic growth and CO2 emissions in the BRICS countries
by Wendy N. Cowan & Tsangyao Chang & Roula Inglesi-Lotz & Rangan Gupta - 201339 Causality between Exports and Economic Growth in South Africa: Evidence from Linear and Nonlinear Tests
by Ahdi N. Ajmi & Goodness C. Aye & Mehmet Balcilar & Rangan Gupta - 201338 Forecasting China’s Foreign Exchange Reserves Using Dynamic Model Averaging: The Role of Macroeconomic Fundamentals, Financial Stress and Economic Uncertainty
by Rangan Gupta & Shawkat Hammoudeh & Won Joong Kim & Beatrice D. Simo-Kengne - 201337 Causality between Research Output and Economic Growth in BRICS
by Roula Inglesi-Lotz & Tsangyao Chang & Rangan Gupta - 201336 Social Status, Inflation and Endogenous Growth in a Cash-in-Advance Economy: A Reconsideration
by Rangan Gupta & Lardo Stander - 201335 Speculative Trade Equilibria with Incorrect Price Anticipations
by Alexander Zimper - 201334 Bank Deposit Contracts Versus Financial Market Participation in Emerging Economies
by Alexander Zimper - 201333 Identifying a financial conditions index for South Africa
by Kirsten Thompson & Renee van Eyden & Rangan Gupta - 201332 The 1996 User Fee Abolition in South Africa: A Difference-in-Difference Analysis
by Anna S. Brink & Steven F. Koch - 201331 User Fee Abolition in South Africa: Re-Evaluating the Impact?
by Steven F. Koch - 201330 Revisiting the Causality between Electricity Consumption and Economic Growth in South Africa: A Bootstrap Rolling-Window Approach
by Janneke Dlamini & Mehmet Balcilar & Rangan Gupta & Roula Inglesi-Lotz - 201329 Temporal Causality between House Prices and Output in the U. S.: A Bootstrap Rolling-Window Approach
by Wendy Nyakabawo & Stephen M. Miller & Mehmet Balcilar & Sonali Das & Rangan Gupta - 201328 The impact of economic shocks in the rest of the world on South Africa: Evidence from a global VAR
by Annari de Waal & Renee van Eyden - 201327 Evolution of Monetary Policy Transmission Mechanism in Malawi: A TVP-VAR Approach
by Chance Mwabutwa & Manoel Bittencourt & Nicola Viegi - 201326 The Long-Run Relationship between Consumption, House Prices and Stock Prices in South Africa: Evidence from Provincial-Level Data
by Nicholas Apergis & Beatrice D. Simo-Kengne & Rangan Gupta - 201325 Time-Varying Effects of Housing and Stock Prices on U.S. Consumption
by Beatrice D. Simo-Kengne & Stephen M. Miller & Rangan Gupta & Goodness C. Aye - 201324 Are House Prices in South Africa Really Non-Stationary? Evidence from SPSM-Based Panel KSS Test with a Fourier Function
by Tsangyao Chang & Tsung-pao Wu & Rangan Gupta - 201323 Housing and the Business Cycle in South Africa
by Goodness C. Aye & Mehmet Balcilar & Adel Bosch & Rangan Gupta - 201322 Convergence in Provincial-Level South African House Prices: Evidence from the Club Convergence and Clustering Procedure
by Nicholas Apergis & Beatrice D. Simo-Kengne & Rangan Gupta - 201321 Testing for Persistence in Housing Price-to-Income and Price-to-Rent Ratios in 16 OECD Countries
by Christophe Andre & Luis A. Gil-Alana & Rangan Gupta - 201320 The Causal Relationship between Imports and Economic Growth in the Nine Provinces of South Africa: Evidence from Panel-Granger Causality Tests
by Tsangyao Chang & Beatrice D. Simo-Kengne & Rangan Gupta - 201319 The Causal Relationship between Exports and Economic Growth in the Nine Provinces of South Africa: Evidence from Panel-Granger Causality Tests
by Tsangyao Chang & Beatrice D. Simo-Kengne & Rangan Gupta - 201318 Does the Source of Oil Price Shocks Matter for South African Stock Returns? A Structural VAR Approach
by Rangan Gupta & Mampho P. Modise - 201317 The Causal Relationship between House Prices and Economic Growth in the Nine Provinces of South Africa: Evidence from Panel-Granger Causality Tests
by Tsangyao Chang & Beatrice D. Simo-Kengne & Rangan Gupta - 201316 Tax evasion, financial development and inflation: theory and empirical evidence
by Manoel Bittencourt & Rangan Gupta & Lardo Stander - 201315 The Impact of Renewable Energy Consumption to Economic Welfare: A Panel Data Application
by Roula Inglesi-Lotz - 201314 On the causality and determinants of energy and electricity demand in South Africa: A review
by Roula Inglesi-Lotz & Anastassios Pouris - 201313 Forecasting South African Macroeconomic Data with a Nonlinear DSGE Model
by Mehmet Balcilar & Rangan Gupta & Kevin Kotze - 201312 Forecasting Aggregate Retail Sales: The Case of South Africa
by Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar - 201311 The Impact of Oil Shocks on the South African Economy
by Carolyn Chisadza & Janneke Dlamini & Rangan Gupta & Mampho P. Modise - 201310 Financial markets and the response of monetary policy to uncertainty in South Africa
by Ruthira Naraidoo & Leroi Raputsoane - 201309 House Price, Stock Price and Consumption in South Africa: A Structural VAR Approach
by Goodness C. Aye & Rangan Gupta & Alain Kaninda & Wendy Nyakabawo & Aarifah Razak - 201308 Housing and the Great Depression
by Mehmet Balcilar & Rangan Gupta & Stephen M. Miller - 201307 Forecasting The Rand-Dollar And Rand-Pound Exchange Rates Using Dynamic Model Averaging
by Riane de Bruyn & Rangan Gupta & Renee van Eyden - 201306 Interaction of Formal and Informal Financial Markets in Quasi-Emerging Market Economies
by Harold Ngalawa & Nicola Viegi - 201305 The minimal confidence levels of Basel capital regulation
by Alexander Zimper - 201304 The out-of-sample forecasting performance of non-linear models of real exchange rate behaviour: The case of the South African Rand
by Goodness C. Aye & Mehmet Balcilar & Adel Bosch & Rangan Gupta & Francois Stofberg - 201303 A Time-Varying Approach to Analysing Fiscal Policy and Asset Prices in South Africa
by Rangan Gupta & Charl Jooste & Kanyane Matlou - 201302 Macro Shocks And House Prices In South Africa
by Beatrice D. Simo-Kengne & Rangan Gupta & Goodness C. Aye - 201301 Economic Growth and Inequality: Evidence from the Young Democracies of South America
by Manoel Bittencourt
2012
- 201235 Predicting BRICS Stock Returns Using ARFIMA Models
by Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Nicholas Kilimani & Amandine Nakumuryango & Siobhan Redford - 201234 A Greek wedding in SADC? - Testing for structural symmetry towards SADC monetary integration
by Marthinus C. Breitenbach & Francis Kemegue & Mulatu F. Zerihun - 201233 Testing for Persistence with Breaks and Outliers in South African House Prices
by Luis A. Gil-Alana & Goodness C. Aye & Rangan Gupta - 201232 Monetary Policy Response to Capital Inflows in Form of Foreign Aid in Malawi
by Chance Mwabutwa & Nicola Viegi & Manoel Bittencourt - 201231 Monetary policy and inflation in South Africa: A VECM augmented with foreign variables
by Annari de Waal & Renee van Eyden - 201230 Was the Recent Downturn in US GDP Predictable?
by Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen M. Miller - 201229 Predictive Ability of Competing Models for South Africa’s Fixed Business Non- Residential Investment Spending
by Renee van Eyden & Goodness C. Aye & Rangan Gupta - 201228 Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience
by Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Charl Jooste & Stephen M. Miller & Zeynel A. Ozdemir - 201227 House Prices And Balance Of Trade Dynamics In South Africa: Evidence From An Agnostic Identification Procedure
by Beatrice D. Simo-Kengne & Rangan Gupta & Goodness C. Aye - 201226 The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US
by Mehmet Balcilar & Rangan Gupta & Stephen M. Miller - 201225 The sensitivity of the South African industrial sector’s electricity consumption to electricity price fluctuations
by Roula Inglesi-Lotz - 201224 Do Stock Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-Varying Vector Autoregressive Model
by Goodness C. Aye & Rangan Gupta & Mampho P. Modise - 201223 A decision-theoretic model of asset-price underreaction and overreaction to dividend news
by Alexander Ludwig & Alexander Zimper - 201222 Is The Relationship Between Monetary Policy And House Prices Asymmetric In South Africa? Evidence From A Markov-Switching Vector Autoregressive Model
by Beatrice D. Simo-Kengne & Mehmet Balcilar & Rangan Gupta & Monique Reid & Goodness C. Aye - 201221 The emergence of "fifty-fifty" probability judgements in a conditional Savage world
by Alexander Zimper - 201220 Metropolitan House Prices In India: Do They Converge?
by Goodness C. Aye & Samrat Goswami & Rangan Gupta - 201219 The Abolition of User Fees and the Demand for Health Care: Re-Evaluating the Impact
by Steven F. Koch - 201218 Efficiency of Optimal Taxation in a Dynamic Stochastic Environment: Case of South Africa
by Jacques Kibambe Ngoie & Niek Schoeman - 201217 Evaluation of the Effects of Reduced Personal and Corporate Tax Rates on the Growth Rates of the U.S. Economy
by Jacques Kibambe Ngoie & Arnold Zellner - 201216 Do House Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-Varying Vector Autoregressive Model
by Vittorio Peretti & Rangan Gupta & Roula Inglesi-Lotz - 201215 The High-Frequency Response of the Rand-Dollar Rate to Inflation Surprises
by Greg Farrell & Shakill Hassan & Nicola Viegi - 201214 Forecasting House Prices for the Four Census Regions and the Aggregate US Economy: The Role of a Data-Rich Environment
by Rangan Gupta - 201213 Reducing illegal immigration to South Africa: A dynamic CGE analysis
by Heinrich R. Bohlmann - 201212 Macroeconomic Surprises and Stock Returns in South Africa
by Rangan Gupta & Monique Reid - 201211 THE IMPACT OF HOUSE PRICES ON CONSUMPTION IN SOUTH AFRICA: EVIDENCE FROM PROVINCIAL-LEVEL PANEL VARs
by Beatrice D. Simo-Kengne & Rangan Gupta & Manoel Bittencourt - 201210 Financial Reforms and Consumption Behaviour in Malawi
by Manoel Bittencourt & Chance Mwabutwa & Nicola Viegi - 201209 Structural Breaks and Predictive Regressions Models of South African Equity Premium
by Goodness C. Aye & Rangan Gupta & Mampho P. Modise - 201208 Macro Shocks and Real US Stock Prices with Special Focus on the "Great Recession"
by Rangan Gupta & Roula Inglesi-Lotz - 201207 Modeling and Policy Analysis for the U.S. Science Sector
by Jacques Kibambe Ngoie & Arnold Zellner - 201206 Analysing the Effects of Fiscal Policy Shocks in the South African Economy
by Charl Jooste & Guangling Dave Liu & Ruthira Naraidoo - 201205 Yet Another Look at the Modernisation Hypothesis: Evidence from Latin America
by Manoel Bittencourt - 201204 Real Interest Rate Persistence in South Africa: Evidence and Implications
by Sonali Das & Rangan Gupta & Patrick T. Kanda & Monique Reid & Christian K. Tipoy & Mulatu F. Zerihun - 201203 Economic Growth and Government Debt: Evidence from the Young Democracies of Latin America
by Manoel Bittencourt - 201202 Are the Effects of Monetary Policy Asymmetric in India? Evidence from a Nonlinear Vector Autoregression Approach
by Goodness C. Aye & Rangan Gupta - 201201 Should The South African Reserve Bank Respond To Exchange Rate Fluctuations? Evidence From The Cosine-Squared Cepstrum
by Rangan Gupta
2011
- 201136 Long- and Short-Run Relationships between House and Stock Prices in South Africa: A Nonparametric Approach
by Goodness C. Aye & Mehmet Balcilar & Rangan Gupta - 201135 Financial Variables and the Out-of-Sample Forecastability of the Growth Rate of Indian Industrial Production
by Rangan Gupta & Yuxiang Ye & Christopher Sako