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From University of Pretoria, Department of Economics
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2015100: Time-Varying Correlations between Trade Balance and Stock Prices in the United States over the Period 1792 to 2013 Downloads
Nikolaos Antonakakis, Rangan Gupta and Aviral Twari
201605: Time-Varying Correlations between Inflation and Stock Prices in the United States over the Last Two Centuries Downloads
Nikolaos Antonakakis, Rangan Gupta and Aviral Tiwari
201604: Emerging Multinational Corporations: Theoretical and Conceptual Framework Downloads
Mustafa Sakr and Andre Jordaan
201603: Forecasting South African Macroeconomic Variables with a Markov-Switching Small Open-Economy Dynamic Stochastic General Equilibrium Model Downloads
Mehmet Balcilar, Rangan Gupta and Kevin Kotze
201602: Dynamic Comovement between Social Infrastructure, Economic Growth and Inequality in South Africa
Sixolile Jafta and Goodness Aye
201601: Effect of Social Infrastructure Investment on Economic Growth and Inequality in South Africa: A SEM Approach
Itumeleng More and Goodness Aye
201599: Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test
Mehmet Balcilar, Rangan Gupta, Clement Kyei and Mark Wohar
201598: On Exchange-Rate Movements and Gold-Price Fluctuations: Evidence for Gold-Producing Countries from a Nonparametric Causality-in-Quantiles Test Downloads
Mehmet Balcilar, Rangan Gupta and Christian Pierdzioch
201597: Causality between Per Capita Real GDP and Income Inequality in the U.S.: Evidence from a Wavelet Analysis Downloads
Shinhye Chang, Rangan Gupta and Stephen Miller
201596: Predicting South African Equity Premium using Domestic and Global Economic Policy Uncertainty Indices: Evidence from a Bayesian Graphical Model Downloads
Mehmet Balcilar, Rangan Gupta, Mampho Modise and John Muteba Mwamba
201595: Causal Effects of the United States and Japan on Pacific-Rim Stock Markets: Nonparametric Quantile Causality Approach Downloads
Mehmet Balcilar, Rangan Gupta, Duc Khuong Nguyen and Mark Wohar
201594: On International Uncertainty Links: BART-Based Empirical Evidence for Canada Downloads
Rangan Gupta, Christian Pierdzioch and Marian Risse
201593: Contraceptive Use and Birth Intervals Downloads
Gauthier Kashalala and Steven Koch
201592: Does Uncertainty Move the Gold Price? New Evidence from a Nonparametric Causality-in-Quantiles Test
Mehmet Balcilar, Rangan Gupta and Christian Pierdzioch
201591: Time-Frequency Relationship between Inflation and Inflation Uncertainty for the U.S.: Evidence from Historical Data Downloads
Claudiu Albulescu, Aviral Twari, Stephen Miller and 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 Downloads
Roula Inglesi-Lotz, Fritz Dresselhaus and Jessika Bohlmann
201589: Forecasting Oil and Stock Returns with a Qual VAR using over 150 Years of Data Downloads
Rangan Gupta and Mark Wohar
201588: A Historical Analysis of the US Stock Price Index using Empirical Mode Decomposition over 1791-2015 Downloads
Aviral Tiwari, Arif Dar, Niyati Bhanja and Rangan Gupta
201587: Unconventional Monetary Policy Shocks in OECD Countries: How Important is the Extent of Policy Uncertainty? Downloads
Rangan Gupta and 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 Downloads
Mehmet Balcilar, Rangan Gupta, Won Joong Kim and Clement Kyei
201585: Forecasting Key US Macroeconomic Variables with a Factor-Augmented Qual VAR
Rangan Gupta, Eric Olson and Mark Wohar
201584: The Time-Varying Correlation between Output and Prices in the United States over 1800 to 2014 Downloads
Nikolaos Antonakakis, Rangan Gupta and Aviral Tiwari
201583: Development, Poverty and Inequality: A Spatial Analysis of South African Provinces
Carlos Barros and Rangan Gupta
201582: The Impact of Economic Policy Uncertainty on US Real Housing Returns and their Volatility: A Nonparametric Approach
Christophe André, Lumengo Bonga-Bonga and Rangan Gupta
201581: The US Real GNP is Trend-Stationary After All Downloads
Tolga Omay, Rangan Gupta and Giovanni Bonaccolto
201580: Time Series Analysis of Persistence in Crude Oil Price Volatility across Bull and Bear Regimes Downloads
Luis Gil-Alana, Rangan Gupta, Olusanya Olubusoye and OlaOluwa Yaya
201579: Dynamic Comovements between Housing and Oil Markets in the US over 1859 to 2013: A Note Downloads
Nikolaos Antonakakis, Rangan Gupta and John Muteba Mwamba
201578: Technical Efficiency of Connecticut Long Island Sound Lobster Fishery: A Nonparametric Approach to Aggregate Frontier Analysis
Lei Chen, Rangan Gupta, Zinnia Mukherjee and Peter Wanke
201577: The Predictability of cay and cayMS for Stock and Housing Returns: A Nonparametric Causality in Quantile Test Downloads
Mehmet Balcilar, Rangan Gupta, Ricardo Sousa and Mark Wohar
201576: Predictability of Sustainable Investments and the Role of Uncertainty: Evidence from a Non-Parametric Causality-in-Quantiles Test
Nikolaos Antonakakis, Vassilios Babalos and Clement Kyei
201575: Predicting Stock Returns and Volatility with Investor Sentiment Indices: A Reconsideration using a Nonparametric Causality-in-Quantiles Test Downloads
Mehmet Balcilar, Rangan Gupta and Clement Kyei
201574: Persistence, Mean-Reversion and Non-Linearities in Infant Mortality Rates
Luis Gil-Alana, Juncal Cunado and Rangan Gupta
201573: Is Economic Policy Uncertainty Related to Suicide Rates? Evidence from the United States Downloads
Nikolaos Antonakakis and Rangan Gupta
201572: Common Cycles and Common Trends in the Stock and Oil markets: Evidence from More than 150 Years of Data Downloads
Mehmet Balcilar, Rangan Gupta and Mark Wohar
201571: Energy Efficiency Drivers in South Africa: 1965-2014 Downloads
Goodness Aye, Rangan Gupta and Peter Wanke
201570: South African Stock Returns Predictability using Domestic and Global Economic Policy Uncertainty: Evidence from a Nonparametric Causality-in-Quantiles Approach
Mehmet Balcilar, Rangan Gupta and Clement Kyei
201569: Labour Market and Monetary Policy in South Africa Downloads
Vincent Dadam and Nicola Viegi
201568: Portfolio Flows in a Two-Country RBC Model with Financial Intermediaries Downloads
Haakon Kavli and Nicola Viegi
201567: Forecasting Output Growth using a DSGE-Based Decomposition of the South African Yield Curve Downloads
Rangan Gupta, Hylton Hollander and Rudi Steinbach
201566: Are Health Care Expenditures and Personal Disposable Income Characterised by Asymmetric Behaviour? Evidence from US State-Level Data
Mulatu Zerihun, Juncal Cunado and Rangan Gupta
201565: Asymmetric Granger Causality between Military Expenditures and Economic Growth in Top Six Defense Suppliers Downloads
Abdulnasser Hatemi-J, Tsangyao Chang, Wen-Yi Chen, Feng-Li Lin and Rangan Gupta
201564: The Dynamic Impact of Uncertainty in Causing and Forecasting the Distribution of Oil Returns and Risk Downloads
Giovanni Bonaccolto, Massimiliano Caporin and Rangan Gupta
201563: The Changing Dynamics of South Africa's Inflation Persistence: Evidence from a Quantile Regression Framework
Rangan Gupta, Charl Jooste and Omid Ranjbar
201562: Vulnerability to Climatic Variability: An Assessment of Drought Prevalence on Water Resources Availability and Implications for the Ugandan Economy Downloads
Nicholas Kilimani
201560: Energy Demand in South Africa: Is it Asymmetric?
Rangan Gupta, Roula Inglesi-Lotz and John Muteba Mwamba
201559: Is Gold an Inflation-Hedge? Evidence from an Interrupted Markov-Switching Cointegration Model
Goodness Aye, Tsangyao Chang and Rangan Gupta
201558: The Role of Economic Policy Uncertainty in Predicting U.S. Recessions: A Mixed-Frequency Markov-Switching Vector Autoregressive Approach Downloads
Mehmet Balcilar, Rangan Gupta and Mawuli Segnon
201557: A New International Database on Financial Fragility Downloads
Svetlana Andrianova, Badi Baltagi, Thorsten Beck, Panicos Demetriades, David Fielding, Stephen Hall, Steven Koch, Robert Lensink, Johan Rewilak and Peter Rousseau
201556: The Demand for Reproductive Health Care Downloads
Gauthier Kashalala and Steven Koch
201555: Globalisation and Conflicts: A Theoretical Approach Downloads
Bonginkosi Mamba, Andre Jordaan and Matthew Clance
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