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Working Papers

from University of Pretoria, Department of Economics
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201458: Persistence in Precious Metal Prices: A Fractional Integration Approach with Structural Breaks Downloads
Luis Gil-Alana, Shinhye Chang, Mehmet Balcilar, Goodness Aye and Rangan Gupta
201457: Time-Varying Persistence in US Inflation Downloads
Massimiliano Caporin and Rangan Gupta
201456: Linkages between Financial Sector CDS Spreads and Macroeconomic Influence in a Nonlinear Setting Downloads
Amine Lahiani, Shawkat Hammoudeh and Rangan Gupta
201455: Inflation Forecasts and Forecaster Herding: Evidence from South African Survey Data Downloads
Christian Pierdzioch, Monique Reid and Rangan Gupta
201454: Real Estate Returns Predictability Revisited: Novel Evidence from the US REITs Market Downloads
Kola Akinsomi, Goodness Aye, Vassilios Babalos, Fotini Economou and Rangan Gupta
201453: Causality between Inflation and Inflation Uncertainty in South Africa: Evidence from a Markov-Switching Vector Autoregressive Model Downloads
Adnen Ben Nasr, Mehmet Balcilar, Ahdi Noomen Ajmi, Goodness Aye, Rangan Gupta and Reneé van Eyden
201452: US Inflation Dynamics on Long Range Data Downloads
Vasilios Plakandaras, Periklis Gogas, Rangan Gupta and Theophilos Papadimitriou
201451: Water Taxation and the Double Dividend Hypothesis Downloads
Nichola Kilimani
201450: Persistence, Mean Reversion and Non-Linearities in US Housing Prices Over 1830-2013 Downloads
Luis Gil-Alana, Rangan Gupta and Ferando Perez de Gracia
201449: The Nexus between Military Expenditures and Economic Growth in the BRICS and the US: A Bootstrap Panel Causality Test Downloads
Ming Zhong, Tsangyao Chang, Samrat Goswami and Rangan Gupta
201448: Revisiting Herding Behavior in REITs: A Regime-Switching Approach Downloads
Vassilios Babalos, Mehmet Balcilar, Rangan Gupta and Nikolaos Philippas
201447: The Growth-Inflation Nexus for the US over 1801-2013: A Semiparametric Approach Downloads
Mehmet Balcilar, Rangan Gupta and Charl Jooste
201446: Has Oil Pirce Predicted Stock Returns for Over a Century? Downloads
Paresh Narayan and Rangan Gupta
201445: Date Stamping Historical Oil Price Bubbles: 1876-2014
Itamar Caspi, Nico Frederick Katzke and Rangan Gupta
201444: Forecasting US Real House Price Returns over 1831-2013: Evidence from Copula Models Downloads
Anandamayee Majumdar and Rangan Gupta
201443: Relationship between Happiness and Smoking: A Bootstrap Panel Causality Test Downloads
Tsangyao Chang, Hsiao-Ping Chu, Frederick Deale and Rangan Gupta
201442: House Values and Proximity to a Landfill: A Quantile Regression Framework Downloads
Mario du Preez, Mehmet Balcilar, Aarifah Razak, Steven Koch and Rangan Gupta
201441: Stock Price Dynamics and the Business Cycle in an Estimated DSGE Model for South Africa Downloads
Michael Paetz and Rangan Gupta
201440: Analysing South Africa's Inflation Persistence Using an ARFIMA Model with Markov-Switching Fractional Differencing Parameter Downloads
Mehmet Balcilar, Rangan Gupta and Charl Jooste
201439: Is the Rand Really Decoupled from Economic Fundamentals? Downloads
Mehmet Balcilar, Rangan Gupta and Charl Jooste
201438: Research Output and Economic Growth in G7 Countries: New Evidence from Asymmetric Panel Causality Testing
Abdulnasser Hatemi-J, Ahdi Noomen Ajmi, Ghassen El Montasser and Rangan Gupta
201437: Parameter Uncertainty and Inflation Dynamics in a Model with Asymmetric Central Bank Preferences Downloads
Laban Chesang and Ruthira Naraidoo
201436: Real Estate Markets and Uncertainty Shocks: A Variance Causality Approach Downloads
Ahdi Noomen Ajmi, Vassilios Babalos, Fotini Economou and Rangan Gupta
201435: An Application of a New Seasonal Unit Root Test for Trending and Breaking Series to Industrial Production of the BRICS
Ghassen El Montasser and Rangan Gupta
201434: The Economic Approach to Fertility: A Causal Mediation Analysis Downloads
Gauthier Tshiswaka Kashalala and Steven koch
201433: Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index?
Mehmet Balcilar, Charl Jooste, Shawkat Hammoudeh, Rangan Gupta and Vassilios Babalos
201432: Endogenous Fluctuations in an Endogenous Growth Model with Inflation Targeting Downloads
Rangan Gupta and Lardo Stander
201431: The Relationship between Population Growth and Economic Growth Over 1870-2013: Evidence from a Bootstrapped Panel-Granger Causality Test Downloads
Tsangyao Chang, Hsiao-Ping Chu, Frederick Deale and Rangan Gupta
201430: Dynamic Relationship between Oil Price and Inflation in South Africa
Mehmet Balcilar, Josine Uwilingiye and Rangan Gupta
201429: Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013
Mehmet Balcilar, Rangan Gupta and Stephen M. Miller
201428: Forecasting the Price of Gold
Hossein Hassani, Emmanuel Silva and Rangan Gupta
201427: Does Sunspot Numbers Cause Global Temperatures? A Reconsideration Using a Non-Parametric Causality Test
Hossein Hassani, Rangan Gupta, Xu Huang and Mansi Ghodsi
201426: Can Debt Ceiling and Government Shutdown Predict US Real Stock Returns? A Boot-strap Rolling-Window Approach
Goodness Aye, Mehmet Balcilar, Ghassen El Montasser, Rangan Gupta and Nangamso Manjezi
201425: Does the South African Reserve Bank (SARB) Respond to Oil Price Movements? Historical Evidence from the Frequency Domain
Goodness Aye, Olorato Gadinabokao and Rangan Gupta
201424: Using a Natural Experiment to Examine Tobacco Tax Regressivity Downloads
Adel Bosch and Steven Fredric Koch
201423: A Reinvestigation of the Oil Price and Consumer Price Nexus in South Africa: An Asymmetric Causality Approach
Ahdi Noomen Ajmi, Vassilios Babalos, Rangan Gupta and Roulof Hefer
201422: Does Debt Ceiling and Government Shutdown Help in Forecasting the US Equity Risk Premium?
Goodness Aye, Frederick Deale and Rangan Gupta
201421: Convergence in U.S. Metropolitan Statistical Areas
Ghassen El Montasser, Rangan Gupta and Devon Smithers
201420: Is the South African Reserve Bank Influenced by Exchange Rates when Setting Interest Rates?
Charl Jooste and Rangan Gupta
201419: A Time-Varying Approach of the US Welfare Cost of Inflation Downloads
Stephen M. Miller, Luis F. Martins and Rangan Gupta
201418: Forecasting the U.S. Real House Price Index Downloads
Vasilios Plakandaras, Rangan Gupta, Periklis Gogas and Theophilos Papadimitriou
201417: Assessing Regional Variations in the Effect of the Removal of User Fees on Institutional Deliveries in Rural Zambia Downloads
Chitalu Chama-Chiliba and Steven Fredric Koch
201416: Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation Downloads
Pejman Bahramian, Mehmet Balcilar, Rangan Gupta and Patrick Tunda Kanda
201415: Forecasting the Price of Gold Using Dynamic Model Averaging
Goodness Aye, Rangan Gupta, Shawkat Hammoudeh and Won Joong Kim
201414: Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach Downloads
Mehmet Balcilar, Kirsten Thompson, Rangan Gupta and 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
Kuei-Chiu Lee, Hsiao-Ping Chu, Tsangyao Chang, Roula Inglesi-Lotz and Rangan Gupta
201412: Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching Downloads
Adnen Ben Nasr, Thomas Lux, Ahdi Noomen Ajmi and Rangan Gupta
201411: Causal relationship between asset prices and output in the US: Evidence from state-level panel Granger causality test
Furkan Emirmahmutoglu, Nicholas Apergis, Beatrice Simo-Kengne, Tsangyao Chang and Rangan Gupta
201410: Subjective Life Expectancy Downloads
Nicky Nicholls and Alexander Zimper
201409: Volatility Spillover between Energy and Financial Markets
Saban Nazlioglu, Ugur Soytas and Rangan Gupta
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