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Working Papers

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
201640: Globalisation and Conflict: Evidence from Sub-Saharan Africa Downloads
Carolyn Chisadza and Manoel Bittencourt
201639: Components of Economic Policy Uncertainty and Predictability of US Stock Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantile Approach Downloads
Nikolaos Antonakakis, Mehmet Balcilar, Rangan Gupta and Clement Kyei
201638: The Effect of Investor Sentiment on Gold Market Dynamics Downloads
Mehmet Balcilar, Matteo Bonato, Riza Demirer and Rangan Gupta
201637: Does Economic Policy Uncertainty Forecast Real Housing Returns in a Panel of OECD Countries? A Bayesian Approach Downloads
Christina Christou, Rangan Gupta and Christis Hassapis
201636: Structural Breaks in Renewable Energy in South Africa: A Bai and Perron Break Test Application Downloads
Jaco Weideman and Roula Inglesi-Lotz
201635: Are Housing Price Cycles Asymmetric? Evidence from the US States and Metropolitan Areas Downloads
Christophe Andre, Rangan Gupta and John Muteba Mwamba
201634: Can Weather Conditions in New York Predict South African Stock Returns? Downloads
Nicholas Apergis and Rangan Gupta
201633: Dynamic Inconsistency, Falling Cost of Capital Relocation and Preferential Taxation of Foreign Capital Downloads
Kaushal Kishore
201632: A Note on Home Bias and the Gain from Non-Preferential Taxation Downloads
Kaushal Kishore
201631: Does U.S. News Impact Asian Emerging Markets? Evidence from Nonparametric Causality-in-Quantiles Test Downloads
Mehmet Balcilar, Esin Cakan and Rangan Gupta
201630: Are Preferential Tax Holidays Dynamic Inconsistent? Downloads
Kaushal Kishore
201629: Price Convergence Patterns across U.S. States Downloads
Christina Christou, Juncal Cunado and Rangan Gupta
201628: The Political and Economic Dynamics of Foreign Aid: A Case Study of United States and Chinese Aid to Sub-Sahara Africa Downloads
Kafayat Amusa, Nara Monkam and Nicola Viegi
201627: A Time Series Analysis of Long Island Sound Lobster Fishery Downloads
Zinnia Mukherjee, Dipak Dey and Rangan Gupta
201626: Do Terror Attacks Predict Gold Returns? Evidence from a Quantile-Predictive-Regression Approach Downloads
Rangan Gupta, Anandamayee Majumdar, Christian Pierdzioch and Mark Wohar
201625: Testing the Efficiency of the Art Market using Quantile-Based Unit Root Tests with Sharp and Smooth Breaks Downloads
Goodness Aye, Tsangyao Chang, Wen-Yi Chen, Rangan Gupta and Mark Wohar
201624: Periodically Collapsing Bubbles in the South African Stock Market
Mehmet Balcilar, Rangan Gupta, Charl Jooste and Mark Wohar
201623: Emerging Multinational Corporations: A Prominent Player in the Global Economy Downloads
Mustafa Sakr and Andre Jordaan
201622: Forecasting Equity Premium in a Panel of OECD Countries: The Role of Economic Policy Uncertainty Downloads
Christina Christou and Rangan Gupta
201621: Pareto Optimality and Indeterminacy of General Equilibrium under Knightian Uncertainty Downloads
Wei Ma
201620: Effectiveness of Monetary Policy in the Euro Area: The Role of US Economic Policy Uncertainty Downloads
Mehmet Balcilar, Riza Demirer, Rangan Gupta and Reneé van Eyden
201619: The Relationship between Commodity Markets and Commodity Mutual Funds: A Wavelet-Based Analysis Downloads
Nikolaos Antonakakis, Tsangyao Chang, Juncal Cunado and Rangan Gupta
201618: An Analysis of the Relationship between U.S. State Level Carbon Dioxide Emissions and Health Care Expenditure Downloads
Nicholas Apergis, Rangan Gupta, Chi Keung Marco Lau and Zinnia Mukherjee
201617: Market Efficiency of Baltic Stock Markets: A Fractional Integration Approach Downloads
Luis Gil-Alana, Rangan Gupta, Olanrewaju Shittu and OlaOluwa Yaya
201616: Convergence Patterns in Sovereign Bond Yield Spreads: Evidence from the Euro Area Downloads
Nikolaos Antonakakis, Christina Christou, Juncal Cunado and Rangan Gupta
201615: Do Terror Attacks Affect the Dollar-Pound Exchange Rate? A Nonparametric Causality-in-Quantiles Analysis Downloads
Mehmet Balcilar, Rangan Gupta, Christian Pierdzioch and Mark Wohar
201614: Productive Efficiency of Connecticut Long Island Lobster Fishery Using a Finite Mixture Model Downloads
Rangan Gupta, Zinnia Mukherjee and Peter Wanke
201613: The Term Premium as a Leading Macroeconomic Indicator Downloads
Vasilios Plakandaras, Periklis Gogas, Theophilos Papadimitriou and Rangan Gupta
201612: The Role of Current Account Balance in Forecasting the US Equity Premium: Evidence from a Quantile Predictive Regression Approach
Rangan Gupta, Anandamayee Majumdar and 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 Downloads
Lumengo Bonga-Bonga, Jean Luc Erero and Rangan Gupta
201610: The Efficiency of the Art Market: Evidence from Variance Ratio Tests, Linear and Nonlinear Fractional Integration Approaches Downloads
Goodness Aye, Luis Gil-Alana, Rangan Gupta and Mark Wohar
201609: Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations Downloads
Mehmet Balcilar, Riza Demirer and Rangan Gupta
201608: Terror Attacks and Stock-Market Fluctuations: Evidence Based on a Nonparametric Causality-in-Quantiles Test for the G7 Countries
Mehmet Balcilar, Rangan Gupta, Christian Pierdzioch and Mark Wohar
201607: Revisiting the Twin Deficits Hypothesis: A Quantile Cointegration Analysis over the Period of 1791-2013
Nikolaos Antonakakis, Juncal Cunado, Rangan Gupta and Mawuli Segnon
201606: LPPLS Bubble Indicators over Two Centuries of the S&P 500 Index
Qunzhi Zhang, Didier Sornette, Mehmet Balcilar, Rangan Gupta, Zeynel Ozdemir and Ibrahim Yetkiner
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
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
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
Page updated 2016-05-30
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