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Working Papers

from University of Pretoria, Department of Economics
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201415: Forecasting the Price of Gold Using Dynamic Model Averaging Downloads
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 Downloads
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
201408: Dutch Disease Effect of Oil Rents on Agriculture Value Added in MENA Countries
Nicholas Apergis, Ghassen El Montasser, Emmanuel Owusu-Sekyere, Ahdi Noomen Ajmi and Rangan Gupta
201407: Testing for Multiple Bubbles in the BRICS Stock Markets Downloads
Tsangyao Chang, Goodness Aye and Rangan Gupta
201406: Nonlinear Econometric Approaches in Testing PPP of SADC Economies towards Monetary Union Downloads
Mulatu Zerihun, Marthinus Christoffel Breitenbach and 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 Downloads
Heinrich Bohlmann and Marthinus Christoffel Breitenbach
201404: Primary Education and Fertility Rates in Southern Africa: Evidence from Before the Demographic Transition Downloads
Manoel Bittencourt
201403: Is Democracy Eluding Sub-Saharan Africa? Downloads
Carolyn Chisadza and Manoel Bittencourt
201402: Education and Fertility: Panel Time-Series Evidence from Southern Africa Downloads
Manoel Bittencourt
201401: Does the Price of Oil Help Predict Inflation in South Africa? Historical Evidence Using a Frequency Domain Approach
Rangan Gupta and Patrick Kanda
201388: Do the Poor Benefit from Devolution Policies? Evidences from Quantile Treatment Effect Evaluation of Joint Forest Management Downloads
Dambala Gelo, Steven Fredric Koch and Edwin Muchapondwah
201387: Democracy and Education: Evidence from the Southern African Development Community Downloads
Manoel Bittencourt
201386: Convergence of Greenhouse Gas Emissions among G7 Countries
Ghassen El Montasser, Roula Inglesi-Lotz and Rangan Gupta
201385: Detecting Predictable Non-linear Dynamics in Dow Jones Industrial Average and Dow Jones Islamic Market Indices using Nonparametric Regressions
Marcos Álvarez-Díaz, Shawkat Hammoudeh and Rangan Gupta
201384: Volatility Transmission between Islamic and Conventional Equity Markets: Evidence from Causality-in-Variance Test Downloads
Saban Nazlioglu, Shawkat Hammoudeh and Rangan Gupta
201383: Testing the Out-of-Sample Forecasting Ability of a Financial Conditions Index for South Africa Downloads
Kirsten Thompson, Renee van Eyden and Rangan Gupta
201382: Does Sunspot Numbers Cause Global Temperatures? Evidence from a Frequency Domain Causality Test
Rangan Gupta, Luis Alberiko Gil-Alana and OlaOluwa Yaya
201381: Can the Sharia-Based Islamic Stock Market Returns be Forecasted Using Large Number of Predictors and Models? Downloads
Rangan Gupta, Shawkat Hammoudeh, Beatrice Simo-Kengne and Soodabeh Sarafrazi
Ghassen El Montasser, Ahdi Noomen Ajmi, Tsangyao Chang, Beatrice Simo-Kengne, Christophe André and Rangan Gupta
201379: On the impossibility of insider trade in rational expectations equilibria Downloads
Alexander Zimper
201378: Fiscal Decentralisation and Poverty in South Africa: Evidence from Panel Data Analysis
Tebogo Moche, Nara Monkam and Goodness Aye
201377: Are there Housing Bubbles in South Africa? Evidence from SPSM-Based Panel KSS Test with a Fourier Function
Tsangyao Chang, Wen-Chi Liu, Goodness Aye and Rangan Gupta
201376: Assessing Fiscal Capacity at the Local Government Level in South Africa Downloads
Margaret Chitiga-Mabugu and Nara Monkam
201375: Persistence and Cycles in Historical Oil Prices Data
Luis Alberiko Gil-Alana and Rangan Gupta
201374: DSGE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa
Rangan Gupta, Patrick Kanda, Mampho Modise and Alessia Paccagnini
201373: Causal relationship between nuclear energy consumption and economic growth in the G6 countries: Evidence from panel Granger causality tests
Tsangyao Chang, Fabrice Gatwabuyege, Rangan Gupta, Roula Inglesi-Lotz, Nangamso Manjezi and Beatrice Simo-Kengne
201372: The causal relationship between renewable energy consumption and economic growth: Evidence from the G7 countries
Tsangyao Chang, Rangan Gupta, Roula Inglesi-Lotz, Beatrice Simo-Kengne, Devon Smithers and Amy Trembling
201371: Panel Granger causality between oil consumption and GDP: Evidence from the BRICS countries
Tsangyao Chang, Olorato Gadinabokao, Rangan Gupta, Roula Inglesi-Lotz, Pervan Kanniah and Beatrice Simo-Kengne
201370: The causal relationship between natural gas consumption and economic growth: Evidence from the G7 countries
Tsangyao Chang, Rangan Gupta, Roula Inglesi-Lotz, Lilian Masabala, Beatrice Simo-Kengne and Jaco Weideman
201369: The causal relationship between coal consumption and economic growth in the BRICS countries: Evidence from panel Granger causality tests
Tsangyao Chang, Frederick Deale, Rangan Gupta, Roulof Hefer, Roula Inglesi-Lotz and Beatrice Simo-Kengne
201368: Oil Price Uncertainty and Manufacturing Production in South Africa
Goodness Aye, Vincent Dadam, Rangan Gupta and Bonginkosi Mamba
201367: Testing the Impact of Exchange Rate Uncertainty on Exports in South Africa
Goodness Aye, Rangan Gupta, Prudence Moyo and Nehrunaman Pillay
201366: Biased Bayesian learning with an application to the risk-free rate puzzle Downloads
Alexander Ludwig and Alexander Zimper
201365: The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains Downloads
Tsangyao Chang, Xiao-lin Li, Stephen M. Miller, Mehmet Balcilar and Rangan Gupta
201364: The impact of statistical learning on violations of the sure-thing principle Downloads
Nicky Nicholls, Aylit Romm and Alexander Zimper
201363: Time-Varying Linkages between Tourism Receipts and Economic Growth in South Africa Downloads
Mehmet Balcilar, Renee van Eyden, Roula Inglesi-Lotz and Rangan Gupta
201362: Forecasting Real House Price of the U.S.: An Analysis Covering 1890 to 2012
Goodness Aye and Rangan Gupta
201361: Causality between Economic Policy Uncertainty across Countries: Evidence from Linear and Nonlinear Tests
Ahdi Noomen Ajmi, Rangan Gupta and Patrick Kanda
201360: Are Stock Prices Related to Political Uncertainty Index in OECD Countries? Evidence from Bootstrap Panel Causality Test
Tsangyao Chang, Wen-Yi Chen, Rangan Gupta and Duc Khuong Nguyen
201359: Comovement in Euro Area Housing Prices: A Fractional Cointegration Approach
Christophe André, Luis Alberiko Gil-Alana and Rangan Gupta
201358: Causality between US Economic Policy and Equity Market Uncertainties: Evidence from Linear and Nonlinear Tests
Ahdi Noomen Ajmi, Goodness Aye, Mehmet Balcilar, Ghassen El Montasser and Rangan Gupta
201357: Modeling the Volatility of the Dow Jones Islamic Market World Index Using a Fractionally Integrated Time Varying GARCH (FITVGARCH) Model
Adnen Ben Nasr, Ahdi Noomen Ajmi and Rangan Gupta
201356: On the Welfare Equivalence of Asset Markets and Banking in Diamond Dybvig Economies Downloads
Alexander Zimper
201355: Research Output and Economic Growth in 34 OECD countries: A Bootstrap Panel Causality Exercise
Hamilton Ntuli, Roula Inglesi-Lotz, Tsangyao Chang and Anastassios Pouris
201354: Inflation and Economic Growth in the SADC: Some Panel Time-Series Evidence Downloads
Manoel Bittencourt, Renee van Eyden and Monaheng Seleteng
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