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Working Papers

from University of Pretoria, Department of Economics
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201510: Do Precious Metal Prices Help in Forecasting South African Infl ation? Downloads
Mehmet Balcilar, Nico Katzke and Rangan Gupta
201509: Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns Downloads
Nikolaos Antonakakis, Rangan Gupta and Christophe Andre
201508: On Economic Uncertainty, Stock Market Predictability and Nonlinear Spillover Effects Downloads
Stelios Bekiros, Rangan Gupta and Clement Kyei
201507: Trends and Cycles in Historical Gold and Silver Prices Downloads
Luis Gil-Alana, Goodness Aye and Rangan Gupta
201506: The Macroeconomic Effects of Government Spending Under Fiscal Foresight Downloads
Charl Jooste and Ruthira Naraidoo
201505: Predicting Stock Returns and Volatility Using Consumption-Aggregate Wealth Ratios: A Nonlinear Approach
Stelios Bekiros and Rangan Gupta
201504: Inflation-Growth Nexus in Africa: Evidence from a Pooled CCE Multiple Regime Panel Smooth Transition Model Downloads
Reneé van Eyden, Tolga Omay and Rangan Gupta
201503: Uncertainty and Crude Oil Returns Downloads
Riadh Aloui, Rangan Gupta and Stephen Miller
201502: Assessment of Monetary Union in SADC: Evidence from Cointegration and Panel Unit Root Tests Downloads
Mulatu Zehirun, Marthinus Breitenbach and Francis Kemegue
201501: The Feldstein-Horioka Puzzle in South Africa: A Fractional Cointegration Approach Downloads
Luis Gil-Alana, Christophe André, Rangan Gupta, Tsangyao Chang and Omid Ranjbar
201486: Causality between Oil and South Africa’s Food Price: Time Varying Approach
Goodness Aye
201485: Oil Price Uncertainty and Savings in South Africa
Diksha Dave and Goodness Aye
201484: Does Oil Price Uncertainty Matter for Stock Returns in South Africa?
Goodness Aye
201483: The Causal Relationship between Energy Consumption and Economic Growth in South Africa: New Evidence from Asymmetric Causality in Frequency Domain
Omid Ranjbar, Tsangyao Chang, Elmarie Nel and Rangan Gupta
201482: Forecasting Home Sales in the Four Census Regions and the Aggregate US Economy Using Singular Spectrum Analysis Downloads
Hossein Hassani, Zara Ghodsi, Rangan Gupta and Mawuli Segnon
201481: Oil Price Shocks and China’s Economy: Reactions of the Monetary Policy to Oil Price Shocks Downloads
Won Joong Kim, Shawkat Hammoudeh, Jun Seog Hyun and Rangan Gupta
201480: Financial Tail Risks and the Shapes of the Extreme Value Distribution: A Comparison between Conventional and Sharia-Compliant Stock Indexes Downloads
John Muteba Mwamba, Shawkat Hammoudeh and Rangan Gupta
201479: Are there Multiple Bubbles in the Ethanol-Gasoline Price Ratio of Brazil? Downloads
Ghassen El Montasser, Rangan Gupta, Andre Martins and Peter Wanke
201478: A Simple Method for Computing Equilibria when Asset Markets Are Incomplete Downloads
Wei Ma
201477: Energy Efficiency of Selected OECD Countries: A Slacks Based Model with Undesirable Outputs Downloads
Nicholas Apergis, Goodness Aye, Carlos Barros, Rangan Gupta and Peter Wanke
201476: Are there Asymmetric Causal Relationships between Tourism and Economic Growth in a Panel of G-7 Countries? Downloads
Abdulnasser Hatemi-J, Rangan Gupta, Axel Kasongo, Thabo Mboweni and Ndivhuho Netshitenzhe
201475: Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality Downloads
Christian Pierdzioch, Monique Reid and Rangan Gupta
201474: Are there Environmental Kuznets Curves for US State-Level CO2 Emissions? Downloads
Nicholas Apergis, Christina Christou and Rangan Gupta
201473: Monetary Integration in SADC: Assessment of Policy Coordination and Real Effective Exchange Rate Stability Downloads
Mulatu Zehirun, Marthinus Breitenbach and Francis Kemegue
201472: The Impact of the 2014 Platinum Mining Strike in South Africa: An Economy-Wide Analysis Downloads
Heinrich Bohlmann, Petor Dixon, Maureen Rimmer and 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 Downloads
Vassilios Babalos, Mehmet Balcilar, Tumisang Loate, Shingie Chisoro and Rangan Gupta
201470: The impact of oil price on South African GDP growth: A Bayesian Markov Switching-VAR analysis Downloads
Mehmet Balcilar, Renee van Eyden, Josine Uwilingiye and Rangan Gupta
201469: Time-Varying Causality between Oil and Commodity Prices in the Presence of Structural Breaks and Nonlinearity Downloads
Rangan Gupta, Gbeada Seu Epse Kean, Mpho Tsebe, Nthabiseng Tsoanamatsie and João Sato
201468: The Relationship between Oil and Agricultural Commodity Prices: A Quantile Causality Approach Downloads
Mehmet Balcilar, Shinhye Chang, Rangan Gupta, Vanessa Kasongo and Clement Kyei
201467: Causal Link between Oil Price and Uncertainty in India Downloads
Ghassen El Montasser, Kenza Aggad, Louise Clark, Rangan Gupta and Shannon Kemp
201466: Is there an Environmental Kuznets Curve for South Africa? A Co-Summability Approach Using a Century of Data Downloads
Adnen Ben Nasr, Rangan Gupta and Joao Sato
201465: A Life-Cycle Model with Ambiguous Survival Beliefs Downloads
Max Groneck and Alexander Ludwig
201464: Optimal Public Investment, Growth, and Consumption: Fresh Evidence from African Countries Downloads
Augustin Fosu, Yoseph Getachew and Thomas Ziesemer
201463: On the Directional Accuracy of Inflation Forecasts: Evidence from South African Survey Data Downloads
Christian Pierdzioch, Monique Reid and Rangan Gupta
201462: Is Real Per Capita State Personal Income Stationary? New Nonlinear, Asymmetric Panel-Data Evidence Downloads
Furkan Emirmahmutoglu, Rangan Gupta, Stephen Miller and Tolga Omay
201461: The Nonparametric Relationship between Oil and South African Agricultural Prices
Ahdi Noomen Ajmi, Rangan Gupta, Monique Kruger, Nicola Schoeman and Leoné Walters
201460: The Role of Economic Policy Uncertainty in Forecasting US Inflation Using a VARFIMA Model Downloads
Mehmet Balcilar, Rangan Gupta and Charl Jooste
201459: The Asymmetric Effect of Oil Price on Growth across US States Downloads
Nicholas Apergis, Alper Aslan, Goodness Aye and Rangan Gupta
201458: Persistence in Precious Metal Prices: A Fractional Integration Approach with Structural Breaks
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
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
Adnen Ben Nasr, Mehmet Balcilar, Ahdi Noomen Ajmi, Goodness Aye, Rangan Gupta and Renee van Eyden
201452: US Inflation Dynamics on Long Range Data
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
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
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