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Working Papers

from University of Pretoria, Department of Economics
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201528: Persistence, Mean-Reversion and Non-Linearities in CO2 Emissions: The Cases of China, India, UK and US Downloads
Luis Gil-Alana, Juncal Cunado and Rangan Gupta
201527: The Short Term Economic Impact of Levying E-Tolls on Industries Downloads
Francois Stofberg and Jan van Heerden
201526: Education and Fertility: Panel Evidence from sub-Saharan Africa Downloads
Carolyn Chisadza and Manoel Bittencourt
201525: How Independent are the South African Reserve Bank’s Monetary Policy Decisions? Evidence from a Global New-Keynesian DSGE Model Downloads
Annari De Waal, Rangan Gupta and Charl Jooste
201524: International Stock Return Predictability: Is the Role of U.S. Time-Varying? Downloads
Goodness Aye, Mehmet Balcilar and Rangan Gupta
201523: Time-Frequency Relationship between U.S. Output with Commodity and Asset Prices Downloads
Aviral Tiwari, Claudiu Albulescu and Rangan Gupta
201522: The Role of News-Based Uncertainty Indices in Predicting Oil Markets: A Hybrid Nonparametric Quantile Causality Method Downloads
Mehmet Balcilar, Stelios Bekiros and Rangan Gupta
201521: Dynamic Spillovers in the United States: Stock Market, Housing, Uncertainty and the Macroeconomy Downloads
Nikolaos Antonakakis, Christophe Andre and Rangan Gupta
201520: Seasonality and Fractional Integration in the Sea Level Rise and Surface Temperature Data along the Barrier Coast of Nigeria Downloads
OlaOluwa Yaya, Luis Gil-Alana, Oluwatoyin Fashae and Rangan Gupta
201519: The Time-Series Linkages between US Fiscal Policy and Asset Prices Downloads
Ghassen El Montasser, Rangan Gupta, Charl Jooste and Stephen Miller
201518: Oil Price Forecastability and Economic Uncertainty
Stelios Bekiros, Rangan Gupta and Alessia Paccagnini
201517: Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa Downloads
Mehmet Balcilar, Rangan Gupta, Renee van Eyden, Kirsten Thompson and Anandamayee Majumdar
201516: The Macroeconomic Effects of Uncertainty Shocks in India
Lumengo Bonga-Bonga, Rangan Gupta and Charl Jooste
201515: Modeling Persistence of Carbon Emission Allowance Prices Downloads
Luis Gil-Alana, Fernando Perez de Gracia and Rangan Gupta
201514: Causality and Contagion in EMU Sovereign Bonds Revisited: Novel Evidence from Nonlinear Causality Tests Downloads
Vassilios Babalos, Rangan Gupta, Clement Kyei and Evangelos Poutos
201513: A Categorisation and Evaluation of Rhino Management Policies Downloads
Douglas Crookes and James Blignaut
201512: Forecasting the US CPI: Does Nonlinearity Matter? Downloads
Marcos Álvarez-Díaz and Rangan Gupta
201511: Modeling and Forecasting Crude Oil Price Volatility: Evidence from Historical and Recent Data
Thomas Lux, Mawuli Segnon and Rangan Gupta
201510: Do Precious Metal Prices Help in Forecasting South African Inflation? 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
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
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
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
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
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
Adnen Ben Nasr, Rangan Gupta and Joao Sato
201465: A Life-Cycle Model with Ambiguous Survival Beliefs Downloads
Max Groneck and Alexander Ludwig
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