Details about Renee van Eyden
E-mail: |
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Postal address: | Department of Economics, University of Pretoria, Private Bag x20, Hatfield, 0028, South Africa |
Workplace: | Department of Economics, Faculty of Economic and Management Sciences, University of Pretoria, (more information at EDIRC)
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Access statistics for papers by Renee van Eyden.
Last updated 2022-12-16. Update your information in the RePEc Author Service.
Short-id: pey11
Jump to Journal Articles
Working Papers
2022
- Investor Sentiment and Multi-Scale Positive and Negative Stock Market Bubbles in a Panel of G7 Countries
Working Papers, University of Pretoria, Department of Economics
- Is Inflation Uncertainty a Self-Fulfilling Prophecy? The Inflation-Inflation Uncertainty Nexus and Inflation Targeting in South Africa
Working Papers, University of Pretoria, Department of Economics
- The Heterogeneous Impact of Temperature Growth on Real House Price Returns across the US States
Working Papers, University of Pretoria, Department of Economics
2021
- Climate Risks and U.S. Stock-Market Tail Risks: A Forecasting Experiment Using over a Century of Data
Working Papers, University of Pretoria, Department of Economics
- Firm-level Business Uncertainty and the Predictability of the Aggregate U.S. Stock Market Volatility during the COVID-19 Pandemic
Working Papers, University of Pretoria, Department of Economics
- Fostering Human Empowerment through Education: The Road to Progressive Political Institutions
Working Papers, University of Pretoria, Department of Economics
- Rare Disaster Risks and Volatility of the Term-Structure of US Treasury Securities: The Role of El Nino and La Nina Events
Working Papers, University of Pretoria, Department of Economics
- The Effect of Macroeconomic Uncertainty on Housing Returns and Volatility: Evidence from US State-Level Data
GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit View citations (1)
Also in Working Papers, University of Pretoria, Department of Economics (2021) View citations (1)
2020
- A Sequence to Reverse Poverty: Institutions, State Capacity and Human Empowerment
Working Papers, University of Pretoria, Department of Economics
- The Impact of Disaggregated Oil Shocks on State-Level Consumption of the United States
Working Papers, University of Pretoria, Department of Economics View citations (2)
See also Journal Article in Applied Economics Letters (2021)
- The Impact of Disaggregated Oil Shocks on State-Level Real Housing Returns of the United States: The Role of Oil Dependence
Working Papers, University of Pretoria, Department of Economics
See also Journal Article in Finance Research Letters (2021)
2019
- Impact of Oil Price Volatility on State-Level Consumption of the United States: The Role of Oil Dependence
Working Papers, University of Pretoria, Department of Economics View citations (1)
2018
- Oil Price Volatility and Economic Growth: Evidence from Advanced OECD Countries using over One Century of Data
Working Papers, University of Pretoria, Department of Economics View citations (2)
2016
- Effectiveness of Monetary Policy in the Euro Area: The Role of US Economic Policy Uncertainty
Working Papers, University of Pretoria, Department of Economics View citations (8)
2015
- Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa
Working Papers, Eastern Mediterranean University, Department of Economics View citations (2)
Also in Working Papers, University of Pretoria, Department of Economics (2015) View citations (6)
See also Journal Article in The Quarterly Review of Economics and Finance (2018)
- Inflation-Growth Nexus in Africa: Evidence from a Pooled CCE Multiple Regime Panel Smooth Transition Model
Working Papers, University of Pretoria, Department of Economics View citations (3)
2014
- Causality between Inflation and Inflation Uncertainty in South Africa: Evidence from a Markov-Switching Vector Autoregressive Model
Working Papers, University of Pretoria, Department of Economics View citations (6)
See also Journal Article in Emerging Markets Review (2015)
- Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach
Working Papers, University of Pretoria, Department of Economics View citations (9)
Also in Working Papers, Eastern Mediterranean University, Department of Economics (2014) View citations (2) Working Papers, Eastern Mediterranean University, Department of Economics (2014) View citations (9)
See also Journal Article in Journal of International Financial Markets, Institutions and Money (2016)
- The impact of oil price on South African GDP growth: A Bayesian Markov Switching-VAR analysis
Working Papers, Eastern Mediterranean University, Department of Economics View citations (3)
Also in Working Papers, University of Pretoria, Department of Economics (2014) View citations (3)
See also Journal Article in African Development Review (2017)
2013
- Do we need a global VAR model to forecast inflation and output in South Africa?
Working Papers, University of Pretoria, Department of Economics View citations (2)
See also Journal Article in Applied Economics (2015)
- FORECASTING THE RAND-DOLLAR AND RAND-POUND EXCHANGE RATES USING DYNAMIC MODEL AVERAGING
Working Papers, University of Pretoria, Department of Economics View citations (3)
- Identifying a financial conditions index for South Africa
Working Papers, University of Pretoria, Department of Economics View citations (3)
- Inflation and Economic Growth in the SADC: Some Panel Time-Series Evidence
Working Papers, University of Pretoria, Department of Economics
- Military Expenditure, Economic Growth and Structural Instability: A Case Study of South Africa
Working Papers, University of Pretoria, Department of Economics
See also Journal Article in Defence and Peace Economics (2014)
- Testing the Out-of-Sample Forecasting Ability of a Financial Conditions Index for South Africa
Working Papers, University of Pretoria, Department of Economics View citations (4)
See also Journal Article in Emerging Markets Finance and Trade (2015)
- The impact of economic shocks in the rest of the world on South Africa: Evidence from a global VAR
Working Papers, University of Pretoria, Department of Economics View citations (9)
See also Journal Article in Emerging Markets Finance and Trade (2016)
- The impact of economic shocks in the rest of the world on South Africa: Evidence from a global VAR model
EcoMod2013, EcoMod View citations (3)
- Time-Varying Linkages between Tourism Receipts and Economic Growth in South Africa
Working Papers, University of Pretoria, Department of Economics
See also Journal Article in Applied Economics (2014)
2012
- Monetary policy and inflation in South Africa: A VECM augmented with foreign variables
Working Papers, University of Pretoria, Department of Economics View citations (2)
See also Journal Article in South African Journal of Economics (2014)
- Predictive Ability of Competing Models for South Africa’s Fixed Business Non- Residential Investment Spending
Working Papers, University of Pretoria, Department of Economics
- The monetary transmission mechanism in South Africa: A VECM augmented with foreign variables
EcoMod2012, EcoMod
2011
- Intertemporal portfolio allocation and hedging demand: An application to South Africa
Working Papers, University of Pretoria, Department of Economics View citations (1)
See also Journal Article in Journal of Business Economics and Management (2014)
- REMITTANCES AND THE DUTCH DISEASE IN SUB-SAHARAN AFRICA: A DYNAMIC PANEL APPROACH
Working Papers, University of Pretoria, Department of Economics View citations (1)
See also Journal Article in Contemporary Economics (2014)
- Remittance Inflows to Sub-Saharan Africa: The Case of SADC
Working Papers, University of Pretoria, Department of Economics View citations (5)
- What Drives Remittance Inflows to Sub-Saharan Africa? A Dynamic Panel Approach
Working Papers, University of Pretoria, Department of Economics View citations (10)
2009
- Social Ingredients and Conditional Convergence in the Study of Sectoral Growth
Working Papers, University of Pretoria, Department of Economics
2008
- Conditional Loss Estimation Using a South African Global Error Correcting Macroeconometric Model
Working Papers, University of Pretoria, Department of Economics View citations (1)
- Exchange Rate Puzzles: A Review of the Recent Theoretical and Empirical Developments
Working Papers, University of Pretoria, Department of Economics
See also Journal Article in The IUP Journal of Monetary Economics (2010)
- Half-Life Deviations from PPP in the SADC
Working Papers, University of Pretoria, Department of Economics View citations (2)
- Market Microstructure Approach to the Exchange Rate Determination Puzzle
Working Papers, University of Pretoria, Department of Economics
See also Journal Article in The IUP Journal of Monetary Economics (2009)
- Testing for Fractional Integration in SADC Real Exchange Rates
Working Papers, University of Pretoria, Department of Economics View citations (4)
- Testing for PPP Using SADC Real Exchange Rates
Working Papers, University of Pretoria, Department of Economics View citations (1)
See also Journal Article in South African Journal of Economics (2009)
2007
- Linking Global Economic Dynamics to a South African-Specific Credit Risk Correlation Model
Working Papers, University of Pretoria, Department of Economics
See also Journal Article in Economic Modelling (2009)
2006
- Does South Africa Have the Potential and Capacity to Grow at 7 Per Cent?: A Labour Market Perspective
Working Papers, University of Pretoria, Department of Economics View citations (4)
- Modeling the Marginal Revenue of Water in Selected Agricultural Commodities: A Panel Date Approach
Working Papers, University of Pretoria, Department of Economics View citations (2)
See also Journal Article in Agrekon (2006)
Journal Articles
2022
- CONTAGION ACROSS FINANCIAL MARKETS DURING COVID-19: A LOOK AT VOLATILITY SPILLOVERS BETWEEN THE STOCK AND FOREIGN EXCHANGE MARKETS IN SOUTH AFRICA
Annals of Financial Economics (AFE), 2022, 17, (01), 1-46
2021
- The impact of disaggregated oil shocks on state-level consumption of the United States
Applied Economics Letters, 2021, 28, (21), 1818-1824 View citations (1)
See also Working Paper (2020)
- The impact of disaggregated oil shocks on state-level real housing returns of the United States: The role of oil dependence
Finance Research Letters, 2021, 43, (C) View citations (3)
See also Working Paper (2020)
2019
- Oil price volatility and economic growth: Evidence from advanced economies using more than a century’s data
Applied Energy, 2019, 233-234, 612-621 View citations (85)
2018
- Comparing the forecasting ability of financial conditions indices: The case of South Africa
The Quarterly Review of Economics and Finance, 2018, 69, (C), 245-259 View citations (6)
See also Working Paper (2015)
- Inflation–growth nexus: evidence from a pooled CCE multiple-regime panel smooth transition model
Empirical Economics, 2018, 54, (3), 913-944 View citations (8)
2017
- The Impact of Oil Price on South African GDP Growth: A Bayesian Markov Switching-VAR Analysis
African Development Review, 2017, 29, (2), 319-336 View citations (25)
See also Working Paper (2014)
- The impact of US policy uncertainty on the monetary effectiveness in the Euro area
Journal of Policy Modeling, 2017, 39, (6), 1052-1064 View citations (19)
2016
- Testing the asymmetric effects of financial conditions in South Africa: A nonlinear vector autoregression approach
Journal of International Financial Markets, Institutions and Money, 2016, 43, (C), 30-43 View citations (21)
See also Working Paper (2014)
- The Impact of Economic Shocks in the Rest of the World on South Africa: Evidence from a Global VAR
Emerging Markets Finance and Trade, 2016, 52, (3), 557-573 View citations (1)
See also Working Paper (2013)
2015
- Can We Beat the Random-Walk Model for the South African Rand–U.S. Dollar and South African Rand–UK Pound Exchange Rates? Evidence from Dynamic Model Averaging
Emerging Markets Finance and Trade, 2015, 51, (3), 502-524 View citations (3)
- Causality between inflation and inflation uncertainty in South Africa: Evidence from a Markov-switching vector autoregressive model
Emerging Markets Review, 2015, 24, (C), 46-68 View citations (14)
See also Working Paper (2014)
- Do we need a global VAR model to forecast inflation and output in South Africa?
Applied Economics, 2015, 47, (25), 2649-2670 View citations (4)
See also Working Paper (2013)
- Inflation and Economic Growth: Evidence from the Southern African Development Community
South African Journal of Economics, 2015, 83, (3), 411-424 View citations (16)
- Testing the Out-of-Sample Forecasting Ability of a Financial Conditions Index for South Africa
Emerging Markets Finance and Trade, 2015, 51, (3), 486-501 View citations (5)
See also Working Paper (2013)
2014
- Harnessing remittances through formal channels for development in sub-saharan Africa
Journal of Developing Areas, 2014, 48, (3), 321-337 View citations (1)
- Intertemporal portfolio allocation and hedging demand: an application to South Africa
Journal of Business Economics and Management, 2014, 15, (4), 744-775 View citations (1)
See also Working Paper (2011)
- Military expenditure, economic growth and structural instability: a case study of South Africa
Defence and Peace Economics, 2014, 25, (6), 619-633 View citations (16)
See also Working Paper (2013)
- Monetary policy and inflation in South Africa: A VECM augmented with foreign variables
South African Journal of Economics, 2014, 82, (1), 117-140 View citations (3)
See also Working Paper (2012)
- Remittances and the Dutch Disease in Sub-Saharan Africa: A Dynamic Panel Approach
Contemporary Economics, 2014, 8, (3) View citations (5)
See also Working Paper (2011)
- The evolution and contribution of technological progress to the South African economy: Growth accounting and Kalman filter application
Applied Econometrics and International Development, 2014, 14, (1), 175-188 View citations (1)
- Time-varying linkages between tourism receipts and economic growth in South Africa
Applied Economics, 2014, 46, (36), 4381-4398 View citations (18)
See also Working Paper (2013)
2013
- Non-linearities in inflation–growth nexus in the SADC region: A panel smooth transition regression approach
Economic Modelling, 2013, 30, (C), 149-156 View citations (46)
2010
- Exchange Rate Puzzles: A Review of the Recent Theoretical and Empirical Developments
The IUP Journal of Monetary Economics, 2010, VIII, (1 & 2), 77-112
See also Working Paper (2008)
- Loan Portfolio Conditional Loss Estimation Using an Error-Correcting Macroeconometric Model
The African Finance Journal, 2010, 12, (2), 28-49 View citations (1)
2009
- Half-Life Deviations from PPP in the South African Development Community (SADC)
Applied Econometrics and International Development, 2009, 9, (1) View citations (3)
- Linking global economic dynamics to a South African-specific credit risk correlation model
Economic Modelling, 2009, 26, (5), 1000-1011 View citations (11)
See also Working Paper (2007)
- Market Microstructure Approach to the Exchange Rate Determination Puzzle
The IUP Journal of Monetary Economics, 2009, VII, (3-4), 101-115 View citations (2)
See also Working Paper (2008)
- TESTING FOR FRACTIONAL INTEGRATION IN SOUTHERN AFRICAN DEVELOPMENT COMMUNITY REAL EXCHANGE RATES
South African Journal of Economics, 2009, 77, (4), 531-537 View citations (1)
- TESTING FOR PPP USING SADC REAL EXCHANGE RATES
South African Journal of Economics, 2009, 77, (3), 351-362 View citations (7)
See also Working Paper (2008)
2006
- Modelling the marginal revenue of water in selected agricultural commodities: A panel data approach
Agrekon, 2006, 45, (1), 11 View citations (4)
See also Working Paper (2006)
2005
- CAPITAL MOBILITY IN SUB‐SAHARAN AFRICA: A PANEL DATA APPROACH
South African Journal of Economics, 2005, 73, (1), 22-35 View citations (19)
2003
- A LABOUR MODEL FOR SOUTH AFRICA
South African Journal of Economics, 2003, 71, (1), 49-76 View citations (5)
2001
- VARIABLE PARAMETER ESTIMATION OF CONSUMER PRICE EXPECTATIONS FOR THE SOUTH AFRICAN ECONOMY
South African Journal of Economics, 2001, 69, (1), 1-39
1995
- An Econometric Model for Monetary Policy in South Africa
South African Journal of Economics, 1995, 63, (4), 317-329 View citations (3)
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