Details about Rangan Gupta

Homepage:	https://sites.google.com/site/ranganguptaeconomics/
Phone:	+27 12 420 3460
Postal address:	Department of Economics, University of Pretoria, Pretoria, 0002, South Africa
Workplace:	Department of Economics, Faculty of Economic and Management Sciences, University of Pretoria, (more information at EDIRC) Institut de Préparation à l'Administration et à la Gestion (IPAG) (IPAG Business School), (more information at EDIRC)

Access statistics for papers by Rangan Gupta.

Last updated 2023-05-08. Update your information in the RePEc Author Service.

Short-id: pgu80

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Working Papers

2023

1. Drivers of Realized Volatility for South Africa (and the BRIC Countries): Fundamentals versus Sentiment
   Working Papers, University of Pretoria, Department of Economics
2. Geopolitical Risk and Inflation Spillovers across European and North American Economies
   Working Papers, University of Pretoria, Department of Economics
3. Monetary Policy Shocks and Multi-Scale Positive and Negative Bubbles in an Emerging Country: The Case of India
   Working Papers, University of Pretoria, Department of Economics
4. Return Volatility, Correlation, and Hedging of Green and Brown Stocks: Is there a Role for Climate Risk Factors?
   Working Papers, University of Pretoria, Department of Economics
5. Technological Shocks and Stock Market Volatility Over a Century: A GARCH-MIDAS Approach
   Working Papers, University of Pretoria, Department of Economics
6. The Effects of Disaggregate Oil Shocks on Aggregate Expected Skewness of the United States
   Working Papers, University of Pretoria, Department of Economics

2022

7. Bitcoin Prices and the Realized Volatility of US Sectoral Stock Returns
   Working Papers, University of Pretoria, Department of Economics
8. Business Applications and State-Level Stock Market Realized Volatility: A Forecasting Experiment
   Working Papers, University of Pretoria, Department of Economics
9. Climate Change and Inequality
   Working Papers, University of Pretoria, Department of Economics
10. Climate Risks and Forecastability of the Weekly State-Level Economic Conditions of the United States
    Working Papers, University of Pretoria, Department of Economics
11. Climate Risks and Predictability of Commodity Returns and Volatility: Evidence from Over 750 Years of Data
    Working Papers, University of Pretoria, Department of Economics
12. Climate Risks and Predictability of the Trading Volume of Gold: Evidence from an INGARCH Model
    Working Papers, University of Pretoria, Department of Economics
13. Climate Risks and Realized Volatility of Major Commodity Currency Exchange Rates
    Working Papers, University of Pretoria, Department of Economics View citations (2)
    See also Journal Article in Journal of Financial Markets (2023)
14. Climate Risks and State-Level Stock-Market Realized Volatility
    Working Papers, University of Pretoria, Department of Economics
15. Climate Shocks and Wealth Inequality in the United Kingdom: Evidence from Monthly Data
    Working Papers, University of Pretoria, Department of Economics
16. Climate Uncertainty and Carbon Emissions Prices: The Relative Roles of Transition and Physical Climate Risks
    Working Papers, University of Pretoria, Department of Economics View citations (1)
    See also Journal Article in Economics Letters (2022)
17. Contagious Diseases and Gold: Over 700 Years of Evidence from Quantile Regressions
    Working Papers, University of Pretoria, Department of Economics View citations (3)
    See also Journal Article in Finance Research Letters (2022)
18. Do Climate Risks Predict US Housing Returns and Volatility? Evidence from a Quantiles-Based Approach
    Working Papers, University of Pretoria, Department of Economics
19. Do Economic Conditions of U.S. States Predict the Realized Volatility of Oil-Price Returns? A Quantile Machine-Learning Approach
    Working Papers, University of Pretoria, Department of Economics
20. Economic Disasters and Inequality
    Working Papers, University of Pretoria, Department of Economics
21. Forecastability of Agricultural Commodity Futures Realised Volatility with Daily Infectious Disease-Related Uncertainty
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article in JRFM (2022)
22. Forecasting More than Three Centuries of Economic Growth of the United Kingdom: The Role of Climate Risks
    Working Papers, University of Pretoria, Department of Economics
23. Forecasting Multivariate Volatilities with Exogenous Predictors: An Application to Industry Diversification Strategies
    Working Papers, University of Pretoria, Department of Economics
24. Forecasting National Recessions of the United States with State-Level Climate Risks: Evidence from Model Averaging in Markov-Switching Models
    Working Papers, University of Pretoria, Department of Economics
25. Forecasting Returns of Major Cryptocurrencies: Evidence from Regime-Switching Factor Models
    Working Papers, University of Pretoria, Department of Economics View citations (1)
    See also Journal Article in Finance Research Letters (2022)
26. Forecasting Stock Market Volatility with Regime-Switching GARCH-MIDAS: The Role of Geopolitical Risks
    Working Papers, University of Pretoria, Department of Economics View citations (1)
27. Forecasting the Realized Variance of Oil-Price Returns Using Machine-Learning: Is there a Role for U.S. State-Level Uncertainty?
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article in Energy Economics (2022)
28. Hedge and Safe Haven Properties of Gold, US Treasury, Bitcoin, and Dollar/CHF against the FAANA Companies and S&P 500
    Working Papers, University of Pretoria, Department of Economics
29. Herding in International REITs Markets around the COVID-19 Pandemic
    Working Papers, University of Pretoria, Department of Economics
30. Infectious Diseases-Related Uncertainty and the Predictability of Foreign Exchange and Bitcoin Futures Realised Volatility
    Working Papers, University of Pretoria, Department of Economics
31. Inflation-Inequality Puzzle: Is it Still Apparent?
    Working Papers, University of Pretoria, Department of Economics
32. 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
33. Is Real Interest Rate a Monetary Phenomenon in Advanced Economies? Time-Varying Evidence from Over 700 Years of Data
    Working Papers, University of Pretoria, Department of Economics View citations (1)
34. Monetary Policy and Bubbles in G7 Economies: Evidence from a Panel VAR Approach
    Working Papers, University of Pretoria, Department of Economics View citations (1)
35. Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article in Energies (2022)
36. On the Pricing Effects of Bitcoin Mining in the Fossil Fuel Market: The Case of Coal
    Working Papers, University of Pretoria, Department of Economics
37. On the Propagation Mechanism of International Real Interest Rate Spillovers: Evidence from More than 200 Years of Data
    Working Papers, University of Pretoria, Department of Economics
38. Persistence of State-Level Uncertainty of the United States: The Role of Climate Risks
    Working Papers, University of Pretoria, Department of Economics View citations (3)
    See also Journal Article in Economics Letters (2022)
39. Policy Uncertainty and Stock Market Volatility Revisited: The Predictive Role of Signal Quality
    Working Papers, University of Pretoria, Department of Economics
40. Predictability of Economic Slowdowns in Advanced Countries over Eight Centuries: The Role of Climate Risks
    Working Papers, University of Pretoria, Department of Economics
41. Price Effects After One-Day Abnormal Returns and Crises in the Stock Markets
    Working Papers, University of Pretoria, Department of Economics
42. Rare Disaster Risks and Gold over 700 Years: Evidence from Nonparametric Quantile Regressions
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article in Resources Policy (2022)
43. Real-Time Forecast of DSGE Models with Time-Varying Volatility in GARCH Form
    Working Papers, University of Pretoria, Department of Economics
44. Revisiting International House Price Convergence Using House Price Level Data
    Working Papers, University of Pretoria, Department of Economics
45. Safe Havens, Machine Learning, and the Sources of Geopolitical Risk: A Forecasting Analysis Using Over a Century of Data
    Working Papers, University of Pretoria, Department of Economics
46. Stock Market Bubbles and the Forecastability of Gold Returns (and Volatility)
    Working Papers, University of Pretoria, Department of Economics
47. Temperature and Precipitation in the US States: Long Memory, Persistence and Time Trend
    Working Papers, University of Pretoria, Department of Economics
48. Testing the Forecasting Power of Global Economic Conditions for the Volatility of International REITs using a GARCH-MIDAS Approach
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article in The Quarterly Review of Economics and Finance (2023)
49. The Effects of Climate Risks on Economic Activity in a Panel of US States: The Role of Uncertainty
    Working Papers, University of Pretoria, Department of Economics View citations (5)
    See also Journal Article in Economics Letters (2022)
50. The Effects of Conventional and Unconventional Monetary Policy Shocks on US REITs Moments: Evidence from VARs with Functional Shocks
    Working Papers, University of Pretoria, Department of Economics
51. The Heterogeneous Impact of Temperature Growth on Real House Price Returns across the US States
    Working Papers, University of Pretoria, Department of Economics
52. The Pricing Implications of Cryptocurrency Mining on Global Electricity Markets: Evidence from Quantile Causality Tests
    Working Papers, University of Pretoria, Department of Economics
53. The Role of the Monthly ENSO in Forecasting the Daily Baltic Dry Index
    Working Papers, University of Pretoria, Department of Economics View citations (1)
54. Time-Varying Parameter Four-Equation DSGE Model
    Working Papers, University of Pretoria, Department of Economics
55. US Monetary Policy and BRICS Stock Market Bubbles
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article in Finance Research Letters (2023)

2021

56. A Note on Forecasting the Historical Realized Variance of Oil-Price Movements: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios
    Working Papers, University of Pretoria, Department of Economics View citations (4)
    See also Journal Article in Energies (2021)
57. A Note on State-Level Nonlinear Effects of Government Spending Shocks in the US: The Role of Partisan Conflict
    Working Papers, University of Pretoria, Department of Economics
58. A Note on the COVID-19 Shock and Real GDP in Emerging Economies: A Counterfactual Analysis from the Threshold-Augmented Global Vector Autoregressive Model
    Working Papers, University of Pretoria, Department of Economics
59. A robust approach for outlier imputation: Singular Spectrum Decomposition
    Working Papers, University of Pretoria, Department of Economics
60. Bitcoin Mining Activity and Volatility Dynamics in the Power Market
    Working Papers, University of Pretoria, Department of Economics View citations (1)
    See also Journal Article in Economics Letters (2021)
61. Climate Risk and the Volatility of Agricultural Commodity Price Fluctuations: A Forecasting Experiment
    Working Papers, University of Pretoria, Department of Economics
62. Climate Risks and Forecastability of the Realized Volatility of Gold and Other Metal Prices
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article in Resources Policy (2022)
63. Climate Risks and Forecasting Stock-Market Returns in Advanced Economies Over a Century
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article in Mathematics (2023)
64. 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
65. Climate Risks and the Realized Volatility Oil and Gas Prices: Results of an Out-of-Sample Forecasting Experiment
    Working Papers, University of Pretoria, Department of Economics View citations (3)
    See also Journal Article in Energies (2021)
66. Commodity Prices and Forecastability of South African Stock Returns Over a Century: Sentiments versus Fundamentals
    Working Papers, University of Pretoria, Department of Economics View citations (1)
67. Conventional and Unconventional Monetary Policy Rate Uncertainty and Stock Market Volatility: A Forecasting Perspective
    Working Papers, University of Pretoria, Department of Economics
68. Disaggregated Oil Shocks and Stock-Market Tail Risks: Evidence from a Panel of 48 Countries
    Working Papers, University of Pretoria, Department of Economics View citations (6)
69. Does Climate Policy Uncertainty Affect Tourism Demand? Evidence from Time-Varying Causality Tests
    Working Papers, University of Pretoria, Department of Economics
70. El Nino and Forecastability of Oil-Price Realized Volatility
    Working Papers, University of Pretoria, Department of Economics View citations (7)
71. El Nino, La Nina, and Forecastability of the Realized Variance of Agricultural Commodity Prices: Evidence from a Machine Learning Approach
    Working Papers, University of Pretoria, Department of Economics
72. El Nino, La Nina, and the Forecastability of the Realized Variance of Heating Oil Price Movements
    Working Papers, University of Pretoria, Department of Economics View citations (2)
    See also Journal Article in Sustainability (2021)
73. Evolving United States Stock Market Volatility: The Role of Conventional and Unconventional Monetary Policies
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article in The North American Journal of Economics and Finance (2022)
74. Exchange Rate Predictability with Nine Alternative Models for BRICS Countries
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article in Journal of Macroeconomics (2022)
75. Financial Inclusion and Gender Inequality in sub-Saharan Africa
    Working Papers, University of Pretoria, Department of Economics
76. Financial Turbulence, Systemic Risk and the Predictability of Stock Market Volatility
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article in Global Finance Journal (2022)
77. Financial Vulnerability and Volatility in Emerging Stock Markets: Evidence from GARCH-MIDAS Models
    Working Papers, University of Pretoria, Department of Economics View citations (2)
78. 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
    See also Journal Article in The Quarterly Review of Economics and Finance (2023)
79. Forecasting International REITs Volatility: The Role of Oil-Price Uncertainty
    Working Papers, University of Pretoria, Department of Economics
80. Forecasting Oil Price over 150 Years: The Role of Tail Risks
    Working Papers, University of Pretoria, Department of Economics View citations (9)
    See also Journal Article in Resources Policy (2022)
81. Forecasting Oil and Gold Volatilities with Sentiment Indicators Under Structural Breaks
    Working Papers, University of Pretoria, Department of Economics View citations (1)
    See also Journal Article in Energy Economics (2022)
82. Forecasting Output Growth of Advanced Economies Over Eight Centuries: The Role of Gold Market Volatility as a Proxy of Global Uncertainty
    Working Papers, University of Pretoria, Department of Economics View citations (2)
    Also in GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit (2021) View citations (2)
    See also Journal Article in Resources Policy (2022)
83. Forecasting Realized Volatility of International REITs: The Role of Realized Skewness and Realized Kurtosis
    Working Papers, University of Pretoria, Department of Economics View citations (2)
    See also Journal Article in Journal of Forecasting (2022)
84. Forecasting Stock-Market Tail Risk and Connectedness in Advanced Economies Over a Century: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article in International Review of Financial Analysis (2022)
85. Forecasting US Output Growth with Large Information Sets
    Working Papers, University of Pretoria, Department of Economics
86. Forecasting the Artificial Intelligence Index Returns: A Hybrid Approach
    Working Papers, University of Pretoria, Department of Economics
87. Forecasting the Realized Variance of Oil-Price Returns: A Disaggregated Analysis of the Role of Uncertainty and Geopolitical Risk
    Working Papers, University of Pretoria, Department of Economics
88. Forecasting the Volatility of Crude Oil: The Role of Uncertainty and Spillovers
    Working Papers, University of Pretoria, Department of Economics View citations (5)
    See also Journal Article in Energies (2021)
89. Geopolitical Risk and Forecastability of Tail Risk in the Oil Market: Evidence from Over a Century of Monthly Data
    Working Papers, University of Pretoria, Department of Economics View citations (12)
    See also Journal Article in Energy (2021)
90. Geopolitical Risks and the High-Frequency Movements of the US Term Structure of Interest Rates
    Working Papers, University of Pretoria, Department of Economics View citations (1)
    See also Journal Article in Annals of Financial Economics (AFE) (2021)
91. Global Evidence of the COVID-19 Shock on Real Equity Prices and Real Exchange Rates: A Counterfactual Analysis with a Threshold-Augmented GVAR Model
    Working Papers, University of Pretoria, Department of Economics View citations (1)
    See also Journal Article in Finance Research Letters (2022)
92. Global Financial Cycle and the Predictability of Oil Market Volatility: Evidence from a GARCH-MIDAS Model
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article in Energy Economics (2022)
93. Gold and the Global Financial Cycle
    Working Papers, University of Pretoria, Department of Economics View citations (1)
94. Government Effectiveness and Covid-19 Pandemic
    Working Papers, University of Pretoria, Department of Economics View citations (5)
    See also Journal Article in Sustainability (2021)
95. High-Frequency Contagion between Aggregate and Regional Housing Markets of the United States with Financial Assets: Evidence from Multichannel Tests
    Working Papers, University of Pretoria, Department of Economics
96. Impact of Housing Policy Uncertainty on Herding Behavior: Evidence from UK's Regional Housing Markets
    Working Papers, University of Pretoria, Department of Economics
97. Income Inequality and House Prices across US States
    GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit
    Also in Working Papers, University of Pretoria, Department of Economics (2021)
98. Integration and Risk Transmission in the Market for Crude Oil: A Time-Varying Parameter Frequency Connectedness Approach
    Working Papers, University of Pretoria, Department of Economics View citations (4)
99. Interest Rate Uncertainty and the Predictability of Bank Revenues
    Working Papers, Copenhagen Business School, Department of Economics
    Also in Working Papers, University of Pretoria, Department of Economics (2020)
    See also Journal Article in Journal of Forecasting (2022)
100. Investor Confidence and Forecastability of US Stock Market Realized Volatility: Evidence from Machine Learning
     Working Papers, University of Pretoria, Department of Economics View citations (2)
     See also Journal Article in Journal of Behavioral Finance (2023)
101. OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Finance Research Letters (2022)
102. Oil Tail Risks and the Forecastability of the Realized Variance of Oil-Price: Evidence from Over 150 Years of Data
     Working Papers, University of Pretoria, Department of Economics View citations (1)
     See also Journal Article in Finance Research Letters (2022)
103. On the Dynamics of International Real Estate Investment Trust Propagation Mechanisms: Evidence from Time-Varying Return and Volatility Connectedness Measures
     Working Papers, University of Pretoria, Department of Economics View citations (4)
104. Out-of-Sample Predictability of Gold Market Volatility: The Role of US Nonfarm Payroll
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in The Quarterly Review of Economics and Finance (2022)
105. Predictability of Tail Risks of Canada and the U.S. Over a Century: The Role of Spillovers and Oil Tail Risks
     Working Papers, University of Pretoria, Department of Economics
106. Predictability of the Realised Volatility of International Stock Markets Amid Uncertainty Related to Infectious Diseases
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in JRFM (2022)
107. Price Effects after One-Day Abnormal Returns in Developed and Emerging Markets: ESG versus Traditional Indices
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in The North American Journal of Economics and Finance (2022)
108. Productivity and GDP: International Evidence of Persistence and Trends Over 130 Years of Data
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Empirical Economics (2023)
109. 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
110. Realized Volatility Spillovers between Energy and Metal Markets: A Time-Varying Connectedness Approach
     Working Papers, University of Pretoria, Department of Economics View citations (2)
111. Revisiting the Kuznets Curve Hypothesis for Tunisia: Carbon Dioxide vs. Ecological Footprint
     Working Papers, University of Pretoria, Department of Economics View citations (1)
112. Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries
     Working Papers, University of Pretoria, Department of Economics View citations (4)
113. Social Capital and Protests in the United States
     Working Papers, University of Pretoria, Department of Economics
114. Structural and Predictive Analyses with a Mixed Copula-Based Vector Autoregression Model
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Journal of Forecasting (2023)
115. Tail Risks and Forecastability of Stock Returns of Advanced Economies: Evidence from Centuries of Data
     Working Papers, University of Pretoria, Department of Economics View citations (9)
116. The (Asymmetric) Effect of El Nino and La Nina on Gold and Silver Prices in a GVAR Model
     Working Papers, University of Pretoria, Department of Economics View citations (1)
     See also Journal Article in Resources Policy (2022)
117. The ENSO Cycle and Forecastability of Global Inflation and Output Growth: Evidence from Standard and Mixed-Frequency Multivariate Singular Spectrum Analyses
     Working Papers, University of Pretoria, Department of Economics
118. The Effect of Macroeconomic Uncertainty on Housing Returns and Volatility: Evidence from US State-Level Data
     Working Papers, University of Pretoria, Department of Economics View citations (1)
     Also in GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit (2021) View citations (1)
     See also Chapter (2022)
119. The Effect of Oil Price Uncertainty Shock on International Equity Markets: Evidence from a GVAR Model
     Working Papers, University of Pretoria, Department of Economics View citations (1)
120. The Effect of Oil Uncertainty Shock on Real GDP of 33 Countries: A Global VAR Approach
     Working Papers, University of Pretoria, Department of Economics View citations (5)
     See also Journal Article in Applied Economics Letters (2023)
121. The Effect of US Uncertainty Shock on International Equity Markets: The Role of the Global Financial Cycle
     Working Papers, University of Pretoria, Department of Economics View citations (1)
122. The Financial US Uncertainty Spillover Multiplier: Evidence from a GVAR Model
     Working Papers, University of Pretoria, Department of Economics View citations (2)
     See also Journal Article in International Finance (2022)
123. The Impact of Oil Price Shocks on Income Inequality: Evidence from State-Level Data of the United States
     Working Papers, University of Pretoria, Department of Economics
124. The Impacts of Oil Price Volatility on Financial Stress: Is the COVID-19 Period Different?
     Working Papers, University of Pretoria, Department of Economics View citations (1)
     See also Journal Article in International Review of Economics & Finance (2023)
125. The Non-Linear Response of US State-Level Tradable and Non-Tradable Inflation to Oil Shocks: The Role of Oil-Dependence
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Research in International Business and Finance (2023)
126. The Time-Varying Impact of Uncertainty Shocks on the Comovement of Regional Housing Prices of the United Kingdom
     Working Papers, University of Pretoria, Department of Economics
127. Uncertainty Related to Infectious Diseases and Forecastability of the Realised Volatility of US Treasury Securities
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Annals of Financial Economics (AFE) (2021)
128. Uncertainty and Forecastability of Regional Output Growth in the United Kingdom: Evidence from Machine Learning
     Working Papers, University of Pretoria, Department of Economics View citations (2)
129. Uncertainty and Predictability of Real Housing Returns in the United Kingdom: A Regional Analysis
     Working Papers, University of Pretoria, Department of Economics View citations (1)
     See also Journal Article in Journal of Forecasting (2022)
130. Uncertainty, Spillovers, and Forecasts of the Realized Variance of Gold Returns
     Working Papers, University of Pretoria, Department of Economics

2020

131. 125 Years of Time-Varying Effects of Fiscal Policy on Financial Markets
     Working papers, University of Connecticut, Department of Economics View citations (4)
     Also in Working Papers, University of Pretoria, Department of Economics (2019) View citations (1)
132. A Note on Investor Happiness and the Predictability of Realized Volatility of Gold
     Working Papers, University of Pretoria, Department of Economics View citations (17)
     See also Journal Article in Finance Research Letters (2021)
133. A Note on Oil Price Shocks and the Forecastability of Gold Realized Volatility
     Working Papers, University of Pretoria, Department of Economics View citations (5)
     See also Journal Article in Applied Economics Letters (2021)
134. A Note on Uncertainty due to Infectious Diseases and Output Growth of the United States: A Mixed-Frequency Forecasting Experiment
     Working Papers, University of Pretoria, Department of Economics View citations (2)
     See also Journal Article in Annals of Financial Economics (AFE) (2022)
135. A Note on the Time-Varying Impact of Global, Region- and Country-Specific Uncertainties on the Volatility of International Trade
     Working Papers, University of Pretoria, Department of Economics
136. Analysing the Impact of Brexit on Global Uncertainty Using Functional Linear Regression with Point of Impact: The Role of Currency and Equity Markets
     Working Papers, University of Pretoria, Department of Economics View citations (1)
     See also Journal Article in The Singapore Economic Review (SER) (2022)
137. Bear, Bull, Sidewalk, and Crash: The Evolution of the US Stock Market Using Over a Century of Daily Data
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Finance Research Letters (2021)
138. COVID-19 Pandemic and Investor Herding in International Stock Markets
     Working Papers, University of Pretoria, Department of Economics View citations (1)
     See also Journal Article in Risks (2021)
139. Do Oil-Price Shocks Predict the Realized Variance of U.S. REITs?
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Energy Economics (2021)
140. Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility in the United Kingdom
     Working Papers, University of Pretoria, Department of Economics View citations (4)
     See also Journal Article in Applied Economics Letters (2021)
141. Dynamic Impact of Unconventional Monetary Policy on International REITs
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in JRFM (2021)
142. Effect of Rare Disaster Risks on Crude Oil: Evidence from El Nino from Over 140 Years of Data
     Working Papers, University of Pretoria, Department of Economics View citations (2)
143. Endogenous Long-Term Productivity Performance in Advanced Countries: A Novel Two-Dimensional Fuzzy-Monte Carlo Approach
     Working Papers, University of Pretoria, Department of Economics
144. Estimating U.S. Housing Price Network Connectedness: Evidence from Dynamic Elastic Net, Lasso, and Ridge Vector Autoregressive Models
     Working papers, University of Connecticut, Department of Economics View citations (5)
     Also in Working Papers, University of Pretoria, Department of Economics (2020) View citations (5)
145. Evolution of Price Effects After One-Day of Abnormal Returns in the US Stock Market
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in The North American Journal of Economics and Finance (2021)
146. Forecasting Charge-Off Rates with a Panel Tobit Model: The Role of Uncertainty
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Applied Economics Letters (2022)
147. Forecasting Oil Volatility Using a GARCH-MIDAS Approach: The Role of Global Economic Conditions
     Working Papers, University of Pretoria, Department of Economics View citations (5)
148. Forecasting Power of Infectious Diseases-Related Uncertainty for Gold Realized Volatility
     Working Papers, University of Pretoria, Department of Economics View citations (5)
149. Forecasting Realized Stock-Market Volatility: Do Industry Returns have Predictive Value?
     Working Papers, University of Pretoria, Department of Economics View citations (1)
150. Forecasting Realized Volatility of Bitcoin: The Role of the Trade War
     Working Papers, University of Pretoria, Department of Economics View citations (4)
     See also Journal Article in Computational Economics (2021)
151. Forecasting State- and MSA-Level Housing Returns of the US: The Role of Mortgage Default Risks
     Working Papers, University of Pretoria, Department of Economics
152. Forecasting U.S. Aggregate Stock Market Excess Return: Do Functional Data Analysis Add Economic Value?
     Working Papers, University of Pretoria, Department of Economics View citations (1)
     See also Journal Article in Mathematics (2020)
153. Geopolitical Risks and Historical Exchange Rate Volatility of the BRICS
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in International Review of Economics & Finance (2022)
154. Geopolitical Risks and Stock Market Volatility in the G7 Countries: A Century of Evidence from a Time-Varying Nonparametric Panel Data Model
     Working Papers, University of Pretoria, Department of Economics View citations (1)
155. Globalization, Long Memory, and Real Interest Rate Convergence: A Historical Perspective
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Empirical Economics (2022)
156. High-Frequency Movements of the Term Structure of Interest Rates of the United States: The Role of Oil Market Uncertainty
     Working Papers, University of Pretoria, Department of Economics
157. High-Frequency Predictability of Housing Market Movements of the United States: The Role of Economic Sentiment
     Working Papers, University of Pretoria, Department of Economics View citations (3)
     See also Journal Article in Journal of Behavioral Finance (2021)
158. Historical Forecasting of Interest Rate Mean and Volatility of the United States: Is there a Role of Uncertainty?
     Working Papers, University of Pretoria, Department of Economics View citations (1)
     See also Journal Article in Annals of Financial Economics (AFE) (2020)
159. House Price Synchronization across the US States: The Role of Structural Oil Shocks
     Working Papers, University of Pretoria, Department of Economics View citations (1)
     See also Journal Article in The North American Journal of Economics and Finance (2021)
160. Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting
     Working papers, University of Connecticut, Department of Economics
     Also in Working Papers, University of Pretoria, Department of Economics (2020)
161. Income Inequality and Oil Resources: Panel Evidence from the United States
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Energy Policy (2021)
162. Infectious Disease-Related Uncertainty and the Safe-Haven Characteristic of US Treasury Securities
     Working Papers, University of Pretoria, Department of Economics View citations (3)
     See also Journal Article in International Review of Economics & Finance (2021)
163. Information Entropy, Continuous Improvement, and US Energy Performance: A Novel Stochastic-Entropic Analysis for Ideal Solutions (SEA-IS)
     Working Papers, University of Pretoria, Department of Economics View citations (1)
     See also Journal Article in Annals of Operations Research (2022)
164. Investor Happiness and Predictability of the Realized Volatility of Oil Price
     Working Papers, University of Pretoria, Department of Economics View citations (16)
     See also Journal Article in Sustainability (2020)
165. Investor Sentiment and (Anti-)Herding in the Currency Market: Evidence from Twitter Feed Data
     Working Papers, University of Pretoria, Department of Economics View citations (1)
     See also Journal Article in Journal of Behavioral Finance (2023)
166. Investor Sentiment and Dollar-Pound Exchange Rate Returns: Evidence from Over a Century of Data Using a Cross-Quantilogram Approach
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Finance Research Letters (2021)
167. Investors' Uncertainty and Forecasting Stock Market Volatility
     Working Papers, University of Pretoria, Department of Economics View citations (11)
     See also Journal Article in Journal of Behavioral Finance (2022)
168. Is there a National Housing Market Bubble Brewing in the United States?
     Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section View citations (6)
     Also in Working Papers, University of Pretoria, Department of Economics (2020) View citations (6)
169. Jumps in Energy and Non-Energy Commodities
     Working Papers, University of Pretoria, Department of Economics View citations (1)
170. Jumps in Geopolitical Risk and the Cryptocurrency Market: The Singularity of Bitcoin
     Working Papers, University of Pretoria, Department of Economics View citations (7)
     See also Journal Article in Defence and Peace Economics (2022)
171. Linking U.S. State-Level Housing Market Returns and the Consumption-(Dis)Aggregate Wealth Ratio
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in International Review of Economics & Finance (2021)
172. Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty
     Working Papers, University of Pretoria, Department of Economics View citations (1)
     See also Journal Article in The Journal of Real Estate Finance and Economics (2022)
173. Monetary Policy Uncertainty Spillovers in Time- and Frequency-Domains
     Working Papers, University of Pretoria, Department of Economics View citations (4)
     See also Journal Article in Journal of Economic Structures (2020)
174. Monetary Policy and Speculative Spillovers in Financial Markets
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Research in International Business and Finance (2021)
175. Movements in Real Estate Uncertainty in the United States: The Role of Oil Shocks
     Working Papers, University of Pretoria, Department of Economics View citations (3)
     See also Journal Article in Applied Economics Letters (2021)
176. OPEC News and Jumps in the Oil Market
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Energy Economics (2021)
177. Oil Price Shocks and Yield Curve Dynamics in Emerging Markets
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in International Review of Economics & Finance (2022)
178. Oil Price and Exchange Rate Behaviour of the BRICS for Over a Century
     Working Papers, University of Pretoria, Department of Economics View citations (5)
179. Oil-Price Uncertainty and the U.K. Unemployment Rate: A Forecasting Experiment with Random Forests Using 150 Years of Data
     Working Papers, University of Pretoria, Department of Economics View citations (1)
     See also Journal Article in Resources Policy (2022)
180. Oil-Shocks and Directional Predictability of Macroeconomic Uncertainties of Developed Economies: Evidence from High-Frequency Data
     Working Papers, University of Pretoria, Department of Economics
181. Point and Density Forecasting of Macroeconomic and Financial Uncertainties of the United States
     Working Papers, University of Pretoria, Department of Economics View citations (1)
182. Predicting Firm-Level Volatility in the United States: The Role of Monetary Policy Uncertainty
     Working Papers, University of Pretoria, Department of Economics View citations (1)
     See also Journal Article in Economics and Business Letters (2020)
183. Predicting Housing Market Sentiment: The Role of Financial, Macroeconomic and Real Estate Uncertainties
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Journal of Behavioral Finance (2022)
184. Return Connectedness across Asset Classes around the COVID-19 Outbreak
     Working Papers, University of Pretoria, Department of Economics View citations (21)
     See also Journal Article in International Review of Financial Analysis (2021)
185. Risk Spillover between Bitcoin and Conventional Financial Markets: An Expectile-Based Approach
     Working Papers, University of Pretoria, Department of Economics View citations (5)
     See also Journal Article in The North American Journal of Economics and Finance (2021)
186. Sentiment and Financial Market Connectedness: The Role of Investor Happiness
     Working Papers, University of Pretoria, Department of Economics View citations (1)
187. Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin
     Working Papers, University of Pretoria, Department of Economics View citations (18)
     See also Journal Article in The Quarterly Review of Economics and Finance (2022)
188. Stock Markets and Exchange Rate Behaviour of the BRICS
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Journal of Forecasting (2021)
189. Structure Dependence between Oil and Agricultural Commodities Returns: The Role of Geopolitical Risks
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Energy (2021)
190. The Behavior of Real Interest Rates: New Evidence from a ``Suprasecular" Perspective
     Working Papers, University of Pretoria, Department of Economics
191. The Dynamics of U.S. REITs Returns to Uncertainty Shocks: A Proxy SVAR Approach
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Research in International Business and Finance (2021)
192. The Effect of Air Quality and Weather on the Chinese Stock Market: Evidence from Shenzhen Stock Exchange
     Working Papers, University of Pretoria, Department of Economics
193. The Effects of Oil Shocks on Macroeconomic Uncertainty: Evidence from a Large Panel Dataset of US States
     Working Papers, University of Pretoria, Department of Economics View citations (3)
194. The Effects of Public Expenditures on Labour Productivity in Europe
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Empirica (2021)
195. 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)
196. 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)
197. The Impact of Uncertainty Shocks in South Africa: The Role of Financial Regimes
     Working Papers, University of Pretoria, Department of Economics View citations (2)
198. The Impacts of Structural Oil Shocks on Macroeconomic Uncertainty: Evidence from a Large Panel of 45 Countries
     Working Papers, University of Pretoria, Department of Economics View citations (16)
     See also Journal Article in Energy Economics (2020)
199. The Predictive Power of Oil Price Shocks on Realized Volatility of Oil: A Note
     Working Papers, University of Pretoria, Department of Economics View citations (18)
     See also Journal Article in Resources Policy (2020)
200. The Role of Global Economic Conditions in Forecasting Gold Market Volatility: Evidence from a GARCH-MIDAS Approach
     Working Papers, University of Pretoria, Department of Economics View citations (16)
     See also Journal Article in Research in International Business and Finance (2020)
201. The Role of Investor Sentiment in Forecasting Housing Returns in China: A Machine Learning Approach
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Journal of Forecasting (2022)
202. The Role of Oil and Risk Shocks in the High-Frequency Movements of the Term Structure of Interest Rates of the United States
     Working Papers, University of Pretoria, Department of Economics View citations (1)
203. The Taylor Curve: International Evidence
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Applied Economics (2021)
204. The U.S. Term Structure and Return Volatility in Global REIT Markets
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Advances in Decision Sciences (2020)
205. Time-Varying Causality between Bond and Oil Markets of the United States: Evidence from Over One and Half Centuries of Data
     Working Papers, University of Pretoria, Department of Economics View citations (5)
206. Time-Varying Evidence of Predictability of Financial Stress in the United States over a Century: The Role of Inequality
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Structural Change and Economic Dynamics (2021)
207. Time-Varying Impact of Monetary Policy Shocks on U.S. Stock Returns: The Role of Investor Sentiment
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in The North American Journal of Economics and Finance (2021)
208. Time-Varying Impact of Pandemics on Global Output Growth
     Working Papers, University of Pretoria, Department of Economics View citations (4)
     See also Journal Article in Finance Research Letters (2021)
209. Time-Varying Influence of Household Debt on Inequality in United Kingdom
     Working Papers, University of Pretoria, Department of Economics View citations (2)
     See also Journal Article in Empirical Economics (2021)
210. Time-Varying Predictability of Financial Stress on Inequality in United Kingdom
     Working Papers, University of Pretoria, Department of Economics
211. Time-Varying Predictability of Labor Productivity on Inequality in United Kingdom
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement (2021)
212. Time-Varying Risk Aversion and Forecastability of the US Term Structure of Interest Rates
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Finance Research Letters (2021)
213. Time-Varying Spillover between Currency and Stock Markets in the United States: More than Two Centuries of Historical Evidence
     Working Papers, University of Pretoria, Department of Economics View citations (1)
214. Time-Varying Spillover of US Trade War on the Growth of Emerging Economies
     Working Papers, University of Pretoria, Department of Economics View citations (2)
215. Time-Varying Spillovers between Housing Sentiment and Housing Market in the United States
     Working Papers, University of Pretoria, Department of Economics
216. Uncertainty and Daily Predictability of Housing Returns and Volatility of the United States: Evidence from a Higher-Order Nonparametric Causality-in-Quantiles Test
     Working Papers, University of Pretoria, Department of Economics View citations (2)
     See also Journal Article in The Quarterly Review of Economics and Finance (2021)
217. Uncertainty and Tourism in Africa
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Tourism Economics (2022)
218. Uncertainty due to Infectious Diseases and Forecastability of the Realized Variance of US REITs: A Note
     Working Papers, University of Pretoria, Department of Economics
219. Unemployment Fluctuations and Currency Returns in the United Kingdom: Evidence from Over One and a Half Century of Data
     Working Papers, University of Pretoria, Department of Economics
     Also in School of Economics Macroeconomic Discussion Paper Series, School of Economics, University of Cape Town (2020)
     See also Journal Article in Journal of Multinational Financial Management (2021)
220. Volatility Connectedness of Major Cryptocurrencies: The Role of Investor Happiness
     Working Papers, University of Pretoria, Department of Economics View citations (2)
     See also Journal Article in Journal of Behavioral and Experimental Finance (2021)

2019

221. A Moving Average Heterogeneous Autoregressive Model for Forecasting the Realized Volatility of the US Stock Market: Evidence from Over a Century of Data
     Working Papers, University of Pretoria, Department of Economics View citations (5)
     See also Journal Article in International Journal of Finance & Economics (2022)
222. A Reconsideration of Kuznets Curve across Countries: Evidence from the Co-summability Approach
     Working Papers, University of Pretoria, Department of Economics
223. Are Uncertainties across the World Convergent?
     Working Papers, University of Pretoria, Department of Economics View citations (5)
     See also Journal Article in Economics Bulletin (2020)
224. Contagion between Real Estate and Financial Markets: A Bayesian Quantile-on-Quantile Approach
     BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen View citations (1)
     Also in Working Papers, University of Pretoria, Department of Economics (2019) View citations (1)
     See also Journal Article in The North American Journal of Economics and Finance (2021)
225. Contagion between Stock and Real Estate Markets: International Evidence from a Local Gaussian Correlation Approach
     Working Papers, University of Pretoria, Department of Economics View citations (3)
226. Cross-Border Capital Flows and Return Dynamics in Emerging Stock Markets: Relative Roles of Equity and Debt Flows
     Working Papers, University of Pretoria, Department of Economics View citations (1)
     See also Journal Article in Journal of International Money and Finance (2020)
227. Does Trading Behaviour Converge across Commodity Markets? Evidence from the Perspective of Hedgers’ Sentiment
     Working Papers, University of Pretoria, Department of Economics
228. Does U.K.’s Real GDP have a Unit Root? Evidence from a Multi-Century Perspective
     Working Papers, University of Pretoria, Department of Economics View citations (1)
229. Dynamic Impact of the U.S. Monetary Policy on Oil Market Returns and Volatility
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in The Quarterly Review of Economics and Finance (2021)
230. Economic Policy Uncertainty and Herding Behavior: Evidence from the South African Housing Market
     Working Papers, University of Pretoria, Department of Economics View citations (2)
     See also Journal Article in Advances in Decision Sciences (2019)
231. Effect of Uncertainty on U.S. Stock Returns and Volatility: Evidence from Over Eighty Years of High-Frequency Data
     Working Papers, University of Pretoria, Department of Economics View citations (1)
     See also Journal Article in Applied Economics Letters (2020)
232. Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment
     Working Papers, University of Pretoria, Department of Economics View citations (5)
     See also Journal Article in Journal of Behavioral Finance (2022)
233. Fisher Variables and Income Inequality in the BRICS
     Working Papers, University of Pretoria, Department of Economics
234. Forecasting Bitcoin Returns: Is there a Role for the U.S. – China Trade War?
     Working Papers, University of Pretoria, Department of Economics View citations (2)
235. Forecasting Local Currency Bond Risk Premia of Emerging Markets: The Role of Cross-Country Macro-Financial Linkages
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Journal of Forecasting (2020)
236. Forecasting Realized Gold Volatility: Is there a Role of Geopolitical Risks?
     Working Papers, University of Pretoria, Department of Economics View citations (18)
     See also Journal Article in Finance Research Letters (2020)
237. Forecasting Realized Oil-Price Volatility: The Role of Financial Stress and Asymmetric Loss
     Working Papers, University of Pretoria, Department of Economics View citations (19)
     See also Journal Article in Journal of International Money and Finance (2020)
238. Forecasting Realized Volatility of Bitcoin Returns: Tail Events and Asymmetric Loss
     Working Papers, University of Pretoria, Department of Economics View citations (3)
     See also Journal Article in The European Journal of Finance (2021)
239. Forecasting Volatility and Co-volatility of Crude Oil and Gold Futures: Effects of Leverage, Jumps, Spillovers, and Geopolitical Risks
     Working Papers, University of Pretoria, Department of Economics View citations (3)
     See also Journal Article in International Journal of Forecasting (2020)
240. Forecasting the Term Structure of Interest Rates of the BRICS: Evidence from a Nonparametric Functional Data Analysis
     Working Papers, University of Pretoria, Department of Economics View citations (2)
     See also Journal Article in Emerging Markets Finance and Trade (2021)
241. Giant Oil Discoveries and Conflicts
     Working Papers, University of Pretoria, Department of Economics
242. Global Crises and Gold as a Safe Haven: Evidence from Over Seven and a Half Centuries of Data
     Working Papers, University of Pretoria, Department of Economics View citations (1)
     See also Journal Article in Physica A: Statistical Mechanics and its Applications (2020)
243. Gold, Platinum and the Predictability of Bond Risk Premia
     Working Papers, University of Pretoria, Department of Economics View citations (1)
     See also Journal Article in Finance Research Letters (2021)
244. Gold-Oil Dependence Dynamics and the Role of Geopolitical Risks: Evidence from a Markov-Switching Time-Varying Copula Model
     Working Papers, University of Pretoria, Department of Economics View citations (6)
     See also Journal Article in Energy Economics (2020)
245. Growth Dynamics, Multiple Equilibria, and Local Indeterminacy in an Endogenous Growth Model of Money, Banking and Inflation Targeting
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Economies (2020)
246. Halloween Effect in Developed Stock Markets: A US Perspective
     Working Papers, University of Pretoria, Department of Economics
247. High-Frequency Volatility Forecasting of US Housing Markets
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in The Journal of Real Estate Finance and Economics (2021)
248. Historical Evolution of Monthly Anomalies in International Stock Markets
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Research in International Business and Finance (2020)
249. Historical Volatility of Advanced Equity Markets: The Role of Local and Global Crises
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Finance Research Letters (2020)
250. How do Housing Returns in Emerging Countries Respond to Oil Shocks? A MIDAS Touch
     Working Papers, University of Pretoria, Department of Economics View citations (3)
     See also Journal Article in Emerging Markets Finance and Trade (2021)
251. 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)
252. Inflation Aversion and the Growth-Inflation Relationship
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Annals of Economics and Finance (2019)
253. Is the Housing Market in the United States Really Weakly-Efficient?
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Applied Economics Letters (2020)
254. Local Currency Bond Risk Premia of Emerging Markets: The Role of Local and Global Factors
     Working Papers, University of Pretoria, Department of Economics View citations (4)
     See also Journal Article in Finance Research Letters (2020)
255. Macroeconomic Uncertainty Connections across the US States: Evidence from a Bayesian Graphical Structural VAR (BGSVAR) Model
     Working Papers, University of Pretoria, Department of Economics
256. Moments-Based Spillovers across Gold and Oil Markets
     Working Papers, University of Pretoria, Department of Economics View citations (1)
     See also Journal Article in Energy Economics (2020)
257. Monetary Policy Reaction to Uncertainty in Japan: Evidence from a Quantile-on-Quantile Interest Rate Rule
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in International Journal of Finance & Economics (2022)
258. Monetary Policy Uncertainty and Volatility Jumps in Advanced Equity Markets
     Working Papers, University of Pretoria, Department of Economics View citations (1)
259. Movements in International Bond Markets: The Role of Oil Prices
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in International Review of Economics & Finance (2020)
260. Multi-Horizon Financial and Housing Wealth Effects across the U.S. States
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Sustainability (2021)
261. Network Analysis of Economic and Financial Uncertainties in Advanced Economies: Evidence from Graph-Theory
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Advances in Decision Sciences (2021)
262. Oil Price Uncertainty and Movements in the US Government Bond Risk Premia
     Working Papers, University of Pretoria, Department of Economics View citations (1)
     See also Journal Article in The North American Journal of Economics and Finance (2020)
263. Oil Shocks and Stock Market Volatility of the BRICS: A GARCH-MIDAS Approach
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Global Finance Journal (2021)
264. Predicting Bitcoin Returns: Comparing the Roles of Newspaper- and Internet Search-Based Measures of Uncertainty
     Working Papers, University of Pretoria, Department of Economics View citations (21)
     See also Journal Article in Finance Research Letters (2021)
265. Price Gap Anomaly in the US Stock Market: The Whole Story
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in The North American Journal of Economics and Finance (2020)
266. Price and Volatility Linkages between International REITs and Oil Markets
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Energy Economics (2020)
267. Rise and Fall of Calendar Anomalies over a Century
     Working Papers, University of Pretoria, Department of Economics View citations (16)
     See also Journal Article in The North American Journal of Economics and Finance (2019)
268. Risk Aversion and Bitcoin Returns in Normal, Bull, and Bear Markets
     Working Papers, University of Pretoria, Department of Economics View citations (3)
269. Risk Aversion and the Predictability of Crude Oil Market Volatility: A Forecasting Experiment with Random Forests
     Working Papers, University of Pretoria, Department of Economics View citations (4)
     See also Journal Article in Journal of the Operational Research Society (2022)
270. Spillover of Sentiment in the European Union: Evidence from Time- and Frequency-Domains
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in International Review of Economics & Finance (2020)
271. Spillovers across Macroeconomic, Financial and Real Estate Uncertainties: A Time-Varying Approach
     Working Papers, University of Pretoria, Department of Economics View citations (1)
     See also Journal Article in Structural Change and Economic Dynamics (2020)
272. Spillovers between US Real Estate and Financial Assets in Time and Frequency Domains
     Working Papers, University of Pretoria, Department of Economics View citations (1)
     See also Journal Article in Journal of Property Investment & Finance (2020)
273. Testing the White Noise Hypothesis in High-Frequency Housing Returns of the United States
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Economics and Business Letters (2020)
274. The Benefits of Diversification between Bitcoin, Bonds, Equities and the US Dollar: A Matter of Portfolio Construction
     Working Papers, University of Pretoria, Department of Economics View citations (2)
275. The Effect of Global Crises on Stock Market Correlations: Evidence from Scalar Regressions via Functional Data Analysis
     Working Papers, University of Pretoria, Department of Economics View citations (31)
     See also Journal Article in Structural Change and Economic Dynamics (2019)
276. The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures
     Working Papers, University of Pretoria, Department of Economics View citations (27)
     Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2019)
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2019) View citations (27)
     See also Journal Article in Energies (2019)
277. The Informational Content of the Term-Spread in Forecasting the U.S. Inflation Rate: A Nonlinear Approach
     DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics
     Also in Working Papers, University of Pretoria, Department of Economics (2015) View citations (1)
     See also Journal Article in Journal of Forecasting (2017)
278. The Predictability between Bitcoin and US Technology Stock Returns: Granger Causality in Mean, Variance, and Quantile
     Working Papers, University of Pretoria, Department of Economics
279. The Predictability of Stock Market Volatility in Emerging Economies: Relative Roles of Local, Regional and Global Business Cycles
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Journal of Forecasting (2020)
280. The Predictive Power of the Term Spread on Inequality in the United Kingdom: An Empirical Analysis
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in International Journal of Finance & Economics (2022)
281. The Relationship between Economic Uncertainty and Corporate Tax Rates
     Working Papers, University of Pretoria, Department of Economics
282. The Relationship between Monetary Policy and Uncertainty in Advanced Economies: Evidence from Time- and Frequency-Domains
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in The Quarterly Review of Economics and Finance (2020)
283. The Risk Exposures of Safe Havens to Global and Regional Stock Market Shocks: A Novel Approach
     Working Papers, University of Pretoria, Department of Economics
284. The Role of Economic Policy Uncertainty in Predicting Output Growth in Emerging Markets: A Mixed-Frequency Granger Causality Approach
     Working Papers, University of Pretoria, Department of Economics View citations (1)
     See also Journal Article in Emerging Markets Finance and Trade (2022)
285. The Role of Real Estate Uncertainty in Predicting US Home Sales Growth: Evidence from a Quantiles-Based Bayesian Model Averaging Approach
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Applied Economics (2020)
286. The Role of an Aligned Investor Sentiment Index in Predicting Bond Risk Premia of the United States
     Working Papers, University of Pretoria, Department of Economics
287. Threshold Effects of Inequality on Economic Growth in the US States: The Role of Human Capital to Physical Capital Ratio
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Applied Economics Letters (2020)
288. Time-Varying Impact of Uncertainty Shocks on Macroeconomic Variables of the United Kingdom: Evidence from Over 150 Years of Monthly Data
     Working Papers, University of Pretoria, Department of Economics View citations (3)
     See also Journal Article in Finance Research Letters (2020)
289. Time-Varying Relationship between Conventional and Unconventional Monetary Policies and Risk Aversion: International Evidence from Time- and Frequency-Domains
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Empirical Economics (2021)
290. Time-Varying Risk Aversion and the Predictability of Bond Premia
     Working Papers, University of Pretoria, Department of Economics View citations (5)
     See also Journal Article in Finance Research Letters (2020)
291. Time-Varying Risk Aversion and the Profitability of Carry Trades: Evidence from the Cross-Quantilogram
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Economies (2020)
292. Trade Uncertainties and the Hedging Abilities of Bitcoin
     Working Papers, University of Pretoria, Department of Economics View citations (6)
     See also Journal Article in Economic Notes (2020)
293. Variants of Consumption-Wealth Ratios and Predictability of U.S. Government Bond Risk Premia: Old is still Gold
     Working Papers, University of Pretoria, Department of Economics View citations (3)
294. What can Fifty-Two Collateralizable Wealth Measures tell us about Future Housing Market Returns? Evidence from U.S. State-Level Data
     Working Papers, University of Pretoria, Department of Economics View citations (2)
     See also Journal Article in The Journal of Real Estate Finance and Economics (2021)

2018

295. A Wavelet Analysis of the Relationship between Oil and Natural Gas Prices
     Working Papers, University of Pretoria, Department of Economics View citations (8)
     See also Journal Article in Resources Policy (2019)
296. Are BRICS Exchange Rates Chaotic?
     Working Papers, University of Pretoria, Department of Economics View citations (5)
     See also Journal Article in Applied Economics Letters (2019)
297. Asymmetric Effects of Inequality on Per Capita Real GDP of the United States
     Working Papers, University of Pretoria, Department of Economics View citations (1)
298. Bayesian Spatial Modeling for Housing Data in South Africa
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Sankhya B: The Indian Journal of Statistics (2021)
299. Can Monetary Policy Lean against Housing Bubbles?
     Working Papers, University of Pretoria, Department of Economics View citations (3)
     See also Journal Article in Economic Modelling (2022)
300. Causality between Output and Income Inequality across U.S. States: Evidence from a Heterogeneous Mixed Panel Approach
     Working papers, University of Connecticut, Department of Economics View citations (1)
     Also in Working Papers, University of Pretoria, Department of Economics (2017)
301. Conventional and Unconventional Monetary Policy Reaction to Uncertainty in Advanced Economies: Evidence from Quantile Regressions
     Working Papers, University of Pretoria, Department of Economics View citations (3)
     See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2020)
302. Does Financial Development Affect Income Inequality in the U.S. States? A Panel Data Analysis
     Working Papers, University of Pretoria, Department of Economics View citations (3)
303. Does Global Economic Uncertainty Matter for the Volatility and Hedging Effectiveness of Bitcoin?
     Working Papers, University of Pretoria, Department of Economics View citations (12)
     See also Journal Article in International Review of Financial Analysis (2019)
304. Does Inequality Really Matter in Forecasting Real Housing Returns of the United Kingdom?
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in International Economics (2019)
305. Does Liquidity Risk Explain the Time-Variation in Asset Correlations? Evidence from Stocks, Bonds and Commodities
     Working Papers, University of Pretoria, Department of Economics View citations (2)
     See also Journal Article in Journal of Economics and Behavioral Studies (2018)
306. Dynamic Connectedness of Uncertainty across Developed Economies: A Time-Varying Approach
     Working Papers, University of Pretoria, Department of Economics View citations (116)
     See also Journal Article in Economics Letters (2018)
307. Dynamic and Asymmetric Response of Inequality to Income Volatility: The Case of the United Kingdom
     Working Papers, University of Pretoria, Department of Economics View citations (1)
     See also Journal Article in Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement (2020)
308. Effects of Geopolitical Risks on Trade Flows: Evidence from the Gravity Model
     Working Papers, University of Pretoria, Department of Economics View citations (5)
     See also Journal Article in Eurasian Economic Review (2019)
309. Efficiency in BRICS Currency Markets using Long-Spans of Data: Evidence from Model-Free Tests of Directional Predictability
     Working Papers, University of Pretoria, Department of Economics View citations (1)
     See also Journal Article in Journal of Economics and Behavioral Studies (2019)
310. Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests
     Working Papers, University of Pretoria, Department of Economics View citations (1)
     See also Journal Article in Sustainability (2019)
311. Firm-Level Political Risk and Asymmetric Volatility
     Working Papers, University of Pretoria, Department of Economics View citations (7)
     See also Journal Article in The Journal of Economic Asymmetries (2018)
312. Forecasting (Good and Bad) Realized Exchange-Rate Volatility: Is there a Role for Realized Skewness and Kurtosis?
     Working Papers, University of Pretoria, Department of Economics View citations (3)
313. Forecasting Changes of Economic Inequality: A Boosting Approach
     Working Papers, University of Pretoria, Department of Economics
314. Forecasting Interest Rate Volatility of the United Kingdom: Evidence from over 150 Years of Data
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Journal of Applied Statistics (2020)
315. Forecasting Stock Market (Realized) Volatility in the United Kingdom: Is There a Role for Economic Inequality?
     Working Papers, University of Pretoria, Department of Economics
316. Forecasting with Second-Order Approximations and Markov Switching DSGE Models
     Working Papers, University of Pretoria, Department of Economics
     Also in School of Economics Macroeconomic Discussion Paper Series, School of Economics, University of Cape Town (2018) View citations (1)
     See also Journal Article in Computational Economics (2020)
317. Frequency-Dependent Real-Time Effects of Uncertainty in the United States: Evidence from Daily Data
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Applied Economics Letters (2020)
318. Geopolitical Risks and Recessions in a Panel of Advanced Economies: Evidence from Over a Century of Data
     Working Papers, University of Pretoria, Department of Economics View citations (2)
     See also Journal Article in Applied Economics Letters (2019)
319. Geopolitical Risks and the Predictability of Regional Oil Returns and Volatility
     Working Papers, University of Pretoria, Department of Economics View citations (4)
320. Greek Economic Policy Uncertainty: Does it Matter for the European Union?
     Working Papers, University of Pretoria, Department of Economics View citations (9)
321. Growth Volatility and Inequality in the U.S.: A Wavelet Analysis
     Working papers, University of Connecticut, Department of Economics
     Also in Working Papers, University of Pretoria, Department of Economics (2018)
     See also Journal Article in Physica A: Statistical Mechanics and its Applications (2019)
322. Herding Behaviour in the Cryptocurrency Market
     Working Papers, University of Pretoria, Department of Economics View citations (16)
323. High-Frequency Impact of Monetary Policy and Macroeconomic Surprises on US MSAs and Aggregate US Housing Returns and Volatility: A GJR-GARCH Approach
     Working Papers, University of Pretoria, Department of Economics View citations (10)
324. Impact of Volatility and Equity Market Uncertainty on Herd Behaviour: Evidence from UK REITs
     ERES, European Real Estate Society (ERES) View citations (6)
     Also in Working Papers, University of Pretoria, Department of Economics (2016) View citations (3)
325. Income Inequality and Economic Growth: A Re-Examination of Theory and Evidence
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Review of Development Economics (2021)
326. Information Spillover across International Real Estate Investment Trusts: Evidence from an Entropy-Based Network Analysis
     Working Papers, University of Pretoria, Department of Economics View citations (21)
     See also Journal Article in The North American Journal of Economics and Finance (2018)
327. Insurance Activity and Economic Performance: Fresh Evidence from Asymmetric Panel Causality Tests
     Working Papers, University of Pretoria, Department of Economics View citations (1)
     See also Journal Article in International Finance (2019)
328. Insurance-Growth Nexus in Africa
     Working Papers, University of Pretoria, Department of Economics View citations (1)
     See also Journal Article in The Geneva Papers on Risk and Insurance - Issues and Practice (2020)
329. International Monetary Policy Spillovers: Evidence from a TVP-VAR
     Working Papers, University of Pretoria, Department of Economics
330. Investor Sentiment Connectedness: Evidence from Linear and Nonlinear Causality Approaches
     Working Papers, University of Pretoria, Department of Economics View citations (3)
     See also Journal Article in Annals of Financial Economics (AFE) (2021)
331. Investor Sentiment and Crash Risk in Safe Havens
     Working Papers, University of Pretoria, Department of Economics View citations (4)
     See also Journal Article in Journal of Economics and Behavioral Studies (2019)
332. Is There a Role for Uncertainty in Forecasting Output Growth in OECD Countries? Evidence from a Time Varying Parameter-Panel Vector Autoregressive Model
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Applied Economics (2019)
333. Is the Response of the Bank of England to Exchange Rate Movements Frequency-Dependent?
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Journal of Macroeconomics (2020)
334. Jumps Beyond the Realms of Cricket: India’s Performance in One Day Internationals and Stock Market Movements
     Working Papers, University of Pretoria, Department of Economics View citations (1)
     See also Journal Article in Journal of Applied Statistics (2020)
335. Long-Memory Modeling and Forecasting: Evidence from the U.S. Historical Series of Inflation
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2021)
336. Macroeconomic Shocks and Changing Dynamics of the U.S. REITs Sector
     Working Papers, University of Pretoria, Department of Economics View citations (1)
     See also Journal Article in Sustainability (2019)
337. Macroeconomic Uncertainty and the Comovement in Buying versus Renting in the United States
     Working Papers, University of Pretoria, Department of Economics View citations (2)
338. Manager Sentiment and Stock Market Volatility
     Working Papers, University of Pretoria, Department of Economics View citations (1)
339. Measuring Co-Dependencies of Economic Policy Uncertainty in Latin American Countries using Vine Copulas
     Working Papers, University of Pretoria, Department of Economics View citations (7)
     See also Journal Article in The Quarterly Review of Economics and Finance (2020)
340. Monetary Policy and Bubbles in US REITs
     Working Papers, University of Pretoria, Department of Economics View citations (3)
     See also Journal Article in International Review of Finance (2021)
341. Mortgage Default Risks and High-Frequency Predictability of the US Housing Market: A Reconsideration
     Working Papers, University of Pretoria, Department of Economics
342. 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)
343. Oil Price-Inflation Pass-Through in the United States over 1871 to 2018: A Wavelet Coherency Analysis
     Working Papers, University of Pretoria, Department of Economics View citations (12)
     See also Journal Article in Structural Change and Economic Dynamics (2019)
344. Oil Shocks and Volatility Jumps
     Working Papers, University of Pretoria, Department of Economics View citations (5)
     See also Journal Article in Review of Quantitative Finance and Accounting (2020)
345. On the Transmission Mechanism of Asia-Pacific Yield Curve Characteristics
     Working Papers, University of Pretoria, Department of Economics View citations (1)
     See also Journal Article in International Journal of Finance & Economics (2022)
346. On the Transmission Mechanism of Country-Specific and International Economic Uncertainty Spillovers: Evidence from a TVP-VAR Connectedness Decomposition Approach
     Working Papers, University of Pretoria, Department of Economics View citations (103)
     See also Journal Article in Economics Letters (2018)
347. Persistence and Cyclical Dynamics of US and UK House Prices: Evidence from Over 150 Years of Data
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Urban Studies (2021)
348. Persistence in Trends and Cycles of Gold and Silver Prices: Evidence from Historical Data
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Physica A: Statistical Mechanics and its Applications (2019)
349. Persistence of Economic Uncertainty: A Comprehensive Analysis
     Working Papers, University of Pretoria, Department of Economics View citations (2)
     See also Journal Article in Applied Economics (2019)
350. Point and Density Forecasts of Oil Returns: The Role of Geopolitical Risks
     Working Papers, University of Pretoria, Department of Economics View citations (3)
     See also Journal Article in Resources Policy (2019)
351. Political Cycles in the United States and Stock Market Volatility in other Advanced Economies: An EGARCH Approach
     Working Papers, University of Pretoria, Department of Economics
352. Predicting Aggregate and State-Level US House Price Volatility: The Role of Sentiment
     Working Papers, University of Pretoria, Department of Economics
353. Predicting International Equity Returns: Evidence from Time-Varying Parameter Vector Autoregressive Models
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in International Review of Financial Analysis (2020)
354. Predicting Stock Market Movements in the United States: The Role of Presidential Approval Ratings
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in International Review of Finance (2021)
355. Presidential Cycles and Time-Varying Bond-Stock Correlations: Evidence from More than Two Centuries of Data
     Working Papers, University of Pretoria, Department of Economics View citations (7)
356. Presidential Cycles in the United States and the Dollar-Pound Exchange Rate: Evidence from over Two Centuries of Data
     Working Papers, University of Pretoria, Department of Economics
357. Socio-Political Instability and Growth Dynamics
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Economic Systems (2022)
358. Spillover of Mortgage Default Risks in the United States: Evidence from Metropolitan Statistical Areas and States
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in The Journal of Economic Asymmetries (2019)
359. Spillovers between Bitcoin and other Assets during Bear and Bull Markets
     Working Papers, University of Pretoria, Department of Economics View citations (85)
     See also Journal Article in Applied Economics (2018)
360. Stock Market Efficiency Analysis using Long Spans of Data: A Multifractal Detrended Fluctuation Approach
     Working Papers, University of Pretoria, Department of Economics View citations (2)
     See also Journal Article in Finance Research Letters (2019)
361. Testing for asymmetric nonlinear short- and long-run relationships between bitcoin, aggregate commodity and gold prices
     Post-Print, HAL View citations (70)
     Also in Working Papers, University of Pretoria, Department of Economics (2017) View citations (1)
     See also Journal Article in Resources Policy (2018)
362. The Effectiveness of Monetary and Fiscal Policy Shocks on U.S. Inequality: The Role of Uncertainty
     2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia, International Association of Agricultural Economists View citations (3)
     Also in Working Papers, University of Pretoria, Department of Economics (2017) View citations (1)
     See also Journal Article in Quality & Quantity: International Journal of Methodology (2019)
363. The Impact of US Uncertainty Shocks on a Panel of Advanced and Emerging Market Economies: The Role of Exchange Rate, Trade and Financial Channels
     Working Papers, University of Pretoria, Department of Economics View citations (11)
364. The Predictive Value of Inequality Measures for Stock Returns: An Analysis of Long-Span UK Data Using Quantile Random Forests
     Working Papers, University of Pretoria, Department of Economics View citations (5)
     See also Journal Article in Finance Research Letters (2019)
365. The Role of Housing Sentiment in Forecasting US Home Sales Growth: Evidence from a Bayesian Compressed Vector Autoregressive Model
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Economic Research-Ekonomska Istraživanja (2019)
366. The Role of Monetary Policy Uncertainty in Predicting Equity Market Volatility of the United Kingdom: Evidence from over 150 Years of Data
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Economics and Business Letters (2019)
367. The Synergistic Effect of Insurance and Banking Sector Activities on Economic Growth in Africa
     Working Papers, University of Pretoria, Department of Economics View citations (7)
     See also Journal Article in Economic Systems (2018)
368. Time-Varying Causal Relationship between Stock Market and Unemployment in the United Kingdom: Historical Evidence from 1855 to 2017
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Journal of Multinational Financial Management (2019)
369. Time-Varying Impact of Geopolitical Risks on Oil Prices
     Working Papers, University of Pretoria, Department of Economics View citations (4)
     See also Journal Article in Defence and Peace Economics (2020)
370. Time-Varying Impact of Uncertainty Shocks on the US Housing Market
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Economics Letters (2019)
371. Time-Varying Predictability of Oil Market Movements Over a Century of Data: The Role of US Financial Stress
     Working Papers, University of Pretoria, Department of Economics View citations (1)
     See also Journal Article in The North American Journal of Economics and Finance (2019)
372. Time-Varying Risk Aversion and Realized Gold Volatility
     Working Papers, University of Pretoria, Department of Economics View citations (2)
     See also Journal Article in The North American Journal of Economics and Finance (2019)
373. Uncertainty and Volatility Jumps in the Pound-Dollar Exchange Rate: Evidence from Over One Century of Data
     Working Papers, University of Pretoria, Department of Economics View citations (2)
374. Volatility Jumps: The Role of Geopolitical Risks
     Working Papers, University of Pretoria, Department of Economics View citations (37)
     See also Journal Article in Finance Research Letters (2018)
375. Why must it always be so Real with Tax Evasion?
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in The Quarterly Review of Economics and Finance (2020)

2017

376. A Copula-Based Quantile-on-Quantile Regression Approach to Modeling Dependence Structure between Stock and Bond Returns: Evidence from Historical Data of India, South Africa, UK and US
     Working Papers, University of Pretoria, Department of Economics View citations (1)
377. A Note on the Impact of Unconventional Monetary Policy Shocks in the US on Emerging Market REITs: A Qual VAR Approach
     Working Papers, University of Pretoria, Department of Economics
378. A Note on the Technology Herd: Evidence from Large Institutional Investors
     Working Papers, University of Pretoria, Department of Economics View citations (2)
     See also Journal Article in Review of Behavioral Finance (2019)
379. An Assessment of UK Macroeconomic Volatility: Historical Evidence Using Over Seven Centuries of Data
     Working Papers, University of Pretoria, Department of Economics
380. Are Multifractal Processes Suited to Forecasting Electricity Price Volatility? Evidence from Australian Intraday Data
     Working Papers, University of Pretoria, Department of Economics
     Also in CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster (2017)
     See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2022)
381. Are Stock Returns an Inflation Hedge for the UK? Evidence from a Wavelet Analysis Using Over Three Centuries of Data
     Working Papers, University of Pretoria, Department of Economics View citations (1)
     See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2019)
382. Asymmetric Behaviour in Nominal and Real Housing Prices: Evidence from Advanced and Emerging Economies
     Working Papers, University of Pretoria, Department of Economics View citations (2)
383. Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in The Quarterly Review of Economics and Finance (2018)
384. Can volume predict Bitcoin returns and volatility? A quantiles-based approach
     Post-Print, HAL View citations (238)
     See also Journal Article in Economic Modelling (2017)
385. Common Business Cycles and Volatilities in US States and MSAs: The Role of Economic Uncertainty
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Journal of Macroeconomics (2018)
386. Country Risk Ratings and Stock Market Returns in BRICS Countries: A Nonlinear Dynamic Approach
     Working Papers, University of Pretoria, Department of Economics View citations (1)
387. Credit Ratings and Predictability of Stock Returns and Volatility of the BRICS and the PIIGS: Evidence from a Nonparametric Causality-in-Quantiles Approach
     Working Papers, University of Pretoria, Department of Economics
388. Current Account Sustainability in G7 and BRICS: Evidence from a Long Memory Model with Structural Breaks
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in The Journal of International Trade & Economic Development (2018)
389. Date-stamping US housing market explosivity
     Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel)
     See also Journal Article in Economics - The Open-Access, Open-Assessment E-Journal (2007-2020) (2018)
390. Do Bivariate Multifractal Models Improve Volatility Forecasting in Financial Time Series? An Application to Foreign Exchange and Stock Markets
     Working Papers, University of Pretoria, Department of Economics View citations (3)
391. Do House Prices Hedge Inflation in the US? A Quantile Cointegration Approach
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in International Review of Economics & Finance (2018)
392. Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions
     Post-Print, HAL View citations (249)
     Also in Working Papers, University of Pretoria, Department of Economics (2016) View citations (9)
     See also Journal Article in Finance Research Letters (2017)
393. Does Global Fear Predict Fear in BRICS Stock Markets? Evidence from a Bayesian Graphical VAR Model
     Working Papers, University of Pretoria, Department of Economics View citations (4)
394. Does Gold Act as a Hedge against Inflation in the UK? Evidence from a Fractional Cointegration Approach Over 1257 to 2016
     Working Papers, University of Pretoria, Department of Economics View citations (33)
     See also Journal Article in Resources Policy (2017)
395. Does Inequality Help in Forecasting Equity Premium in a Panel of G7 Countries?
     Working Papers, University of Pretoria, Department of Economics View citations (4)
     See also Journal Article in The North American Journal of Economics and Finance (2021)
396. Does Partisan Conflict Predict a Reduction in US Stock Market (Realized) Volatility? Evidence from a Quantile-on-Quantile Regression Model
     Working Papers, University of Pretoria, Department of Economics View citations (4)
397. Economic Policy Uncertainty and Insurance
     Working Papers, University of Pretoria, Department of Economics View citations (3)
398. Exchange Rate Returns and Volatility: The Role of Time-Varying Rare Disaster Risks
     Working Papers, University of Pretoria, Department of Economics View citations (3)
     See also Journal Article in The European Journal of Finance (2019)
399. Forecasting the U.S. Real House Price Index
     Papers, arXiv.org
     Also in Working Papers, University of Pretoria, Department of Economics (2014) View citations (1)
     Working Paper series, Rimini Centre for Economic Analysis (2014) View citations (15)
     DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics (2014) View citations (11)
     See also Journal Article in Economic Modelling (2015)
400. Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note
     Working Papers, University of Pretoria, Department of Economics View citations (3)
     See also Journal Article in Defence and Peace Economics (2019)
401. Geopolitical Risks and the Oil-Stock Nexus Over 1899-2016
     Working Papers, University of Pretoria, Department of Economics View citations (83)
     See also Journal Article in Finance Research Letters (2017)
402. Geopolitical Risks, Returns and Volatility in Emerging Stock Markets: Evidence from a Panel GARCH Model
     Working Papers, University of Pretoria, Department of Economics View citations (7)
     See also Journal Article in Emerging Markets Finance and Trade (2020)
403. Inflation Dynamics in Uganda: A Quantile Regression Approach
     School of Economics Macroeconomic Discussion Paper Series, School of Economics, University of Cape Town
     Also in Working Papers, University of Pretoria, Department of Economics (2017)
     See also Journal Article in Macroeconomics and Finance in Emerging Market Economies (2020)
404. Is Wine a Good Choice for Investment?
     Working Papers, University of Pretoria, Department of Economics View citations (5)
     See also Journal Article in Pacific-Basin Finance Journal (2018)
405. Is Wine a Safe-Haven? Evidence from a Nonparametric Causality-in-Quantiles Test
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Advances in Decision Sciences (2018)
406. Kuznets Curve for the US: A Reconsideration Using Cosummability
     Working Papers, University of Pretoria, Department of Economics View citations (4)
     See also Journal Article in Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement (2019)
407. Long-Run Movement and Predictability of Bond Spread for BRICS and PIIGS: The Role of Economic, Financial and Political Risks
     Working Papers, University of Pretoria, Department of Economics View citations (4)
     See also Journal Article in Journal of Reviews on Global Economics (2019)
408. Macroeconomic Uncertainty, Growth and Inflation in the Eurozone: A Causal Approach
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Applied Economics Letters (2018)
409. Modeling U.S. Historical Time-Series Prices and Inflation Using Various Linear and Nonlinear Long-Memory Approaches
     Working papers, University of Connecticut, Department of Economics
     Also in Working Papers, University of Pretoria, Department of Economics (2016)
410. Monetary Policy Reaction Functions of the TICKs: A Quantile Regression Approach
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Emerging Markets Finance and Trade (2018)
411. Monetary Policy and Financial Frictions in a Small Open-Economy Model for Uganda
     Working Papers, University of Pretoria, Department of Economics
     Also in School of Economics Macroeconomic Discussion Paper Series, School of Economics, University of Cape Town (2017)
     See also Journal Article in Empirical Economics (2020)
412. Monetary Policy, Financial Frictions and Structural Changes: A Markov-Switching DSGE Approach
     Working Papers, University of Pretoria, Department of Economics
     Also in School of Economics Macroeconomic Discussion Paper Series, School of Economics, University of Cape Town (2017)
413. Near-Rational Expectations: How Far are Surveys from Rationality?
     EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels
     Also in Working Papers, University of Pretoria, Department of Economics (2016)
     See also Journal Article in Journal of Economics and Econometrics (2017)
414. Network Causality Structures among Bitcoin and other Financial Assets: A Directed Acyclic Graph Approach
     Working Papers, University of Pretoria, Department of Economics View citations (10)
     See also Journal Article in The Quarterly Review of Economics and Finance (2018)
415. News Implied Volatility and the Stock-Bond Nexus: Evidence from Historical Data for the USA and the UK Markets
     Working Papers, University of Pretoria, Department of Economics View citations (1)
     See also Journal Article in Journal of Multinational Financial Management (2018)
416. OPEC News Announcement Effect on Volatility in the Crude Oil Market: A Reconsideration
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Advances in Decision Sciences (2019)
417. OPEC News and Predictability of Oil Futures Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach
     Working Papers, University of Pretoria, Department of Economics View citations (1)
     See also Journal Article in The North American Journal of Economics and Finance (2018)
418. Oil Returns and Volatility: The Role of Mergers and Acquisitions
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Energy Economics (2018)
419. Oil Speculation and Herding Behavior in Emerging Stock Markets
     Working Papers, University of Pretoria, Department of Economics View citations (1)
     See also Journal Article in Journal of Economics and Finance (2019)
420. On the Predictability of Stock Market Bubbles: Evidence from LPPLS ConfidenceTM Multi-scale Indicators
     Working Papers, University of Pretoria, Department of Economics View citations (5)
     See also Journal Article in Quantitative Finance (2019)
421. Openness and Growth: Is the Relationship Non-Linear?
     Working Papers, University of Pretoria, Department of Economics
422. Partisan Conflict and Income Distribution in the United States: A Nonparametric Causality-in-Quantiles Approach
     Working Papers, University of Pretoria, Department of Economics View citations (2)
     Also in Working papers, University of Connecticut, Department of Economics (2017) View citations (3)
423. Persistence, Mean Reversion and Nonlinearities in Inflation Rates of Developed and Developing Countries Using Over One Century of Data
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Manchester School (2019)
424. Predicting Stock Market Movements with a Time-Varying Consumption-Aggregate Wealth Ratio
     Working Papers, University of Pretoria, Department of Economics View citations (1)
     See also Journal Article in International Review of Economics & Finance (2019)
425. Price Jumps in Developed Stock Markets: The Role of Monetary Policy Committee Meetings
     Working Papers, University of Pretoria, Department of Economics View citations (3)
     See also Journal Article in Journal of Economics and Finance (2019)
426. Risk Spillover between the US and the Remaining G7 Stock Markets Using Time-Varying Copulas with Markov Switching: Evidence from Over a Century of Data
     Working Papers, University of Pretoria, Department of Economics View citations (1)
     See also Journal Article in The North American Journal of Economics and Finance (2020)
427. The Effect of Economic Uncertainty on the Housing Market Cycle
     Working Papers, University of Pretoria, Department of Economics View citations (12)
428. The Impact of Macroeconomic News Surprises and Uncertainty of Major Economies on Returns and Volatility of Oil Futures
     Working Papers, University of Pretoria, Department of Economics View citations (3)
     See also Journal Article in International Economics (2018)
429. The International REIT's Time-Varying Response to the U.S. Monetary Policy and Macroeconomic Surprises
     Working Papers, University of Pretoria, Department of Economics View citations (29)
     See also Journal Article in The North American Journal of Economics and Finance (2017)
430. The Relationship between the Inflation Rate and Inequality across U.S. States: A Semiparametric Approach
     Working papers, University of Connecticut, Department of Economics View citations (2)
     Also in Working Papers, University of Pretoria, Department of Economics (2016)
     See also Journal Article in Quality & Quantity: International Journal of Methodology (2018)
431. The Role of Economic Uncertainty in Forecasting Exchange Rate Returns and Realized Volatility: Evidence from Quantile Predictive Regressions
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Journal of Forecasting (2018)
432. The Role of Economic and Financial Uncertainties in Predicting Commodity Futures Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantiles Test
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Journal of Multinational Financial Management (2018)
433. The Role of Term Spread and Pattern Changes in Predicting Stock Returns and Volatility of the United Kingdom: Evidence from a Nonparametric Causality-in-Quantiles Test Using Over 250 Years of Data
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in The North American Journal of Economics and Finance (2019)
434. The Role of Time-Varying Rare Disaster Risks in Predicting Bond Returns and Volatility
     Working Papers, University of Pretoria, Department of Economics View citations (2)
     See also Journal Article in Review of Financial Economics (2019)
435. Time-Varying Causality between Equity and Currency Returns in the United Kingdom: Evidence from Over Two Centuries of Data
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Physica A: Statistical Mechanics and its Applications (2018)
436. Time-Varying Efficiency of Developed and Emerging Bond Markets: Evidence from Long-Spans of Historical Data
     Working Papers, University of Pretoria, Department of Economics View citations (1)
     See also Journal Article in Physica A: Statistical Mechanics and its Applications (2018)
437. Time-Varying Rare Disaster Risks, Oil Returns and Volatility
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Energy Economics (2018)
438. Time-Varying Role of Macroeconomic Shocks on House Prices in the US and UK: Evidence from Over 150 Years of Data
     Working Papers, University of Pretoria, Department of Economics View citations (8)
     See also Journal Article in Empirical Economics (2020)
439. U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict
     Working papers, University of Connecticut, Department of Economics View citations (2)
     Also in Working Papers, University of Pretoria, Department of Economics (2017) View citations (2)
     See also Journal Article in International Review of Finance (2019)
440. Uncertainty and Forecasts of U.S. Recessions
     Working Papers, University of Pretoria, Department of Economics View citations (4)
     See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2020)
441. Unemployment Rate Hysteresis and the Great Recession: Exploring the Metropolitan Evidence
     Working Papers, University of Pretoria, Department of Economics View citations (2)
     See also Journal Article in Empirical Economics (2019)
442. Volatility Spillovers across Global Asset Classes: Evidence from Time and Frequency Domains
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in The Quarterly Review of Economics and Finance (2018)
443. Volatility Spillovers between Interest Rates and Equity Markets of Developed Economies: A Note
     Working Papers, University of Pretoria, Department of Economics
444. Wealth-to-Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test
     Working Papers, University of Pretoria, Department of Economics View citations (2)
     See also Journal Article in International Review of Finance (2018)

2016

445. A Time Series Analysis of Long Island Sound Lobster Fishery
     Working Papers, University of Pretoria, Department of Economics
446. A historical analysis of the US stock price index using empirical mode decomposition over 1791-2015
     Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (3)
     Also in Working Papers, University of Pretoria, Department of Economics (2015) View citations (2)
     See also Journal Article in Economics - The Open-Access, Open-Assessment E-Journal (2007-2020) (2016)
447. An Analysis of the Relationship between U.S. State Level Carbon Dioxide Emissions and Health Care Expenditure
     Working Papers, University of Pretoria, Department of Economics View citations (1)
448. Analysis of Herding in REITs of an Emerging Market: The Case of Turkey
     Working Papers, University of Pretoria, Department of Economics View citations (4)
449. Are Housing Price Cycles Asymmetric? Evidence from the US States and Metropolitan Areas
     Working Papers, University of Pretoria, Department of Economics View citations (3)
450. Asymmetric dynamics of insurance premium: The impacts of output and economic policy uncertainty
     Working Papers, University of Pretoria, Department of Economics View citations (1)
     See also Journal Article in Empirical Economics (2019)
451. Can Volume Predict Bitcoin Returns and Volatility? A Nonparametric Causality-in-Quantiles Approach
     Working Papers, University of Pretoria, Department of Economics View citations (3)
452. Can Weather Conditions in New York Predict South African Stock Returns?
     Working Papers, University of Pretoria, Department of Economics
453. Causal Relationships between Economic Policy Uncertainty and Housing Market Returns in China and India: Evidence from Linear and Nonlinear Panel and Time Series Models
     Working Papers, University of Pretoria, Department of Economics View citations (22)
     See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2018)
454. Causality between Per Capita Real GDP and Income Inequality in the U.S.: Evidence from a Wavelet Analysis
     Working papers, University of Connecticut, Department of Economics
     Also in Working Papers, University of Pretoria, Department of Economics (2015) View citations (2)
     See also Journal Article in Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement (2018)
455. Chaos in G7 Stock Markets using Over One Century of Data: A Note
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Research in International Business and Finance (2019)
456. Components of Economic Policy Uncertainty and Predictability of US Stock Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantile Approach
     Working Papers, University of Pretoria, Department of Economics View citations (15)
457. Convergence Patterns in Sovereign Bond Yield Spreads: Evidence from the Euro Area
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Journal of International Financial Markets, Institutions and Money (2017)
458. Convergence in Income Inequality: Further Evidence from the Club Clustering Methodology across the U.S. States
     Working papers, University of Connecticut, Department of Economics
     Also in Working Papers, University of Pretoria, Department of Economics (2015)
459. Differences of Opinion and Stock Market Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Journal of Economics and Finance (2018)
460. Do Leading Indicators Forecast U.S. Recessions? A Nonlinear Re-Evaluation Using Historical Data
     Working Papers, University of Pretoria, Department of Economics View citations (1)
461. Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Sustainability (2017)
462. Do Terror Attacks Affect the Dollar-Pound Exchange Rate? A Nonparametric Causality-in-Quantiles Analysis
     Working Papers, University of Pretoria, Department of Economics View citations (9)
463. Do Terror Attacks Predict Gold Returns? Evidence from a Quantile-Predictive-Regression Approach
     Working Papers, University of Pretoria, Department of Economics View citations (4)
     See also Journal Article in The Quarterly Review of Economics and Finance (2017)
464. Do Trend Extraction Approaches Affect Causality Detection in Climate Change Studies?
     Working Papers, University of Pretoria, Department of Economics View citations (1)
     See also Journal Article in Physica A: Statistical Mechanics and its Applications (2017)
465. Does Country Risks Predict Stock Returns and Volatility? Evidence from a Nonparametric Approach
     Working Papers, University of Pretoria, Department of Economics View citations (2)
     See also Journal Article in Research in International Business and Finance (2017)
466. Does Economic Policy Uncertainty Forecast Real Housing Returns in a Panel of OECD Countries? A Bayesian Approach
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in The Quarterly Review of Economics and Finance (2017)
467. Does Geopolitical Risks Predict Stock Returns and Volatility of Leading Defense Companies? Evidence from a Nonparametric Approach
     Working Papers, University of Pretoria, Department of Economics View citations (14)
468. Does U.S. Macroeconomic News Make the South African Stock Market Riskier?
     Working Papers, University of Pretoria, Department of Economics View citations (2)
     See also Journal Article in Journal of Developing Areas (2017)
469. Does U.S. News Impact Asian Emerging Markets? Evidence from Nonparametric Causality-in-Quantiles Test
     Working Papers, University of Pretoria, Department of Economics View citations (4)
470. Economic Policy Uncertainty and Stock Market Returns in Pacific-Rim Countries: Evidence based on a Bayesian Panel VAR Model
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Journal of Multinational Financial Management (2017)
471. 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)
472. Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation
     CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (2)
473. Efficiency in South African Agriculture: A Two-Stage Fuzzy Approach
     Working Papers, University of Pretoria, Department of Economics
474. Forecasting Equity Premium in a Panel of OECD Countries: The Role of Economic Policy Uncertainty
     Working Papers, University of Pretoria, Department of Economics View citations (2)
     See also Journal Article in The Quarterly Review of Economics and Finance (2020)
475. Forecasting South African Macroeconomic Variables with a Markov-Switching Small Open-Economy Dynamic Stochastic General Equilibrium Model
     School of Economics Macroeconomic Discussion Paper Series, School of Economics, University of Cape Town View citations (2)
     Also in Working Papers, University of Pretoria, Department of Economics (2016) View citations (2)
     See also Journal Article in Empirical Economics (2017)
476. Forecasting US GNP Growth: The Role of Uncertainty
     Working Papers, University of Pretoria, Department of Economics View citations (5)
     See also Journal Article in Journal of Forecasting (2018)
477. Forecasting the Probability of Recessions in South Africa: The Role of Decomposed Term-Spread and Economic Policy Uncertainty
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Journal of International Development (2019)
478. Forecasting using a Nonlinear DSGE Model
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Journal of Central Banking Theory and Practice (2018)
479. Geopolitical Risks and Stock Market Dynamics of the BRICS
     Working Papers, University of Pretoria, Department of Economics View citations (30)
     See also Journal Article in Economic Systems (2018)
480. Gold Futures Returns and Realized Moments: A Forecasting Experiment Using a Quantile-Boosting Approach
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Resources Policy (2018)
481. Housing Market Spillovers in South Africa: Evidence from an Estimated Small Open Economy DSGE Model
     Working Papers, University of Pretoria, Department of Economics View citations (4)
     See also Journal Article in Empirical Economics (2020)
482. Impact of Activity Tax in the Property-Owning and Subletting of Fixed Property Sectors on the South African Economy: A CGE Analysis
     Working Papers, University of Pretoria, Department of Economics View citations (1)
483. Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach
     Working Papers, University of Pretoria, Department of Economics View citations (2)
     See also Journal Article in Journal of International Financial Markets, Institutions and Money (2017)
484. Income Inequality: A State-by-State Complex Network Analysis
     Working papers, University of Connecticut, Department of Economics View citations (1)
     Also in Working Papers, University of Pretoria, Department of Economics (2015) View citations (3)
     DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics (2016) View citations (1)
485. Is Inflation Persistence Different in Reality?
     Working Papers, University of Pretoria, Department of Economics View citations (9)
     See also Journal Article in Economics Letters (2016)
486. Is Real Per Capita State Personal Income Stationary? New Nonlinear, Asymmetric Panel-Data Evidence
     Working papers, University of Connecticut, Department of Economics
     Also in Working Papers, University of Pretoria, Department of Economics (2014)
     Working papers, University of Connecticut, Department of Economics (2015)
     See also Journal Article in Bulletin of Economic Research (2020)
487. LPPLS Bubble Indicators over Two Centuries of the S&P 500 Index
     Working Papers, University of Pretoria, Department of Economics View citations (16)
     See also Journal Article in Physica A: Statistical Mechanics and its Applications (2016)
488. Linkages between financial sector CDS spreads and macroeconomic influence in a nonlinear setting
     Post-Print, HAL View citations (19)
     Also in Working Papers, University of Pretoria, Department of Economics (2014) View citations (2)
     See also Journal Article in International Review of Economics & Finance (2016)
489. Market Efficiency of Baltic Stock Markets: A Fractional Integration Approach
     Working Papers, University of Pretoria, Department of Economics View citations (1)
     See also Journal Article in Physica A: Statistical Mechanics and its Applications (2018)
490. Merger and Acquisitions in South African Banking: A Network DEA Model
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Research in International Business and Finance (2017)
491. Modelling Long Memory Volatility in the Bitcoin Market: Evidence of Persistence and Structural Breaks
     Working Papers, University of Pretoria, Department of Economics View citations (13)
     See also Journal Article in International Journal of Finance & Economics (2019)
492. On REIT Returns and (Un-) Expected Inflation: Empirical Evidence Based on Bayesian Additive Regression Trees
     Working Papers, University of Pretoria, Department of Economics View citations (4)
     See also Journal Article in Finance Research Letters (2019)
493. Periodically Collapsing Bubbles in the South African Stock Market
     Working Papers, University of Pretoria, Department of Economics View citations (16)
     See also Journal Article in Research in International Business and Finance (2016)
494. Price Convergence Patterns across U.S. States
     Working Papers, University of Pretoria, Department of Economics
495. Productive Efficiency of Connecticut Long Island Lobster Fishery Using a Finite Mixture Model
     Working Papers, University of Pretoria, Department of Economics
496. Revisiting the Twin Deficits Hypothesis: A Quantile Cointegration Analysis over the Period of 1791-2013
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Journal of Applied Economics (2019)
497. Terror Attacks and Stock-Market Fluctuations: Evidence Based on a Nonparametric Causality-in-Quantiles Test for the G7 Countries
     Working Papers, University of Pretoria, Department of Economics View citations (16)
     See also Journal Article in The European Journal of Finance (2018)
498. Testing the Efficiency of the Art Market using Quantile-Based Unit Root Tests with Sharp and Smooth Breaks
     Working Papers, University of Pretoria, Department of Economics View citations (1)
499. The Depreciation of the Pound Post-Brexit: Could it have been Predicted?
     Working Papers, University of Pretoria, Department of Economics View citations (3)
     See also Journal Article in Finance Research Letters (2017)
500. The Effect of Gold Market Speculation on REIT Returns in South Africa: A Behavioral Perspective
     Working Papers, University of Pretoria, Department of Economics View citations (8)
     See also Journal Article in Journal of Economics and Finance (2017)
501. The Effect of Investor Sentiment on Gold Market Dynamics
     Working Papers, University of Pretoria, Department of Economics
502. The Effectiveness of Monetary Policy in South Africa under Inflation Targeting: Evidence from a Time-Varying Factor-Augmented Vector Autoregressive Model
     Working Papers, University of Pretoria, Department of Economics View citations (1)
     See also Journal Article in Journal of Developing Areas (2020)
503. The Efficiency of the Art Market: Evidence from Variance Ratio Tests, Linear and Nonlinear Fractional Integration Approaches
     Working Papers, University of Pretoria, Department of Economics View citations (1)
     See also Journal Article in International Review of Economics & Finance (2017)
504. The Impact of Oil Shocks in a Small Open Economy New-Keynesian Dynamic Stochastic General Equilibrium Model for South Africa
     Working Papers, University of Pretoria, Department of Economics View citations (4)
505. The Impact of US Uncertainty on the Euro Area in Good and Bad Times: Evidence from a Quantile Structural Vector Autoregressive Model
     Working Papers, University of Pretoria, Department of Economics View citations (6)
     See also Journal Article in Empirica (2019)
506. The Links between Crude Oil Prices and GCC Stock Markets: Evidence from Time-Varying Granger Causality Tests
     Working Papers, University of Pretoria, Department of Economics View citations (7)
     Also in Working Papers, Eastern Mediterranean University, Department of Economics (2016)
507. The Predictive Power of Industrial Electricity Usage Revisited: Evidence from Nonparametric Causality Tests
     Working Papers, University of Pretoria, Department of Economics View citations (1)
508. The Relationship between Commodity Markets and Commodity Mutual Funds: A Wavelet-Based Analysis
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Finance Research Letters (2018)
509. The Relationship between Population Growth and Standard-of-Living Growth Over 1870-2013: Evidence from a Bootstrapped Panel Granger Causality Test
     Working papers, University of Connecticut, Department of Economics
     See also Journal Article in Empirica (2017)
510. The Relationship between Stock Market Volatility and Trading Volume: Evidence from South Africa
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Journal of Developing Areas (2018)
511. The Role of Current Account Balance in Forecasting the US Equity Premium: Evidence from a Quantile Predictive Regression Approach
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Open Economies Review (2017)
512. The Role of Oil Prices in the Forecasts of South African Interest Rates: A Bayesian Approach
     School of Economics Macroeconomic Discussion Paper Series, School of Economics, University of Cape Town
     Also in Working Papers, University of Pretoria, Department of Economics (2015) View citations (1)
     See also Journal Article in Energy Economics (2017)
513. The Role of Partisan Conflict in Forecasting the U.S. Equity Premium: A Nonparametric Approach
     Working Papers, University of Pretoria, Department of Economics View citations (3)
     See also Journal Article in Finance Research Letters (2018)
514. The Term Premium as a Leading Macroeconomic Indicator
     Working Papers, University of Pretoria, Department of Economics View citations (3)
515. The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach
     Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (34)
     Also in Working Papers, University of Pretoria, Department of Economics (2015) View citations (11)
     See also Journal Article in Economics - The Open-Access, Open-Assessment E-Journal (2007-2020) (2016)
516. The time-series linkages between US fiscal policy and asset prices
     Working papers, University of Connecticut, Department of Economics View citations (1)
     Also in Working Papers, University of Pretoria, Department of Economics (2015) View citations (5)
     See also Journal Article in Public Finance Review (2020)
517. Time-Frequency Relationship between Inflation and Inflation Uncertainty for the U.S.: Evidence from Historical Data
     Working papers, University of Connecticut, Department of Economics View citations (1)
     Also in Working Papers, University of Pretoria, Department of Economics (2015) View citations (2)
518. Time-Varying Correlations between Inflation and Stock Prices in the United States over the Last Two Centuries
     Working Papers, University of Pretoria, Department of Economics View citations (2)
519. Time-Varying Persistence of Inflation: Evidence from a Wavelet-Based Approach
     Working Papers, University of Pretoria, Department of Economics View citations (3)
     Also in Working papers, University of Connecticut, Department of Economics (2016) View citations (4)
     See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2017)
520. Trends and Cycles in Historical Gold and Silver Prices
     NCID Working Papers, Navarra Center for International Development, University of Navarra
     Also in Working Papers, University of Pretoria, Department of Economics (2015) View citations (13)
     See also Journal Article in Journal of International Money and Finance (2015)

2015

521. A Nonlinear Approach for Predicting Stock Returns and Volatility with the Use of Investor Sentiment Indices
     Working Papers, University of Pretoria, Department of Economics View citations (1)
     See also Journal Article in Applied Economics (2016)
522. Are Health Care Expenditures and Personal Disposable Income Characterised by Asymmetric Behaviour? Evidence from US State-Level Data
     Working Papers, University of Pretoria, Department of Economics View citations (2)
     See also Journal Article in Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement (2017)
523. Asymmetric Granger Causality between Military Expenditures and Economic Growth in Top Six Defense Suppliers
     Working Papers, University of Pretoria, Department of Economics View citations (1)
524. Causal Effects of the United States and Japan on Pacific-Rim Stock Markets: Nonparametric Quantile Causality Approach
     Working Papers, University of Pretoria, Department of Economics View citations (7)
     See also Journal Article in Applied Economics (2018)
525. Causality and Contagion in EMU Sovereign Bonds Revisited: Novel Evidence from Nonlinear Causality Tests
     Working Papers, University of Pretoria, Department of Economics View citations (1)
526. Characterising the South African Business Cycle: Is GDP Difference-Stationary or Trend-Stationary in a Markov-Switching Setup?
     Working Papers, University of Pretoria, Department of Economics View citations (1)
     Also in Working Papers, Eastern Mediterranean University, Department of Economics (2015)
527. Common Cycles and Common Trends in the Stock and Oil markets: Evidence from More than 150 Years of Data
     Working Papers, University of Pretoria, Department of Economics View citations (1)
     See also Journal Article in Energy Economics (2017)
528. Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa
     Working Papers, University of Pretoria, Department of Economics View citations (6)
     Also in Working Papers, Eastern Mediterranean University, Department of Economics (2015) View citations (2)
     See also Journal Article in The Quarterly Review of Economics and Finance (2018)
529. Convergence of Health Care Expenditures across the US States: A Reconsideration
     Working Papers, University of Pretoria, Department of Economics View citations (2)
     See also Journal Article in Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement (2017)
530. DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa
     Open Access publications, School of Economics, University College Dublin View citations (4)
     Also in Working Papers, University of Pretoria, Department of Economics (2013) View citations (8)
     See also Journal Article in Applied Economics (2015)
531. Detection of Multiple Bubbles in South African Electricity Prices
     Working Papers, University of Pretoria, Department of Economics
532. Development, Poverty and Inequality: A Spatial Analysis of South African Provinces
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Journal of Developing Areas (2017)
533. Do Commodities Herd? Evidence from a Time-Varying Stochastic Volatility Model
     Working Papers, University of Pretoria, Department of Economics View citations (12)
534. Do Precious Metal Prices Help in Forecasting South African Inflation?
     Working Papers, Stellenbosch University, Department of Economics View citations (1)
     Also in Working Papers, Eastern Mediterranean University, Department of Economics (2015)
     Working Papers, University of Pretoria, Department of Economics (2015)
     See also Journal Article in The North American Journal of Economics and Finance (2017)
535. Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test
     Working Papers, University of Pretoria, Department of Economics View citations (3)
     See also Journal Article in Open Economies Review (2016)
536. Does Uncertainty Move the Gold Price? New Evidence from a Nonparametric Causality-in-Quantiles Test
     Working Papers, University of Pretoria, Department of Economics View citations (7)
     See also Journal Article in Resources Policy (2016)
537. Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns
     MPRA Paper, University Library of Munich, Germany View citations (41)
     Also in Working Papers, University of Pretoria, Department of Economics (2015) View citations (40)
538. Dynamic Comovements between Housing and Oil Markets in the US over 1859 to 2013: A Note
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Atlantic Economic Journal (2016)
539. Dynamic Spillovers in the United States: Stock Market, Housing, Uncertainty and the Macroeconomy
     Working Papers, University of Pretoria, Department of Economics View citations (1)
     See also Journal Article in Southern Economic Journal (2016)
540. Energy Demand in South Africa: Is it Asymmetric?
     Working Papers, University of Pretoria, Department of Economics
541. Energy Efficiency Drivers in South Africa: 1965-2014
     Working Papers, University of Pretoria, Department of Economics
542. Evidence of Persistence in U.S. Short and Long-Term Interest Rates Using Long-Span Monthly and Annual Data
     Working Papers, University of Pretoria, Department of Economics
543. Forecasting Accuracy Evaluation of Tourist Arrivals: Evidence from Parametric and Non-Parametric Techniques
     Working Papers, University of Pretoria, Department of Economics View citations (1)
544. Forecasting Core Inflation: The Case of South Africa
     Working Papers, Eastern Mediterranean University, Department of Economics
     Also in Working Papers, University of Pretoria, Department of Economics (2015)
     See also Journal Article in Applied Economics (2020)
545. Forecasting Inflation in an Inflation Targeting Economy: Structural Versus Non-Structural Models
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Applied Economics (2017)
546. Forecasting Key US Macroeconomic Variables with a Factor-Augmented Qual VAR
     Working Papers, University of Pretoria, Department of Economics View citations (2)
     See also Journal Article in Journal of Forecasting (2017)
547. Forecasting Oil and Stock Returns with a Qual VAR using over 150 Years of Data
     Working Papers, University of Pretoria, Department of Economics View citations (1)
     See also Journal Article in Energy Economics (2017)
548. Forecasting Output Growth using a DSGE-Based Decomposition of the South African Yield Curve
     Working Papers, University of Pretoria, Department of Economics View citations (3)
     See also Journal Article in Empirical Economics (2020)
549. Forecasting the US CPI: Does Nonlinearity Matter?
     Working Papers, University of Pretoria, Department of Economics View citations (7)
550. Has oil price predicted stock returns for over a century?
     Working Papers, Deakin University, Department of Economics View citations (212)
     Also in Working Papers, University of Pretoria, Department of Economics (2014) View citations (12)
     See also Journal Article in Energy Economics (2015)
551. How Independent are the South African Reserve Bank’s Monetary Policy Decisions? Evidence from a Global New-Keynesian DSGE Model
     Working Papers, University of Pretoria, Department of Economics
552. Hydroelectricity Consumption and Economic Growth Nexus: Evidence from a Panel of Ten Largest Hydroelectricity Consumers
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Renewable and Sustainable Energy Reviews (2016)
553. Identifying Asymmetries between Socially Responsible and Conventional Investments
     Working Papers, University of Pretoria, Department of Economics View citations (2)
554. Identifying Periods of US Housing Market Explosivity
     Working Papers, Stellenbosch University, Department of Economics View citations (1)
     Also in Working Papers, Eastern Mediterranean University, Department of Economics (2015) View citations (1)
     Working Papers, University of Pretoria, Department of Economics (2015) View citations (2)
555. Incorporating Economic Policy Uncertainty in US Equity Premium Models: A Nonlinear Predictability Analysis
     Working Papers, University of Pretoria, Department of Economics View citations (27)
     See also Journal Article in Finance Research Letters (2016)
556. 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)
557. International Stock Return Predictability: Is the Role of U.S. Time-Varying?
     Working Papers, Eastern Mediterranean University, Department of Economics View citations (4)
     Also in Working Papers, University of Pretoria, Department of Economics (2015) View citations (4)
     See also Journal Article in Empirica (2017)
558. Is Economic Policy Uncertainty Related to Suicide Rates? Evidence from the United States
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement (2017)
559. Is Gold an Inflation-Hedge? Evidence from an Interrupted Markov-Switching Cointegration Model
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Resources Policy (2016)
560. Modeling Persistence of Carbon Emission Allowance Prices
     Working Papers, University of Pretoria, Department of Economics View citations (3)
     See also Journal Article in Renewable and Sustainable Energy Reviews (2016)
561. Modeling and Forecasting Carbon Dioxide Emission Allowance Spot Price Volatility: Multifractal vs. GARCH-Type Volatility Models
     Working Papers, University of Pretoria, Department of Economics
     Also in FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents (2015)
562. Modeling and Forecasting Crude Oil Price Volatility: Evidence from Historical and Recent Data
     Working Papers, University of Pretoria, Department of Economics View citations (1)
     Also in FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents (2015) View citations (1)
563. Oil Price Forecastability and Economic Uncertainty
     Working Papers, University of Pretoria, Department of Economics View citations (56)
     Also in Open Access publications, School of Economics, University College Dublin (2015) View citations (55)
     Working Papers, University of Milano-Bicocca, Department of Economics (2015) View citations (55)
     See also Journal Article in Economics Letters (2015)
564. On Economic Uncertainty, Stock Market Predictability and Nonlinear Spillover Effects
     Working Papers, University of Pretoria, Department of Economics View citations (7)
     See also Journal Article in The North American Journal of Economics and Finance (2016)
565. On Exchange-Rate Movements and Gold-Price Fluctuations: Evidence for Gold-Producing Countries from a Nonparametric Causality-in-Quantiles Test
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in International Economics and Economic Policy (2017)
566. On International Uncertainty Links: BART-Based Empirical Evidence for Canada
     Working Papers, University of Pretoria, Department of Economics View citations (5)
     See also Journal Article in Economics Letters (2016)
567. Persistence of precious metal prices: a fractional integration approach with structural breaks
     NCID Working Papers, Navarra Center for International Development, University of Navarra View citations (36)
     Also in Working Papers, University of Pretoria, Department of Economics (2014)
     See also Journal Article in Resources Policy (2015)
568. Persistence, Mean-Reversion and Non-Linearities in Infant Mortality Rates
     Working Papers, University of Pretoria, Department of Economics View citations (3)
     See also Journal Article in Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement (2017)
569. Predictability of Sustainable Investments and the Role of Uncertainty: Evidence from a Non-Parametric Causality-in-Quantiles Test
     Working Papers, University of Pretoria, Department of Economics View citations (4)
570. Predicting Global Temperature Anomaly: A Definitive Investigation Using an Ensemble of Twelve Competing Forecasting Models
     Working Papers, University of Pretoria, Department of Economics View citations (1)
     See also Journal Article in Physica A: Statistical Mechanics and its Applications (2018)
571. Predicting South African Equity Premium using Domestic and Global Economic Policy Uncertainty Indices: Evidence from a Bayesian Graphical Model
     Working Papers, University of Pretoria, Department of Economics View citations (5)
572. Predicting Stock Returns and Volatility Using Consumption-Aggregate Wealth Ratios: A Nonlinear Approach
     Working Papers, University of Pretoria, Department of Economics View citations (8)
     See also Journal Article in Economics Letters (2015)
573. Predicting Stock Returns and Volatility with Investor Sentiment Indices: A Reconsideration using a Nonparametric Causality-in-Quantiles Test
     Working Papers, University of Pretoria, Department of Economics View citations (2)
574. South African Stock Returns Predictability using Domestic and Global Economic Policy Uncertainty: Evidence from a Nonparametric Causality-in-Quantiles Approach
     Working Papers, University of Pretoria, Department of Economics View citations (8)
575. THE ROLE OF NEWS-BASED UNCERTAINTY INDICES IN PREDICTING OIL MARKETS: A HYBRID NONPARAMETRIC QUANTILE CAUSALITY METHOD
     Working Papers, Eastern Mediterranean University, Department of Economics View citations (13)
     Also in Working Papers, University of Pretoria, Department of Economics (2015) View citations (38)
     See also Journal Article in Empirical Economics (2017)
576. Technical Efficiency of Connecticut Long Island Sound Lobster Fishery: A Nonparametric Approach to Aggregate Frontier Analysis
     Working Papers, University of Pretoria, Department of Economics View citations (1)
     See also Journal Article in Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards (2016)
577. The Changing Dynamics of South Africa's Inflation Persistence: Evidence from a Quantile Regression Framework
     Working Papers, University of Pretoria, Department of Economics
578. The Dynamic Impact of Uncertainty in Causing and Forecasting the Distribution of Oil Returns and Risk
     Working Papers, University of Pretoria, Department of Economics View citations (11)
     See also Journal Article in Physica A: Statistical Mechanics and its Applications (2018)
579. The Feldstein-Horioka Puzzle in South Africa: A Fractional Cointegration Approach
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in The Journal of International Trade & Economic Development (2016)
580. The Impact of Economic Policy Uncertainty on US Real Housing Returns and their Volatility: A Nonparametric Approach
     Working Papers, University of Pretoria, Department of Economics View citations (1)
581. The Macroeconomic Effects of Uncertainty Shocks in India
     Working Papers, University of Pretoria, Department of Economics
582. The Predictability of cay and cayMS for Stock and Housing Returns: A Nonparametric Causality in Quantile Test
     Working Papers, University of Pretoria, Department of Economics View citations (2)
583. The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis
     Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research View citations (6)
     Also in CESifo Working Paper Series, CESifo (2015) View citations (6)
     Working Papers, University of Pretoria, Department of Economics (2015) View citations (6)
     See also Journal Article in Empirical Economics (2018)
584. The Role of Domestic and Global Economic Policy Uncertainties in Predicting Stock Returns and their Volatility for Hong Kong, Malaysia and South Korea: Evidence from a Nonparametric Causality-in-Quantiles Approach
     Working Papers, University of Pretoria, Department of Economics View citations (6)
585. The South African Economic Response to Monetary Policy Uncertainty
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Journal of Economic Studies (2017)
586. The Time-Varying Correlation between Output and Prices in the United States over 1800 to 2014
     Working Papers, University of Pretoria, Department of Economics
587. The US Real GNP is Trend-Stationary After All
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Applied Economics Letters (2017)
588. Time Series Analysis of Persistence in Crude Oil Price Volatility across Bull and Bear Regimes
     Working Papers, University of Pretoria, Department of Economics View citations (1)
     See also Journal Article in Energy (2016)
589. Time-Frequency Relationship between U.S. Output with Commodity and Asset Prices
     Working Papers, University of Pretoria, Department of Economics View citations (1)
     See also Journal Article in Applied Economics (2016)
590. Time-Varying Correlations between Trade Balance and Stock Prices in the United States over the Period 1792 to 2013
     Working Papers, University of Pretoria, Department of Economics View citations (2)
     See also Journal Article in Journal of Economics and Finance (2018)
591. Trust and Quality of Growth: A Note
     Research Africa Network Working Papers, Research Africa Network (RAN) View citations (2)
     Also in MPRA Paper, University Library of Munich, Germany (2015) View citations (4)
     Working Papers, University of Pretoria, Department of Economics (2015) View citations (4)
     Working Papers of the African Governance and Development Institute., African Governance and Development Institute. (2015) View citations (4)
     See also Journal Article in Economics Bulletin (2016)
592. US inflation dynamics on long range data
     DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics View citations (5)
     Also in Working Papers, University of Pretoria, Department of Economics (2014) View citations (2)
     See also Journal Article in Applied Economics (2015)
593. Uncertainty and Crude Oil Returns
     Working Papers, University of Pretoria, Department of Economics
     Also in Working papers, University of Connecticut, Department of Economics (2015)
     See also Journal Article in Energy Economics (2016)
594. Unconventional Monetary Policy Shocks in OECD Countries: How Important is the Extent of Policy Uncertainty?
     Working Papers, University of Pretoria, Department of Economics View citations (4)
     See also Journal Article in International Economics and Economic Policy (2018)

2014

595. A Reinvestigation of the Oil Price and Consumer Price Nexus in South Africa: An Asymmetric Causality Approach
     Working Papers, University of Pretoria, Department of Economics View citations (1)
596. A Time-Varying Approach of the US Welfare Cost of Inflation
     Working papers, University of Connecticut, Department of Economics View citations (17)
     Also in Working Papers, University of Pretoria, Department of Economics (2014) View citations (11)
     See also Journal Article in Macroeconomic Dynamics (2019)
597. An Application of a New Seasonal Unit Root Test for Trending and Breaking Series to Industrial Production of the BRICS
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Journal of Developing Areas (2016)
598. Analysing South Africa's Inflation Persistence Using an ARFIMA Model with Markov-Switching Fractional Differencing Parameter
     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 Journal of Developing Areas (2016)
599. Are there Asymmetric Causal Relationships between Tourism and Economic Growth in a Panel of G-7 Countries?
     Working Papers, University of Pretoria, Department of Economics View citations (10)
600. Are there Environmental Kuznets Curves for US State-Level CO2 Emissions?
     Working Papers, University of Pretoria, Department of Economics View citations (3)
     See also Journal Article in Renewable and Sustainable Energy Reviews (2017)
601. Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index?
     Working Papers, Eastern Mediterranean University, Department of Economics View citations (2)
     Also in Working Papers, University of Pretoria, Department of Economics (2014) View citations (7)
     See also Journal Article in Applied Economics Letters (2015)
602. Are there Multiple Bubbles in the Ethanol-Gasoline Price Ratio of Brazil?
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Renewable and Sustainable Energy Reviews (2015)
603. Can Debt Ceiling and Government Shutdown Predict US Real Stock Returns? A Boot-strap Rolling-Window Approach
     Working Papers, University of Pretoria, Department of Economics View citations (1)
604. Can Economic Uncertainty, Financial Stress and Consumer Senti-ments Predict U.S. Equity Premium?
     Working Papers, Department of Research, Ipag Business School View citations (26)
     Also in Working Papers, University of Pretoria, Department of Economics (2013) View citations (1)
     Working Papers, Department of Research, Ipag Business School (2013) View citations (1)
     See also Journal Article in Journal of International Financial Markets, Institutions and Money (2014)
605. Causal Link between Oil Price and Uncertainty in India
     Working Papers, University of Pretoria, Department of Economics View citations (2)
606. Causal relationship between asset prices and output in the US: Evidence from state-level panel Granger causality test
     Working Papers, University of Pretoria, Department of Economics View citations (21)
607. 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)
608. Convergence in U.S. Metropolitan Statistical Areas
     Working Papers, University of Pretoria, Department of Economics
609. Date Stamping Historical Oil Price Bubbles: 1876-2014
     Working Papers, University of Pretoria, Department of Economics View citations (3)
     Also in Working Papers, Stellenbosch University, Department of Economics (2014) View citations (6)
610. Did Baltic stock markets offer diversification benefits during the recent financial turmoil? Novel evidence from a nonparametric causality in quantiles test
     Working Papers, University of Pretoria, Department of Economics
611. Does Debt Ceiling and Government Shutdown Help in Forecasting the US Equity Risk Premium?
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Panoeconomicus (2016)
612. Does Sunspot Numbers Cause Global Temperatures? A Reconsideration Using a Non-Parametric Causality Test
     Working Papers, University of Pretoria, Department of Economics View citations (1)
     See also Journal Article in Physica A: Statistical Mechanics and its Applications (2016)
613. Does the South African Reserve Bank (SARB) Respond to Oil Price Movements? Historical Evidence from the Frequency Domain
     Working Papers, University of Pretoria, Department of Economics View citations (2)
614. Dutch Disease Effect of Oil Rents on Agriculture Value Added in MENA Countries
     Working Papers, University of Pretoria, Department of Economics View citations (28)
615. Dynamic Relationship between Oil Price and Inflation in South Africa
     Working Papers, University of Pretoria, Department of Economics View citations (3)
     See also Journal Article in Journal of Developing Areas (2018)
616. Endogenous Fluctuations in an Endogenous Growth Model with Inflation Targeting
     Working Papers, University of Pretoria, Department of Economics View citations (11)
617. Energy Efficiency of Selected OECD Countries: A Slacks Based Model with Undesirable Outputs
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Energy Economics (2015)
618. Evolution of the Monetary Transmission Mechanism in the US: The Role of Asset Returns
     Working Papers, University of Nevada, Las Vegas , Department of Economics
     See also Journal Article in The Journal of Real Estate Finance and Economics (2016)
619. Financial Tail Risks and the Shapes of the Extreme Value Distribution: A Comparison between Conventional and Sharia-Compliant Stock Indexes
     Working Papers, University of Pretoria, Department of Economics View citations (1)
620. Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience
     Working Papers, Eastern Mediterranean University, Department of Economics View citations (6)
     Also in Working Papers, University of Nevada, Las Vegas , Department of Economics (2012) View citations (5)
     Working Papers, University of Pretoria, Department of Economics (2012) View citations (7)
     Working papers, University of Connecticut, Department of Economics (2012) View citations (4)
621. Forecasting Aggregate Retail Sales: 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 (2013) View citations (2)
     See also Journal Article in International Journal of Production Economics (2015)
622. Forecasting Home Sales in the Four Census Regions and the Aggregate US Economy Using Singular Spectrum Analysis
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Computational Economics (2017)
623. Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation
     Working Papers, University of Pretoria, Department of Economics View citations (10)
     Also in Working Papers, Eastern Mediterranean University, Department of Economics (2014) View citations (2)
     See also Journal Article in Applied Economics (2016)
624. Forecasting US Real House Price Returns over 1831-2013: Evidence from Copula Models
     Working Papers, University of Pretoria, Department of Economics View citations (1)
     See also Journal Article in Applied Economics (2015)
625. Forecasting US Real Private Residential Fixed Investment Using a Large Number of Predictors
     Working papers, University of Connecticut, Department of Economics View citations (7)
     Also in Working Papers, University of Pretoria, Department of Economics (2013)
     See also Journal Article in Empirical Economics (2016)
626. Forecasting the Price of Gold
     Working Papers, University of Pretoria, Department of Economics View citations (26)
     See also Journal Article in Applied Economics (2015)
627. Forecasting the Price of Gold Using Dynamic Model Averaging
     Working Papers, University of Pretoria, Department of Economics View citations (10)
     See also Journal Article in International Review of Financial Analysis (2015)
628. Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality
     Working Papers, Stellenbosch University, Department of Economics View citations (1)
     Also in Working Papers, University of Pretoria, Department of Economics (2014)
     See also Journal Article in Economic Systems (2016)
629. Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching
     FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents View citations (3)
     Also in Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics (2014) View citations (3)
     Working Papers, Department of Research, Ipag Business School (2014) View citations (3)
     Working Papers, University of Pretoria, Department of Economics (2014) View citations (3)
     See also Journal Article in International Review of Economics & Finance (2016)
630. House Values and Proximity to a Landfill: A Quantile Regression Framework
     Working Papers, University of Pretoria, Department of Economics
     Also in Working Papers, Eastern Mediterranean University, Department of Economics (2014)
631. Housing and the Business Cycle in South Africa
     Working Papers, Eastern Mediterranean University, Department of Economics View citations (21)
     Also in Working Papers, University of Pretoria, Department of Economics (2013) View citations (3)
     See also Journal Article in Journal of Policy Modeling (2014)
632. Inflation Forecasts and Forecaster Herding: Evidence from South African Survey Data
     Working Papers, University of Pretoria, Department of Economics View citations (3)
     Also in Working Papers, Stellenbosch University, Department of Economics (2014) View citations (3)
     See also Journal Article in Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics) (2016)
633. Is the Rand Really Decoupled from Economic Fundamentals?
     Working Papers, University of Pretoria, Department of Economics
634. Is the South African Reserve Bank Influenced by Exchange Rates when Setting Interest Rates?
     Working Papers, University of Pretoria, Department of Economics
635. Is there an Environmental Kuznets Curve for South Africa? A Co-Summability Approach Using a Century of Data
     Working Papers, University of Pretoria, Department of Economics View citations (2)
     See also Journal Article in Energy Economics (2015)
636. Oil Price Shocks and China’s Economy: Reactions of the Monetary Policy to Oil Price Shocks
     Working Papers, University of Pretoria, Department of Economics View citations (2)
     See also Journal Article in Energy Economics (2017)
637. On the Directional Accuracy of Inflation Forecasts: Evidence from South African Survey Data
     Working Papers, Stellenbosch University, Department of Economics View citations (7)
     Also in Working Papers, University of Pretoria, Department of Economics (2014) View citations (2)
     See also Journal Article in Journal of Applied Statistics (2018)
638. Persistence, Mean Reversion and Non-Linearities in US Housing Prices Over 1830-2013
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Applied Economics (2016)
639. Real Estate Markets and Uncertainty Shocks: A Variance Causality Approach
     Working Papers, University of Pretoria, Department of Economics View citations (11)
640. Real Estate Returns Predictability Revisited: Novel Evidence from the US REITs Market
     Working Papers, University of Pretoria, Department of Economics View citations (6)
     See also Journal Article in Empirical Economics (2016)
641. Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013
     Working papers, University of Connecticut, 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 Energy Economics (2015)
642. Relationship between Happiness and Smoking: A Bootstrap Panel Causality Test
     Working Papers, University of Pretoria, Department of Economics View citations (1)
643. Research Output and Economic Growth in G7 Countries: New Evidence from Asymmetric Panel Causality Testing
     Working Papers, University of Pretoria, Department of Economics View citations (2)
     See also Journal Article in Applied Economics (2016)
644. Revisiting Herding Behavior in REITs: A Regime-Switching Approach
     Working Papers, University of Pretoria, Department of Economics View citations (2)
     Also in Working Papers, Eastern Mediterranean University, Department of Economics (2014)
645. Stock Price Dynamics and the Business Cycle in an Estimated DSGE Model for South Africa
     Working Papers, University of Pretoria, Department of Economics
     Also in WiSo-HH Working Paper Series, University of Hamburg, Faculty of Business, Economics and Social Sciences, WISO Research Laboratory (2014)
     See also Journal Article in Journal of International Financial Markets, Institutions and Money (2016)
646. Testing for Multiple Bubbles in the BRICS Stock Markets
     Working Papers, University of Pretoria, Department of Economics View citations (19)
647. Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach
     Working Papers, Eastern Mediterranean University, Department of Economics View citations (9)
     Also in Working Papers, University of Pretoria, Department of Economics (2014) View citations (9)
     Working Papers, Eastern Mediterranean University, Department of Economics (2014) View citations (2)
     See also Journal Article in Journal of International Financial Markets, Institutions and Money (2016)
648. The Asymmetric Effect of Oil Price on Growth across US States
     Working Papers, University of Pretoria, Department of Economics
649. The Causal Relationship between Energy Consumption and Economic Growth in South Africa: New Evidence from Asymmetric Causality in Frequency Domain
     Working Papers, University of Pretoria, Department of Economics
650. The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains
     Working Papers, University of Nevada, Las Vegas , Department of Economics
     Also in Working papers, University of Connecticut, Department of Economics (2013) View citations (3)
     Working Papers, University of Pretoria, Department of Economics (2013) View citations (5)
651. The Growth-Inflation Nexus for the US over 1801-2013: A Semiparametric Approach
     Working Papers, University of Pretoria, Department of Economics View citations (3)
     Also in Working Papers, Eastern Mediterranean University, Department of Economics (2014) View citations (2)
652. The Nexus between Military Expenditures and Economic Growth in the BRICS and the US: A Bootstrap Panel Causality Test
     Working Papers, University of Pretoria, Department of Economics View citations (2)
653. The Nonparametric Relationship between Oil and South African Agricultural Prices
     Working Papers, University of Pretoria, Department of Economics View citations (1)
654. The Relationship between Oil and Agricultural Commodity Prices: A Quantile Causality Approach
     Working Papers, University of Pretoria, Department of Economics View citations (8)
655. The Relationship between Population Growth and Economic Growth Over 1870-2013: Evidence from a Bootstrapped Panel-Granger Causality Test
     Working Papers, University of Pretoria, Department of Economics View citations (12)
656. The Role of Economic Policy Uncertainty in Forecasting US Inflation Using a VARFIMA Model
     Working Papers, University of Pretoria, Department of Economics View citations (8)
     Also in Working Papers, Eastern Mediterranean University, Department of Economics (2014) View citations (8)
657. 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)
658. Time-Varying Causality between Oil and Commodity Prices in the Presence of Structural Breaks and Nonlinearity
     Working Papers, University of Pretoria, Department of Economics View citations (2)
659. Time-Varying Effects of Housing and Stock Prices on U.S. Consumption
     Working Papers, University of Nevada, Las Vegas , Department of Economics
     Also in Working papers, University of Connecticut, Department of Economics (2013) View citations (3)
     Working Papers, University of Pretoria, Department of Economics (2013) View citations (2)
660. Time-Varying Persistence in US Inflation
     Working Papers, University of Pretoria, Department of Economics View citations (1)
     See also Journal Article in Empirical Economics (2017)
661. Volatility Spillover between Energy and Financial Markets
     Working Papers, University of Pretoria, Department of Economics

2013

662. A Time-Varying Approach to Analysing Fiscal Policy and Asset Prices in South Africa
     Working Papers, University of Pretoria, Department of Economics View citations (4)
     See also Journal Article in Journal of Financial Economic Policy (2014)
663. Are House Prices in South Africa Really Non-Stationary? Evidence from SPSM-Based Panel KSS Test with a Fourier Function
     Working Papers, University of Pretoria, Department of Economics View citations (1)
     See also Journal Article in Applied Economics (2015)
664. Are Stock Prices Related to Political Uncertainty Index in OECD Countries? Evidence from Bootstrap Panel Causality Test
     Working Papers, Department of Research, Ipag Business School View citations (6)
     Also in Working Papers, University of Pretoria, Department of Economics (2013) View citations (4)
     See also Journal Article in Economic Systems (2015)
665. Are there Housing Bubbles in South Africa? Evidence from SPSM-Based Panel KSS Test with a Fourier Function
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Global Business and Economics Review (2016)
666. CROSS-COUNTRY EVIDENCE ON THE CAUSAL RELATIONSHIP BETWEEN POLICY UNCERTAINTY AND HOUSE PRICES
     Working Papers, University of Pretoria, Department of Economics View citations (8)
667. Can the Sharia-Based Islamic Stock Market Returns be Forecasted Using Large Number of Predictors and Models?
     Working Papers, University of Pretoria, Department of Economics View citations (2)
668. Causal relationship between nuclear energy consumption and economic growth in the G6 countries: Evidence from panel Granger causality tests
     Working Papers, University of Pretoria, Department of Economics View citations (1)
669. Causality between Economic Policy Uncertainty across Countries: Evidence from Linear and Nonlinear Tests
     Working Papers, University of Pretoria, Department of Economics View citations (10)
670. Causality between Exports and Economic Growth in South Africa: Evidence from Linear and Nonlinear Tests
     Working Papers, University of Pretoria, Department of Economics View citations (7)
     See also Journal Article in Journal of Developing Areas (2015)
671. Causality between Research Output and Economic Growth in BRICS
     Working Papers, University of Pretoria, Department of Economics View citations (6)
     See also Journal Article in Quality & Quantity: International Journal of Methodology (2015)
672. Causality between US Economic Policy and Equity Market Uncertainties: Evidence from Linear and Nonlinear Tests
     Working Papers, University of Pretoria, Department of Economics View citations (1)
     See also Journal Article in Journal of Applied Economics (2015)
673. Comovement in Euro Area Housing Prices: A Fractional Cointegration Approach
     Working Papers, University of Pretoria, Department of Economics View citations (2)
     See also Journal Article in Urban Studies (2015)
674. Convergence in Provincial-Level South African House Prices: Evidence from the Club Convergence and Clustering Procedure
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Review of Urban & Regional Development Studies (2015)
675. Convergence of Greenhouse Gas Emissions among G7 Countries
     Working Papers, University of Pretoria, Department of Economics View citations (1)
     See also Journal Article in Applied Economics (2015)
676. DGSE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa
     Working Papers, University of Milano-Bicocca, Department of Economics View citations (1)
677. Detecting Predictable Non-linear Dynamics in Dow Jones Industrial Average and Dow Jones Islamic Market Indices using Nonparametric Regressions
     Working Papers, University of Pretoria, Department of Economics
678. 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)
679. Does Sunspot Numbers Cause Global Temperatures? Evidence from a Frequency Domain Causality Test
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Applied Economics (2015)
680. Does the Source of Oil Price Shocks Matter for South African Stock Returns? A Structural VAR Approach
     Working Papers, University of Pretoria, Department of Economics View citations (70)
     See also Journal Article in Energy Economics (2013)
681. Evolution of Monetary Policy in the US: The Role of Asset Prices
     Working papers, University of Connecticut, Department of Economics View citations (2)
     Also in Working Papers, University of Pretoria, Department of Economics (2013) View citations (2)
682. FORECASTING THE RAND-DOLLAR AND RAND-POUND EXCHANGE RATES USING DYNAMIC MODEL AVERAGING
     Working Papers, University of Pretoria, Department of Economics View citations (3)
683. Forecasting China’s Foreign Exchange Reserves Using Dynamic Model Averaging: The Role of Macroeconomic Fundamentals, Financial Stress and Economic Uncertainty
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in The North American Journal of Economics and Finance (2014)
684. Forecasting Indian Macroeconomic Variables Using Medium-Scale VAR Models
     Working Papers, University of Pretoria, Department of Economics View citations (1)
685. Forecasting Real House Price of the U.S.: An Analysis Covering 1890 to 2012
     Working Papers, University of Pretoria, Department of Economics View citations (1)
686. Forecasting South African Macroeconomic Data with a Nonlinear DSGE Model
     Working Papers, University of Pretoria, Department of Economics View citations (9)
687. House Price, Stock Price and Consumption in South Africa: A Structural VAR Approach
     Working Papers, University of Pretoria, Department of Economics View citations (10)
688. Housing and the Great Depression
     Working Papers, University of Nevada, Las Vegas , Department of Economics View citations (5)
     Also in Working Papers, University of Pretoria, Department of Economics (2013) View citations (5)
     Working papers, University of Connecticut, Department of Economics (2012) View citations (1)
     See also Journal Article in Applied Economics (2014)
689. Identifying a financial conditions index for South Africa
     Working Papers, University of Pretoria, Department of Economics View citations (3)
690. MACRO SHOCKS AND HOUSE PRICES IN SOUTH AFRICA
     Working Papers, University of Pretoria, Department of Economics View citations (1)
691. 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)
692. Modeling the Volatility of the Dow Jones Islamic Market World Index Using a Fractionally Integrated Time Varying GARCH (FITVGARCH) Model
     Working Papers, University of Pretoria, Department of Economics View citations (4)
693. Oil Price Uncertainty and Manufacturing Production in South Africa
     Working Papers, University of Pretoria, Department of Economics
694. Panel Granger causality between oil consumption and GDP: Evidence from the BRICS countries
     Working Papers, University of Pretoria, Department of Economics View citations (1)
     See also Journal Article in International Journal of Sustainable Economy (2015)
695. Persistence and Cycles in Historical Oil Prices Data
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Energy Economics (2014)
696. Revisiting the Causal Relationship between Energy Consumption and Economic Growth in South Africa: Evidence from a Bootstrap Rolling Window Approach
     Working Papers, University of Pretoria, Department of Economics View citations (2)
697. Revisiting the Causality between Electricity Consumption and Economic Growth in South Africa: A Bootstrap Rolling-Window Approach
     Working Papers, University of Pretoria, Department of Economics View citations (4)
     See also Journal Article in International Journal of Economic Policy in Emerging Economies (2015)
698. Social Status, Inflation and Endogenous Growth in a Cash-in-Advance Economy: A Reconsideration
     Working Papers, University of Pretoria, Department of Economics View citations (3)
699. Tax evasion, financial development and inflation: theory and empirical evidence
     Working Papers, University of Pretoria, Department of Economics View citations (2)
     See also Journal Article in Journal of Banking & Finance (2014)
700. Temporal Causality between House Prices and Output in the U. S.: A Bootstrap Rolling-Window Approach
     Working Papers, University of Pretoria, Department of Economics View citations (6)
     Also in Working papers, University of Connecticut, Department of Economics (2013) View citations (8)
     See also Journal Article in The North American Journal of Economics and Finance (2015)
701. Testing for Persistence in Housing Price-to-Income and Price-to-Rent Ratios in 16 OECD Countries
     Working Papers, University of Pretoria, Department of Economics View citations (1)
     See also Journal Article in Applied Economics (2014)
702. Testing for persistence with breaks and outliers in South African house prices
     NCID Working Papers, Navarra Center for International Development, University of Navarra View citations (8)
     Also in Working Papers, University of Pretoria, Department of Economics (2012)
     Faculty Working Papers, School of Economics and Business Administration, University of Navarra (2012)
703. Testing the Impact of Exchange Rate Uncertainty on Exports in South Africa
     Working Papers, University of Pretoria, Department of Economics
704. 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)
705. The Causal Relationship between Economic Policy Uncertainty and Stock Returns in China and India: Evidence from a Bootstrap Rolling-Window Approach
     Working Papers, University of Pretoria, Department of Economics View citations (11)
     See also Journal Article in Emerging Markets Finance and Trade (2016)
706. The Causal Relationship between Exports and Economic Growth in the Nine Provinces of South Africa: Evidence from Panel-Granger Causality Tests
     Working Papers, University of Pretoria, Department of Economics View citations (10)
     Also in Working Papers, University of Pretoria, Department of Economics (2013) View citations (3)
     See also Journal Article in International Journal of Economic Policy in Emerging Economies (2013)
707. The Causal Relationship between House Prices and Economic Growth in the Nine Provinces of South Africa: Evidence from Panel-Granger Causality Tests
     Working Papers, University of Pretoria, Department of Economics View citations (13)
708. The Dynamic Relationship between House Prices and Output: Evidence from US Metropolitan Statistical Areas
     Working Papers, University of Pretoria, Department of Economics View citations (4)
709. The Impact of Oil Shocks on the South African Economy
     Working Papers, University of Pretoria, Department of Economics View citations (10)
710. The Long-Run Relationship between Consumption, House Prices and Stock Prices in South Africa: Evidence from Provincial-Level Data
     Working Papers, University of Pretoria, Department of Economics View citations (3)
711. The causal relationship between coal consumption and economic growth in the BRICS countries: Evidence from panel Granger causality tests
     Working Papers, University of Pretoria, Department of Economics
712. The causal relationship between natural gas consumption and economic growth: Evidence from the G7 countries
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Applied Economics Letters (2016)
713. The causal relationship between renewable energy consumption and economic growth: Evidence from the G7 countries
     Working Papers, University of Pretoria, Department of Economics
714. The nexus of electricity consumption, economic growth and CO2 emissions in the BRICS countries
     Working Papers, University of Pretoria, Department of Economics View citations (8)
     See also Journal Article in Energy Policy (2014)
715. The out-of-sample forecasting performance of non-linear models of real exchange rate behaviour: The case of the South African Rand
     Working Papers, University of Pretoria, Department of Economics View citations (1)
     See also Journal Article in European Journal of Comparative Economics (2013)
716. Time-Varying Causality between Research Output and Economic Growth in the US
     Working Papers, University of Pretoria, Department of Economics View citations (7)
     See also Journal Article in Scientometrics (2014)
717. 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)
718. Volatility Transmission between Islamic and Conventional Equity Markets: Evidence from Causality-in-Variance Test
     Working Papers, University of Pretoria, Department of Economics View citations (3)
     See also Journal Article in Applied Economics (2015)
719. Was the Recent Downturn in US GDP Predictable?
     Working papers, University of Connecticut, Department of Economics
     Also in Working Papers, University of Pretoria, Department of Economics (2012)
     Working Papers, University of Nevada, Las Vegas , Department of Economics (2012)

2012

720. Are the Effects of Monetary Policy Asymmetric in India? Evidence from a Nonlinear Vector Autoregression Approach
     Working Papers, University of Pretoria, Department of Economics View citations (6)
721. Do House Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-Varying Vector Autoregressive Model
     Working Papers, University of Pretoria, Department of Economics View citations (27)
722. Do House Prices Impact Consumption and Interest Rate?: Evidence from OECD Countries Using an Agnostic Identification Procedure
     OECD Economics Department Working Papers, OECD Publishing View citations (29)
     Also in Working Papers, University of Pretoria, Department of Economics (2011) View citations (15)
     See also Journal Article in Applied Economics Quarterly (formerly: Konjunkturpolitik) (2012)
723. Do Stock Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-Varying Vector Autoregressive Model
     Working Papers, University of Pretoria, Department of Economics View citations (24)
     See also Journal Article in Journal of Emerging Market Finance (2015)
724. Forecasting House Prices for the Four Census Regions and the Aggregate US Economy: The Role of a Data-Rich Environment
     Working Papers, University of Pretoria, Department of Economics View citations (3)
725. HOUSE PRICES AND BALANCE OF TRADE DYNAMICS IN SOUTH AFRICA: EVIDENCE FROM AN AGNOSTIC IDENTIFICATION PROCEDURE
     Working Papers, University of Pretoria, Department of Economics
726. IS THE RELATIONSHIP BETWEEN MONETARY POLICY AND HOUSE PRICES ASYMMETRIC IN SOUTH AFRICA? EVIDENCE FROM A MARKOV-SWITCHING VECTOR AUTOREGRESSIVE MODEL
     Working Papers, University of Pretoria, Department of Economics View citations (8)
     Also in Working Papers, Stellenbosch University, Department of Economics (2012) View citations (7)
     Working Papers, Eastern Mediterranean University, Department of Economics (2012) View citations (3)
727. METROPOLITAN HOUSE PRICES IN INDIA: DO THEY CONVERGE?
     Working Papers, University of Pretoria, Department of Economics View citations (2)
728. Macro Shocks and Real US Stock Prices with Special Focus on the "Great Recession"
     Working Papers, University of Pretoria, Department of Economics View citations (7)
     See also Journal Article in Applied Econometrics and International Development (2012)
729. Macroeconomic Surprises and Stock Returns in South Africa
     Working Papers, University of Pretoria, Department of Economics View citations (8)
     Also in Working Papers, Stellenbosch University, Department of Economics (2012) View citations (6)
     See also Journal Article in Studies in Economics and Finance (2013)
730. Predicting BRICS Stock Returns Using ARFIMA Models
     Working Papers, University of Pretoria, Department of Economics View citations (6)
731. Predictive Ability of Competing Models for South Africa’s Fixed Business Non- Residential Investment Spending
     Working Papers, University of Pretoria, Department of Economics
732. Real Interest Rate Persistence in South Africa: Evidence and Implications
     Working Papers, Stellenbosch University, Department of Economics
     Also in Working Papers, University of Pretoria, Department of Economics (2012) View citations (1)
     See also Journal Article in Economic Change and Restructuring (2014)
733. SHOULD THE SOUTH AFRICAN RESERVE BANK RESPOND TO EXCHANGE RATE FLUCTUATIONS? EVIDENCE FROM THE COSINE-SQUARED CEPSTRUM
     Working Papers, University of Pretoria, Department of Economics View citations (1)
734. Structural Breaks and Predictive Regressions Models of South African Equity Premium
     Working Papers, University of Pretoria, Department of Economics
735. THE IMPACT OF HOUSE PRICES ON CONSUMPTION IN SOUTH AFRICA: EVIDENCE FROM PROVINCIAL-LEVEL PANEL VARs
     Working Papers, University of Pretoria, Department of Economics View citations (21)
     See also Journal Article in Housing Studies (2013)
736. The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US
     Working Papers, Eastern Mediterranean University, Department of Economics View citations (5)
     Also in Working papers, University of Connecticut, Department of Economics (2012) View citations (3)
     Working Papers, University of Nevada, Las Vegas , Department of Economics (2012) View citations (3)
     Working Papers, University of Pretoria, Department of Economics (2012) View citations (6)
     See also Journal Article in Applied Economics (2015)
737. Using Large Data Sets to Forecast Sectoral Employment
     Working papers, University of Connecticut, Department of Economics
     Also in Working Papers, University of Nevada, Las Vegas , Department of Economics (2011) View citations (3)
     Working Papers, University of Pretoria, Department of Economics (2011) View citations (2)
     See also Journal Article in Statistical Methods & Applications (2014)

2011

738. "Ripple" Effects in South African House Prices
     Working Papers, University of Pretoria, Department of Economics View citations (7)
739. Financial Variables and the Out-of-Sample Forecastability of the Growth Rate of Indian Industrial Production
     Working Papers, University of Pretoria, Department of Economics
740. Forecasting Key Macroeconomic Variables of the South African Economy Using Bayesian Variable Selection
     Working Papers, University of Pretoria, Department of Economics
741. Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes
     Working Papers, University of Nevada, Las Vegas , Department of Economics View citations (2)
     Also in Working papers, University of Connecticut, Department of Economics (2010) View citations (2)
     Working Papers, Eastern Mediterranean University, Department of Economics (2010) View citations (1)
     Working Papers, University of Pretoria, Department of Economics (2010)
     See also Journal Article in Empirical Economics (2013)
742. House Prices and Economic Growth in South Africa: Evidence from Provincial-Level Data
     Working Papers, University of Pretoria, Department of Economics View citations (21)
743. 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)
744. Long- and Short-Run Relationships between House and Stock Prices in South Africa: A Nonparametric Approach
     Working Papers, University of Pretoria, Department of Economics View citations (13)
745. Macroeconomic Variables and South African Stock Return Predictability
     Working Papers, University of Pretoria, Department of Economics View citations (4)
     See also Journal Article in Economic Modelling (2013)
746. Out-of-Sample Equity Premium Predictability in South Africa: Evidence from a Large Number of Predictors
     Working Papers, University of Pretoria, Department of Economics View citations (11)
     See also Journal Article in Emerging Markets Finance and Trade (2016)
747. Reconsidering the Welfare Cost of Inflation in the US: A Nonparametric Estimation of the Nonlinear Long-Run Money Demand Equation using Projection Pursuit Regressions
     Working Papers, University of Pretoria, Department of Economics View citations (5)
     See also Journal Article in Empirical Economics (2014)
748. Relationship between House Prices and Inflation in South Africa: An ARDL Approach
     Working Papers, University of Pretoria, Department of Economics View citations (3)
749. Testing the Monetary Model for Exchange Rate Determination in South Africa: Evidence from 101 Years of Data
     Working Papers, University of Pretoria, Department of Economics View citations (6)
     See also Journal Article in Contemporary Economics (2013)
750. The Effects of Monetary Policy On Real Farm Prices in South Africa
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Regional and Sectoral Economic Studies (2012)
751. The Role of Asset Prices in Forecasting Inflation and Output in South Africa
     Working Papers, University of Pretoria, Department of Economics View citations (8)
     See also Journal Article in Journal of Emerging Market Finance (2013)

2010

752. An In-Sample and Out-of-Sample Empirical Investigation of the Nonlinearity in House Prices of South Africa
     Working Papers, University of Pretoria, Department of Economics View citations (4)
     See also Journal Article in Economic Modelling (2011)
753. Bubbles in South African House Prices and their Impact on Consumption
     Working Papers, University of Pretoria, Department of Economics View citations (34)
754. Evaluating the Welfare Cost of Inflation in a Monetary Endogenous Growth General Equilibrium Model: The Case of South Africa
     Working Papers, University of Pretoria, Department of Economics View citations (2)
755. Financial Market Liberalization, Monetary Policy, and Housing Price Dynamics
     Working Papers, University of Pretoria, Department of Economics View citations (11)
     Also in Working papers, University of Connecticut, Department of Economics (2010) View citations (1)
756. Forecasting Key Macroeconomic Variables of the South African Economy: A Small Open Economy New Keynesian DSGE-VAR Model
     Working Papers, University of Pretoria, Department of Economics View citations (3)
757. Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals
     Working Papers, University of Nevada, Las Vegas , Department of Economics View citations (2)
     Also in Working papers, University of Connecticut, Department of Economics (2009) View citations (6)
     Working Papers, University of Pretoria, Department of Economics (2009) View citations (4)
     See also Journal Article in Economic Modelling (2011)
758. Private and Public Health Expenditures in an Endogenous Growth Model with Inflation Targeting
     Working Papers, University of Pretoria, Department of Economics View citations (11)
     See also Journal Article in Annals of Economics and Finance (2010)
759. Production Lags and Growth Dynamics in an Overlapping Generations Endogenous Growth Model
     Working Papers, University of Pretoria, Department of Economics View citations (1)
760. South African Stock Return Predictability in the Context of Data Mining: The Role of Financial Variables and International Stock Returns
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Economic Modelling (2012)
761. Structural Breaks and GARCH Models of Stock Return Volatility: The Case of South Africa
     Working Papers, University of Pretoria, Department of Economics View citations (2)
     See also Journal Article in Economic Modelling (2012)
762. The Long-Run Impact of Inflation in South Africa
     Working Papers, University of Pretoria, Department of Economics View citations (2)
     See also Journal Article in Journal of Policy Modeling (2013)
763. The Long-Run Relationship between Inflation and Real Stock Prices: Empirical Evidence from South Africa
     Working Papers, University of Pretoria, Department of Economics View citations (1)
     See also Journal Article in Journal of Business Economics and Management (2011)
764. Valuation Ratios and Stock Price Predictability in South Africa: Is it there?
     Working Papers, University of Pretoria, Department of Economics View citations (2)

2009

765. "Ripple Effects" and Forecasting Home Prices in Los Angeles, Las Vegas, and Phoenix
     Working papers, University of Connecticut, Department of Economics View citations (14)
     Also in Working Papers, University of Nevada, Las Vegas , Department of Economics (2009) View citations (5)
     Working Papers, University of Pretoria, Department of Economics (2009) View citations (1)
     See also Journal Article in The Annals of Regional Science (2012)
766. COMPARING SOUTH AFRICAN INFLATION VOLATILITY ACROSS MONETARY POLICY REGIMES: AN APPLICATION OF SAPHE CRACKING
     Working Papers, University of Pretoria, Department of Economics View citations (8)
     See also Journal Article in Journal of Developing Areas (2012)
767. Convergence of Metropolitan House Prices in South Africa: A Re-Examination Using Efficient Unit Root Tests
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Applied Econometrics and International Development (2010)
768. Could We Have Predicted the Recent Downturn in Home Sales of the Four US Census Regions?
     Working Papers, University of Pretoria, Department of Economics View citations (9)
769. FORECASTING REAL US HOUSE PRICE: PRINCIPAL COMPONENTS VERSUS BAYESIAN REGRESSIONS
     Working Papers, University of Pretoria, Department of Economics View citations (5)
770. Has the SARB Become More Effective Post Inflation Targeting?
     Working Papers, University of Pretoria, Department of Economics View citations (1)
     See also Journal Article in Economic Change and Restructuring (2010)
771. Is the Permanent Income Hypothesis Really Well-Suited for Forecasting?
     Working Papers, University of Pretoria, Department of Economics View citations (2)
772. Modelling monetary policy in South Africa: Focus on inflation targeting era using a simple learning rule
     Working Papers, University of Pretoria, Department of Economics View citations (22)
773. Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Mode
     Working Papers, University of Nevada, Las Vegas , Department of Economics View citations (1)
     Also in Working Papers, University of Pretoria, Department of Economics (2009) View citations (4)
     Working papers, University of Connecticut, Department of Economics (2009) View citations (21)
774. Some Benefits of Reducing Inflation in South Africa
     Working Papers, University of Pretoria, Department of Economics View citations (1)
775. THE BLESSING OF DIMENSIONALITY IN FORECASTING REAL HOUSE PRICE GROWTH IN THE NINE CENSUS DIVISIONS OF THE US
     Working Papers, University of Pretoria, Department of Economics View citations (18)
776. THE EFFECT OF DEFENSE SPENDING ON US OUTPUT: A FACTOR AUGMENTED VECTOR AUTOREGRESSION (FAVAR) APPROACH
     Working Papers, University of Pretoria, Department of Economics View citations (2)
     See also Journal Article in Defence and Peace Economics (2010)
777. THE EFFECT OF MONETARY POLICY ON HOUSE PRICE INFLATION: A FACTOR AUGMENTED VECTOR AUTOREGRESSION (FAVAR) APPROACH
     Working Papers, University of Pretoria, Department of Economics View citations (8)
     Also in EcoMod2009, EcoMod (2009) View citations (3)
778. THE EFFECT OF MONETARY POLICY ON REAL HOUSE PRICE GROWTH IN SOUTH AFRICA: A FACTOR AUGMENTED VECTOR AUTOREGRESSION (FAVAR) APPROACH
     Working Papers, University of Pretoria, Department of Economics View citations (4)
     See also Journal Article in Economic Modelling (2010)
779. The Time-Series Properties of House Prices: A Case Study of the Southern California Market
     Working Papers, University of Nevada, Las Vegas , Department of Economics View citations (8)
     See also Journal Article in The Journal of Real Estate Finance and Economics (2012)
780. The Time-Series Properties of Housing Prices: A Case Study of the Southern California Market
     Working Papers, University of Pretoria, Department of Economics View citations (4)
     Also in Working papers, University of Connecticut, Department of Economics (2009) View citations (12)
781. Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States
     Working Papers, University of Pretoria, Department of Economics View citations (6)
     Also in Working Papers, University of Nevada, Las Vegas , Department of Economics (2009) View citations (6)
     Working papers, University of Connecticut, Department of Economics (2009) View citations (9)

2008

782. A Dynamic Factor Model for Forecasting Macroeconomic Variables in South Africa
     Working Papers, University of Pretoria, Department of Economics View citations (9)
783. A New-Keynesian DSGE Model for Forecasting the South African Economy
     Working Papers, University of Pretoria, Department of Economics View citations (1)
     See also Journal Article in Journal of Forecasting (2009)
784. COULD WE HAVE PREDICTED THE RECENT DOWNTURN IN THE SOUTH AFRICAN HOUSING MARKET?
     Working Papers, University of Pretoria, Department of Economics View citations (9)
     See also Journal Article in Journal of Housing Economics (2009)
785. Conditional Loss Estimation Using a South African Global Error Correcting Macroeconometric Model
     Working Papers, University of Pretoria, Department of Economics View citations (1)
786. Costly Tax Enforcement and Financial Repression
     Working Papers, University of Pretoria, Department of Economics View citations (6)
     See also Journal Article in Economic Notes (2008)
787. Costly Tax Enforcement and Financial Repression: A Reconsideration Using an Endogenous Growth Model
     Working Papers, University of Pretoria, Department of Economics
788. Currency Substitution and Financial Repression
     Working Papers, University of Pretoria, Department of Economics View citations (2)
     See also Journal Article in International Economic Journal (2011)
789. 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)
790. Financial Liberalisation and the Effectiveness of Monetary Policy on House Prices in South Africa
     Working Papers, University of Pretoria, Department of Economics View citations (5)
     See also Journal Article in The IUP Journal of Monetary Economics (2010)
791. Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs
     Working Papers, University of Pretoria, Department of Economics View citations (4)
     See also Journal Article in Indian Economic Review (2011)
792. Forecasting Macroeconomic Variables in a Small Open Economy: A Comparison between Small- and Large-Scale Models
     Working Papers, University of Pretoria, Department of Economics View citations (16)
     See also Journal Article in Journal of Forecasting (2010)
793. Forecasting the South African Economy: A DSGE-VAR Approach
     Discussion Paper, Tilburg University, Center for Economic Research
     Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2008)
     Working Papers, University of Pretoria, Department of Economics (2007) View citations (6)
794. Half-Life Deviations from PPP in the SADC
     Working Papers, University of Pretoria, Department of Economics View citations (2)
795. Is a DFM Well-Suited in Forecasting Regional House Price Inflation?
     Working Papers, University of Pretoria, Department of Economics View citations (2)
796. 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)
797. Measuring the Welfare Cost of Inflation in South Africa
     Working Papers, University of Pretoria, Department of Economics View citations (5)
     See also Journal Article in South African Journal of Economics (2008)
798. Measuring the Welfare Cost of Inflation in South Africa: A Reconsideration
     Working Papers, University of Pretoria, Department of Economics View citations (2)
799. Misalignment in the Growth-Maximizing Policies under Alternative Assumptions of Tax Evasion
     Working Papers, University of Pretoria, Department of Economics View citations (1)
800. Openness, Bureaucratic Corruption and Public Policy in an Endogenous Growth Model
     Working Papers, University of Pretoria, Department of Economics View citations (1)
801. Optimal Public Policy with Endogenous Mortality
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Journal of Economic Policy Reform (2010)
802. Predicting Downturns in the US Housing Market: A Bayesian Approach
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in The Journal of Real Estate Finance and Economics (2010)
803. Should the SARB Have Stayed Time Inconsistent?
     Working Papers, University of Pretoria, Department of Economics
804. Spatial Bayesian Methods of Forecasting House Prices in Six Metropolitan Areas of South Africa
     Working Papers, University of Pretoria, Department of Economics View citations (25)
     See also Journal Article in South African Journal of Economics (2008)
805. Tax Evasion and Financial Repression: A Reconsideration Using Endogenous Growth Models
     Working Papers, University of Pretoria, Department of Economics View citations (1)
     See also Journal Article in Journal of Economic Studies (2009)
806. Testing for Fractional Integration in SADC Real Exchange Rates
     Working Papers, University of Pretoria, Department of Economics View citations (4)
807. 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)
808. Time Aggregation and the Contradictions with Causal Relationships: Can Economic Theory Come to the Rescue?
     Working Papers, University of Pretoria, Department of Economics View citations (4)
     See also Journal Article in Studies in Economics and Econometrics (2009)
809. Time Aggregation, Long-Run Money Demand and the Welfare Cost of Inflation
     Working Papers, University of Pretoria, Department of Economics View citations (1)
     See also Journal Article in Studies in Economics and Econometrics (2009)

2007

810. A Panel Bargaining Model within the Regional Boundaries of the South African Grain Industry
     Working Papers, University of Pretoria, Department of Economics
811. Bayesian Methods of Forecasting Inventory Investment in South Africa
     Working Papers, University of Pretoria, Department of Economics
812. Forecasting the South African Economy with Gibbs Sampled BVECMs
     Working Papers, University of Pretoria, Department of Economics View citations (8)
     See also Journal Article in South African Journal of Economics (2007)
813. 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)
814. Modelling Preferences of South African Grain Farmers for Adopting Derivative Contracts Using Discrete Choice Models
     Working Papers, University of Pretoria, Department of Economics
815. Modelling and Forecasting the Metical-Rand Exchange Rate
     Working Papers, University of Pretoria, Department of Economics View citations (2)
     See also Journal Article in The IUP Journal of Monetary Economics (2008)
816. Tax Evasion and Financial Repression
     Working papers, University of Connecticut, Department of Economics View citations (1)
     See also Journal Article in Journal of Economics and Business (2008)
817. Temporal Causality between Budget Deficit and Interest Rate: The Case of South Africa
     Working Papers, University of Pretoria, Department of Economics View citations (1)
818. Temporal Causality between Taxes and Public Expenditures: The Case of South Africa
     Working Papers, University of Pretoria, Department of Economics View citations (1)

2006

819. A BVAR Model for the South African Economy
     Working Papers, University of Pretoria, Department of Economics View citations (17)
     See also Journal Article in South African Journal of Economics (2006)
820. A Small-Scale DSGE Model for Forecasting the South African Economy
     Working Papers, University of Pretoria, Department of Economics View citations (2)
     See also Journal Article in South African Journal of Economics (2007)
821. Active versus Passive Policies of Unemployment: Growth and Public Finance Perspectives
     Working Papers, University of Pretoria, Department of Economics View citations (1)
822. An Endogenous Growth Model of a Financially Repressed Small Open Economy
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in International Economic Journal (2009)
823. An Investigation of Openness and Economic Growth Using Panel Estimation
     Working Papers, University of Pretoria, Department of Economics View citations (10)
824. Financial Liberalization and a Possible Growth-Inflation Trade-Off
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Indian Economic Review (2009)
825. Financial Liberalization with Productive Public Expenditure and A Curb Market
     Working Papers, University of Pretoria, Department of Economics
826. Forecasting the South African Economy with VARs and VECMs
     Working Papers, University of Pretoria, Department of Economics View citations (26)
     See also Journal Article in South African Journal of Economics (2006)
827. Growth-Effects of Inflation Targeting: The Role of Financial Sector Development
     Working Papers, University of Pretoria, Department of Economics View citations (2)
     See also Journal Article in Annals of Economics and Finance (2011)
828. R&D, Openness, and Growth
     Working Papers, University of Pretoria, Department of Economics

2005

829. A Generic Model of Financial Repression
     Working papers, University of Connecticut, Department of Economics View citations (1)
830. Asymmetric Information, Tax Evasion and Alternative Instruments of Government Revenue
     Working papers, University of Connecticut, Department of Economics
     See also Journal Article in The IUP Journal of Monetary Economics (2006)
831. Costly State Monitoring and Reserve Requirements
     Working papers, University of Connecticut, Department of Economics View citations (10)
     See also Journal Article in Annals of Economics and Finance (2005)
832. Effect of High Yielding Variety of Seeds in the State of West Bengal: An Empirical Quest
     Working Papers, University of Pretoria, Department of Economics
833. Endogenous Tax Evasion and Reserve Requirements: A Comparative Study in the Context of European Economies
     Computing in Economics and Finance 2005, Society for Computational Economics View citations (3)
834. Financial Liberalization and Inflationary Dynamics
     Working papers, University of Connecticut, Department of Economics View citations (4)
835. Financial Liberalization and Inflationary Dynamics in the Context of a Small Open Economy
     Working papers, University of Connecticut, Department of Economics
     Also in Working Papers, University of Pretoria, Department of Economics (2005)
836. Financial Liberalization and Inflationary Dynamics: An Open Economy Analysis
     Working papers, University of Connecticut, Department of Economics View citations (1)
     See also Journal Article in International Economic Journal (2007)
837. Financial Liberalization and the Dynamics of Inflation, the Nominal Exchange Rate and the Terms of Trade
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article in Indian Economic Review (2007)
838. Financial Liberalization: A Myth or a Miracle Cure?
     Working Papers, University of Pretoria, Department of Economics View citations (1)
     See also Journal Article in The IUP Journal of Monetary Economics (2008)
839. Rational Expectations and the Effects of Financial Liberalization on Price Level and Output
     Working Papers, University of Pretoria, Department of Economics
840. Revisiting the Inflation-Repression Relationship
     Working Papers, University of Pretoria, Department of Economics
841. Revisiting the Temporal Causality between Money and Income
     Working Papers, University of Pretoria, Department of Economics
842. The Macroeconomic Reform and the Demand for Money in India
     Working Papers, University of Pretoria, Department of Economics View citations (2)

Journal Articles

2023

1. A new hybrid method with data-characteristic-driven analysis for artificial intelligence and robotics index return forecasting
   Financial Innovation, 2023, 9, (1), 1-23
2. A note on financial vulnerability and volatility in emerging stock markets: evidence from GARCH-MIDAS models
   Applied Economics Letters, 2023, 30, (1), 37-42
3. Climate Change and Inequality: Evidence from the United States
   Sustainability, 2023, 15, (6), 1-11
4. Climate Risks and Forecasting Stock Market Returns in Advanced Economies over a Century
   Mathematics, 2023, 11, (9), 1-21
   See also Working Paper (2021)
5. Climate risks and realized volatility of major commodity currency exchange rates
   Journal of Financial Markets, 2023, 62, (C)
   See also Working Paper (2022)
6. Do U.S. economic conditions at the state level predict the realized volatility of oil-price returns? A quantile machine-learning approach
   Financial Innovation, 2023, 9, (1), 1-22
7. Drivers of Realized Volatility for Emerging Countries with a Focus on South Africa: Fundamentals versus Sentiment
   Mathematics, 2023, 11, (6), 1-26
8. Firm-level business uncertainty and the predictability of the aggregate U.S. stock market volatility during the COVID-19 pandemic
   The Quarterly Review of Economics and Finance, 2023, 88, (C), 295-302
   See also Working Paper (2021)
9. Hedge and safe-haven properties of FAANA against gold, US Treasury, bitcoin, and US Dollar/CHF during the pandemic period
   The North American Journal of Economics and Finance, 2023, 64, (C)
10. Investor Confidence and Forecastability of US Stock Market Realized Volatility: Evidence from Machine Learning
    Journal of Behavioral Finance, 2023, 24, (1), 111-122
    See also Working Paper (2021)
11. Investor Sentiment and (Anti) Herding in the Currency Market: Evidence from Twitter Feed Data
    Journal of Behavioral Finance, 2023, 24, (1), 56-72
    See also Working Paper (2020)
12. Productivity and GDP: international evidence of persistence and trends over 130 years of data
    Empirical Economics, 2023, 64, (3), 1219-1246
    See also Working Paper (2021)
13. Structural and predictive analyses with a mixed copula‐based vector autoregression model
    Journal of Forecasting, 2023, 42, (2), 223-239
    See also Working Paper (2021)
14. Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach
    The Quarterly Review of Economics and Finance, 2023, 88, (C), 303-314
    See also Working Paper (2022)
15. The effect of oil uncertainty shock on real GDP of 33 countries: a global VAR approach
    Applied Economics Letters, 2023, 30, (3), 269-274 View citations (1)
    See also Working Paper (2021)
16. The impacts of oil price volatility on financial stress: Is the COVID-19 period different?
    International Review of Economics & Finance, 2023, 85, (C), 520-532
    See also Working Paper (2021)
17. The non-linear response of US state-level tradable and non-tradable inflation to oil shocks: The role of oil-dependence
    Research in International Business and Finance, 2023, 64, (C)
    See also Working Paper (2021)
18. The predictive power of Bitcoin prices for the realized volatility of US stock sector returns
    Financial Innovation, 2023, 9, (1), 1-22
19. The role of oil and risk shocks in the high‐frequency movements of the term structure of interest rates: Evidence from the U.S. Treasury market
    International Journal of Finance & Economics, 2023, 28, (2), 1845-1857
20. US monetary policy and BRICS stock market bubbles
    Finance Research Letters, 2023, 51, (C) View citations (1)
    See also Working Paper (2022)
21. Uncertainty and realized jumps in the pound-dollar exchange rate: evidence from over one century of data
    Studies in Nonlinear Dynamics & Econometrics, 2023, 27, (1), 25-47

2022

22. A NOTE ON UNCERTAINTY DUE TO INFECTIOUS DISEASES AND OUTPUT GROWTH OF THE UNITED STATES: A MIXED-FREQUENCY FORECASTING EXPERIMENT
    Annals of Financial Economics (AFE), 2022, 17, (02), 1-9
    See also Working Paper (2020)
23. A Note on the COVID-19 Shock and Real GDP in Emerging Economies
    Emerging Markets Finance and Trade, 2022, 58, (1), 93-101 View citations (1)
24. A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market: Evidence from over a century of data
    International Journal of Finance & Economics, 2022, 27, (1), 384-400 View citations (1)
    See also Working Paper (2019)
25. ANALYZING THE IMPACT OF BREXIT ON GLOBAL UNCERTAINTY USING FUNCTIONAL LINEAR REGRESSION WITH POINT OF IMPACT: THE ROLE OF CURRENCY AND EQUITY MARKETS
    The Singapore Economic Review (SER), 2022, 67, (04), 1377-1388
    See also Working Paper (2020)
26. Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data
    Studies in Nonlinear Dynamics & Econometrics, 2022, 26, (1), 73-98
    See also Working Paper (2017)
27. Can monetary policy lean against housing bubbles?
    Economic Modelling, 2022, 110, (C) View citations (4)
    See also Working Paper (2018)
28. Climate risks and forecastability of the realized volatility of gold and other metal prices
    Resources Policy, 2022, 77, (C) View citations (1)
    See also Working Paper (2021)
29. Climate uncertainty and carbon emissions prices: The relative roles of transition and physical climate risks
    Economics Letters, 2022, 217, (C) View citations (1)
    See also Working Paper (2022)
30. Commodity Prices and Forecastability of International Stock Returns over a Century: Sentiments versus Fundamentals with Focus on South Africa
    Emerging Markets Finance and Trade, 2022, 58, (9), 2620-2636 View citations (2)
31. Contagious diseases and gold: Over 700 years of evidence from quantile regressions
    Finance Research Letters, 2022, 50, (C) View citations (1)
    See also Working Paper (2022)
32. Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment
    Journal of Behavioral Finance, 2022, 23, (3), 241-261
    See also Working Paper (2019)
33. Evolving United States stock market volatility: The role of conventional and unconventional monetary policies
    The North American Journal of Economics and Finance, 2022, 60, (C) View citations (1)
    See also Working Paper (2021)
34. Exchange rate predictability with nine alternative models for BRICS countries
    Journal of Macroeconomics, 2022, 71, (C)
    See also Working Paper (2021)
35. Financial market connectedness: The role of investors’ happiness
    Finance Research Letters, 2022, 44, (C) View citations (4)
36. Financial turbulence, systemic risk and the predictability of stock market volatility
    Global Finance Journal, 2022, 52, (C) View citations (2)
    See also Working Paper (2021)
37. Forecastability of Agricultural Commodity Futures Realised Volatility with Daily Infectious Disease-Related Uncertainty
    JRFM, 2022, 15, (11), 1-15
    See also Working Paper (2022)
38. Forecasting charge-off rates with a panel Tobit model: the role of uncertainty
    Applied Economics Letters, 2022, 29, (10), 927-931
    See also Working Paper (2020)
39. Forecasting oil and gold volatilities with sentiment indicators under structural breaks
    Energy Economics, 2022, 105, (C) View citations (11)
    See also Working Paper (2021)
40. Forecasting oil prices over 150 years: The role of tail risks
    Resources Policy, 2022, 75, (C) View citations (3)
    See also Working Paper (2021)
41. Forecasting output growth of advanced economies over eight centuries: The role of gold market volatility as a proxy of global uncertainty
    Resources Policy, 2022, 75, (C) View citations (2)
    See also Working Paper (2021)
42. Forecasting realized volatility of international REITs: The role of realized skewness and realized kurtosis
    Journal of Forecasting, 2022, 41, (2), 303-315 View citations (3)
    See also Working Paper (2021)
43. Forecasting returns of major cryptocurrencies: Evidence from regime-switching factor models
    Finance Research Letters, 2022, 49, (C) View citations (1)
    See also Working Paper (2022)
44. Forecasting stock market (realized) volatility in the United Kingdom: Is there a role of inequality?
    International Journal of Finance & Economics, 2022, 27, (2), 2146-2152
45. Forecasting stock-market tail risk and connectedness in advanced economies over a century: The role of gold-to-silver and gold-to-platinum price ratios
    International Review of Financial Analysis, 2022, 83, (C)
    See also Working Paper (2021)
46. Forecasting the realized variance of oil-price returns using machine learning: Is there a role for U.S. state-level uncertainty?
    Energy Economics, 2022, 114, (C)
    See also Working Paper (2022)
47. Geopolitical risks and historical exchange rate volatility of the BRICS
    International Review of Economics & Finance, 2022, 77, (C), 179-190 View citations (5)
    See also Working Paper (2020)
48. Global evidence of the COVID-19 shock on real equity prices and real exchange rates: A counterfactual analysis with a threshold-augmented GVAR model
    Finance Research Letters, 2022, 47, (PA) View citations (1)
    See also Working Paper (2021)
49. Global financial cycle and the predictability of oil market volatility: Evidence from a GARCH-MIDAS model
    Energy Economics, 2022, 108, (C) View citations (5)
    See also Working Paper (2021)
50. Globalization, long memory, and real interest rate convergence: a historical perspective
    Empirical Economics, 2022, 63, (5), 2331-2355
    See also Working Paper (2020)
51. Information entropy, continuous improvement, and US energy performance: a novel stochastic-entropic analysis for ideal solutions (SEA-IS)
    Annals of Operations Research, 2022, 313, (1), 289-318
    See also Working Paper (2020)
52. Interest rate uncertainty and the predictability of bank revenues
    Journal of Forecasting, 2022, 41, (8), 1559-1569
    See also Working Paper (2021)
53. Investors’ Uncertainty and Forecasting Stock Market Volatility
    Journal of Behavioral Finance, 2022, 23, (3), 327-337 View citations (3)
    See also Working Paper (2020)
54. Jumps in Geopolitical Risk and the Cryptocurrency Market: The Singularity of Bitcoin
    Defence and Peace Economics, 2022, 33, (2), 150-161 View citations (2)
    See also Working Paper (2020)
55. Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty
    The Journal of Real Estate Finance and Economics, 2022, 64, (4), 523-545
    See also Working Paper (2020)
56. Mixed‐frequency forecasting of crude oil volatility based on the information content of global economic conditions
    Journal of Forecasting, 2022, 41, (1), 134-157 View citations (3)
57. Monetary policy reaction to uncertainty in Japan: Evidence from a quantile‐on‐quantile interest rate rule
    International Journal of Finance & Economics, 2022, 27, (2), 2041-2053
    See also Working Paper (2019)
58. Nonlinear contagion between stock and real estate markets: International evidence from a local Gaussian correlation approach
    International Journal of Finance & Economics, 2022, 27, (2), 2089-2109
59. OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning
    Finance Research Letters, 2022, 45, (C)
    See also Working Paper (2021)
60. Oil Price Uncertainty Shocks and Global Equity Markets: Evidence from a GVAR Model
    JRFM, 2022, 15, (8), 1-26 View citations (3)
61. Oil price shocks and yield curve dynamics in emerging markets
    International Review of Economics & Finance, 2022, 80, (C), 613-623 View citations (1)
    See also Working Paper (2020)
62. Oil shocks and directional predictability of macroeconomic uncertainties of developed economies: Evidence from high‐frequency data†
    Scottish Journal of Political Economy, 2022, 69, (2), 169-185 View citations (1)
63. Oil tail risks and the forecastability of the realized variance of oil-price: Evidence from over 150 years of data
    Finance Research Letters, 2022, 46, (PB) View citations (1)
    See also Working Paper (2021)
64. Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data
    Energies, 2022, 15, (22), 1-26
    See also Working Paper (2022)
65. Oil-price uncertainty and the U.K. unemployment rate: A forecasting experiment with random forests using 150 years of data
    Resources Policy, 2022, 77, (C) View citations (3)
    See also Working Paper (2020)
66. On the transmission mechanism of Asia‐Pacific yield curve characteristics
    International Journal of Finance & Economics, 2022, 27, (1), 473-488
    See also Working Paper (2018)
67. Out-of-sample predictability of gold market volatility: The role of US Nonfarm Payroll
    The Quarterly Review of Economics and Finance, 2022, 86, (C), 482-488
    See also Working Paper (2021)
68. Persistence of state-level uncertainty of the United States: The role of climate risks
    Economics Letters, 2022, 215, (C) View citations (3)
    See also Working Paper (2022)
69. Predictability of tail risks of Canada and the U.S. Over a Century: The role of spillovers and oil tail Risks☆
    The North American Journal of Economics and Finance, 2022, 59, (C) View citations (3)
70. Predictability of the Realised Volatility of International Stock Markets Amid Uncertainty Related to Infectious Diseases
    JRFM, 2022, 15, (1), 1-0
    See also Working Paper (2021)
71. Predicting Housing Market Sentiment: The Role of Financial, Macroeconomic and Real Estate Uncertainties
    Journal of Behavioral Finance, 2022, 23, (2), 189-209
    See also Working Paper (2020)
72. Price effects after one-day abnormal returns in developed and emerging markets: ESG versus traditional indices
    The North American Journal of Economics and Finance, 2022, 59, (C)
    See also Working Paper (2021)
73. Rare disaster risks and gold over 700 years: Evidence from nonparametric quantile regressions
    Resources Policy, 2022, 79, (C)
    See also Working Paper (2022)
74. Risk aversion and the predictability of crude oil market volatility: A forecasting experiment with random forests
    Journal of the Operational Research Society, 2022, 73, (8), 1755-1767
    See also Working Paper (2019)
75. Socio-political instability and growth dynamics
    Economic Systems, 2022, 46, (4)
    See also Working Paper (2018)
76. Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin
    The Quarterly Review of Economics and Finance, 2022, 84, (C), 398-406 View citations (1)
    See also Working Paper (2020)
77. The (Asymmetric) effect of El Niño and La Niña on gold and silver prices in a GVAR model
    Resources Policy, 2022, 78, (C) View citations (2)
    See also Working Paper (2021)
78. The Role of Economic Policy Uncertainty in Predicting Output Growth in Emerging Markets: A Mixed-Frequency Granger Causality Approach
    Emerging Markets Finance and Trade, 2022, 58, (4), 1008-1026 View citations (1)
    See also Working Paper (2019)
79. The State-Level Nonlinear Effects of Government Spending Shocks in the US: The Role of Partisan Conflict
    Sustainability, 2022, 14, (18), 1-9
80. The behaviour of real interest rates: New evidence from a 'suprasecular' perspective
    International Finance, 2022, 25, (1), 46-64
81. The effects of climate risks on economic activity in a panel of US states: The role of uncertainty
    Economics Letters, 2022, 213, (C) View citations (6)
    See also Working Paper (2022)
82. The financial US uncertainty spillover multiplier: Evidence from a GVAR model
    International Finance, 2022, 25, (3), 313-340
    See also Working Paper (2021)
83. The predictive power of the term spread on inequality in the United Kingdom: An empirical analysis
    International Journal of Finance & Economics, 2022, 27, (2), 1979-1988
    See also Working Paper (2019)
84. The role of investor sentiment in forecasting housing returns in China: A machine learning approach
    Journal of Forecasting, 2022, 41, (8), 1725-1740
    See also Working Paper (2020)
85. Uncertainty and forecastability of regional output growth in the UK: Evidence from machine learning
    Journal of Forecasting, 2022, 41, (6), 1049-1064
86. Uncertainty and predictability of real housing returns in the United Kingdom: A regional analysis
    Journal of Forecasting, 2022, 41, (7), 1525-1556
    See also Working Paper (2021)
87. Uncertainty and tourism in Africa
    Tourism Economics, 2022, 28, (4), 964-978 View citations (1)
    See also Working Paper (2020)
88. Uncertainty due to infectious diseases and forecastability of the realized variance of United States real estate investment trusts: A note
    International Review of Finance, 2022, 22, (3), 540-550

2021

89. A Note on Forecasting the Historical Realized Variance of Oil-Price Movements: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios
    Energies, 2021, 14, (20), 1-0 View citations (4)
    See also Working Paper (2021)
90. A note on investor happiness and the predictability of realized volatility of gold
    Finance Research Letters, 2021, 39, (C) View citations (6)
    See also Working Paper (2020)
91. A note on oil price shocks and the forecastability of gold realized volatility
    Applied Economics Letters, 2021, 28, (21), 1889-1897 View citations (1)
    See also Working Paper (2020)
92. Bayesian Spatial Modeling for Housing Data in South Africa
    Sankhya B: The Indian Journal of Statistics, 2021, 83, (2), 395-414
    See also Working Paper (2018)
93. Bear, Bull, Sidewalk, and Crash: The Evolution of the US Stock Market Using Over a Century of Daily Data
    Finance Research Letters, 2021, 43, (C)
    See also Working Paper (2020)
94. Bitcoin mining activity and volatility dynamics in the power market
    Economics Letters, 2021, 209, (C) View citations (1)
    See also Working Paper (2021)
95. COVID-19 Pandemic and Investor Herding in International Stock Markets
    Risks, 2021, 9, (9), 1-11 View citations (17)
    See also Working Paper (2020)
96. Climate Risks and the Realized Volatility Oil and Gas Prices: Results of an Out-of-Sample Forecasting Experiment
    Energies, 2021, 14, (23), 1-0 View citations (3)
    See also Working Paper (2021)
97. Contagion between real estate and financial markets: A Bayesian quantile-on-quantile approach
    The North American Journal of Economics and Finance, 2021, 55, (C) View citations (6)
    See also Working Paper (2019)
98. Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS: Evidence from a nonparametric causality-in-quantiles approach
    The Quarterly Review of Economics and Finance, 2021, 79, (C), 290-302 View citations (2)
99. Disaggregated oil shocks and stock-market tail risks: Evidence from a panel of 48 economics
    Research in International Business and Finance, 2021, 58, (C) View citations (3)
100. Do oil-price shocks predict the realized variance of U.S. REITs?
     Energy Economics, 2021, 104, (C) View citations (4)
     See also Working Paper (2020)
101. Does inequality help in forecasting equity premium in a panel of G7 countries?
     The North American Journal of Economics and Finance, 2021, 57, (C) View citations (4)
     See also Working Paper (2017)
102. Dynamic Impact of Unconventional Monetary Policy on International REITs
     JRFM, 2021, 14, (9), 1-19 View citations (5)
     See also Working Paper (2020)
103. Dynamic effects of monetary policy shocks on macroeconomic volatility in the United Kingdom
     Applied Economics Letters, 2021, 28, (18), 1594-1599
     See also Working Paper (2020)
104. Dynamic impact of the U.S. monetary policy on oil market returns and volatility
     The Quarterly Review of Economics and Finance, 2021, 80, (C), 159-169
     See also Working Paper (2019)
105. El Niño, La Niña, and the Forecastability of the Realized Variance of Heating Oil Price Movements
     Sustainability, 2021, 13, (14), 1-23 View citations (3)
     See also Working Paper (2021)
106. Evolution of price effects after one-day abnormal returns in the US stock market
     The North American Journal of Economics and Finance, 2021, 57, (C) View citations (4)
     See also Working Paper (2020)
107. Forecasting Realized Volatility of Bitcoin: The Role of the Trade War
     Computational Economics, 2021, 57, (1), 29-53 View citations (7)
     See also Working Paper (2020)
108. Forecasting power of infectious diseases-related uncertainty for gold realized variance
     Finance Research Letters, 2021, 42, (C) View citations (15)
109. Forecasting realized volatility of bitcoin returns: tail events and asymmetric loss
     The European Journal of Finance, 2021, 27, (16), 1626-1644 View citations (3)
     See also Working Paper (2019)
110. Forecasting the Term Structure of Interest Rates of the BRICS: Evidence from a Nonparametric Functional Data Analysis
     Emerging Markets Finance and Trade, 2021, 57, (15), 4312-4329
     See also Working Paper (2019)
111. Forecasting the Volatility of Crude Oil: The Role of Uncertainty and Spillovers
     Energies, 2021, 14, (14), 1-15 View citations (5)
     See also Working Paper (2021)
112. GEOPOLITICAL RISKS AND THE HIGH-FREQUENCY MOVEMENTS OF THE US TERM STRUCTURE OF INTEREST RATES
     Annals of Financial Economics (AFE), 2021, 16, (03), 1-16
     See also Working Paper (2021)
113. Geopolitical risk and forecastability of tail risk in the oil market: Evidence from over a century of monthly data
     Energy, 2021, 235, (C) View citations (11)
     See also Working Paper (2021)
114. Gold, platinum and the predictability of bond risk premia
     Finance Research Letters, 2021, 38, (C) View citations (2)
     See also Working Paper (2019)
115. Government Effectiveness and the COVID-19 Pandemic
     Sustainability, 2021, 13, (6), 1-15 View citations (5)
     See also Working Paper (2021)
116. High-Frequency Predictability of Housing Market Movements of the United States: The Role of Economic Sentiment
     Journal of Behavioral Finance, 2021, 22, (4), 490-498 View citations (1)
     See also Working Paper (2020)
117. High-Frequency Volatility Forecasting of US Housing Markets
     The Journal of Real Estate Finance and Economics, 2021, 62, (2), 283-317 View citations (4)
     See also Working Paper (2019)
118. House price synchronization across the US states: The role of structural oil shocks
     The North American Journal of Economics and Finance, 2021, 56, (C) View citations (5)
     See also Working Paper (2020)
119. How Do Housing Returns in Emerging Countries Respond to Oil Shocks? A MIDAS Touch
     Emerging Markets Finance and Trade, 2021, 57, (15), 4286-4311 View citations (1)
     See also Working Paper (2019)
120. INVESTOR SENTIMENT CONNECTEDNESS: EVIDENCE FROM LINEAR AND NONLINEAR CAUSALITY APPROACHES
     Annals of Financial Economics (AFE), 2021, 16, (04), 1-29 View citations (1)
     See also Working Paper (2018)
121. Income inequality and economic growth: A re‐examination of theory and evidence
     Review of Development Economics, 2021, 25, (2), 737-757 View citations (5)
     See also Working Paper (2018)
122. Income inequality and oil resources: Panel evidence from the United States
     Energy Policy, 2021, 159, (C) View citations (2)
     See also Working Paper (2020)
123. Infectious disease-related uncertainty and the safe-haven characteristic of US treasury securities
     International Review of Economics & Finance, 2021, 71, (C), 289-298 View citations (25)
     See also Working Paper (2020)
124. Inflation-targeting and inflation volatility: International evidence from the cosine-squared cepstrum
     International Economics, 2021, (167), 29-38 View citations (1)
     Also in International Economics, 2021, 167, (C), 29-38 (2021) View citations (3)
125. Investor sentiment and dollar-pound exchange rate returns: Evidence from over a century of data using a cross-quantilogram approach
     Finance Research Letters, 2021, 38, (C) View citations (3)
     See also Working Paper (2020)
126. Linking U.S. State-level housing market returns, and the consumption-(Dis)Aggregate wealth ratio
     International Review of Economics & Finance, 2021, 71, (C), 779-810
     See also Working Paper (2020)
127. Long-memory modeling and forecasting: evidence from the U.S. historical series of inflation
     Studies in Nonlinear Dynamics & Econometrics, 2021, 25, (5), 289-310
     See also Working Paper (2018)
128. Monetary policy and bubbles in US REITs
     International Review of Finance, 2021, 21, (2), 675-687 View citations (2)
     See also Working Paper (2018)
129. Monetary policy and speculative spillovers in financial markets
     Research in International Business and Finance, 2021, 56, (C) View citations (5)
     See also Working Paper (2020)
130. Movements in real estate uncertainty in the United States: the role of oil shocks
     Applied Economics Letters, 2021, 28, (13), 1059-1065
     See also Working Paper (2020)
131. Multi-Horizon Financial and Housing Wealth Effects across the U.S. States
     Sustainability, 2021, 13, (3), 1-20 View citations (1)
     See also Working Paper (2019)
132. Network Analysis of Economic and Financial Uncertainties in Advanced Economies: Evidence from Graph-Theory
     Advances in Decision Sciences, 2021, 25, (1), 188-215 View citations (1)
     See also Working Paper (2019)
133. OPEC news and jumps in the oil market
     Energy Economics, 2021, 96, (C) View citations (3)
     See also Working Paper (2020)
134. Oil Price and Exchange Rate Behaviour of the BRICS
     Emerging Markets Finance and Trade, 2021, 57, (7), 2042-2051 View citations (8)
135. Oil shocks and stock market volatility of the BRICS: A GARCH-MIDAS approach
     Global Finance Journal, 2021, 48, (C) View citations (26)
     See also Working Paper (2019)
136. Persistence and cyclical dynamics of US and UK house prices: Evidence from over 150 years of data
     Urban Studies, 2021, 58, (1), 53-72 View citations (2)
     See also Working Paper (2018)
137. Point and density forecasting of macroeconomic and financial uncertainties of the USA
     Journal of Forecasting, 2021, 40, (4), 700-707
138. Predicting Bitcoin returns: Comparing the roles of newspaper- and internet search-based measures of uncertainty
     Finance Research Letters, 2021, 38, (C) View citations (10)
     See also Working Paper (2019)
139. Predicting Stock Market Movements in the United States: The Role of Presidential Approval Ratings
     International Review of Finance, 2021, 21, (1), 324-335 View citations (2)
     See also Working Paper (2018)
140. Return connectedness across asset classes around the COVID-19 outbreak
     International Review of Financial Analysis, 2021, 73, (C) View citations (102)
     See also Working Paper (2020)
141. Risk aversion and Bitcoin returns in extreme quantiles
     Economics Bulletin, 2021, 41, (3), 1374-1386
142. Risk spillover between Bitcoin and conventional financial markets: An expectile-based approach
     The North American Journal of Economics and Finance, 2021, 55, (C) View citations (11)
     See also Working Paper (2020)
143. Stock markets and exchange rate behavior of the BRICS
     Journal of Forecasting, 2021, 40, (8), 1581-1595 View citations (4)
     See also Working Paper (2020)
144. Structure dependence between oil and agricultural commodities returns: The role of geopolitical risks
     Energy, 2021, 219, (C) View citations (22)
     See also Working Paper (2020)
145. THE RELATIONSHIP BETWEEN ECONOMIC POLICY UNCERTAINTY AND CORPORATE TAX RATES
     Annals of Financial Economics (AFE), 2021, 16, (01), 1-13 View citations (1)
146. The Effect of Air Quality and Weather on the Chinese Stock: Evidence from Shenzhen Stock Exchange
     Sustainability, 2021, 13, (5), 1-20
147. The Taylor curve: international evidence
     Applied Economics, 2021, 53, (40), 4680-4691
     See also Working Paper (2020)
148. The dynamics of U.S. REITs returns to uncertainty shocks: A proxy SVAR approach
     Research in International Business and Finance, 2021, 58, (C) View citations (4)
     See also Working Paper (2020)
149. The effects of public expenditures on labour productivity in Europe
     Empirica, 2021, 48, (4), 845-874
     See also Working Paper (2020)
150. 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)
151. 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)
152. Time-Varying Predictability of Labor Productivity on Inequality in United Kingdom
     Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, 2021, 155, (3), 771-788
     See also Working Paper (2020)
153. Time-varying evidence of predictability of financial stress in the United States over a century: The role of inequality
     Structural Change and Economic Dynamics, 2021, 57, (C), 87-92 View citations (1)
     See also Working Paper (2020)
154. Time-varying impact of monetary policy shocks on US stock returns: The role of investor sentiment
     The North American Journal of Economics and Finance, 2021, 58, (C) View citations (6)
     See also Working Paper (2020)
155. Time-varying impact of pandemics on global output growth
     Finance Research Letters, 2021, 41, (C) View citations (3)
     See also Working Paper (2020)
156. Time-varying influence of household debt on inequality in United Kingdom
     Empirical Economics, 2021, 61, (4), 1917-1933
     See also Working Paper (2020)
157. Time-varying relationship between conventional and unconventional monetary policies and risk aversion: international evidence from time- and frequency-domains
     Empirical Economics, 2021, 61, (6), 2963-2983 View citations (3)
     See also Working Paper (2019)
158. Time-varying risk aversion and forecastability of the US term structure of interest rates
     Finance Research Letters, 2021, 42, (C) View citations (1)
     See also Working Paper (2020)
159. Time-varying spillovers between housing sentiment and housing market in the United States☆
     Finance Research Letters, 2021, 42, (C) View citations (1)
160. Time‐varying impact of global, region‐, and country‐specific uncertainties on the volatility of international trade
     Contemporary Economic Policy, 2021, 39, (4), 691-700
161. UNCERTAINTY RELATED TO INFECTIOUS DISEASES AND FORECASTABILITY OF THE REALIZED VOLATILITY OF US TREASURY SECURITIES
     Annals of Financial Economics (AFE), 2021, 16, (02), 1-12
     See also Working Paper (2021)
162. Uncertainty and daily predictability of housing returns and volatility of the United States: Evidence from a higher-order nonparametric causality-in-quantiles test
     The Quarterly Review of Economics and Finance, 2021, 82, (C), 200-206 View citations (4)
     See also Working Paper (2020)
163. Unemployment fluctuations and currency returns in the United Kingdom: Evidence from over one and a half century of data
     Journal of Multinational Financial Management, 2021, 61, (C) View citations (2)
     See also Working Paper (2020)
164. Variants of consumption‐wealth ratios and predictability of U.S. government bond risk premia
     International Review of Finance, 2021, 21, (2), 661-674
165. Volatility connectedness of major cryptocurrencies: The role of investor happiness
     Journal of Behavioral and Experimental Finance, 2021, 30, (C) View citations (16)
     See also Working Paper (2020)
166. What Can Fifty-Two Collateralizable Wealth Measures Tell Us About Future Housing Market Returns? Evidence from U.S. State-Level Data
     The Journal of Real Estate Finance and Economics, 2021, 62, (1), 81-107
     See also Working Paper (2019)

2020

167. 125 ​Years of time-varying effects of fiscal policy on financial markets
     International Review of Economics & Finance, 2020, 70, (C), 303-320 View citations (4)
168. Are Uncertainties across the World Convergent?
     Economics Bulletin, 2020, 40, (1), 855-862 View citations (3)
     See also Working Paper (2019)
169. Asymmetric effects of inequality on real output levels of the United States
     Eurasian Economic Review, 2020, 10, (1), 47-69 View citations (1)
170. Conventional and unconventional monetary policy reaction to uncertainty in advanced economies: evidence from quantile regressions
     Studies in Nonlinear Dynamics & Econometrics, 2020, 24, (3), 17 View citations (3)
     Also in Studies in Nonlinear Dynamics & Econometrics, 2020, 24, (3), 17 (2020) View citations (3)
     See also Working Paper (2018)
171. Cross-border capital flows and return dynamics in emerging stock markets: Relative roles of equity and debt flows
     Journal of International Money and Finance, 2020, 109, (C) View citations (3)
     See also Working Paper (2019)
172. Does real U.K. GDP have a unit root? Evidence from a multi-century perspective
     Applied Economics, 2020, 52, (10), 1070-1087 View citations (1)
173. Dynamic and Asymmetric Response of Inequality to Income Volatility: The Case of the United Kingdom
     Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, 2020, 147, (3), 747-762 View citations (3)
     See also Working Paper (2018)
174. Effect of uncertainty on U.S. stock returns and volatility: evidence from over eighty years of high-frequency data
     Applied Economics Letters, 2020, 27, (16), 1305-1311 View citations (7)
     See also Working Paper (2019)
175. Forecasting U.S. Aggregate Stock Market Excess Return: Do Functional Data Analysis Add Economic Value?
     Mathematics, 2020, 8, (11), 1-16
     See also Working Paper (2020)
176. Forecasting core inflation: the case of South Africa
     Applied Economics, 2020, 52, (28), 3004-3022 View citations (2)
     See also Working Paper (2015)
177. Forecasting economic policy uncertainty of BRIC countries using Bayesian VARs
     Economics Letters, 2020, 186, (C) View citations (10)
178. Forecasting equity premium in a panel of OECD countries: The role of economic policy uncertainty
     The Quarterly Review of Economics and Finance, 2020, 76, (C), 243-248 View citations (5)
     See also Working Paper (2016)
179. Forecasting interest rate volatility of the United Kingdom: evidence from over 150 years of data
     Journal of Applied Statistics, 2020, 47, (6), 1128-1143 View citations (2)
     See also Working Paper (2018)
180. Forecasting local currency bond risk premia of emerging markets: The role of cross‐country macrofinancial linkages
     Journal of Forecasting, 2020, 39, (6), 966-985 View citations (2)
     See also Working Paper (2019)
181. Forecasting output growth using a DSGE-based decomposition of the South African yield curve
     Empirical Economics, 2020, 58, (1), 351-378 View citations (1)
     See also Working Paper (2015)
182. Forecasting realized gold volatility: Is there a role of geopolitical risks?
     Finance Research Letters, 2020, 35, (C) View citations (41)
     See also Working Paper (2019)
183. Forecasting realized oil-price volatility: The role of financial stress and asymmetric loss
     Journal of International Money and Finance, 2020, 104, (C) View citations (57)
     See also Working Paper (2019)
184. Forecasting volatility and co-volatility of crude oil and gold futures: Effects of leverage, jumps, spillovers, and geopolitical risks
     International Journal of Forecasting, 2020, 36, (3), 933-948 View citations (53)
     See also Working Paper (2019)
185. Forecasting with Second-Order Approximations and Markov-Switching DSGE Models
     Computational Economics, 2020, 56, (4), 747-771 View citations (1)
     See also Working Paper (2018)
186. Frequency-dependent real-time effects of uncertainty in the United States: evidence from daily data
     Applied Economics Letters, 2020, 27, (19), 1562-1566 View citations (1)
     See also Working Paper (2018)
187. Geopolitical Risks, Returns, and Volatility in Emerging Stock Markets: Evidence from a Panel GARCH Model
     Emerging Markets Finance and Trade, 2020, 55, (8), 1841-1856
     Also in Emerging Markets Finance and Trade, 2019, 55, (8), 1841-1856 (2019) View citations (16)
     See also Working Paper (2017)
188. Global crises and gold as a safe haven: Evidence from over seven and a half centuries of data
     Physica A: Statistical Mechanics and its Applications, 2020, 540, (C) View citations (24)
     See also Working Paper (2019)
189. Gold-oil dependence dynamics and the role of geopolitical risks: Evidence from a Markov-switching time-varying copula model
     Energy Economics, 2020, 88, (C) View citations (48)
     See also Working Paper (2019)
190. Graph theory-based network analysis of regional uncertainties of the US Economy
     Physica A: Statistical Mechanics and its Applications, 2020, 540, (C) View citations (2)
191. Growth Dynamics, Multiple Equilibria, and Local Indeterminacy in an Endogenous Growth Model of Money, Banking and Inflation Targeting
     Economies, 2020, 8, (1), 1-14 View citations (1)
     See also Working Paper (2019)
192. HISTORICAL FORECASTING OF INTEREST RATE MEAN AND VOLATILITY OF THE UNITED STATES: IS THERE A ROLE OF UNCERTAINTY?
     Annals of Financial Economics (AFE), 2020, 15, (04), 1-17 View citations (1)
     See also Working Paper (2020)
193. Halloween Effect in developed stock markets: A historical perspective
     International Economics, 2020, 161, (C), 130-138 View citations (3)
     Also in International Economics, 2020, (161), 130-138 (2020)
194. Historical evolution of monthly anomalies in international stock markets
     Research in International Business and Finance, 2020, 52, (C) View citations (2)
     See also Working Paper (2019)
195. Historical volatility of advanced equity markets: The role of local and global crises
     Finance Research Letters, 2020, 34, (C) View citations (1)
     See also Working Paper (2019)
196. Housing market spillovers in South Africa: evidence from an estimated small open economy DSGE model
     Empirical Economics, 2020, 58, (5), 2309-2332 View citations (2)
     See also Working Paper (2016)
197. Infectious Diseases, Market Uncertainty and Oil Market Volatility
     Energies, 2020, 13, (16), 1-8 View citations (48)
198. Inflation dynamics in Uganda: a quantile regression approach
     Macroeconomics and Finance in Emerging Market Economies, 2020, 13, (2), 161-187
     See also Working Paper (2017)
199. Insurance and economic policy uncertainty
     Research in International Business and Finance, 2020, 54, (C) View citations (11)
200. Insurance-growth nexus in Africa
     The Geneva Papers on Risk and Insurance - Issues and Practice, 2020, 45, (2), 335-360 View citations (2)
     See also Working Paper (2018)
201. Investor Happiness and Predictability of the Realized Volatility of Oil Price
     Sustainability, 2020, 12, (10), 1-11 View citations (16)
     See also Working Paper (2020)
202. Is real per capita state personal income stationary? New nonlinear, asymmetric panel‐data evidence
     Bulletin of Economic Research, 2020, 72, (1), 50-62 View citations (3)
     See also Working Paper (2016)
203. Is the Housing Market in the United States Really Weakly-Efficient?
     Applied Economics Letters, 2020, 27, (14), 1124-1134 View citations (1)
     See also Working Paper (2019)
204. Is the response of the bank of England to exchange rate movements frequency-dependent?
     Journal of Macroeconomics, 2020, 63, (C)
     See also Working Paper (2018)
205. Jumps beyond the realms of cricket: India's performance in One Day Internationals and stock market movements
     Journal of Applied Statistics, 2020, 47, (6), 1109-1127
     See also Working Paper (2018)
206. Local currency bond risk premia of emerging markets: The role of local and global factors
     Finance Research Letters, 2020, 33, (C) View citations (2)
     See also Working Paper (2019)
207. Measuring co-dependencies of economic policy uncertainty in Latin American countries using vine copulas
     The Quarterly Review of Economics and Finance, 2020, 76, (C), 207-217 View citations (3)
     See also Working Paper (2018)
208. Modeling US historical time-series prices and inflation using alternative long-memory approaches
     Empirical Economics, 2020, 58, (4), 1491-1511
209. Moments-based spillovers across gold and oil markets
     Energy Economics, 2020, 89, (C) View citations (18)
     See also Working Paper (2019)
210. Monetary policy and financial frictions in a small open-economy model for Uganda
     Empirical Economics, 2020, 59, (3), 1213-1241
     See also Working Paper (2017)
211. Monetary policy uncertainty spillovers in time and frequency domains
     Journal of Economic Structures, 2020, 9, (1), 1-30 View citations (4)
     See also Working Paper (2020)
212. Monetary policy, financial frictions and structural changes in Uganda: a Markov-switching DSGE approach
     Economic Research-Ekonomska Istraživanja, 2020, 33, (1), 1538-1561
213. Movements in international bond markets: The role of oil prices
     International Review of Economics & Finance, 2020, 68, (C), 47-58 View citations (17)
     See also Working Paper (2019)
214. Oil price uncertainty and movements in the US government bond risk premia
     The North American Journal of Economics and Finance, 2020, 52, (C) View citations (12)
     See also Working Paper (2019)
215. Oil shocks and volatility jumps
     Review of Quantitative Finance and Accounting, 2020, 54, (1), 247-272 View citations (9)
     See also Working Paper (2018)
216. Predicting firm-level volatility in the United States: the role of monetary policy uncertainty
     Economics and Business Letters, 2020, 9, (3), 167-177 View citations (1)
     See also Working Paper (2020)
217. Predicting international equity returns: Evidence from time-varying parameter vector autoregressive models
     International Review of Financial Analysis, 2020, 68, (C) View citations (5)
     See also Working Paper (2018)
218. Price and volatility linkages between international REITs and oil markets
     Energy Economics, 2020, 88, (C) View citations (13)
     See also Working Paper (2019)
219. Price gap anomaly in the US stock market: The whole story
     The North American Journal of Economics and Finance, 2020, 52, (C) View citations (1)
     See also Working Paper (2019)
220. Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching: Evidence from over a century of data
     The North American Journal of Economics and Finance, 2020, 51, (C) View citations (10)
     See also Working Paper (2017)
221. Spillover of sentiment in the European Union: Evidence from time- and frequency-domains
     International Review of Economics & Finance, 2020, 68, (C), 105-130 View citations (4)
     See also Working Paper (2019)
222. Spillovers across macroeconomic, financial and real estate uncertainties: A time-varying approach
     Structural Change and Economic Dynamics, 2020, 52, (C), 167-173 View citations (17)
     See also Working Paper (2019)
223. Spillovers between US real estate and financial assets in time and frequency domains
     Journal of Property Investment & Finance, 2020, 38, (6), 525-537 View citations (6)
     See also Working Paper (2019)
224. Testing the white noise hypothesis in high-frequency housing returns of the United States
     Economics and Business Letters, 2020, 9, (3), 178-188
     See also Working Paper (2019)
225. The Effectiveness Of Monetary Policy In South Africa Under Inflation Targeting: Evidence from a Time-Varying Factor-Augmented Vector Autoregressive Model
     Journal of Developing Areas, 2020, 54, (4), 55-73 View citations (1)
     See also Working Paper (2016)
226. The Time-series Linkages between US Fiscal Policy and Asset Prices
     Public Finance Review, 2020, 48, (3), 303-339 View citations (2)
     See also Working Paper (2016)
227. The US Term Structure and Return Volatility in Global REIT Markets
     Advances in Decision Sciences, 2020, 24, (3), 84-109
     See also Working Paper (2020)
228. The effect of global and regional stock market shocks on safe haven assets
     Structural Change and Economic Dynamics, 2020, 54, (C), 297-308 View citations (6)
229. The impact of US uncertainty shocks on a panel of advanced and emerging market economies
     The Journal of International Trade & Economic Development, 2020, 29, (6), 711-721 View citations (21)
230. The impact of macroeconomic factors on income inequality: Evidence from the BRICS
     Economic Modelling, 2020, 91, (C), 559-567 View citations (4)
231. The impacts of structural oil shocks on macroeconomic uncertainty: Evidence from a large panel of 45 countries
     Energy Economics, 2020, 91, (C) View citations (16)
     See also Working Paper (2020)
232. The predictability of stock market volatility in emerging economies: Relative roles of local, regional, and global business cycles
     Journal of Forecasting, 2020, 39, (6), 957-965 View citations (11)
     See also Working Paper (2019)
233. The predictive power of oil price shocks on realized volatility of oil: A note
     Resources Policy, 2020, 69, (C) View citations (18)
     See also Working Paper (2020)
234. The relationship between monetary policy and uncertainty in advanced economies: Evidence from time- and frequency-domains
     The Quarterly Review of Economics and Finance, 2020, 78, (C), 70-87 View citations (2)
     See also Working Paper (2019)
235. The role of an aligned investor sentiment index in predicting bond risk premia of the U.S
     Journal of Financial Markets, 2020, 51, (C) View citations (12)
236. The role of global economic conditions in forecasting gold market volatility: Evidence from a GARCH-MIDAS approach
     Research in International Business and Finance, 2020, 54, (C) View citations (15)
     See also Working Paper (2020)
237. The role of real estate uncertainty in predicting US home sales growth: evidence from a quantiles-based Bayesian model averaging approach
     Applied Economics, 2020, 52, (5), 528-536 View citations (1)
     See also Working Paper (2019)
238. Threshold effects of inequality on economic growth in the US states: the role of human capital to physical capital ratio
     Applied Economics Letters, 2020, 27, (19), 1546-1551 View citations (1)
     See also Working Paper (2019)
239. Time-Varying Impact of Geopolitical Risks on Oil Prices
     Defence and Peace Economics, 2020, 31, (6), 692-706 View citations (25)
     See also Working Paper (2018)
240. Time-Varying Risk Aversion and the Profitability of Carry Trades: Evidence from the Cross-Quantilogram
     Economies, 2020, 8, (1), 1-12 View citations (1)
     See also Working Paper (2019)
241. Time-Varying Spillovers between Currency and Stock Markets in the USA: Historical Evidence From More than Two Centuries
     Advances in Decision Sciences, 2020, 24, (4), 44-76 View citations (4)
242. Time-Varying impact of uncertainty shocks on macroeconomic variables of the united kingdom: Evidence from over 150 years of monthly data
     Finance Research Letters, 2020, 37, (C) View citations (9)
     See also Working Paper (2019)
243. Time-varying risk aversion and the predictability of bond premia
     Finance Research Letters, 2020, 34, (C) View citations (5)
     See also Working Paper (2019)
244. Time-varying role of macroeconomic shocks on house prices in the US and UK: evidence from over 150 years of data
     Empirical Economics, 2020, 58, (5), 2249-2285 View citations (3)
     See also Working Paper (2017)
245. Trade uncertainties and the hedging abilities of Bitcoin
     Economic Notes, 2020, 49, (3) View citations (15)
     See also Working Paper (2019)
246. Trading behaviour connectedness across commodity markets: Evidence from the hedgers’ sentiment perspective
     Research in International Business and Finance, 2020, 52, (C) View citations (16)
247. Uncertainty and Forecasts of U.S. Recessions
     Studies in Nonlinear Dynamics & Econometrics, 2020, 24, (4), 20 View citations (7)
     See also Working Paper (2017)
248. Volatility forecasting with bivariate multifractal models
     Journal of Forecasting, 2020, 39, (2), 155-167 View citations (9)
249. Why must it always be so Real with tax evasion?
     The Quarterly Review of Economics and Finance, 2020, 78, (C), 304-308
     See also Working Paper (2018)

2019

250. A TIME-VARYING APPROACH OF THE US WELFARE COST OF INFLATION
     Macroeconomic Dynamics, 2019, 23, (2), 775-797 View citations (6)
     See also Working Paper (2014)
251. A note on the technology herd: evidence from large institutional investors
     Review of Behavioral Finance, 2019, 11, (3), 294-308 View citations (3)
     See also Working Paper (2017)
252. A re-evaluation of the term spread as a leading indicator
     International Review of Economics & Finance, 2019, 64, (C), 476-492 View citations (2)
253. A wavelet analysis of the relationship between oil and natural gas prices
     Resources Policy, 2019, 60, (C), 118-124 View citations (18)
     See also Working Paper (2018)
254. Are BRICS exchange rates chaotic?
     Applied Economics Letters, 2019, 26, (13), 1104-1110 View citations (7)
     See also Working Paper (2018)
255. Are stock returns an inflation hedge for the UK? Evidence from a wavelet analysis using over three centuries of data
     Studies in Nonlinear Dynamics & Econometrics, 2019, 23, (3), 17 View citations (9)
     See also Working Paper (2017)
256. Are there Really Long-Run Diversification Benefits from Sustainable Investments?
     International Journal of Business and Economics, 2019, 18, (2), 141-163
257. Asymmetric dynamics of insurance premium: the impacts of output and economic policy uncertainty
     Empirical Economics, 2019, 57, (6), 1959-1978 View citations (10)
     See also Working Paper (2016)
258. Chaos in G7 stock markets using over one century of data: A note
     Research in International Business and Finance, 2019, 47, (C), 304-310 View citations (5)
     See also Working Paper (2016)
259. Does financial development affect income inequality in the U.S. States?
     Journal of Policy Modeling, 2019, 41, (6), 1043-1056 View citations (8)
260. Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin?
     International Review of Financial Analysis, 2019, 61, (C), 29-36 View citations (99)
     See also Working Paper (2018)
261. Does inequality really matter in forecasting real housing returns of the United Kingdom?
     International Economics, 2019, (159), 18-25 View citations (5)
     Also in International Economics, 2019, 159, (C), 18-25 (2019) View citations (5)
     See also Working Paper (2018)
262. Economic Policy Uncertainty and Herding Behavior Evidence from the South African Housing Market
     Advances in Decision Sciences, 2019, 23, (1), 88-113 View citations (2)
     See also Working Paper (2019)
263. Effects of geopolitical risks on trade flows: evidence from the gravity model
     Eurasian Economic Review, 2019, 9, (4), 515-530 View citations (19)
     See also Working Paper (2018)
264. Efficiency in BRICS Currency Markets Using Long-Spans of Data: Evidence from Model-Free Tests of Directional Predictability
     Journal of Economics and Behavioral Studies, 2019, 11, (1), 152-165 View citations (3)
     See also Working Paper (2018)
265. Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests
     Sustainability, 2019, 11, (2), 1-15 View citations (17)
     See also Working Paper (2018)
266. Exchange rate returns and volatility: the role of time-varying rare disaster risks
     The European Journal of Finance, 2019, 25, (2), 190-203 View citations (13)
     See also Working Paper (2017)
267. Forecasting (downside and upside) realized exchange-rate volatility: Is there a role for realized skewness and kurtosis?
     Physica A: Statistical Mechanics and its Applications, 2019, 532, (C) View citations (7)
268. Forecasting the Probability of Recessions in South Africa: the Role of Decomposed Term Spread and Economic Policy Uncertainty
     Journal of International Development, 2019, 31, (1), 101-116 View citations (10)
     See also Working Paper (2016)
269. Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note
     Defence and Peace Economics, 2019, 30, (3), 367-379 View citations (24)
     See also Working Paper (2017)
270. Geopolitical risks and recessions in a panel of advanced economies: evidence from over a century of data
     Applied Economics Letters, 2019, 26, (16), 1317-1321 View citations (4)
     See also Working Paper (2018)
271. Greek economic policy uncertainty: Does it matter for Europe? Evidence from a dynamic connectedness decomposition approach
     Physica A: Statistical Mechanics and its Applications, 2019, 535, (C) View citations (8)
272. Growth volatility and inequality in the U.S.: A wavelet analysis
     Physica A: Statistical Mechanics and its Applications, 2019, 521, (C), 48-73 View citations (3)
     See also Working Paper (2018)
273. Herding behaviour in cryptocurrencies
     Finance Research Letters, 2019, 29, (C), 216-221 View citations (85)
274. Inflation Aversion and the Growth-Inflation Relationship
     Annals of Economics and Finance, 2019, 20, (2), 803-815
     See also Working Paper (2019)
275. Insurance activity and economic performance: Fresh evidence from asymmetric panel causality tests
     International Finance, 2019, 22, (2), 221-240 View citations (6)
     See also Working Paper (2018)
276. International monetary policy spillovers: Evidence from a time-varying parameter vector autoregression
     International Review of Financial Analysis, 2019, 65, (C) View citations (30)
277. Investor Sentiment and Crash Risk in Safe Havens
     Journal of Economics and Behavioral Studies, 2019, 10, (6), 97-108 View citations (2)
     See also Working Paper (2018)
278. Is there a role for uncertainty in forecasting output growth in OECD countries? Evidence from a time-varying parameter-panel vector autoregressive model
     Applied Economics, 2019, 51, (33), 3624-3631 View citations (9)
     See also Working Paper (2018)
279. Kuznets Curve for the US: A Reconsideration Using Cosummability
     Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, 2019, 142, (2), 827-843 View citations (6)
     See also Working Paper (2017)
280. Long-Run Movement and Predictability of Bond Spread for BRICS and PIIGS: The Role of Economic, Financial and Political Risks
     Journal of Reviews on Global Economics, 2019, 8, 239-257 View citations (6)
     See also Working Paper (2017)
281. MACROECONOMIC UNCERTAINTY AND THE COMOVEMENT IN BUYING VERSUS RENTING IN THE USA
     Advances in Decision Sciences, 2019, 23, (3), 93-121 View citations (3)
282. Macroeconomic Shocks and Changing Dynamics of the U.S. REITs Sector
     Sustainability, 2019, 11, (10), 1-12 View citations (11)
     See also Working Paper (2018)
283. Measuring the Productive Efficiency of the Connecticut Long Island Lobster Sound Fishery Using a Novel Finite Mixture Model
     Marine Resource Economics, 2019, 34, (3), 267 - 285
284. Modelling long memory volatility in the Bitcoin market: Evidence of persistence and structural breaks
     International Journal of Finance & Economics, 2019, 24, (1), 412-426 View citations (41)
     See also Working Paper (2016)
285. OPEC News Announcement Effect on Volatility in the Crude Oil Market: A Reconsideration
     Advances in Decision Sciences, 2019, 23, (4), 1-23 View citations (3)
     See also Working Paper (2017)
286. 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)
287. Oil price-inflation pass-through in the United States over 1871 to 2018: A wavelet coherency analysis
     Structural Change and Economic Dynamics, 2019, 50, (C), 51-55 View citations (16)
     See also Working Paper (2018)
288. Oil speculation and herding behavior in emerging stock markets
     Journal of Economics and Finance, 2019, 43, (1), 44-56 View citations (10)
     See also Working Paper (2017)
289. On REIT returns and (un-)expected inflation: Empirical evidence based on Bayesian additive regression trees
     Finance Research Letters, 2019, 30, (C), 160-169 View citations (1)
     See also Working Paper (2016)
290. On the predictability of stock market bubbles: evidence from LPPLS confidence multi-scale indicators
     Quantitative Finance, 2019, 19, (5), 843-858 View citations (17)
     See also Working Paper (2017)
291. PRESIDENTIAL CYCLES IN THE USA AND THE DOLLAR-POUND EXCHANGE RATE: EVIDENCE FROM OVER TWO CENTURIES
     Advances in Decision Sciences, 2019, 23, (2), 151-163 View citations (1)
292. Partisan Conflict and Income Inequality in the United States: A Nonparametric Causality-in-Quantiles Approach
     Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, 2019, 142, (1), 65-82 View citations (5)
293. Persistence in trends and cycles of gold and silver prices: Evidence from historical data
     Physica A: Statistical Mechanics and its Applications, 2019, 514, (C), 345-354 View citations (5)
     See also Working Paper (2018)
294. Persistence of economic uncertainty: a comprehensive analysis
     Applied Economics, 2019, 51, (41), 4477-4498 View citations (8)
     See also Working Paper (2018)
295. Persistence, Mean Reversion and Nonlinearities in Inflation Rates of Developed and Developing Countries Using Over One Century of Data
     Manchester School, 2019, 87, (1), 24-36
     See also Working Paper (2017)
296. Point and density forecasts of oil returns: The role of geopolitical risks
     Resources Policy, 2019, 62, (C), 580-587 View citations (45)
     See also Working Paper (2018)
297. Predicting stock market movements with a time-varying consumption-aggregate wealth ratio
     International Review of Economics & Finance, 2019, 59, (C), 458-467 View citations (5)
     See also Working Paper (2017)
298. Price jumps in developed stock markets: the role of monetary policy committee meetings
     Journal of Economics and Finance, 2019, 43, (2), 298-312 View citations (6)
     See also Working Paper (2017)
299. Reprint of: Chaos in G7 stock markets using over one century of data: A note
     Research in International Business and Finance, 2019, 49, (C), 315-321 View citations (5)
300. Revisiting the twin deficits hypothesis: a quantile cointegration analysis over the period 1791-2013
     Journal of Applied Economics, 2019, 22, (1), 117-131 View citations (1)
     See also Working Paper (2016)
301. Rise and fall of calendar anomalies over a century
     The North American Journal of Economics and Finance, 2019, 49, (C), 181-205 View citations (16)
     See also Working Paper (2019)
302. Spillover of mortgage default risks in the United States: Evidence from metropolitan statistical areas and states
     The Journal of Economic Asymmetries, 2019, 19, (C), -
     See also Working Paper (2018)
303. Stock market efficiency analysis using long spans of Data: A multifractal detrended fluctuation approach
     Finance Research Letters, 2019, 28, (C), 398-411 View citations (18)
     See also Working Paper (2018)
304. The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures
     Energies, 2019, 12, (17), 1-17 View citations (27)
     See also Working Paper (2019)
305. The Impact of Oil Shocks in a Small Open Economy New-Keynesian Dynamic Stochastic General Equilibrium Model for an Oil-Importing Country: The Case of South Africa
     Emerging Markets Finance and Trade, 2019, 55, (7), 1593-1618 View citations (11)
306. The effect of global crises on stock market correlations: Evidence from scalar regressions via functional data analysis
     Structural Change and Economic Dynamics, 2019, 50, (C), 132-147 View citations (30)
     See also Working Paper (2019)
307. The effectiveness of monetary and fiscal policy shocks on U.S. inequality: the role of uncertainty
     Quality & Quantity: International Journal of Methodology, 2019, 53, (1), 283-295 View citations (15)
     See also Working Paper (2018)
308. The impact of US uncertainty on the Euro area in good and bad times: evidence from a quantile structural vector autoregressive model
     Empirica, 2019, 46, (2), 353-368 View citations (46)
     See also Working Paper (2016)
309. The predictive value of inequality measures for stock returns: An analysis of long-span UK data using quantile random forests
     Finance Research Letters, 2019, 29, (C), 315-322 View citations (8)
     See also Working Paper (2018)
310. The role of economic policy uncertainties in predicting stock returns and their volatility for Hong Kong, Malaysia and South Korea
     International Review of Economics & Finance, 2019, 59, (C), 150-163 View citations (28)
311. The role of housing sentiment in forecasting U.S. home sales growth: evidence from a Bayesian compressed vector autoregressive model
     Economic Research-Ekonomska Istraživanja, 2019, 32, (1), 2554-2567
     See also Working Paper (2018)
312. The role of monetary policy uncertainty in predicting equity market volatility of the United Kingdom: evidence from over 150 years of data
     Economics and Business Letters, 2019, 8, (3), 138-146 View citations (2)
     See also Working Paper (2018)
313. The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom: Evidence from a nonparametric causality-in-quantiles test using over 250 years of data
     The North American Journal of Economics and Finance, 2019, 47, (C), 391-405
     See also Working Paper (2017)
314. The role of time‐varying rare disaster risks in predicting bond returns and volatility
     Review of Financial Economics, 2019, 37, (3), 327-340 View citations (4)
     See also Working Paper (2017)
315. The stock-bond nexus and investors’ behavior in mature and emerging markets
     Studies in Economics and Finance, 2019, 38, (3), 562-582
316. Time-varying causal relationship between stock market and unemployment in the United Kingdom: Historical evidence from 1855 to 2017
     Journal of Multinational Financial Management, 2019, 49, (C), 81-88 View citations (4)
     See also Working Paper (2018)
317. Time-varying impact of uncertainty shocks on the US housing market
     Economics Letters, 2019, 180, (C), 15-20 View citations (10)
     See also Working Paper (2018)
318. Time-varying predictability of oil market movements over a century of data: The role of US financial stress
     The North American Journal of Economics and Finance, 2019, 50, (C) View citations (12)
     See also Working Paper (2018)
319. Time-varying risk aversion and realized gold volatility
     The North American Journal of Economics and Finance, 2019, 50, (C) View citations (31)
     See also Working Paper (2018)
320. Time–frequency relationship between US inflation and inflation uncertainty: evidence from historical data
     Scottish Journal of Political Economy, 2019, 66, (5), 673-702 View citations (4)
321. US Fiscal Policy and Asset Prices: The Role of Partisan Conflict
     International Review of Finance, 2019, 19, (4), 851-862 View citations (3)
     See also Working Paper (2017)
322. Unemployment rate hysteresis and the great recession: exploring the metropolitan evidence
     Empirical Economics, 2019, 56, (1), 61-79 View citations (3)
     See also Working Paper (2017)
323. Volatility Spillovers between Interest Rates and Equity Markets of Developed Economies
     Journal of Central Banking Theory and Practice, 2019, 8, (3), 39-50 View citations (1)

2018

324. Asymmetric causality between military expenditures and economic growth in top six defense spenders
     Quality & Quantity: International Journal of Methodology, 2018, 52, (3), 1193-1207 View citations (10)
325. Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles
     The Quarterly Review of Economics and Finance, 2018, 69, (C), 297-307 View citations (79)
     See also Working Paper (2017)
326. Causal effects of the United States and Japan on Pacific-Rim stock markets: nonparametric quantile causality approach
     Applied Economics, 2018, 50, (53), 5712-5727 View citations (23)
     See also Working Paper (2015)
327. Causal relationships between economic policy uncertainty and housing market returns in China and India: evidence from linear and nonlinear panel and time series models
     Studies in Nonlinear Dynamics & Econometrics, 2018, 22, (2), 15 View citations (17)
     See also Working Paper (2016)
328. Causality Between Per Capita Real GDP and Income Inequality in the U.S.: Evidence from a Wavelet Analysis
     Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, 2018, 135, (1), 269-289 View citations (6)
     See also Working Paper (2016)
329. Common business cycles and volatilities in US states and MSAs: The role of economic uncertainty
     Journal of Macroeconomics, 2018, 57, (C), 317-337 View citations (73)
     See also Working Paper (2017)
330. 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)
331. Convergence in Income Inequality: Further Evidence from the Club Clustering Methodology across States in the U.S
     International Advances in Economic Research, 2018, 24, (2), 147-161 View citations (6)
332. Correction to: Causality Between Per Capita Real GDP and Income Inequality in the U.S.: Evidence from a Wavelet Analysis
     Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, 2018, 140, (2), 867-871 View citations (3)
333. Country Risk Ratings and Stock Market Returns in Brazil, Russia, India, and China (BRICS) Countries: A Nonlinear Dynamic Approach
     Risks, 2018, 6, (3), 1-22 View citations (2)
334. Current account sustainability in G7 and BRICS: Evidence from a long-memory model with structural breaks
     The Journal of International Trade & Economic Development, 2018, 27, (6), 638-654 View citations (5)
     See also Working Paper (2017)
335. Date stamping historical periods of oil price explosivity: 1876–2014
     Energy Economics, 2018, 70, (C), 582-587 View citations (46)
336. Date-stamping US housing market explosivity
     Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), 2018, 12, 1-33 View citations (4)
     See also Working Paper (2017)
337. Differences of opinion and stock market volatility: evidence from a nonparametric causality-in-quantiles approach
     Journal of Economics and Finance, 2018, 42, (2), 339-351 View citations (5)
     See also Working Paper (2016)
338. Do house prices hedge inflation in the US? A quantile cointegration approach
     International Review of Economics & Finance, 2018, 54, (C), 15-26 View citations (10)
     See also Working Paper (2017)
339. Does Liquidity Risk Explain the Time-Variation in Asset Correlations? Evidence from Stocks, Bonds and Commodities
     Journal of Economics and Behavioral Studies, 2018, 10, (2), 120-132 View citations (2)
     See also Working Paper (2018)
340. Does global fear predict fear in BRICS stock markets? Evidence from a Bayesian Graphical Structural VAR model
     Emerging Markets Review, 2018, 34, (C), 124-142 View citations (39)
341. Does partisan conflict predict a reduction in US stock market (realized) volatility? Evidence from a quantile-on-quantile regression model☆
     The North American Journal of Economics and Finance, 2018, 43, (C), 87-96 View citations (28)
342. Does tourism cause growth asymmetrically in a panel of G-7 countries? A short note
     Empirica, 2018, 45, (1), 49-57 View citations (6)
343. Dynamic Relationship Between Oil Price And Inflation In South Africa
     Journal of Developing Areas, 2018, 52, (2), 73-93 View citations (13)
     See also Working Paper (2014)
344. Dynamic connectedness of uncertainty across developed economies: A time-varying approach
     Economics Letters, 2018, 166, (C), 63-75 View citations (118)
     See also Working Paper (2018)
345. Endogenous fluctuations in an endogenous growth model: An analysis of inflation targeting as a policy
     The Quarterly Review of Economics and Finance, 2018, 69, (C), 1-8 View citations (4)
346. Firm-level political risk and asymmetric volatility
     The Journal of Economic Asymmetries, 2018, 18, (C), - View citations (7)
     See also Working Paper (2018)
347. Forecasting US GNP growth: The role of uncertainty
     Journal of Forecasting, 2018, 37, (5), 541-559 View citations (9)
     See also Working Paper (2016)
348. Forecasting using a Nonlinear DSGE Model
     Journal of Central Banking Theory and Practice, 2018, 7, (2), 73-98 View citations (1)
     See also Working Paper (2016)
349. Geopolitical risks and stock market dynamics of the BRICS
     Economic Systems, 2018, 42, (2), 295-306 View citations (65)
     See also Working Paper (2016)
350. Gold futures returns and realized moments: A forecasting experiment using a quantile-boosting approach
     Resources Policy, 2018, 57, (C), 196-212 View citations (9)
     See also Working Paper (2016)
351. HIGH FREQUENCY IMPACT OF MONETARY POLICY AND MACROECONOMIC SURPRISES ON US MSAS, AGGREGATE US HOUSING RETURNS AND ASYMMETRIC VOLATILITY
     Advances in Decision Sciences, 2018, 22, (1), 204-229 View citations (27)
352. IS WINE A SAFE-HAVEN? EVIDENCE FROM A NONPARAMETRIC CAUSALITY-IN-QUANTILES TEST
     Advances in Decision Sciences, 2018, 22, (1), 95-114 View citations (1)
     See also Working Paper (2017)
353. Impact of macroeconomic news surprises and uncertainty for major economies on returns and volatility of oil futures
     International Economics, 2018, (156), 247-253 View citations (12)
     Also in International Economics, 2018, 156, (C), 247-253 (2018) View citations (12)
     See also Working Paper (2017)
354. Inflation–growth nexus: evidence from a pooled CCE multiple-regime panel smooth transition model
     Empirical Economics, 2018, 54, (3), 913-944 View citations (8)
355. Information spillover across international real estate investment trusts: Evidence from an entropy-based network analysis
     The North American Journal of Economics and Finance, 2018, 46, (C), 103-113 View citations (21)
     See also Working Paper (2018)
356. Is wine a good choice for investment?
     Pacific-Basin Finance Journal, 2018, 51, (C), 171-183 View citations (25)
     See also Working Paper (2017)
357. Macroeconomic uncertainty, growth and inflation in the Eurozone: a causal approach
     Applied Economics Letters, 2018, 25, (14), 1029-1033
     See also Working Paper (2017)
358. Market efficiency of Baltic stock markets: A fractional integration approach
     Physica A: Statistical Mechanics and its Applications, 2018, 511, (C), 251-262 View citations (11)
     See also Working Paper (2016)
359. Monetary Policy Reaction Functions of the TICKs: A Quantile Regression Approach
     Emerging Markets Finance and Trade, 2018, 54, (15), 3552-3565 View citations (2)
     See also Working Paper (2017)
360. Network causality structures among Bitcoin and other financial assets: A directed acyclic graph approach
     The Quarterly Review of Economics and Finance, 2018, 70, (C), 203-213 View citations (98)
     See also Working Paper (2017)
361. News implied volatility and the stock-bond nexus: Evidence from historical data for the USA and the UK markets
     Journal of Multinational Financial Management, 2018, 47-48, 76-90 View citations (11)
     See also Working Paper (2017)
362. OPEC news and predictability of oil futures returns and volatility: Evidence from a nonparametric causality-in-quantiles approach
     The North American Journal of Economics and Finance, 2018, 45, (C), 206-214 View citations (19)
     See also Working Paper (2017)
363. Oil returns and volatility: The role of mergers and acquisitions
     Energy Economics, 2018, 71, (C), 62-69 View citations (6)
     See also Working Paper (2017)
364. On the directional accuracy of inflation forecasts: evidence from South African survey data
     Journal of Applied Statistics, 2018, 45, (5), 884-900 View citations (3)
     See also Working Paper (2014)
365. On the transmission mechanism of country-specific and international economic uncertainty spillovers: Evidence from a TVP-VAR connectedness decomposition approach
     Economics Letters, 2018, 171, (C), 63-71 View citations (105)
     See also Working Paper (2018)
366. PREDICTING STOCK RETURNS AND VOLATILITY WITH INVESTOR SENTIMENT INDICES: A RECONSIDERATION USING A NONPARAMETRIC CAUSALITY†IN†QUANTILES TEST
     Bulletin of Economic Research, 2018, 70, (1), 74-87 View citations (20)
367. Predicting global temperature anomaly: A definitive investigation using an ensemble of twelve competing forecasting models
     Physica A: Statistical Mechanics and its Applications, 2018, 509, (C), 121-139 View citations (9)
     See also Working Paper (2015)
368. Presidential cycles and time-varying bond–stock market correlations: Evidence from more than two centuries of data
     Economics Letters, 2018, 167, (C), 36-39 View citations (9)
369. Social Status, Inflation and Endogenous Growth in A Cash‐in‐Advance Economy: A Reconsideration using the Credit Channel
     Manchester School, 2018, 86, (5), 622-640
370. South Africa’s monetary policy independence: evidence from a Global New-Keynesian DSGE model
     Applied Economics Letters, 2018, 25, (12), 840-846 View citations (1)
371. Spillovers between Bitcoin and other assets during bear and bull markets
     Applied Economics, 2018, 50, (55), 5935-5949 View citations (84)
     See also Working Paper (2018)
372. THE RELATIONSHIP BETWEEN STOCK MARKET VOLATILITY AND TRADING VOLUME: EVIDENCE FROM SOUTH AFRICA
     Journal of Developing Areas, 2018, 52, (1), 99-114 View citations (13)
     See also Working Paper (2016)
373. Terror attacks and stock-market fluctuations: evidence based on a nonparametric causality-in-quantiles test for the G7 countries
     The European Journal of Finance, 2018, 24, (4), 333-346 View citations (16)
     See also Working Paper (2016)
374. Testing for asymmetric nonlinear short- and long-run relationships between bitcoin, aggregate commodity and gold prices
     Resources Policy, 2018, 57, (C), 224-235 View citations (76)
     See also Working Paper (2018)
375. Testing the Efficiency of the Art Market Using Quantile†Based Unit Root Tests with Sharp and Smooth Breaks
     Manchester School, 2018, 86, (4), 488-511 View citations (6)
376. The dynamic impact of uncertainty in causing and forecasting the distribution of oil returns and risk
     Physica A: Statistical Mechanics and its Applications, 2018, 507, (C), 446-469 View citations (24)
     See also Working Paper (2015)
377. The relationship between commodity markets and commodity mutual funds: A wavelet-based analysis
     Finance Research Letters, 2018, 24, (C), 1-9 View citations (6)
     See also Working Paper (2016)
378. The relationship between healthcare expenditure and disposable personal income in the US states: a fractional integration and cointegration analysis
     Empirical Economics, 2018, 55, (3), 913-935 View citations (1)
     See also Working Paper (2015)
379. The relationship between the inflation rate and inequality across U.S. states: a semiparametric approach
     Quality & Quantity: International Journal of Methodology, 2018, 52, (5), 2413-2425 View citations (8)
     See also Working Paper (2017)
380. The role of economic and financial uncertainties in predicting commodity futures returns and volatility: Evidence from a nonparametric causality-in-quantiles test
     Journal of Multinational Financial Management, 2018, 45, (C), 52-71 View citations (44)
     See also Working Paper (2017)
381. The role of economic uncertainty in forecasting exchange rate returns and realized volatility: Evidence from quantile predictive regressions
     Journal of Forecasting, 2018, 37, (7), 705-719 View citations (23)
     See also Working Paper (2017)
382. The role of partisan conflict in forecasting the U.S. equity premium: A nonparametric approach
     Finance Research Letters, 2018, 25, (C), 131-136 View citations (10)
     See also Working Paper (2016)
383. The synergistic effect of insurance and banking sector activities on economic growth in Africa
     Economic Systems, 2018, 42, (4), 637-648 View citations (7)
     See also Working Paper (2018)
384. Time-varying causality between equity and currency returns in the United Kingdom: Evidence from over two centuries of data
     Physica A: Statistical Mechanics and its Applications, 2018, 506, (C), 1060-1080 View citations (6)
     See also Working Paper (2017)
385. Time-varying correlations between trade balance and stock prices in the United States over the period 1792 to 2013
     Journal of Economics and Finance, 2018, 42, (4), 795-806 View citations (1)
     See also Working Paper (2015)
386. Time-varying efficiency of developed and emerging bond markets: Evidence from long-spans of historical data
     Physica A: Statistical Mechanics and its Applications, 2018, 505, (C), 632-647 View citations (10)
     See also Working Paper (2017)
387. Time-varying rare disaster risks, oil returns and volatility
     Energy Economics, 2018, 75, (C), 239-248 View citations (39)
     See also Working Paper (2017)
388. U.S. state-level carbon dioxide emissions: Does it affect health care expenditure?
     Renewable and Sustainable Energy Reviews, 2018, 91, (C), 521-530 View citations (14)
389. UK macroeconomic volatility: Historical evidence over seven centuries
     Journal of Policy Modeling, 2018, 40, (4), 767-789
390. Unconventional monetary policy shocks in OECD countries: how important is the extent of policy uncertainty?
     International Economics and Economic Policy, 2018, 15, (3), 683-703 View citations (9)
     See also Working Paper (2015)
391. Volatility jumps: The role of geopolitical risks
     Finance Research Letters, 2018, 27, (C), 247-258 View citations (36)
     See also Working Paper (2018)
392. Volatility spillovers across global asset classes: Evidence from time and frequency domains
     The Quarterly Review of Economics and Finance, 2018, 70, (C), 194-202 View citations (71)
     See also Working Paper (2017)
393. Wealth‐to‐Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test
     International Review of Finance, 2018, 18, (3), 495-506 View citations (1)
     See also Working Paper (2017)

2017

394. Are Health Care Expenditures and Personal Disposable Income Characterised by Asymmetric Behaviour? Evidence from US State-Level Data
     Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, 2017, 131, (2), 527-542 View citations (1)
     See also Working Paper (2015)
395. Are there Environmental Kuznets Curves for US state-level CO2 emissions?
     Renewable and Sustainable Energy Reviews, 2017, 69, (C), 551-558 View citations (40)
     See also Working Paper (2014)
396. Can (unusual) weather conditions in New York predict South African stock returns?
     Research in International Business and Finance, 2017, 41, (C), 377-386 View citations (4)
397. Can volume predict Bitcoin returns and volatility? A quantiles-based approach
     Economic Modelling, 2017, 64, (C), 74-81 View citations (246)
     See also Working Paper (2017)
398. Common cycles and common trends in the stock and oil markets: Evidence from more than 150years of data
     Energy Economics, 2017, 61, (C), 72-86 View citations (33)
     See also Working Paper (2015)
399. Convergence of Health Care Expenditures Across the US States: A Reconsideration
     Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, 2017, 133, (1), 303-316 View citations (3)
     See also Working Paper (2015)
400. Convergence patterns in sovereign bond yield spreads: Evidence from the Euro Area
     Journal of International Financial Markets, Institutions and Money, 2017, 49, (C), 129-139 View citations (12)
     See also Working Paper (2016)
401. Development, Poverty and Inequality: A Spatial Analysis of South African Provinces
     Journal of Developing Areas, 2017, 51, (1), 19-32
     See also Working Paper (2015)
402. Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations
     Sustainability, 2017, 9, (10), 1-18 View citations (21)
     See also Working Paper (2016)
403. Do cay and cayMS predict stock and housing returns? Evidence from a nonparametric causality test
     International Review of Economics & Finance, 2017, 48, (C), 269-279 View citations (4)
404. Do leading indicators forecast U.S. recessions? A nonlinear re†evaluation using historical data
     International Finance, 2017, 20, (3), 289-316 View citations (28)
405. Do precious metal prices help in forecasting South African inflation?
     The North American Journal of Economics and Finance, 2017, 40, (C), 63-72 View citations (3)
     See also Working Paper (2015)
406. Do terror attacks predict gold returns? Evidence from a quantile-predictive-regression approach
     The Quarterly Review of Economics and Finance, 2017, 65, (C), 276-284 View citations (18)
     See also Working Paper (2016)
407. Do trend extraction approaches affect causality detection in climate change studies?
     Physica A: Statistical Mechanics and its Applications, 2017, 469, (C), 604-624 View citations (4)
     See also Working Paper (2016)
408. Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions
     Finance Research Letters, 2017, 23, (C), 87-95 View citations (261)
     See also Working Paper (2017)
409. Does country risks predict stock returns and volatility? Evidence from a nonparametric approach
     Research in International Business and Finance, 2017, 42, (C), 1173-1195 View citations (10)
     See also Working Paper (2016)
410. Does economic policy uncertainty forecast real housing returns in a panel of OECD countries? A Bayesian approach
     The Quarterly Review of Economics and Finance, 2017, 65, (C), 50-60 View citations (26)
     See also Working Paper (2016)
411. Does gold act as a hedge against inflation in the UK? Evidence from a fractional cointegration approach over 1257 to 2016
     Resources Policy, 2017, 54, (C), 53-57 View citations (33)
     See also Working Paper (2017)
412. Does the US. macroeconomic news make the South African stock market riskier?
     Journal of Developing Areas, 2017, 51, (4), 17-27 View citations (4)
     See also Working Paper (2016)
413. Economic policy uncertainty and stock market returns in PacificRim countries: Evidence based on a Bayesian panel VAR model
     Journal of Multinational Financial Management, 2017, 40, (C), 92-102 View citations (73)
     See also Working Paper (2016)
414. Electricity demand in South Africa: is it asymmetric?
     OPEC Energy Review, 2017, 41, (3), 226-238 View citations (3)
415. Evidence of persistence in U.S. short and long-term interest rates
     Journal of Policy Modeling, 2017, 39, (5), 775-789 View citations (3)
416. Financial tail risks in conventional and Islamic stock markets: A comparative analysis
     Pacific-Basin Finance Journal, 2017, 42, (C), 60-82 View citations (24)
417. Forecasting Home Sales in the Four Census Regions and the Aggregate US Economy Using Singular Spectrum Analysis
     Computational Economics, 2017, 49, (1), 83-97 View citations (4)
     See also Working Paper (2014)
418. Forecasting South African macroeconomic variables with a Markov-switching small open-economy dynamic stochastic general equilibrium model
     Empirical Economics, 2017, 53, (1), 117-135 View citations (2)
     See also Working Paper (2016)
419. Forecasting accuracy evaluation of tourist arrivals
     Annals of Tourism Research, 2017, 63, (C), 112-127 View citations (34)
420. Forecasting inflation in an inflation targeting economy: structural versus nonstructural models
     Applied Economics, 2017, 49, (24), 2316-2321
     See also Working Paper (2015)
421. Forecasting key US macroeconomic variables with a factor‐augmented Qual VAR
     Journal of Forecasting, 2017, 36, (6), 640-650 View citations (2)
     See also Working Paper (2015)
422. Forecasting oil and stock returns with a Qual VAR using over 150years off data
     Energy Economics, 2017, 62, (C), 181-186 View citations (39)
     See also Working Paper (2015)
423. Geopolitical risks and the oil-stock nexus over 1899–2016
     Finance Research Letters, 2017, 23, (C), 165-173 View citations (81)
     See also Working Paper (2017)
424. Has the correlation of inflation and stock prices changed in the United States over the last two centuries?
     Research in International Business and Finance, 2017, 42, (C), 1-8 View citations (6)
425. Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach
     Journal of International Financial Markets, Institutions and Money, 2017, 48, (C), 178-191 View citations (73)
     See also Working Paper (2016)
426. Income inequality: A complex network analysis of US states
     Physica A: Statistical Mechanics and its Applications, 2017, 483, (C), 423-437 View citations (1)
427. International stock return predictability: Is the role of U.S. time-varying?
     Empirica, 2017, 44, (1), 121-146 View citations (24)
     See also Working Paper (2015)
428. Is Economic Policy Uncertainty Related to Suicide Rates? Evidence from the United States
     Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, 2017, 133, (2), 543-560 View citations (5)
     See also Working Paper (2015)
429. Long memory, economic policy uncertainty and forecasting US inflation: a Bayesian VARFIMA approach
     Applied Economics, 2017, 49, (11), 1047-1054 View citations (17)
430. Merger and acquisitions in South African banking: A network DEA model
     Research in International Business and Finance, 2017, 41, (C), 362-376 View citations (9)
     See also Working Paper (2016)
431. Modeling and forecasting the volatility of carbon dioxide emission allowance prices: A review and comparison of modern volatility models
     Renewable and Sustainable Energy Reviews, 2017, 69, (C), 692-704 View citations (28)
432. Near-Rational Expectations: How Far are Surveys from Rationality?
     Journal of Economics and Econometrics, 2017, 60, (1), 1-27
     See also Working Paper (2017)
433. Oil price shocks and China's economy: Reactions of the monetary policy to oil price shocks
     Energy Economics, 2017, 62, (C), 61-69 View citations (40)
     See also Working Paper (2014)
434. On exchange-rate movements and gold-price fluctuations: evidence for gold-producing countries from a nonparametric causality-in-quantiles test
     International Economics and Economic Policy, 2017, 14, (4), 691-700 View citations (9)
     See also Working Paper (2015)
435. Persistence, Mean-Reversion and Non-linearities in $$\hbox {CO2}$$ CO2 Emissions: Evidence from the BRICS and G7 Countries
     Environmental & Resource Economics, 2017, 67, (4), 869-883 View citations (6)
436. Persistence, Mean-Reversion and Non-linearities in Infant Mortality Rates
     Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, 2017, 131, (1), 393-405 View citations (2)
     See also Working Paper (2015)
437. South Africa’s economic response to monetary policy uncertainty
     Journal of Economic Studies, 2017, 44, (2), 282-293 View citations (5)
     See also Working Paper (2015)
438. South Africa’s inflation persistence: a quantile regression framework
     Economic Change and Restructuring, 2017, 50, (4), 367-386 View citations (4)
439. The Growth-Inflation Nexus for the U.S. from 1801 to 2013: A Semiparametric Approach
     Journal of Applied Economics, 2017, 20, (1), 105-120
     Also in Journal of Applied Economics, 2017, 20, 105-120 (2017)
440. 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)
441. The Informational Content of the Term Spread in Forecasting the US Inflation Rate: A Nonlinear Approach
     Journal of Forecasting, 2017, 36, (2), 109-121 View citations (5)
     See also Working Paper (2019)
442. The Role of Current Account Balance in Forecasting the US Equity Premium: Evidence From a Quantile Predictive Regression Approach
     Open Economies Review, 2017, 28, (1), 47-59 View citations (7)
     See also Working Paper (2016)
443. The US real GNP is trend-stationary after all
     Applied Economics Letters, 2017, 24, (8), 510-514 View citations (8)
     See also Working Paper (2015)
444. The depreciation of the pound post-Brexit: Could it have been predicted?
     Finance Research Letters, 2017, 21, (C), 206-213 View citations (9)
     See also Working Paper (2016)
445. The effect of gold market speculation on REIT returns in South Africa: a behavioral perspective
     Journal of Economics and Finance, 2017, 41, (4), 774-793 View citations (8)
     See also Working Paper (2016)
446. The effect of investor sentiment on gold market return dynamics: Evidence from a nonparametric causality-in-quantiles approach
     Resources Policy, 2017, 51, (C), 77-84 View citations (46)
447. The efficiency of the art market: Evidence from variance ratio tests, linear and nonlinear fractional integration approaches
     International Review of Economics & Finance, 2017, 51, (C), 283-294 View citations (10)
     See also Working Paper (2016)
448. 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)
449. The international REIT’s time-varying response to the U.S. monetary policy and macroeconomic surprises
     The North American Journal of Economics and Finance, 2017, 42, (C), 640-653 View citations (30)
     See also Working Paper (2017)
450. The nexus between military expenditures and economic growth in the BRICS and the US: an empirical note
     Defence and Peace Economics, 2017, 28, (5), 609-620 View citations (2)
451. The relationship between population growth and standard-of-living growth over 1870–2013: evidence from a bootstrapped panel Granger causality test
     Empirica, 2017, 44, (1), 175-201 View citations (4)
     See also Working Paper (2016)
452. The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method
     Empirical Economics, 2017, 53, (3), 879-889 View citations (84)
     See also Working Paper (2015)
453. The role of oil prices in the forecasts of South African interest rates: A Bayesian approach
     Energy Economics, 2017, 61, (C), 270-278 View citations (1)
     See also Working Paper (2016)
454. The time-varying correlation between output and prices in the United States over the period 1800–2014
     Economic Systems, 2017, 41, (1), 98-108 View citations (2)
455. Time-varying persistence in US inflation
     Empirical Economics, 2017, 53, (2), 423-439 View citations (5)
     See also Working Paper (2014)
456. Time-varying persistence of inflation: evidence from a wavelet-based approach
     Studies in Nonlinear Dynamics & Econometrics, 2017, 21, (4), 18 View citations (2)
     See also Working Paper (2016)

2016

457. A historical analysis of the US stock price index using empirical mode decomposition over 1791-2015
     Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), 2016, 10, 1-15 View citations (3)
     See also Working Paper (2016)
458. A non-linear approach for predicting stock returns and volatility with the use of investor sentiment indices
     Applied Economics, 2016, 48, (31), 2895-2898 View citations (13)
     See also Working Paper (2015)
459. AN APPLICATION OF A NEW SEASONAL UNIT ROOT TEST FOR TRENDING AND BREAKING SERIES TO INDUSTRIAL PRODUCTION OF THE BRICS
     Journal of Developing Areas, 2016, 50, (4), 183-194
     See also Working Paper (2014)
460. Analyzing South Africa’s inflation persistence using an ARFIMA model with Markov-switching fractional differencing parameter
     Journal of Developing Areas, 2016, 50, (1), 47-57 View citations (7)
     See also Working Paper (2014)
461. Are there housing bubbles in South Africa? Evidence from SPSM-based panel KSS test with a Fourier function
     Global Business and Economics Review, 2016, 18, (5), 517-532 View citations (1)
     See also Working Paper (2013)
462. Can debt ceiling and government shutdown predict us real stock returns? A bootstrap rolling window approach. - Gli effetti sui rendimenti azionari reali negli USA del tetto del debito pubblico e del blocco della spesa
     Economia Internazionale / International Economics, 2016, 69, (1), 11-32
463. Causal Relationship between Asset Prices and Output in the United States: Evidence from the State-Level Panel Granger Causality Test
     Regional Studies, 2016, 50, (10), 1728-1741 View citations (17)
464. Characterising the South African business cycle: is GDP difference-stationary or trend-stationary in a Markov-switching setup? - Il ciclo economico del Sud Africa: il PIL è stazion ario alle differenze o stazionario nel trend in un modello Markov-switching?
     Economia Internazionale / International Economics, 2016, 69, (1), 33-44
465. Does Debt Ceiling and Government Shutdown Help in Forecasting the US Equity Risk Premium?
     Panoeconomicus, 2016, 63, (3), 273-291 View citations (8)
     See also Working Paper (2014)
466. Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test
     Open Economies Review, 2016, 27, (2), 229-250 View citations (76)
     See also Working Paper (2015)
467. Does sunspot numbers cause global temperatures? A reconsideration using non-parametric causality tests
     Physica A: Statistical Mechanics and its Applications, 2016, 460, (C), 54-65 View citations (6)
     See also Working Paper (2014)
468. Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test
     Resources Policy, 2016, 49, (C), 74-80 View citations (121)
     See also Working Paper (2015)
469. Dynamic Comovements Between Housing and Oil Markets in the US over 1859 to 2013: a Note
     Atlantic Economic Journal, 2016, 44, (3), 377-386 View citations (17)
     See also Working Paper (2015)
470. Dynamic Spillovers in the United States: Stock Market, Housing, Uncertainty, and the Macroeconomy
     Southern Economic Journal, 2016, 83, (2), 609-624 View citations (6)
     See also Working Paper (2015)
471. Erratum to: Real estate returns predictability revisited: novel evidence from the US REITs market
     Empirical Economics, 2016, 51, (3), 1191-1191 View citations (28)
472. Evolution of the Monetary Transmission Mechanism in the US: the Role of Asset Returns
     The Journal of Real Estate Finance and Economics, 2016, 52, (3), 226-243 View citations (22)
     See also Working Paper (2014)
473. Forecasting South African inflation using non-linearmodels: a weighted loss-based evaluation
     Applied Economics, 2016, 48, (26), 2412-2427 View citations (1)
     See also Working Paper (2014)
474. Forecasting US consumer price index: does nonlinearity matter?
     Applied Economics, 2016, 48, (46), 4462-4475 View citations (9)
475. Forecasting US real private residential fixed investment using a large number of predictors
     Empirical Economics, 2016, 51, (4), 1557-1580 View citations (3)
     See also Working Paper (2014)
476. Forecasting crude oil price volatility and value-at-risk: Evidence from historical and recent data
     Energy Economics, 2016, 56, (C), 117-133 View citations (74)
477. Forecasting the South African inflation rate: On asymmetric loss and forecast rationality
     Economic Systems, 2016, 40, (1), 82-92 View citations (4)
     See also Working Paper (2014)
478. Forecasting the volatility of the Dow Jones Islamic Stock Market Index: Long memory vs. regime switching
     International Review of Economics & Finance, 2016, 45, (C), 559-571 View citations (35)
     See also Working Paper (2014)
479. Hydroelectricity consumption and economic growth nexus: Evidence from a panel of ten largest hydroelectricity consumers
     Renewable and Sustainable Energy Reviews, 2016, 62, (C), 318-325 View citations (14)
     See also Working Paper (2015)
480. Incorporating economic policy uncertainty in US equity premium models: A nonlinear predictability analysis
     Finance Research Letters, 2016, 18, (C), 291-296 View citations (60)
     See also Working Paper (2015)
481. Inflation forecasts and forecaster herding: Evidence from South African survey data
     Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), 2016, 62, (C), 42-50 View citations (5)
     See also Working Paper (2014)
482. Is gold an inflation-hedge? Evidence from an interrupted Markov-switching cointegration model
     Resources Policy, 2016, 48, (C), 77-84 View citations (36)
     See also Working Paper (2015)
483. Is inflation persistence different in reality?
     Economics Letters, 2016, 148, (C), 55-58 View citations (9)
     See also Working Paper (2016)
484. LPPLS bubble indicators over two centuries of the S&P 500 index
     Physica A: Statistical Mechanics and its Applications, 2016, 458, (C), 126-139 View citations (16)
     See also Working Paper (2016)
485. Linkages between financial sector CDS spreads and macroeconomic influence in a nonlinear setting
     International Review of Economics & Finance, 2016, 43, (C), 443-456 View citations (21)
     See also Working Paper (2016)
486. Modeling persistence of carbon emission allowance prices
     Renewable and Sustainable Energy Reviews, 2016, 55, (C), 221-226 View citations (11)
     See also Working Paper (2015)
487. On economic uncertainty, stock market predictability and nonlinear spillover effects
     The North American Journal of Economics and Finance, 2016, 36, (C), 184-191 View citations (41)
     See also Working Paper (2015)
488. On international uncertainty links: BART-based empirical evidence for Canada
     Economics Letters, 2016, 143, (C), 24-27 View citations (25)
     See also Working Paper (2015)
489. Out-of-Sample Equity Premium Predictability in South Africa: Evidence from a Large Number of Predictors
     Emerging Markets Finance and Trade, 2016, 52, (8), 1935-1955 View citations (6)
     See also Working Paper (2011)
490. Periodically collapsing bubbles in the South African stock market
     Research in International Business and Finance, 2016, 38, (C), 191-201 View citations (15)
     See also Working Paper (2016)
491. Persistence, mean reversion and non-linearities in the US housing prices over 1830--2013
     Applied Economics, 2016, 48, (34), 3244-3252
     See also Working Paper (2014)
492. Real estate returns predictability revisited: novel evidence from the US REITs market
     Empirical Economics, 2016, 51, (3), 1165-1190 View citations (29)
     See also Working Paper (2014)
493. Research output and economic growth in G7 countries: new evidence from asymmetric panel causality testing
     Applied Economics, 2016, 48, (24), 2301-2308 View citations (18)
     See also Working Paper (2014)
494. Stock price dynamics and the business cycle in an estimated DSGE model for South Africa
     Journal of International Financial Markets, Institutions and Money, 2016, 44, (C), 166-182 View citations (6)
     See also Working Paper (2014)
495. Technical efficiency of Connecticut Long Island Sound lobster fishery: a nonparametric approach to aggregate frontier analysis
     Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, 2016, 81, (3), 1533-1548 View citations (2)
     See also Working Paper (2015)
496. Testing for bubbles in the BRICS stock markets
     Journal of Economic Studies, 2016, 43, (4), 646-660
497. 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 (22)
     See also Working Paper (2014)
498. The Causal Relationship Between Economic Policy Uncertainty and Stock Returns in China and India: Evidence from a Bootstrap Rolling Window Approach
     Emerging Markets Finance and Trade, 2016, 52, (3), 674-689 View citations (70)
     See also Working Paper (2013)
499. The Feldstein--Horioka puzzle in South Africa: A fractional cointegration approach
     The Journal of International Trade & Economic Development, 2016, 25, (7), 978-991 View citations (2)
     See also Working Paper (2015)
500. The Nonparametric Relationship between Oil and South African Agricultural Prices - La relazione nonparametrica tra il prezzo del petrolio e i prezzi dei prodotti agricoli in Sud Africa
     Economia Internazionale / International Economics, 2016, 69, (2), 93-112
501. The causal relationship between natural gas consumption and economic growth: evidence from the G7 countries
     Applied Economics Letters, 2016, 23, (1), 38-46 View citations (7)
     See also Working Paper (2013)
502. The dynamic response of the rand real exchange rate to fundamental shocks
     Journal of Economic Studies, 2016, 43, (1), 108-121
503. The relationship between oil and agricultural commodity prices in South Africa: A quantile causality approach
     Journal of Developing Areas, 2016, 50, (3), 93-107 View citations (4)
     Also in Journal of Developing Areas, 2016, 50, (2), 137-152 (2016) View citations (4)
504. The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach
     Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), 2016, 10, 1-20 View citations (34)
     See also Working Paper (2016)
505. Time series analysis of persistence in crude oil price volatility across bull and bear regimes
     Energy, 2016, 109, (C), 29-37 View citations (33)
     See also Working Paper (2015)
506. Time series effects of dissolved oxygen and nitrogen on Long Island Sound lobster harvest
     Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, 2016, 84, (3), 1849-1858
507. Time-frequency relationship between US output with commodity and asset prices
     Applied Economics, 2016, 48, (3), 227-242 View citations (8)
     See also Working Paper (2015)
508. Trust and quality of growth: a note
     Economics Bulletin, 2016, 36, (3), 1854-1867 View citations (8)
     See also Working Paper (2015)
509. Uncertainty and crude oil returns
     Energy Economics, 2016, 55, (C), 92-100 View citations (129)
     See also Working Paper (2015)

2015

510. Are house prices in South Africa really nonstationary? Evidence from SPSM-based panel KSS test with a Fourier function
     Applied Economics, 2015, 47, (1), 32-53 View citations (5)
     See also Working Paper (2013)
511. Are stock prices related to the political uncertainty index in OECD countries? Evidence from the bootstrap panel causality test
     Economic Systems, 2015, 39, (2), 288-300 View citations (49)
     See also Working Paper (2013)
512. Are there long-run diversification gains from the Dow Jones Islamic finance index?
     Applied Economics Letters, 2015, 22, (12), 945-950 View citations (6)
     See also Working Paper (2014)
513. Are there multiple bubbles in the ethanol–gasoline price ratio of Brazil?
     Renewable and Sustainable Energy Reviews, 2015, 52, (C), 19-23 View citations (12)
     See also Working Paper (2014)
514. CONVERGENCE IN PROVINCIAL-LEVEL SOUTH AFRICAN HOUSE PRICES: EVIDENCE FROM THE CLUB CONVERGENCE AND CLUSTERING PROCEDURE
     Review of Urban & Regional Development Studies, 2015, 27, (1), 2-17 View citations (10)
     See also Working Paper (2013)
515. 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)
516. Causal Link between Oil Price and Uncertainty in India - Relazione di causalità tra prezzo del petrolio e incertezza in India
     Economia Internazionale / International Economics, 2015, 68, (4), 437-450
517. Causality Between Us Economic Policy and Equity Market Uncertainties: Evidence from Linear and Nonlinear Tests
     Journal of Applied Economics, 2015, 18, (2), 225-246 View citations (13)
     Also in Journal of Applied Economics, 2015, 18, 225-246 (2015) View citations (23)
     See also Working Paper (2013)
518. Causality between exports and economic growth in South Africa: evidence from linear and nonlinear tests
     Journal of Developing Areas, 2015, 49, (2), 163-181 View citations (15)
     See also Working Paper (2013)
519. 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)
520. Causality between research output and economic growth in BRICS
     Quality & Quantity: International Journal of Methodology, 2015, 49, (1), 167-176 View citations (11)
     See also Working Paper (2013)
521. Comovement in Euro area housing prices: A fractional cointegration approach
     Urban Studies, 2015, 52, (16), 3123-3143 View citations (13)
     See also Working Paper (2013)
522. Convergence of greenhouse gas emissions among G7 countries
     Applied Economics, 2015, 47, (60), 6543-6552 View citations (9)
     See also Working Paper (2013)
523. DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa
     Applied Economics, 2015, 47, (3), 207-221 View citations (4)
     See also Working Paper (2015)
524. Do Stock Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-varying Vector Autoregressive Model
     Journal of Emerging Market Finance, 2015, 14, (2), 176-196 View citations (12)
     See also Working Paper (2012)
525. Do commodity investors herd? Evidence from a time-varying stochastic volatility model
     Resources Policy, 2015, 46, (P2), 281-287 View citations (13)
526. Do sunspot numbers cause global temperatures? Evidence from a frequency domain causality test
     Applied Economics, 2015, 47, (8), 798-808 View citations (7)
     See also Working Paper (2013)
527. 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)
528. Does the Price of Oil Help Predict Inflation in South Africa? Historical Evidence Using a Frequency Domain Approach. - Il prezzo del petrolio predice l’inflazione in Sud Africa? Evidenza storica attraverso l’utilizzo di un approccio basato sulla frequenza
     Economia Internazionale / International Economics, 2015, 68, (4), 451-467
529. Energy efficiency of selected OECD countries: A slacks based model with undesirable outputs
     Energy Economics, 2015, 51, (C), 45-53 View citations (51)
     See also Working Paper (2014)
530. Forecasting US real house price returns over 1831-2013: evidence from copula models
     Applied Economics, 2015, 47, (48), 5204-5213 View citations (8)
     See also Working Paper (2014)
531. Forecasting aggregate retail sales: The case of South Africa
     International Journal of Production Economics, 2015, 160, (C), 66-79 View citations (11)
     See also Working Paper (2014)
532. Forecasting macroeconomic data for an emerging market with a nonlinear DSGE model
     Economic Modelling, 2015, 44, (C), 215-228 View citations (12)
533. Forecasting the U.S. real house price index
     Economic Modelling, 2015, 45, (C), 259-267 View citations (8)
     See also Working Paper (2017)
534. Forecasting the price of gold
     Applied Economics, 2015, 47, (39), 4141-4152 View citations (53)
     See also Working Paper (2014)
535. Forecasting the price of gold using dynamic model averaging
     International Review of Financial Analysis, 2015, 41, (C), 257-266 View citations (60)
     See also Working Paper (2014)
536. Guest Editor’s Introduction
     Emerging Markets Finance and Trade, 2015, 51, (3), 445-447
537. Has oil price predicted stock returns for over a century?
     Energy Economics, 2015, 48, (C), 18-23 View citations (222)
     See also Working Paper (2015)
538. Herding behavior in real estate markets: Novel evidence from a Markov-switching model
     Journal of Behavioral and Experimental Finance, 2015, 8, (C), 40-43 View citations (22)
539. Identifying an index of financial conditions for South Africa
     Studies in Economics and Finance, 2015, 32, (2), 256-274
540. Is there an Environmental Kuznets Curve for South Africa? A co-summability approach using a century of data
     Energy Economics, 2015, 52, (PA), 136-141 View citations (18)
     See also Working Paper (2014)
541. Oil price forecastability and economic uncertainty
     Economics Letters, 2015, 132, (C), 125-128 View citations (55)
     See also Working Paper (2015)
542. Oil prices and financial stress: A volatility spillover analysis
     Energy Policy, 2015, 82, (C), 278-288 View citations (82)
543. Panel Granger causality between oil consumption and GDP: evidence from BRICS countries
     International Journal of Sustainable Economy, 2015, 7, (1), 30-41 View citations (1)
     See also Working Paper (2013)
544. Persistence of precious metal prices: A fractional integration approach with structural breaks
     Resources Policy, 2015, 44, (C), 57-64 View citations (36)
     See also Working Paper (2015)
545. Predicting stock returns and volatility using consumption-aggregate wealth ratios: A nonlinear approach
     Economics Letters, 2015, 131, (C), 83-85 View citations (8)
     See also Working Paper (2015)
546. Regime switching model of US crude oil and stock market prices: 1859 to 2013
     Energy Economics, 2015, 49, (C), 317-327 View citations (94)
     See also Working Paper (2014)
547. Renewable energy and growth: Evidence from heterogeneous panel of G7 countries using Granger causality
     Renewable and Sustainable Energy Reviews, 2015, 52, (C), 1405-1412 View citations (67)
548. Revisiting the causality between electricity consumption and economic growth in South Africa: a bootstrap rolling-window approach
     International Journal of Economic Policy in Emerging Economies, 2015, 8, (2), 169-190 View citations (12)
     See also Working Paper (2013)
549. Temporal causality between house prices and output in the US: A bootstrap rolling-window approach
     The North American Journal of Economics and Finance, 2015, 33, (C), 55-73 View citations (71)
     See also Working Paper (2013)
550. 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)
551. The Impact of Exchange Rate Uncertainty on Exports in South Africa
     Journal of International Commerce, Economics and Policy (JICEP), 2015, 06, (01), 1-14 View citations (9)
552. The Macroeconomic Effects of Uncertainty Shocks in India - Gli effetti macroeconomici degli shock di incertezza in India
     Economia Internazionale / International Economics, 2015, 68, (3), 373-383
553. The co-movement and causality between the U.S. housing and stock markets in the time and frequency domains
     International Review of Economics & Finance, 2015, 38, (C), 220-233 View citations (51)
554. The out-of-sample forecasting performance of nonlinear models of regional housing prices in the US
     Applied Economics, 2015, 47, (22), 2259-2277 View citations (14)
     See also Working Paper (2012)
555. Time-Varying Causality between Oil and Commodity Prices in the Presence of Structural Breaks and Nonlinearity - Causalità time-varying tra petrolio e prezzi delle materie prime in presenza di break strutturali e di non-linearità
     Economia Internazionale / International Economics, 2015, 68, (4), 469-491
556. Time-Varying Effects of Housing and Stock Returns on U.S. Consumption
     The Journal of Real Estate Finance and Economics, 2015, 50, (3), 339-354 View citations (26)
557. Trends and cycles in historical gold and silver prices
     Journal of International Money and Finance, 2015, 58, (C), 98-109 View citations (13)
     See also Working Paper (2016)
558. US inflation dynamics on long-range data
     Applied Economics, 2015, 47, (36), 3874-3890 View citations (7)
     See also Working Paper (2015)
559. Volatility transmission between Islamic and conventional equity markets: evidence from causality-in-variance test
     Applied Economics, 2015, 47, (46), 4996-5011 View citations (40)
     See also Working Paper (2013)
560. Was the recent downturn in US real GDP predictable?
     Applied Economics, 2015, 47, (28), 2985-3007 View citations (4)

2014

561. A time-varying approach to analysing fiscal policy and asset prices in South Africa
     Journal of Financial Economic Policy, 2014, 6, (1), 46-63
     See also Working Paper (2013)
562. Can economic uncertainty, financial stress and consumer sentiments predict U.S. equity premium?
     Journal of International Financial Markets, Institutions and Money, 2014, 33, (C), 367-378 View citations (52)
     See also Working Paper (2014)
563. Detecting predictable non-linear dynamics in Dow Jones Islamic Market and Dow Jones Industrial Average indices using nonparametric regressions
     The North American Journal of Economics and Finance, 2014, 29, (C), 22-35 View citations (20)
564. Dutch disease effect of oil rents on agriculture value added in Middle East and North African (MENA) countries
     Energy Economics, 2014, 45, (C), 485-490 View citations (39)
565. Fiscal Policy Shocks and the Dynamics of Asset Prices
     Public Finance Review, 2014, 42, (4), 511-531 View citations (5)
566. Forecasting China's foreign exchange reserves using dynamic model averaging: The roles of macroeconomic fundamentals, financial stress and economic uncertainty
     The North American Journal of Economics and Finance, 2014, 28, (C), 170-189 View citations (20)
     See also Working Paper (2013)
567. GENETIC DIVERSITY ANALYSIS OF RICE (Oryza sativa L.) LANDRACES THROUGH RAPD MARKERS
     International Journal of Agricultural Research, Innovation and Technology (IJARIT), 2014, 04, (1)
568. Housing and the Great Depression
     Applied Economics, 2014, 46, (24), 2966-2981 View citations (27)
     See also Working Paper (2013)
569. Housing and the business cycle in South Africa
     Journal of Policy Modeling, 2014, 36, (3), 471-491 View citations (11)
     See also Working Paper (2014)
570. 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)
571. 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)
572. Oil price uncertainty and manufacturing production
     Energy Economics, 2014, 43, (C), 41-47 View citations (39)
573. Persistence and cycles in historical oil price data
     Energy Economics, 2014, 45, (C), 511-516 View citations (18)
     See also Working Paper (2013)
574. Real interest rate persistence in South Africa: evidence and implications
     Economic Change and Restructuring, 2014, 47, (1), 41-62 View citations (5)
     See also Working Paper (2012)
575. Reconsidering the welfare cost of inflation in the US: a nonparametric estimation of the nonlinear long-run money-demand equation using projection pursuit regressions
     Empirical Economics, 2014, 46, (4), 1221-1240 View citations (5)
     See also Working Paper (2011)
576. Tax evasion, financial development and inflation: Theory and empirical evidence
     Journal of Banking & Finance, 2014, 41, (C), 194-208 View citations (35)
     See also Working Paper (2013)
577. Testing for persistence in housing price-to-income and price-to-rent ratios in 16 OECD countries
     Applied Economics, 2014, 46, (18), 2127-2138 View citations (13)
     See also Working Paper (2013)
578. The causal relationship between house prices and growth in the nine provinces of South Africa: evidence from panel - Granger causality tests
     International Journal of Sustainable Economy, 2014, 6, (4), 345-358 View citations (4)
579. The nexus of electricity consumption, economic growth and CO2 emissions in the BRICS countries
     Energy Policy, 2014, 66, (C), 359-368 View citations (156)
     See also Working Paper (2013)
580. Time-varying causality between research output and economic growth in US
     Scientometrics, 2014, 100, (1), 203-216 View citations (23)
     See also Working Paper (2013)
581. 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)
582. Using large data sets to forecast sectoral employment
     Statistical Methods & Applications, 2014, 23, (2), 229-264 View citations (2)
     See also Working Paper (2012)

2013

583. A DSGE-VAR model for forecasting key South African macroeconomic variables
     Economic Modelling, 2013, 33, (C), 19-33 View citations (26)
584. Does the source of oil price shocks matter for South African stock returns? A structural VAR approach
     Energy Economics, 2013, 40, (C), 825-831 View citations (70)
     See also Working Paper (2013)
585. Forecasting Nevada gross gaming revenue and taxable sales using coincident and leading employment indexes
     Empirical Economics, 2013, 44, (2), 387-417 View citations (1)
     See also Working Paper (2011)
586. Forecasting house prices for the four census regions and the aggregate US economy in a data-rich environment
     Applied Economics, 2013, 45, (33), 4677-4697 View citations (11)
587. Is the relationship between monetary policy and house prices asymmetric across bull and bear markets in South Africa? Evidence from a Markov-switching vector autoregressive model
     Economic Modelling, 2013, 32, (C), 161-171 View citations (19)
588. Macroeconomic Variables and South African Stock Return Predictability
     Economic Modelling, 2013, 30, (C), 612-622 View citations (25)
     See also Working Paper (2011)
589. Macroeconomic surprises and stock returns in South Africa
     Studies in Economics and Finance, 2013, 30, (3), 266-282
     See also Working Paper (2012)
590. Metropolitan House Prices In Regions of India: Do They Converge?
     Regional and Sectoral Economic Studies, 2013, 13, (1), 135-144 View citations (2)
591. Testing the Monetary Model for Exchange Rate Determination in South Africa: Evidence from 101 Years of Data
     Contemporary Economics, 2013, 7, (1) View citations (14)
     See also Working Paper (2011)
592. The Impact of House Prices on Consumption in South Africa: Evidence from Provincial-Level Panel VARs
     Housing Studies, 2013, 28, (8), 1133-1154 View citations (16)
     See also Working Paper (2012)
593. The Role of Asset Prices in Forecasting Inflation and Output in South Africa
     Journal of Emerging Market Finance, 2013, 12, (3), 239-291 View citations (30)
     See also Working Paper (2011)
594. The causal relationship between exports and economic growth in the nine provinces of South Africa: evidence from panel-Granger causality test
     International Journal of Economic Policy in Emerging Economies, 2013, 6, (3), 296-310 View citations (5)
     See also Working Paper (2013)
595. The long-run impact of inflation in South Africa
     Journal of Policy Modeling, 2013, 35, (5), 798-812 View citations (10)
     See also Working Paper (2010)
596. The out-of-sample forecasting performance of non-linear models of real exchange rate behaviour: The case of the South African Rand
     European Journal of Comparative Economics, 2013, 10, (1), 121-148 View citations (1)
     See also Working Paper (2013)
597. ‘Ripple’ Effects in South African House Prices
     Urban Studies, 2013, 50, (5), 876-894 View citations (14)

2012

598. Comparing South African Inflation Volatility Across Monetary Policy Regimes: An Application of Saphe Cracking
     Journal of Developing Areas, 2012, 46, (1), 45-54 View citations (9)
     See also Working Paper (2009)
599. Do House Prices Impact Consumption and Interest Rate? Evidence from OECD Countries using an Agnostic Identification Procedure
     Applied Economics Quarterly (formerly: Konjunkturpolitik), 2012, 58, (1), 19-70 View citations (25)
     See also Working Paper (2012)
600. Macro Shocks and Real US Stock Prices with Special Focus on the “Great Recession”
     Applied Econometrics and International Development, 2012, 12, (2) View citations (6)
     See also Working Paper (2012)
601. South African stock return predictability in the context data mining: The role of financial variables and international stock returns
     Economic Modelling, 2012, 29, (3), 908-916 View citations (22)
     See also Working Paper (2010)
602. Structural breaks and GARCH models of stock return volatility: The case of South Africa
     Economic Modelling, 2012, 29, (6), 2435-2443 View citations (23)
     See also Working Paper (2010)
603. THE EFFECTS OF MONETARY POLICY ON REAL FARM PRICES IN SOUTH AFRICA
     Regional and Sectoral Economic Studies, 2012, 12, (1), 147-158
     See also Working Paper (2011)
604. The Time-Series Properties of House Prices: A Case Study of the Southern California Market
     The Journal of Real Estate Finance and Economics, 2012, 44, (3), 339-361 View citations (30)
     See also Working Paper (2009)
605. Valuation Ratios and Stock Return Predictability in South Africa: Is It There?
     Emerging Markets Finance and Trade, 2012, 48, (1), 70-82 View citations (3)
606. “Ripple effects” and forecasting home prices in Los Angeles, Las Vegas, and Phoenix
     The Annals of Regional Science, 2012, 48, (3), 763-782 View citations (27)
     See also Working Paper (2009)

2011

607. A large factor model for forecasting macroeconomic variables in South Africa
     International Journal of Forecasting, 2011, 27, (4), 1076-1088 View citations (26)
608. An in-sample and out-of-sample empirical investigation of the nonlinearity in house prices of South Africa
     Economic Modelling, 2011, 28, (3), 891-899 View citations (20)
     See also Working Paper (2010)
609. Currency Substitution and Financial Repression
     International Economic Journal, 2011, 25, (1), 47-61
     See also Working Paper (2008)
610. Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs
     Indian Economic Review, 2011, 46, (1), 23-40 View citations (2)
     See also Working Paper (2008)
611. Forecasting regional house price inflation: a comparison between dynamic factor models and vector autoregressive models
     Journal of Forecasting, 2011, 30, (2), 288-302 View citations (14)
612. Forecasting the US real house price index: Structural and non-structural models with and without fundamentals
     Economic Modelling, 2011, 28, (4), 2013-2021 View citations (39)
     See also Working Paper (2010)
613. Growth-Effects of Inflation Targeting: The Role of Financial Sector Development
     Annals of Economics and Finance, 2011, 12, (1), 65-87 View citations (3)
     See also Working Paper (2006)
614. Is the Permanent Income Hypothesis Really Well-Suited for Forecasting&quest
     Eastern Economic Journal, 2011, 37, (2), 165-177 View citations (1)
615. The long-run relationship between inflation and real stock prices: empirical evidence from South Africa
     Journal of Business Economics and Management, 2011, 13, (4), 600-613 View citations (3)
     See also Working Paper (2010)

2010

616. CONVERGENCE OF METROPOLITAN HOUSE PRICES IN SOUTH AFRICA: A RE-EXAMINATION USING EFFICIENT UNIT ROOT TESTS
     Applied Econometrics and International Development, 2010, 10, (1) View citations (11)
     See also Working Paper (2009)
617. DYNAMIC TIME INCONSISTENCY AND THE SOUTH AFRICAN RESERVE BANK
     South African Journal of Economics, 2010, 78, (1), 76-88 View citations (6)
618. 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)
619. Financial Liberalization and the Effectiveness of Monetary Policy on House Prices in South Africa
     The IUP Journal of Monetary Economics, 2010, VIII, (4), 59-74 View citations (21)
     See also Working Paper (2008)
620. Forecasting macroeconomic variables in a small open economy: a comparison between small- and large-scale models
     Journal of Forecasting, 2010, 29, (1-2), 168-185 View citations (43)
     See also Working Paper (2008)
621. Forecasting the South African economy: a hybrid‐DSGE approach
     Journal of Economic Studies, 2010, 37, (2), 181-195
622. Has the SARB become more effective post inflation targeting?
     Economic Change and Restructuring, 2010, 43, (3), 187-204 View citations (10)
     See also Working Paper (2009)
623. Loan Portfolio Conditional Loss Estimation Using an Error-Correcting Macroeconometric Model
     The African Finance Journal, 2010, 12, (2), 28-49 View citations (1)
624. Optimal public policy with endogenous mortality
     Journal of Economic Policy Reform, 2010, 13, (3), 241-249
     See also Working Paper (2008)
625. Predicting Downturns in the US Housing Market: A Bayesian Approach
     The Journal of Real Estate Finance and Economics, 2010, 41, (3), 294-319 View citations (26)
     See also Working Paper (2008)
626. Private and Public Health Expenditures in an Endogenous Growth Model with Inflation Targeting
     Annals of Economics and Finance, 2010, 11, (1), 139-153 View citations (12)
     See also Working Paper (2010)
627. THE EFFECT OF DEFENSE SPENDING ON US OUTPUT: A FACTOR AUGMENTED VECTOR AUTOREGRESSION (FAVAR) APPROACH
     Defence and Peace Economics, 2010, 21, (2), 135-147 View citations (11)
     See also Working Paper (2009)
628. The effect of monetary policy on house price inflation
     Journal of Economic Studies, 2010, 37, (6), 616-626
629. The effect of monetary policy on real house price growth in South Africa: A factor-augmented vector autoregression (FAVAR) approach
     Economic Modelling, 2010, 27, (1), 315-323 View citations (68)
     See also Working Paper (2009)

2009

630. A New-Keynesian DSGE model for forecasting the South African economy
     Journal of Forecasting, 2009, 28, (5), 387-404 View citations (25)
     See also Working Paper (2008)
631. An Endogenous Growth Model of a Financially Repressed Small Open Economy
     International Economic Journal, 2009, 23, (1), 143-161 View citations (1)
     See also Working Paper (2006)
632. BAYESIAN METHODS OF FORECASTING INVENTORY INVESTMENT
     South African Journal of Economics, 2009, 77, (1), 113-126 View citations (4)
633. Could we have predicted the recent downturn in the South African housing market?
     Journal of Housing Economics, 2009, 18, (4), 325-335 View citations (29)
     See also Working Paper (2008)
634. Financial Liberalization and a Possible Growth-Inflation Trade-Off
     Indian Economic Review, 2009, 44, (1), 1-19 View citations (2)
     See also Working Paper (2006)
635. Half-Life Deviations from PPP in the South African Development Community (SADC)
     Applied Econometrics and International Development, 2009, 9, (1) View citations (3)
636. 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)
637. 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)
638. 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)
639. 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)
640. Tax evasion and financial repression: a reconsideration using endogenous growth models
     Journal of Economic Studies, 2009, 36, (6), 660-674
     See also Working Paper (2008)
641. Time Aggregation and the Contradictions with Causal Relationships: Can Economic Theory Come to the Rescue?
     Studies in Economics and Econometrics, 2009, 33, (1), 16-27
     See also Working Paper (2008)
642. Time Aggregation, Long-Run Money Demand and the Welfare Cost of Inflation
     Studies in Economics and Econometrics, 2009, 33, (3), 95-109
     See also Working Paper (2008)

2008

643. Costly Tax Enforcement and Financial Repression
     Economic Notes, 2008, 37, (2), 141-154 View citations (6)
     See also Working Paper (2008)
644. Financial Liberalization: A Myth or a Miracle Cure?
     The IUP Journal of Monetary Economics, 2008, VI, (1), 6-33 View citations (3)
     See also Working Paper (2005)
645. MEASURING THE WELFARE COST OF INFLATION IN SOUTH AFRICA
     South African Journal of Economics, 2008, 76, (1), 16-25 View citations (6)
     See also Working Paper (2008)
646. Modeling and Forecasting the Metical-Rand Exchange Rate
     The IUP Journal of Monetary Economics, 2008, VI, (4), 63-90 View citations (3)
     See also Working Paper (2007)
647. Modelling South African grain farmers’ preferences to adopt derivative contracts using discrete choice models
     Agrekon, 2008, 47, (2), 18 View citations (3)
648. SPATIAL BAYESIAN METHODS OF FORECASTING HOUSE PRICES IN SIX METROPOLITAN AREAS OF SOUTH AFRICA
     South African Journal of Economics, 2008, 76, (2), 298-313 View citations (23)
     See also Working Paper (2008)
649. Tax evasion and financial repression
     Journal of Economics and Business, 2008, 60, (6), 517-535 View citations (17)
     See also Working Paper (2007)

2007

650. A SMALL‐SCALE DSGE MODEL FOR FORECASTING THE SOUTH AFRICAN ECONOMY
     South African Journal of Economics, 2007, 75, (2), 179-193 View citations (39)
     See also Working Paper (2006)
651. FORECASTING THE SOUTH AFRICAN ECONOMY WITH GIBBS SAMPLED BVECMs
     South African Journal of Economics, 2007, 75, (4), 631-643 View citations (9)
     See also Working Paper (2007)
652. Financial Liberalization and Inflationary Dynamics: An Open Economy Analysis
     International Economic Journal, 2007, 21, (3), 335-360
     See also Working Paper (2005)
653. Financial Liberalization and the Dynamics of Inflation, Nominal Exchange Rate, and Terms of Trade
     Indian Economic Review, 2007, 42, (2), 165-176
     See also Working Paper (2005)

2006

654. A BVAR MODEL FOR THE SOUTH AFRICAN ECONOMY
     South African Journal of Economics, 2006, 74, (3), 391-409 View citations (19)
     See also Working Paper (2006)
655. Asymmetric Information, Tax Evasion and Alternative Instruments of Government Revenue
     The IUP Journal of Monetary Economics, 2006, IV, (1), 75 - 89 View citations (4)
     See also Working Paper (2005)
656. FORECASTING THE SOUTH AFRICAN ECONOMY WITH VARs AND VECMs
     South African Journal of Economics, 2006, 74, (4), 611-628 View citations (26)
     See also Working Paper (2006)

2005

657. Costly State Monitoring and Reserve Requirements
     Annals of Economics and Finance, 2005, 6, (2), 263-288 View citations (8)
     See also Working Paper (2005)

Chapters

2022

1. The effect of macroeconomic uncertainty on housing returns and volatility: evidence from US state-level data
   Chapter 8 in Handbook of Real Estate and Macroeconomics, 2022, pp 206-238
   See also Working Paper (2021)