Details about Omid Ranjbar

Access statistics for papers by Omid Ranjbar.

Last updated 2018-01-20. Update your information in the RePEc Author Service.

Short-id: pra493

Working Papers

2015

1. Characterising the South African Business Cycle: Is GDP Difference-Stationary or Trend-Stationary in a Markov-Switching Setup?
   Working Papers, Eastern Mediterranean University, Department of Economics
   Also in Working Papers, University of Pretoria, Department of Economics (2015) View citations (1)
2. The Changing Dynamics of South Africa's Inflation Persistence: Evidence from a Quantile Regression Framework
   Working Papers, University of Pretoria, Department of Economics
3. 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)

2014

4. Testing for Multiple Bubbles in the BRICS Stock Markets
   Working Papers, University of Pretoria, Department of Economics View citations (17)
5. 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

Journal Articles

2018

1. Re-testing Prebisch–Singer hypothesis: new evidence using Fourier quantile unit root test
   Applied Economics, 2018, 50, (4), 441-454 View citations (1)
2. Testing hysteresis effect in U.S. state unemployment: new evidence using a nonlinear quantile unit root test
   Applied Economics Letters, 2018, 25, (4), 249-253 View citations (3)

2017

3. South Africa’s inflation persistence: a quantile regression framework
   Economic Change and Restructuring, 2017, 50, (4), 367-386 View citations (1)
4. UNEMPLOYMENT HYSTERESIS IN PIIGS COUNTRIES: A NEW TEST WITH BOTH SHARP AND SMOOTH BREAKS
   The Singapore Economic Review (SER), 2017, 62, (05), 1165-1177 View citations (3)

2016

5. Asymmetric causality using frequency domain and time-frequency domain (wavelet) approaches
   Economic Modelling, 2016, 56, (C), 66-78 View citations (1)
6. 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
7. Quantile unit root test and PPP: evidence from 23 OECD countries
   Applied Economics, 2016, 48, (31), 2899-2911 View citations (5)
8. Testing for bubbles in the BRICS stock markets
   Journal of Economic Studies, 2016, 43, (4), 646-660 View citations (2)
9. 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 (1)
   See also Working Paper (2015)

2015

10. Analyzing the effect of financial development and trade openness on income convergence
    Economics Bulletin, 2015, 35, (4), 2595-2600
11. Stability of long-run growth in East Asian countries: New evidence from panel stationarity test with structural breaks
    The Journal of International Trade & Economic Development, 2015, 24, (4), 570-589

2014

12. An Empirical Investigation of the Ratchet Effect in the OECD, 1985--2009
    International Economic Journal, 2014, 28, (1), 183-190 View citations (1)
13. Are GDP fluctuations transitory or permanent in African countries? Sequential Panel Selection Method
    International Review of Economics & Finance, 2014, 29, (C), 380-399 View citations (6)
14. Income Convergence in African Countries: Evidence from a Stationary Test With Multiple Structural Breaks
    South African Journal of Economics, 2014, 82, (3), 371-391 View citations (1)

2013

15. Nonlinear adjustment to the mean reversion of consumption–income ratio
    Economic Modelling, 2013, 35, (C), 477-480 View citations (2)
16. Purchasing power parity in transition countries: Old wine with new bottle
    Japan and the World Economy, 2013, 28, (C), 24-32 View citations (6)
17. Revisiting the mean reversion of inflation rates for 22 OECD countries
    Economic Modelling, 2013, 30, (C), 245-252 View citations (10)

2011

18. Trade and Convergence: A New Approach and New Evidence
    The IUP Journal of Applied Economics, 2011, X, (1), 26-36

2010

19. Purchasing Power Parity Hypothesis in OIC Countries: Evidence from Panel Unit Root Tests with Heterogeneous Structural Breaks
    Iranian Economic Review (IER), 2010, 15, (3), 1-12

2009

20. Which is Leader in MENA region? Economic growth or financial development
    Iranian Economic Review (IER), 2009, 14, (1), 131-153