Details about Omid Ranjbar

Access statistics for papers by Omid Ranjbar.

Last updated 2021-02-27. 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, University of Pretoria, Department of Economics View citations (1)
   Also in Working Papers, Eastern Mediterranean University, Department of Economics (2015)
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 (19)
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

2021

1. Testing the persistence of shocks on renewable energy consumption: Evidence from a quantile unit-root test with smooth breaks
   Energy, 2021, 215, (PB) View citations (7)

2020

2. Analyzing slowdown and meltdowns in the African countries: New evidence using Fourier quantile unit root test
   International Review of Economics & Finance, 2020, 65, (C), 187-198
3. Fourier nonlinear quantile unit root test and PPP in Africa
   Bulletin of Economic Research, 2020, 72, (4), 451-481 View citations (4)

2019

4. REAL INTEREST RATE PARITY AND FOURIER QUANTILE UNIT ROOT TEST
   Bulletin of Economic Research, 2019, 71, (3), 348-358 View citations (4)

2018

5. A New Unit Root Test against Asymmetric ESTAR Nonlinearity with Smooth Breaks
   Iranian Economic Review (IER), 2018, 22, (1), 51-62 View citations (1)
6. Catching-up process in the transition countries
   Economic Change and Restructuring, 2018, 51, (3), 249-278 View citations (2)
7. Non-linear quantile unit root test and PPP: more evidence from Africa
   Applied Economics Letters, 2018, 25, (7), 465-471 View citations (2)
8. Re-examination of the convergence hypothesis among OECD countries: Evidence from Fourier quantile unit root test
   International Economics, 2018, (156), 77-85 View citations (1)
   Also in International Economics, 2018, 156, (C), 77-85 (2018) View citations (1)
9. Re-testing Prebisch–Singer hypothesis: new evidence using Fourier quantile unit root test
   Applied Economics, 2018, 50, (4), 441-454 View citations (7)
10. 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 (5)

2017

11. South Africa’s inflation persistence: a quantile regression framework
    Economic Change and Restructuring, 2017, 50, (4), 367-386 View citations (4)
12. Stock Market Interactions between the BRICS and the United States: Evidence from Asymmetric Granger Causality Tests in the Frequency Domain
    Iranian Economic Review (IER), 2017, 21, (2), 297-320 View citations (2)
13. 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 (4)

2016

14. Asymmetric causality using frequency domain and time-frequency domain (wavelet) approaches
    Economic Modelling, 2016, 56, (C), 66-78 View citations (5)
15. 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
16. Income Convergence toward USA: New Evidences for Latin and South American Countries
    Iranian Economic Review (IER), 2016, 20, (2), 141-162 View citations (2)
17. Quantile unit root test and PPP: evidence from 23 OECD countries
    Applied Economics, 2016, 48, (31), 2899-2911 View citations (11)
18. Reopening the Convergence Debate when Sharp Breaks and Smooth Shifts Wed, 1870-2010
    Iranian Economic Review (IER), 2016, 20, (3), 356-377
19. Testing for bubbles in the BRICS stock markets
    Journal of Economic Studies, 2016, 43, (4), 646-660 View citations (11)
20. 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)

2015

21. Analyzing the effect of financial development and trade openness on income convergence
    Economics Bulletin, 2015, 35, (4), 2595-2600
22. 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 View citations (1)

2014

23. An Empirical Investigation of the Ratchet Effect in the OECD, 1985--2009
    International Economic Journal, 2014, 28, (1), 183-190 View citations (3)
24. 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 (10)
25. 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 (4)

2013

26. Nonlinear adjustment to the mean reversion of consumption–income ratio
    Economic Modelling, 2013, 35, (C), 477-480 View citations (2)
27. Purchasing power parity in transition countries: Old wine with new bottle
    Japan and the World Economy, 2013, 28, (C), 24-32 View citations (7)
28. Revisiting the mean reversion of inflation rates for 22 OECD countries
    Economic Modelling, 2013, 30, (C), 245-252 View citations (13)

2011

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

2010

30. 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

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