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Working Papers

From University of Pretoria, Department of Economics
Contact information at EDIRC.

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2020112: Progressivity of Out-of-Pocket Payments and its Determinants Decomposed Over Time Downloads
Steven Koch and Naomi Setshegetso
2020111: Endogenous Long-Term Productivity Performance in Advanced Countries: A Novel Two-Dimensional Fuzzy-Monte Carlo Approach
Jorge Antunes, Goodness Aye, Rangan Gupta and Peter Wanke
2020110: Information Entropy, Continuous Improvement, and US Energy Performance: A Novel Stochastic-Entropic Analysis for Ideal Solutions (SEA-IS)
Jorge Antunes, Rangan Gupta, Zinnia Mukherjee and Peter Wanke
2020109: The Impact of Diabetes on Labour Market Outcomes Downloads
Steven Koch and Evelyn Tshela
2020108: Measuring Energy Poverty in South Africa Based on Household Required Energy Consumption Downloads
Yuxiang Ye and Steven Koch
2020107: Forecasting Realized Stock-Market Volatility: Do Industry Returns have Predictive Value? Downloads
Riza Demirer, Rangan Gupta and Christian Pierdzioch
2020106: Globalization, Long Memory, and Real Interest Rate Convergence: A Historical Perspective
Giorgio Canarella, Luis Gil-Alana, Rangan Gupta and Stephen Miller
2020105: Geopolitical Risks and Historical Exchange Rate Volatility of the BRICS
Afees Salisu, Juncal Cunado and Rangan Gupta
2020104: Effect of Rare Disaster Risks on Crude Oil: Evidence from El Nino from Over 140 Years of Data
Riza Demirer, Rangan Gupta, Jacobus Nel and Christian Pierdzioch
2020103: Income Inequality and Oil Resources: Panel Evidence from the United States
Edmond Berisha, Carolyn Chisadza, Matthew Clance and Rangan Gupta
2020102: The Effect of Colonial and Pre-Colonial Institutions on Contemporary Education in Africa Downloads
Leone Walters, Carolyn Chisadza and Matthew Clance
2020101: Social Institutions and Gender-Biased Outcomes in sub-Saharan Africa Downloads
Tendai Zawaira, Matthew Clance and Carolyn Chisadza
2020100: Do Oil-Price Shocks Predict the Realized Variance of U.S. REITs?
Matteo Bonato, Rangan Gupta and Christian Pierdzioch
2015100: Time-Varying Correlations between Trade Balance and Stock Prices in the United States over the Period 1792 to 2013
Nikolaos Antonakakis, Rangan Gupta and Aviral Twari
202337: Multi-Layer Spillovers between Volatility and Skewness in International Stock Markets Over a Century of Data: The Role of Disaster Risks Downloads
Matteo Foglia, Vasilios Plakandaras, Rangan Gupta and Elie Bouri
202336: Energy-Related Uncertainty and International Stock Market Volatility Downloads
Afees Salisu, Ahamuefula Ogbonna, Rangan Gupta and Elie Bouri
202335: Housing Search Activity and Quantiles-Based Predictability of Housing Price Movements in the United States Downloads
Rangan Gupta and Damien Moodley
202334: Examining the Interlinkage between CO2 Emissions and Inclusive Human Development: Unveiling the Significance of Effective Institutions Downloads
Alanda Venter and Roula Inglesi-Lotz
202333: Oil Price Uncertainty and Predictability of Multi-Scale Positive and Negative Bubbles in the BRICS: Evidence from a Nonparametric Causality-in-Quantiles Test
Rangan Gupta, Jacobus Nel and Joshua Nielsen
202332: Predicting Multi-Scale Positive and Negative Stock Market Bubbles in a Panel of G7 Countries: The Role of Oil Price Uncertainty Downloads
Renee van Eyden, Rangan Gupta, Xin Sheng and Joshua Nielsen
202331: Monetary Policy Effectiveness in the Face of Uncertainty: The Real Macroeconomic Impact of a Monetary Policy Shock in South Africa during High and Low Uncertainty States Downloads
Chevaughn van der Westhuizen, Renee van Eyden and Goodness Aye
202330: Housing Market Variables and Predictability of State-Level Stock Market Volatility of the United States: Evidence from a GARCH-MIDAS Approach
Afees Salisu, Rangan Gupta and Oguzhan Cepni
202329: Forecasting International Financial Stress: The Role of Climate Risks
Santino Del Fava, Rangan Gupta, Christian Pierdzioch and Lavinia Rognone
202328: Comparing Risk Profiles of International Stock Markets as Functional Data: COVID-19 versus the Global Financial Crisis Downloads
Ryan Shackleton, Sonali Das and Rangan Gupta
202327: Oil Shocks and State-Level Stock Market Volatility of the United States: A GARCH-MIDAS Approach
Afees Salisu, Rangan Gupta, Oguzhan Cepni and Petre Caraiani
202326: Climate Risks and Stock Market Volatility Over a Century in an Emerging Market Economy: The Case of South Africa Downloads
Kejin Wu, Sayar Karmakar, Rangan Gupta and Christian Pierdzioch
202325: Stock Market Bubbles and the Realized Volatility of Oil Price Returns Downloads
Rangan Gupta, Joshua Nielsen and Christian Pierdzioch
202324: Time-Varying Effects of Extreme Weather Shocks on Output Growth of the United States Downloads
Xin Sheng, Rangan Gupta and Oguzhan Cepni
202323: Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor versus National Factor in a GARCH-MIDAS Model Downloads
Afees Salisu, Wenting Liao, Rangan Gupta and Oguzhan Cepni
202322: Effect of Temperature on the Spread of Contagious Diseases: Evidence from over 2000 Years of Data Downloads
Mehmet Balcilar, Zinnia Mukherjee, Rangan Gupta and Sonali Das
202321: The Predictive Impact of Climate Risk on Total Factor Productivity Growth: 1880-2020 Downloads
Desiree Kunene, Renee van Eyden, Petre Caraiani and Rangan Gupta
202320: Financial Stress and Realized Volatility: The Case of Agricultural Commodities Downloads
Matteo Bonato, Oguzhan Cepni, Rangan Gupta and Christian Pierdzioch
202319: Realized Stock Market Volatility of the United States: The Role of Employee Sentiment
Rangan Gupta, Savanah Hall and Christian Pierdzioch
202318: Forecasting the Conditional Distribution of Realized Volatility of Oil Price Returns: The Role of Skewness over 1859 to 2023
Rangan Gupta, Qiang Ji, Christian Pierdzioch and Vasilios Plakandaras
202317: Gold-to-Platinum Price Ratio and the Predictability of Bubbles in Financial Markets
Riza Demirer, David Gabauer, Rangan Gupta and Joshua Nielsen
202316: Forecasting the Realized Volatility of Agricultural Commodity Prices: Does Sentiment Matter?
Matteo Bonato, Oguzhan Cepni, Rangan Gupta and Christian Pierdzioch
202315: Poverty, Inequality, and Governance: A Global Perspective
Augustin Fosu and Dede Gafa
202314: Natural Resources, Institutions, and Economic Development in Africa
Augustin Fosu and Dede Gafa
202313: Progress on Poverty in Africa: The Importance of Growth and Inequality
Augustin Fosu
202312: Infrastructure and the Impact of Foreign Direct Investment (FDI) on Export Diversification: Evidence from Africa
Augustin Fosu
202311: Realized Stock-Market Volatility of the United States and the Presidential Approval Rating
Rangan Gupta, Yuvana Jaichand, Christian Pierdzioch and Renee van Eyden
202310: Stock Market Volatility and Multi-Scale Positive and Negative Bubbles
Rangan Gupta, Jacobus Nel, Joshua Nielsen and Christian Pierdzioch
202309: Fiscal Policy and Stock Markets at the Effective Lower Bound
Christophe André, Petre Caraiani and Rangan Gupta
202308: Technological Shocks and Stock Market Volatility Over a Century: A GARCH-MIDAS Approach
Afees Salisu, Riza Demirer and Rangan Gupta
202307: Quantifying the Economic Effects of Land Reform Policy in South Africa: A Computable General Equilibrium Analysis Downloads
Khumbuzile Mosoma, Heinrich Bohlmann, Sifiso Ntombela and Renee van Eyden
202306: Measuring Total Factor Productivity in the South African Agricultural Sector Using a Growth Accounting Framework Downloads
Khumbuzile Mosoma, Renee van Eyden and Heinrich Bohlmann
202305: Monetary Policy Shocks and Multi-Scale Positive and Negative Bubbles in an Emerging Country: The Case of India
Oguzhan Cepni, Rangan Gupta, Jacobus Nel and Joshua Nielsen
202304: Geopolitical Risk and Inflation Spillovers across European and North American Economies
Elie Bouri, David Gabauer, Rangan Gupta and Harald Kinateder
202303: Drivers of Realized Volatility for South Africa (and the BRIC Countries): Fundamentals versus Sentiment
Rangan Gupta, Jacobus Nel and Christian Pierdzioch
202302: The Effects of Disaggregate Oil Shocks on Aggregate Expected Skewness of the United States
Xin Sheng, Rangan Gupta and Qiang Ji
Page updated 2023-12-06
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