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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
202173: Forecasting International REITs Volatility: The Role of Oil-Price Uncertainty Downloads
Jiqian Wang, Rangan Gupta, Oguzhan Cepni and Feng Ma
202172: Climate Risks and Forecastability of the Realized Volatility of Gold and Other Metal Prices
Rangan Gupta and Christian Pierdzioch
202171: Exchange Rate Jumps and Geopolitical Risks Downloads
Konstantinos Gkillas, Rangan Gupta, Christoforos Konstantatos and Dimitrios Vortelinos
202170: Productivity and GDP: International Evidence of Persistence and Trends Over 130 Years of Data Downloads
Luis Gil-Alana, Sakiru Solarin and Rangan Gupta
202169: The ENSO Cycle and Forecastability of Global Inflation and Output Growth: Evidence from Standard and Mixed-Frequency Multivariate Singular Spectrum Analyses Downloads
Hossein Hassani, Mohammad Yeganegi and Rangan Gupta
202168: The Time-Varying Impact of Uncertainty Shocks on the Comovement of Regional Housing Prices of the United Kingdom Downloads
Oguzhan Cepni, Hardik Marfatia and Rangan Gupta
202167: Financial Inclusion and Gender Inequality in sub-Saharan Africa Downloads
Tendai Zawaira, Matthew Clance, Carolyn Chisadza and Rangan Gupta
202166: Bitcoin Mining Activity and Volatility Dynamics in the Power Market
Sayar Karmakar, Riza Demirer and Rangan Gupta
202165: Climate Risks and U.S. Stock-Market Tail Risks: A Forecasting Experiment Using over a Century of Data
Afees Salisu, Christian Pierdzioch, Rangan Gupta and Renee van Eyden
202164: A robust approach for outlier imputation: Singular Spectrum Decomposition
Maryam Movahedifar, Hossein Hassani, Masoud Yarmohammadi, Mahdi Kalantari and Rangan Gupta
202163: Measuring Market Expectations Downloads
Christiane Baumeister
202162: Financial Turbulence, Systemic Risk and the Predictability of Stock Market Volatility Downloads
Afees Salisu, Riza Demirer and Rangan Gupta
202161: 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
Afees Salisu, Christian Pierdzioch, Rangan Gupta and David Gabauer
202160: The Effect of Oil Price Uncertainty Shock on International Equity Markets: Evidence from a GVAR Model Downloads
Afees Salisu and Rangan Gupta
202159: High-Frequency Contagion between Aggregate and Regional Housing Markets of the United States with Financial Assets: Evidence from Multichannel Tests Downloads
Goodness Aye, Christina Christou, Rangan Gupta and Christis Hassapis
202158: A Note on Forecasting the Historical Realized Variance of Oil-Price Movements: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios
Rangan Gupta, Christian Pierdzioch and Wing-Keung Wong
202157: Firm-level Business Uncertainty and the Predictability of the Aggregate U.S. Stock Market Volatility during the COVID-19 Pandemic Downloads
Riza Demirer, Rangan Gupta, Afees Salisu and Renee van Eyden
202156: Slave Trades, Kinship Structures and Women Political Participation in Africa Downloads
Leone Walters, Carolyn Chisadza and Matthew Clance
202155: Rare Disaster Risks and Volatility of the Term-Structure of US Treasury Securities: The Role of El Nino and La Nina Events Downloads
Renee van Eyden, Rangan Gupta, Jacobus Nel and Elie Bouri
202154: Global Evidence of the COVID-19 Shock on Real Equity Prices and Real Exchange Rates: A Counterfactual Analysis with a Threshold-Augmented GVAR Model
Afees Salisu, Taofeek Ayinde, Rangan Gupta and Mark Wohar
202153: The Effect of Oil Uncertainty Shock on Real GDP of 33 Countries: A Global VAR Approach
Afees Salisu, Rangan Gupta and Abeeb Olaniran
202152: On the Dynamics of International Real Estate Investment Trust Propagation Mechanisms: Evidence from Time-Varying Return and Volatility Connectedness Measures
Keagile Lesame, Elie Bouri, David Gabauer and Rangan Gupta
202151: Tracking Weekly State-Level Economic Conditions Downloads
Christiane Baumeister, Danilo Leiva-Leon and Eric Sims
202150: Geopolitical Risks and the High-Frequency Movements of the US Term Structure of Interest Rates
Rangan Gupta, Anandamayee Majumdar, Jacobus Nel and Sowmya Subramaniam
202149: A Note on the COVID-19 Shock and Real GDP in Emerging Economies: A Counterfactual Analysis from the Threshold-Augmented Global Vector Autoregressive Model
Afees Salisu, Idris Adediran and Rangan Gupta
202148: Human Capital and the Timing of the First Birth Downloads
Jesse Naidoo
202147: Integration and Risk Transmission in the Market for Crude Oil: A Time-Varying Parameter Frequency Connectedness Approach Downloads
Ioannis Chatziantoniou, David Gabauer and Rangan Gupta
202146: Oil Tail Risks and the Forecastability of the Realized Variance of Oil-Price: Evidence from Over 150 Years of Data
Afees Salisu, Christian Pierdzioch and Rangan Gupta
202145: The Financial US Uncertainty Spillover Multiplier: Evidence from a GVAR Model
Afees Salisu, Rangan Gupta and Riza Demirer
202144: Commodity Prices and Forecastability of South African Stock Returns Over a Century: Sentiments versus Fundamentals
Afees Salisu and Rangan Gupta
202143: Out-of-Sample Predictability of Gold Market Volatility: The Role of US Nonfarm Payroll Downloads
Afees Salisu, Elie Bouri and Rangan Gupta
202142: Household Debt and Consumption Dynamics: A Non-Developed World View following the Financial Crisis Downloads
Adel Bosch, Matthew Clance and Steven Koch
202141: Individual and Household Debt: Does Imputation Choice Matter? Downloads
Adel Bosch and Steven Koch
202140: Uncertainty Related to Infectious Diseases and Forecastability of the Realised Volatility of US Treasury Securities
Sisa Shiba and Rangan Gupta
202139: Social Capital and Protests in the United States Downloads
Carolyn Chisadza, Matthew Clance and Rangan Gupta
202138: El Nino, La Nina, and the Forecastability of the Realized Variance of Heating Oil Price Movements
Mehmet Balcilar, Elie Bouri, Rangan Gupta and Christian Pierdzioch
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