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Working Papers

From University of Pretoria, Department of Economics
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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
202094: Linking U.S. State-Level Housing Market Returns and the Consumption-(Dis)Aggregate Wealth Ratio
Mehmet Balcilar, Rangan Gupta, Ricardo Sousa and Mark Wohar
202093: The Behavior of Real Interest Rates: New Evidence from a ``Suprasecular" Perspective Downloads
Giorgio Canarella, Luis Gil-Alana, Rangan Gupta and Stephen Miller
202092: Forecasting Charge-Off Rates with a Panel Tobit Model: The Role of Uncertainty Downloads
Xin Sheng, Rangan Gupta and Qiang Ji
202091: Time-Varying Spillovers between Housing Sentiment and Housing Market in the United States Downloads
Christophe Andre, David Gabauer and Rangan Gupta
202090: Investors' Uncertainty and Forecasting Stock Market Volatility Downloads
Ruipeng Liu and Rangan Gupta
202089: COVID-19 Pandemic and Investor Herding in International Stock Markets Downloads
Elie Bouri, Riza Demirer, Rangan Gupta and Jacobus Jacobus
202088: Investor Sentiment and (Anti-)Herding in the Currency Market: Evidence from Twitter Feed Data Downloads
Xolani Sibande, Rangan Gupta, Riza Demirer and Elie Bouri
202087: Forecasting U.S. Aggregate Stock Market Excess Return: Do Functional Data Analysis Add Economic Value?
Joao Caldeira, Rangan Gupta and Hudson Torrent
202086: Stock Markets and Exchange Rate Behaviour of the BRICS Downloads
Afees Salisu, Juncal Cunado, Kazeem Isah and Rangan Gupta
202085: High-Frequency Movements of the Term Structure of Interest Rates of the United States: The Role of Oil Market Uncertainty Downloads
Elie Bouri, Rangan Gupta, Clement Kyei and Sowmya Subramaniam
202084: Time-Varying Predictability of Labor Productivity on Inequality in United Kingdom Downloads
David Gabauer, Rangan Gupta and Jacobus Nel
202083: Unemployment Fluctuations and Currency Returns in the United Kingdom: Evidence from Over One and a Half Century of Data Downloads
Deven Bathia, Riza Demirer, Rangan Gupta and Kevin Kotze
202082: Effect of Fiscal and Monetary Policies on Economic Activities in South Africa: The Role of Policy Uncertainty Downloads
Goodness Aye
202081: Examining the Determinants of Electricity Demand by South African Households per Income Level Downloads
Jessika Bohlmann and Roula Inglesi-Lotz
202080: A Sequence to Reverse Poverty: Institutions, State Capacity and Human Empowerment Downloads
Sansia Blackmore and Renee Van Eyden
202079: Structure Dependence between Oil and Agricultural Commodities Returns: The Role of Geopolitical Risks
Aviral Tiwari, Micheal Boachie, Tahir Suleman and Rangan Gupta
202078: Infectious Disease-Related Uncertainty and the Safe-Haven Characteristic of US Treasury Securities
Rangan Gupta, Sowmya Subramaniam, Elie Bouri and Qiang Ji
202077: Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty Downloads
Rangan Gupta, Hardik Marfatia, Christian Pierdzioch and Afees Salisu
202076: House Price Synchronization across the US States: The Role of Structural Oil Shocks
Xin Sheng, Hardik Marfatia, Rangan Gupta and Qiang Ji
202075: Historical Forecasting of Interest Rate Mean and Volatility of the United States: Is there a Role of Uncertainty?
Hossein Hassani, Mohammad Yeganegi and Rangan Gupta
202074: Economic Neoliberalism and African Development Downloads
Augustin Fosu and Dede Gafa
202073: Development Strategies for the Vulnerable Small Island Developing States (SIDS) Downloads
Augustin Fosu and Dede Gafa
202072: A Fiscus for Better Economic and Social Development in South Africa Downloads
Francois Stofberg, Jan van Heerden and Heinrich Bohlmann
202071: Uncertainty and Daily Predictability of Housing Returns and Volatility of the United States: Evidence from a Higher-Order Nonparametric Causality-in-Quantiles Test
Elie Bouri, Rangan Gupta, Clement Kyei and Rinsuna Shivambu
202070: The Effect of Air Quality and Weather on the Chinese Stock Market: Evidence from Shenzhen Stock Exchange
Zhuhua Jiang, Rangan Gupta, Sowmya Subramaniam and Seong-Min Yoon
202069: The U.S. Term Structure and Return Volatility in Global REIT Markets
Riza Demirer, Rangan Gupta, Asli Yuksel and Aydin Yuksel
202068: Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin
Konstantinos Gkillas, Elie Bouri, Rangan Gupta and David Roubaud
202067: Optimal Social Distancing in SIR based Macroeconomic Models Downloads
Yoseph Getachew
202066: High-Frequency Predictability of Housing Market Movements of the United States: The Role of Economic Sentiment
Mehmet Balcilar, Elie Bouri, Rangan Gupta and Clement Kyei
202065: Estimating U.S. Housing Price Network Connectedness: Evidence from Dynamic Elastic Net, Lasso, and Ridge Vector Autoregressive Models Downloads
David Gabauer, Rangan Gupta, Hardik Marfatia and Stephen Miller
202064: Oil Price and Exchange Rate Behaviour of the BRICS for Over a Century
Afees Salisu, Juncal Cunado, Kazeem Isah and Rangan Gupta
202063: The Role of Oil and Risk Shocks in the High-Frequency Movements of the Term Structure of Interest Rates of the United States Downloads
Rangan Gupta, Syed Shahzad, Xin Sheng and Sowmya Subramaniam
202062: Time-Varying Impact of Pandemics on Global Output Growth
Rangan Gupta, Xin Sheng, Mehmet Balcilar and Qiang Ji
202061: Predicting Housing Market Sentiment: The Role of Financial, Macroeconomic and Real Estate Uncertainties
Hardik Marfatia, Christophe André and Rangan Gupta
202060: Time-Varying Spillover between Currency and Stock Markets in the United States: More than Two Centuries of Historical Evidence Downloads
Semei Coronado, Rangan Gupta, Besma Hkiri and Omar Rojas
202059: Volatility Connectedness of Major Cryptocurrencies: The Role of Investor Happiness Downloads
Elie Bouri, David Gabauer, Rangan Gupta and Aviral Tiwari
202058: Point and Density Forecasting of Macroeconomic and Financial Uncertainties of the United States Downloads
Afees Salisu, Rangan Gupta and Ahamuefula Ogbonna
202057: Technological Trade Composition and Performance in African Countries Downloads
Blessing Chipanda, Matthew Clance and Steven Koch
202056: Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting Downloads
Heni Boubaker, Giorgio Canarella, Rangan Gupta and Stephen Miller
202055: The Role of Investor Sentiment in Forecasting Housing Returns in China: A Machine Learning Approach Downloads
Oguzhan Cepni, Rangan Gupta and Yigit Onay
202054: Time-Varying Evidence of Predictability of Financial Stress in the United States over a Century: The Role of Inequality Downloads
Mehmet Balcilar, Edmond Berisha, Rangan Gupta and Christian Pierdzioch
202053: OPEC News and Jumps in the Oil Market
Konstantinos Gkillas, Rangan Gupta, Christian Pierdzioch and Seong-Min Yoon
202051: Forecasting Oil Volatility Using a GARCH-MIDAS Approach: The Role of Global Economic Conditions
Afees Salisu, Rangan Gupta, Elie Bouri and Qiang Ji
202050: A Note on Uncertainty due to Infectious Diseases and Output Growth of the United States: A Mixed-Frequency Forecasting Experiment Downloads
Afees Salisu, Rangan Gupta and Riza Demirer
202049: Forecasting Power of Infectious Diseases-Related Uncertainty for Gold Realized Volatility
Elie Bouri, Konstantinos Gkillas, Rangan Gupta and Christian Pierdzioch
202048: The Effects of Oil Shocks on Macroeconomic Uncertainty: Evidence from a Large Panel Dataset of US States
Rangan Gupta and Xin Sheng
202046: The Impact of Uncertainty Shocks in South Africa: The Role of Financial Regimes
Mehmet Balcilar, Rangan Gupta and Theshne Kisten
202045: The Impact of Disaggregated Oil Shocks on State-Level Consumption of the United States
Rangan Gupta, Xin Sheng, Renee van Eyden and Mark Wohar
202044: The Predictive Power of Oil Price Shocks on Realized Volatility of Oil: A Note
Riza Demirer, Rangan Gupta, Christian Pierdzioch and Syed Shahzad
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