EconPapers    
Economics at your fingertips  
 

Working Papers

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

Bibliographic data for series maintained by Rangan Gupta ().

Access Statistics for this working paper series.
Is something missing from the series or not right? See the RePEc data check for the archive and series.


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, Peter Wanke and Yong Tan
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?
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
202443: The Bank Lending Channel of Monetary Policy Transmission in South Africa Downloads
Ekaterina Pirozhkova and Nicola Viegi
202442: Trouble Every Day: Monetary Policy in an Open Emerging Economy Downloads
Ekaterina Pirozhkova, Giovanni Ricco and Nicola Viegi
202441: Supply Chain Constraints and the Predictability of the Conditional Distribution of International Stock Market Returns and Volatility Downloads
Elie Bouri, Oguzhan Cepni, Rangan Gupta and Ruipeng Liu
202439: Prediction of the Conditional Distribution of Daily International Stock Returns Volatility: The Role of (Conventional and Unconventional) Monetary Policies
Oguzhan Cepni, Rangan Gupta, Jacobus Nel and Renee van Eyden
202438: Oil Price Shocks and the Connectedness of US State-Level Financial Markets Downloads
Onur Polat, Juncal Cunado, Oguzhan Cepni and Rangan Gupta
202437: Influence of Local and Global Economic Policy Uncertainty on the Volatility of US State-Level Equity Returns: Evidence from a GARCH-MIDAS Approach with Shrinkage and Cluster Analysis Downloads
Vincenzo Candila, Oguzhan Cepni, Giampiero Gallo and Rangan Gupta
202436: Climate Risks and Real Gold Returns over 750 Years
Rangan Gupta, Anandamayee Majumdar, Christian Pierdzioch and Onur Polat
202435: Forecasting U.S. Recessions Using Over 150 Years of Data: Stock-Market Moments versus Oil-Market Moments
Elie Bouri, Rangan Gupta, Christian Pierdzioch and Onur Polat
202434: Climate Risks and Prediction of Sectoral REITs Volatility: International Evidence Downloads
Afees Salisu, Ahamuefula Ogbonna, Elie Bouri and Rangan Gupta
202433: Effects of Climate Risks on Financial Stress: Evidence from Asia-Pacific Countries
Sarah Nandnaba, Rangan Gupta and Samrat Goswami
202432: Return-Volatility Nexus in the Digital Asset Class: A Dynamic Multilayer Connectedness Analysis Downloads
Elie Bouri, Matteo Foglia, Sayar Karmakar and Rangan Gupta
202431: Energy Market Uncertainties and Gold Return Volatility: A GARCH-MIDAS Approach Downloads
Afees Salisu, Ahamuefula Ogbonna, Rangan Gupta and Sisa Shiba
202430: Reassessing the Macroeconomic Effects of Aggregate Skewness: A Time-Varying Perspective Downloads
Rui Xiong, Wenting Liao and Rangan Gupta
202429: Geopolitical Risks and Oil Returns Volatility: A GARCH-MIDAS Approach Downloads
Afees Salisu, Ahamuefula Ogbonna and Rangan Gupta
202428: Climate Policy Uncertainty and Financial Stress: Evidence for China Downloads
Rangan Gupta, Qiang Ji and Christian Pierdzioch
202427: Gasoline Prices and Presidential Approval Ratings of the United States Downloads
Rangan Gupta, Christian Pierdzioch and Aviral Tiwari
202426: Assessing the Growth-Enhancing Effect of State Contingent Debt Instruments Downloads
Sarah Nandnaba and Rangan Gupta
202425: GARCHX-NoVaS: A Model-Free Approach to Incorporate Exogenous Variables Downloads
Kejin Wu, Sayar Karmakar and Rangan Gupta
202424: Forecasting Stock Returns Volatility of the G7 Over Centuries: The Role of Climate Risks Downloads
Elie Bouri, Rangan Gupta, Asingamaanda Liphadzi and Christian Pierdzioch
202423: Multi-Task Forecasting of the Realized Volatilities of Agricultural Commodity Prices
Rangan Gupta and Christian Pierdzioch
202422: Time-Varying Multilayer Networks Analysis of Frequency Connectedness in Commodity Futures Markets Downloads
Xuewei Zhou, Zisheng Ouyang, Rangan Gupta and Qiang Ji
202421: Forecasting Gold Returns Volatility Over 1258-2023: The Role of Moments Downloads
Thanoj K. Muddana, Komal S.R. Bhimireddy, Anandamayee Majumdar and Rangan Gupta
202420: Climate Risks and Forecastability of US Inflation: Evidence from Dynamic Quantile Model Averaging Downloads
Jiawen Luo, Shengjie Fu, Oguzhan Cepni and Rangan Gupta
202419: Can Municipal Bonds Hedge US State-Level Climate Risks?
Onur Polat, Rangan Gupta, Oguzhan Cepni and Qiang Ji
202418: Energy Market Uncertainties and Exchange Rate Volatility: A GARCH-MIDAS Approach
Afees Salisu, Ahamuefula Ogbonna, Rangan Gupta and Qiang Ji
202417: A Note on Oil Consumption and Growth: The Role of Greenhouse Gases Emissions
Sarah Nandnaba, Abebe Hailemariam, Rangan Gupta and Xin Sheng
202416: Does the Introduction of US Spot Bitcoin ETFs Affect Spot Returns and Volatility of Major Cryptocurrencies?
Vassilios Babalos, Elie Bouri and Rangan Gupta
202415: Long-Span Multi-Layer Spillovers between Moments of Advanced Equity Markets: The Role of Climate Risks
Matteo Foglia, Vasilios Plakandaras, Rangan Gupta and Qiang Ji
202414: Political Geography and Stock Market Volatility: The Role of Political Alignment across Sentiment Regimes
Oguzhan Cepni, Riza Demirer, Rangan Gupta and Christian Pierdzioch
202413: Health Gains Arising from Reduced Risk Consumption: South Africa's PRIME Example Downloads
Steven Koch
202412: Forecasting Real Housing Price Returns of the United States using Machine Learning: The Role of Climate Risks
Bruno Sales, Hudson Torrent and Rangan Gupta
202411: Presidential Approval Ratings and Stock Market Performance in Latin America
Yuvana Jaichand, Renee van Eyden and Rangan Gupta
202410: The Effects of Uncertainty on Economic Conditions across US States: The Role of Climate Risks Downloads
Xin Sheng, Rangan Gupta, Wenting Liao and Oguzhan Cepni
202409: Energy Market Uncertainties and US State-Level Stock Market Volatility: A GARCH-MIDAS Approach Downloads
Afees Salisu, Ahamuefula Oghonna, Rangan Gupta and Oguzhan Cepni
202408: Forecasting Realized US Stock Market Volatility: Is there a Role for Economic Policy Uncertainty? Downloads
Matteo Bonato, Oguzhan Cepni, Rangan Gupta and Christian Pierdzioch
202407: Predicting the Conditional Distribution of US Stock Market Systemic Stress: The Role of Climate Risks
Massimiliano Caporin, Petre Caraiani, Oguzhan Cepni and Rangan Gupta
Page updated 2024-10-11
Sorted by numeric handle