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Working Papers

From University of Pretoria, Department of Economics
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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 Downloads
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) Downloads
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 Downloads
Giorgio Canarella, Luis Gil-Alana, Rangan Gupta and Stephen Miller
2020105: Geopolitical Risks and Historical Exchange Rate Volatility of the BRICS Downloads
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 Downloads
Riza Demirer, Rangan Gupta, Jacobus Nel and Christian Pierdzioch
2020103: Income Inequality and Oil Resources: Panel Evidence from the United States Downloads
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? Downloads
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
202108: Structural and Predictive Analyses with a Mixed Copula-Based Vector Autoregression Model Downloads
Woraphon Yamaka, Rangan Gupta, Sukrit Thongkairat and Paravee Paravee
202107: Estimating a New Keynesian Wage Phillips Curve Downloads
Vincent Dadam and Nicola Viegi
202106: Disaggregated Oil Shocks and Stock-Market Tail Risks: Evidence from a Panel of 48 Countries Downloads
Rangan Gupta, Xin Sheng, Christian Pierdzioch and Qiang Ji
202105: El Nino and Forecastability of Oil-Price Realized Volatility
Elie Bouri, Rangan Gupta, Christian Pierdzioch and Afees Salisu
202104: Government Effectiveness and Covid-19 Pandemic
Carolyn Chisadza, Matthew Clance and Rangan Gupta
202103: Forecasting US Output Growth with Large Information Sets
Afees Salisu, Umar Ndako and Rangan Gupta
202102: Uncertainty and Predictability of Real Housing Returns in the United Kingdom: A Regional Analysis Downloads
Afees Salisu, Rangan Gupta, Ahamuefula Ogbonna and Mark Wohar
202101: OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning Downloads
Xin Sheng, Rangan Gupta, Afees Salisu and Elie Bouri
202099: Uncertainty due to Infectious Diseases and Forecastability of the Realized Variance of US REITs: A Note Downloads
Matteo Bonato, Oguzhan Cepni, Rangan Gupta and Christian Pierdzioch
202098: Time-Varying Risk Aversion and Forecastability of the US Term Structure of Interest Rates
Elie Bouri, Rangan Gupta, Anandamayee Majumdar and Sowmya Subramaniam
202097: Bear, Bull, Sidewalk, and Crash: The Evolution of the US Stock Market Using Over a Century of Daily Data Downloads
Shixuan Wang, Rangan Gupta and Yue-Jun Zhang
202096: The Impact of Disaggregated Oil Shocks on State-Level Real Housing Returns of the United States: The Role of Oil Dependence
Rangan Gupta, Xin Sheng, Renee van Eyden and Mark Wohar
202095: Oil-Price Uncertainty and the U.K. Unemployment Rate: A Forecasting Experiment with Random Forests Using 150 Years of Data Downloads
Rangan Gupta, Christian Pierdzioch and Afees Salisu
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
Christophe André, David Gabauer and Rangan Gupta
202090: Investors' Uncertainty and Forecasting Stock Market Volatility
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
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
Afees Salisu, Juncal Cuñado, 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
David Gabauer, Rangan Gupta, Jacobus Nel and Woraphon Yamaka
202083: Unemployment Fluctuations and Currency Returns in the United Kingdom: Evidence from Over One and a Half Century of Data
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
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
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