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.
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- 2020112: Progressivity of Out-of-Pocket Payments and its Determinants Decomposed Over Time

- 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

- Steven Koch and Evelyn Tshela
- 2020108: Measuring Energy Poverty in South Africa Based on Household Required Energy Consumption

- 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

- Leone Walters, Carolyn Chisadza and Matthew Clance
- 2020101: Social Institutions and Gender-Biased Outcomes in sub-Saharan Africa

- 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
- 202108: Structural and Predictive Analyses with a Mixed Copula-Based Vector Autoregression Model

- Woraphon Yamaka, Rangan Gupta, Sukrit Thongkairat and Paravee Paravee
- 202107: Estimating a New Keynesian Wage Phillips Curve

- Vincent Dadam and Nicola Viegi
- 202106: Disaggregated Oil Shocks and Stock-Market Tail Risks: Evidence from a Panel of 48 Countries

- 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

- Afees Salisu, Rangan Gupta, Ahamuefula Ogbonna and Mark Wohar
- 202101: OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning

- 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

- 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

- 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

- 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

- Giorgio Canarella, Luis Gil-Alana, Rangan Gupta and Stephen Miller
- 202092: Forecasting Charge-Off Rates with a Panel Tobit Model: The Role of Uncertainty

- 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

- 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

- 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

- Goodness Aye
- 202081: Examining the Determinants of Electricity Demand by South African Households per Income Level

- Jessika Bohlmann and Roula Inglesi-Lotz
- 202080: A Sequence to Reverse Poverty: Institutions, State Capacity and Human Empowerment

- 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

- Augustin Fosu and Dede Gafa
- 202073: Development Strategies for the Vulnerable Small Island Developing States (SIDS)

- Augustin Fosu and Dede Gafa
- 202072: A Fiscus for Better Economic and Social Development in South Africa

- Francois Stofberg, Jan van Heerden and Heinrich Bohlmann
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