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

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