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Working Papers

From University of Pretoria, Department of Economics
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201537: Identifying Asymmetries between Socially Responsible and Conventional Investments
Nicholas Apergis, Vassilios Babalos, Christina Christou and Rangan Gupta
201536: A Nonlinear Approach for Predicting Stock Returns and Volatility with the Use of Investor Sentiment Indices
Stelios Bekiros, Rangan Gupta and Clement Kyei
201535: Bayesian Learning with Multiple Priors and Non-Vanishing Ambiguity Downloads
Alexander Zimper and Wei Ma
201534: Income Inequality: A State-by-State Complex Network Analysis
Periklis Gogas, Rangan Gupta, Stephen Miller, Theophilos Papadimitriou and Georgios Sarantitis
201533: Debunking the Myth that a Legal Trade will Solve the Rhino Horn Crisis: A System Dynamics Model for Market Demand Downloads
Douglas Crookes and James Blignaut
201532: The Relationship between Healthcare expenditures and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis
Guglielmo Maria Caporale, Juncal Cuñado, Luis Gil - Alana and Rangan Gupta
201531: The Role of Oil Prices in the Forecasts of South African Interest Rates: A Bayesian Approach
Rangan Gupta and Kevin Kotze
201530: Optimal Information Transmission Downloads
Wei Ma
201529: Characterising the South African Business Cycle: Is GDP Difference-Stationary or Trend-Stationary in a Markov-Switching Setup?
Mehmet Balcilar, Rangan Gupta, Charl Jooste and Omid Ranjbar
201527: The Short Term Economic Impact of Levying E-Tolls on Industries Downloads
Francois Stofberg and Jan van Heerden
201526: Education and Fertility: Panel Evidence from sub-Saharan Africa Downloads
Carolyn Chisadza and Manoel Bittencourt
201525: How Independent are the South African Reserve Bank’s Monetary Policy Decisions? Evidence from a Global New-Keynesian DSGE Model
Annari De Waal, Rangan Gupta and Charl Jooste
201524: International Stock Return Predictability: Is the Role of U.S. Time-Varying?
Goodness Aye, Mehmet Balcilar and Rangan Gupta
201523: Time-Frequency Relationship between U.S. Output with Commodity and Asset Prices
Aviral Tiwari, Claudiu Albulescu and Rangan Gupta
201522: The Role of News-Based Uncertainty Indices in Predicting Oil Markets: A Hybrid Nonparametric Quantile Causality Method
Mehmet Balcilar, Stelios Bekiros and Rangan Gupta
201521: Dynamic Spillovers in the United States: Stock Market, Housing, Uncertainty and the Macroeconomy
Nikolaos Antonakakis, Christophe André and Rangan Gupta
201520: Productive Government Spending and its Consequences for the Growth–Inequality Tradeoff
Yoseph Getachew and Stephen J Turnovsky
201519: The Time-Series Linkages between US Fiscal Policy and Asset Prices
Ghassen El Montasser, Rangan Gupta, Charl Jooste and Stephen Miller
201518: Oil Price Forecastability and Economic Uncertainty
Stelios Bekiros, Rangan Gupta and Alessia Paccagnini
201517: Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa
Mehmet Balcilar, Rangan Gupta, Renee van Eyden, Kirsten Thompson and Anandamayee Majumdar
201516: The Macroeconomic Effects of Uncertainty Shocks in India
Lumengo Bonga-Bonga, Rangan Gupta and Charl Jooste
201515: Modeling Persistence of Carbon Emission Allowance Prices
Luis Gil-Alana, Fernando Pérez de Gracia and Rangan Gupta
201514: Causality and Contagion in EMU Sovereign Bonds Revisited: Novel Evidence from Nonlinear Causality Tests
Vassilios Babalos, Clement Kyei and Evangelos Poutos
201513: A Categorisation and Evaluation of Rhino Management Policies Downloads
Douglas Crookes and James Blignaut
201512: Forecasting the US CPI: Does Nonlinearity Matter?
Marcos Álvarez-Díaz and Rangan Gupta
201511: Modeling and Forecasting Crude Oil Price Volatility: Evidence from Historical and Recent Data
Thomas Lux, Mawuli Segnon and Rangan Gupta
201510: Do Precious Metal Prices Help in Forecasting South African Inflation?
Mehmet Balcilar, Nico Katzke and Rangan Gupta
201509: Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns
Nikolaos Antonakakis, Rangan Gupta and Christophe André
201508: On Economic Uncertainty, Stock Market Predictability and Nonlinear Spillover Effects
Stelios Bekiros, Rangan Gupta and Clement Kyei
201507: Trends and Cycles in Historical Gold and Silver Prices
Luis Gil-Alana, Goodness Aye and Rangan Gupta
201506: The Macroeconomic Effects of Government Spending Under Fiscal Foresight Downloads
Charl Jooste and Ruthira Naraidoo
201505: Predicting Stock Returns and Volatility Using Consumption-Aggregate Wealth Ratios: A Nonlinear Approach
Stelios Bekiros and Rangan Gupta
201504: Inflation-Growth Nexus in Africa: Evidence from a Pooled CCE Multiple Regime Panel Smooth Transition Model
Renee van Eyden, Tolga Omay and Rangan Gupta
201503: Uncertainty and Crude Oil Returns
Riadh Aloui, Rangan Gupta and Stephen Miller
201502: Assessment of Monetary Union in SADC: Evidence from Cointegration and Panel Unit Root Tests Downloads
Mulatu Zehirun, Marthinus Breitenbach and Francis Kemegue
201501: The Feldstein-Horioka Puzzle in South Africa: A Fractional Cointegration Approach
Luis Gil-Alana, Christophe André, Rangan Gupta, Tsangyao Chang and Omid Ranjbar
201486: Causality between Oil and South Africa’s Food Price: Time Varying Approach
Goodness Aye
201485: Oil Price Uncertainty and Savings in South Africa
Diksha Dave and Goodness Aye
201484: Does Oil Price Uncertainty Matter for Stock Returns in South Africa?
Goodness Aye
201483: The Causal Relationship between Energy Consumption and Economic Growth in South Africa: New Evidence from Asymmetric Causality in Frequency Domain
Omid Ranjbar, Tsangyao Chang, Elmarie Nel and Rangan Gupta
201482: Forecasting Home Sales in the Four Census Regions and the Aggregate US Economy Using Singular Spectrum Analysis
Hossein Hassani, Zara Ghodsi, Rangan Gupta and Mawuli Segnon
201481: Oil Price Shocks and China’s Economy: Reactions of the Monetary Policy to Oil Price Shocks
Won Joong Kim, Shawkat Hammoudeh, Jun Seog Hyun and Rangan Gupta
201480: Financial Tail Risks and the Shapes of the Extreme Value Distribution: A Comparison between Conventional and Sharia-Compliant Stock Indexes
John Weirstrasd Muteba Mwamba, Shawkat Hammoudeh and Rangan Gupta
201479: Are there Multiple Bubbles in the Ethanol-Gasoline Price Ratio of Brazil?
Ghassen El Montasser, Rangan Gupta, Andre Martins and Peter Wanke
201478: A Simple Method for Computing Equilibria when Asset Markets Are Incomplete Downloads
Wei Ma
201477: Energy Efficiency of Selected OECD Countries: A Slacks Based Model with Undesirable Outputs
Nicholas Apergis, Goodness Aye, Carlos Barros, Rangan Gupta and Peter Wanke
201476: Are there Asymmetric Causal Relationships between Tourism and Economic Growth in a Panel of G-7 Countries?
Abdulnasser Hatemi-J, Rangan Gupta, Axel Kasongo, Thabo Mboweni and Ndivhuho Netshitenzhe
201475: Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality
Christian Pierdzioch, Monique Reid and Rangan Gupta
201474: Are there Environmental Kuznets Curves for US State-Level CO2 Emissions?
Nicholas Apergis, Christina Christou and Rangan Gupta
201473: Monetary Integration in SADC: Assessment of Policy Coordination and Real Effective Exchange Rate Stability Downloads
Mulatu Zehirun, Marthinus Breitenbach and Francis Kemegue
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