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Working Papers

From University of Pretoria, Department of Economics
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201473: Monetary Integration in SADC: Assessment of Policy Coordination and Real Effective Exchange Rate Stability Downloads
Mulatu Zehirun, Marthinus Breitenbach and Francis Kemegue
201472: The Impact of the 2014 Platinum Mining Strike in South Africa: An Economy-Wide Analysis Downloads
Heinrich Bohlmann, Petor Dixon, Maureen Rimmer and Jan Van Heerden
201471: Did Baltic stock markets offer diversification benefits during the recent financial turmoil? Novel evidence from a nonparametric causality in quantiles test
Vassilios Babalos, Mehmet Balcilar, Tumisang Loate and Shingie Chisoro
201470: The impact of oil price on South African GDP growth: A Bayesian Markov Switching-VAR analysis
Mehmet Balcilar, Renee van Eyden, Josine Uwilingiye and Rangan Gupta
201469: Time-Varying Causality between Oil and Commodity Prices in the Presence of Structural Breaks and Nonlinearity
Rangan Gupta, Gbeada Seu Epse Kean, Mpho Tsebe, Nthabiseng Tsoanamatsie and João Sato
201468: The Relationship between Oil and Agricultural Commodity Prices: A Quantile Causality Approach
Mehmet Balcilar, Shinhye Chang, Rangan Gupta, Vanessa Kasongo and Clement Kyei
201467: Causal Link between Oil Price and Uncertainty in India
Ghassen El Montasser, Kenza Aggad, Louise Clark, Rangan Gupta and Shannon Kemp
201466: Is there an Environmental Kuznets Curve for South Africa? A Co-Summability Approach Using a Century of Data
Adnen Ben Nasr, Rangan Gupta and Joao Sato
201465: A Life-Cycle Model with Ambiguous Survival Beliefs Downloads
Max Groneck and Alexander Ludwig
201464: Optimal Public Investment, Growth, and Consumption: Fresh Evidence from African Countries Downloads
Augustin Fosu, Yoseph Getachew and Thomas Ziesemer
201463: On the Directional Accuracy of Inflation Forecasts: Evidence from South African Survey Data
Christian Pierdzioch, Monique Reid and Rangan Gupta
201462: Is Real Per Capita State Personal Income Stationary? New Nonlinear, Asymmetric Panel-Data Evidence
Furkan Emirmahmutoglu, Rangan Gupta, Stephen Miller and Tolga Omay
201461: The Nonparametric Relationship between Oil and South African Agricultural Prices
Ahdi Noomen Ajmi, Rangan Gupta, Monique Kruger, Nicola Schoeman and Leoné Walters
201460: The Role of Economic Policy Uncertainty in Forecasting US Inflation Using a VARFIMA Model
Mehmet Balcilar, Rangan Gupta and Charl Jooste
201459: The Asymmetric Effect of Oil Price on Growth across US States
Nicholas Apergis, Alper Aslan, Goodness Aye and Rangan Gupta
201458: Persistence in Precious Metal Prices: A Fractional Integration Approach with Structural Breaks
Luis Gil-Alana, Shinhye Chang, Mehmet Balcilar, Goodness Aye and Rangan Gupta
201457: Time-Varying Persistence in US Inflation
Massimiliano Caporin and Rangan Gupta
201456: Linkages between Financial Sector CDS Spreads and Macroeconomic Influence in a Nonlinear Setting
Amine Lahiani, Shawkat Hammoudeh and Rangan Gupta
201455: Inflation Forecasts and Forecaster Herding: Evidence from South African Survey Data
Christian Pierdzioch, Monique Reid and Rangan Gupta
201454: Real Estate Returns Predictability Revisited: Novel Evidence from the US REITs Market
Omokolade Akinsomi, Goodness Aye, Vassilios Babalos, Fotini Economou and Rangan Gupta
201453: Causality between Inflation and Inflation Uncertainty in South Africa: Evidence from a Markov-Switching Vector Autoregressive Model
Adnen Ben Nasr, Mehmet Balcilar, Ahdi Noomen Ajmi, Goodness Aye, Rangan Gupta and Renee van Eyden
201452: US Inflation Dynamics on Long Range Data
Vasilios Plakandaras, Periklis Gogas, Rangan Gupta and Theophilos Papadimitriou
201451: Water Taxation and the Double Dividend Hypothesis Downloads
Nichola Kilimani
201450: Persistence, Mean Reversion and Non-Linearities in US Housing Prices Over 1830-2013
Luis Gil-Alana, Rangan Gupta and Fernando Pérez de Gracia
201449: The Nexus between Military Expenditures and Economic Growth in the BRICS and the US: A Bootstrap Panel Causality Test
Ming Zhong, Tsangyao Chang, Samrat Goswami and Rangan Gupta
201448: Revisiting Herding Behavior in REITs: A Regime-Switching Approach
Vassilios Babalos, Mehmet Balcilar and Rangan Gupta
201447: The Growth-Inflation Nexus for the US over 1801-2013: A Semiparametric Approach
Mehmet Balcilar, Rangan Gupta and Charl Jooste
201446: Has Oil Pirce Predicted Stock Returns for Over a Century?
Paresh Narayan and Rangan Gupta
201445: Date Stamping Historical Oil Price Bubbles: 1876-2014
Itamar Caspi, Nico Katzke and Rangan Gupta
201444: Forecasting US Real House Price Returns over 1831-2013: Evidence from Copula Models
Rangan Gupta and Anandamayee Majumdar
201443: Relationship between Happiness and Smoking: A Bootstrap Panel Causality Test
Tsangyao Chang, Hsiao-Ping Chu, Frederick Deale and Rangan Gupta
201442: House Values and Proximity to a Landfill: A Quantile Regression Framework
Mario du Preez, Mehmet Balcilar, Aarifah Razak, Steven Koch and Rangan Gupta
201441: Stock Price Dynamics and the Business Cycle in an Estimated DSGE Model for South Africa
Michael Paetz and Rangan Gupta
201440: Analysing South Africa's Inflation Persistence Using an ARFIMA Model with Markov-Switching Fractional Differencing Parameter
Mehmet Balcilar, Rangan Gupta and Charl Jooste
201439: Is the Rand Really Decoupled from Economic Fundamentals?
Mehmet Balcilar, Rangan Gupta and Charl Jooste
201438: Research Output and Economic Growth in G7 Countries: New Evidence from Asymmetric Panel Causality Testing
Abdulnasser Hatemi-J, Ahdi Noomen Ajmi, Ghassen El Montasser, Roula Inglesi-Lotz and Rangan Gupta
201437: Parameter Uncertainty and Inflation Dynamics in a Model with Asymmetric Central Bank Preferences Downloads
Laban Chesang and Ruthira Naraidoo
201436: Real Estate Markets and Uncertainty Shocks: A Variance Causality Approach
Ahdi Noomen Ajmi, Vassilios Babalos, Fotini Economou and Rangan Gupta
201435: An Application of a New Seasonal Unit Root Test for Trending and Breaking Series to Industrial Production of the BRICS
Ghassen El Montasser and Rangan Gupta
201434: The Economic Approach to Fertility: A Causal Mediation Analysis Downloads
Gauthier Kashalala and Steven Koch
201433: Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index?
Mehmet Balcilar, Charl Jooste, Shawkat Hammoudeh, Rangan Gupta and Vassilios Babalos
201432: Endogenous Fluctuations in an Endogenous Growth Model with Inflation Targeting
Rangan Gupta and Lardo Stander
201431: The Relationship between Population Growth and Economic Growth Over 1870-2013: Evidence from a Bootstrapped Panel-Granger Causality Test
Tsangyao Chang, Hsiao-Ping Chu, Frederick Deale, Rangan Gupta and Stephen Miller
201430: Dynamic Relationship between Oil Price and Inflation in South Africa
Mehmet Balcilar, Josine Uwilingiye and Rangan Gupta
201429: Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013
Mehmet Balcilar, Rangan Gupta and Stephen Miller
201428: Forecasting the Price of Gold
Hossein Hassani, Emmanuel Silva, Rangan Gupta and Mawuli Segnon
201427: Does Sunspot Numbers Cause Global Temperatures? A Reconsideration Using a Non-Parametric Causality Test
Hossein Hassani, Rangan Gupta, Xu Huang and Mansi Ghodsi
201426: Can Debt Ceiling and Government Shutdown Predict US Real Stock Returns? A Boot-strap Rolling-Window Approach
Goodness Aye, Mehmet Balcilar, Ghassen El Montasser, Rangan Gupta and Nangamso Manjezi
201425: Does the South African Reserve Bank (SARB) Respond to Oil Price Movements? Historical Evidence from the Frequency Domain
Goodness Aye, Olorato Gadinabokao and Rangan Gupta
201424: Using a Natural Experiment to Examine Tobacco Tax Regressivity Downloads
Adel Bosch and Steven Koch
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