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Working Papers

From University of Pretoria, Department of Economics
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201422: Does Debt Ceiling and Government Shutdown Help in Forecasting the US Equity Risk Premium?
Goodness Aye, Frederick Deale and Rangan Gupta
201421: Convergence in U.S. Metropolitan Statistical Areas
Ghassen El Montasser, Rangan Gupta and Devon Smithers
201420: Is the South African Reserve Bank Influenced by Exchange Rates when Setting Interest Rates?
Charl Jooste and Rangan Gupta
201419: A Time-Varying Approach of the US Welfare Cost of Inflation
Stephen Miller, Luis Martins and Rangan Gupta
201418: Forecasting the U.S. Real House Price Index
Vasilios Plakandaras, Rangan Gupta, Periklis Gogas and Theophilos Papadimitriou
201417: Assessing Regional Variations in the Effect of the Removal of User Fees on Institutional Deliveries in Rural Zambia Downloads
Chitalu Chama-Chiliba and Steven Koch
201416: Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation
Patrick Kanda, Mehmet Balcilar, Pejman Bahramian and Rangan Gupta
201415: Forecasting the Price of Gold Using Dynamic Model Averaging
Goodness Aye, Rangan Gupta, Shawkat Hammoudeh and Won Joong Kim
201414: Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach
Mehmet Balcilar, Kirsten Thompson, Rangan Gupta and Renee van Eyden
201413: Revisiting the Causal Relationship between CO2 Emissions and Economic Growth in 12 Asian Countries: Evidence from a Bootstrap Panel Causality Test
Kuei-Chiu Lee, Hsiao-Ping Chu, Tsangyao Chang and Roula Inglesi-Lotz
201412: Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching
Adnen Ben Nasr, Thomas Lux, Ahdi Noomen Ajmi and Rangan Gupta
201411: Causal relationship between asset prices and output in the US: Evidence from state-level panel Granger causality test
Furkan Emirmahmutoglu, Mehmet Balcilar, Nicholas Apergis, Beatrice Desiree Simo-Kengne, Tsangyao Chang and Rangan Gupta
201410: Subjective Life Expectancy Downloads
Nicky Nicholls and Alexander Zimper
201409: Volatility Spillover between Energy and Financial Markets
Saban Nazlioglu, Ugur Soytas and Rangan Gupta
201408: Dutch Disease Effect of Oil Rents on Agriculture Value Added in MENA Countries
Nicholas Apergis, Ghassen El Montasser, Emmanuel Owusu-Sekyere, Ahdi Noomen Ajmi and Rangan Gupta
201407: Testing for Multiple Bubbles in the BRICS Stock Markets
Tsangyao Chang, Luis Gil-Alana, Goodness Aye, Rangan Gupta and Omid Ranjbar
201406: Nonlinear Econometric Approaches in Testing PPP of SADC Economies towards Monetary Union Downloads
Mulatu Zerihun, Marthinus Breitenbach and Francis Kemegue
201405: A Historical CGE Simulation of the South African Economy from 2006–2013: Analysing Changes in the Use of Primary Factors by Industries Downloads
Heinrich Bohlmann and Marthinus Breitenbach
201404: Primary Education and Fertility Rates in Southern Africa: Evidence from Before the Demographic Transition Downloads
Manoel Bittencourt
201403: Is Democracy Eluding Sub-Saharan Africa? Downloads
Carolyn Chisadza and Manoel Bittencourt
201402: Education and Fertility: Panel Time-Series Evidence from Southern Africa Downloads
Manoel Bittencourt
201401: Does the Price of Oil Help Predict Inflation in South Africa? Historical Evidence Using a Frequency Domain Approach
Rangan Gupta and Patrick Kanda
201388: Do the Poor Benefit from Devolution Policies? Evidences from Quantile Treatment Effect Evaluation of Joint Forest Management
Dambala Gelo, Steven Koch and Edwin Muchapondwah
201387: Democracy and Education: Evidence from the Southern African Development Community Downloads
Manoel Bittencourt
201386: Convergence of Greenhouse Gas Emissions among G7 Countries
Ghassen El Montasser, Roula Inglesi-Lotz and Rangan Gupta
201385: Detecting Predictable Non-linear Dynamics in Dow Jones Industrial Average and Dow Jones Islamic Market Indices using Nonparametric Regressions
Marcos Álvarez-Díaz, Shawkat Hammoudeh and Rangan Gupta
201384: Volatility Transmission between Islamic and Conventional Equity Markets: Evidence from Causality-in-Variance Test
Saban Nazlioglu, Shawkat Hammoudeh and Rangan Gupta
201383: Testing the Out-of-Sample Forecasting Ability of a Financial Conditions Index for South Africa
Kirsten Thompson, Renee van Eyden and Rangan Gupta
201382: Does Sunspot Numbers Cause Global Temperatures? Evidence from a Frequency Domain Causality Test
Rangan Gupta, Luis Gil-Alana and Olaoluwa Yaya
201381: Can the Sharia-Based Islamic Stock Market Returns be Forecasted Using Large Number of Predictors and Models?
Rangan Gupta, Shawkat Hammoudeh, Beatrice Desiree Simo-Kengne and Soodabeh Sarafrazi
Ghassen El Montasser, Ahdi Noomen Ajmi, Tsangyao Chang, Beatrice Desiree Simo-Kengne, Christophe André and Rangan Gupta
201379: On the impossibility of insider trade in rational expectations equilibria Downloads
Alexander Zimper
201378: Fiscal Decentralisation and Poverty in South Africa: Evidence from Panel Data Analysis
Tebogo Moche, Nara Monkam and Goodness Aye
201377: Are there Housing Bubbles in South Africa? Evidence from SPSM-Based Panel KSS Test with a Fourier Function
Tsangyao Chang, Wen-Chi Liu, Goodness Aye and Rangan Gupta
201376: Assessing Fiscal Capacity at the Local Government Level in South Africa Downloads
Margaret Mabugu and Nara Monkam
201375: Persistence and Cycles in Historical Oil Prices Data
Luis Gil-Alana and Rangan Gupta
201374: DSGE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa
Rangan Gupta, Patrick Kanda, Mampho Modise and Alessia Paccagnini
201373: Causal relationship between nuclear energy consumption and economic growth in the G6 countries: Evidence from panel Granger causality tests
Tsangyao Chang, Fabrice Gatwabuyege, Rangan Gupta, Roula Inglesi-Lotz, Nangamso Manjezi and Beatrice Desiree Simo-Kengne
201372: The causal relationship between renewable energy consumption and economic growth: Evidence from the G7 countries
Tsangyao Chang, Rangan Gupta, Roula Inglesi-Lotz, Beatrice Desiree Simo-Kengne, Devon Smithers and Amy Trembling
201371: Panel Granger causality between oil consumption and GDP: Evidence from the BRICS countries
Tsangyao Chang, Olorato Gadinabokao, Rangan Gupta, Roula Inglesi-Lotz, Pervan Kanniah and Beatrice Desiree Simo-Kengne
201370: The causal relationship between natural gas consumption and economic growth: Evidence from the G7 countries
Tsangyao Chang, Rangan Gupta, Roula Inglesi-Lotz, Lilian Masabala, Beatrice Desiree Simo-Kengne and Jaco Weideman
201369: The causal relationship between coal consumption and economic growth in the BRICS countries: Evidence from panel Granger causality tests
Tsangyao Chang, Frederick Deale, Rangan Gupta, Roulof Hefer, Roula Inglesi-Lotz and Beatrice Desiree Simo-Kengne
201368: Oil Price Uncertainty and Manufacturing Production in South Africa
Goodness Aye, Vincent Dadam, Rangan Gupta and Bonginkosi Mamba
201367: Testing the Impact of Exchange Rate Uncertainty on Exports in South Africa
Goodness Aye, Rangan Gupta, Prudence Moyo and Nehrunaman Pillay
201366: Biased Bayesian learning with an application to the risk-free rate puzzle Downloads
Alexander Ludwig and Alexander Zimper
201365: The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains
Tsangyao Chang, Xiao-lin Li, Stephen Miller, Mehmet Balcilar and Rangan Gupta
201364: The impact of statistical learning on violations of the sure-thing principle Downloads
Nicky Nicholls, Aylit Romm and Alexander Zimper
201363: Time-Varying Linkages between Tourism Receipts and Economic Growth in South Africa
Mehmet Balcilar, Renee van Eyden, Roula Inglesi-Lotz and Rangan Gupta
201362: Forecasting Real House Price of the U.S.: An Analysis Covering 1890 to 2012
Goodness Aye and Rangan Gupta
201361: Causality between Economic Policy Uncertainty across Countries: Evidence from Linear and Nonlinear Tests
Ahdi Noomen Ajmi, Rangan Gupta and Patrick Kanda
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