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Working Papers

From University of Pretoria, Department of Economics
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201360: Are Stock Prices Related to Political Uncertainty Index in OECD Countries? Evidence from Bootstrap Panel Causality Test
Tsangyao Chang, Wen-Yi Chen, Rangan Gupta and Duc Khuong Nguyen
201359: Comovement in Euro Area Housing Prices: A Fractional Cointegration Approach
Christophe André, Luis Gil-Alana and Rangan Gupta
201358: Causality between US Economic Policy and Equity Market Uncertainties: Evidence from Linear and Nonlinear Tests
Ahdi Noomen Ajmi, Goodness Aye, Mehmet Balcilar, Ghassen El Montasser and Rangan Gupta
201357: Modeling the Volatility of the Dow Jones Islamic Market World Index Using a Fractionally Integrated Time Varying GARCH (FITVGARCH) Model
Adnen Ben Nasr, Ahdi Noomen Ajmi and Rangan Gupta
201356: On the Welfare Equivalence of Asset Markets and Banking in Diamond Dybvig Economies Downloads
Alexander Zimper
201355: Research Output and Economic Growth in 34 OECD countries: A Bootstrap Panel Causality Exercise
Hamilton Ntuli, Roula Inglesi-Lotz, Tsangyao Chang and Anastassios Pouris
201354: Inflation and Economic Growth in the SADC: Some Panel Time-Series Evidence Downloads
Manoel Bittencourt, Renee van Eyden and Monaheng Seleteng
201353: Health Care Facility Choice and User Fee Abolition: Regression Discontinuity in a Multinomial Choice Setting
Steven Koch and Jeffrey Racine
201352: Debt sustainability and financial crises in South Africa Downloads
Ruthira Naraidoo and Leroi Raputsoane
201351: Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium?
Rangan Gupta, Shawkat Hammoudeh, Mampho Modise and Duc Khuong Nguyen
201350: Time-Varying Causality between Research Output and Economic Growth in the US
Roula Inglesi-Lotz, Mehmet Balcilar and Rangan Gupta
201349: The Dynamic Relationship between House Prices and Output: Evidence from US Metropolitan Statistical Areas
Nicholas Apergis, Beatrice Desiree Simo-Kengne, Rangan Gupta and Tsangyao Chang
201348: Forecasting the US Real Private Residential Fixed Investment Using Large Number of Predictors
Goodness Aye, Stephen Miller, Rangan Gupta and Mehmet Balcilar
201347: Water Resource Accounts for Uganda: Use and Policy Relevancy Downloads
Nicholas Kilimani
201346: Do we need a global VAR model to forecast inflation and output in South Africa?
Annari De Waal, Renee van Eyden and Rangan Gupta
201345: The Causal Relationship between Economic Policy Uncertainty and Stock Returns in China and India: Evidence from a Bootstrap Rolling-Window Approach
Xiao-lin Li, Mehmet Balcilar, Rangan Gupta and Tsangyao Chang
201344: Military Expenditure, Economic Growth and Structural Instability: A Case Study of South Africa
Goodness Aye, Mehmet Balcilar, John Dunne, Rangan Gupta and Renee van Eyden
201343: Evolution of Monetary Policy in the US: The Role of Asset Prices
Beatrice Desiree Simo-Kengne, Stephen Miller and Rangan Gupta
201342: Forecasting Indian Macroeconomic Variables Using Medium-Scale VAR Models
Goodness Aye, Pami Dua and Rangan Gupta
201341: Revisiting the Causal Relationship between Energy Consumption and Economic Growth in South Africa: Evidence from a Bootstrap Rolling Window Approach
Janneke Dlamini, Mehmet Balcilar, Rangan Gupta and Roula Inglesi-Lotz
201340: The nexus of electricity consumption, economic growth and CO2 emissions in the BRICS countries
Wendy Cowan, Tsangyao Chang, Roula Inglesi-Lotz and Rangan Gupta
201339: Causality between Exports and Economic Growth in South Africa: Evidence from Linear and Nonlinear Tests
Ahdi Noomen Ajmi, Goodness Aye, Mehmet Balcilar and Rangan Gupta
201338: Forecasting China’s Foreign Exchange Reserves Using Dynamic Model Averaging: The Role of Macroeconomic Fundamentals, Financial Stress and Economic Uncertainty
Rangan Gupta, Shawkat Hammoudeh, Won Joong Kim and Beatrice Desiree Simo-Kengne
201337: Causality between Research Output and Economic Growth in BRICS
Roula Inglesi-Lotz, Tsangyao Chang and Rangan Gupta
201336: Social Status, Inflation and Endogenous Growth in a Cash-in-Advance Economy: A Reconsideration
Rangan Gupta and Lardo Stander
201335: Speculative Trade Equilibria with Incorrect Price Anticipations Downloads
Alexander Zimper
201334: Bank Deposit Contracts Versus Financial Market Participation in Emerging Economies Downloads
Alexander Zimper
201333: Identifying a financial conditions index for South Africa
Kirsten Thompson, Renee van Eyden and Rangan Gupta
201332: The 1996 User Fee Abolition in South Africa: A Difference-in-Difference Analysis
Anna Brink and Steven Koch
201331: User Fee Abolition in South Africa: Re-Evaluating the Impact?
Steven Koch
201330: Revisiting the Causality between Electricity Consumption and Economic Growth in South Africa: A Bootstrap Rolling-Window Approach
Janneke Dlamini, Mehmet Balcilar, Rangan Gupta and Roula Inglesi-Lotz
201329: Temporal Causality between House Prices and Output in the U. S.: A Bootstrap Rolling-Window Approach
Wendy Nyakabawo, Stephen Miller, Mehmet Balcilar, Sonali Das and Rangan Gupta
201328: The impact of economic shocks in the rest of the world on South Africa: Evidence from a global VAR Downloads
Annari De Waal and Renee van Eyden
201327: Evolution of Monetary Policy Transmission Mechanism in Malawi: A TVP-VAR Approach Downloads
Chance Mwabutwa, Manoel Bittencourt and Nicola Viegi
201326: The Long-Run Relationship between Consumption, House Prices and Stock Prices in South Africa: Evidence from Provincial-Level Data
Nicholas Apergis, Beatrice Desiree Simo-Kengne and Rangan Gupta
201325: Time-Varying Effects of Housing and Stock Prices on U.S. Consumption
Beatrice Desiree Simo-Kengne, Stephen Miller, Rangan Gupta and Goodness Aye
201324: Are House Prices in South Africa Really Non-Stationary? Evidence from SPSM-Based Panel KSS Test with a Fourier Function
Tsangyao Chang, Tsung-pao Wu and Rangan Gupta
201323: Housing and the Business Cycle in South Africa
Goodness Aye, Mehmet Balcilar, Adel Bosch and Rangan Gupta
201322: Convergence in Provincial-Level South African House Prices: Evidence from the Club Convergence and Clustering Procedure
Nicholas Apergis, Beatrice Desiree Simo-Kengne and Rangan Gupta
201321: Testing for Persistence in Housing Price-to-Income and Price-to-Rent Ratios in 16 OECD Countries
Christophe André, Luis Gil-Alana and Rangan Gupta
201320: The Causal Relationship between Imports and Economic Growth in the Nine Provinces of South Africa: Evidence from Panel-Granger Causality Tests
Tsangyao Chang, Beatrice Desiree Simo-Kengne and Rangan Gupta
201319: The Causal Relationship between Exports and Economic Growth in the Nine Provinces of South Africa: Evidence from Panel-Granger Causality Tests
Tsangyao Chang, Beatrice Desiree Simo-Kengne and Rangan Gupta
201318: Does the Source of Oil Price Shocks Matter for South African Stock Returns? A Structural VAR Approach
Rangan Gupta and Mampho Modise
201317: The Causal Relationship between House Prices and Economic Growth in the Nine Provinces of South Africa: Evidence from Panel-Granger Causality Tests
Tsangyao Chang, Beatrice Desiree Simo-Kengne and Rangan Gupta
201316: Tax evasion, financial development and inflation: theory and empirical evidence
Manoel Bittencourt, Rangan Gupta and Lardo Stander
201315: The Impact of Renewable Energy Consumption to Economic Welfare: A Panel Data Application
Roula Inglesi-Lotz
201314: On the causality and determinants of energy and electricity demand in South Africa: A review
Roula Inglesi-Lotz and Anastassios Pouris
201313: Forecasting South African Macroeconomic Data with a Nonlinear DSGE Model
Mehmet Balcilar, Rangan Gupta and Kevin Kotze
201312: Forecasting Aggregate Retail Sales: The Case of South Africa
Goodness Aye, Mehmet Balcilar, Rangan Gupta and Anandamayee Majumdar
201311: The Impact of Oil Shocks on the South African Economy
Carolyn Chisadza, Janneke Dlamini, Rangan Gupta and Mampho Modise
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