Working Papers

From University of Pretoria, Department of Economics
Contact information at EDIRC.
Bibliographic data for series maintained by Rangan Gupta ().

Access Statistics for this working paper series.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

201678: Chaos in G7 Stock Markets using Over One Century of Data: A Note

Aviral Tiwari, Rangan Gupta and Stelios Bekiros

201677: On REIT Returns and (Un-) Expected Inflation: Empirical Evidence Based on Bayesian Additive Regression Trees

Christian Pierdzioch, Marian Risse, Rangan Gupta and Wendy Nyakabawo

201676: Dynamic Tax Competition, Home Bias and the Gain from Non-preferential Agreements

Kaushal Kishore

201675: Does Country Risks Predict Stock Returns and Volatility? Evidence from a Nonparametric Approach

Tahir Suleman, Rangan Gupta and Mehmet Balcilar

201674: Causal Relationships between Economic Policy Uncertainty and Housing Market Returns in China and India: Evidence from Linear and Nonlinear Panel and Time Series Models

Nikolai Sheung-Chi Chow, Juncal Cunado, Rangan Gupta and Wing-Keung Wong

201673: Asymmetric dynamics of insurance premium: The impacts of output and economic policy uncertainty

Rangan Gupta, Amine Lahiani, Chi-Chuan Lee and Chien-Chiang Lee

201672: Credit Constraints, Growth and Inequality Dynamics

Yoseph Getachew

201671: Does Geopolitical Risks Predict Stock Returns and Volatility of Leading Defense Companies? Evidence from a Nonparametric Approach

Nicholas Apergis, Matteo Bonato, Rangan Gupta and Clement Kyei

201670: The Depreciation of the Pound Post-Brexit: Could it have been Predicted?

Vasilios Plakandaras, Rangan Gupta and Mark Wohar

201669: The Impact of the COMESA-EAC-SADC Tripartite Free Trade Agreement on the South African Economy

Leone Walters, Heinrich Bohlmann and Matthew Clance

201668: Differences of Opinion and Stock Market Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach

Mehmet Balcilar, Riza Demirer, Rangan Gupta and Mark Wohar

201667: Forecasting US GNP Growth: The Role of Uncertainty

Mawuli Segnon, Rangan Gupta, Stelios Bekiros and Mark Wohar

201666: Analysis of Herding in REITs of an Emerging Market: The Case of Turkey

Omokolade Akinsomi, Yener Coskun and Rangan Gupta

201665: Merger and Acquisitions in South African Banking: A Network DEA Model

Peter Wanke, Andrew Maredza and Rangan Gupta

201663: Is Inflation Persistence Different in Reality?

Nikolaos Antonakakis, Juncal Cuñado, Luis Gil-Alana and Rangan Gupta

201662: Can Volume Predict Bitcoin Returns and Volatility? A Nonparametric Causality-in-Quantiles Approach

Mehmet Balcilar, Elie Bouri, Rangan Gupta and David Roubaud

201661: Economic Policy Uncertainty and Stock Market Returns in Pacific-Rim Countries: Evidence based on a Bayesian Panel VAR Model

Christina Christou, Juncal Cuñado, Rangan Gupta and Christis Hassapis

201660: Do Trend Extraction Approaches Affect Causality Detection in Climate Change Studies?

Xu Huang, Hossein Hassani, Mansi Ghodsi, Zinnia Mukherjee and Rangan Gupta

201659: Forecasting using a Nonlinear DSGE Model

Sergey Ivashchenko and Rangan Gupta

201658: Efficiency in South African Agriculture: A Two-Stage Fuzzy Approach

Goodness Aye, Rangan Gupta and Peter Wanke

201657: Impact of US Biofuel Policy on Food Price in South Africa: Implication for Health and Nutrition

Goodness Aye

201656: Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach

Helena Chuliá, Rangan Gupta, Jorge Uribe and Mark Wohar

201655: Near-Rational Expectations: How Far are Surveys from Rationality?

Sergey Ivashchenko and Rangan Gupta

201654: Modelling Long Memory Volatility in the Bitcoin Market: Evidence of Persistence and Structural Breaks

Elie Bouri, Luis Gil-Alana, Rangan Gupta and David Roubaud

201653: The Effectiveness of Monetary Policy in South Africa under Inflation Targeting: Evidence from a Time-Varying Factor-Augmented Vector Autoregressive Model

Goodness Aye, Mehmet Balcilar and Rangan Gupta

201652: The Impact of Oil Shocks in a Small Open Economy New-Keynesian Dynamic Stochastic General Equilibrium Model for South Africa

Rangan Gupta, Hylton Hollander and Mark Wohar

201651: Social Rate of Return to R&D on Various Energy Technologies: Where Should We Invest More? A Study of G7 Countries

Roula Inglesi-Lotz

201650: South African Trends in Health Outcomes and Health-Related Behaviour: Evidence from Repeated Cross-Sectional Surveys

Kehinde Omotoso and Steven Koch

201649: Counting the Cost of Drought Induced Productivity Losses in an Agro-Based Economy: The Case of Uganda

Nicholas Kilimani, Jan van Heerden, Heinrich Bohlmann and Elizabeth Roos

201648: Geopolitical Risks and Stock Market Dynamics of the BRICS

Mehmet Balcilar, Matteo Bonato, Riza Demirer and Rangan Gupta

201647: Time-Varying Persistence of Inflation: Evidence from a Wavelet-Based Approach

Heni Boubaker, Giorgio Canarella, Rangan Gupta and Stephen Miller

201646: Does U.S. Macroeconomic News Make the South African Stock Market Riskier?

Esin Cakan and Rangan Gupta

201645: Gold Futures Returns and Realized Moments: A Forecasting Experiment Using a Quantile-Boosting Approach

Matteo Bonato, Riza Demirer, Rangan Gupta and Christian Pierdzioch

201644: The Links between Crude Oil Prices and GCC Stock Markets: Evidence from Time-Varying Granger Causality Tests

Mehmet Balcilar, Ismail Genc and Rangan Gupta

201643: The Effect of Gold Market Speculation on REIT Returns in South Africa: A Behavioral Perspective

Omokolade Akinsomi, Mehmet Balcilar, Riza Demirer and Rangan Gupta

201642: Foreign Aid and Foreign Direct Investment in Sub-Saharan Africa: A Panel Data Analysis

Kafayat Amusa, Nara Monkam and Nicola Viegi

201641: Housing Market Spillovers in South Africa: Evidence from an Estimated Small Open Economy DSGE Model

Rangan Gupta and Xiaojin Sun

201640: Globalisation and Conflict: Evidence from Sub-Saharan Africa

Carolyn Chisadza and Manoel Bittencourt

201639: Components of Economic Policy Uncertainty and Predictability of US Stock Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantile Approach

Nikolaos Antonakakis, Mehmet Balcilar, Rangan Gupta and Clement Kyei

201638: The Effect of Investor Sentiment on Gold Market Dynamics

Mehmet Balcilar, Matteo Bonato, Riza Demirer and Rangan Gupta

201637: Does Economic Policy Uncertainty Forecast Real Housing Returns in a Panel of OECD Countries? A Bayesian Approach

Christina Christou, Rangan Gupta and Christis Hassapis

201636: Structural Breaks in Renewable Energy in South Africa: A Bai and Perron Break Test Application

Jaco Weideman and Roula Inglesi-Lotz

201635: Are Housing Price Cycles Asymmetric? Evidence from the US States and Metropolitan Areas

Christophe André, Rangan Gupta and John Weirstrass Muteba Mwamba

201634: Can Weather Conditions in New York Predict South African Stock Returns?

Nicholas Apergis and Rangan Gupta

201633: Dynamic Inconsistency, Falling Cost of Capital Relocation and Preferential Taxation of Foreign Capital

Kaushal Kishore

201632: A Note on Home Bias and the Gain from Non-Preferential Taxation

Kaushal Kishore

201631: Does U.S. News Impact Asian Emerging Markets? Evidence from Nonparametric Causality-in-Quantiles Test

Mehmet Balcilar, Esin Cakan and Rangan Gupta

201630: Are Preferential Tax Holidays Dynamic Inconsistent?

Kaushal Kishore

201629: Price Convergence Patterns across U.S. States

Christina Christou, Juncal Cunado and Rangan Gupta

201628: The Political and Economic Dynamics of Foreign Aid: A Case Study of United States and Chinese Aid to Sub-Sahara Africa

Kafayat Amusa, Nara Monkam and Nicola Viegi