Working Papers

From University of Pretoria, Department of Economics
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201593: Contraceptive Use and Birth Intervals

Gauthier Kashalala and Steven Koch

201592: Does Uncertainty Move the Gold Price? New Evidence from a Nonparametric Causality-in-Quantiles Test

Mehmet Balcilar, Rangan Gupta and Christian Pierdzioch

201591: Time-Frequency Relationship between Inflation and Inflation Uncertainty for the U.S.: Evidence from Historical Data

Claudiu Albulescu, Aviral Twari, Stephen Miller and Rangan Gupta

201590: Assessing the Impact of Just-in-Time Methodology, In-Lecture Activities, and Tutor-Assisted Post-Lecture Activities in the Course Experience of First Year Students in Economics at the University of Pretoria

Roula Inglesi-Lotz, Fritz Dresselhaus and Jessika Bohlmann

201589: Forecasting Oil and Stock Returns with a Qual VAR using over 150 Years of Data

Rangan Gupta and Mark Wohar

201588: A Historical Analysis of the US Stock Price Index using Empirical Mode Decomposition over 1791-2015

Aviral Tiwari, Arif Dar, Niyati Bhanja and Rangan Gupta

201587: Unconventional Monetary Policy Shocks in OECD Countries: How Important is the Extent of Policy Uncertainty?

Rangan Gupta and Charl Jooste

201586: The Role of Domestic and Global Economic Policy Uncertainties in Predicting Stock Returns and their Volatility for Hong Kong, Malaysia and South Korea: Evidence from a Nonparametric Causality-in-Quantiles Approach

Mehmet Balcilar, Rangan Gupta, Won Joong Kim and Clement Kyei

201585: Forecasting Key US Macroeconomic Variables with a Factor-Augmented Qual VAR

Rangan Gupta, Eric Olson and Mark Wohar

201584: The Time-Varying Correlation between Output and Prices in the United States over 1800 to 2014

Nikolaos Antonakakis, Rangan Gupta and Aviral Tiwari

201583: Development, Poverty and Inequality: A Spatial Analysis of South African Provinces

Carlos Barros and Rangan Gupta

201582: The Impact of Economic Policy Uncertainty on US Real Housing Returns and their Volatility: A Nonparametric Approach

Christophe André, Lumengo Bonga-Bonga, Rangan Gupta and John Weirstrass Muteba Mwamba

201581: The US Real GNP is Trend-Stationary After All

Tolga Omay, Rangan Gupta and Giovanni Bonaccolto

201580: Time Series Analysis of Persistence in Crude Oil Price Volatility across Bull and Bear Regimes

Luis Gil-Alana, Rangan Gupta, Olusanya Olubusoye and Olaoluwa Yaya

201579: Dynamic Comovements between Housing and Oil Markets in the US over 1859 to 2013: A Note

Nikolaos Antonakakis, Rangan Gupta and John Weirstrass Muteba Mwamba

201578: Technical Efficiency of Connecticut Long Island Sound Lobster Fishery: A Nonparametric Approach to Aggregate Frontier Analysis

Lei Chen, Rangan Gupta, Zinnia Mukherjee and Peter Wanke

201577: The Predictability of cay and cayMS for Stock and Housing Returns: A Nonparametric Causality in Quantile Test

Mehmet Balcilar, Rangan Gupta, Ricardo Sousa and Mark Wohar

201576: Predictability of Sustainable Investments and the Role of Uncertainty: Evidence from a Non-Parametric Causality-in-Quantiles Test

Nikolaos Antonakakis, Vassilios Babalos and Clement Kyei

201575: Predicting Stock Returns and Volatility with Investor Sentiment Indices: A Reconsideration using a Nonparametric Causality-in-Quantiles Test

Mehmet Balcilar, Rangan Gupta and Clement Kyei

201574: Persistence, Mean-Reversion and Non-Linearities in Infant Mortality Rates

Luis Gil-Alana, Juncal Cuñado and Rangan Gupta

201573: Is Economic Policy Uncertainty Related to Suicide Rates? Evidence from the United States

Nikolaos Antonakakis and Rangan Gupta

201572: Common Cycles and Common Trends in the Stock and Oil markets: Evidence from More than 150 Years of Data

Mehmet Balcilar, Rangan Gupta and Mark Wohar

201571: Energy Efficiency Drivers in South Africa: 1965-2014

Goodness Aye, Rangan Gupta and Peter Wanke

201570: South African Stock Returns Predictability using Domestic and Global Economic Policy Uncertainty: Evidence from a Nonparametric Causality-in-Quantiles Approach

Mehmet Balcilar, Rangan Gupta and Clement Kyei

201569: Labour Market and Monetary Policy in South Africa

Vincent Dadam and Nicola Viegi

201568: Portfolio Flows in a Two-Country RBC Model with Financial Intermediaries

Haakon Kavli and Nicola Viegi

201567: Forecasting Output Growth using a DSGE-Based Decomposition of the South African Yield Curve

Rangan Gupta, Hylton Hollander and Max Steinbach

201566: Are Health Care Expenditures and Personal Disposable Income Characterised by Asymmetric Behaviour? Evidence from US State-Level Data

Mulatu Zerihun, Juncal Cuñado and Rangan Gupta

201565: Asymmetric Granger Causality between Military Expenditures and Economic Growth in Top Six Defense Suppliers

Abdulnasser Hatemi-J, Tsangyao Chang, Wen-Yi Chen, Feng-Li Lin and Rangan Gupta

201564: The Dynamic Impact of Uncertainty in Causing and Forecasting the Distribution of Oil Returns and Risk

Giovanni Bonaccolto, Massimiliano Caporin and Rangan Gupta

201563: The Changing Dynamics of South Africa's Inflation Persistence: Evidence from a Quantile Regression Framework

Rangan Gupta, Charl Jooste and Omid Ranjbar

201562: Vulnerability to Climatic Variability: An Assessment of Drought Prevalence on Water Resources Availability and Implications for the Ugandan Economy

Nicholas Kilimani

201561: Predicting Global Temperature Anomaly: A Definitive Investigation Using an Ensemble of Twelve Competing Forecasting Models

Hossein Hassani, Emmanuel Silva, Rangan Gupta and Sonali Das

201560: Energy Demand in South Africa: Is it Asymmetric?

Rangan Gupta, Roula Inglesi-Lotz and John Weirstrass Muteba Mwamba

201559: Is Gold an Inflation-Hedge? Evidence from an Interrupted Markov-Switching Cointegration Model

Goodness Aye, Tsangyao Chang and Rangan Gupta

201558: The Role of Economic Policy Uncertainty in Predicting U.S. Recessions: A Mixed-Frequency Markov-Switching Vector Autoregressive Approach

Mehmet Balcilar, Rangan Gupta and Mawuli Segnon

201557: A New International Database on Financial Fragility

Svetlana Andrianova, Badi Baltagi, Thorsten Beck, Panicos Demetriades, David Fielding, Stephen Hall, Steven Koch, Robert Lensink, Johan Rewilak and Peter Rousseau

201556: The Demand for Reproductive Health Care

Gauthier Kashalala and Steven Koch

201555: Globalisation and Conflicts: A Theoretical Approach

Bonginkosi Mamba, Andre Jordaan and Matthew Clance

201554: Do Commodities Herd? Evidence from a Time-Varying Stochastic Volatility Model

Vassilios Babalos, Stavros Stavroyiannis and Rangan Gupta

201553: Evidence of Persistence in U.S. Short and Long-Term Interest Rates Using Long-Span Monthly and Annual Data

Luis Gil-Alana, Juncal Cuñado and Rangan Gupta

201552: Forecasting Accuracy Evaluation of Tourist Arrivals: Evidence from Parametric and Non-Parametric Techniques

Hossein Hassani, Emmanuel Silva, Nikolaos Antonakakis, George Filis and Rangan Gupta

201551: The South African Economic Response to Monetary Policy Uncertainty

Mehmet Balcilar, Rangan Gupta and Charl Jooste

201550: Modeling and Forecasting Carbon Dioxide Emission Allowance Spot Price Volatility: Multifractal vs. GARCH-Type Volatility Models

Mawuli Segnon, Thomas Lux and Rangan Gupta

201549: Social Rate of Return to R&D on Various Energy Technologies: Where Should We Invest More? A Study of G7 Countries

Roula Inglesi-Lotz

201548: The Informational Content of the Term-Spread in Forecasting the U.S. Inflation Rate: A Nonlinear Approach

Periklis Gogas, Theophilos Papadimitriou, Vasilios Plakandaras and Rangan Gupta

201547: Forecasting Inflation in an Inflation Targeting Economy: Structural Versus Non-Structural Models

Rangan Gupta

201546: Detection of Multiple Bubbles in South African Electricity Prices

Rangan Gupta and Roula Inglesi-Lotz

201545: Incorporating Economic Policy Uncertainty in US Equity Premium Models: A Nonlinear Predictability Analysis

Stelios Bekiros, Rangan Gupta and Anandamayee Majumdar

201544: Identifying Periods of US Housing Market Explosivity

Mehmet Balcilar, Nico Katzke and Rangan Gupta