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Working Papers

From University of Pretoria, Department of Economics
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201311: The Impact of Oil Shocks on the South African Economy
Carolyn Chisadza, Janneke Dlamini, Rangan Gupta and Mampho Modise
201310: Financial markets and the response of monetary policy to uncertainty in South Africa Downloads
Ruthira Naraidoo and Leroi Raputsoane
201309: House Price, Stock Price and Consumption in South Africa: A Structural VAR Approach
Goodness Aye, Rangan Gupta, Alain Kaninda, Wendy Nyakabawo and Aarifah Razak
201308: Housing and the Great Depression
Mehmet Balcilar, Rangan Gupta and Stephen Miller
201307: FORECASTING THE RAND-DOLLAR AND RAND-POUND EXCHANGE RATES USING DYNAMIC MODEL AVERAGING
Riane de Bruyn, Rangan Gupta and Renee van Eyden
201306: Interaction of Formal and Informal Financial Markets in Quasi-Emerging Market Economies Downloads
Harold Ngalawa and Nicola Viegi
201305: The minimal confidence levels of Basel capital regulation Downloads
Alexander Zimper
201304: The out-of-sample forecasting performance of non-linear models of real exchange rate behaviour: The case of the South African Rand
Goodness Aye, Mehmet Balcilar, Adel Bosch, Rangan Gupta and Francois Stofberg
201303: A Time-Varying Approach to Analysing Fiscal Policy and Asset Prices in South Africa
Rangan Gupta, Charl Jooste and Kanyane Matlou
201302: MACRO SHOCKS AND HOUSE PRICES IN SOUTH AFRICA
Beatrice Desiree Simo-Kengne, Rangan Gupta and Goodness Aye
201301: Economic Growth and Inequality: Evidence from the Young Democracies of South America Downloads
Manoel Bittencourt
201235: Predicting BRICS Stock Returns Using ARFIMA Models
Goodness Aye, Mehmet Balcilar, Rangan Gupta, Nicholas Kilimani, Amandine Nakumuryango and Siobhan Redford
201234: A Greek wedding in SADC? - Testing for structural symmetry towards SADC monetary integration Downloads
Marthinus Breitenbach, Francis Kemegue and Mulatu Zerihun
201233: Testing for Persistence with Breaks and Outliers in South African House Prices
Luis Gil-Alana, Goodness Aye and Rangan Gupta
201232: Monetary Policy Response to Capital Inflows in Form of Foreign Aid in Malawi Downloads
Chance Mwabutwa, Nicola Viegi and Manoel Bittencourt
201231: Monetary policy and inflation in South Africa: A VECM augmented with foreign variables Downloads
Annari De Waal and Renee van Eyden
201230: Was the Recent Downturn in US GDP Predictable?
Mehmet Balcilar, Rangan Gupta, Anandamayee Majumdar and Stephen Miller
201229: Predictive Ability of Competing Models for South Africa’s Fixed Business Non- Residential Investment Spending
Renee van Eyden, Goodness Aye and Rangan Gupta
201228: Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience
Goodness Aye, Mehmet Balcilar, Rangan Gupta, Charl Jooste, Stephen Miller and Zeynel Ozdemir
201227: HOUSE PRICES AND BALANCE OF TRADE DYNAMICS IN SOUTH AFRICA: EVIDENCE FROM AN AGNOSTIC IDENTIFICATION PROCEDURE
Beatrice Desiree Simo-Kengne, Rangan Gupta and Goodness Aye
201226: The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US
Mehmet Balcilar, Rangan Gupta and Stephen Miller
201225: The sensitivity of the South African industrial sector’s electricity consumption to electricity price fluctuations Downloads
Roula Inglesi-Lotz
201224: Do Stock Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-Varying Vector Autoregressive Model
Goodness Aye, Rangan Gupta and Mampho Modise
201223: A decision-theoretic model of asset-price underreaction and overreaction to dividend news Downloads
Alexander Ludwig and Alexander Zimper
201222: IS THE RELATIONSHIP BETWEEN MONETARY POLICY AND HOUSE PRICES ASYMMETRIC IN SOUTH AFRICA? EVIDENCE FROM A MARKOV-SWITCHING VECTOR AUTOREGRESSIVE MODEL
Beatrice Desiree Simo-Kengne, Mehmet Balcilar, Rangan Gupta, Monique Reid and Goodness Aye
201221: The emergence of "fifty-fifty" probability judgements in a conditional Savage world Downloads
Alexander Zimper
201220: METROPOLITAN HOUSE PRICES IN INDIA: DO THEY CONVERGE?
Goodness Aye, Samrat Goswami and Rangan Gupta
201219: The Abolition of User Fees and the Demand for Health Care: Re-Evaluating the Impact
Steven Koch
201218: Efficiency of Optimal Taxation in a Dynamic Stochastic Environment: Case of South Africa Downloads
Jacques Ngoie and Nicolaas Schoeman
201217: Evaluation of the Effects of Reduced Personal and Corporate Tax Rates on the Growth Rates of the U.S. Economy Downloads
Jacques Ngoie and Arnold Zellner
201216: Do House Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-Varying Vector Autoregressive Model
Vittorio Peretti, Rangan Gupta and Roula Inglesi-Lotz
201215: The High-Frequency Response of the Rand-Dollar Rate to Inflation Surprises Downloads
Greg Farrell, Shakill Hassan and Nicola Viegi
201214: Forecasting House Prices for the Four Census Regions and the Aggregate US Economy: The Role of a Data-Rich Environment
Rangan Gupta
201213: Reducing illegal immigration to South Africa: A dynamic CGE analysis Downloads
Heinrich Bohlmann
201212: Macroeconomic Surprises and Stock Returns in South Africa
Rangan Gupta and Monique Reid
201211: THE IMPACT OF HOUSE PRICES ON CONSUMPTION IN SOUTH AFRICA: EVIDENCE FROM PROVINCIAL-LEVEL PANEL VARs
Beatrice Desiree Simo-Kengne, Rangan Gupta and Manoel Bittencourt
201210: Financial Reforms and Consumption Behaviour in Malawi Downloads
Manoel Bittencourt, Chance Mwabutwa and Nicola Viegi
201209: Structural Breaks and Predictive Regressions Models of South African Equity Premium
Goodness Aye, Rangan Gupta and Mampho Modise
201208: Macro Shocks and Real US Stock Prices with Special Focus on the "Great Recession"
Rangan Gupta and Roula Inglesi-Lotz
201207: Modeling and Policy Analysis for the U.S. Science Sector Downloads
Jacques Ngoie and Arnold Zellner
201206: Analysing the Effects of Fiscal Policy Shocks in the South African Economy
Charl Jooste, Guangling Liu and Ruthira Naraidoo
201205: Yet Another Look at the Modernisation Hypothesis: Evidence from Latin America Downloads
Manoel Bittencourt
201204: Real Interest Rate Persistence in South Africa: Evidence and Implications
Sonali Das, Rangan Gupta, Patrick Kanda, Monique Reid, Christian Tipoy and Mulatu Zerihun
201203: Economic Growth and Government Debt: Evidence from the Young Democracies of Latin America Downloads
Manoel Bittencourt
201202: Are the Effects of Monetary Policy Asymmetric in India? Evidence from a Nonlinear Vector Autoregression Approach
Goodness Aye and Rangan Gupta
201201: SHOULD THE SOUTH AFRICAN RESERVE BANK RESPOND TO EXCHANGE RATE FLUCTUATIONS? EVIDENCE FROM THE COSINE-SQUARED CEPSTRUM
Rangan Gupta
201136: Long- and Short-Run Relationships between House and Stock Prices in South Africa: A Nonparametric Approach
Goodness Aye, Mehmet Balcilar and Rangan Gupta
201135: Financial Variables and the Out-of-Sample Forecastability of the Growth Rate of Indian Industrial Production
Rangan Gupta, Yuxiang Ye and Christopher Sako
201134: Testing the Monetary Model for Exchange Rate Determination in South Africa: Evidence from 101 Years of Data
Riane de Bruyn, Rangan Gupta and Lardo Stander
201133: Intertemporal portfolio allocation and hedging demand: An application to South Africa
Esti van Wyk de Vries, Rangan Gupta and Renee van Eyden
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