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.
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- 201461: The Nonparametric Relationship between Oil and South African Agricultural Prices
- Ahdi Noomen Ajmi, Rangan Gupta, Monique Kruger, Nicola Schoeman and Leoné Walters
- 201460: The Role of Economic Policy Uncertainty in Forecasting US Inflation Using a VARFIMA Model
- Mehmet Balcilar, Rangan Gupta and Charl Jooste
- 201459: The Asymmetric Effect of Oil Price on Growth across US States
- Nicholas Apergis, Alper Aslan, Goodness Aye and Rangan Gupta
- 201458: Persistence in Precious Metal Prices: A Fractional Integration Approach with Structural Breaks
- Luis Gil-Alana, Shinhye Chang, Mehmet Balcilar, Goodness Aye and Rangan Gupta
- 201457: Time-Varying Persistence in US Inflation
- Massimiliano Caporin and Rangan Gupta
- 201456: Linkages between Financial Sector CDS Spreads and Macroeconomic Influence in a Nonlinear Setting
- Amine Lahiani, Shawkat Hammoudeh and Rangan Gupta
- 201455: Inflation Forecasts and Forecaster Herding: Evidence from South African Survey Data
- Christian Pierdzioch, Monique Reid and Rangan Gupta
- 201454: Real Estate Returns Predictability Revisited: Novel Evidence from the US REITs Market
- Omokolade Akinsomi, Goodness Aye, Vassilios Babalos, Fotini Economou and Rangan Gupta
- 201453: Causality between Inflation and Inflation Uncertainty in South Africa: Evidence from a Markov-Switching Vector Autoregressive Model
- Adnen Ben Nasr, Mehmet Balcilar, Ahdi Noomen Ajmi, Goodness Aye, Rangan Gupta and Renee van Eyden
- 201452: US Inflation Dynamics on Long Range Data
- Vasilios Plakandaras, Periklis Gogas, Rangan Gupta and Theophilos Papadimitriou
- 201451: Water Taxation and the Double Dividend Hypothesis
- Nichola Kilimani
- 201450: Persistence, Mean Reversion and Non-Linearities in US Housing Prices Over 1830-2013
- Luis Gil-Alana, Rangan Gupta and Fernando Pérez de Gracia
- 201449: The Nexus between Military Expenditures and Economic Growth in the BRICS and the US: A Bootstrap Panel Causality Test
- Ming Zhong, Tsangyao Chang, Samrat Goswami and Rangan Gupta
- 201448: Revisiting Herding Behavior in REITs: A Regime-Switching Approach
- Vassilios Babalos, Mehmet Balcilar and Rangan Gupta
- 201447: The Growth-Inflation Nexus for the US over 1801-2013: A Semiparametric Approach
- Mehmet Balcilar, Rangan Gupta and Charl Jooste
- 201446: Has Oil Pirce Predicted Stock Returns for Over a Century?
- Paresh Narayan and Rangan Gupta
- 201445: Date Stamping Historical Oil Price Bubbles: 1876-2014
- Itamar Caspi, Nico Katzke and Rangan Gupta
- 201444: Forecasting US Real House Price Returns over 1831-2013: Evidence from Copula Models
- Rangan Gupta and Anandamayee Majumdar
- 201443: Relationship between Happiness and Smoking: A Bootstrap Panel Causality Test
- Tsangyao Chang, Hsiao-Ping Chu, Frederick Deale and Rangan Gupta
- 201442: House Values and Proximity to a Landfill: A Quantile Regression Framework
- Mario du Preez, Mehmet Balcilar, Aarifah Razak, Steven Koch and Rangan Gupta
- 201441: Stock Price Dynamics and the Business Cycle in an Estimated DSGE Model for South Africa
- Michael Paetz and Rangan Gupta
- 201440: Analysing South Africa's Inflation Persistence Using an ARFIMA Model with Markov-Switching Fractional Differencing Parameter
- Mehmet Balcilar, Rangan Gupta and Charl Jooste
- 201439: Is the Rand Really Decoupled from Economic Fundamentals?
- Mehmet Balcilar, Rangan Gupta and Charl Jooste
- 201438: Research Output and Economic Growth in G7 Countries: New Evidence from Asymmetric Panel Causality Testing
- Abdulnasser Hatemi-J, Ahdi Noomen Ajmi, Ghassen El Montasser, Roula Inglesi-Lotz and Rangan Gupta
- 201437: Parameter Uncertainty and Inflation Dynamics in a Model with Asymmetric Central Bank Preferences
- Laban Chesang and Ruthira Naraidoo
- 201436: Real Estate Markets and Uncertainty Shocks: A Variance Causality Approach
- Ahdi Noomen Ajmi, Vassilios Babalos, Fotini Economou and Rangan Gupta
- 201435: An Application of a New Seasonal Unit Root Test for Trending and Breaking Series to Industrial Production of the BRICS
- Ghassen El Montasser and Rangan Gupta
- 201434: The Economic Approach to Fertility: A Causal Mediation Analysis
- Gauthier Kashalala and Steven Koch
- 201433: Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index?
- Mehmet Balcilar, Charl Jooste, Shawkat Hammoudeh, Rangan Gupta and Vassilios Babalos
- 201432: Endogenous Fluctuations in an Endogenous Growth Model with Inflation Targeting
- Rangan Gupta and Lardo Stander
- 201431: The Relationship between Population Growth and Economic Growth Over 1870-2013: Evidence from a Bootstrapped Panel-Granger Causality Test
- Tsangyao Chang, Hsiao-Ping Chu, Frederick Deale, Rangan Gupta and Stephen Miller
- 201430: Dynamic Relationship between Oil Price and Inflation in South Africa
- Mehmet Balcilar, Josine Uwilingiye and Rangan Gupta
- 201429: Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013
- Mehmet Balcilar, Rangan Gupta and Stephen Miller
- 201428: Forecasting the Price of Gold
- Hossein Hassani, Emmanuel Silva, Rangan Gupta and Mawuli Segnon
- 201427: Does Sunspot Numbers Cause Global Temperatures? A Reconsideration Using a Non-Parametric Causality Test
- Hossein Hassani, Rangan Gupta, Xu Huang and Mansi Ghodsi
- 201426: Can Debt Ceiling and Government Shutdown Predict US Real Stock Returns? A Boot-strap Rolling-Window Approach
- Goodness Aye, Mehmet Balcilar, Ghassen El Montasser, Rangan Gupta and Nangamso Manjezi
- 201425: Does the South African Reserve Bank (SARB) Respond to Oil Price Movements? Historical Evidence from the Frequency Domain
- Goodness Aye, Olorato Gadinabokao and Rangan Gupta
- 201424: Using a Natural Experiment to Examine Tobacco Tax Regressivity
- Adel Bosch and Steven Koch
- 201423: A Reinvestigation of the Oil Price and Consumer Price Nexus in South Africa: An Asymmetric Causality Approach
- Ahdi Noomen Ajmi, Vassilios Babalos, Rangan Gupta and Roulof Hefer
- 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
- 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
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