Working Papers

From University of Pretoria, Department of Economics
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201478: A Simple Method for Computing Equilibria when Asset Markets Are Incomplete

Wei Ma

201477: Energy Efficiency of Selected OECD Countries: A Slacks Based Model with Undesirable Outputs

Nicholas Apergis, Goodness Aye, Carlos Barros, Rangan Gupta and Peter Wanke

201476: Are there Asymmetric Causal Relationships between Tourism and Economic Growth in a Panel of G-7 Countries?

Abdulnasser Hatemi-J, Rangan Gupta, Axel Kasongo, Thabo Mboweni and Ndivhuho Netshitenzhe

201475: Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality

Christian Pierdzioch, Monique Reid and Rangan Gupta

201474: Are there Environmental Kuznets Curves for US State-Level CO2 Emissions?

Nicholas Apergis, Christina Christou and Rangan Gupta

201473: Monetary Integration in SADC: Assessment of Policy Coordination and Real Effective Exchange Rate Stability

Mulatu Zehirun, Marthinus Breitenbach and Francis Kemegue

201472: The Impact of the 2014 Platinum Mining Strike in South Africa: An Economy-Wide Analysis

Heinrich Bohlmann, Petor Dixon, Maureen Rimmer and Jan Van Heerden

201471: Did Baltic stock markets offer diversification benefits during the recent financial turmoil? Novel evidence from a nonparametric causality in quantiles test

Vassilios Babalos, Mehmet Balcilar, Tumisang Loate and Shingie Chisoro

201470: The impact of oil price on South African GDP growth: A Bayesian Markov Switching-VAR analysis

Mehmet Balcilar, Renee van Eyden, Josine Uwilingiye and Rangan Gupta

201469: Time-Varying Causality between Oil and Commodity Prices in the Presence of Structural Breaks and Nonlinearity

Rangan Gupta, Gbeada Seu Epse Kean, Mpho Tsebe, Nthabiseng Tsoanamatsie and João Sato

201468: The Relationship between Oil and Agricultural Commodity Prices: A Quantile Causality Approach

Mehmet Balcilar, Shinhye Chang, Rangan Gupta, Vanessa Kasongo and Clement Kyei

201467: Causal Link between Oil Price and Uncertainty in India

Ghassen El Montasser, Kenza Aggad, Louise Clark, Rangan Gupta and Shannon Kemp

201466: Is there an Environmental Kuznets Curve for South Africa? A Co-Summability Approach Using a Century of Data

Adnen Ben Nasr, Rangan Gupta and Joao Sato

201465: A Life-Cycle Model with Ambiguous Survival Beliefs

Max Groneck and Alexander Ludwig

201464: Optimal Public Investment, Growth, and Consumption: Fresh Evidence from African Countries

Augustin Fosu, Yoseph Getachew and Thomas Ziesemer

201463: On the Directional Accuracy of Inflation Forecasts: Evidence from South African Survey Data

Christian Pierdzioch, Monique Reid and Rangan Gupta

201462: Is Real Per Capita State Personal Income Stationary? New Nonlinear, Asymmetric Panel-Data Evidence

Furkan Emirmahmutoglu, Rangan Gupta, Stephen Miller and Tolga Omay

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