Working Papers

From University of Pretoria, Department of Economics
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201411: Causal relationship between asset prices and output in the US: Evidence from state-level panel Granger causality test

Furkan Emirmahmutoglu, Mehmet Balcilar, Nicholas Apergis, Beatrice Desiree Simo-Kengne, Tsangyao Chang and Rangan Gupta

201410: Subjective Life Expectancy

Nicky Nicholls and Alexander Zimper

201409: Volatility Spillover between Energy and Financial Markets

Saban Nazlioglu, Ugur Soytas and Rangan Gupta

201408: Dutch Disease Effect of Oil Rents on Agriculture Value Added in MENA Countries

Nicholas Apergis, Ghassen El Montasser, Emmanuel Owusu-Sekyere, Ahdi Noomen Ajmi and Rangan Gupta

201407: Testing for Multiple Bubbles in the BRICS Stock Markets

Tsangyao Chang, Luis Gil-Alana, Goodness Aye, Rangan Gupta and Omid Ranjbar

201406: Nonlinear Econometric Approaches in Testing PPP of SADC Economies towards Monetary Union

Mulatu Zerihun, Marthinus Breitenbach and Francis Kemegue

201405: A Historical CGE Simulation of the South African Economy from 2006–2013: Analysing Changes in the Use of Primary Factors by Industries

Heinrich Bohlmann and Marthinus Breitenbach

201404: Primary Education and Fertility Rates in Southern Africa: Evidence from Before the Demographic Transition

Manoel Bittencourt

201403: Is Democracy Eluding Sub-Saharan Africa?

Carolyn Chisadza and Manoel Bittencourt

201402: Education and Fertility: Panel Time-Series Evidence from Southern Africa

Manoel Bittencourt

201401: Does the Price of Oil Help Predict Inflation in South Africa? Historical Evidence Using a Frequency Domain Approach

Rangan Gupta and Patrick Kanda

201388: Do the Poor Benefit from Devolution Policies? Evidences from Quantile Treatment Effect Evaluation of Joint Forest Management

Dambala Gelo, Steven Koch and Edwin Muchapondwah

201387: Democracy and Education: Evidence from the Southern African Development Community

Manoel Bittencourt

201386: Convergence of Greenhouse Gas Emissions among G7 Countries

Ghassen El Montasser, Roula Inglesi-Lotz and Rangan Gupta

201385: Detecting Predictable Non-linear Dynamics in Dow Jones Industrial Average and Dow Jones Islamic Market Indices using Nonparametric Regressions

Marcos Álvarez-Díaz, Shawkat Hammoudeh and Rangan Gupta

201384: Volatility Transmission between Islamic and Conventional Equity Markets: Evidence from Causality-in-Variance Test

Saban Nazlioglu, Shawkat Hammoudeh and Rangan Gupta

201383: Testing the Out-of-Sample Forecasting Ability of a Financial Conditions Index for South Africa

Kirsten Thompson, Renee van Eyden and Rangan Gupta

201382: Does Sunspot Numbers Cause Global Temperatures? Evidence from a Frequency Domain Causality Test

Rangan Gupta, Luis Gil-Alana and Olaoluwa Yaya

201381: Can the Sharia-Based Islamic Stock Market Returns be Forecasted Using Large Number of Predictors and Models?

Rangan Gupta, Shawkat Hammoudeh, Beatrice Desiree Simo-Kengne and Soodabeh Sarafrazi

201380: CROSS-COUNTRY EVIDENCE ON THE CAUSAL RELATIONSHIP BETWEEN POLICY UNCERTAINTY AND HOUSE PRICES

Ghassen El Montasser, Ahdi Noomen Ajmi, Tsangyao Chang, Beatrice Desiree Simo-Kengne, Christophe André and Rangan Gupta

201379: On the impossibility of insider trade in rational expectations equilibria

Alexander Zimper

201378: Fiscal Decentralisation and Poverty in South Africa: Evidence from Panel Data Analysis

Tebogo Moche, Nara Monkam and Goodness Aye

201377: Are there Housing Bubbles in South Africa? Evidence from SPSM-Based Panel KSS Test with a Fourier Function

Tsangyao Chang, Wen-Chi Liu, Goodness Aye and Rangan Gupta

201376: Assessing Fiscal Capacity at the Local Government Level in South Africa

Margaret Mabugu and Nara Monkam

201375: Persistence and Cycles in Historical Oil Prices Data

Luis Gil-Alana and Rangan Gupta

201374: DSGE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa

Rangan Gupta, Patrick Kanda, Mampho Modise and Alessia Paccagnini

201373: Causal relationship between nuclear energy consumption and economic growth in the G6 countries: Evidence from panel Granger causality tests

Tsangyao Chang, Fabrice Gatwabuyege, Rangan Gupta, Roula Inglesi-Lotz, Nangamso Manjezi and Beatrice Desiree Simo-Kengne

201372: The causal relationship between renewable energy consumption and economic growth: Evidence from the G7 countries

Tsangyao Chang, Rangan Gupta, Roula Inglesi-Lotz, Beatrice Desiree Simo-Kengne, Devon Smithers and Amy Trembling

201371: Panel Granger causality between oil consumption and GDP: Evidence from the BRICS countries

Tsangyao Chang, Olorato Gadinabokao, Rangan Gupta, Roula Inglesi-Lotz, Pervan Kanniah and Beatrice Desiree Simo-Kengne

201370: The causal relationship between natural gas consumption and economic growth: Evidence from the G7 countries

Tsangyao Chang, Rangan Gupta, Roula Inglesi-Lotz, Lilian Masabala, Beatrice Desiree Simo-Kengne and Jaco Weideman

201369: The causal relationship between coal consumption and economic growth in the BRICS countries: Evidence from panel Granger causality tests

Tsangyao Chang, Frederick Deale, Rangan Gupta, Roulof Hefer, Roula Inglesi-Lotz and Beatrice Desiree Simo-Kengne

201368: Oil Price Uncertainty and Manufacturing Production in South Africa

Goodness Aye, Vincent Dadam, Rangan Gupta and Bonginkosi Mamba

201367: Testing the Impact of Exchange Rate Uncertainty on Exports in South Africa

Goodness Aye, Rangan Gupta, Prudence Moyo and Nehrunaman Pillay

201366: Biased Bayesian learning with an application to the risk-free rate puzzle

Alexander Ludwig and Alexander Zimper

201365: The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains

Tsangyao Chang, Xiao-lin Li, Stephen Miller, Mehmet Balcilar and Rangan Gupta

201364: The impact of statistical learning on violations of the sure-thing principle

Nicky Nicholls, Aylit Romm and Alexander Zimper

201363: Time-Varying Linkages between Tourism Receipts and Economic Growth in South Africa

Mehmet Balcilar, Renee van Eyden, Roula Inglesi-Lotz and Rangan Gupta

201362: Forecasting Real House Price of the U.S.: An Analysis Covering 1890 to 2012

Goodness Aye and Rangan Gupta

201361: Causality between Economic Policy Uncertainty across Countries: Evidence from Linear and Nonlinear Tests

Ahdi Noomen Ajmi, Rangan Gupta and Patrick Kanda

201360: Are Stock Prices Related to Political Uncertainty Index in OECD Countries? Evidence from Bootstrap Panel Causality Test

Tsangyao Chang, Wen-Yi Chen, Rangan Gupta and Duc Khuong Nguyen

201359: Comovement in Euro Area Housing Prices: A Fractional Cointegration Approach

Christophe André, Luis Gil-Alana and Rangan Gupta

201358: Causality between US Economic Policy and Equity Market Uncertainties: Evidence from Linear and Nonlinear Tests

Ahdi Noomen Ajmi, Goodness Aye, Mehmet Balcilar, Ghassen El Montasser and Rangan Gupta

201357: Modeling the Volatility of the Dow Jones Islamic Market World Index Using a Fractionally Integrated Time Varying GARCH (FITVGARCH) Model

Adnen Ben Nasr, Ahdi Noomen Ajmi and Rangan Gupta

201356: On the Welfare Equivalence of Asset Markets and Banking in Diamond Dybvig Economies

Alexander Zimper

201355: Research Output and Economic Growth in 34 OECD countries: A Bootstrap Panel Causality Exercise

Hamilton Ntuli, Roula Inglesi-Lotz, Tsangyao Chang and Anastassios Pouris

201354: Inflation and Economic Growth in the SADC: Some Panel Time-Series Evidence

Manoel Bittencourt, Renee van Eyden and Monaheng Seleteng

201353: Health Care Facility Choice and User Fee Abolition: Regression Discontinuity in a Multinomial Choice Setting

Steven Koch and Jeffrey Racine

201352: Debt sustainability and financial crises in South Africa

Ruthira Naraidoo and Leroi Raputsoane

201351: Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium?

Rangan Gupta, Shawkat Hammoudeh, Mampho Modise and Duc Khuong Nguyen

201350: Time-Varying Causality between Research Output and Economic Growth in the US

Roula Inglesi-Lotz, Mehmet Balcilar and Rangan Gupta