Working Papers

From University of Pretoria, Department of Economics
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201323: Housing and the Business Cycle in South Africa

Goodness Aye, Mehmet Balcilar, Adel Bosch and Rangan Gupta

201322: Convergence in Provincial-Level South African House Prices: Evidence from the Club Convergence and Clustering Procedure

Nicholas Apergis, Beatrice Desiree Simo-Kengne and Rangan Gupta

201321: Testing for Persistence in Housing Price-to-Income and Price-to-Rent Ratios in 16 OECD Countries

Christophe André, Luis Gil-Alana and Rangan Gupta

201320: The Causal Relationship between Imports and Economic Growth in the Nine Provinces of South Africa: Evidence from Panel-Granger Causality Tests

Tsangyao Chang, Beatrice Desiree Simo-Kengne and Rangan Gupta

201319: The Causal Relationship between Exports and Economic Growth in the Nine Provinces of South Africa: Evidence from Panel-Granger Causality Tests

Tsangyao Chang, Beatrice Desiree Simo-Kengne and Rangan Gupta

201318: Does the Source of Oil Price Shocks Matter for South African Stock Returns? A Structural VAR Approach

Rangan Gupta and Mampho Modise

201317: The Causal Relationship between House Prices and Economic Growth in the Nine Provinces of South Africa: Evidence from Panel-Granger Causality Tests

Tsangyao Chang, Beatrice Desiree Simo-Kengne and Rangan Gupta

201316: Tax evasion, financial development and inflation: theory and empirical evidence

Manoel Bittencourt, Rangan Gupta and Lardo Stander

201315: The Impact of Renewable Energy Consumption to Economic Welfare: A Panel Data Application

Roula Inglesi-Lotz

201314: On the causality and determinants of energy and electricity demand in South Africa: A review

Roula Inglesi-Lotz and Anastassios Pouris

201313: Forecasting South African Macroeconomic Data with a Nonlinear DSGE Model

Mehmet Balcilar, Rangan Gupta and Kevin Kotze

201312: Forecasting Aggregate Retail Sales: The Case of South Africa

Goodness Aye, Mehmet Balcilar, Rangan Gupta and Anandamayee Majumdar

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

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

Harold Ngalawa and Nicola Viegi

201305: The minimal confidence levels of Basel capital regulation

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

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

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

Chance Mwabutwa, Nicola Viegi and Manoel Bittencourt

201231: Monetary policy and inflation in South Africa: A VECM augmented with foreign variables

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

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

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

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

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

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

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

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

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