Working Papers

From University of Pretoria, Department of Economics
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201341: Revisiting the Causal Relationship between Energy Consumption and Economic Growth in South Africa: Evidence from a Bootstrap Rolling Window Approach

Janneke Dlamini, Mehmet Balcilar, Rangan Gupta and Roula Inglesi-Lotz

201340: The nexus of electricity consumption, economic growth and CO2 emissions in the BRICS countries

Wendy Cowan, Tsangyao Chang, Roula Inglesi-Lotz and Rangan Gupta

201339: Causality between Exports and Economic Growth in South Africa: Evidence from Linear and Nonlinear Tests

Ahdi Noomen Ajmi, Goodness Aye, Mehmet Balcilar and Rangan Gupta

201338: Forecasting China’s Foreign Exchange Reserves Using Dynamic Model Averaging: The Role of Macroeconomic Fundamentals, Financial Stress and Economic Uncertainty

Rangan Gupta, Shawkat Hammoudeh, Won Joong Kim and Beatrice Desiree Simo-Kengne

201337: Causality between Research Output and Economic Growth in BRICS

Roula Inglesi-Lotz, Tsangyao Chang and Rangan Gupta

201336: Social Status, Inflation and Endogenous Growth in a Cash-in-Advance Economy: A Reconsideration

Rangan Gupta and Lardo Stander

201335: Speculative Trade Equilibria with Incorrect Price Anticipations

Alexander Zimper

201334: Bank Deposit Contracts Versus Financial Market Participation in Emerging Economies

Alexander Zimper

201333: Identifying a financial conditions index for South Africa

Kirsten Thompson, Renee van Eyden and Rangan Gupta

201332: The 1996 User Fee Abolition in South Africa: A Difference-in-Difference Analysis

Anna Brink and Steven Koch

201331: User Fee Abolition in South Africa: Re-Evaluating the Impact?

Steven Koch

201330: Revisiting the Causality between Electricity Consumption and Economic Growth in South Africa: A Bootstrap Rolling-Window Approach

Janneke Dlamini, Mehmet Balcilar, Rangan Gupta and Roula Inglesi-Lotz

201329: Temporal Causality between House Prices and Output in the U. S.: A Bootstrap Rolling-Window Approach

Wendy Nyakabawo, Stephen Miller, Mehmet Balcilar, Sonali Das and Rangan Gupta

201328: The impact of economic shocks in the rest of the world on South Africa: Evidence from a global VAR

Annari De Waal and Renee van Eyden

201327: Evolution of Monetary Policy Transmission Mechanism in Malawi: A TVP-VAR Approach

Chance Mwabutwa, Manoel Bittencourt and Nicola Viegi

201326: The Long-Run Relationship between Consumption, House Prices and Stock Prices in South Africa: Evidence from Provincial-Level Data

Nicholas Apergis, Beatrice Desiree Simo-Kengne and Rangan Gupta

201325: Time-Varying Effects of Housing and Stock Prices on U.S. Consumption

Beatrice Desiree Simo-Kengne, Stephen Miller, Rangan Gupta and Goodness Aye

201324: Are House Prices in South Africa Really Non-Stationary? Evidence from SPSM-Based Panel KSS Test with a Fourier Function

Tsangyao Chang, Tsung-pao Wu and Rangan Gupta

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