Working Papers

From University of Pretoria, Department of Economics
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201201: SHOULD THE SOUTH AFRICAN RESERVE BANK RESPOND TO EXCHANGE RATE FLUCTUATIONS? EVIDENCE FROM THE COSINE-SQUARED CEPSTRUM

Rangan Gupta

201136: Long- and Short-Run Relationships between House and Stock Prices in South Africa: A Nonparametric Approach

Goodness Aye, Mehmet Balcilar and Rangan Gupta

201135: Financial Variables and the Out-of-Sample Forecastability of the Growth Rate of Indian Industrial Production

Rangan Gupta, Yuxiang Ye and Christopher Sako

201134: Testing the Monetary Model for Exchange Rate Determination in South Africa: Evidence from 101 Years of Data

Riane de Bruyn, Rangan Gupta and Lardo Stander

201133: Intertemporal portfolio allocation and hedging demand: An application to South Africa

Esti van Wyk de Vries, Rangan Gupta and Renee van Eyden

201132: Forecasting Key Macroeconomic Variables of the South African Economy Using Bayesian Variable Selection

Mirriam Chama-Chiliba, Rangan Gupta, Nonophile Nkambule and Naomi Tlotlego

201131: Projecting the External Health Costs of a Coal-Fired Power Plant: The Case of Kusile

Johannes Riekert and Steven Koch

201130: Relationship between House Prices and Inflation in South Africa: An ARDL Approach

Roula Inglesi-Lotz and Rangan Gupta

201129: REMITTANCES AND THE DUTCH DISEASE IN SUB-SAHARAN AFRICA: A DYNAMIC PANEL APPROACH

Emmanuel Owusu-Sekyere, Renee van Eyden and Francis Kemegue

201128: What Drives Remittance Inflows to Sub-Saharan Africa? A Dynamic Panel Approach

Francis Kemegue, Emmanuel Owusu-Sekyere and Renee van Eyden

201127: Remittance Inflows to Sub-Saharan Africa: The Case of SADC

Renee van Eyden, Emmanuel Owusu-Sekyere and Francis Kemegue

201125: Coping with Fuel Wood Scarcity: Household Responses in Rural Ethiopia

Abebe Damte, Steven Koch and Alemu Mekonnen

201124: Contingent Valuation of Community Forestry Programs in Ethiopia: Observing Preference Anomalies in Double-Bounded CVM

Dambala Gelo and Steven Koch

201123: The Welfare Effect of Common Property Forestry Rights:Evidence from Ethiopian Villages

Dambala Gelo and Steven Koch

201122: Out-of-Sample Equity Premium Predictability in South Africa: Evidence from a Large Number of Predictors

Rangan Gupta, Mampho Modise and Josine Uwilingiye

201121: Does One Size Fit All? Heterogeneity in the Valuation of Community Forestry Programs?

Dambala Gelo and Steven Koch

201120: Local Municipality Productive Efficiency and Its Determinants in South Africa

Nara Monkam

201119: The Effects of Monetary Policy On Real Farm Prices in South Africa

Goodness Aye and Rangan Gupta

201118: Do House Prices Impact Consumption and Interest Rate? Evidence from OECD Countries using an Agnostic Identification Procedure

Christophe André, Rangan Gupta and Patrick Kanda

201117: The Consistency of Merger Decisions in a Developing Country: The South African Competition Commission

Richard Grimbeek, Sunel Grimbeek and Steven Koch

201116: House Prices and Economic Growth in South Africa: Evidence from Provincial-Level Data

Beatrice Desiree Simo-Kengne, Manoel Bittencourt and Rangan Gupta

201115: The Role of Asset Prices in Forecasting Inflation and Output in South Africa

Rangan Gupta and Faaiqa Hartley

201114: Reconsidering the Welfare Cost of Inflation in the US: A Nonparametric Estimation of the Nonlinear Long-Run Money Demand Equation using Projection Pursuit Regressions

Rangan Gupta and Anandamayee Majumdar

201113: Young Democracies and Government Size: Evidence from Latin America

Manoel Bittencourt

201112: Dynamic Effects of Monetary Policy Shocks in Malawi

Harold Ngalawa and Nicola Viegi

201111: NON-TIMBER FOREST PRODUCTS DEPENDENCE, PROPERTY RIGHTS AND LOCAL LEVEL INSTITUTIONS: EMPIRICAL EVIDENCE FROM ETHIOPIA

Abebe Damte and Steven Koch

201110: Property Rights, Institutions and Source of Fuel Wood in Rural Ethiopia

Abebe Damte and Steven Koch

201109: CLEAN FUEL SAVING TECHNOLOGY ADOPTION IN URBAN ETHIOPIA

Abebe Damte and Steven Koch

201108: An Analysis of Specialist Surgeons and their Practices

Steven Koch and Jean Slabbert

201107: Macroeconomic Variables and South African Stock Return Predictability

Rangan Gupta and Mampho Modise

201106: Electricity Intensities of the OECD and South Africa: A Comparison

Roula Inglesi-Lotz and James Blignaut

201105: South Africa's Electricity Consumption: A Sectoral Decomposition Analysis

Roula Inglesi-Lotz and James Blignaut

201104: Fiscal Performance and Sustainability of Local Government in South Africa — An Empirical Analysis

Nicolaas Schoeman

201103: The Opportunistic approach to monetary policy and financial markets

Ndahiriwe Kasai and Ruthira Naraidoo

201102: "Ripple" Effects in South African House Prices

Mehmet Balcilar, Abebe Beyene, Rangan Gupta and Monaheng Seleteng

201101: Using Large Data Sets to Forecast Sectoral Employment

Rangan Gupta, Alain Kabundi, Stephen Miller and Josine Uwilingiye

201030: Structural Breaks and GARCH Models of Stock Return Volatility: The Case of South Africa

Ali Babikir, Rangan Gupta, Chance Mwabutwa and Emmanuel Owusu-Sekyere

201029: The Long-Run Impact of Inflation in South Africa

Kafayat Amusa, Rangan Gupta, Shaakira Karolia and Beatrice Desiree Simo-Kengne

201028: The Long-Run Relationship between Inflation and Real Stock Prices: Empirical Evidence from South Africa

Riona Arjoon, Mariette Botes, Laban Chesang and Rangan Gupta

201027: South African Stock Return Predictability in the Context of Data Mining: The Role of Financial Variables and International Stock Returns

Rangan Gupta and Mampho Modise

201026: Mobilising Tax Revenue to Finance Development: The Case for Property Taxation in Francophone Africa

Nara Monkam

201025: AN EMPIRICAL DISSEMINATION OF THE PERSONAL INCOME TAX REGIME IN SOUTH AFRICA USING A MICROSIMULATION TAX MODEL

Yolande van Heerden and Nicolaas Schoeman

201024: Production Lags and Growth Dynamics in an Overlapping Generations Endogenous Growth Model

Rangan Gupta

201023: Fiscal Regime Changes and the Sustainability of Fiscal Imbalance in South Africa: A Smooth Transition Error-Correction Approach

Samuel Jibao, Nicolaas Schoeman and Ruthira Naraidoo

201022: NONLINEAR TAX ELASTICITIES AND THEIR IMPLICATIONS FOR THE STRUCTURAL BUDGET BALANCE

Charl Jooste and Ruthira Naraidoo

201021: FRACTIONAL MULTINOMIAL RESPONSE MODELS WITH AN APPLICATION TO EXPENDITURE SHARES

Steven Koch

201020: SEMIPARAMETRIC STOCHASTIC FRONTIER ANALYSIS OF SPECIALIST SURGEON CLINICS

Steven Koch and Jean Slabbert

201019: Forecasting Key Macroeconomic Variables of the South African Economy: A Small Open Economy New Keynesian DSGE-VAR Model

Rangan Gupta and Max Steinbach

201018: Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes

Mehmet Balcilar, Rangan Gupta, Anandamayee Majumdar and Stephen Miller

201017: Bubbles in South African House Prices and their Impact on Consumption

Sonali Das, Rangan Gupta and Patrick Kanda