Economics at your fingertips  

Working Papers

From University of Pretoria, Department of Economics
Contact information at EDIRC.

Bibliographic data for series maintained by Rangan Gupta ().

Access Statistics for this working paper series.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.

201588: A Historical Analysis of the US Stock Price Index using Empirical Mode Decomposition over 1791-2015
Aviral Tiwari, Arif Dar, Niyati Bhanja and Rangan Gupta
201587: Unconventional Monetary Policy Shocks in OECD Countries: How Important is the Extent of Policy Uncertainty?
Rangan Gupta and Charl Jooste
201586: The Role of Domestic and Global Economic Policy Uncertainties in Predicting Stock Returns and their Volatility for Hong Kong, Malaysia and South Korea: Evidence from a Nonparametric Causality-in-Quantiles Approach
Mehmet Balcilar, Rangan Gupta, Won Joong Kim and Clement Kyei
201585: Forecasting Key US Macroeconomic Variables with a Factor-Augmented Qual VAR
Rangan Gupta, Eric Olson and Mark Wohar
201584: The Time-Varying Correlation between Output and Prices in the United States over 1800 to 2014
Nikolaos Antonakakis, Rangan Gupta and Aviral Tiwari
201583: Development, Poverty and Inequality: A Spatial Analysis of South African Provinces
Carlos Barros and Rangan Gupta
201582: The Impact of Economic Policy Uncertainty on US Real Housing Returns and their Volatility: A Nonparametric Approach
Christophe André, Lumengo Bonga-Bonga, Rangan Gupta and John Weirstrasd Muteba Mwamba
201581: The US Real GNP is Trend-Stationary After All
Tolga Omay, Rangan Gupta and Giovanni Bonaccolto
201580: Time Series Analysis of Persistence in Crude Oil Price Volatility across Bull and Bear Regimes
Luis Gil-Alana, Rangan Gupta, Olusanya Olubusoye and Olaoluwa Yaya
201579: Dynamic Comovements between Housing and Oil Markets in the US over 1859 to 2013: A Note
Nikolaos Antonakakis, Rangan Gupta and John Weirstrasd Muteba Mwamba
201578: Technical Efficiency of Connecticut Long Island Sound Lobster Fishery: A Nonparametric Approach to Aggregate Frontier Analysis
Lei Chen, Rangan Gupta, Zinnia Mukherjee and Peter Wanke
201577: The Predictability of cay and cayMS for Stock and Housing Returns: A Nonparametric Causality in Quantile Test
Mehmet Balcilar, Rangan Gupta, Ricardo Sousa and Mark Wohar
201576: Predictability of Sustainable Investments and the Role of Uncertainty: Evidence from a Non-Parametric Causality-in-Quantiles Test
Nikolaos Antonakakis, Vassilios Babalos and Clement Kyei
201575: Predicting Stock Returns and Volatility with Investor Sentiment Indices: A Reconsideration using a Nonparametric Causality-in-Quantiles Test
Mehmet Balcilar, Rangan Gupta and Clement Kyei
201574: Persistence, Mean-Reversion and Non-Linearities in Infant Mortality Rates
Luis Gil-Alana, Juncal Cuñado and Rangan Gupta
201573: Is Economic Policy Uncertainty Related to Suicide Rates? Evidence from the United States
Nikolaos Antonakakis and Rangan Gupta
201572: Common Cycles and Common Trends in the Stock and Oil markets: Evidence from More than 150 Years of Data
Mehmet Balcilar, Rangan Gupta and Mark Wohar
201571: Energy Efficiency Drivers in South Africa: 1965-2014
Goodness Aye, Rangan Gupta and Peter Wanke
201570: South African Stock Returns Predictability using Domestic and Global Economic Policy Uncertainty: Evidence from a Nonparametric Causality-in-Quantiles Approach
Mehmet Balcilar, Rangan Gupta and Clement Kyei
201569: Labour Market and Monetary Policy in South Africa Downloads
Vincent Dadam and Nicola Viegi
201568: Portfolio Flows in a Two-Country RBC Model with Financial Intermediaries Downloads
Haakon Kavli and Nicola Viegi
201567: Forecasting Output Growth using a DSGE-Based Decomposition of the South African Yield Curve
Rangan Gupta, Hylton Hollander and Rudi Steinbach
201566: Are Health Care Expenditures and Personal Disposable Income Characterised by Asymmetric Behaviour? Evidence from US State-Level Data
Mulatu Zerihun, Juncal Cuñado and Rangan Gupta
201565: Asymmetric Granger Causality between Military Expenditures and Economic Growth in Top Six Defense Suppliers
Abdulnasser Hatemi-J, Tsangyao Chang, Wen-Yi Chen, Feng-Li Lin and Rangan Gupta
201564: The Dynamic Impact of Uncertainty in Causing and Forecasting the Distribution of Oil Returns and Risk
Giovanni Bonaccolto, Massimiliano Caporin and Rangan Gupta
201563: The Changing Dynamics of South Africa's Inflation Persistence: Evidence from a Quantile Regression Framework
Rangan Gupta, Charl Jooste and Omid Ranjbar
201562: Vulnerability to Climatic Variability: An Assessment of Drought Prevalence on Water Resources Availability and Implications for the Ugandan Economy Downloads
Nicholas Kilimani
201561: Predicting Global Temperature Anomaly: A Definitive Investigation Using an Ensemble of Twelve Competing Forecasting Models
Hossein Hassani, Emmanuel Silva, Rangan Gupta and Sonali Das
201560: Energy Demand in South Africa: Is it Asymmetric?
Rangan Gupta, Roula Inglesi-Lotz and John Weirstrasd Muteba Mwamba
201559: Is Gold an Inflation-Hedge? Evidence from an Interrupted Markov-Switching Cointegration Model
Goodness Aye, Tsangyao Chang and Rangan Gupta
201558: The Role of Economic Policy Uncertainty in Predicting U.S. Recessions: A Mixed-Frequency Markov-Switching Vector Autoregressive Approach
Mehmet Balcilar, Rangan Gupta and Mawuli Segnon
201557: A New International Database on Financial Fragility Downloads
Svetlana Andrianova, Badi Baltagi, Thorsten Beck, Panicos Demetriades, David Fielding, Stephen Hall, Steven Koch, Robert Lensink, Johan Rewilak and Peter Rousseau
201556: The Demand for Reproductive Health Care Downloads
Gauthier Kashalala and Steven Koch
201555: Globalisation and Conflicts: A Theoretical Approach Downloads
Bonginkosi Mamba, Andre Jordaan and Matthew Clance
201554: Do Commodities Herd? Evidence from a Time-Varying Stochastic Volatility Model
Vassilios Babalos, Stavros Stavroyiannis and Rangan Gupta
201553: Evidence of Persistence in U.S. Short and Long-Term Interest Rates Using Long-Span Monthly and Annual Data
Luis Gil-Alana, Juncal Cuñado and Rangan Gupta
201552: Forecasting Accuracy Evaluation of Tourist Arrivals: Evidence from Parametric and Non-Parametric Techniques
Hossein Hassani, Emmanuel Silva, Nikolaos Antonakakis, George Filis and Rangan Gupta
201551: The South African Economic Response to Monetary Policy Uncertainty
Mehmet Balcilar, Rangan Gupta and Charl Jooste
201550: Modeling and Forecasting Carbon Dioxide Emission Allowance Spot Price Volatility: Multifractal vs. GARCH-Type Volatility Models
Mawuli Segnon, Thomas Lux and Rangan Gupta
201549: Social Rate of Return to R&D on Various Energy Technologies: Where Should We Invest More? A Study of G7 Countries Downloads
Roula Inglesi-Lotz
201548: The Informational Content of the Term-Spread in Forecasting the U.S. Inflation Rate: A Nonlinear Approach
Periklis Gogas, Theophilos Papadimitriou, Vasilios Plakandaras and Rangan Gupta
201547: Forecasting Inflation in an Inflation Targeting Economy: Structural Versus Non-Structural Models
Rangan Gupta
201546: Detection of Multiple Bubbles in South African Electricity Prices
Rangan Gupta and Roula Inglesi-Lotz
201545: Incorporating Economic Policy Uncertainty in US Equity Premium Models: A Nonlinear Predictability Analysis
Stelios Bekiros, Rangan Gupta and Anandamayee Majumdar
201544: Identifying Periods of US Housing Market Explosivity
Mehmet Balcilar, Nico Katzke and Rangan Gupta
201543: Forecasting Core Inflation: The Case of South Africa
Franz Ruch, Mehmet Balcilar, Mampho Modise and Rangan Gupta
201542: Convergence of Health Care Expenditures across the US States: A Reconsideration
Nicholas Apergis, Tsangyao Chang, Christina Christou and Rangan Gupta
201541: Trust and Quality of Growth: A Note
Simplice Asongu and Rangan Gupta
201540: An Economy-Wide Evaluation of New Power Generation in South Africa: The Case of Kusile and Medupi Downloads
Jessica Bohlmann, Heinrich Bohlmann and Roula Inglesi-Lotz
201539: Convergence in Income Inequality: Further Evidence from the Club Clustering Methodology across the U.S. States
Nicholas Apergis, Christina Christou, Rangan Gupta and Stephen Miller
Page updated 2020-11-29
Sorted by numeric handle