201939: Monetary Policy Uncertainty and Volatility Jumps in Advanced Equity Markets (Elie Bouri, Konstantinos Gkillas, Rangan Gupta and Clement Kyei)
201938: The Predictability of Stock Market Volatility in Emerging Economies: Relative Roles of Local, Regional and Global Business Cycles (Elie Bouri, Riza Demirer, Rangan Gupta and Xiojin Sun)
201937: Cross-Border Capital Flows and Return Dynamics in Emerging Stock Markets: Relative Roles of Equity and Debt Flows (Deven Bathia, Christos Bouras, Riza Demirer and Rangan Gupta)
201936: The Role of Real Estate Uncertainty in Predicting US Home Sales Growth: Evidence from a Quantiles-Based Bayesian Model Averaging Approach (Oguzhan Cepni, Rangan Gupta and Mark E. Wohar)
201935: Movements in International Bond Markets: The Role of Oil Prices (Saban Nazlioglu, Rangan Gupta and Elie Bouri)
201934: Is the Housing Market in the United States Really Weakly-Efficient? (Aviral Kumar Tiwari, Rangan Gupta and Mark E. Wohar)
201934: Fisher Variables and Income Inequality in the BRICS (Edmond Berisha, Rangan Gupta and John Meszaros)
201932: International Consumption Risk Sharing and Trade Transaction Costs (Matthew Clance, Wei Ma and Ruthira Naraidoo)
201931: Historical Volatility of Advanced Equity Markets: The Role of Local and Global Crises (Samrat Goswami, Rangan Gupta and Mark E. Wohar)
201930: Does Trading Behaviour Converge across Commodity Markets? Evidence from the Perspective of Hedgers’ Sentiment (Qiang Ji, Walid Bahloul, Jiang-bo Geng and Rangan Gupta)
201929: Monetary Policy Reaction to Uncertainty in Japan: Evidence from a Quantileon-Quantile Interest Rate Rule (Christina Christou, Ruthira Naraidoo, Rangan Gupta and Christis Hassapis)
201928: Monetary policy in a Model with Commodity and Financial Markets (Vo Phuong Mai Le and Ruthira Naraidoo)
201927: Risk Aversion and Bitcoin Returns in Normal, Bull, and Bear Markets (Elie Bouri, Rangan Gupta, Chi Keung Marco Lau and David Roubaud)
201926: Does U.K.’s Real GDP have a Unit Root? Evidence from a Multi-Century Perspective (Giorgio Canarella, Rangan Gupta, Stephen M. Miller and Tolga Omay)
201925: The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures (Manabu Asai, Rangan Gupta and Michael McAleer)
201924: Domestic Credit and Export Diversification: Africa from a Global Perspective (Augustin Kwasi Fosu and Abdul Fatawu Abass)
201923: Short and Long Run Asymmetric Effects of Monetary and Fiscal Policy Uncertainty on Economic Activity in the U.S (Goodness C. Aye)
201922: Fiscal Policy Uncertainty and Economic Activity in South Africa: An Asymmetric Analysis (Goodness C. Aye)
201921: Economic Policy Uncertainty and Herding Behavior: Evidence from the South African Housing Market (Esin Cakan, Riza Demirer, Rangan Gupta and Josine Uwilingiye)
201920: Inflation Aversion and the Growth-Inflation Relationship (Rangan Gupta and Philton Makena)
201919: Oil Price Uncertainty and Movements in the US Government Bond Risk Premia (Mehmet Balcilar, Rangan Gupta, Shixuan Wang and Mark E. Wohar)
201918: Gold-Oil Dependence Dynamics and the Role of Geopolitical Risks: Evidence from a Markov-Switching Time-Varying Copula Model (Aviral Kumar Tiwari, Goodness C. Aye, Rangan Gupta and Konstantinos Gkillas)
201917: Contagion between Stock and Real Estate Markets: International Evidence from a Local Gaussian Correlation Approach (Elie Bouri, Rangan Gupta and Shixuan Wang)
201916: Dynamic Impact of the U.S. Monetary Policy on Oil Market Returns and Volatility (Hardik A. Marfatia, Rangan Gupta and Esin Cakan)
201915: The Risk Exposures of Safe Havens to Global and Regional Stock Market Shocks: A Novel Approach (Mehmet Balcilar, Riza Demirer, Rangan Gupta and Mark E. Wohar)
201914: Halloween Effect in Developed Stock Markets: A US Perspective (Alex Plastun, Xolani Sibande, Rangan Gupta and Mark E. Wohar)
201913: Contagion between Real Estate and Financial Markets: A Bayesian Quantile-on-Quantile Approach (Massimiliano Caporin, Rangan Gupta and Francesco Ravazzolo)
201912: Variants of Consumption-Wealth Ratios and Predictability of U.S. Government Bond Risk Premia: Old is still Gold (Oguzhan Cepni, Rangan Gupta and Mark E. Wohar)
201911: Forecasting the Term Structure of Interest Rates of the BRICS: Evidence from a Nonparametric Functional Data Analysis (Joao F. Caldeira, Rangan Gupta, Tahir Suleman and Hudson S. Torrent)
201910: Macroeconomic Uncertainty Connections across the US States: Evidence from a Bayesian Graphical Structural VAR (BGSVAR) Model (Rangan Gupta, Chi Keung (Marco) Lau and Xin Sheng)
201909: Spillover of Sentiment in the European Union: Evidence from Time- and Frequency-Domains (Vasilios Plakandaras, Aviral Kumar Tiwari and Rangan Gupta)
201908: The Effect of Global Crises on Stock Market Correlations: Evidence from Scalar Regressions via Functional Data Analysis (Sonali Das, Riza Demirer, Rangan Gupta, Siphumlile Mangisa)
201907: Are Uncertainties across the World Convergent? (Christina Christou, Giray Gozgor, Rangan Gupta and Chi Keung Marco Lau)
201906: Time-Varying Risk Aversion and the Predictability of Bond Premia (Oguzhan Cepni, Riza Demirer, Rangan Gupta and Christian Pierdzioch)
201905: Forecasting Realized Volatility of Bitcoin Returns: Tail Events and Asymmetric Loss (Konstantinos Gkillas, Rangan Gupta and Christian Pierdzioch)
201904: The Relationship between Monetary Policy and Uncertainty in Advanced Economies: Evidence from Time- and Frequency-Domains (Semih Emre Cekin, Besma Hkiri, Aviral Kumar Tiwari and Rangan Gupta)
201903: Forecasting Realized Oil-Price Volatility: The Role of Financial Stress and Asymmetric Loss (Konstantinos Gkillas, Rangan Gupta and Christian Pierdzioch)
201902: Rise and Fall of Calendar Anomalies over a Century (Alex Plastun, Xolani Sibande, Rangan Gupta and Mark E. Wohar)
201901: Local Currency Bond Risk Premia of Emerging Markets: The Role of Local and Global Factors (Oguzhan Cepni, Selcuk Gul and Rangan Gupta)
201883: Is the Response of the Bank of England to Exchange Rate Movements Frequency-Dependent? (Petre Caraiani and Rangan Gupta)
201882: Tuition Grant and Equity-Efficiency Tradeoff in Stages of Higher Education Development (Yoseph Getachew)
201881: Time-Varying Risk Aversion and Realized Gold Volatility (Riza Demirer, Konstantinos Gkillas, Rangan Gupta and Christian Pierdzioch)
201880: Forecasting Stock Market (Realized) Volatility in the United Kingdom: Is There a Role for Economic Inequality? (Hossein Hassani, Mohammad Reza Yeganegi, Rangan Gupta and Riza Demirer)
201879: Forecasting (Good and Bad) Realized Exchange-Rate Volatility: Is there a Role for Realized Skewness and Kurtosis? (Konstantinos Gkillas, Rangan Gupta and Christian Pierdzioch)
201878: Political Cycles in the United States and Stock Market Volatility in other Advanced Economies: An EGARCH Approach (Akhona Myataza and Rangan Gupta)
201877: Can Monetary Policy Lean against Housing Bubbles? (Christophe Andre, Petre Caraiani, Adrian Cantemir Calin and Rangan Gupta)
201876: Gender Inequality and Marketisation Hypothesis in Sub-Saharan Africa (Tendai Zawaira, Manoel Bittencourt and Matthew W. Clance)
201875: Mortgage Default Risks and High-Frequency Predictability of the US Housing Market: A Reconsideration (Mehmet Balcilar, Elie Bouri, Rangan Gupta and Mark E. Wohar)
201874: Presidential Cycles in the United States and the Dollar-Pound Exchange Rate: Evidence from over Two Centuries of Data (Rangan Gupta and Mark E. Wohar)
201873: Forecasting Interest Rate Volatility of the United Kingdom: Evidence from over 150 Years of Data (Hossein Hassani, Mohammad Reza Yeganegi, Juncal Cunado and Rangan Gupta)
201872: Why must it always be so Real with Tax Evasion? (Rangan Gupta and Philton Makena)
201871: Jumps Beyond the Realms of Cricket: India’s Performance in One Day Internationals and Stock Market Movements (Konstantinos Gkillas, Rangan Gupta, Chi Keung Marco Lau and Tahir Suleman)
201870: Time-Varying Impact of Uncertainty Shocks on the US Housing Market (Christina Christou, Rangan Gupta and Wendy Nyakabawo)
201869: Long-Memory Modeling and Forecasting: Evidence from the U.S. Historical Series of Inflation (Heni Boubaker, Giorgio Canarella, Rangan Gupta and Stephen M. Miller)
201868: Forecasting Changes of Economic Inequality: A Boosting Approach (Christian Pierdzioch, Rangan Gupta, Hossein Hassani and Emmanuel Silva)
201867: Measuring Co-Dependencies of Economic Policy Uncertainty in Latin American Countries using Vine Copulas (Semih Emre Cekin, Ashis Kumar Pradhan, Aviral Kumar Tiwari and Rangan Gupta)
201866: Predicting Aggregate and State-Level US House Price Volatility: The Role of Sentiment (Rangan Gupta, Chi Keung Marco Lau and Wendy Nyakabawo)
201865: Oil Price-Inflation Pass-Through in the United States over 1871 to 2018: A Wavelet Coherency Analysis (Aviral Kumar Tiwari, Juncal Cunado, Abdulnasser Hatemi-J and Rangan Gupta)
201864: On the Transmission Mechanism of Asia-Pacific Yield Curve Characteristics (Sowmya Subramaniam, David Gabauer and Rangan Gupta)
201863: Time-Varying Causal Relationship between Stock Market and Unemployment in the United Kingdom: Historical Evidence from 1855 to 2017 (Xolani Sibande, Rangan Gupta and Mark E. Wohar)
201862: Forecasting with Second-Order Approximations and Markov Switching DSGE Models (Sergey Ivashchenko, Semih Emre Cekin, Kevin Kotze and Rangan Gupta)
201861: Firm-Level Political Risk and Asymmetric Volatility (Goodness C. Aye, Mehmet Balcilar, Riza Demirer and Rangan Gupta)
201860: Geopolitical Risks and the Predictability of Regional Oil Returns and Volatility (Riza Demirer, Rangan Gupta, Qiang Ji and Aviral Kumar Tiwari)
201859: Does Inequality Really Matter in Forecasting Real Housing Returns of the United Kingdom? (Hossein Hassani, Mohammad Reza Yeganegi and Rangan Gupta)
201858: Does Global Economic Uncertainty Matter for the Volatility and Hedging Effectiveness of Bitcoin? (Libing Fang, Elie Bouri, Rangan Gupta and David Roubaud)
201857: The Impact of US Uncertainty Shocks on a Panel of Advanced and Emerging Market Economies: The Role of Exchange Rate, Trade and Financial Channels (Rangan Gupta, Godwin Olasehinde-Williams and Mark E. Wohar)
201856: Trade Openness and Fertility Rates in Africa: Panel-Data Evidence (Manoel Bittencourt, Matthew Clance and Yoseph Y. Getachew)
201855: Socio-Political Instability and Growth Dynamics (Manoel Bittencourt, Rangan Gupta, Philton Makena and Lardo Stander)
201854: Random Expected Utility Theory with a Continuum of Prizes (Wei Ma)
201853: Manager Sentiment and Stock Market Volatility (Rangan Gupta)
201852: Conflict Heterogeneity in Africa (Carolyn Chisadza and Matthew Clance)
201851: The Role of Monetary Policy Uncertainty in Predicting Equity Market Volatility of the United Kingdom: Evidence from over 150 Years of Data (Rangan Gupta and Mark E. Wohar)
201850: Spillover of Mortgage Default Risks in the United States: Evidence from Metropolitan Statistical Areas and States (Qiang Ji, Rangan Gupta, Festus Victor Bekun and Mehmet Balcilar)
201849: Macroeconomic Shocks and Changing Dynamics of the U.S. REITs Sector (Rangan Gupta, Zhihui Lv and Wing-Keung Wong)
201848: Time-Varying Predictability of Oil Market Movements Over a Century of Data: The Role of US Financial Stress (Rangan Gupta, Patrick Kanda, Aviral Kumar Tiwari and Mark E. Wohar)
201847: Point and Density Forecasts of Oil Returns: The Role of Geopolitical Risks (Vasilios Plakandaras, Rangan Gupta and Wing-Keung Wong)
201846: Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests (Riza Demirer, Rangan Gupta, Zhihui Lv and Wing-Keung Wong)
201845: Monetary Policy and Bubbles in US REITs (Petre Caraiani, Cantemir Calin and Rangan Gupta)
201844: Income Inequality and Economic Growth: A Re-examination of Theory and Evidence (Mehmet Balcilar, Rangan Gupta, Wei Ma and Philton Makena)
201843: Uncertainty and Volatility Jumps in the Pound-Dollar Exchange Rate: Evidence from Over One Century of Data (Konstantinos Gkillas, Rangan Gupta and Dimitrios Vortelinos)
201842: The Role of Housing Sentiment in Forecasting US Home Sales Growth: Evidence from a Bayesian Compressed Vector Autoregressive Model (Rangan Gupta, Chi Keung Marco Lau, Vasilios Plakandaras and Wing-Keung Wong)
201841: Time-Varying Impact of Geopolitical Risks on Oil Prices (Juncal Cunado, Rangan Gupta, Chi Keung Marco Lau and Xin Sheng)
201840: Greek Economic Policy Uncertainty: Does it Matter for the European Union? (Nikolaos Antonakakis, Davaid Gabauer and Rangan Gupta)
201839: Conventional and Unconventional Monetary Policy Reaction to Uncertainty in Advanced Economies: Evidence from Quantile Regressions (Christina Christou, Ruthira Naraidoo and Rangan Gupta)
201838: Persistence and Cyclical Dynamics of US and UK House Prices: Evidence from Over 150 Years of Data (Giorgio Canarella, Luis A. Gil-Alana, Rangan Gupta and Stephen M. Miller)
201837: Bayesian Spatial Modeling for Housing Data in South Africa (Bingling Wang, Sudipto Banerjee and Rangan Gupta)
201836: Efficiency in BRICS Currency Markets using Long-Spans of Data: Evidence from Model-Free Tests of Directional Predictability (Rangan Gupta and Vasilios Plakandaras)
201835: Effects of Geopolitical Risks on Trade Flows: Evidence from the Gravity Model (Ender Demir, Giray Gozgor, Rangan Gupta and Huseyin Kaya)
201834: Herding Behaviour in the Cryptocurrency Market (Elie Bouri, Rangan Gupta and David Roubaud)
201833: Frequency-Dependent Real-Time Effects of Uncertainty in the United States: Evidence from Daily Data (Yanele Nyamela, Vasilios Plakandaras and Rangan Gupta)
201832: Macroeconomic Uncertainty and the Comovement in Buying versus Renting in the United States (Goodness C. Aye and Rangan Gupta)
201831: A Wavelet Analysis of the Relationship between Oil and Natural Gas Prices (Aviral Kumar Tiwari, Zinnia Mukherjee, Rangan Gupta and Mehmet Balcilar)
201830: Predicting Stock Market Movements in the United States: The Role of Presidential Approval Ratings (Rangan Gupta, Patrick T. Kanda and Mark E. Wohar)
201829: On the Transmission Mechanism of Country-Specific and International Economic Uncertainty Spillovers: Evidence from a TVP-VAR Connectedness Decomposition Approach (David Gabauer and Rangan Gupta)
201828: Insurance Activity and Economic Performance: Fresh Evidence from Asymmetric Panel Causality Tests (Abdulnasser Hatemi-J, Chi-Chuan Lee, Chien-Chiang Lee and Rangan Gupta)
201827: Causality between Economic Policy Uncertainty and Real Housing Returns in Emerging Economies: A Cross-Sample Validation Approach (Goodness C. Aye)
201826: Predicting International Equity Returns: Evidence from Time-Varying Parameter Vector Autoregressive Models (Rangan Gupta, Florian Huber and Philipp Piribauer)
201825: Oil Shocks and Volatility Jumps (Konstantinos Gkillas, Rangan Gupta and Mark E. Wohar)
201824: Stock Market Efficiency Analysis using Long Spans of Data: A Multifractal Detrended Fluctuation Approach (Aviral Kumar Tiwari, Goodness. C. Aye and Rangan Gupta)
201823: Is There a Role for Uncertainty in Forecasting Output Growth in OECD Countries? Evidence from a Time Varying Parameter-Panel Vector Autoregressive Model (Goodness C. Aye, Rangan Gupta, Chi Keung Marco Lau and Xin Sheng)
201822: Are BRICS Exchange Rates Chaotic? (Vasilios Plakandaras, Rangan Gupta, Luis A. Gil-Alana and Mark E. Wohar)
201821: Dynamic and Asymmetric Response of Inequality to Income Volatility: The Case of the United Kingdom (Goodness C. Aye, Giray Gozgor and Rangan Gupta)
201820: Asymmetric Effects of Inequality on Per Capita Real GDP of the United States (Adnen Ben Nasr, Mehmet Balcilar, Rangan Gupta and Seyi Saint Akadiri)
201819: Growth Volatility and Inequality in the U.S.: A Wavelet Analysis (Shinhye Chang, Rangan Gupta, Stephen M. Miller and Mark E. Wohar)
201818: The Synergistic Effect of Insurance and Banking Sector Activities on Economic Growth in Africa (Mehmet Balcilar, Rangan Gupta, Chien-Chiang Lee and Godwin Olasehinde-Williams)
201817: High-Frequency Impact of Monetary Policy and Macroeconomic Surprises on US MSAs and Aggregate US Housing Returns and Volatility: A GJR-GARCH Approach (Wendy Nyakabawo, Rangan Gupta and Hardik A. Marfatia)
201816: Persistence in Trends and Cycles of Gold and Silver Prices: Evidence from Historical Data (Juncal Cunado, Luis A. Gil-Alana and Rangan Gupta)
201815: Information Spillover across International Real Estate Investment Trusts: Evidence from an Entropy-Based Network Analysis (Qiang Ji, Hardik A. Marfatia and Rangan Gupta)
201814: Investor Sentiment Connectedness: Evidence from Linear and Nonlinear Causality Approaches (Aviral Kumar Tiwari, Deven Bathia, Elie Bouri and Rangan Gupta)
201813: Oil Price Volatility and Economic Growth: Evidence from Advanced OECD Countries using over One Century of Data (Mamothoana Difeto, Renee van Eyden, Rangan Gupta and Mark E. Wohar)
201812: Spillovers between Bitcoin and other Assets during Bear and Bull Markets (Elie Bouri, Mahamitra Das, Rangan Gupta and David Roubaud)
201811: Presidential Cycles and Time-Varying Bond-Stock Correlations: Evidence from More than Two Centuries of Data (Riza Demirer and Rangan Gupta)
201810: Persistence of Economic Uncertainty: A Comprehensive Analysis (Vasilios Plakandaras, Rangan Gupta and Mark E. Wohar)
201809: The Predictive Value of Inequality Measures for Stock Returns: An Analysis of Long-Span UK Data Using Quantile Random Forests (Rangan Gupta, Christian Pierdzioch, Andrew J. Vivian and Mark E. Wohar)
201808: Does Liquidity Risk Explain the Time-Variation in Asset Correlations? Evidence from Stocks, Bonds and Commodities (Zintle Twala, Riza Demirer and Rangan Gupta)
201807: Geopolitical Risks and Recessions in a Panel of Advanced Economies: Evidence from Over a Century of Data (Matthew W. Clance, Rangan Gupta and Mark E. Wohar)
201806: International Monetary Policy Spillovers: Evidence from a TVP-VAR (Nikolaos Antonakakis, David Gabauer and Rangan Gupta)
201805: Volatility Jumps: The Role of Geopolitical Risks (Konstantinos Gkillas, Rangan Gupta and Mark E. Wohar)
201804: Investor Sentiment and Crash Risk in Safe Havens (Adnen Ben Nasr, Matteo Bonato, Riza Demirer and Rangan Gupta)
201803: Does Financial Development Affect Income Inequality in the U.S. States? A Panel Data Analysis (Manoel Bittencourt, Shinhye Chang, Rangan Gupta and Stephen M. Miller)
201802: Dynamic Connectedness of Uncertainty across Developed Economies: A Time-Varying Approach (Nikolaos Antonakakis, David Gabauer, Rangan Gupta and Vasilios Plakandaras)
201801: Insurance-Growth Nexus in Africa (Mehmet Balcilar, Rangan Gupta, Chien-Chiang Lee and Godwin Olasehinde-Williams)
201782: The Effectiveness of Monetary and Fiscal Policy Shocks on U.S. Inequality: The Role of Uncertainty (Goodness C. Aye, Matthew W. Clance and Rangan Gupta)
201781: Is Wine a Good Choice for Investment? (Elie Bouri, Rangan Gupta, Wing-Keung Wong and Zhenzhen Zhu)
201780: Volatility Spillovers across Global Asset Classes: Evidence from Time and Frequency Domains (Aviral Kumar Tiwari, Juncal Cunado, Rangan Gupta and Mark E. Wohar)
201779: An Assessment of UK Macroeconomic Volatility: Historical Evidence Using Over Seven Centuries of Data (Vasilios Plakandaras, Rangan Gupta and Mark E. Wohar)
201778: Time-Varying Causality between Equity and Currency Returns in the United Kingdom: Evidence from Over Two Centuries of Data (Patrick Kanda, Michael Burke and Rangan Gupta)
201777: Geopolitical Risks, Returns and Volatility in Emerging Stock Markets: Evidence from a Panel GARCH Model (Christos Bouras, Christina Christou, Rangan Gupta and Tahir Suleman)
201776: Economic Policy Uncertainty and Insurance (Mehmet Balcilar, Rangan Gupta, Chien-Chiang Lee and Godwin Olasehinde-Williams)
201775: Oil Returns and Volatility: The Role of Mergers and Acquisitions (Martijn Bos, Riza Demirer, Rangan Gupta and Aviral Kumar Tiwari)
201774: The Role of Economic Uncertainty in Forecasting Exchange Rate Returns and Realized Volatility: Evidence from Quantile Predictive Regressions (Christina Christou, Rangan Gupta, Christis Hassapis and Tahir Suleman)
201773: Long-Run Movement and Predictability of Bond Spread for BRICS and PIIGS: The Role of Economic, Financial and Political Risks (Sheung-Chi Chow, Rangan Gupta, Tahir Suleman and Wing-Keung Wong)
201772: Inflation Dynamics in Uganda: A Quantile Regression Approach (Francis Leni Anguyo, Rangan Gupta and Kevin Kotze)
201771: Time-Varying Efficiency of Developed and Emerging Bond Markets: Evidence from Long-Spans of Historical Data (Lanouar Charfeddine, Karim Ben Khediri, Goodness C. Aye and Rangan Gupta)
201770: The Role of Time-Varying Rare Disaster Risks in Predicting Bond Returns and Volatility (Rangan Gupta, Tahir Suleman and Mark E. Wohar)
201769: Equilibrium Exchange Rates and Misalignments: The Case of Homogenous Emerging Market Economies (Christian K. Tipoy, Marthinus C. Breitenbach and Mulatu F. Zerihun)
201768: Redistributive Innovation Policy, Inequality and Efficiency (Parantap Basu and Yoseph Getachew)
201767: Exchange Rate Returns and Volatility: The Role of Time-Varying Rare Disaster Risks (Rangan Gupta, Tahir Suleman and Mark E. Wohar)
201766: Common Business Cycles and Volatilities in US States and MSAs: The Role of Economic Uncertainty (Rangan Gupta, Jun Ma, Marian Risse and Mark E. Wohar)
201765: Time-Varying Role of Macroeconomic Shocks on House Prices in the US and UK: Evidence from Over 150 Years of Data (Vasilios Plakandaras, Rangan Gupta, Constantinos Katrakilidis and Mark E. Wohar)
201764: Volatility Spillovers between Interest Rates and Equity Markets of Developed Economies: A Note (Wilson Donzwa, Rangan Gupta and Mark E. Wohar)
201763: Kuznets Curve for the US: A Reconsideration Using Cosummability (Adnen Ben Nasr, Mehmet Balcilar, Seyi Saint Akadiri and Rangan Gupta)
201762: Time-Varying Rare Disaster Risks, Oil Returns and Volatility (Riza Demirer, Rangan Gupta, Tahir Suleman and Mark E. Wohar)
201761: A Note on the Technology Herd: Evidence from Large Institutional Investors (Esin Cakan, Riza Demirer, Rangan Gupta and Josine Uwilingiye)
201760: Testing for Asymmetric Nonlinear Short- and Long-Run Relationships between Bitcoin, Aggregate Commodity and Gold Prices (Elie Bouri, Rangan Gupta, Amine Lahiani and Muhammad Shahbaz)
201759: Risk Spillover between the US and the Remaining G7 Stock Markets Using Time-Varying Copulas with Markov Switching: Evidence from Over a Century of Data (Qiang Ji, Bing-Yue Liu, Juncal Cunado and Rangan Gupta)
201758: Country Risk Ratings and Stock Market Returns in BRICS Countries: A Nonlinear Dynamic Approach (Adnen Ben Nasr, Juncal Cunado, Riza Demirer and Rangan Gupta)
201757: The Effect of Economic Uncertainty on the Housing Market Cycle (Goodness C. Aye, Matthew W. Clance and Rangan Gupta)
201756: Predicting Stock Market Movements with a Time-Varying Consumption-Aggregate Wealth Ratio (Tsangyao Chang, Rangan Gupta, Anandamayee Majumdar and Christian Pierdzioch)
201755: The Role of Term Spread and Pattern Changes in Predicting Stock Returns and Volatility of the United Kingdom: Evidence from a Nonparametric Causality-in-Quantiles Test Using Over 250 Years of Data (Rangan Gupta, Marian Risse, David A. Volkman and Mark E. Wohar)
201754: OPEC News Announcement Effect on Volatility in the Crude Oil Market: A Reconsideration (Rangan Gupta, Chi Keung Marco Lau and Seong-Min Yoon)
201753: Does Gold Act as a Hedge against Inflation in the UK? Evidence from a Fractional Cointegration Approach Over 1257 to 2016 (Goodness C. Aye, Hector Carcel, Luis A. Gil-Alana and Rangan Gupta)
201752: On the Predictability of Stock Market Bubbles: Evidence from LPPLS ConfidenceTM Multi-scale Indicators (Riza Demirer, Guilherme Demos, Rangan Gupta and Didier Sornette)
201751: Decomposing the South African CO2 Emissions within a BRICS Countries Context the Energy Rebound Hypothesis (Roula Inglesi-Lotz)
201750: Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles (Elie Bouri, Rangan Gupta, Chi Keung Marco Lau, David Roubaud and Shixuan Wang)
201749: Oil Speculation and Herding Behavior in Emerging Stock Markets (Esin Cakan, Riza Demirer, Rangan Gupta and Hardik A. Marfatia)
201748: Monetary Policy, Financial Frictions and Structural Changes: A Markov-Switching DSGE Approach (Francis Leni Anguyo, Rangan Gupta and Kevin Kotze)
201747: A Copula-Based Quantile-on-Quantile Regression Approach to Modeling Dependence Structure between Stock and Bond Returns: Evidence from Historical Data of India, South Africa, UK and US (Refk Selmi, Christos Kollias, Stephanos Papadamou and Rangan Gupta)
201746: Does the Equivalence Scale Matter? Equivalence and Out-of-Pocket Payments (Steven F. Koch)
201745: Rationalizable Information Equilibria (Alexander Zimper)
201744: Does Partisan Conflict Predict a Reduction in US Stock Market (Realized) Volatility? Evidence from a Quantile-on-Quantile Regression Model (Rangan Gupta, Christian Pierdzioch, Refk Selmi and Mark E. Wohar)
201743: Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note (Elie Bouri, Riza Demirer, Rangan Gupta and Hardik A. Marfatia)
201742: U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict (Rangan Gupta, Chi Keung Marco Lau, Stephen M. Miller and Mark E. Wohar)
201741: Partisan Conflict and Income Distribution in the United States: A Nonparametric Causality-in-Quantiles Approach (Mehmet Balcilar, Seyi Saint Akadiri, Rangan Gupta and Stephen M. Miller)
201740: Unemployment Rate Hysteresis and the Great Recession: Exploring the Metropolitan Evidence (Giorgio Canarella, Rangan Gupta, Stephen M. Miller and Stephen K. Pollard)
201739: Are Multifractal Processes Suited to Forecasting Electricity Price Volatility? Evidence from Australian Intraday Data (Mawuli Segnon, Chi Keung Lau, Bernd Wilfling and Rangan Gupta)
201738: Monetary Policy Reaction Functions of the TICKs: A Quantile Regression Approach (Christina Christou, Ruthira Naraidoo, Rangan Gupta and Won Joong Kim)
201737: Macroeconomic Uncertainty, Growth and Inflation in the Eurozone: A Causal Approach (Vasilios Plakandaras, Rangan Gupta, Periklis Gogas and Theophilos Papadimitriou)
201736: A Note on the Impact of Unconventional Monetary Policy Shocks in the US on Emerging Market REITs: A Qual VAR Approach (Rangan Gupta and Hardik A. Marfatia)
201735: Are Stock Returns an Inflation Hedge for the UK? Evidence from a Wavelet Analysis Using Over Three Centuries of Data (Aviral Kumar Tiwari, Juncal Cunado, Rangan Gupta and Mark E. Wohar)
201734: Foreign Market Selection of Emerging Multinational Corporations: Evidence from South African and Egyptian Corporations (Mustafa Sakr and Andre Jordaan)
201733: The Effect of Education on a Country’s Energy Consumption: Evidence from Developed and Developing Countries (Roula Inglesi-Lotz and Luis Diez del Corral Morales)
201732: Uncertainty and Forecasts of U.S. Recessions (Christian Pierdzioch and Rangan Gupta)
201731: Wealth-to-Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test (Mehmet Balcilar, Rangan Gupta, Ricardo M. Sousa and Mark E. Wohar)
201730: News Implied Volatility and the Stock-Bond Nexus: Evidence from Historical Data for the USA and the UK Markets (Rangan Gupta, Christos Kollias, Stephanos Papadamou and Mark E. Wohar)
201729: Network Causality Structures among Bitcoin and other Financial Assets: A Directed Acyclic Graph Approach (Qiang Ji, Elie Bouri, Rangan Gupta and David Roubaud)
201728: Do Bivariate Multifractal Models Improve Volatility Forecasting in Financial Time Series? An Application to Foreign Exchange and Stock Markets (Ruipeng Liu, Riza Demirer, Rangan Gupta and Mark E. Wohar)
201727: Price Jumps in Developed Stock Markets: The Role of Monetary Policy Committee Meetings (Rangan Gupta, Chi Keung Marco Lau, Ruipeng Liu and Hardik. A. Marfatia)
201726: OPEC News and Predictability of Oil Futures Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach (Rangan Gupta and Seong-Min Yoon)
201725: The Role of Economic and Financial Uncertainties in Predicting Commodity Futures Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantiles Test (Walid Bahloul, Mehmet Balcilar, Juncal Cunado and Rangan Gupta)
201724: The Effects of Oil Price Uncertainty on Economic Activities in South Africa (Junior T. Chiweza and Goodness C. Aye)
201723: A Panel Analysis of the Impact of Dividend per Share, Dividend Changes and Dividend Payout Ratio on Companies Performance: An Empirical Test of "the Dividend Signaling Hypothesis” (Mpinda F. Mvita and Goodness C. Aye)
201722: The Causal Relationship between Exchange Rates and Stock Price Levels in South Africa (Lelani Coetzee and Goodness C. Aye)
201721: Asymmetric Volatility Effects between the Real Exchange Rate and Stock Prices in South Africa (Ayanda Sikhosana and Goodness C. Aye)
201720: Does Inequality Help in Forecasting Equity Premium in a Panel of G7 Countries? (Christina Christou, Rangan Gupta and Fredj Jawadi)
201719: Credit Ratings and Predictability of Stock Returns and Volatility of the BRICS and the PIIGS: Evidence from a Nonparametric Causality-in-Quantiles Approach (Mehmet Balcilar, Deven Bathia, Riza Demirer and Rangan Gupta)
201718: Exploring Child Poverty and Inequality in Post-Apartheid South Africa: A Multidimensional Perspective (Kehinde O. Omotoso and Steven F. Koch)
201717: Gender Differentials in Health: A Differences-in-Decompositions Estimate (Kehinde O. Omotoso and Steven F. Koch)
201716: Social Determinants of Health Inequalities in South Africa: A Decomposition Analysis (Kehinde O. Omotoso and Steven F. Koch)
201715: The Impact of Macroeconomic News Surprises and Uncertainty of Major Economies on Returns and Volatility of Oil Futures (Walid Bahloul and Rangan Gupta)
201714: Preferences Over all Random Variables: Incompatibility of Convexity and Continuity (Hirbod Assa and Alexander Zimper)
201713: Persistence, Mean Reversion and Nonlinearities in Inflation Rates of Developed and Developing Countries Using Over One Century of Data (Luis A. Gil-Alana and Rangan Gupta)
201712: The International REIT's Time-Varying Response to the U.S. Monetary Policy and Macroeconomic Surprises (Hardik A. Marfatia, Rangan Gupta and Esin Cakan)
201711: Asymmetric Behaviour in Nominal and Real Housing Prices: Evidence from Advanced and Emerging Economies (Christophe Andre, Nikolaos Antonakakis, Rangan Gupta and Mulatu F. Zerihun)
201710: Monetary Policy and Financial Frictions in a Small Open-Economy Model for Uganda (Francis Leni Anguyo, Rangan Gupta and Kevin Kotze)
201709: Push Factors of Emerging Multinational Corporations: Evidence from South Africa and Egypt (Mustafa Sakr and Andre Jordaan)
201708: Is Wine a Safe-Haven? Evidence from a Nonparametric Causality-in-Quantiles Test (Nikolaos Antonakakis, Mehmet Balcilar, Elie Bouri and Rangan Gupta)
201707: Do House Prices Hedge Inflation in the US? A Quantile Cointegration Approach (Christina Christou, Rangan Gupta, Wendy Nyakabawo and Mark E. Wohar)
201706: Causality between Output and Income Inequality across US States: Evidence from a Heterogeneous Mixed Panel Approach (Shinhye Chang, Hsiao-Ping Chu, Rangan Gupta and Stephen M. Miller)
201705: Current Account Sustainability in G7 and BRICS: Evidence from a Long Memory Model with Structural Breaks (Christophe Andre, Mehmet Balcilar, Tsangyao Chang, Luis A. Gil-Alana and Rangan Gupta)
201704: Does Global Fear Predict Fear in BRICS Stock Markets? Evidence from a Bayesian Graphical VAR Model (Elie Bouri, Rangan Gupta, Seyedmehdi Hosseini and Chi Keung Marco Lau)
201703: Openness and Growth: Is the Relationship Non-Linear? (Rangan Gupta, Lardo Stander and Andrea Vaona)
201702: Geopolitical Risks and the Oil-Stock Nexus Over 1899-2016 (Nikolaos Antonakakis, Rangan Gupta, Christos Kollias and Stephanos Papadamou)
201701: Perturbed Utility and General Equilibrium Analysis (Wei Ma)
201690: Does Bitcoin Hedge Global Uncertainty? Evidence from Wavelet-Based Quantile-in-Quantile Regressions (Elie Bouri, Rangan Gupta, Aviral Kumar Tiwari and David Roubaud)
201689: The Relationship between Stock Market Volatility and Trading Volume: Evidence from South Africa (Pramod Kumar Naik, Rangan Gupta and Puja Padhi)
201688: Impact of Volatility and Equity Market Uncertainty on Herd Behavior: Evidence from UK REITs (Omokolade Akinsomi, Yener Coskun, Rangan Gupta and Chi Keung Marco Lau)
201687: International Business Cycle and Financial Intermediation (Tamas Csabafi, Max Gillman and Ruthira Naraidoo)
201686: The Role of Partisan Conflict in Forecasting the U.S. Equity Premium: A Nonparametric Approach (Rangan Gupta, John W. Muteba Mwamba and Mark E. Wohar)
201685: Do Leading Indicators Forecast U.S. Recessions? A Nonlinear Re-Evaluation Using Historical Data (Vasilios Plakandaras, Juncal Cunado, Rangan Gupta and Mark E. Wohar)
201684: Tax Competition, Policy Competition and the Strategic Use of Policy Restrictions on Foreign Direct Investments (Kaushal Kishore)
201683: Modeling U.S. Historical Time-Series Prices and Inflation Using Various Linear and Nonlinear Long-Memory Approaches (Giorgio Canarella, Luis A. Gil-Alana, Rangan Gupta and Stephen M. Miller)
201682: The Relationship between the Inflation Rate and Inequality across US States: A Semiparametric Approach (Mehmet Balcilar, Shinhye Chang, Rangan Gupta and Stephen M. Miller)
201681: The Impact of US Uncertainty on the Euro Area in Good and Bad Times: Evidence from a Quantile Structural Vector Autoregressive Model (Rangan Gupta, Chi Keung Marco Lau and Mark E. Wohar)
201680: Forecasting the Probability of Recessions in South Africa: The Role of Decomposed Term-Spread and Economic Policy Uncertainty (Goodness C. Aye, Christina Christou, Luis A. Gil-Alana and Rangan Gupta)
201679: The Predictive Power of Industrial Electricity Usage Revisited: Evidence from Nonparametric Causality Tests (Matteo Bonato, Riza Demirer and Rangan Gupta)
201678: Chaos in G7 Stock Markets using Over One Century of Data: A Note (Aviral Kumar Tiwari, Rangan Gupta and Stelios Bekiros)
201677: On REIT Returns and (Un-) Expected Inflation: Empirical Evidence Based on Bayesian Additive Regression Trees (Christian Pierdzioch, Marian Risse, Rangan Gupta and Wendy Nyakabawo)
201676: Dynamic Tax Competition, Home Bias and the Gain from Non-preferential Agreements (Kaushal Kishore)
201675: Does Country Risks Predict Stock Returns and Volatility? Evidence from a Nonparametric Approach (Tahir Suleman, Rangan Gupta and Mehmet Balcilar)
201674: Causal Relationships between Economic Policy Uncertainty and Housing Market Returns in China and India: Evidence from Linear and Nonlinear Panel and Time Series Models (Sheung-Chi Chow, Juncal Cunado, Rangan Gupta and Wing-Keung Wong)
201673: Asymmetric Dynamics of Insurance Premium: The Impacts of Output and Economic Policy Uncertainty (Rangan Gupta, Amine Lahiani, Chi-Chuan Lee and Chien-Chiang Lee)
201672: Credit Constraints, Growth and Inequality Dynamics (Yoseph Yilma Getachew)
201671: Does Geopolitical Risks Predict Stock Returns and Volatility of Leading Defense Companies? Evidence from a Nonparametric Approach (Nicholas Apergis, Matteo Bonato, Rangan Gupta and Clement Kyei)
201670: The Depreciation of the Pound Post-Brexit: Could it have been Predicted? (Vasilios Plakandaras, Rangan Gupta and Mark E. Wohar)
201669: The Impact of the COMESA-EAC-SADC Tripartite Free Trade Agreement on the South African Economy (Leone Walters, Heinrich R. Bohlmann and Matthew W. Clance)
201668: Differences of Opinion and Stock Market Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach (Mehmet Balcilar, Riza Demirer, Rangan Gupta and Mark E. Wohar)
201667: Forecasting US GNP Growth: The Role of Uncertainty (Mawuli Segnon, Rangan Gupta, Stelios Bekiros and Mark E. Wohar)
201666: Analysis of Herding in REITs of an Emerging Market: The Case of Turkey (Omokolade Akinsomi, Yener Coskun and Rangan Gupta)
201665: Merger and Acquisitions in South African Banking: A Network DEA Model (Peter Wanke, Andrew Maredza, Rangan Gupta)
201664: Testing the Efficiency of the Wine Market using Unit Root Tests with Sharp and Smooth Breaks (Elie Bouri, Tsangyao Chang and Rangan Gupta)
201663: Is Inflation Persistence Different in Reality? (Nikolaos Antonakakis, Juncal Cunado, Luis A. Gil-Alana and Rangan Gupta)
201662: Can Volume Predict Bitcoin Returns and Volatility? A Nonparametric Causality-in-Quantiles Approach (Mehmet Balcilar, Elie Bouri, Rangan Gupta and David Roubaud)
201661: Economic Policy Uncertainty and Stock Market Returns in Pacific-Rim Countries: Evidence based on a Bayesian Panel VAR Model (Christina Christou, Juncal Cunado, Rangan Gupta and Christis Hassapis)
201660: Do Trend Extraction Approaches Affect Causality Detection in Climate Change Studies? (Xu Huang, Hossein Hassani, Mansi Ghodsi, Zinnia Mukherjee and Rangan Gupta)
201659: Forecasting using a Nonlinear DSGE Model (Sergey Ivashchenko and Rangan Gupta)
201658: Efficiency in South African Agriculture: A Two-Stage Fuzzy Approach (Goodness C. Aye, Rangan Gupta and Peter Wanke)
201657: Impact of US Biofuel Policy on Food Price in South Africa: Implication for Health and Nutrition (Goodness C. Aye)
201656: Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach (Helena Chulia, Rangan Gupta, Jorge M. Uribe and Mark E. Wohar)
201655: Near-Rational Expectations: How Far are Surveys from Rationality? (Sergey Ivashchenko and Rangan Gupta)
201654: Modelling Long Memory Volatility in the Bitcoin Market: Evidence of Persistence and Structural Breaks (Elie Bouri, Luis A. Gil-Alana, Rangan Gupta and David Roubaud)
201653: The Effectiveness of Monetary Policy in South Africa under Inflation Targeting: Evidence from a Time-Varying Factor-Augmented Vector Autoregressive Model (Goodness C. Aye, Mehmet Balcilar and Rangan Gupta)
201652: The Impact of Oil Shocks in a Small Open Economy New-Keynesian Dynamic Stochastic General Equilibrium Model for South Africa (Rangan Gupta, Hylton Hollander and Mark E. Wohar)
201651: Social Rate of Return to R&D on Various Energy Technologies: Where Should We Invest More? A Study of G7 Countries (Roula Inglesi-Lotz)
201650: South African Trends in Health Outcomes and Health-Related Behaviour: Evidence from Repeated Cross-Sectional Surveys (Kehinde Omotoso and Steven F. Koch)
201649: Counting the Cost of Drought Induced Productivity Losses in an Agro-Based Economy: The Case of Uganda (Nicholas Kilimani, Jan van Heerden, Heinrich Bohlmann and Louise Roos)
201648: Geopolitical Risks and Stock Market Dynamics of the BRICS (Mehmet Balcilar, Matteo Bonato, Riza Demirer and Rangan Gupta)
201647: Time-Varying Persistence of Inflation: Evidence from a Wavelet-Based Approach (Heni Boubaker, Giorgio Canarella, Rangan Gupta and Stephen M. Miller)
201646: Does U.S. Macroeconomic News Make the South African Stock Market Riskier? (Esin Cakan and Rangan Gupta)
201645: Gold Futures Returns and Realized Moments: A Forecasting Experiment Using a Quantile-Boosting Approach (Matteo Bonato, Riza Demirer, Rangan Gupta and Christian Piredzioch)
201644: The Links between Crude Oil Prices and GCC Stock Markets: Evidence from Time-Varying Granger Causality Tests (Mehmet Balcilar, Ismail H. Genc and Rangan Gupta)
201643: The Effect of Gold Market Speculation on REIT Returns in South Africa: A Behavioral Perspective (Kola Akinsomi, Mehmet Balcilar, Riza Demirer and Rangan Gupta)
201642: Foreign Aid and Foreign Direct Investment in Sub-Saharan Africa: A Panel Data Analysis(Kafayat Amusa, Nara Monkam and Nicola Viegi)
201641: Housing Market Spillovers in South Africa: Evidence from an Estimated Small Open Economy DSGE Model (Rangan Gupta and Xiaojin Sun)
201640: Globalisation and Conflict: Evidence from Sub-Saharan Africa (Carolyn Chisadza and Manoel Bittencourt)
201639: Components of Economic Policy Uncertainty and Predictability of US Stock Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantile Approach (Nikolaos Antonakakis, Mehmet Balcilar, Rangan Gupta and Clement Kyei)
201638: The Effect of Investor Sentiment on Gold Market Dynamics (Mehmet Balcilar, Matteo Bonato, Riza Demirer and Rangan Gupta)
201637: Does Economic Policy Uncertainty Forecast Real Housing Returns in a Panel of OECD Countries? A Bayesian Approach (Christina Christou, Rangan Gupta and Christis Hassapis)
201636: Structural Breaks in Renewable Energy in South Africa: A Bai and Perron Break Test Application (Jaco P. Weideman and Roula Inglesi-Lotz)
201635: Are Housing Price Cycles Asymmetric? Evidence from the US States and Metropolitan Areas (Christophe Andre, Rangan Gupta and John W. Muteba Mwamba)
201634: Can Weather Conditions in New York Predict South African Stock Returns? (Nicholas Apergis and Rangan Gupta)
201633: Dynamic Inconsistency, Falling Cost of Capital Relocation and Preferential Taxation of Foreign Capital (Kaushal Kishore)
201632: A Note on Home Bias and the Gain from Non-Preferential Taxation (Kaushal Kishore)
201631: Does U.S. News Impact Asian Emerging Markets? Evidence from Nonparametric Causality-in-Quantiles Test (Mehmet Balcilar, Esin Cakan and Rangan Gupta)
201630: Are Preferential Tax Holidays Dynamic Inconsistent? (Kaushal Kishore)
201629: Price Convergence Patterns across U.S. States (Christina Christou, Juncal Cunado and Rangan Gupta)
201628: The Political and Economic Dynamics of Foreign Aid: A Case Study of United States and Chinese Aid to Sub-Sahara Africa (Kafayat Amusa, Nara Monkam and Nicola Viegi)
201627: A Time Series Analysis of Long Island Sound Lobster Fishery (Zinnia Mukherjee, Dipak K. Dey and Rangan Gupta)
201626: Do Terror Attacks Predict Gold Returns? Evidence from a Quantile-Predictive-Regression Approach (Rangan Gupta, Anandamayee Majumdar, Christian Pierdzioch and Mark E. Wohar)
201625: Testing the Efficiency of the Art Market using Quantile-Based Unit Root Tests with Sharp and Smooth Breaks (Goodness C. Aye, Tsangyao Chang, Wen-Yi Chen, Rangan Gupta and Mark E. Wohar)
201624: Periodically Collapsing Bubbles in the South African Stock Market (Mehmet Balcilar, Rangan Gupta, Charl Jooste and Mark E. Wohar)
201623: Emerging Multinational Corporations: A Prominent Player in the Global Economy (Mustafa Sakr and Andre Jordaan)
201622: Forecasting Equity Premium in a Panel of OECD Countries: The Role of Economic Policy Uncertainty (Christina Christou and Rangan Gupta)
201621: Pareto Optimality and Indeterminacy of General Equilibrium under Knightian Uncertainty (Wei Ma)
201620: Effectiveness of Monetary Policy in the Euro Area: The Role of US Economic Policy Uncertainty (Mehmet Balcilar, Riza Demirer, Rangan Gupta and Renee van Eyden)
201619: The Relationship between Commodity Markets and Commodity Mutual Funds: A Wavelet-Based Analysis (Nikolaos Antonakakis, Tsangyao Chang, Juncal Cunado and Rangan Gupta)
201618: An Analysis of the Relationship between U.S. State Level Carbon Dioxide Emissions and Health Care Expenditure (Nicholas Apergis, Rangan Gupta, Chi Keung Marco Lau and Zinnia Mukherjee)
201617: Market Efficiency of Baltic Stock Markets: A Fractional Integration Approach (Luis A. Gil-Alana, Rangan Gupta, Olanrewaju I. Shittu and OlaOluwa S. Yaya)
201616: Convergence Patterns in Sovereign Bond Yield Spreads: Evidence from the Euro Area (Nikolaos Antonakakis, Christina Christou, Juncal Cunado and Rangan Gupta)
201615: Do Terror Attacks Affect the Dollar-Pound Exchange Rate? A Nonparametric Causality-in-Quantiles Analysis (Mehmet Balcilar, Rangan Gupta, Christian Pierdzioch and Mark E. Wohar)
201614: Productive Efficiency of Connecticut Long Island Lobster Fishery Using a Finite Mixture Model (Rangan Gupta, Zinnia Mukherjee, Mike G. Tsionas and Peter Wanke)
201613: The Term Premium as a Leading Macroeconomic Indicator (Vasilios Plakandaras, Perikilis Gogas, Theophilos Papadimitriou and Rangan Gupta)
201612: The Role of Current Account Balance in Forecasting the US Equity Premium: Evidence from a Quantile Predictive Regression Approach (Rangan Gupta, Anandamayee Majumdar and Mark E. Wohar)
201611: Impact of Activity Tax in the Property-Owning and Subletting of Fixed Property Sectors on the South African Economy: A CGE Analysis (Lumengo Bonga-Bonga, Jean Luc Erero and Rangan Gupta)
201610: The Efficiency of the Art Market: Evidence from Variance Ratio Tests, Linear and Nonlinear Fractional Integration Approaches (Goodness C. Aye, Luis A. Gil-Alana, Rangan Gupta and Mark E. Wohar)
201609: Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations (Mehmet Balcilar, Riza Demirer and Rangan Gupta)
201608: Terror Attacks and Stock-Market Fluctuations: Evidence Based on a Nonparametric Causality-in-Quantiles Test for the G7 Countries (Mehmet Balcilar, Rangan Gupta, Christian Pierdzioch and Mark E. Wohar)
201607: Revisiting the Twin Deficits Hypothesis: A Quantile Cointegration Analysis over the Period of 1791-2013 (Nikolaos Antonakakis, Juncal Cunado, Rangan Gupta and Mawuli K. Segnon)
201606: LPPLS Bubble Indicators over Two Centuries of the S&P 500 Index (Qunzhi Zhang, Didier Sornette, Mehmet Balcilar, Rangan Gupta, Zeynel A. Ozdemir and Hakan Yetkiner)
201605: Time-Varying Correlations between Inflation and Stock Prices in the United States over the Last Two Centuries (Nikolaos Antonakakis, Rangan Gupta and Aviral K. Tiwari)
201604: Emerging Multinational Corporations: Theoretical and Conceptual Framework (Mustafa Sakr and Andre Jordaan)
201603: Forecasting South African Macroeconomic Variables with a Markov-Switching Small Open-Economy Dynamic Stochastic General Equilibrium Model (Mehmet Balcilar, Rangan Gupta and Kevin Kotze)
201602: Dynamic Comovement between Social Infrastructure, Economic Growth and Inequality in South Africa (Sixolile Jafta and Goodness C. Aye)
201601: Effect of Social Infrastructure Investment on Economic Growth and Inequality in South Africa: A SEM Approach (Itumeleng More and Goodness C. Aye)
2015100: Time-Varying Correlations between Trade Balance and Stock Prices in the United States over the Period 1792 to 2013 (Nikolaos Antonakakis, Rangan Gupta and Aviral K. Tiwari)
201599: Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test (Mehmet Balcilar, Rangan Gupta, Clement Kyei and Mark E. Wohar)
201598: On Exchange-Rate Movements and Gold-Price Fluctuations: Evidence for Gold-Producing Countries from a Nonparametric Causality-in-Quantiles Test (Mehmet Balcilar, Rangan Gupta and Christian Pierdzioch)
201597: Causality between Per Capita Real GDP and Income Inequality in the U.S.: Evidence from a Wavelet Analysis (Shinhye Chang, Rangan Gupta and Stephen M. Miller)
201596: Predicting South African Equity Premium using Domestic and Global Economic Policy Uncertainty Indices: Evidence from a Bayesian Graphical Model (Mehmet Balcilar, Rangan Gupta, Mampho P. Modise and John W. Muteba Mwamba)
201595: Causal Effects of the United States and Japan on Pacific-Rim Stock Markets: Nonparametric Quantile Causality Approach (Mehmet Balcilar, Rangan Gupta, Duc K. Nguyen and Mark E. Wohar)
201594: On International Uncertainty Links: BART-Based Empirical Evidence for Canada (Rangan Gupta, Christian Pierdzioch and Marian Risse)
201593: Contraceptive Use and Birth Intervals (Gauthier Tshiswaka-Kashalala and Steven F. Koch)
201592: Does Uncertainty Move the Gold Price? New Evidence from a Nonparametric Causality-in-Quantiles Test (Mehmet Balcilar, Rangan Gupta and Christian Pierdzioch)
201591: Time-Frequency Relationship between Inflation and Inflation Uncertainty for the U.S.: Evidence from Historical Data (Claudiu T. Albulescu, Aviral K. Tiwari, Stephen M. Miller and Rangan Gupta)
201590: Assessing the Impact of Just-in-Time Methodology, In-Lecture Activities, and Tutor-Assisted Post-Lecture Activities in the Course Experience of First Year Students in Economics at the University of Pretoria (Roula Inglesi-Lotz, Fritz Dresselhaus and Jessika Bohlmann)
201589: Forecasting Oil and Stock Returns with a Qual VAR using over 150 Years of Data (Rangan Gupta and Mark E. Wohar)
201588: A Historical Analysis of the US Stock Price Index using Empirical Mode Decomposition over 1791-2015 (Aviral K. Tiwari, Arif B. 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 E. Wohar)
201584: The Time-Varying Correlation between Output and Prices in the United States over 1800 to 2014 (Nikolaos Antonakakis, Rangan Gupta and Aviral K. Tiwari)
201583: Development, Poverty and Inequality: A Spatial Analysis of South African Provinces (Carlos P. Barros and Rangan Gupta)
201582: The Impact of Economic Policy Uncertainty on US Real Housing Returns and their Volatility: A Nonparametric Approach (Christophe Andre, Lumengo Bonga-Bonga, Rangan Gupta and John W. 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 A. Gil-Alana, Rangan Gupta, Olusanya E. Olubusoye and OlaOluwa S. Yaya)
201579: Dynamic Comovements between Housing and Oil Markets in the US over 1859 to 2013: A Note (Nikolaos Antonakakis, Rangan Gupta and John W. 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 M. Sousa and Mark E. 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 Clemen Kyei)
201574: Persistence, Mean-Reversion and Non-Linearities in Infant Mortality Rates (Luis A. Gil-Alana, Juncal Cunado 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 E. Wohar)
201571: Energy Efficiency Drivers in South Africa: 1965-2014 (Goodness C. 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 (Vincent Dadam and Nicola Viegi)
201568: Portfolio Flows in a Two-Country RBC Model with Financial Intermediaries (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 F. Zerihun, Juncal Cunado 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 (Nicholas Kilimani)
201561: Predicting Global Temperature Anomaly: A Definitive Investigation Using an Ensemble of Twelve Competing Forecasting Models (Hossein Hassani, Emmanuel Sirimal Silva, Rangan Gupta and Sonali Das)
201560: Energy Demand in South Africa: Is it Asymmetric? (Rangan Gupta, Roula Inglesi-Lotz and John W. Muteba Mwamba)
201559: Is Gold an Inflation-Hedge? Evidence from an Interrupted Markov-Switching Cointegration Model (Goodness C. 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 (Svetlana Andrianova, Badi Baltagi, Thorsten Beck, Panicos Demetriades, David Fielding, Stephen G. Hall, Steven F. Koch, Robert Lensink, Johan Rewilak and Peter Rousseau)
201556: The Demand for Reproductive Health Care (Gauthier Tshiswaka-Kashalala and Steven F. Koch)
201555: Globalisation and Conflicts: A Theoretical Approach (Bonginkosi Mamba, Andre C. Jordaan and Mathew 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 A. Gil-Alana, Juncal Cunado and Rangan Gupta)
201552: Forecasting Accuracy Evaluation of Tourist Arrivals: Evidence from Parametric and Non-Parametric Techniques (Hossein Hassani, Emmanuel Sirimal 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 (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 P. 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 A. Asongu and Rangan Gupta)
201540: An Economy-Wide Evaluation of New Power Generation in South Africa: The Case of Kusile and Medupi (Jessica A. Bohlmann, Heinrich R. 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 M. Miller)
201538: Hydroelectricity Consumption and Economic Growth Nexus: Evidence from a Panel of Ten Largest Hydroelectricity Consumers (Nicholas Apergis, Tsangyao Chang, Rangan Gupta and Emmanuel Ziramba)
201537: Identifying Asymmetries between Socially Responsible and Conventional Investments (Nicholas Apergis, Vassilios Babalos, Christina Christou and Rangan Gupta)
201536: A Nonlinear Approach for Predicting Stock Returns and Volatility with the Use of Investor Sentiment Indices (Stelios Bekiros, Rangan Gupta and Clement Kyei)
201535: Bayesian Learning with Multiple Priors and Non-Vanishing Ambiguity (Alexander Zimper and Wei Ma)
201534: Income Inequality: A State-by-State Complex Network Analysis (Perikilis Gogas, Rangan Gupta, Stephen M. Miller, Theophilos Papadimitriou and Georgios Antonios Sarantitis)
201533: Debunking the Myth that a Legal Trade will Solve the Rhino Horn Crisis: A System Dynamics Model for Market Demand (Douglas J. Crookes and James N. Blignaut)
201532: The Relationship between Healthcare expenditures and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis (Guglielmo Maria Caporale, Juncal Cunado, Luis A. Gil-Alana and Rangan Gupta)
201531: The Role of Oil Prices in the Forecasts of South African Interest Rates: A Bayesian Approach (Rangan Gupta and Kevin Kotze)
201530: Optimal Information Transmission (Wei Ma)
201529: Characterising the South African Business Cycle: Is GDP Difference-Stationary or Trend-Stationary in a Markov-Switching Setup? (Mehmet Balcilar, Rangan Gupta, Charl Jooste and Omid Ranjbar)
201528: Persistence, Mean-Reversion and Non-Linearities in CO2 Emissions: The Cases of China, India, UK and US (Luis A. Gil-Alana, Juncal Cunado and Rangan Gupta)
201527: The Short Term Economic Impact of Levying E-Tolls on Industries (Francois J. Stofberg and Jan H. van Heerden)
201526: Education and Fertility: Panel Evidence from sub-Saharan Africa (Carolyn Chisadza and Manoel Bittencourt)
201525: How Independent are the South African Reserve Bank’s Monetary Policy Decisions? Evidence from a Global New-Keynesian DSGE Model (Annari De Waal, Rangan Gupta and Charl Jooste)
201524: International Stock Return Predictability: Is the Role of U.S. Time-Varying? (Goodness C. Aye, Mehmet Balcilar and Rangan Gupta)
201523: Time-Frequency Relationship between U.S. Output with Commodity and Asset Prices (Aviral K. Tiwari, Claudiu T. Albulescu and Rangan Gupta)
201522: The Role of News-Based Uncertainty Indices in Predicting Oil Markets: A Hybrid Nonparametric Quantile Causality Method (Mehmet Balcilar, Stelios Bekiros and Rangan Gupta)
201521: Dynamic Spillovers in the United States: Stock Market, Housing, Uncertainty and the Macroeconomy (Nikolaos Antonakakis, Christophe Andre and Rangan Gupta)
201520: Productive Government Spending and its Consequences for the Growth–Inequality Tradeoff (Yoseph Getachew and Stephen Turnovsky)
201519: The Time-Series Linkages between US Fiscal Policy and Asset Prices (Ghassen El Montasser, Rangan Gupta, Charl Jooste and Stephen M. Miller)
201518: Oil Price Forecastability and Economic Uncertainty (Stelios Bekiros, Rangan Gupta and Alessia Paccagnini)
201517: Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa (Mehmet Balcilar, Rangan Gupta, Renee van Eyden, Kirsten Thompson and Anandamayee Majumdar)
201516: The Macroeconomic Effects of Uncertainty Shocks in India (Lumengo Bonga-Bonga, Rangan Gupta and Charl Jooste)
201515: Modeling Persistence of Carbon Emission Allowance Prices (Luis A. Gil-Alana, Fernando Perez de Gracia and Rangan Gupta)
201514: Causality and Contagion in EMU Sovereign Bonds Revisited: Novel Evidence from Nonlinear Causality Tests (Vassilios Babalos, Clement Kyei and Evangelos I. Poutos)
201513: A Categorisation and Evaluation of Rhino Management Policies (Douglas J. Crookes and James N. Blignaut)
201512: Forecasting the US CPI: Does Nonlinearity Matter? (Marcos Alvarez-Diaz and Rangan Gupta)
201511: Modeling and Forecasting Crude Oil Price Volatility: Evidence from Historical and Recent Data (Thomas Lux, Mawuli K. Segnon and Rangan Gupta)
201510: Do Precious Metal Prices Help in Forecasting South African Inflation? (Mehmet Balcilar, Nico Katzke and Rangan Gupta)
201509: Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns (Nikolaos Antonakakis, Rangan Gupta and Christophe Andre)
201508: On Economic Uncertainty, Stock Market Predictability and Nonlinear Spillover Effects (Stelios Bekiros, Rangan Gupta and Clement Kyei)
201507: Trends and Cycles in Historical Gold and Silver Prices (Luis A. Gil-Alana, Goodness C. Aye and Rangan Gupta)
201506: The Macroeconomic Effects of Government Spending Under Fiscal Foresight (Charl Jooste and Ruthira Naraidoo)
201505: Predicting Stock Returns and Volatility Using Consumption-Aggregate Wealth Ratios: A Nonlinear Approach (Stelios Bekiros and Rangan Gupta)
201504: Inflation-Growth Nexus in Africa: Evidence from a Pooled CCE Multiple Regime Panel Smooth Transition Model (Renee van Eyden, Tolga Omay and Rangan Gupta)
201503: Uncertainty and Crude Oil Returns (Riadh Aloui, Rangan Gupta and Stephen M. Miller)
201502: Assessment of Monetary Union in SADC: Evidence from Cointegration and Panel Unit Root Tests (Mulatu F. Zehirun, Marthinus C. Breitenbach and Francis M. Kemegue)
201501: The Feldstein-Horioka Puzzle in South Africa: A Fractional Cointegration Approach (Luis A. Gil-Alana, Christophe Andre, Rangan Gupta, Tsangyao Chang and Omid Ranjbar)
201486: Causality between Oil and South Africa’s Food Price: Time Varying Approach (Goodness C. Aye)
201485: Oil Price Uncertainty and Savings in South Africa (Diksha Dave and Goodness C. Aye)
201484: Does Oil Price Uncertainty Matter for Stock Returns in South Africa? (Goodness C. Aye)
201483: The Causal Relationship between Energy Consumption and Economic Growth in South Africa: New Evidence from Asymmetric Causality in Frequency Domain (Omid Ranjbar, Tsangyao Chang, Elmarie Nel and Rangan Gupta)
201482: Forecasting Home Sales in the Four Census Regions and the Aggregate US Economy Using Singular Spectrum Analysis (Hossein Hassani, Zara Ghodsi, Rangan Gupta and Mawuli K. Segnon)
201481: Oil Price Shocks and China’s Economy: Reactions of the Monetary Policy to Oil Price Shocks (Won Joong Kim, Shawkat Hammoudeh, Jun Seog Hyun and Rangan Gupta)
201480: Financial Tail Risks and the Shapes of the Extreme Value Distribution: A Comparison between Conventional and Sharia-Compliant Stock Indexes (John W. Muteba Mwamba, Shawkat Hammoudeh and Rangan Gupta)
201479: Are there Multiple Bubbles in the Ethanol-Gasoline Price Ratio of Brazil? (Ghassen El Montasser, Rangan Gupta, Andre Luis Martins and Peter Wanke)
201478: A Simple Method for Computing Equilibria when Asset Markets are Incomplete (Wei Ma)
201477: Energy Efficiency of Selected OECD Countries: A Slacks Based Model with Undesirable Outputs (Nicholas Apergis, Goodness C. Aye, Carlos P. Barros, Rangan Gupta and Peter Wanke)
201476: Are there Asymmetric Causal Relationships between Tourism and Economic Growth in a Panel of G-7 Countries? (Abdulnasser Hatemi-J, Rangan Gupta, Axel Kasongo, Thabo Mboweni and Ndivhuho Netshitenzhe)
201475: Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality (Christian Pierdzioch, Monique B. Reid and Rangan Gupta)
201474: Are there Environmental Kuznets Curves for US State-Level CO2 Emissions? (Nicholas Apergis, Christina Christou and Rangan Gupta)
201473: Monetary Integration in SADC: Assessment of Policy Coordination and Real Effective Exchange Rate Stability (Mulatu F. Zerihun, Marthinus C. Breitenbach and Francis Kemegue)
201472: The Impact of the 2014 Platinum Mining Strike in South Africa: An Economy-Wide Analysis (Heinrich R. Bohlmann, Peter B. Dixon, Maureen T. rimmer and Jan van Heerden)
201471: Did Baltic Stock Markets Offer Diversification Benefits During the Recent Financial Turmoil? Novel Evidence from a Nonparametric Causality in Quantiles Test (Vassilios Babalos, Mehmet Balcilar, Tumisang B. Loate and Shingie Chisoro)
201470: The Impact of Oil Price on South African GDP Growth: A Bayesian Markov Switching-VAR Analysis (Mehmet Balcilar, Renee van Eyden, Josine Uwilingiye and Rangan Gupta)
201469: Time-Varying Causality between Oil and Commodity Prices in the Presence of Structural Breaks and Nonlinearity (Rangan Gupta, Gbeada Josiane Seu Epse Kean, Mpho Asnath Tsebe, Nthabiseng Tsoanamatsie and João Ricardo Sato)
201468: The Relationship between Oil and Agricultural Commodity Prices: A Quantile Causality Approach (Mehmet Balcilar, Shinhye Chang, Rangan Gupta, Vanessa Kasongo and Clement Kyei)
201467: Causal Link between Oil Price and Uncertainty in India (Ghassen El Montasser, Kenza Aggad, Louise Clark, Rangan Gupta and Shannon Kemp)
201466: Is there an Environmental Kuznets Curve for South Africa? A Co-Summability Approach Using a Century of Data (Adnen Ben Nasr, Rangan Gupta and Joao Ricardo Sato)
201465: A Life-Cycle Model with Ambiguous Survival Beliefs (Max Groneck, Alexander Ludwig and Alexander Zimper)
201464: Optimal Public Investment, Growth, and Consumption: Fresh Evidence from African Countries (Augustin Kwasi Fosu, Yoseph Getachew and Thomas H.W. Ziesemer)
201463: On the Directional Accuracy of Inflation Forecasts: Evidence from South African Survey Data (Christian Pierdzioch, Monique B. Reid and Rangan Gupta)
201462: Is Real Per Capita State Personal Income Stationary? New Nonlinear, Asymmetric Panel-Data Evidence (Furkan Emirmahmutoglu, Rangan Gupta, Stephen M. Miller and Tolga Omay)
201461: The Nonparametric Relationship between Oil and South African Agricultural Prices (Ahdi N. Ajmi, Rangan Gupta, Monique Kruger, Nicola Schoeman and Leone Walters)
201460: The Role of Economic Policy Uncertainty in Forecasting US Inflation Using a VARFIMA Model (Mehmet Balcilar, Rangan Gupta and Charl Jooste)
201459: The Asymmetric Effect of Oil Price on Growth across US States (Nicholas Apergis, Alper Aslan, Goodness C. Aye and Rangan Gupta)
201458: Persistence in Precious Metal Prices: A Fractional Integration Approach with Structural Breaks (Luis A. Gil-Alana, Shinhye Chang, Mehmet Balcilar, Goodness C. Aye and Rangan Gupta)
201457: Time-Varying Persistence in US Inflation (Massimiliano Caporin and Rangan Gupta)
201456: Linkages between Financial Sector CDS Spreads and Macroeconomic Influence in a Nonlinear Setting (Amine Lahiani, Shawkat Hammoudeh and Rangan Gupta)
201455: Inflation Forecasts and Forecaster Herding: Evidence from South African Survey Data (Christian Pierdzioch, Monique B. Reid and Rangan Gupta)
201454: Real Estate Returns Predictability Revisited: Novel Evidence from the US REITs Market (Kola Akinsomi, Goodness C. Aye, Vassilios Babalos, Fotini Economou and Rangan Gupta)
201453: Causality between Inflation and Inflation Uncertainty in South Africa: Evidence from a Markov-Switching Vector Autoregressive Model (Adnen Ben Nasr, Mehmet Balcilar, Ahdi N. Ajmi, Goodness C. Aye, Rangan Gupta and Renee van Eyden)
201452: US Inflation Dynamics on Long Range Data (Vasilios Plakandaras, Periklis Gogas, Rangan Gupta and Theophilos Papadimitriou)
201451: Water Taxation and the Double Dividend Hypothesis (Nicholas Kilimani)
201450: Persistence, Mean Reversion and Non-Linearities in US Housing Prices Over 1830-2013 (Luis A. Gil-Alana, Rangan Gupta, Fernando Pereze de Gracia)
201449: The Nexus between Military Expenditures and Economic Growth in the BRICS and the US: A Bootstrap Panel Causality Test (Ming Zhong, Tsangyao Chang, Samrat Goswami and Rangan Gupta)
201448: Revisiting Herding Behavior in REITS: A Regime-Switching Approach (Vassilios Babalos, Mehmet Balcilar and Rangan Gupta)
201447: The Growth-Inflation Nexus for the US over 1801-2013: A Semiparametric Approach (Mehmet Balcilar, Rangan Gupta and Charl Jooste)
201446: Has Oil Price Predicted Stock Returns for Over a Century? (Paresh K. Narayan and Rangan Gupta)
201445: Date Stamping Historical Oil Price Bubbles: 1876-2014 (Itamar Caspi, Nico Katzke and Rangan Gupta)
201444: Forecasting US Real House Price Returns over 1831-2013: Evidence from Copula Models (Rangan Gupta and Anandamayee Majumdar)
201443: Relationship between Happiness and Smoking: A Bootstrap Panel Causality Test (Tsangyao Chang, Hsiao-Ping Chu, Frederick W. Deale and Rangan Gupta)
201442: House Values and Proximity to a Landfill: A Quantile Regression Framework (Mario Du Preez, Mehmet Balcilar, Aarifah Razak, Steven F. Koch and Rangan Gupta)
201441: Stock Price Dynamics and the Business Cycle in an Estimated DSGE Model for South Africa (Michael Paetz and Rangan Gupta)
201440: Analysing South Africa's Inflation Persistence Using an ARFIMA Model with Markov-Switching Fractional Differencing Parameter (Mehmet Balcilar, Rangan Gupta and Charl Jooste)
201439: Is the Rand Really Decoupled from Economic Fundamentals? (Mehmet Balcilar, Rangan Gupta and Charl Jooste)
201438: Research Output and Economic Growth in G7 Countries: New Evidence from Asymmetric Panel Causality Testing (Abdulnasser Hatemi-J, Ahdi N. Ajmi, Ghassen El Montasser, Roula Inglesi-Lotz and Rangan Gupta)
201437: Parameter Uncertainty and Inflation Dynamics in a Model with Asymmetric Central Bank Preferences (Laban K. Chesang and Ruthira Naraidoo)
201436: Real Estate Markets and Uncertainty Shocks: A Variance Causality Approach (Ahdi N. Ajmi, Vassilios Babalos, Fotini Economou and Rangan Gupta)
201435: An Application of a New Seasonal Unit Root Test for Trending and Breaking Series to Industrial Production of the BRICS (Ghassen El Montasser and Rangan Gupta)
201434: The Economic Approach to Fertility: A Causal Mediation Analysis (Gauthier T. Kashalala and Steven F. Koch)
201433: Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index? (Mehmet Balcilar, Charl Jooste, Shawkat Hammoudeh, Rangan Gupta and Vassilios Babalos)
201432: Endogenous Fluctuations in an Endogenous Growth Model with Inflation Targeting (Rangan Gupta and Lardo Stander)
201431: The Relationship between Population Growth and Economic Growth Over 1870-2013: Evidence from a Bootstrapped Panel-Granger Causality Test (Tsangyao Chang, Hsiao-Ping Chu, Frederick W. Deale, Rangan Gupta and Stephen M. Miller)
201430: Dynamic Relationship between Oil Price and Inflation in South Africa (Mehmet Balcilar, Josine Uwilingiye and Rangan Gupta)
201429: Regime Switching Model of US Crude Oil and Stock Market Prices: 1859-2013 (Mehmet Balcilar, Rangan Gupta and Stephen M. Miller)
201428: Forecasting the Price of Gold (Hossein Hassani, Emmanuel S. Silva, Rangan Gupta and Mawuli K. Segnon)
201427: Does Sunspot Numbers Cause Global Temperatures? A Reconsideration Using a Non-Parametric Causality Test (Hossein Hassani, Rangan Gupta, Xu Huang and Mansi Ghodsi)
201426: Can Debt Ceiling and Government Shutdown Predict US Real Stock Returns? A Bootstrap Rolling-Window Approach (Goodness C. Aye, Mehmet Balcilar, Ghassen El Montasser, Rangan Gupta and Nangamso C. Manjezi)
201425: Does the South African Reserve Bank (SARB) Respond to Oil Price Movements? Historical Evidence from the Frequency Domain (Goodness C. Aye, Olorato Gadinabokao and Rangan Gupta)
201424: Using a Natural Experiment to Examine Tobacco Tax Regressivity (Adel Bosch and Steven F. Koch)
201423: A Reinvestigation of the Oil Price and Consumer Price Nexus in South Africa: An Asymmetric Causality Approach (Ahdi N. Ajmi, Vassilios Babalos, Rangan Gupta and Roulof Hefer)
201422: Does Debt Ceiling and Government Shutdown Help in Forecasting the US Equity Risk Premium? (Goodness C. Aye, Frederick W. Deale and Rangan Gupta)
201421: Convergence in U.S. Metropolitan Statistical Areas (Ghassen El Montasser, Rangan Gupta and Devon Smithers)
201420: Is the South African Reserve Bank Influenced by Exchange Rates when Setting Interest Rates? (Charl Jooste and Rangan Gupta)
201419: A Time-Varying Approach of the US Welfare Cost of Inflation (Stephen M. Miller, Luis Filipe Martins and Rangan Gupta)
201418: Forecasting The U.S. Real House Price Index (Vasilios Plakandaras, Rangan Gupta, Periklis Gogas and Theophilos Papadimitriou)
201417: Assessing Regional Variations in the Effect of the Removal of User Fees on Institutional Deliveries in Rural Zambia (Chitalu M. Chama-Chiliba and Steven F. Koch)
201416: Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation (Patrick T. Kanda, Mehmet Balcilar, Pejman Bahramian and Rangan Gupta)
201415: Forecasting the Price of Gold Using Dynamic Model Averaging (Goodness C. Aye, Rangan Gupta, Shawkat Hammoudeh and Won Joong Kim)
201414: Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach (Mehmet Balcilar, Kirsten Thompson, Rangan Gupta and Renee van Eyden)
201413: Revisiting the Causal Relationship between CO2 Emissions and Economic Growth in 12 Asian Countries: Evidence from a Bootstrap Panel Causality Test (Kuei-Chiu Lee, Hsiao-Ping Chu, Tsangyao Chang and Roula Inglesi-Lotz)
201412: Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching (Adnen Ben Nasr, Thomas Lux, Ahdi N. Ajmi and Rangan Gupta)
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 D. 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 N. Ajmi and Rangan Gupta)
201407: Testing for Multiple Bubbles in the BRICS Stock Markets (Tsangyao Chang, Luis A. Gil-Alana, Goodness C. Aye, Rangan Gupta and Omid Ranjbar,)
201406: Nonlinear Econometric Approaches in Testing PPP of SADC Economies towards Monetary Union (Mulatu F. Zerihun, Marthinus C. 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 R. Bohlmann and Martin C. 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 T. Kanda)
201388: Do the Poor Benefit from Devolution Policies? Evidences from Quantile Treatment Effect Evaluation of Joint Forest Management (Dambala Gelo, Steven F. 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 Alvarez-Diaz, 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 a. Gil-Alana and Olaoluwa S. Yaya)
201381: Can the Sharia-Based Islamic Stock Market Returns be Forecasted Using Large Number of Predictors and Models? (Rangan Gupta, Shawkat Hammoudeh, Beatrice D. Simo-Kengne and Soodabeh Sarafrazi)
201380: Cross-Country Evidence on the Causal Relationship between Policy Uncertainty and House Prices (Ghassen El Montasser, Ahdi N. Ajmi, Tsangyao Chang, Beatrice D. Simo-Kengne, Christophe Andre 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 J. Moche, Nara Monkam and Goodness C. 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 C. Aye and Rangan Gupta)
201376: Assessing Fiscal Capacity at the Local Government Level in South Africa (Margaret Chitiga-Mabugu and Nara Monkam)
201375: Persistence and Cycles in Historical Oil Prices Data (Luis A. Gil-Alana and Rangan Gupta)
201374: DSGE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa (Rangan Gupta, Patrick T. Kanda, Mampho P. 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 C. Manjezi and Beatrice D. 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 D. Simo-Kengne, Devon Smithers and Amy B. 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 D. 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 S. Masabala, Beatrice D. Simo-Kengne and Jaco P. Weideman)
201369: The Causal Relationship between Coal Consumption and Economic Growth in the BRICS Countries: Evidence from Panel Granger Causality Tests (Tsangyao Chang, Frederick W. Deale, Rangan Gupta, Roulof Hefer, Roula Inglesi-Lotz and Beatrice D. Simo-Kengne)
201368: Oil Price Uncertainty and Manufacturing Production in South Africa (Goodness C. Aye, Vincent Dadam, Rangan Gupta and Bonginkosi Mamba)
201367: Testing the Impact of Exchange Rate Uncertainty on Exports in South Africa (Goodness C. Aye, Rangan Gupta, Prudence S. 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 M. 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 1890-2012 (Goodness C. Aye and Rangan Gupta)
201361: Causality between Economic Policy Uncertainty across Countries: Evidence from Linear and Nonlinear Tests (Ahdi N. Ajmi, Rangan Gupta and Patrick T. Kanda)
201360: Are Stock Prices Related to Political Uncertainty Index in OECD Countries? Evidence from Bootstrap Panel Causality (Tsangyao Chang, Wen-Yi Chen, Rangan Gupta and Duc Nguyen)
201359: Comovement in Euro Area Housing Prices: A Fractional Cointegration Approach (Christophe Andre, Luis A. Gil-Alana and Rangan Gupta)
201358: Causality between US Economic Policy and Equity Market Uncertainties: Evidence from Linear and Nonlinear Tests (Ahdi N. Ajmi, Goodness C. 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 N. 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 F. Koch and Jeffrey S. 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 Hammodeh, Mampho P. Modise and Duc K. Nguyen)
201350: Time-Varying Causality between Research Output and Economic Growth in the US (Roula Inglesi-Lotz, Mehmet Balcilar and Rangan Gupta)
201349: The Dynamic Relationship between House Prices and Output: Evidence from US Metropolitan Statistical Areas (Nicholas Apergis, Beatrice D. Simo-Kengne, Rangan Gupta and Tsangyao Chang)
201348: Forecasting US Real Private Residential Fixed Investment Using Large Number of Predictors (Goodness C. Aye, Stephen M. Miller, Rangan Gupta and Mehmet Balcilar)
201347: Water Resource Accounts for Uganda: Use and Policy Relevancy (Nicholas Kilimani)
201346: Do we Need a Global VAR Model to Forecast Inflation and Output in South Africa? (Annari de Waal, Renee van Eyden and Rangan Gupta)
201345: The Causal Relationship between Economic Policy Uncertainty and Stock Returns in China and India: Evidence from a Bootstrap Rolling-Window Approach (Xiao-lin Li, Mehmet Balcilar, Rangan Gupta and Tsangyao Chang)
201344: Military Expenditure, Economic Growth and Structural Instability: A Case Study of South Africa (Goodness C. Aye, Mehmet Balcilar, John P. Dunne, Rangan Gupta and Renee van Eyden)
201343: Evolution of Monetary Policy in the US: The Role of Asset Prices (Beatrice D. Simo-Kengne, Stephen M. Miller, Rangan Gupta and Mehmet Balcilar)
201342: Forecasting Indian Macroeconomic Variables Using Medium-Scale VAR Models (Goodness C. Aye, Pami Dua and Rangan Gupta)
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 N. 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 N. Ajmi, Goodness C. 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 D. 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 S. Brink and Steven F. Koch)
201331: User Fee Abolition in South Africa: Re-Evaluating the Impact (Steven F. 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 M. 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 D. Simo-Kengne and Rangan Gupta)
201325: Time-Varying Effects of Housing and Stock Prices on U.S. Consumption (Beatrice D. Simo-Kengne, Stephen M. Miller, Rangan Gupta and Goodness C. 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 C. 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 D. Simo-Kengne and Rangan Gupta)
201321: Testing for Persistence in Housing Price-to-Income and Price-to-Rent Ratios in 16 OECD Countries (Christophe Andre, Luis A. 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 D. 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 D. 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 P. 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 D. 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 C. 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 P. 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 C. Aye, Rangan Gupta, Alain Kaninda, Wendy Nyakabawo, Aarifah Razak)
201308: Housing and the Great Depression (Mehmet Balcilar, Rangan Gupta and Stephen M. 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 C. 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 D. Simo-Kengne, Rangan Gupta and Goodness. C. 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 C. Aye, Mehmet Balcilar, Rangan Gupta, Nicholas Kilimani, Amandine Nakumuryango and Siobhan Redford)
201234: A Greek Wedding in SADC? - Testing for Structural Symmetry (Marthinus C. Breitenbach, Francis Kemegue and Mulatu F. Zerihun)
201233: Testing for Persistence with Breaks and Outliers in South African House Prices (Luis A. Gil-Alana, Goodness C. 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 M. Miller)
201229: Predictive Ability of Competing Models for South Africa’s Fixed Business Non-Residential Investment Spending (Renee van Eyden, Goodness C. Aye and Rangan Gupta)
201228: Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience (Goodness C. Aye, Mehmet Balcilar, Rangan Gupta, Charl Jooste, Stephen M. Miller and Zeynel Abidin Ozdemir)
201227: House Prices and Balance of Trade Dynamics in South Africa: Evidence from an Agnostic Identification Procedure (Beatrice D. Simo-Kengne, Rangan Gupta and Goodness. C. 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 M. Miller)
201225: The Sensitivity of the South African Industrial Sector's Electricity Consumption to Electricity Price Fluctuations (Roula Inlesi-Lotz)
201224: Do Stock Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-Varying Vector Autoregressive Model (Goodness C. Aye, Rangan Gupta and Mampho P. 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 D. Simo-Kengne, Mehmet Balcilar, Rangan Gupta, Monique Reid and Goodness C. 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 C. Aye, Samrat Goswami and Rangan Gupta)
201219: The Abolition of User Fees and the Demand for Health Care: Re-evaluating the Impact (Steven F. Koch)
201218: Efficiency of Optimal Taxation in a Dynamic Stochastic Environment: Case of South Africa (Jacques Kibambe Ngoie and Niek Schoeman)
201217: Evaluation of the Effects of Reduced Personal and Corporate Tax Rates on Growth Rates of the U.S. Economy (Jacques Kibambe 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 R. 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 D. 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 C. Aye, Rangan Gupta and Mampho P. Modise)
201208: Macro Shocks and Real US Stock Prices with Special Focus on the "Great Recession" (Rangan Gupta and Roula Inglesi-Lotz)
201207: Modeling and Policy Analysis of the U.S. Science Sector (Jacques Kibambe Ngoie and Arnold Zellner)
201206: Analysing the Effects of Fiscal Policy Shocks in the South African Economy (Charl Jooste, Guangling "Dave" Liu and Ruthira Naraidoo)
201205: Yet Another Look at the Modernisation Hypothesis: Evidence from Latin America (Manoel Bittencourt)
201204: Real Interest Rate Persistence in South Africa: Evidence and Implications (Sonali Das, Rangan Gupta, Patrick T. Kanda, Monique Reid, Christian K. Tipoy and Mulatu F. Zerihun)
201203: Economic Growth and Government Debt: Evidence from the Young Democracies of Latin America (Manoel Bittencourt)
201202: Are the Effects of Monetary Policy Asymmetric in India? Evidence from a Nonlinear Vector Autoregression Approach (Goodness C. Aye and Rangan Gupta)
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 C. 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 Chitalu 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 W. Riekert and Steven F. 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)
201126: Non-Linearities in the Inflation-Growth Nexus in the SADC Region: A Panel Smooth Transition Regression Approach (Monaheng Seleteng, Manoel Bittencourt and Renee van Eyden)
201125: Coping with Fuel Wood Scarcity: Household Responses in Rural Ethiopia (Abebe Damte, Steven F. Koch and Alemu Mekonnen)
201124: Contingent Valuation of Community Forestry Programs in Ethiopia: Observing Preference Anomalies in Double-Bounded CVM (Dambala Gelo and Steven F. Koch)
201123: The Welfare Effect of Common Property Forestry Rights: Evidence from Ethiopian Villages (Dambala Gelo and Steven F. Koch)
201122: Out-of-Sample Equity Premium Predictability in South Africa: Evidence from a Large Number of Predictors (Rangan Gupta, Mampho P. Modise and Josine Uwilingiye)
201121: Does One Size Fit All? Heterogeneity in the Valuation of Community Forestry Programs? (Dambala Gelo and Steven F. Koch)
201120: Local Municipality Productive Efficiency and Its Determinants in South Africa (Nara F. Monkam)
201119: The Effects of Monetary Policy on Real Farm Prices in South Africa (Goodness C. Aye and Rangan Gupta)
201118: Do House Prices Impact Consumption and Interest Rate? Evidence from OECD Countries Using an Agnostic Identification Procedure (Christophe Andre, Rangan Gupta and Patrick T. Kanda)
201117: The Consistency of Merger Decisions in a Developing Country: The South African Competition Commission (Richard J. Grimbeek, Sunel Grimbeek and Steven F. Koch)
201116: House Prices and Economic Growth in South Africa: Evidence from Provincial-Level Data (Beatrice D. 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 F. Koch)
201110: Property Rights, Institutions and Source of Fuel Wood in Rural Ethiopia (Abebe Damte and Steven F. Koch)
201109: Clean Fuel Saving Technology Adoption in Urban Ethiopia (Abebe Damte and Steven F. Koch)
201108: An Analysis of Specialist Surgeons and their Practices (Steven F. Koch and Jean D. Slabbert)
201107: Macroeconomic Variables and South African Stock Return Predictability (Rangan Gupta and Mampho P. Modise)
201106: Electricty Intensities of the OECD and South Africa: A Comparison (Roula Inglesi-Lotz and James N. Blignaut)
201105: South Africa's Electricty Consumption: A Sectoral Decomposition Analysis (Roula Inglesi-Lotz and James N. Blignaut)
201104: Fiscal Performance and Sustainability of Local Government in South Africa: An Empirical Analysis (Niek J. 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 D. Beyene, Rangan Gupta and Monaheng Seleteng)
201101: Using Large Data Sets to Forecast Sectoral Employment (Rangan Gupta, Alalin Kabundi, Stephen M. 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 D. Simo Kengne)
201028: The Long-Run relationship between Inflation and Real Stock Prices: Empirical Evidence from South Africa (Riona Arjoon, Mariette Botes, Laban K. 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 P. Modise)
201026: Mobilising Tax Revenue to Finance Development: The Case of Property Taxation in Francophone Africa (Nara F. Monkam)
201025: An Empirical Dissemination of the Personal Tax Regime in South Africa Using a Microsimulation Tax Model (Yolande van Heerden and Niek 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 S. Jibao, Niek Schoeman and Ruthira Naraidoo)
201022: Nonlinear Tax Elasticities and their Implications for the Structural Balance (Charl Jooste and Ruthira Naraidoo)
201021: Fractional Multinomial Response Models with an Application to Expenditure Shares (Steven F. Koch)
201020: Semiparametric Stochastic Frontier Analysis of Specialist Surgeon Clinics (Steven F. Koch and Jean D. Slabbert)
201019: Forecasting Key Macroeconomic Variables of the South African Economy: A Small Open Economy New Keyenesian DSGE-VAR Model (Rangan Gupta and Rudi Steinbach)
201018: Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes (Mehmet Balcilar, Rangan Gupta, Anandamayee Majumdar and Stephen M. Miller)
201017: Bubbles in South African House Prices and their Impact on Consumption (Sonali Das, Rangan Gupta and Patrick T. Kanda)
201016: Valuation Ratios and Stock Price Predictability in South Africa: Is it there? (Rangan Gupta and Mampho P. Modise)
201015: The Impact of the International Economic Crisis on Child Poverty in South Africa (Margaret Chitiga, Bernard Decaluwe, Ramos Mabugu, Helene Maisonnave, Veronique Robichaud, Debra Shepherd, Servaas van der Berg and Dieter von Fintel)
201014: Financial Development and Economic Growth in Latin America: Schumpeter is Right! (Manoel Bittencourt)
201013: The Use of a Marshallian Macroeconomic Model for Policy Evaluation: Case of South Africa (Jacques Kibambe Ngoie and Arnold Zellner)
201012: The Impact of Global Economic Crisis on Sub-National Government - Lessons from the Free State Province in South Africa (Helene Maisonnave, Jugal Mahabir, Ramos Mabugu, and Margaret Chitiga)
201011: Inflation and Economic Growth in Latin America: Some Panel Time-Series Evidence (Manoel Bittencourt)
201010: Role of Governance in Explaining Domestic Investment in Nigeria (Olusegun A. Akanbi)
201009: Financial Market Liberalization, Monetary Policy and Housing Price Dynamics (Rangan Gupta, Marius Jurgilas, Stephen M. Miller and Dylan van Wyk)
201008: An In-Sample and Out-of-Sample Empirical Investigation of the Nonlinearity in House Prices of South Africa (Mehmet Balcilar, Rangan Gupta and Zahra Shah)
201007: Forecasting Monetary Rules in South Africa (Ruthira Naraidoo and Ivan Paya)
201006: Financial Asset Prices, Linear and Nonlinear Policy Rules. An In-Sample Assessment of the Reaction Function of the South African Reserve Bank (Ruthira Naraidoo and Kasai Ndahiriwe)
201005: Zone Targeting Monetary Policy Preferences and Financial Market Conditions: A Flexible Nonlinear Policy Reaction Function of the SARB Monetary Policy (Ruthira Naraidoo and Leroi Raputsoane)
201004: Optimal Monetary Policy Reaction Function in a Model with Target Zones and Asymmetric Preferences for South Africa (Ruthira Naraidoo and Leroi Raputsoane)
201003: Border Tax Adjustment to Negate the Impact of an Electricity Generation Tax (Reyno Seymore, Margaret Mabugu and Jan van Heerden)
201002: Evaluating the Welfare Cost of Inflation in a Monetary Endogenous Growth General Equilibrium Model: The Case of South Africa (Rangan Gupta and Josine Uwilingiye)
201001: Private and Public Health Expenditures in an Endogenous Growth Model with Inflation Targeting (Rangan Gupta and Cobus Vermeulen)
200931: Social Ingredients and Conditional Convergence in the Study of Sectoral Growth (Jacques Kibambe, Renee van Eyden and Charlotte du Toit)
200930: Modelling the Impact of Automatic Fiscal Stabilisers on Output Stabilisation in South Africa (Jacques Kibambe and Niek J. Schoeman)
200929: Do Neighbors of Host Countries Matter to Aggregate US FDI Outflows? (Francis M. Kemegue)
200928: Pattern of Interdependence of Aggregate FDI from the Same Source Country (Francis M. Kemegue)
200927: Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals (Rangan Gupta, Alain Kabundi and Stephen M. Miller)
200926: Could We Have Predicted the Recent Downturn in Home Sales of the Four US Census Regions? (Rangan Gupta, Christian K. Tipoy and Sonali Das)
200925: Has the SARB Become More Effective Post Inflation Targeting? (Rangan Gupta, Alain Kabundi and Mampho P. Modise)
200924: An Analysis of the Inward Cross-Border Mergers and Acquisitions in the UK: A Macroeconomic Perspective (Agyenim Boateng, Ruthira Naraidoo and Moshfique M. Uddin)
200923: Financial Market Conditions, Real Time, Nonlinearity and European Central Bank Monetary Policy: In-Sample and Out-of-Sample Assessment (Costas Milas and Ruthira Naraidoo)
200922: Convergence of Metropolitan House Prices in South Africa: A Re-Examination Using Efficient Unit Root Tests (Sonali Das, Rangan Gupta, Patrick A. Kaya)
200921: Polarisation, Populism and Hyperinflation[s]: Some Evidence from Latin America (Manoel Bittencourt)
200920: The Impact of an Electricity Generation Tax on the South African Economy (Reyno Seymore, Philip D. Adams, Margaret Mabugu, Jan van Heerden and James H. Blignaut)
200919: The Competitiveness Effect of a Multilateral Electricity Generation Tax (Reyno Seymore, Margaret Mabugu and Jan van Heerden)
200918: Is Water Shedding Next? (James Blignaut and Jan van Heerden)
200917: Inflation and the Household: Towards a Measurement of the Welfare Costs of Inflation (Steven F. Koch and Adel Bosch)
200916: Equity in Private Health Insurance Coverage in South Africa: 2002-2007 (Steven F. Koch)
200915: Some Benefits of Reducing Inflation in South Africa (Rangan Gupta and Josine Uwilingiye)
200914: Vicious and Virtuous Circles: The Political Economy of Unemployment (Patrick Minford and Ruthira Naraidoo)
200913: Monetary Policy and Housing Dynamics in a Large-Scale Bayesian Vector Autoregressive Model (Rangan Gupta, Marius Jurgilas, Alain Kabundi and Stephen M. Miller)
200912: Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States (Rangan Gupta, Alain Kabundi and Stephen M. Miller)
200911: The Effect of Defense Spending on US Output: A Factor Augmented Vector Autoregression (FAVAR) Approach (Rangan Gupta, Alain Kabundi and Emmanuel Ziramba)
200910: The Economic Rationale for Agricultural Regeneration and Rural Infrastructure Investment in South Africa (N G Meyer, M C Breitenbach, T I Fenyes and A Jooste)
200909: Is the Permanent Income Hypothesis Really Well-Suited for Forecasting? (Rangan Gupta and Emmanuel Ziramba)
200908: The Time-Series Properties of Housing Prices: A Case Study of the Southern California Market (Rangan Gupta and Stephen M. Miller)
200907: Forecasting Real US House Price: Principal Components versus Bayesian Regressions (Rangan Gupta and Alain Kabundi)
200906: Comparing South African Inflation Volatility across Monetary Policy Regimes: An Application of Saphe Cracking (Rangan Gupta and Josine Uwilingiye)
200905: The Effect of Monetary Policy on Real House Price Growth Rate in South Africa: A Factor Augmented Vector Autoregression (FAVAR) Approach (Rangan Gupta, Marius Jurgilas and Alain Kabundi)
200904: Modelling Monetary Policy in South Africa: Focus on Inflation Targeting Era Using a Simple Learning Rule (Ruthira Naraidoo and Rangan Gupta)
200903: The Effect of Monetary Policy on House Price Inflation: A Factor Augmented Vector Autoregression (FAVAR) Approach (Rangan Gupta and Alain Kabundi)
200902: The Blessing of Dimensionality in Forecasting Real House Price Growth in the Nine Census Divisions of the US (Sonali Das, Rangan Gupta and Alain Kabundi)
200901: "Ripple Effects" and Forecasting Home Prices in Los Angeles, Las Vegas and Phoenix (Rangan Gupta and Stephen M. Miller)
200837: Who would Eat More with a Food Voucher Programme in South Africa? (Jan van Heerden)
200836: On the Real Exchange Rate Effects of Higher Electricity Prices in South Africa (Jan van Heerden, James Blignaut and Andre Jordaan)
200835: Child Mortality in Eastern and Southern Africa (Sudhanshu Handa, Steven F. Koch and Shu Wen Ng)
200834: Dynamic Health Care Decisions and Child Health in South Africa (Olufunke A. Alaba and Steven F. Koch)
200833: Should the SARB Have Stayed Time Inconsistent? (Rangan Gupta and Josine Uwilingiye)
200832: Tobacco Substitution and the Poor (Steven F. Koch and Gauthier Tshiswaka-Kashalala)
200831: Could We Have Predicted the Recent Downturn in the South African Housing Market? (Sonali Das, Rangan Gupta and Alain Kabundi)
200830: Forecasting Macroeconomic Variables in a Small Open Economy: A Comparison between Small- and Large-Scale Models (Rangan Gupta and Alain Kabundi)
200829: Optimal Public Policy with Endogenous Mortality (Rangan Gupta and Emmanuel Ziramba)
200828: Finding the Optimum Level of Taxes in South Africa: A Balanced Budget Approach (Yolande Van Heerden and Niek J. Schoeman)
200827: Exchange Rate Puzzles: A Review of the Recent Theoretical and Empirical Developments (Thabo Mokoena, Rangan Gupta and Renee van Eyden)
200826: Conditional Loss Estimation Using a South African Global Error Correcting Macroeconometric Model (Albert H. De Wet, Renee van Eyden and Rangan Gupta)
200825: Time Aggregation, Long-Run Money Demand and the Welfare Cost of Inflation (Rangan Gupta and Josine Uwilingiye)
200824: Health Insurance or Food for the Family? An Examination into Unintended Consequences (Olufunke A. Alaba and Steven F. Koch)
200823: Half-Life Deviations from PPP in the SADC (Thabo Mokoena, Rangan Gupta and Renee van Eyden)
200822: Testing for PPP Using SADC Real Exchange Rates (Thabo Mokoena, Rangan Gupta and Renee van Eyden)
200821: Predicting Downturns in the US Housing Market: A Bayesian Approach (Rangan Gupta and Sonali Das)
200820: Costly Tax Enforcement and Financial Repression: A Reconsideration Using an Endogenous Growth Model (Rangan Gupta and Emmanuel Ziramba)
200819: Misalignment in the Growth-Maximizing Policies under Alternative Assumptions of Tax Evasion (Rangan Gupta and Emmanuel Ziramba)
200818: Costly Tax Enforcement and Financial Repression (Rangan Gupta and Emmanuel Ziramba)
200817: Openness, Bureaucratic Corruption and Public Policy in an Endogenous Growth Model (Rangan Gupta and Emmanuel Ziramba)
200816: Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs (Rangan Gupta and Lain Kabundi)
200815: A Dynamic Factor Model for Forecasting Macroeconomic Variables in South Africa (Rangan Gupta and Alain Kabundi)
200814: Is a DFM Well-Suited for Forecasting Regional House Price Inflation? (Sonali Das, Rangan Gupta and Alain Kabundi)
200813: Spatial Bayesian Methods for Forecasting House Prices in Six Metroplotan Areas of South Africa (Rangan Gupta and Sonali Das)
200812: Returns to Schooling: Skills Accumulation or Information Revelation? (Steven F. Koch and S. Ssekabira Ntege)
200811: Testing for Fractional Integration in SADC Real Exchange Rates (Thabo Mokoena, Rangan Gupta and Renee van Eyden)
200810: Market Microstructure Approach to the Exchange Rate Determination Puzzle (Thabo Mokoena, Rangan Gupta and Renee van Eyden)
200809: Measuring the Welfare Cost of Inflation in South Africa: A Reconsideration (Rangan Gupta and Josine Uwilingiye)
200808: Tax Evasion and Financial Repression: A Reconsideration Using Endogenous Growth Models (Rangan Gupta and Emmanuel Ziramba)
200807: The Impact of Retirement Benefits on Consumption and Saving in South Africa (Vasco C. Nhabinde and Niek J. Schoeman)
200806: Currency Substitution and Financial Repression (Rangan Gupta)
200805: A New-Keynesian DSGE Model for Forecasting the South African Economy (Dave Liu, Rangan Gupta and Eric Schaling)
200804: Measuring the Welfare Cost of Inflation in South Africa (Rangan Gupta and Josine Uwilingiye)
200803: Financial Liberalisation and the Effectiveness of Monetary Policy on House Prices in South Africa (Kasai Ndahiriwe and Rangan Gupta)
200802: Time Aggregation and the Contradictions with Causal Relationships: Can Economic Theory Come to the Rescue? (Rangan Gupta and Kibii Komen)
200801: The General Equilibrium Effects of a Productivity Increase on the Economy and Gender in South Africa (Godbertha Kinyondo and Margaret Mabugu)
200724: Forecasting the South African Economy: A DSGE-VAR Approach (Dave Liu, Rangan Gupta and Eric Schaling)
200723: South Africa's Wood Export Potential Using a Gravity Model Approach (Joel H. Eita and Andre C. Jordaan)
200722: A Causality Analysis between Financial Development and Economic Growth for Botswana (Joel H. Eita and Andre C. Jordaan)
200721: Determinants of South Africa's Exports for Leather Products (Andre C. Jordaan and Joel H. Eita)
200720: Testing the Export-Led Growth Hypothesis for Botswana: A Causality Analysis (Andre C. Jordaan and Joel H. Eita)
200719: Linking Global Economic Dynamics to a South African-Specific Credit Risk Correlation Model (Albert H. De Wet, Renee Van Eyden and Rangan Gupta)
200718: South Africa Trade Liberalization and Poverty in a Dynamic Microsimulation CGE Model (Ramos Mabugu and Margaret Chitiga)
200717: Is Increased Agricultural Protection Beneficial for South Africa? (Ramos Mabugu and Margaret Chitiga)
200716: Poverty and Inequality Effects of a High Growth Scenario in South Africa: A Dynamic Microsimulation CGE Analysis (Ramos Mabugu and Margaret Chitiga)
200715: A Computable General Equilibrium Micro-Simulation Analysis of the Impact of Trade Policies on Poverty in Zimbabwe (Margaret Chitiga, Ramos Mabugu and Tonia Kandiero)
200714: Growth Theory and Application: The Case of South Africa (Dave Liu)
200713: Zimbabwe's Black Market for Foreign Exchange (Albert Makochekanwa)
200712: Zimbabwe's Hyperinflation Money Demand Model (Albert Makochekanwa)
200711: An Empirical Investigation of Capital Flight from Zimbabwe (Albert Makochekanwa)
200710: A Dynamic Enquiry into the Causes of Hyperinflation in Zimbabwe (Albert Makochekanwa)
200709: Temporal Causality between Taxes and Public Expenditures: The Case of South Africa (Kasai Ndahiriwe and Rangan Gupta)
200708: Temporal Causality between Budget Deficit and Interest Rate: The Case of South Africa (Josine Uwilingiye and Rangan Gupta)
200707: The Welfare Implications of Expenditure on Education and Public Expenditure in General in African Countries (Olusegun A. Akanbi and Niek J. Schoeman)
200706: A Panel Bargaining Model within Regional Boundaries of South African Grain Industry (Elizabeth M. Ueckermann, James N. Blignaut, Rangan Gupta)
200705: Modelling Preferences of South African Grain Farmers for Adopting Derivative Contracts Using Discrete Choice Models (Elizabeth M. Ueckermann, James N. Blignaut, Rangan Gupta and J. Raubenheimer)
200704: Bayesian Methods of Forecasting Inventory Investment in South Africa (Rangan Gupta)
200703: Hurdle Models of Alcohol and Tobacco Expenditure in South African Households (Marc' Ground and Steven F. Koch)
200702: Modelling and Forecasting the Metical-Rand Exchange Rate (Samuel Zita and Rangan Gupta)
200701: Forecasting the South African Economy with Gibbs Sampled BVECMs (Rangan Gupta)
200623: R&D, Openness, and Growth (Pei-Pei Chen and Rangan Gupta)
200622: An Investigation of Openness and Growth Using Panel Estimation (Pei-Pei Chen and Rangan Gupta)
200621: A Small-Scale DSGE Model for Forecasting the South African Economy (Guangling "Dave" Liu and Rangan Gupta)
200620: Active versus Passive Policies of Unemployment: Growth and Public Finance Perspectives (Rangan Gupta and Charlotte du Toit)
200619: Trends in South African Household Alcohol Consumption Risk Factors (Steven F. Koch)
200618: Forecasting the South African Economy with VARs and VECMs (Rangan Gupta)
200617: Financial Liberalization and a Possible Growth-Inflation Trade-Off (Rangan Gupta)
200616: An Endogenous Growth Model of a Financially Repressed Small Open Economy (Samrat Goswami and Rangan Gupta)
200615: South African Household Expenditure Patterns: Alcohol Products in 1995 and 2000 (Steven F. Koch, Marc Ground and Dylan van Wyk)
200614: Is Fiscal Policy Sustainable in South Africa? An Application of the Econometric Approach (Gauthier Tshiswaka-Kashalala)
200613: Using a Static Micro-Simulation Model to Evaluate the South African Income Tax System (K. L. Thompson and N. J. Schoeman)
200612: A BVAR Model for the South African Economy (Rangan Gupta and Moses M. Sichei)
200611: Predicting the Economic Impact of the 2010 FIFA World Cup on South Africa (Heinrich R. Bohlmann)
200610: Growth-Effects of Inflation Targeting: The Role of Financial Sector Development (Rangan Gupta)
200609: Evaluating the Impact of Land Redistribution: A CGE Microsimulation Approach to Zimbabwe (Margaret Chitiga and Ramos Mabugu)
200608: Estimating the Equilibrium Real Exchange Rate for Namibia (J. H. Eita and M. M. Sichei)
200607: Quantifying the Potential of Restored Natural Capital to Alleviate Poverty and Help Conserve Nature: A Case Study from South Africa (James Blignaut and Christina Moolman)
200606: Modeling the Marginal Revenue of Water in Selected Agricultural Commodities: A Panel Data Approach (C. E. Moolman, J. N. Blignaut and R. Van Eyden)
200605: Foreign Direct Investment: South Africa's Elixir of Life? (C.E. Moolman, E. L. Roos, J.C. Le Roux and C.B. Du Toit )
200604: Investigating the Bank Lending Channel in South Africa: A VAR Approach (Kirsten L. Ludi and Marc Ground)
200603: Does South Africa Have the Potential and Capacity to Grow at 7 Per Cent?: A Labour Market Perspective (C. B. Du Toit, Renée van Eyden and Marc Ground)
200602: Consumption Behaviour in Zambia: The Linkage to Poverty Alleviation? (Kirsten Ludi)
200601: Financial Liberalization with Productive Public Expenditure and a Curb Market (Rangan Gupta)
200517: Technical Barriers to Trade Faced by South African SMME's (Michael A. Peet and Steven F. Koch)
200516: Love and Addiction: The Importance of Commitment (Steven F. Koch)
200515: Determinants of South Africa-US Intra-Industry Trade in Services (Moses M. Sichei, Chris Harmse and Frans Kanfer )
200514: An Econometric Model of rand-US Dollar Nominal Exchange Rate (Moses M. Sichei, Tewodros G. Gebreselasie and Olusegun A. Akanbi )
200513: An Augmented Gravity Model of South Africa's Exports of Transport Equipments and Machineries (Moses M. Sichei, Jean Luc Erero and Tewodros Gebreselasie)
200512: DEA Applied to a Gauteng Sample of South African Public Hospitals (Jacques Ngoie Kibambe and Steven F. Koch)
200511: The Aid and Maid System: South African Hosehold Data Pitfalls (Steven F. Koch)
200510: Bank Lending Channel in South Africa: Bank-Level Dynamic Panel Data Analysis (Moses. M. Sichei)
200509: The Impact of Hosting a Major Sport Event on the South African Economy (H. R. Bohlmann and J. H. van Heerden)
200508: Revisiting the Inflation-Repression Relationship (Rangan Gupta)
200507: Rational Expectations and the Effects of Financial Liberalization on Price Level and Output (Rangan Gupta)
200506: Financial Liberalization and Inflationary Dynamics in the Context of a Small open Economy (Rangan Gupta)
200505: Financial Liberalization: A Myth or a Miracle Cure? (Rangan Gupta and Andreas G. Karapatakis)
200504: Financial Liberalization and the Dynamics of Inflation, the Nominal Exchange Rate and the Terms of Trade (Rangan Gupta)
200503: Effect of High Yielding Variety of Seeds in the State of West Bengal: An Empirical Quest (Rangan Gupta)
200502: The Macroeconomic Reform and the Demand for Money in India (Basab Dasgupta and Rangan Gupta)
200501: Revisiting the Temporal Causality between Money and Income (Rangan Gupta)
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