11
H index
14
i10 index
507
Citations
University of Pretoria | 11 H index 14 i10 index 507 Citations RESEARCH PRODUCTION: 35 Articles 58 Papers RESEARCH ACTIVITY: 27 years (1995 - 2022). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pey11 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Renee van Eyden. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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South African Journal of Economics | 7 |
Emerging Markets Finance and Trade | 3 |
Economic Modelling | 2 |
Applied Economics | 2 |
Applied Econometrics and International Development | 2 |
The IUP Journal of Monetary Economics | 2 |
Working Papers Series with more than one paper published | # docs |
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Working Papers / University of Pretoria, Department of Economics | 43 |
Working Papers / Economic Research Southern Africa | 8 |
Working Papers / Eastern Mediterranean University, Department of Economics | 4 |
Year | Title of citing document |
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2023 | The Impact of General Election 2018 on Stock Prices: Evidence from Emerging Economy. (2023). Farooq, Umar ; Iqbal, Uzma ; Valappil, Musla ; Tabash, Mosab I. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:27:y:2023:i:4:p:90-113. Full description at Econpapers || Download paper |
2023 | Analyse de leffet empirique de lintégration économique sur la croissance sectorielle en Afrique Subsaharienne: quelle implication de la gouvernance?. (2023). Ayenagbo, Kossi. In: African Development Review. RePEc:bla:afrdev:v:35:y:2023:i:1:p:52-64. Full description at Econpapers || Download paper |
2024 | How Do Oil Prices Affect the GDP and Its Components? New Evidence from a Time-Varying Threshold Model. (2024). Nouira, Ridha ; ben Salem, Leila ; Rault, Christophe ; Saafi, Sami. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11107. Full description at Econpapers || Download paper |
2024 | CAUSAL NEXUS BETWEEN REMITTANCE INFLOW AND ITS DETERMINANTS, 1998-2020: EVIDENCE FROM THE SOUTH AND SOUTHEAST ASIAN LMICS. (2024). Krishna, Muniyor ; Sarma, Angana Parashar. In: Applied Econometrics and International Development. RePEc:eaa:aeinde:v:24:y:2024:i:1_6. Full description at Econpapers || Download paper |
2023 | Oil price volatility: impacts in the Brazilian economy. (2023). , Ledson ; Schommer, Susan ; de Oliveira, Adilson. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00950. Full description at Econpapers || Download paper |
2024 | The dynamics of international patents production: A panel smooth transition regression approach. (2024). Omri, Sofiene ; Jebeniani, Arbia Jihene ; Trabelsi, Jamel. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-01026. Full description at Econpapers || Download paper |
2023 | Pass-through Effects of Oil Prices on LATAM Emerging Stocks before and during COVID-19: An Evidence from a Wavelet -VAR Analysis. (2023). Ahmed, Gouher ; Sisodia, Gyanendra Singh ; Rafiuddin, Aqila ; Tellez, Jesus Cuauhtemoc ; Paramaiah, CH. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-56. Full description at Econpapers || Download paper |
2023 | Modeling and Mediating the Interaction between Oil Prices and Economic Sectors Advancement: The Case of Middle East. (2023). Samara, Husni ; Almaharmeh, Mohammaad ; Aladwan, Mohammad. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-5. Full description at Econpapers || Download paper |
2024 | Research of the non-linear dynamic relationship between global economic policy uncertainty and crude oil prices. (2024). Wang, Longle ; You, Zhe ; Gong, Mengqi ; Ruan, Dapeng. In: Journal of Asian Economics. RePEc:eee:asieco:v:90:y:2024:i:c:s1049007823000933. Full description at Econpapers || Download paper |
2023 | Tourism-led economic growth across the business cycle: Evidence from Europe (1995–2021). (2023). Perez-Montiel, Jose ; Ozcelebi, Oguzhan ; Portella-Carbo, Ferran. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1241-1253. Full description at Econpapers || Download paper |
2023 | Asymmetries in multi-target monetary policy rule and the role of uncertainty: Evidence from China. (2023). Tian, Hao ; Zuo, Yulan ; Long, Shaobo. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:278-296. Full description at Econpapers || Download paper |
2023 | A nonparametric panel data model for examining the contribution of tourism to economic growth. (2023). Zhang, Xibin ; Dogan, Ergun. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323002997. Full description at Econpapers || Download paper |
2024 | Research on human dynamics characteristics under large-scale stock data perturbation. (2024). Huang, Yao ; Yang, Yihe ; Yu, Wei ; Li, Xiaoming ; Luo, YI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001936. Full description at Econpapers || Download paper |
2023 | Commodity exports, financial frictions, and international spillovers. (2023). Otrok, Christopher ; Mohimont, Jolan ; Houssa, Romain. In: European Economic Review. RePEc:eee:eecrev:v:158:y:2023:i:c:s0014292123000946. Full description at Econpapers || Download paper |
2023 | Oil price uncertainty and audit fees: Evidence from the energy industry. (2023). Miao, Xiao ; Zhang, Yun ; Chen, Meng ; Wen, Fenghua. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s014098832300350x. Full description at Econpapers || Download paper |
2024 | Stock market bubbles and the realized volatility of oil price returns. (2024). Pierdzioch, Christian ; Nielsen, Joshua ; Gupta, Rangan. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001403. Full description at Econpapers || Download paper |
2024 | Mitigating energy instability: The influence of trilemma choices, financial development, and technology advancements. (2024). Lee, Chien-Chiang ; Yahya, Farzan. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002251. Full description at Econpapers || Download paper |
2023 | Is refined oil price regulation a “shock absorber” for crude oil price shocks?. (2023). Wang, Shouyang ; Jiao, Jianbin ; Hu, YI ; Zhang, QI. In: Energy Policy. RePEc:eee:enepol:v:173:y:2023:i:c:s0301421522005882. Full description at Econpapers || Download paper |
2024 | How do oil prices affect the GDP and its components? New evidence from a time-varying threshold model. (2024). Rault, Christophe ; Saafi, Sami ; Nouira, Ridha ; ben Salem, Leila. In: Energy Policy. RePEc:eee:enepol:v:190:y:2024:i:c:s0301421524001824. Full description at Econpapers || Download paper |
2024 | Stock market prices and Dividends in the US: Bubbles or Long-run equilibria relationships?. (2024). YAYA, OLAOLUWA ; Gil-Alana, Luis ; Dettoni, Robinson. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002515. Full description at Econpapers || Download paper |
2023 | Forecasting the conditional distribution of realized volatility of oil price returns: The role of skewness over 1859 to 2023. (2023). Plakandaras, Vasilios ; Pierdzioch, Christian ; GUPTA, RANGAN ; Ji, Qiang. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323008735. Full description at Econpapers || Download paper |
2023 | Natural resources and financial development: Role of corporate social responsibility on green economic growth in Vietnam. (2023). Le, Thanh Tiep ; Cai, LU. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s030142072200722x. Full description at Econpapers || Download paper |
2023 | Forecasting on metal resource spot settlement price: New evidence from the machine learning model. (2023). Zhang, YI ; Li, Chongyang ; Shi, Tao. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000685. Full description at Econpapers || Download paper |
2023 | Investigating price fluctuations in copper futures: Based on EEMD and Markov-switching VAR model. (2023). Zhou, NA ; Su, Hui ; Wang, Yuli ; Bi, Zhiwei ; Wu, Qiaosheng. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s030142072300226x. Full description at Econpapers || Download paper |
2023 | Natural resources for policy makers: Revisiting COVID-19 perspective of aggregate South Asian economies. (2023). Xu, Zhaoyi ; Zhang, Jia ; Yang, Xiaoming. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723004427. Full description at Econpapers || Download paper |
2023 | Sustainable economic performance and natural resource price volatility in the post-covid-pandemic: Evidence using GARCH models in Chinese context. (2023). Paramaiah, CH ; Do, Hai Dung ; Pham, Thuy Dung ; Shamansurova, Zilola ; Duong, Nam Tien. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723008498. Full description at Econpapers || Download paper |
2023 | Examining the interplay of green bonds and fossil fuel markets: The influence of investor sentiments. (2023). Wang, Jingxin ; Zhang, Kuo ; Huang, Leping ; Zhu, Yingfu. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723008826. Full description at Econpapers || Download paper |
2023 | Study of the impact of crude oil prices on economic output and inflation in Saudi Arabia. (2023). Alshehry, Atef ; Aljazea, Ahmed ; Belloumi, Mounir. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723008905. Full description at Econpapers || Download paper |
2024 | Volatility forecasting of crude oil futures based on Bi-LSTM-Attention model: The dynamic role of the COVID-19 pandemic and the Russian-Ukrainian conflict. (2024). Du, Pei ; Liu, Tianli ; Xu, Yan. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723010309. Full description at Econpapers || Download paper |
2024 | Crude oil volatility spillover and stock market returns across the COVID-19 pandemic and post-pandemic periods: An empirical study of China, US, and India. (2024). Bibi, Sidra ; Wang, Hui ; Mao, Zhouheng. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723010449. Full description at Econpapers || Download paper |
2024 | Is there a relationship between economic growth and natural resource commodity price volatility? Evidence from China. (2024). Wang, Yong ; Zhao, Wenhao ; Zhang, RU. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011029. Full description at Econpapers || Download paper |
2024 | Economic policy uncertainty and natural resources commodity prices: A comparative analysis of pre- and post-pandemic quantile trends in China. (2024). Zhang, Chunguang ; Du, HE. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011698. Full description at Econpapers || Download paper |
2024 | Asymmetric linkages among fintech, oil prices, governance, and growth in Southeast Asian economies. (2024). Yang, Ziqi ; Liu, Dongwang. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s030142072301228x. Full description at Econpapers || Download paper |
2024 | Gold, platinum and the predictability of bubbles in global stock markets. (2024). Demirer, Riza ; Nielsen, Joshua ; Gupta, Rangan ; Gabauer, David. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724001752. Full description at Econpapers || Download paper |
2024 | Influence of oil prices and precious metals on green growth: Role of digitization in BRICS region. (2024). Zuo, Xiaoming ; Wu, Jianpeng ; Zhou, Qiyun. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724003271. Full description at Econpapers || Download paper |
2023 | The sources of economic uncertainty: Evidence from eurozone markets. (2023). Liosi, Konstantina. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:69:y:2023:i:c:s1042444x23000300. Full description at Econpapers || Download paper |
2024 | Economic policy uncertainty as an indicator of abrupt movements in the US stock market. (2024). Pantelidis, Theologos ; Tzika, Paraskevi. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:93-103. Full description at Econpapers || Download paper |
2023 | Analyzing the differential impacts of financial sector development on remittance inflows. (2023). Fayissa, Bichaka ; Nsiah, Christian ; Wu, Chen. In: Research in Economics. RePEc:eee:reecon:v:77:y:2023:i:2:p:239-250. Full description at Econpapers || Download paper |
2023 | Nexus between CO2 emissions, renewable energy consumption, militarisation, and economic growth in South Africa: Evidence from using novel dynamic ARDL simulations. (2023). Saba, Charles Shaaba. In: Renewable Energy. RePEc:eee:renene:v:205:y:2023:i:c:p:349-365. Full description at Econpapers || Download paper |
2023 | Role of renewable energy investment and geopolitical risk in green finance development: Empirical evidence from BRICS countries. (2023). Chang, Lei ; Lin, Huifang ; Zhou, Jianwen ; Wu, Hao ; Dong, Chunlong. In: Renewable Energy. RePEc:eee:renene:v:207:y:2023:i:c:p:234-241. Full description at Econpapers || Download paper |
2023 | The role of renewable energy in hedging against oil price risks: A study of OECD net oil importers. (2023). Kim, Dowon ; Jin, Taeyoung. In: Renewable Energy. RePEc:eee:renene:v:218:y:2023:i:c:s0960148123012405. Full description at Econpapers || Download paper |
2023 | The impacts of oil price volatility on financial stress: Is the COVID-19 period different?. (2023). GUPTA, RANGAN ; Ji, Qiang ; Kim, Won Joong ; Sheng, Xin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:520-532. Full description at Econpapers || Download paper |
2024 | Are REITS hedge or safe haven against oil price fall?. (2024). Andraz, Jorge ; Hanif, Waqas ; Teplova, Tamara ; Gubareva, Mariya. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1-16. Full description at Econpapers || Download paper |
2024 | The labor market impact of inflation uncertainty: Evidence from Sub-Saharan Africa. (2024). Kassouri, Yacouba. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1514-1528. Full description at Econpapers || Download paper |
2023 | The non-linear response of US state-level tradable and non-tradable inflation to oil shocks: The role of oil-dependence. (2023). GUPTA, RANGAN ; Ji, Qiang ; Marfatia, Hardik A ; Sheng, Xin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002161. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Impact of Oil Price on Economic Growth of OECD Countries: A Dynamic Panel Data Analysis. (2023). Dammika, N P ; I. A. D. D. W. Rukshan, ; Ravindra, N P. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:6:p:4888-:d:1092404. Full description at Econpapers || Download paper |
2024 | How Do Oil Prices Affect the GDP and Its Components? New Evidence from a Time-Varying Threshold Model. (2024). Rault, Christophe ; Saafi, Sami ; Nouira, Ridha ; ben Salem, Leila. In: IZA Discussion Papers. RePEc:iza:izadps:dp16970. Full description at Econpapers || Download paper |
2023 | The impact of oil price changes on industrial production: a panel smooth-transition approach on G7 countries. (2023). Shiva, Mehdi ; Moayyed, Majid. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:20:y:2023:i:4:d:10.1007_s10368-023-00573-w. Full description at Econpapers || Download paper |
2023 | Does Quantitative Easing Affect People’s Personal Financial Situation and Economic Inequality? The View of the German Population. (2020). Hayo, Bernd. In: MAGKS Papers on Economics. RePEc:mar:magkse:202023. Full description at Econpapers || Download paper |
2023 | An Evaluation of the Optimal Inflation Target for Economic Growth in Nigeria. (2023). Amali, Ebele ; Falegan, Joseph Ifeolu. In: Journal of Social Science Studies. RePEc:mth:jsss88:v:10:y:2023:i:1:p:1. Full description at Econpapers || Download paper |
2023 | Monetary Policy Shocks and Multi-Scale Positive and Negative Bubbles in an Emerging Country: The Case of India. (2023). GUPTA, RANGAN ; Nielsen, Joshua ; Nel, Jacobus ; Cepni, Oguzhan. In: Working Papers. RePEc:pre:wpaper:202305. Full description at Econpapers || Download paper |
2023 | Stock Market Volatility and Multi-Scale Positive and Negative Bubbles. (2023). Pierdzioch, Christian ; Nielsen, Joshua ; Nel, Jacobus ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202310. Full description at Econpapers || Download paper |
2023 | Gold-to-Platinum Price Ratio and the Predictability of Bubbles in Financial Markets. (2023). Demirer, Riza ; Nielsen, Joshua ; Gupta, Rangan ; Gabauer, David. In: Working Papers. RePEc:pre:wpaper:202317. Full description at Econpapers || Download paper |
2023 | theinherentuncertaintiesinoutputgapestimationasouthafricanperspective. (2023). Vermeulen, Cobus. In: Working Papers. RePEc:rbz:wpaper:11051. Full description at Econpapers || Download paper |
2023 | US-Financial Conditions and Macro-economy of Emerging Markets. (2023). Jabeen, Hummaira. In: Journal of Policy Research (JPR). RePEc:rfh:jprjor:v:9:y:2023:i:1:p:51-63. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | The Financial Conditions Index as an additional tool for policymakers in developing countries: the Mexican case. (2023). Vivero, Ana Laura ; Napolitano, Oreste ; Salvatore, Capasso. In: CSEF Working Papers. RePEc:sef:csefwp:664. Full description at Econpapers || Download paper |
2023 | Do U.S. economic conditions at the state level predict the realized volatility of oil-price returns? A quantile machine-learning approach. (2023). GUPTA, RANGAN ; Pierdzioch, Christian. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00435-5. Full description at Econpapers || Download paper |
2023 | Symmetric and asymmetric GARCH estimations of the impact of oil price uncertainty on output growth: evidence from the G7. (2023). Usman, Ojonugwa ; Olasehinde-Williams, Godwin O ; Olanipekun, Ifedolapo O ; Alao, Saheed ; Alhassan, Abdul Kareem. In: Letters in Spatial and Resource Sciences. RePEc:spr:lsprsc:v:16:y:2023:i:1:d:10.1007_s12076-023-00325-z. Full description at Econpapers || Download paper |
2023 | The asymmetric impact of oil price uncertainty on emerging market financial stress: A quantile regression approach. (2023). Dutta, Anupam ; Das, Debojyoti ; Ghosh, Indranil ; Jana, Rabin K. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:4299-4323. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2010 | Loan Portfolio Conditional Loss Estimation Using an Error-Correcting Macroeconometric Model In: The African Finance Journal. [Full Text][Citation analysis] | article | 1 |
2006 | Modelling the marginal revenue of water in selected agricultural commodities: A panel data approach In: Agrekon. [Full Text][Citation analysis] | article | 4 |
2006 | Modeling the Marginal Revenue of Water in Selected Agricultural Commodities: A Panel Date Approach.(2006) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2017 | The Impact of Oil Price on South African GDP Growth: A Bayesian Markov Switching-VAR Analysis In: African Development Review. [Full Text][Citation analysis] | article | 34 |
2014 | The impact of oil price on South African GDP growth: A Bayesian Markov Switching-VAR analysis.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 34 | paper | |
2014 | The impact of oil price on South African GDP growth: A Bayesian Markov Switching-VAR analysis.(2014) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 34 | paper | |
1995 | An Econometric Model for Monetary Policy in South Africa In: South African Journal of Economics. [Full Text][Citation analysis] | article | 3 |
2001 | VARIABLE PARAMETER ESTIMATION OF CONSUMER PRICE EXPECTATIONS FOR THE SOUTH AFRICAN ECONOMY In: South African Journal of Economics. [Full Text][Citation analysis] | article | 0 |
2003 | A LABOUR MODEL FOR SOUTH AFRICA In: South African Journal of Economics. [Full Text][Citation analysis] | article | 5 |
2009 | TESTING FOR PPP USING SADC REAL EXCHANGE RATES In: South African Journal of Economics. [Full Text][Citation analysis] | article | 7 |
2008 | Testing for PPP Using SADC Real Exchange Rates.(2008) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2009 | TESTING FOR FRACTIONAL INTEGRATION IN SOUTHERN AFRICAN DEVELOPMENT COMMUNITY REAL EXCHANGE RATES In: South African Journal of Economics. [Full Text][Citation analysis] | article | 1 |
2014 | Monetary policy and inflation in South Africa: A VECM augmented with foreign variables In: South African Journal of Economics. [Full Text][Citation analysis] | article | 3 |
2012 | Monetary policy and inflation in South Africa: A VECM augmented with foreign variables.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2012 | Monetary policy and inflation in South Africa: A VECM augmented with foreign variables.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2015 | Inflation and Economic Growth: Evidence from the Southern African Development Community In: South African Journal of Economics. [Full Text][Citation analysis] | article | 18 |
2021 | The Effect of Macroeconomic Uncertainty on Housing Returns and Volatility: Evidence from US State-Level Data In: GRU Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
2021 | The Effect of Macroeconomic Uncertainty on Housing Returns and Volatility: Evidence from US State-Level Data.(2021) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2014 | The evolution and contribution of technological progress to the South African economy: Growth accounting and Kalman filter application In: Applied Econometrics and International Development. [Full Text][Citation analysis] | article | 2 |
2009 | Half-Life Deviations from PPP in the South African Development Community (SADC) In: Applied Econometrics and International Development. [Full Text][Citation analysis] | article | 3 |
2019 | Oil price volatility and economic growth: Evidence from advanced economies using more than a century’s data In: Applied Energy. [Full Text][Citation analysis] | article | 117 |
2009 | Linking global economic dynamics to a South African-specific credit risk correlation model In: Economic Modelling. [Full Text][Citation analysis] | article | 10 |
2007 | Linking Global Economic Dynamics to a South African-Specific Credit Risk Correlation Model.(2007) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2013 | Non-linearities in inflation–growth nexus in the SADC region: A panel smooth transition regression approach In: Economic Modelling. [Full Text][Citation analysis] | article | 47 |
2015 | Causality between inflation and inflation uncertainty in South Africa: Evidence from a Markov-switching vector autoregressive model In: Emerging Markets Review. [Full Text][Citation analysis] | article | 19 |
2014 | Causality between Inflation and Inflation Uncertainty in South Africa: Evidence from a Markov-Switching Vector Autoregressive Model.(2014) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
2021 | The impact of disaggregated oil shocks on state-level real housing returns of the United States: The role of oil dependence In: Finance Research Letters. [Full Text][Citation analysis] | article | 5 |
2020 | The Impact of Disaggregated Oil Shocks on State-Level Real Housing Returns of the United States: The Role of Oil Dependence.(2020) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2016 | Testing the asymmetric effects of financial conditions in South Africa: A nonlinear vector autoregression approach In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 31 |
2014 | Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 31 | paper | |
2014 | Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 31 | paper | |
2014 | Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach.(2014) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 31 | paper | |
2017 | The impact of US policy uncertainty on the monetary effectiveness in the Euro area In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 22 |
2018 | Comparing the forecasting ability of financial conditions indices: The case of South Africa In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 10 |
2015 | Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2015 | Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa.(2015) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2012 | The monetary transmission mechanism in South Africa: A VECM augmented with foreign variables In: EcoMod2012. [Full Text][Citation analysis] | paper | 0 |
2013 | The impact of economic shocks in the rest of the world on South Africa: Evidence from a global VAR model In: EcoMod2013. [Citation analysis] | paper | 3 |
2015 | Identifying an index of financial conditions for South Africa In: Studies in Economics and Finance. [Full Text][Citation analysis] | article | 7 |
2009 | Market Microstructure Approach to the Exchange Rate Determination Puzzle In: The IUP Journal of Monetary Economics. [Citation analysis] | article | 1 |
2008 | Market Microstructure Approach to the Exchange Rate Determination Puzzle.(2008) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2010 | Exchange Rate Puzzles: A Review of the Recent Theoretical and Empirical Developments In: The IUP Journal of Monetary Economics. [Citation analysis] | article | 0 |
2008 | Exchange Rate Puzzles: A Review of the Recent Theoretical and Empirical Developments.(2008) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2014 | Harnessing remittances through formal channels for development in sub-saharan Africa In: Journal of Developing Areas. [Full Text][Citation analysis] | article | 1 |
2015 | Testing the Out-of-Sample Forecasting Ability of a Financial Conditions Index for South Africa In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 4 |
2013 | Testing the Out-of-Sample Forecasting Ability of a Financial Conditions Index for South Africa.(2013) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2015 | Can We Beat the Random-Walk Model for the South African Rand–U.S. Dollar and South African Rand–UK Pound Exchange Rates? Evidence from Dynamic Model Averaging In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 3 |
2016 | The Impact of Economic Shocks in the Rest of the World on South Africa: Evidence from a Global VAR In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 12 |
2013 | The impact of economic shocks in the rest of the world on South Africa: Evidence from a global VAR.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2006 | Does South Africa Have the Potential and Capacity to Grow at 7 Per Cent?: A Labour Market Perspective In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
2008 | Testing for Fractional Integration in SADC Real Exchange Rates In: Working Papers. [Citation analysis] | paper | 2 |
2008 | Half-Life Deviations from PPP in the SADC In: Working Papers. [Citation analysis] | paper | 2 |
2008 | Conditional Loss Estimation Using a South African Global Error Correcting Macroeconometric Model In: Working Papers. [Citation analysis] | paper | 1 |
2009 | Social Ingredients and Conditional Convergence in the Study of Sectoral Growth In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2018 | An institutional comparison of private shareholding in the central banks of South Africa and Turkey.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2011 | Remittance Inflows to Sub-Saharan Africa: The Case of SADC In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
2011 | What Drives Remittance Inflows to Sub-Saharan Africa? A Dynamic Panel Approach In: Working Papers. [Full Text][Citation analysis] | paper | 15 |
2011 | What drives remittance inflows to Sub-Saharan Africa: A Dynamic Panel Approach.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
2011 | REMITTANCES AND THE DUTCH DISEASE IN SUB-SAHARAN AFRICA: A DYNAMIC PANEL APPROACH In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
2011 | Remittances and the Dutch disease in Sub-Saharan Africa. A Dynamic Panel Approach.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2014 | Remittances and the Dutch Disease in Sub-Saharan Africa: A Dynamic Panel Approach.(2014) In: Contemporary Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
2011 | Intertemporal portfolio allocation and hedging demand: An application to South Africa In: Working Papers. [Citation analysis] | paper | 2 |
2014 | Intertemporal portfolio allocation and hedging demand: an application to South Africa.(2014) In: Journal of Business Economics and Management. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2012 | Predictive Ability of Competing Models for South Africa’s Fixed Business Non- Residential Investment Spending In: Working Papers. [Citation analysis] | paper | 0 |
2013 | FORECASTING THE RAND-DOLLAR AND RAND-POUND EXCHANGE RATES USING DYNAMIC MODEL AVERAGING In: Working Papers. [Citation analysis] | paper | 3 |
2013 | Identifying a financial conditions index for South Africa In: Working Papers. [Citation analysis] | paper | 1 |
2013 | Military Expenditure, Economic Growth and Structural Instability: A Case Study of South Africa In: Working Papers. [Citation analysis] | paper | 19 |
2014 | Military expenditure, economic growth and structural instability: a case study of South Africa.(2014) In: Defence and Peace Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | article | |
2013 | Do we need a global VAR model to forecast inflation and output in South Africa? In: Working Papers. [Citation analysis] | paper | 6 |
2015 | Do we need a global VAR model to forecast inflation and output in South Africa?.(2015) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
2013 | Inflation and Economic Growth in the SADC: Some Panel Time-Series Evidence In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | Inflation and Economic Growth in the SADC: Some Panel Time-Series Evidence.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2013 | Time-Varying Linkages between Tourism Receipts and Economic Growth in South Africa In: Working Papers. [Citation analysis] | paper | 22 |
2014 | Time-varying linkages between tourism receipts and economic growth in South Africa.(2014) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | article | |
2015 | Inflation-Growth Nexus in Africa: Evidence from a Pooled CCE Multiple Regime Panel Smooth Transition Model In: Working Papers. [Citation analysis] | paper | 3 |
2016 | Effectiveness of Monetary Policy in the Euro Area: The Role of US Economic Policy Uncertainty In: Working Papers. [Citation analysis] | paper | 9 |
2018 | Oil Price Volatility and Economic Growth: Evidence from Advanced OECD Countries using over One Century of Data In: Working Papers. [Citation analysis] | paper | 2 |
2019 | Impact of Oil Price Volatility on State-Level Consumption of the United States: The Role of Oil Dependence In: Working Papers. [Citation analysis] | paper | 1 |
2020 | The Impact of Disaggregated Oil Shocks on State-Level Consumption of the United States In: Working Papers. [Citation analysis] | paper | 2 |
2021 | The impact of disaggregated oil shocks on state-level consumption of the United States.(2021) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2020 | A Sequence to Reverse Poverty: Institutions, State Capacity and Human Empowerment In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | A Sequence to Reverse Poverty: Institutions, State Capacity and Human Empowerment.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2021 | Fostering Human Empowerment through Education: The Road to Progressive Political Institutions In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2021 | Rare Disaster Risks and Volatility of the Term-Structure of US Treasury Securities: The Role of El Nino and La Nina Events In: Working Papers. [Citation analysis] | paper | 0 |
2021 | Firm-level Business Uncertainty and the Predictability of the Aggregate U.S. Stock Market Volatility during the COVID-19 Pandemic In: Working Papers. [Citation analysis] | paper | 0 |
2021 | Climate Risks and U.S. Stock-Market Tail Risks: A Forecasting Experiment Using over a Century of Data In: Working Papers. [Citation analysis] | paper | 0 |
2022 | The Heterogeneous Impact of Temperature Growth on Real House Price Returns across the US States In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2022 | Is Inflation Uncertainty a Self-Fulfilling Prophecy? The Inflation-Inflation Uncertainty Nexus and Inflation Targeting in South Africa In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2022 | Investor Sentiment and Multi-Scale Positive and Negative Stock Market Bubbles in a Panel of G7 Countries In: Working Papers. [Citation analysis] | paper | 10 |
2014 | Inflation and Economic Growth: Evidence from the Southern African Development Countries In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
2022 | Contagion across financial markets during COVID-19: A look at volatility spillovers between the stock and foreign exchange markets in South Africa In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2022 | CONTAGION ACROSS FINANCIAL MARKETS DURING COVID-19: A LOOK AT VOLATILITY SPILLOVERS BETWEEN THE STOCK AND FOREIGN EXCHANGE MARKETS IN SOUTH AFRICA.(2022) In: Annals of Financial Economics (AFE). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2018 | Inflation–growth nexus: evidence from a pooled CCE multiple-regime panel smooth transition model In: Empirical Economics. [Full Text][Citation analysis] | article | 9 |
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