11
H index
12
i10 index
346
Citations
University of Pretoria | 11 H index 12 i10 index 346 Citations RESEARCH PRODUCTION: 31 Articles 54 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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 | 6 |
Emerging Markets Finance and Trade | 3 |
Economic Modelling | 2 |
The IUP Journal of Monetary Economics | 2 |
Applied Economics | 2 |
Applied Econometrics and International Development | 2 |
Working Papers Series with more than one paper published | # docs |
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Working Papers / University of Pretoria, Department of Economics | 40 |
Working Papers / Economic Research Southern Africa | 7 |
Working Papers / Eastern Mediterranean University, Department of Economics | 4 |
Year | Title of citing document |
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2021 | Threshold Effect of Inflation on Agricultural Growth: Evidence from Developing Countries. (2021). Odhiambo, Nicholas ; Aye, Goodness C. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:25:y:2021:i:2:p:28-50. Full description at Econpapers || Download paper |
2021 | Time-Varying Network Connectedness of G-7 Economic Policy Uncertainties: A Locally Stationary TVP-VAR Approach. (2021). Polat, Onur. In: World Journal of Applied Economics. RePEc:ana:journl:v:7:y:2021:i:2:p:47-59. Full description at Econpapers || Download paper |
2020 | Asymmetric Responses of Oil Price Shocks on Economic Growth in Algeria: An Empirical Analysis through NARDL Approach. (2020). BENBOUZIANE, Mohamed ; Driouche, Dahmani Mohamed ; Mohamed, Benbouziane ; Moussa, Chenini ; Manel, Attouchi. In: Energy Economics Letters. RePEc:asi:eneclt:2020:p:74-93. Full description at Econpapers || Download paper |
2020 | A Markovâ€switching analysis of Nigerias business cycles: Are election cycles important?. (2020). Olakojo, Solomon. In: African Development Review. RePEc:bla:afrdev:v:32:y:2020:i:1:p:67-79. Full description at Econpapers || Download paper |
2020 | The direct and indirect risk impacts on remittances: A cross?regional specific effects. (2020). Guetat, Imene ; Sridi, Dorsaf. In: African Development Review. RePEc:bla:afrdev:v:32:y:2020:i:3:p:288-302. Full description at Econpapers || Download paper |
2021 | Efficiency of Tanzanias foreign exchange market. (2021). Kazungu, Khatibu ; Epaphra, Manamba. In: African Development Review. RePEc:bla:afrdev:v:33:y:2021:i:2:p:368-381. Full description at Econpapers || Download paper |
2021 | AN OVERVIEW OF DYNAMIC MODEL AVERAGING TECHNIQUES IN TIME?SERIES ECONOMETRICS. (2021). Nonejad, Nima. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:2:p:566-614. Full description at Econpapers || Download paper |
2020 | The South African Financial Cycle and its Relation to Household Deleveraging. (2020). Koch, Steven F ; Bosch, Adel . In: South African Journal of Economics. RePEc:bla:sajeco:v:88:y:2020:i:2:p:145-173. Full description at Econpapers || Download paper |
2020 | Economic Development and South Africa: 25 Years Analysis (1994 to 2019). (2020). Dhamija, Pavitra. In: South African Journal of Economics. RePEc:bla:sajeco:v:88:y:2020:i:3:p:298-322. Full description at Econpapers || Download paper |
2020 | Non?linear Effects of Inflation on Economic Growth in the Democratic Republic of the Congo. (2020). Yemba, Boniface ; Woodburne, Paul ; Kitenge, Erick. In: South African Journal of Economics. RePEc:bla:sajeco:v:88:y:2020:i:4:p:536-550. Full description at Econpapers || Download paper |
2021 | Testing the asymmetric effects of exchange rate pass?through in BRICS countries: Does the state of the economy matter?. (2021). Wohar, Mark ; USMAN, OJONUGWA ; Roubaud, David ; Balcilar, Mehmet. In: The World Economy. RePEc:bla:worlde:v:44:y:2021:i:1:p:188-233. Full description at Econpapers || Download paper |
2020 | Causal relationships between inflation and inflation uncertainty. (2020). JAWADI, Fredj ; Barnett, William ; William, Barnett ; ZIED, FTITI . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:5:p:26:n:4. Full description at Econpapers || Download paper |
2020 | Macro Stress Testing Credit Risk: Case of Madagascar Banking Sector. (2020). Rakotonirainy, Miora ; Razafindravonona, Jean ; Rasolomanana, Christian. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:9:y:2020:i:2:p:199-218. Full description at Econpapers || Download paper |
2020 | Uncertainty and Effectiveness of Monetary Policy: A Bayesian Markov Switching-VAR Analysis. (2020). Kamaiah, Bandi ; Nain, Zulquar. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:9:y:2020:i:si:p:237-265. Full description at Econpapers || Download paper |
2021 | Revisiting inflation and growth nexus in Bangladesh: an asymmetric cointegration based on non-linear ARDL approach. (2021). Hossain, Mohammed Akter ; Majumder, Alauddin ; Ahmed, Zobayer ; Acet, Hakan. In: Revista Finanzas y Politica Economica. RePEc:col:000443:019740. Full description at Econpapers || Download paper |
2021 | Handbook of Real Estate and Macroeconomics: An Introduction. (2021). Leung, Charles. In: ISER Discussion Paper. RePEc:dpr:wpaper:1137. Full description at Econpapers || Download paper |
2020 | OIL PRICE AND ECONOMIC GROWTH OF OIL-IMPORTING COUNTRIES: A REVIEW OF INTERNATIONAL LITERATURE. (2020). Odhiambo, Nicholas ; Akinsola, Motunrayo. In: Applied Econometrics and International Development. RePEc:eaa:aeinde:v:20:y:2020:i:1_9. Full description at Econpapers || Download paper |
2020 | Effects of oil price shocks on economic sectors of net oil-importing countries: case of Togo. (2020). Kebalo, Lleng. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00460. Full description at Econpapers || Download paper |
2021 | The implications of globalisation for the ECB monetary policy strategy. (2021). Schmitz, Martin ; Lastauskas, Povilas ; Kataryniuk, Iván ; JOCHEM, Axel ; Gunnella, Vanessa ; Georgiadis, Georgios ; Fontagné, Lionel ; Feldkircher, Martin ; Everett, Mary ; Carvalho, Daniel ; Labhard, Vincent ; Bricongne, Jean-Charles ; Felettigh, Alberto ; Cova, Pietro ; Dimitropoulou, Dimitra ; Hemmerle, Yannick ; Siena, Daniele ; Osbat, Chiara ; Venditti, Fabrizio ; Kuhnlenz, Markus ; Baumann, Ursel ; Zumer, Tina ; Parraga, Susana ; de Luigi, Clara ; Serafini, Roberta ; Mattias, Nilsson ; Carluccio, Juan ; Korhonen, Iikka ; Wacket, Helmut ; Banerjee, Biswajit ; Eichler, Eric ; Giron, Celestino ; Meinen, Philipp ; de Bandt, Olivier ; del Giudice, Davide ; van Schaik, Ilona ; Mozzanica, Mirco Balatti ; Dorrucci, Ettore ; Coim |
2020 | The Effects of Oil Prices on Macroeconomic Variables: Evidence from Azerbaijan. (2020). Mukhtarov, Shahriyar ; Zeynalov, Javid ; Aliyev, Sannur. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-01-11. Full description at Econpapers || Download paper |
2021 | Effects of Crude Oil Prices Volatility, the Internet and Inflation on Economic Growth in ASEAN-5 Countries: A Panel Autoregressive Distributed Lag Approach. (2021). Tajuddin, Tajuddin ; Rosnawintang, Rosnawintang ; Saidi, La Ode ; Pasrun, Yuwanda Purnamasari ; Adam, Pasrun. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-3. Full description at Econpapers || Download paper |
2020 | Oil price uncertainty and movements in the US government bond risk premia. (2020). Wang, Shixuan ; GUPTA, RANGAN ; Balcilar, Mehmet ; Wohar, Mark E. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819301330. Full description at Econpapers || Download paper |
2021 | Predicting equity premium using dynamic model averaging. Does the state–space representation matter?. (2021). Nonejad, Nima. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s106294082100070x. Full description at Econpapers || Download paper |
2020 | The impact of oil price changes on selected macroeconomic indicators in Azerbaijan. (2020). Neuenkirch, Matthias ; Zulfigarov, Farid. In: Economic Systems. RePEc:eee:ecosys:v:44:y:2020:i:4:s0939362520301382. Full description at Econpapers || Download paper |
2021 | The transmission of international shocks to CIS economies: A global VAR approach. (2021). Simola, Heli ; Faryna, Oleksandr. In: Economic Systems. RePEc:eee:ecosys:v:45:y:2021:i:2:s0939362520300765. Full description at Econpapers || Download paper |
2021 | Financial stress, economic policy uncertainty, and oil price uncertainty. (2021). Apostolakis, George ; Wohar, Mark ; Gkillas, Konstantinos ; Floros, Christos. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321005405. Full description at Econpapers || Download paper |
2020 | Price and volatility linkages between international REITs and oil markets. (2020). Soytas, Ugur ; GUPTA, RANGAN ; Gormus, Alper ; Nazlioglu, Saban. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301195. Full description at Econpapers || Download paper |
2020 | Islamic stocks, conventional stocks, and crude oil: Directional volatility spillover analysis in BRICS. (2020). Gasbarro, Dominic ; Wali, Muammer ; Hoque, Ariful ; Hassan, Kamrul. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s014098832030325x. Full description at Econpapers || Download paper |
2021 | The role of oil price uncertainty shocks on oil-exporting countries. (2021). Rubaszek, Michał ; Śmiech, Sławomir ; Papie, Monika ; Snarska, Magorzata. In: Energy Economics. RePEc:eee:eneeco:v:93:y:2021:i:c:s0140988320303686. Full description at Econpapers || Download paper |
2021 | Information transmission between oil and housing markets. (2021). Balli, Hatice ; Syed, Iqbal ; Naeem, Muhammad Abubakr. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000050. Full description at Econpapers || Download paper |
2021 | OPEC news and jumps in the oil market. (2021). Yoon, Seong-Min ; Pierdzioch, Christian ; Gupta, Rangan ; Gkillas, Konstantinos. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000013. Full description at Econpapers || Download paper |
2021 | The roles of political risk and crude oil in stock market based on quantile cointegration approach: A comparative study in China and US. (2021). Fatemian, Farhad ; You, Wanhai ; Li, Yehua ; Guo, Yawei. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321001031. Full description at Econpapers || Download paper |
2021 | Moving out of the linear rut: A period-specific and regime-dependent exchange rate and oil price pass-through in the BRICS countries. (2021). USMAN, OJONUGWA ; Balcilar, Mehmet ; Wohar, Mark E ; Roubaud, David. In: Energy Economics. RePEc:eee:eneeco:v:98:y:2021:i:c:s0140988321001547. Full description at Econpapers || Download paper |
2021 | The impact of extreme events on energy price risk. (2021). Chang, Chun-Ping ; Zhao, Xin-Xin ; Wen, Jun. In: Energy Economics. RePEc:eee:eneeco:v:99:y:2021:i:c:s0140988321002139. Full description at Econpapers || Download paper |
2021 | Whether crude oil dependence and CO2 emissions influence military expenditure in net oil importing countries?. (2021). Su, Chi-Wei ; Wang, Kai-Hua ; Umar, Muhammad ; Lobon, Oana-Ramona. In: Energy Policy. RePEc:eee:enepol:v:153:y:2021:i:c:s0301421521001506. Full description at Econpapers || Download paper |
2021 | News-based equity market uncertainty and crude oil volatility. (2021). Saeed, Tareq ; Bouri, Elie ; Dutta, Anupam. In: Energy. RePEc:eee:energy:v:222:y:2021:i:c:s0360544221001791. Full description at Econpapers || Download paper |
2021 | Exchange rate and oil price pass-through in the BRICS countries: Evidence from the spillover index and rolling-sample analysis. (2021). USMAN, OJONUGWA ; Balcilar, Mehmet. In: Energy. RePEc:eee:energy:v:229:y:2021:i:c:s0360544221009154. Full description at Econpapers || Download paper |
2022 | Is the oil price a barometer of Chinas automobile market? From a wavelet-based quantile-on-quantile regression perspective. (2022). Liu, LU ; Xiao, Yidong ; Su, Chi-Wei ; Wang, Kai-Hua. In: Energy. RePEc:eee:energy:v:240:y:2022:i:c:s036054422102750x. Full description at Econpapers || Download paper |
2020 | Impact of economic policy uncertainty shocks on Chinas financial conditions. (2020). Zhong, Junhao ; Li, Zhenghui. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319306841. Full description at Econpapers || Download paper |
2021 | The impact of disaggregated oil shocks on state-level real housing returns of the United States: The role of oil dependence. (2021). GUPTA, RANGAN ; Wohar, Mark E ; van Eyden, Renee ; Sheng, Xin. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321001100. Full description at Econpapers || Download paper |
2021 | Oil price volatility in the context of Covid-19. (2021). Rozin, Philippe ; Jawadi, Fredj ; Bourghelle, David. In: International Economics. RePEc:eee:inteco:v:167:y:2021:i:c:p:39-49. Full description at Econpapers || Download paper |
2020 | Employment and energy uncertainty. (2020). Elder, John. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:21:y:2020:i:c:s1703494920300062. Full description at Econpapers || Download paper |
2020 | The predictive power of oil price shocks on realized volatility of oil: A note. (2020). Shahzad, Syed Jawad Hussain ; GUPTA, RANGAN ; Demirer, Riza ; Hussain, Syed Jawad ; Pierdzioch, Christian. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720308874. Full description at Econpapers || Download paper |
2021 | Oil price uncertainty and industrial production in oil-exporting countries. (2021). Payaslıoğlu, Cem ; PAYASLIOGLU, Cem ; Alao, Rasheed O. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309867. Full description at Econpapers || Download paper |
2021 | Policy implications of remittances, trade liberalization and Dutch disease – A comparative analysis based on income categorization. (2021). Sadiq, Ramla ; Zhang, Wei-Wei ; Khan, Muhammad Mohsan. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721001033. Full description at Econpapers || Download paper |
2021 | The volatility of natural resource prices and its impact on the economic growth for natural resource-dependent economies: A comparison of oil and gold dependent economies. (2021). Zhang, Wei-Wei ; Guan, LU ; Naqvi, Bushra ; Ahmad, Ferhana. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721001392. Full description at Econpapers || Download paper |
2021 | Asymmetries in the effect of oil rent shocks on economic growth: A sectoral analysis from the perspective of the oil curse. (2021). Szulczyk, Kenneth ; Badeeb, Ramez ; Lean, Hooi Hooi. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003366. Full description at Econpapers || Download paper |
2021 | Natural resources commodity prices volatility and economic performance: Evidence from China pre and post COVID-19. (2021). Kirikkaleli, Dervis ; Khan, Zeeshan ; Ali, Sher ; Zhang, Mei ; Ma, Qiang. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003470. Full description at Econpapers || Download paper |
2021 | Global economic performance and natural resources commodity prices volatility: Evidence from pre and post COVID-19 era. (2021). Wang, Yang ; Sun, LI. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721004025. Full description at Econpapers || Download paper |
2021 | Exploring the role of natural resources, natural gas and oil production for economic growth of China. (2021). Kirikkaleli, Dervis ; Zhou, Yuanxiang ; Rjoub, Husam ; Bashir, Muhammad Adnan ; Weng, Shimei ; Cui, Lianbiao. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721004384. Full description at Econpapers || Download paper |
2020 | An investigation of the financial resource curse hypothesis in oil-exporting countries: The threshold effect of democratic accountability. (2020). Yacouba, kassouri ; Bilgili, Faik ; Altinta, Halil ; Kassouri, Yacouba. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:56:y:2020:i:c:s1042444x20300281. Full description at Econpapers || Download paper |
2020 | Remittances, real exchange rate and the Dutch disease in Asian developing countries. (2020). Kim, Le Thi ; Phuong, Vu Thi ; Hong, Cao Thi ; Hien, Nguyen Phuc. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:77:y:2020:i:c:p:131-143. Full description at Econpapers || Download paper |
2020 | Fed’s unconventional monetary policy and risk spillover in the US financial markets. (2020). Ozdemir, Zeynel ; Balcilar, Mehmet ; Wohar, Mark E. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:78:y:2020:i:c:p:42-52. Full description at Econpapers || Download paper |
2021 | Dynamic impact of the U.S. monetary policy on oil market returns and volatility. (2021). GUPTA, RANGAN ; Cakan, Esin ; Marfatia, Hardik A. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:159-169. Full description at Econpapers || Download paper |
2020 | Oil price shocks and Chinese economy revisited: New evidence from SVAR model with sign restrictions. (2020). Wang, Yudong ; Meng, Lingjie ; Liu, Donghui. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:20-32. Full description at Econpapers || Download paper |
2021 | Do credit conditions matter for the impact of oil price shocks on stock returns? Evidence from a structural threshold VAR model. (2021). Wang, Gang-Jin ; Yang, Xiaoguang ; Ma, Chaoqun ; Jiang, Yong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:72:y:2021:i:c:p:1-15. Full description at Econpapers || Download paper |
2022 | Monetary policy uncertainty and stock returns in G7 and BRICS countries: A quantile-on-quantile approach. (2022). Gong, XU ; Cheng, Yuxiang ; Shui, Aojie ; Wen, Fenghua. In: International Review of Economics & Finance. RePEc:eee:reveco:v:78:y:2022:i:c:p:457-482. Full description at Econpapers || Download paper |
2020 | Dynamic Characteristics of Crude Oil Price Fluctuation—From the Perspective of Crude Oil Price Influence Mechanism. (2020). Drakeford, Benjamin M ; Li, Zhenghui ; Peng, Jiaying. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:17:p:4465-:d:405903. Full description at Econpapers || Download paper |
2020 | The Impacts of Energy Consumption, Energy Prices and Energy Import-Dependency on Gross and Sectoral Value-Added in Sri Lanka. (2020). , HaiderMahmood ; Murshed, Muntasir ; Bassim, Mohga ; Yousef, Tarek Tawfik ; Mahmood, Haider. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:24:p:6565-:d:461230. Full description at Econpapers || Download paper |
2021 | Forecasting the Volatility of Crude Oil: The Role of Uncertainty and Spillovers. (2021). Pierdzioch, Christian ; Gupta, Rangan. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:14:p:4173-:d:591975. Full description at Econpapers || Download paper |
2021 | A Note on Forecasting the Historical Realized Variance of Oil-Price Movements: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios. (2021). Wong, Wing-Keung ; Pierdzioch, Christian ; GUPTA, RANGAN. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:20:p:6775-:d:658457. Full description at Econpapers || Download paper |
2021 | Climate Risks and the Realized Volatility Oil and Gas Prices: Results of an Out-of-Sample Forecasting Experiment. (2021). Pierdzioch, Christian ; GUPTA, RANGAN. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:23:p:8085-:d:693917. Full description at Econpapers || Download paper |
2020 | . Full description at Econpapers || Download paper |
2021 | . Full description at Econpapers || Download paper |
2020 | Impact of Banking and Financial Systems on Environmental Sustainability: An Overarching Study of Developing, Emerging, and Developed Economies. (2020). Kofi, Adasa Nkrumah ; Opoku-Mensah, Evans ; Bamisile, Olusola ; Obiora, Sandra Chukwudumebi. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:19:p:8074-:d:422009. Full description at Econpapers || Download paper |
2021 | Research on the Effectiveness of China’s Macro Control Policy on Output and Technological Progress under Economic Policy Uncertainty. (2021). Zhu, Songping ; Zheng, Ganwen. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:12:p:6844-:d:576680. Full description at Econpapers || Download paper |
2021 | The Spatial Difference of “Internet plus Tourism” in Promoting Economic Growth. (2021). Ding, Rijia ; Huang, Meng. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:21:p:11788-:d:664339. Full description at Econpapers || Download paper |
2022 | Linking Distributed Optimization Models for Food, Water, and Energy Security Nexus Management. (2022). Komendantova, Nadejda ; Rovenskaya, Elena ; Havlik, Petr ; Ermolieva, Tatiana ; Bogdanov, Vjacheslav L ; Zagorodny, Anatolij G ; Obersteiner, Michael. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:3:p:1255-:d:731297. Full description at Econpapers || Download paper |
2021 | Searching for the Nature of Uncertainty: Macroeconomic VS Financial. (2021). Himounet, Nicolas. In: Working Papers. RePEc:inf:wpaper:2021.05. Full description at Econpapers || Download paper |
2020 | Causal Relationships Between Inflation and Inflation Uncertainty. (2020). Barnett, William ; Ftiti, Zied ; Jawadi, Fredj. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202010. Full description at Econpapers || Download paper |
2020 | Real exchange rate misalignments in CEECs: Have they hindered growth?. (2020). Regis, Paulo ; Mourelle, Estefania ; Cuestas, Juan Carlos. In: Empirica. RePEc:kap:empiri:v:47:y:2020:i:4:d:10.1007_s10663-019-09454-5. Full description at Econpapers || Download paper |
2020 | 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 |
2020 | Output Effects of Monetary Policy in Emerging and Developing Countries: Evidence from a Meta-Analysis. (2020). Lan, Thi Mai. In: Emerging Markets Finance and Trade. RePEc:mes:emfitr:v:56:y:2020:i:1:p:68-85. Full description at Econpapers || Download paper |
2020 | Causal Relationships between Inflation and Inflation Uncertainty. (2020). Barnett, William ; Ftiti, Zied ; Jawadi, Fredj. In: MPRA Paper. RePEc:pra:mprapa:101682. Full description at Econpapers || Download paper |
2021 | Inflation, interest rate and economic growth nexuses in SACU countries. (2021). Mishi, Syden ; Mhaka, Simbarashe ; Runganga, Raynold ; Taderera, Christie. In: MPRA Paper. RePEc:pra:mprapa:105419. Full description at Econpapers || Download paper |
2020 | The Linkages between Inflation and Inflation Uncertainty in Selected Asian Economies: Evidence from Quantile Regression. (2020). Jiranyakul, Komain. In: MPRA Paper. RePEc:pra:mprapa:99868. Full description at Econpapers || Download paper |
2020 | Monetary Policy Uncertainty Spillovers in Time- and Frequency-Domains. (2020). Lau, Chi Keung ; GUPTA, RANGAN ; Sheng, Xin ; Nel, Jacobus A ; Marco, Chi Keung. In: Working Papers. RePEc:pre:wpaper:202005. Full description at Econpapers || Download paper |
2020 | Effect of Rare Disaster Risks on Crude Oil: Evidence from El Nino from Over 140 Years of Data. (2020). Demirer, Riza ; Nel, Jacobus ; Gupta, Rangan ; Pierdzioch, Christian. In: Working Papers. RePEc:pre:wpaper:2020104. Full description at Econpapers || Download paper |
2020 | A Financial Stress Index for South Africa: A Time-Varying Correlation Approach. (2020). Kisten, Theshne. In: Working Papers. RePEc:pre:wpaper:202011. Full description at Econpapers || Download paper |
2020 | The Impact of Uncertainty Shocks in South Africa: The Role of Financial Regimes. (2020). Kisten, Theshne ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:202046. Full description at Econpapers || Download paper |
2020 | OPEC News and Jumps in the Oil Market. (2020). Yoon, Seong-Min ; Pierdzioch, Christian ; GUPTA, RANGAN ; Gkillas, Konstantinos. In: Working Papers. RePEc:pre:wpaper:202053. Full description at Econpapers || Download paper |
2020 | Oil-Price Uncertainty and the U.K. Unemployment Rate: A Forecasting Experiment with Random Forests Using 150 Years of Data. (2020). Salisu, Afees ; Pierdzioch, Christian ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:202095. Full description at Econpapers || Download paper |
2021 | Commodity Prices and Forecastability of South African Stock Returns Over a Century: Sentiments versus Fundamentals. (2021). Salisu, Afees ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:202144. Full description at Econpapers || Download paper |
2021 | Oil Tail Risks and the Forecastability of the Realized Variance of Oil-Price: Evidence from Over 150 Years of Data. (2021). Salisu, Afees ; GUPTA, RANGAN ; Pierdzioch, Christian. In: Working Papers. RePEc:pre:wpaper:202146. Full description at Econpapers || Download paper |
2021 | The Effect of Oil Uncertainty Shock on Real GDP of 33 Countries: A Global VAR Approach. (2021). Salisu, Afees ; GUPTA, RANGAN ; Olaniran, Abeeb. In: Working Papers. RePEc:pre:wpaper:202153. Full description at Econpapers || Download paper |
2021 | The Effect of Oil Price Uncertainty Shock on International Equity Markets: Evidence from a GVAR Model. (2021). Salisu, Afees ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:202160. Full description at Econpapers || Download paper |
2021 | The Non-Linear Response of US State-Level Tradable and Non-Tradable Inflation to Oil Shocks: The Role of Oil-Dependence. (2021). GUPTA, RANGAN ; Marfatia, Hardik A ; Sheng, Xin. In: Working Papers. RePEc:pre:wpaper:202174. Full description at Econpapers || Download paper |
2021 | The Impacts of Oil Price Volatility on Financial Stress: Is the COVID-19 Period Different?. (2021). GUPTA, RANGAN ; Kim, Won Joong ; Sheng, Xin. In: Working Papers. RePEc:pre:wpaper:202184. Full description at Econpapers || Download paper |
2020 | . Full description at Econpapers || Download paper |
2021 | Modelling the employment, income and price elasticities of outbound tourism demand in OECD countries. (2021). Balcilar, Mehmet ; Ike, George N ; Aghazadeh, Sahar. In: Tourism Economics. RePEc:sae:toueco:v:27:y:2021:i:5:p:971-990. Full description at Econpapers || Download paper |
2022 | GDP volatility implication of tourism volatility in South Africa: A time-varying approach. (2022). Olanipekun, Ifedolapo Olabisi ; Olasehinde-Williams, Godwin O ; Lee, Chien-Chiang. In: Tourism Economics. RePEc:sae:toueco:v:28:y:2022:i:2:p:435-450. Full description at Econpapers || Download paper |
2021 | Estimating a time-varying financial conditions index for South Africa. (2021). Kabundi, Alain ; Mbelu, Asithandile. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:4:d:10.1007_s00181-020-01844-0. Full description at Econpapers || Download paper |
2020 | A Theory of Growth and Threshold Inflation with Estimates. (2020). Dholakia, Ravindra H. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:18:y:2020:i:3:d:10.1007_s40953-020-00215-x. Full description at Econpapers || Download paper |
2021 | The relationship between government debt and economic growth in South Africa with specific reference to Eskom. (2021). Robinson, Zurika ; Zondi, Philani. In: Working Papers. RePEc:uza:wpaper:28230. Full description at Econpapers || Download paper |
2020 | Impacts of Oil Price Volatility and Monetary Policy on Economic Performance Of Non-Oil Producing Countries in Africa. (2020). Fawehinmi, Festus Olumide ; Ilugbemi, Albert Olusanmi. In: Izvestiya. RePEc:vrn:journl:y:2020:i:2:p:180-197. Full description at Econpapers || Download paper |
2020 | Europe and Central Asia Economic Update, Spring 2020. (2020). Bank, World. In: World Bank Other Operational Studies. RePEc:wbk:wboper:33476. Full description at Econpapers || Download paper |
2021 | Inflation?growth nexus in developing economies: New empirical evidence from a disaggregated approach. (2021). Worz, Julia ; Ayyoub, Muhammad. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:241-257. Full description at Econpapers || Download paper |
2022 | Assessment of the asymmetric impacts of the geopolitical risk on oil market dynamics. (2022). Tokmakcioglu, Kaya ; Ozcelebi, Oguzhan. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:275-289. Full description at Econpapers || Download paper |
2022 | Mixed?frequency forecasting of crude oil volatility based on the information content of global economic conditions. (2022). Salisu, Afees ; GUPTA, RANGAN ; Bouri, Elie ; Ji, Qiang. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:1:p:134-157. Full description at Econpapers || Download paper |
2020 | Sending money home: Transaction cost and remittances to developing countries. (2020). Mughal, Mazhar ; Ahmed, Junaid ; Martinez-Zarzoso, Inmaculada. In: Center for European, Governance and Economic Development Research Discussion Papers. RePEc:zbw:cegedp:387. 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 | 0 |
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 another 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 | 22 |
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 another version. Agregated cites: 22 | 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 another version. Agregated cites: 22 | paper | |
1995 | An Econometric Model for Monetary Policy in South Africa In: South African Journal of Economics. [Full Text][Citation analysis] | article | 3 |
2005 | CAPITAL MOBILITY IN SUB?SAHARAN AFRICA: A PANEL DATA APPROACH In: South African Journal of Economics. [Full Text][Citation analysis] | article | 16 |
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 another 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 | 0 |
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 | 2 |
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 another version. Agregated cites: 2 | 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 another version. Agregated cites: 2 | paper | |
2015 | Inflation and Economic Growth: Evidence from the Southern African Development Community In: South African Journal of Economics. [Full Text][Citation analysis] | article | 11 |
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 | 1 |
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 another version. Agregated cites: 1 | 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 | 1 |
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 | 50 |
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 another 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 | 34 |
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 | 16 |
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 another version. Agregated cites: 16 | 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 | 25 |
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 another version. Agregated cites: 25 | 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 another version. Agregated cites: 25 | 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 another version. Agregated cites: 25 | 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 | 12 |
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 | 8 |
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 another version. Agregated cites: 8 | paper | |
2015 | Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa.(2015) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 8 | 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. [Full Text][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 | 5 |
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 another 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 another 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 | 2 |
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 another version. Agregated cites: 2 | 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 | 9 |
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 another version. Agregated cites: 9 | 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 | 3 |
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 |
2009 | Social Ingredients and Conditional Convergence in the Study of Sectoral Growth.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has another 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 | 11 |
2011 | What drives remittance inflows to Sub-Saharan Africa: A Dynamic Panel Approach.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
2011 | REMITTANCES AND THE DUTCH DISEASE IN SUB-SAHARAN AFRICA: A DYNAMIC PANEL APPROACH In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
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 another version. Agregated cites: 5 | 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 another version. Agregated cites: 5 | 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 another 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 | 15 |
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 another version. Agregated cites: 15 | 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 another 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 another version. Agregated cites: 0 | paper | |
2013 | Time-Varying Linkages between Tourism Receipts and Economic Growth in South Africa In: Working Papers. [Citation analysis] | paper | 16 |
2014 | Time-varying linkages between tourism receipts and economic growth in South Africa.(2014) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | article | |
2015 | Inflation-Growth Nexus in Africa: Evidence from a Pooled CCE Multiple Regime Panel Smooth Transition Model In: Working Papers. [Citation analysis] | paper | 2 |
2016 | Effectiveness of Monetary Policy in the Euro Area: The Role of US Economic Policy Uncertainty In: Working Papers. [Citation analysis] | paper | 8 |
2018 | Oil Price Volatility and Economic Growth: Evidence from Advanced OECD Countries using over One Century of Data In: Working Papers. [Citation analysis] | paper | 1 |
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 |
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 another version. Agregated cites: 0 | paper | |
2020 | The Impact of Disaggregated Oil Shocks on State-Level Real Housing Returns of the United States: The Role of Oil Dependence In: Working Papers. [Citation analysis] | paper | 0 |
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. [Full Text][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 |
2014 | Inflation and Economic Growth: Evidence from the Southern African Development Countries In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
2018 | Inflation–growth nexus: evidence from a pooled CCE multiple-regime panel smooth transition model In: Empirical Economics. [Full Text][Citation analysis] | article | 7 |
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