Renee van Eyden : Citation Profile

Are you Renee van Eyden?

University of Pretoria

8

H index

3

i10 index

157

Citations

RESEARCH PRODUCTION:

23

Articles

42

Papers

RESEARCH ACTIVITY:

   21 years (1995 - 2016). See details.
   Cites by year: 7
   Journals where Renee van Eyden has often published
   Relations with other researchers
   Recent citing documents: 54.    Total self citations: 16 (9.25 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pey11
   Updated: 2018-10-20    RAS profile: 2017-08-15    
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Relations with other researchers

Works with:

GUPTA, RANGAN (23)

Balcilar, Mehmet (15)

De Waal, Annari (5)

Bittencourt, Manoel (5)

Inglesi-Lotz, Roula (3)

Owusu-Sekyere, Emmanuel (2)

Dunne, John (2)

Ajmi, Ahdi Noomen (2)

Ben Nasr, Adnen (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Renee van Eyden.

Is cited by:

GUPTA, RANGAN (31)

Brixiová, Zuzana (6)

Wohar, Mark (6)

Phiri, Andrew (6)

Stander, Lardo (6)

Ncube, Mthuli (6)

Miller, Stephen (5)

Simo-Kengne, Beatrice Desiree (4)

Pesaran, M (3)

McAleer, Michael (3)

Medel, Carlos A. (3)

Cites to:

Pesaran, M (44)

GUPTA, RANGAN (36)

Koop, Gary (20)

Korobilis, Dimitris (15)

shin, yongcheol (14)

Balcilar, Mehmet (14)

Smith, Ronald (13)

Perron, Pierre (12)

mumtaz, haroon (11)

Ng, Serena (11)

Smith, L. Vanessa (10)

Main data

Where Renee van Eyden has published?

Journals with more than one article published# docs
South African Journal of Economics6
The IUP Journal of Monetary Economics2
Economic Modelling2
Applied Economics2
Applied Econometrics and International Development2

Working Papers Series with more than one paper published# docs
Working Papers / University of Pretoria, Department of Economics30
Working Papers / Economic Research Southern Africa6
Working Papers / Eastern Mediterranean University, Department of Economics4

Recent works citing Renee van Eyden (2018 and 2017)

YearTitle of citing document
2017Financial conditions index (FCI), inflation and growth: Some evidence. (2017). Sahoo, Manamani. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(612):y:2017:i:3(612):p:147-172.

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2017Beyond Water Stress: Structural Adjustment and Macroeconomic Consequences of the Emerging Water Scarcity. (2017). Roson, Roberto. In: IEFE Working Papers. RePEc:bcu:iefewp:iefewp95.

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2017Threshold Effects of Debt on Economic Growth in Africa. (2017). Ndoricimpa, Arcade. In: African Development Review. RePEc:bla:afrdev:v:29:y:2017:i:3:p:471-484.

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2017Determinants of workers’ remittances: An empirical investigation for a panel of eleven developing Asian economies. (2017). Mallick, Hrushikesh. In: The World Economy. RePEc:bla:worlde:v:40:y:2017:i:12:p:2875-2900.

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2017Foreign Direct Investment and Environmental Pollution: New Evidence from China. (2017). Yan, Meng . In: Econometrics Letters. RePEc:bmo:bmoart:v:4:y:2017:i:1:p:1-17.

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2018THE EFFECT OF DEFENCE SPENDING ON ECONOMIC DEVELOPMENT IN CENTRAL EUROPE. (2018). Glont, Oana Ramona. In: SEA - Practical Application of Science. RePEc:cmj:seapas:y:2018:i:16:p:97-106.

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2017Tourism and Economic Growth in Jordan: Evidence from Linear and Nonlinear Frameworks. (2017). , Buthaina ; Daoud, Hussam-Eldin . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-01-28.

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2017The Asymmetric Effects of Real and Nominal Uncertainty on Inflation and Output Growth: Empirical Evidence from Bangladesh. (2017). Law, Siong Hook ; Habibullah, Muzafar Shah ; Baharumshah, Ahmad Zubaidi ; Hook, Law Siong . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-01-49.

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2017Analysis Determinant Factors Effect on Migrant Workers’ Remittances Flow to the CLMV Countries. (2017). Hor, Chantha ; Pheang, Pheara . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-02-27.

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2017Military Expenditure and Economic Growth in South Asian Countries: Empirical Evidences. (2017). Ismail, Saba . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-03-42.

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2017Forecasting accuracy evaluation of tourist arrivals. (2017). GUPTA, RANGAN ; Filis, George ; Antonakakis, Nikolaos ; Silva, Emmanuel Sirimal ; Hassani, Hossein. In: Annals of Tourism Research. RePEc:eee:anture:v:63:y:2017:i:c:p:112-127.

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2017Risk-neutral valuation of the non-recourse protection in reverse mortgages: A case study for Korea. (2017). , Joseph. In: Emerging Markets Review. RePEc:eee:ememar:v:30:y:2017:i:c:p:133-154.

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2017The role of oil prices in the forecasts of South African interest rates: A Bayesian approach. (2017). Kotze, Kevin ; GUPTA, RANGAN. In: Energy Economics. RePEc:eee:eneeco:v:61:y:2017:i:c:p:270-278.

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2017Asymmetric effects of the international transmission of US financial stress. A threshold-VAR approach. (2017). Evgenidis, Anastasios ; Tsagkanos, Athanasios. In: International Review of Financial Analysis. RePEc:eee:finana:v:51:y:2017:i:c:p:69-81.

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2017The role of financial conditions in transmitting external shocks to South Africa. (2017). Simo-Kengne, Beatrice Desiree ; Some, Modeste ; simo -Kengne, Beatrice D ; Sithole, Thanda. In: International Economics. RePEc:eee:inteco:v:150:y:2017:i:c:p:36-56.

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2017Tourism-led growth hypothesis in the top ten tourist destinations: New evidence using the quantile-on-quantile approach. (2017). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Kumar, Ronald ; Ferrer, Roman ; Hussain, Syed Jawad. In: Tourism Management. RePEc:eee:touman:v:60:y:2017:i:c:p:223-232.

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2017A Tourism Financial Conditions Index for Tourism Finance. (2017). McAleer, Michael ; Chang, Chia-Lin. In: Econometric Institute Research Papers. RePEc:ems:eureir:101763.

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2017Remittance Inflows, Real Exchange Rate Movements and Sectoral Performance in Nigeria. (2017). Ikhide, Sylvanus ; Adejumo, Afolabi O. In: European Journal of Economics and Business Studies Articles. RePEc:eur:ejesjr:136.

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2017A Tourism Financial Conditions Index for Tourism Finance. (2017). McAleer, Michael ; Chang, Chia-Lin ; Hsu, Hui-Kuang . In: Challenges. RePEc:gam:jchals:v:8:y:2017:i:2:p:23-:d:111192.

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2017Remittances, Foreign Direct Investment and Growth in SADC: A Panel Co-integration Approach. (2017). Mbulawa, Strike. In: Journal of Finance and Economics Research. RePEc:gei:jnlfer:v:2:y:2017:i:1:p:40-55.

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2018The Causal Relationships between Inflation and Inflation Uncertainty. (2018). JAWADI, Fredj ; Barnett, William ; Ftiti, Zied. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:201803.

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2018Is SADC an optimal currency area? Evidence from the generalized purchasing power parity test. (2018). Breitenbach, Marthinus ; Zerihun, Mulatu F. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:51:y:2018:i:2:d:10.1007_s10644-017-9204-7.

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2017The relationship between population growth and standard-of-living growth over 1870–2013: evidence from a bootstrapped panel Granger causality test. (2017). Miller, Stephen ; GUPTA, RANGAN ; Chang, Tsangyao ; Deale, Frederick W ; Chu, Hsiao-Ping . In: Empirica. RePEc:kap:empiri:v:44:y:2017:i:1:d:10.1007_s10663-016-9315-9.

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2018Does tourism cause growth asymmetrically in a panel of G-7 countries? A short note. (2018). Hatemi-J, Abdulnasser ; GUPTA, RANGAN ; Netshitenzhe, Ndivhuho ; Mboweni, Thabo ; Kasongo, Axel . In: Empirica. RePEc:kap:empiri:v:45:y:2018:i:1:d:10.1007_s10663-016-9345-3.

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2018Unconventional monetary policy shocks in OECD countries: how important is the extent of policy uncertainty?. (2018). GUPTA, RANGAN ; Jooste, Charl. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:15:y:2018:i:3:d:10.1007_s10368-017-0380-8.

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2017Estimating the Threshold Level of Inflation for Thailand. (2017). Jiranyakul, Komain. In: Journal of Economics Bibliography. RePEc:ksp:journ6:v:4:y:2017:i:2:p:150-155.

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2017Inflation targeting and the need for a new central banking framework. (2017). Tatliyer, Mevlut. In: Journal of Post Keynesian Economics. RePEc:mes:postke:v:40:y:2017:i:4:p:512-539.

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2017The Feldstein-Horioka puzzle and the global financial crisis: Evidence from South Africa using asymmetric cointegation analysis. (2017). Phiri, Andrew. In: Working Papers. RePEc:mnd:wpaper:1701.

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2018The inflation-growth relationship in SSA inflation targeting countries. (2018). Phiri, Andrew ; Mhaka, Simbarashe ; Mavikela, Nomahlubi. In: Working Papers. RePEc:mnd:wpaper:1801.

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2017The Feldstein-Horioka puzzle and the global recession period: Evidence from South Africa using asymmetric cointegration analysis. (2017). Phiri, Andrew. In: MPRA Paper. RePEc:pra:mprapa:79096.

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2017Estimating the Threshold Level of Inflation for Thailand. (2017). Jiranyakul, Komain. In: MPRA Paper. RePEc:pra:mprapa:79661.

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2017Association between inflation rates and inflation uncertainty in quantile regression. (2017). ALIMI, R.. In: MPRA Paper. RePEc:pra:mprapa:79683.

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2018The inflation-growth relationship in SSA inflation targeting countries. (2018). Phiri, Andrew ; Mhaka, Simbarashe ; Mavikela, Nomahlubi. In: MPRA Paper. RePEc:pra:mprapa:82141.

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2017Is the tourism-economic growth nexus time-varying? Bootstrap rolling-window causality analysis for the top ten tourist destinations. (2017). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Haouas, Ilham ; Hussain, Syed Jawad ; Ferrer, Roman. In: MPRA Paper. RePEc:pra:mprapa:82713.

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2018Does Public Debt Matter For Economic Growth? Evidence from southern Mediterranean countries.. (2018). Ouhibi, Saoussen ; Hammami, Sami. In: MPRA Paper. RePEc:pra:mprapa:86378.

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2018The Causal Relationships between Inflation and Inflation Uncertainty. (2018). JAWADI, Fredj ; Barnett, William ; Ftiti, Zied. In: MPRA Paper. RePEc:pra:mprapa:86478.

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2018The Effect of Exports in SACU Countries: An Empirical Analysis Using Panel Data. (2018). Sunde, Tafirenyika ; Ogbokor, Cyril A. In: MPRA Paper. RePEc:pra:mprapa:86502.

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2017Uncertainty and Forecasts of U.S. Recessions. (2017). Pierdzioch, Christian ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201732.

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2017U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict. (2017). Wohar, Mark ; Miller, Stephen ; Lau, Chi Keung ; GUPTA, RANGAN ; Marco, Chi Keung. In: Working Papers. RePEc:pre:wpaper:201742.

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2017Common Business Cycles and Volatilities in US States and MSAs: The Role of Economic Uncertainty. (2017). Wohar, Mark ; GUPTA, RANGAN ; Risse, Marian. In: Working Papers. RePEc:pre:wpaper:201766.

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2018Geopolitical Risks and Recessions in a Panel of Advanced Economies: Evidence from Over a Century of Data. (2018). Wohar, Mark ; GUPTA, RANGAN ; Clance, Matthew W. In: Working Papers. RePEc:pre:wpaper:201807.

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2017Working Paper – WP/17/02- Estimating a time-varying financial conditions index for South Africa. (2017). Kabundi, Alain ; Mbelu, Asi . In: South African Reserve Bank. RePEc:rbz:wpaper:8008.

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2018Remittances Inflows, Gain of Foreign Exchange or Trade Loss? New Evidence from Low, Lower-Middle and Middle-Income Groups. (2018). Calin, Adrian Cantemir ; Nazir, Naila ; Meng, Zhaosu ; Clin, Adrian Cantemir ; Kedong, Yin ; Khurshid, Adnan . In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2018:i:1:p:20-41.

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2017Determinants of Private Saving Level: Evidence from Turkey. (2017). Tatlıyer, Mevlüt. In: Sosyoekonomi Journal. RePEc:sos:sosjrn:170208.

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2018Inflation–growth nexus: evidence from a pooled CCE multiple-regime panel smooth transition model. (2018). Omay, Tolga ; GUPTA, RANGAN ; Eyden, Renee . In: Empirical Economics. RePEc:spr:empeco:v:54:y:2018:i:3:d:10.1007_s00181-017-1237-2.

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2017Exchange rate volatility and capital inflows: role of financial development. (2017). Jehan, Zainab ; Hamid, Azooba. In: Portuguese Economic Journal. RePEc:spr:portec:v:16:y:2017:i:3:d:10.1007_s10258-017-0136-y.

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2017Threshold Effects of Inflation on Economic Growth: Is Africa Different?. (2017). Ndoricimpa, Arcade. In: International Economic Journal. RePEc:taf:intecj:v:31:y:2017:i:4:p:599-620.

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2018Financial supply cycles in post-transition Europe – introducing a composite index for financial supply. (2018). Globan, Tomislav. In: Post-Communist Economies. RePEc:taf:pocoec:v:30:y:2018:i:4:p:482-505.

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2017A Tourism Financial Conditions Index for Tourism Finance. (2017). McAleer, Michael ; Chang, Chia-Lin ; Hsu, Hui-Kuang . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20170071.

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2017U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict. (2017). Wohar, Mark ; Miller, Stephen ; Lau, Chi Keung ; GUPTA, RANGAN. In: Working papers. RePEc:uct:uconnp:2017-10.

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2017An empirical analysis of disaggregated government expenditure and economic growth in South Africa. (2017). Leshoro, Temitope. In: Working Papers. RePEc:uza:wpaper:22644.

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2018Impact of trade openness on economic growth: Empirical evidence from South Africa. (2018). Odhiambo, Nicholas ; Malefane, Malefa Rose. In: Working Papers. RePEc:uza:wpaper:23654.

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2018Trade openness and economic growth: empirical evidence from Lesotho. (2018). Malefane, Malefa R ; Odhiambo, Nicholas M. In: Working Papers. RePEc:uza:wpaper:23787.

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2017Beyond Water Stress: Structural Adjustment and Macroeconomic Consequences of the Emerging Water Scarcity. (2017). Roson, Roberto. In: Working Papers. RePEc:ven:wpaper:2017:07.

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Works by Renee van Eyden:

YearTitleTypeCited
2010Loan Portfolio Conditional Loss Estimation Using an Error-Correcting Macroeconometric Model In: The African Finance Journal.
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2006Modelling the marginal revenue of water in selected agricultural commodities: A panel data approach In: Agrekon.
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2006Modeling the Marginal Revenue of Water in Selected Agricultural Commodities: A Panel Date Approach.(2006) In: Working Papers.
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1995An Econometric Model for Monetary Policy in South Africa In: South African Journal of Economics.
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2005CAPITAL MOBILITY IN SUB-SAHARAN AFRICA: A PANEL DATA APPROACH In: South African Journal of Economics.
[Full Text][Citation analysis]		article13
2009TESTING FOR PPP USING SADC REAL EXCHANGE RATES In: South African Journal of Economics.
[Full Text][Citation analysis]		article6
2008Testing for PPP Using SADC Real Exchange Rates.(2008) In: Working Papers.
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2009TESTING FOR FRACTIONAL INTEGRATION IN SOUTHERN AFRICAN DEVELOPMENT COMMUNITY REAL EXCHANGE RATES In: South African Journal of Economics.
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2014Monetary policy and inflation in South Africa: A VECM augmented with foreign variables In: South African Journal of Economics.
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2012Monetary policy and inflation in South Africa: A VECM augmented with foreign variables.(2012) In: Working Papers.
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2012Monetary policy and inflation in South Africa: A VECM augmented with foreign variables.(2012) In: Working Papers.
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2015Inflation and Economic Growth: Evidence from the Southern African Development Community In: South African Journal of Economics.
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2014The evolution and contribution of technological progress to the South African economy: Growth accounting and Kalman filter application In: Applied Econometrics and International Development.
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2009Half-Life Deviations from PPP in the South African Development Community (SADC) In: Applied Econometrics and International Development.
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2009Linking global economic dynamics to a South African-specific credit risk correlation model In: Economic Modelling.
[Full Text][Citation analysis]		article8
2007Linking Global Economic Dynamics to a South African-Specific Credit Risk Correlation Model.(2007) In: Working Papers.
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2013Non-linearities in inflation–growth nexus in the SADC region: A panel smooth transition regression approach In: Economic Modelling.
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2015Causality between inflation and inflation uncertainty in South Africa: Evidence from a Markov-switching vector autoregressive model In: Emerging Markets Review.
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2014Causality between Inflation and Inflation Uncertainty in South Africa: Evidence from a Markov-Switching Vector Autoregressive Model.(2014) In: Working Papers.
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2016Testing the asymmetric effects of financial conditions in South Africa: A nonlinear vector autoregression approach In: Journal of International Financial Markets, Institutions and Money.
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2014Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach.(2014) In: Working Papers.
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2014Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach.(2014) In: Working Papers.
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2014Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach.(2014) In: Working Papers.
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2012The monetary transmission mechanism in South Africa: A VECM augmented with foreign variables In: EcoMod2012.
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2013The impact of economic shocks in the rest of the world on South Africa: Evidence from a global VAR model In: EcoMod2013.
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2015Identifying an index of financial conditions for South Africa In: Studies in Economics and Finance.
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2015Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa In: Working Papers.
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2015Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa.(2015) In: Working Papers.
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2014The impact of oil price on South African GDP growth: A Bayesian Markov Switching-VAR analysis In: Working Papers.
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2014The impact of oil price on South African GDP growth: A Bayesian Markov Switching-VAR analysis.(2014) In: Working Papers.
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2009Market Microstructure Approach to the Exchange Rate Determination Puzzle In: The IUP Journal of Monetary Economics.
[Citation analysis]		article1
2008Market Microstructure Approach to the Exchange Rate Determination Puzzle.(2008) In: Working Papers.
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2010Exchange Rate Puzzles: A Review of the Recent Theoretical and Empirical Developments In: The IUP Journal of Monetary Economics.
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2008Exchange Rate Puzzles: A Review of the Recent Theoretical and Empirical Developments.(2008) In: Working Papers.
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2014Harnessing remittances through formal channels for development in sub-saharan Africa In: Journal of Developing Areas.
[Full Text][Citation analysis]		article1
2006Does South Africa Have the Potential and Capacity to Grow at 7 Per Cent?: A Labour Market Perspective In: Working Papers.
[Full Text][Citation analysis]		paper3
2008Testing for Fractional Integration in SADC Real Exchange Rates In: Working Papers.
[Citation analysis]		paper2
2008Half-Life Deviations from PPP in the SADC In: Working Papers.
[Citation analysis]		paper2
2008Conditional Loss Estimation Using a South African Global Error Correcting Macroeconometric Model In: Working Papers.
[Citation analysis]		paper1
2009Social Ingredients and Conditional Convergence in the Study of Sectoral Growth In: Working Papers.
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2009Social Ingredients and Conditional Convergence in the Study of Sectoral Growth.(2009) In: Working Papers.
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2011Remittance Inflows to Sub-Saharan Africa: The Case of SADC In: Working Papers.
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2011What Drives Remittance Inflows to Sub-Saharan Africa? A Dynamic Panel Approach In: Working Papers.
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2011What drives remittance inflows to Sub-Saharan Africa: A Dynamic Panel Approach.(2011) In: Working Papers.
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2011REMITTANCES AND THE DUTCH DISEASE IN SUB-SAHARAN AFRICA: A DYNAMIC PANEL APPROACH In: Working Papers.
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2011Remittances and the Dutch disease in Sub-Saharan Africa. A Dynamic Panel Approach.(2011) In: Working Papers.
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2014Remittances and the Dutch Disease in Sub-Saharan Africa: A Dynamic Panel Approach.(2014) In: Contemporary Economics.
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2011Intertemporal portfolio allocation and hedging demand: An application to South Africa In: Working Papers.
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2014Intertemporal portfolio allocation and hedging demand: an application to South Africa.(2014) In: Journal of Business Economics and Management.
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2012Predictive Ability of Competing Models for South Africa’s Fixed Business Non- Residential Investment Spending In: Working Papers.
[Citation analysis]		paper0
2013FORECASTING THE RAND-DOLLAR AND RAND-POUND EXCHANGE RATES USING DYNAMIC MODEL AVERAGING In: Working Papers.
[Citation analysis]		paper3
2013The impact of economic shocks in the rest of the world on South Africa: Evidence from a global VAR In: Working Papers.
[Full Text][Citation analysis]		paper5
2013Identifying a financial conditions index for South Africa In: Working Papers.
[Citation analysis]		paper1
2013Military Expenditure, Economic Growth and Structural Instability: A Case Study of South Africa In: Working Papers.
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2014Military expenditure, economic growth and structural instability: a case study of South Africa.(2014) In: Defence and Peace Economics.
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2013Do we need a global VAR model to forecast inflation and output in South Africa? In: Working Papers.
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2015Do we need a global VAR model to forecast inflation and output in South Africa?.(2015) In: Applied Economics.
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2013Inflation and Economic Growth in the SADC: Some Panel Time-Series Evidence In: Working Papers.
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2014Inflation and Economic Growth in the SADC: Some Panel Time-Series Evidence.(2014) In: Working Papers.
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2013Time-Varying Linkages between Tourism Receipts and Economic Growth in South Africa In: Working Papers.
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2014Time-varying linkages between tourism receipts and economic growth in South Africa.(2014) In: Applied Economics.
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2013Testing the Out-of-Sample Forecasting Ability of a Financial Conditions Index for South Africa In: Working Papers.
[Citation analysis]		paper3
2015Inflation-Growth Nexus in Africa: Evidence from a Pooled CCE Multiple Regime Panel Smooth Transition Model In: Working Papers.
[Citation analysis]		paper1
2016Effectiveness of Monetary Policy in the Euro Area: The Role of US Economic Policy Uncertainty In: Working Papers.
[Citation analysis]		paper5
2014Inflation and Economic Growth: Evidence from the Southern African Development Countries In: Working Papers.
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