Renee van Eyden : Citation Profile

Are you Renee van Eyden?

University of Pretoria

11

H index

12

i10 index

346

Citations

RESEARCH PRODUCTION:

31

Articles

54

Papers

RESEARCH ACTIVITY:

   26 years (1995 - 2021). See details.
   Cites by year: 13
   Journals where Renee van Eyden has often published
   Relations with other researchers
   Recent citing documents: 100.    Total self citations: 17 (4.68 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pey11
   Updated: 2022-05-14    RAS profile: 2021-12-12    
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Relations with other researchers

Works with:

GUPTA, RANGAN (16)

Balcilar, Mehmet (5)

Wohar, Mark (5)

Demirer, Riza (3)

Salisu, Afees (2)

André, Christophe (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 (60)

Balcilar, Mehmet (23)

Wohar, Mark (20)

Phiri, Andrew (18)

USMAN, OJONUGWA (12)

Pierdzioch, Christian (10)

Mhaka, Simbarashe (7)

JAWADI, Fredj (7)

Pesaran, M (6)

Salisu, Afees (6)

Ncube, Mthuli (6)

Cites to:

GUPTA, RANGAN (71)

Pesaran, M (41)

Balcilar, Mehmet (23)

mumtaz, haroon (19)

Koop, Gary (17)

shin, yongcheol (15)

Omay, Tolga (14)

Smith, Ronald (13)

Ng, Serena (13)

Hamilton, James (13)

Serletis, Apostolos (13)

Main data

Where Renee van Eyden has published?

Journals with more than one article published# docs
South African Journal of Economics6
Emerging Markets Finance and Trade3
Economic Modelling2
The IUP Journal of Monetary Economics2
Applied Economics2
Applied Econometrics and International Development2

Working Papers Series with more than one paper published# docs
Working Papers / University of Pretoria, Department of Economics40
Working Papers / Economic Research Southern Africa7
Working Papers / Eastern Mediterranean University, Department of Economics4

Recent works citing Renee van Eyden (2021 and 2020)

YearTitle of citing document
2021Threshold 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.

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2021Time-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.

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2020Asymmetric 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.

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2020A Markov‐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.

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2020The 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.

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2021Efficiency 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.

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2021AN 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.

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2020The 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.

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2020Economic 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.

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2020Non?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.

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2021Testing 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.

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2020Causal 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.

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2020Macro 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.

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2020Uncertainty 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.

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2021Revisiting 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.

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2021Handbook of Real Estate and Macroeconomics: An Introduction. (2021). Leung, Charles. In: ISER Discussion Paper. RePEc:dpr:wpaper:1137.

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2020OIL 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.

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2020Effects 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.

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2021The 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
2020The 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.

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2021Effects 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.

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2020Oil 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.

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2021Predicting 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.

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2020The 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.

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2021The 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.

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2021Financial 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.

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2020Price 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.

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2020Islamic 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.

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2021The 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.

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2021Information 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.

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2021OPEC 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.

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2021The 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.

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2021Moving 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.

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2021The 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.

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2021Whether 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.

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2021News-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.

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2021Exchange 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.

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2022Is 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.

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2020Impact 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.

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2021The 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.

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2021Oil 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.

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2020Employment and energy uncertainty. (2020). Elder, John. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:21:y:2020:i:c:s1703494920300062.

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2020The 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.

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2021Oil 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.

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2021Policy 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.

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2021The 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.

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2021Asymmetries 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.

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2021Natural 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.

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2021Global 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.

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2021Exploring 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.

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2020An 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.

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2020Remittances, 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.

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2020Fed’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.

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2021Dynamic 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.

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2020Oil 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.

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2021Do 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.

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2022Monetary 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.

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2020Dynamic 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.

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2020The 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.

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2021Forecasting 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.

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2021A 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.

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2021Climate 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.

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2020.

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2021.

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2020Impact 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.

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2021Research 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.

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2021The 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.

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2022Linking 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.

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2021Searching for the Nature of Uncertainty: Macroeconomic VS Financial. (2021). Himounet, Nicolas. In: Working Papers. RePEc:inf:wpaper:2021.05.

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2020Causal 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.

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2020Real 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.

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2020Does 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.

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2020Output 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.

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2020Causal Relationships between Inflation and Inflation Uncertainty. (2020). Barnett, William ; Ftiti, Zied ; Jawadi, Fredj. In: MPRA Paper. RePEc:pra:mprapa:101682.

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2021Inflation, 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.

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2020The Linkages between Inflation and Inflation Uncertainty in Selected Asian Economies: Evidence from Quantile Regression. (2020). Jiranyakul, Komain. In: MPRA Paper. RePEc:pra:mprapa:99868.

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2020Monetary 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.

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2020Effect 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.

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2020A Financial Stress Index for South Africa: A Time-Varying Correlation Approach. (2020). Kisten, Theshne. In: Working Papers. RePEc:pre:wpaper:202011.

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2020The 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.

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2020OPEC News and Jumps in the Oil Market. (2020). Yoon, Seong-Min ; Pierdzioch, Christian ; GUPTA, RANGAN ; Gkillas, Konstantinos. In: Working Papers. RePEc:pre:wpaper:202053.

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2020Oil-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.

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2021Commodity 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.

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2021Oil 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.

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2021The 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.

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2021The 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.

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2021The 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.

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2021The 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.

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2020.

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2021Modelling 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.

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2022GDP 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.

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2021Estimating 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.

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2020A 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.

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2021The 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.

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2020Impacts 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.

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2020Europe and Central Asia Economic Update, Spring 2020. (2020). Bank, World. In: World Bank Other Operational Studies. RePEc:wbk:wboper:33476.

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2021Inflation?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.

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2022Assessment 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.

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2022Mixed?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.

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2020Sending 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.

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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.
[Full Text][Citation analysis]		article4
2006Modeling the Marginal Revenue of Water in Selected Agricultural Commodities: A Panel Date Approach.(2006) In: Working Papers.
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This paper has another version. Agregated cites: 4		paper
2017The Impact of Oil Price on South African GDP Growth: A Bayesian Markov Switching-VAR Analysis In: African Development Review.
[Full Text][Citation analysis]		article22
2014The 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
2014The 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
1995An Econometric Model for Monetary Policy in South Africa In: South African Journal of Economics.
[Full Text][Citation analysis]		article3
2005CAPITAL MOBILITY IN SUB?SAHARAN AFRICA: A PANEL DATA APPROACH In: South African Journal of Economics.
[Full Text][Citation analysis]		article16
2009TESTING FOR PPP USING SADC REAL EXCHANGE RATES In: South African Journal of Economics.
[Full Text][Citation analysis]		article7
2008Testing for PPP Using SADC Real Exchange Rates.(2008) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 7		paper
2009TESTING FOR FRACTIONAL INTEGRATION IN SOUTHERN AFRICAN DEVELOPMENT COMMUNITY REAL EXCHANGE RATES In: South African Journal of Economics.
[Full Text][Citation analysis]		article0
2014Monetary policy and inflation in South Africa: A VECM augmented with foreign variables In: South African Journal of Economics.
[Full Text][Citation analysis]		article2
2012Monetary 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
2012Monetary 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
2015Inflation and Economic Growth: Evidence from the Southern African Development Community In: South African Journal of Economics.
[Full Text][Citation analysis]		article11
2021The Effect of Macroeconomic Uncertainty on Housing Returns and Volatility: Evidence from US State-Level Data In: GRU Working Paper Series.
[Full Text][Citation analysis]		paper1
2021The 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
2014The 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]		article1
2009Half-Life Deviations from PPP in the South African Development Community (SADC) In: Applied Econometrics and International Development.
[Full Text][Citation analysis]		article3
2019Oil price volatility and economic growth: Evidence from advanced economies using more than a century’s data In: Applied Energy.
[Full Text][Citation analysis]		article50
2009Linking global economic dynamics to a South African-specific credit risk correlation model In: Economic Modelling.
[Full Text][Citation analysis]		article10
2007Linking 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
2013Non-linearities in inflation–growth nexus in the SADC region: A panel smooth transition regression approach In: Economic Modelling.
[Full Text][Citation analysis]		article34
2015Causality between inflation and inflation uncertainty in South Africa: Evidence from a Markov-switching vector autoregressive model In: Emerging Markets Review.
[Full Text][Citation analysis]		article16
2014Causality 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
2016Testing 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]		article25
2014Testing 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
2014Testing 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
2014Testing 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
2017The impact of US policy uncertainty on the monetary effectiveness in the Euro area In: Journal of Policy Modeling.
[Full Text][Citation analysis]		article12
2018Comparing the forecasting ability of financial conditions indices: The case of South Africa In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article8
2015Comparing 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
2015Comparing 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
2012The monetary transmission mechanism in South Africa: A VECM augmented with foreign variables In: EcoMod2012.
[Full Text][Citation analysis]		paper0
2013The 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]		paper3
2015Identifying an index of financial conditions for South Africa In: Studies in Economics and Finance.
[Full Text][Citation analysis]		article5
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.
[Citation analysis]
This paper has another version. Agregated cites: 1		paper
2010Exchange Rate Puzzles: A Review of the Recent Theoretical and Empirical Developments In: The IUP Journal of Monetary Economics.
[Citation analysis]		article0
2008Exchange 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
2014Harnessing remittances through formal channels for development in sub-saharan Africa In: Journal of Developing Areas.
[Full Text][Citation analysis]		article1
2015Testing the Out-of-Sample Forecasting Ability of a Financial Conditions Index for South Africa In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article2
2013Testing 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
2015Can 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]		article3
2016The 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]		article9
2013The 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
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.
[Full Text][Citation analysis]		paper0
2009Social 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
2011Remittance Inflows to Sub-Saharan Africa: The Case of SADC In: Working Papers.
[Full Text][Citation analysis]		paper5
2011What Drives Remittance Inflows to Sub-Saharan Africa? A Dynamic Panel Approach In: Working Papers.
[Full Text][Citation analysis]		paper11
2011What 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
2011REMITTANCES AND THE DUTCH DISEASE IN SUB-SAHARAN AFRICA: A DYNAMIC PANEL APPROACH In: Working Papers.
[Full Text][Citation analysis]		paper5
2011Remittances 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
2014Remittances and the Dutch Disease in Sub-Saharan Africa: A Dynamic Panel Approach.(2014) In: Contemporary Economics.
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This paper has another version. Agregated cites: 5		article
2011Intertemporal portfolio allocation and hedging demand: An application to South Africa In: Working Papers.
[Citation analysis]		paper2
2014Intertemporal portfolio allocation and hedging demand: an application to South Africa.(2014) In: Journal of Business Economics and Management.
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This paper has another version. Agregated cites: 2		article
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
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.
[Citation analysis]		paper15
2014Military expenditure, economic growth and structural instability: a case study of South Africa.(2014) In: Defence and Peace Economics.
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This paper has another version. Agregated cites: 15		article
2013Do we need a global VAR model to forecast inflation and output in South Africa? In: Working Papers.
[Citation analysis]		paper6
2015Do we need a global VAR model to forecast inflation and output in South Africa?.(2015) In: Applied Economics.
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This paper has another version. Agregated cites: 6		article
2013Inflation and Economic Growth in the SADC: Some Panel Time-Series Evidence In: Working Papers.
[Full Text][Citation analysis]		paper0
2014Inflation and Economic Growth in the SADC: Some Panel Time-Series Evidence.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 0		paper
2013Time-Varying Linkages between Tourism Receipts and Economic Growth in South Africa In: Working Papers.
[Citation analysis]		paper16
2014Time-varying linkages between tourism receipts and economic growth in South Africa.(2014) In: Applied Economics.
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2015Inflation-Growth Nexus in Africa: Evidence from a Pooled CCE Multiple Regime Panel Smooth Transition Model In: Working Papers.
[Citation analysis]		paper2
2016Effectiveness of Monetary Policy in the Euro Area: The Role of US Economic Policy Uncertainty In: Working Papers.
[Citation analysis]		paper8
2018Oil Price Volatility and Economic Growth: Evidence from Advanced OECD Countries using over One Century of Data In: Working Papers.
[Citation analysis]		paper1
2019Impact of Oil Price Volatility on State-Level Consumption of the United States: The Role of Oil Dependence In: Working Papers.
[Citation analysis]		paper1
2020The Impact of Disaggregated Oil Shocks on State-Level Consumption of the United States In: Working Papers.
[Citation analysis]		paper2
2020A Sequence to Reverse Poverty: Institutions, State Capacity and Human Empowerment In: Working Papers.
[Full Text][Citation analysis]		paper0
2020A Sequence to Reverse Poverty: Institutions, State Capacity and Human Empowerment.(2020) In: Working Papers.
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2020The 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]		paper0
2021Fostering Human Empowerment through Education: The Road to Progressive Political Institutions In: Working Papers.
[Full Text][Citation analysis]		paper0
2021Rare 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]		paper0
2021Firm-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]		paper0
2021Climate Risks and U.S. Stock-Market Tail Risks: A Forecasting Experiment Using over a Century of Data In: Working Papers.
[Citation analysis]		paper0
2014Inflation and Economic Growth: Evidence from the Southern African Development Countries In: Working Papers.
[Full Text][Citation analysis]		paper4
2018Inflation–growth nexus: evidence from a pooled CCE multiple-regime panel smooth transition model In: Empirical Economics.
[Full Text][Citation analysis]		article7

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 30 2022. Contact: CitEc Team