16
H index
42
i10 index
1639
Citations
RANGAN GUPTA : Citation Profile
University of Pretoria (80% share) | RESEARCH PRODUCTION: 347 Articles 685 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
17 years (2002 - 2019). Relations with other researchers
Main data
Where RANGAN GUPTA has published?
Recent works citing RANGAN GUPTA (2019 and 2018)
| Year | Title of citing document | |
|---|---|---|
| 2018 | Does Economic Policy Uncertainty Affect Energy Market Volatility and Vice-Versa?. (2018). Scarcioffolo, Alexandre Ribeiro ; Etienne, Xiaoli L. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:273976. Full description at Econpapers || Download paper | |
| 2018 | “A regional perspective on the accuracy of machine learning forecasts of tourism demand based on data characteristics”. (2018). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: AQR Working Papers. RePEc:aqr:wpaper:201802. Full description at Econpapers || Download paper | |
| 2018 | “A geometric approach to proxy economic uncertainty by a metric of disagreement among qualitative expectations”. (2018). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: AQR Working Papers. RePEc:aqr:wpaper:201803. Full description at Econpapers || Download paper | |
| 2018 | Symmetric thermal optimal path and time-dependent lead-lag relationship: Novel statistical tests and application to UK and US real-estate and monetary policies. (2018). Sornette, Didier ; Zhou, Wei-Xing ; Meng, Hao. In: Papers. RePEc:arx:papers:1408.5618. Full description at Econpapers || Download paper | |
| 2018 | Scaling properties of extreme price fluctuations in Bitcoin markets. (2018). Beguvsi, Stjepan ; Podobnik, Boris ; Stanley, Eugene H ; Kostanjvcar, Zvonko. In: Papers. RePEc:arx:papers:1803.08405. Full description at Econpapers || Download paper | |
| 2018 | Multifractal characteristics and return predictability in the Chinese stock markets. (2018). Fu, Xin-Lan ; Zhou, Wei-Xing ; Jiang, Zhi-Qiang ; Shan, Zheng ; Gao, Xing-Lu. In: Papers. RePEc:arx:papers:1806.07604. Full description at Econpapers || Download paper | |
| 2018 | Measuring the response of gold prices to uncertainty: An analysis beyond the mean. (2018). Wohar, Mark ; Selmi, Refk ; bouoiyour, jamal. In: Papers. RePEc:arx:papers:1806.07623. Full description at Econpapers || Download paper | |
| 2018 | Panel quantile regressions for estimating and predicting the Value--at--Risk of commodities. (2018). BarunÃk, Jozef ; Vcech, Frantivsek. In: Papers. RePEc:arx:papers:1807.11823. Full description at Econpapers || Download paper | |
| 2018 | Does strategic commodities price respond to U.S. Partisan Conflict? Evidence from a parametric test of Granger causality in quantiles. (2018). Jiang, Yong. In: Papers. RePEc:arx:papers:1810.08396. Full description at Econpapers || Download paper | |
| 2018 | An analysis of cryptocurrencies conditional cross correlations. (2018). Fernandez Bariviera, Aurelio ; Martinez-Ibanez, Oscar ; Aslanidis, Nektarios. In: Papers. RePEc:arx:papers:1811.08365. Full description at Econpapers || Download paper | |
| 2018 | Financial spillovers, spillbacks, and the scope for international macroprudential policy coordination. (2018). Agenor, Pierre-Richard ; Pereira, Luiz Awazu. In: BIS Papers. RePEc:bis:bisbps:97. Full description at Econpapers || Download paper | |
| 2018 | Low‐frequency volatility of real estate securities and macroeconomic risk. (2018). Lee, Chyi Lin ; Stevenson, Simon. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:s1:p:311-342. Full description at Econpapers || Download paper | |
| 2018 | Asymmetric Price Transmission and Rent‐seeking in Road Fuel Markets: A Comparative Study of South Africa and Selected Eurozone Countries. (2018). Ogbuabor, Jonathan E ; Mba, Ifeoma C ; Manasseh, Charles O ; Eigbiremolen, God'Stime O. In: African Development Review. RePEc:bla:afrdev:v:30:y:2018:i:3:p:278-290. Full description at Econpapers || Download paper | |
| 2018 | Structural Breaks and Energy Consumption in the Gulf Cooperation Council Countries: Are Random Shocks Transitory or Permanent?. (2018). Osman, Mohamed ; Gachino, Geoffrey ; Hoque, Ariful. In: Australian Economic Papers. RePEc:bla:ausecp:v:57:y:2018:i:4:p:446-455. Full description at Econpapers || Download paper | |
| 2018 | Predictive Power of us Monetary Policy Uncertainty Shock on Stock Returns in Australia and New Zealand. (2018). Cai, Yifei. In: Australian Economic Papers. RePEc:bla:ausecp:v:57:y:2018:i:4:p:470-488. Full description at Econpapers || Download paper | |
| 2019 | INTERNATIONAL EFFECTS OF EURO AREA VERSUS U.S. POLICY UNCERTAINTY: A FAVAR APPROACH. (2019). Belke, Ansgar ; Osowski, Thomas. In: Economic Inquiry. RePEc:bla:ecinqu:v:57:y:2019:i:1:p:453-481. Full description at Econpapers || Download paper | |
| 2018 | THE FINANCIAL REPRESSION†LIBERALIZATION DEBATE: TAKING STOCK, LOOKING FOR A SYNTHESIS. (2018). Loizos, Konstantinos. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:2:p:440-468. Full description at Econpapers || Download paper | |
| 2018 | DO INVESTORS MIMIC TRADING STRATEGIES OF FOREIGN INVESTORS OR THE MARKET: IMPLICATIONS FOR CAPITAL ASSET PRICING. (2018). Chamil, Senarathne W ; Wei, Jianguo. In: Studies in Business and Economics. RePEc:blg:journl:v:13:y:2018:i:3:p:171-205. Full description at Econpapers || Download paper | |
| 2018 | The global financial cycle, bank capital flows and monetary policy. Evidence from Norway. (2018). Alstadheim, Ragna ; Blandhol, Christine. In: Working Paper. RePEc:bno:worpap:2018_02. Full description at Econpapers || Download paper | |
| 2018 | Oil Prices and GCC Stock Markets: New Evidence from Smooth Transition Models. (2018). Rault, Christophe ; Ben Cheikh, Nidhaleddine ; Ben Naceur, Sami ; Kanaan, Oussama ; Bennaceur, Sami . In: CESifo Working Paper Series. RePEc:ces:ceswps:_7072. Full description at Econpapers || Download paper | |
| 2018 | How to Measure Financial Market Efficiency? A Multifractality-Based Quantitative Approach with an Application to the European Carbon Market. (2018). Sattarhoff, Cristina ; Gronwald, Marc. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7102. Full description at Econpapers || Download paper | |
| 2018 | Energy Contagion Analysis: A New Perspective with Application to a Small Petroleum Economy. (2018). Mahadeo, Scott ; Legrenzi, Gabriella ; Heinlein, Reinhold. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7279. Full description at Econpapers || Download paper | |
| 2018 | Macroeconomic Uncertainty and Forecasting Macroeconomic Aggregates. (2018). Reif, Magnus. In: ifo Working Paper Series. RePEc:ces:ifowps:_265. Full description at Econpapers || Download paper | |
| 2018 | THE 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. Full description at Econpapers || Download paper | |
| 2018 | Forecasting Inflation Uncertainty in the G7 Countries. (2018). Wilfling, Bernd ; Bekiros, Stelios ; Segnon, Mawuli. In: CQE Working Papers. RePEc:cqe:wpaper:7118. Full description at Econpapers || Download paper | |
| 2018 | Gold Price and Exchange Rates: A Panel Smooth Transition Regression Model for the G7 Countries. (2018). Giannellis, Nikolaos ; Koukouritakis, Minoas. In: Working Papers. RePEc:crt:wpaper:1806. Full description at Econpapers || Download paper | |
| 2018 | You are what you eat: The role of oil price in Nigeria inflation forecast. (2018). tule, moses ; Salisu, Afees ; Chimeke, Charles. In: Working Papers. RePEc:cui:wpaper:0040. Full description at Econpapers || Download paper | |
| 2018 | Improving the predictability of commodity prices in US inflation: The role of coffee price. (2018). Salisu, Afees ; Adediran, Idris ; Isah, Kazeem. In: Working Papers. RePEc:cui:wpaper:0041. Full description at Econpapers || Download paper | |
| 2018 | Forecasting CO2 emissions: Does the choice of estimator matter?. (2018). Salisu, Afees ; Ogbonna, Ahamuefula ; Akanni, Lateef. In: Working Papers. RePEc:cui:wpaper:0045. Full description at Econpapers || Download paper | |
| 2018 | Could this be a fiction? Bitcoin forecasts most tradable currency pairs better than ARFIMA. (2018). Salisu, Afees ; Akanni, Lateef ; Azeez, Rasheed O. In: Working Papers. RePEc:cui:wpaper:0051. Full description at Econpapers || Download paper | |
| 2018 | Does the choice of estimator matter for forecasting? A revisit. (2018). Salisu, Afees ; Ogbonna, Ahamuefula ; Omosebi, Paul Adeoye. In: Working Papers. RePEc:cui:wpaper:0053. Full description at Econpapers || Download paper | |
| 2018 | Predicting the stock prices of G7 countries with Bitcoin prices. (2018). Salisu, Afees ; Isah, Kazeem ; Akanni, Lateef. In: Working Papers. RePEc:cui:wpaper:0054. Full description at Econpapers || Download paper | |
| 2018 | Predicting exchange rate with commodity prices: The role of structural breaks and asymmetries. (2018). Salisu, Afees ; Emmanuel, Zachariah ; Alimi, Wasiu A ; Adekunle, Wasiu. In: Working Papers. RePEc:cui:wpaper:0055. Full description at Econpapers || Download paper | |
| 2018 | The Hidden Predictive Power of Cryptocurrencies: Evidence from US Stock Market. (2018). Isah, Kazeem ; Raheem, Ibrahim D. In: Working Papers. RePEc:cui:wpaper:0056. Full description at Econpapers || Download paper | |
| 2018 | Monetary Policy and Inflation Dynamics in ASEAN Economies. (2018). Dany-Knedlik, Geraldine ; Garcia, Juan Angel. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1755. Full description at Econpapers || Download paper | |
| 2018 | Oil windfalls might not be the problem in oil-producing countries: evidence from the impact of oil shocks on export diversification. (2018). OMGBA, Luc ; Djimeu, Eric W. In: EconomiX Working Papers. RePEc:drm:wpaper:2018-18. Full description at Econpapers || Download paper | |
| 2018 | Role of Energy on Economy The Case of Micro to Macro Level Analysis. (2018). Sarwar, Suleman ; Khalid, Muqaddas ; Amir, Mehnoor ; Waheed, Rida. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-01019. Full description at Econpapers || Download paper | |
| 2018 | The impact of positive and negative macroeconomic news surprises: Gold versus Bitcoin. (2018). Roubaud, David ; Bouri, Elie ; Elie, Bouri ; Al-Khazali, Osamah. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00024. Full description at Econpapers || Download paper | |
| 2018 | Crude oil and equity markets in major European countries: New evidence. (2018). miloudi, anthony ; Benkraiem, Ramzi ; Lahiani, Amine ; van Hoang, Thi Hong. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00237. Full description at Econpapers || Download paper | |
| 2018 | Efficiency or speculation? A dynamic analysis of the Bitcoin market. (2018). Tiwari, Aviral ; Selmi, Refk ; Hammoudeh, Shawkat. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00395. Full description at Econpapers || Download paper | |
| 2018 | International and Macroeconomic Determinants of Oil Price: Evidence from Gulf Cooperation Council Countries. (2018). Albaity, Mohamed ; Mustafa, Hasan. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-01-9. Full description at Econpapers || Download paper | |
| 2018 | Fracking, Wars and Stock Market Crashes: The Price of Oil During the Great Recession. (2018). Garzon, Antonio J ; Hierro, Luis A. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-02-3. Full description at Econpapers || Download paper | |
| 2018 | Does Electricity Supply Matter for Economic Growth in Russia: A Vector Error Correction Approach. (2018). Bass, Alexander. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-05-40. Full description at Econpapers || Download paper | |
| 2018 | Financial risk network architecture of energy firms. (2018). Uribe, Jorge ; Manotas, Diego ; Restrepo, Natalia . In: Applied Energy. RePEc:eee:appene:v:215:y:2018:i:c:p:630-642. Full description at Econpapers || Download paper | |
| 2018 | Usefulness of economic and energy data at different frequencies for carbon price forecasting in the EU ETS. (2018). Zhao, Xin ; Kang, Wanglin ; Ding, Lili ; Han, Meng. In: Applied Energy. RePEc:eee:appene:v:216:y:2018:i:c:p:132-141. Full description at Econpapers || Download paper | |
| 2018 | Ex-post assessment of the Kyoto Protocol – quantification of CO2 mitigation impact in both Annex B and non-Annex B countries-. (2018). Kuriyama, Akihisa ; Abe, Naoya. In: Applied Energy. RePEc:eee:appene:v:220:y:2018:i:c:p:286-295. Full description at Econpapers || Download paper | |
| 2018 | New DCC analyses of return transmission, volatility spillovers, and optimal hedging among oil futures and oil equities in oil-producing countries. (2018). Tsuji, Chikashi. In: Applied Energy. RePEc:eee:appene:v:229:y:2018:i:c:p:1202-1217. Full description at Econpapers || Download paper | |
| 2019 | Oil price volatility and economic growth: Evidence from advanced economies using more than a century’s data. (2019). van Eyden, Renee ; Wohar, Mark E ; Gupta, Rangan ; Difeto, Mamothoana. In: Applied Energy. RePEc:eee:appene:v:233-234:y:2019:i::p:612-621. Full description at Econpapers || Download paper | |
| 2018 | Chinese policy uncertainty shocks and the world macroeconomy: Evidence from STVAR. (2018). Fontaine, Idriss ; Didier, Laurent ; Razafindravaosolonirina, Justinien. In: China Economic Review. RePEc:eee:chieco:v:51:y:2018:i:c:p:1-19. Full description at Econpapers || Download paper | |
| 2018 | Interactions between stock, bond and housing markets. (2018). Westerhoff, Frank ; Schmitt, Noemi ; Dieci, Roberto. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:43-70. Full description at Econpapers || Download paper | |
| 2018 | Asymmetric volatility transmission between the real exchange rate and stock returns in South Africa. (2018). Sikhosana, Ayanda ; Aye, Goodness C. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:60:y:2018:i:c:p:1-8. Full description at Econpapers || Download paper | |
| 2018 | Housing prices and real effective exchange rates in 18 OECD countries: A bootstrap multivariate panel Granger causality. (2018). Bahmani-Oskooee, Mohsen ; Wu, Tsung-Pao. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:60:y:2018:i:c:p:119-126. Full description at Econpapers || Download paper | |
| 2017 | Forecasting house prices using dynamic model averaging approach: Evidence from China. (2017). Wei, YU ; Cao, Yang. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:147-155. Full description at Econpapers || Download paper | |
| 2018 | Forecasting with DSGE models: What frictions are important?. (2018). Nalban, Valeriu. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:190-204. Full description at Econpapers || Download paper | |
| 2018 | Testing for bubbles in the art markets: An empirical investigation. (2018). Assaf, Ata. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:340-355. Full description at Econpapers || Download paper | |
| 2018 | Dynamics of international spillovers and interaction: Evidence from financial market stress and economic policy uncertainty. (2018). Liow, Kim ; Huang, Yuting ; Liao, Wen-Chi . In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:96-116. Full description at Econpapers || Download paper | |
| 2018 | Industrial electricity consumption, human capital investment and economic growth in Chinese cities. (2018). Chen, Yang ; Fang, Zheng. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:205-219. Full description at Econpapers || Download paper | |
| 2018 | Directional predictability and time-varying spillovers between stock markets and economic cycles. (2018). Shahzad, Syed Jawad Hussain ; Bekiros, Stelios ; Ur, Mobeen ; Arreola-Hernandez, Jose ; Hussain, Syed Jawad. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:301-312. Full description at Econpapers || Download paper | |
| 2018 | Multi-scale causality and extreme tail inter-dependence among housing prices. (2018). Uddin, Gazi ; Yoon, Seong-Min ; Ahmed, Ali ; Kang, Sang Hoon. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:301-309. Full description at Econpapers || Download paper | |
| 2018 | Predicting US inflation: Evidence from a new approach. (2018). Salisu, Afees ; Isah, Kazeem. In: Economic Modelling. RePEc:eee:ecmode:v:71:y:2018:i:c:p:134-158. Full description at Econpapers || Download paper | |
| 2018 | Multi-horizon wealth effects across the G7 economies. (2018). Apergis, Nicholas ; Hassapis, Christis ; Christou, Christina ; Bouras, Christos. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:165-176. Full description at Econpapers || Download paper | |
| 2018 | Forecasting gold futures market volatility using macroeconomic variables in the United States. (2018). Fang, Libing ; Xiao, Wen ; Yu, Honghai. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:249-259. Full description at Econpapers || Download paper | |
| 2018 | Testing the optimality of inflation forecasts under flexible loss with random forests. (2018). Pierdzioch, Christian ; Behrens, Christoph ; Risse, Marian. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:270-277. Full description at Econpapers || Download paper | |
| 2018 | Forecasting the aggregate oil price volatility in a data-rich environment. (2018). Ma, Feng ; Zhang, Yaojie ; Wahab, M. I. M., ; Liu, Jing. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:320-332. Full description at Econpapers || Download paper | |
| 2018 | Oil price shocks and uncertainty: How stable is their relationship over time?. (2018). Filis, George ; Degiannakis, Stavros ; Panagiotakopoulou, Sofia. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:42-53. Full description at Econpapers || Download paper | |
| 2018 | The effects of financial distress: Evidence from US GDP growth. (2018). Inekwe, John ; Rebecca, MA ; Jin, YI. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:8-21. Full description at Econpapers || Download paper | |
| 2018 | Assessing the strategic fit of potential M&As in Chinese banking: A novel Bayesian stochastic frontier approach. (2018). Chen, Zhongfei ; Tsionas, Mike G ; Wanke, Peter. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:254-263. Full description at Econpapers || Download paper | |
| 2018 | Measuring the response of gold prices to uncertainty: An analysis beyond the mean. (2018). Wohar, Mark ; Selmi, Refk ; bouoiyour, jamal. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:105-116. Full description at Econpapers || Download paper | |
| 2018 | Fiscal policy within the DSGE-VAR framework. (2018). Franta, Michal ; Babecký, Jan ; Ryanek, Jakub . In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:23-37. Full description at Econpapers || Download paper | |
| 2018 | Forecasting the prices of crude oil using the predictor, economic and combined constraints. (2018). Yi, Yongsheng ; Huang, Dengshi ; Zhang, Yaojie ; Ma, Feng. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:237-245. Full description at Econpapers || Download paper | |
| 2019 | Improving the predictability of the oil–US stock nexus: The role of macroeconomic variables. (2019). Salisu, Afees ; Oloko, Tirimisiyu F ; Swaray, Raymond. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:153-171. Full description at Econpapers || Download paper | |
| 2019 | Intraday momentum and stock return predictability: Evidence from China. (2019). Zhang, Yaojie ; Zhu, BO ; Ma, Feng. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:319-329. Full description at Econpapers || Download paper | |
| 2018 | Oil prices, stock returns, and exchange rates: Empirical evidence from China and the United States. (2018). Bai, Shuming ; Koong, Kai S. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:12-33. Full description at Econpapers || Download paper | |
| 2018 | The study on the tail dependence structure between the economic policy uncertainty and several financial markets. (2018). Yao, Can-Zhong ; Sun, Bo-Yi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:245-265. Full description at Econpapers || Download paper | |
| 2018 | Exploring the dynamic relationships between cryptocurrencies and other financial assets. (2018). Corbet, Shaen ; Yarovaya, Larisa ; Lucey, Brian ; Larkin, Charles ; Meegan, Andrew. In: Economics Letters. RePEc:eee:ecolet:v:165:y:2018:i:c:p:28-34. Full description at Econpapers || Download paper | |
| 2018 | Bitcoin returns and transaction activity. (2018). Koutmos, Dimitrios. In: Economics Letters. RePEc:eee:ecolet:v:167:y:2018:i:c:p:81-85. Full description at Econpapers || Download paper | |
| 2018 | Return, volatility and shock spillovers of Bitcoin with energy and technology companies. (2018). Symitsi, Efthymia ; Chalvatzis, Konstantinos J. In: Economics Letters. RePEc:eee:ecolet:v:170:y:2018:i:c:p:127-130. Full description at Econpapers || Download paper | |
| 2018 | The spillover of macroeconomic uncertainty between the U.S. and China. (2018). Huang, Zhuo ; Shen, Yan ; Qiu, Han ; Tong, Chen. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:123-127. Full description at Econpapers || Download paper | |
| 2018 | How investible is Bitcoin? Analyzing the liquidity and transaction costs of Bitcoin markets. (2018). Dyhrberg, Anne H ; Svec, Jiri ; Foley, Sean. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:140-143. Full description at Econpapers || Download paper | |
| 2018 | The impact of Tether grants on Bitcoin. (2018). Wei, Wang Chun. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:19-22. Full description at Econpapers || Download paper | |
| 2018 | Are generalized spillover indices overstating connectedness?. (2018). Beaumont, Paul ; Srivastava, Anuj ; Norrbin, Stefan C ; Thomas, . In: Economics Letters. RePEc:eee:ecolet:v:173:y:2018:i:c:p:131-134. Full description at Econpapers || Download paper | |
| 2018 | Volatility and return jumps in bitcoin. (2018). Laurini, Márcio ; Chaim, Pedro. In: Economics Letters. RePEc:eee:ecolet:v:173:y:2018:i:c:p:158-163. Full description at Econpapers || Download paper | |
| 2018 | House price convergence in euro zone and non-euro zone countries. (2018). I-Chun Tsai, . In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:2:p:269-281. Full description at Econpapers || Download paper | |
| 2018 | Economic policy uncertainty effects for forecasting future real economic activity. (2018). Junttila, Juha ; Vataja, Juuso . In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:4:p:569-583. Full description at Econpapers || Download paper | |
| 2018 | Smoking and local unemployment: Evidence from Germany. (2018). Sousa-Poza, Alfonso ; Strohmaier, Kristina ; Reutter, Mirjam ; Kaiser, Micha. In: Economics & Human Biology. RePEc:eee:ehbiol:v:29:y:2018:i:c:p:138-147. Full description at Econpapers || Download paper | |
| 2018 | Technology-investing countries and stock return predictability. (2018). Narayan, Paresh Kumar ; Bach, Dinh Hoang. In: Emerging Markets Review. RePEc:eee:ememar:v:36:y:2018:i:c:p:159-179. Full description at Econpapers || Download paper | |
| 2018 | Financial connectedness of BRICS and global sovereign bond markets. (2018). Ahmad, Wasim ; Daly, Kevin J ; Mishra, Anil V. In: Emerging Markets Review. RePEc:eee:ememar:v:37:y:2018:i:c:p:1-16. Full description at Econpapers || Download paper | |
| 2018 | Forecasting global stock market implied volatility indices. (2018). Filis, George ; Degiannakis, Stavros ; Hassani, Hossein. In: Journal of Empirical Finance. RePEc:eee:empfin:v:46:y:2018:i:c:p:111-129. Full description at Econpapers || Download paper | |
| 2018 | Forecasting volatility in the biofuel feedstock markets in the presence of structural breaks: A comparison of alternative distribution functions. (2018). Hasanov, Akram Shavkatovich ; Heng, Zin Yau ; Al-Freedi, Ajab ; Poon, Wai Ching. In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:307-333. Full description at Econpapers || Download paper | |
| 2018 | Revisiting the forecasting accuracy of Phillips curve: The role of oil price. (2018). Salisu, Afees ; Isah, Kazeem ; Ademuyiwa, Idris . In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:334-356. Full description at Econpapers || Download paper | |
| 2018 | Renewable energy, oil prices, and economic activity: A Granger-causality in quantiles analysis. (2018). Uddin, Gazi ; Troster, Victor ; Shahbaz, Muhammad. In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:440-452. Full description at Econpapers || Download paper | |
| 2018 | Forecasting the WTI crude oil price by a hybrid-refined method. (2018). Chai, Jian ; Li, Jie-Xun ; Zhang, Zhe George ; Zhou, Xiao-Yang ; Xing, Li-Min. In: Energy Economics. RePEc:eee:eneeco:v:71:y:2018:i:c:p:114-127. Full description at Econpapers || Download paper | |
| 2018 | Oil price shocks and the financial performance patterns of logistics service providers. (2018). Hofmann, Erik ; Zinn, Martin ; Toyli, Juuso ; Solakivi, Tomi. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:290-306. Full description at Econpapers || Download paper | |
| 2018 | Oil prices and news-based uncertainty: Novel evidence. (2018). Yin, Libo ; Su, Zhi ; Lu, Man. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:331-340. Full description at Econpapers || Download paper | |
| 2018 | The incremental information content of investor fear gauge for volatility forecasting in the crude oil futures market. (2018). Lin, Boqiang ; Gong, XU. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:370-386. Full description at Econpapers || Download paper | |
| 2018 | Economic growth and greenhouse gases in Europe: A non-radial multi-sector nonparametric production-frontier analysis. (2018). Walheer, Barnabé. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:51-62. Full description at Econpapers || Download paper | |
| 2018 | The dependence and risk spillover between crude oil market and China stock market: New evidence from a variational mode decomposition-based copula method. (2018). Li, Xiafei ; Wei, YU. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:565-581. Full description at Econpapers || Download paper | |
| 2018 | Forecasting crude oil prices by a semiparametric Markov switching model: OPEC, WTI, and Brent cases. (2018). Nademi, Arash . In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:757-766. Full description at Econpapers || Download paper | |
| 2018 | Asymmetric impacts of oil price uncertainty on Chinese stock returns under different market conditions: Evidence from oil volatility index. (2018). Xiao, Jihong ; Wen, Fenghua ; Zhou, Min. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:777-786. Full description at Econpapers || Download paper | |
| 2018 | Is Bitcoin a hedge, a safe haven or a diversifier for oil price movements? A comparison with gold. (2018). Selmi, Refk ; bouoiyour, jamal ; Hammoudeh, Shawkat ; Mensi, Walid. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:787-801. Full description at Econpapers || Download paper | |
| 2018 | On the risk spillover across the oil market, stock market, and the oil related CDS sectors: A volatility impulse response approach. (2018). Balcilar, Mehmet ; Toparli, Elif Akay ; Hammoudeh, Shawkat. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:813-827. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
Works by RANGAN GUPTA:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2016 | Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Do House Prices Impact Consumption and Interest Rate? Evidence from OECD Countries using an Agnostic Identification Procedure In: Applied Economics Quarterly (formerly: Konjunkturpolitik). [Full Text][Citation analysis] | article | 9 |
| 2012 | Do House Prices Impact Consumption and Interest Rate?: Evidence from OECD Countries Using an Agnostic Identification Procedure.(2012) In: OECD Economics Department Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2011 | Do House Prices Impact Consumption and Interest Rate? Evidence from OECD Countries using an Agnostic Identification Procedure.(2011) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2010 | Loan Portfolio Conditional Loss Estimation Using an Error-Correcting Macroeconometric Model In: The African Finance Journal. [Full Text][Citation analysis] | article | 0 |
| 2015 | Trust and Quality of Growth: A Note In: Working Papers of the African Governance and Development Institute.. [Full Text][Citation analysis] | paper | 5 |
| 2016 | Trust and quality of growth: a note.(2016) In: Economics Bulletin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
| 2015 | Trust and Quality of Growth: A Note.(2015) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2015 | Trust and Quality of Growth: A Note.(2015) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2008 | Modelling South African grain farmers’ preferences to adopt derivative contracts using discrete choice models In: Agrekon. [Full Text][Citation analysis] | article | 3 |
| 2018 | The Effectiveness of Monetary and Fiscal Policy Shocks on U.S. Inequality: The Role of Uncertainty In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. [Full Text][Citation analysis] | paper | 0 |
| 2017 | The Effectiveness of Monetary and Fiscal Policy Shocks on U.S. Inequality: The Role of Uncertainty.(2017) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | Forecasting the U.S. Real House Price Index In: Papers. [Full Text][Citation analysis] | paper | 15 |
| 2015 | Forecasting the U.S. real house price index.(2015) In: Economic Modelling. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | article | |
| 2014 | Forecasting the U.S. Real House Price Index.(2014) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
| 2014 | Forecasting the U.S. Real House Price Index.(2014) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
| 2014 | Forecasting the U.S. Real House Price Index.(2014) In: DUTH Research Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
| 2018 | Impact of Volatility and Equity Market Uncertainty on Herd Behaviour: Evidence from UK REITs In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Impact of Volatility and Equity Market Uncertainty on Herd Behavior: Evidence from UK REITs.(2016) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | 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 | 2 |
| 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: 2 | 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: 2 | paper | |
| 2018 | PREDICTING STOCK RETURNS AND VOLATILITY WITH INVESTOR SENTIMENT INDICES: A RECONSIDERATION USING A NONPARAMETRIC CAUSALITY†IN†QUANTILES TEST In: Bulletin of Economic Research. [Full Text][Citation analysis] | article | 0 |
| 2008 | Costly Tax Enforcement and Financial Repression In: Economic Notes. [Full Text][Citation analysis] | article | 2 |
| 2008 | Costly Tax Enforcement and Financial Repression.(2008) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2008 | Costly Tax Enforcement and Financial Repression.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2017 | Do leading indicators forecast U.S. recessions? A nonlinear re†evaluation using historical data In: International Finance. [Full Text][Citation analysis] | article | 0 |
| 2018 | Wealth‐to‐Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test In: International Review of Finance. [Full Text][Citation analysis] | article | 0 |
| 2017 | Wealth-to-Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test.(2017) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Testing the Efficiency of the Art Market Using Quantile†Based Unit Root Tests with Sharp and Smooth Breaks In: Manchester School. [Full Text][Citation analysis] | article | 0 |
| 2018 | Social Status, Inflation and Endogenous Growth in A Cash‐in‐Advance Economy: A Reconsideration using the Credit Channel In: Manchester School. [Full Text][Citation analysis] | article | 0 |
| 2019 | Persistence, Mean Reversion and Nonlinearities in Inflation Rates of Developed and Developing Countries Using Over One Century of Data In: Manchester School. [Full Text][Citation analysis] | article | 0 |
| 2017 | Electricity demand in South Africa: is it asymmetric? In: OPEC Energy Review. [Full Text][Citation analysis] | article | 1 |
| 2015 | CONVERGENCE IN PROVINCIAL-LEVEL SOUTH AFRICAN HOUSE PRICES: EVIDENCE FROM THE CLUB CONVERGENCE AND CLUSTERING PROCEDURE In: Review of Urban & Regional Development Studies. [Full Text][Citation analysis] | article | 3 |
| 2013 | Convergence in Provincial-Level South African House Prices: Evidence from the Club Convergence and Clustering Procedure.(2013) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2006 | A BVAR MODEL FOR THE SOUTH AFRICAN ECONOMY In: South African Journal of Economics. [Full Text][Citation analysis] | article | 2 |
| 2006 | A BVAR Model for the South African Economy.(2006) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2006 | FORECASTING THE SOUTH AFRICAN ECONOMY WITH VARs AND VECMs In: South African Journal of Economics. [Full Text][Citation analysis] | article | 3 |
| 2006 | Forecasting the South African Economy with VARs and VECMs.(2006) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2007 | A SMALL-SCALE DSGE MODEL FOR FORECASTING THE SOUTH AFRICAN ECONOMY In: South African Journal of Economics. [Full Text][Citation analysis] | article | 17 |
| 2006 | A Small-Scale DSGE Model for Forecasting the South African Economy.(2006) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
| 2007 | FORECASTING THE SOUTH AFRICAN ECONOMY WITH GIBBS SAMPLED BVECMs In: South African Journal of Economics. [Full Text][Citation analysis] | article | 3 |
| 2007 | Forecasting the South African Economy with Gibbs Sampled BVECMs.(2007) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2008 | MEASURING THE WELFARE COST OF INFLATION IN SOUTH AFRICA In: South African Journal of Economics. [Full Text][Citation analysis] | article | 4 |
| 2008 | Measuring the Welfare Cost of Inflation in South Africa.(2008) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2008 | Measuring the welfare cost of inflation in South Africa.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2008 | SPATIAL BAYESIAN METHODS OF FORECASTING HOUSE PRICES IN SIX METROPOLITAN AREAS OF SOUTH AFRICA In: South African Journal of Economics. [Full Text][Citation analysis] | article | 5 |
| 2008 | Spatial Bayesian Methods of Forecasting House Prices in Six Metropolitan Areas of South Africa.(2008) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2009 | BAYESIAN METHODS OF FORECASTING INVENTORY INVESTMENT In: South African Journal of Economics. [Full Text][Citation analysis] | article | 0 |
| 2009 | TESTING FOR PPP USING SADC REAL EXCHANGE RATES In: South African Journal of Economics. [Full Text][Citation analysis] | article | 3 |
| 2008 | Testing for PPP Using SADC Real Exchange Rates.(2008) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 3 | 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 |
| 2010 | DYNAMIC TIME INCONSISTENCY AND THE SOUTH AFRICAN RESERVE BANK In: South African Journal of Economics. [Full Text][Citation analysis] | article | 4 |
| 2017 | Time-varying persistence of inflation: evidence from a wavelet-based approach In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2016 | Time-Varying Persistence of Inflation: Evidence from a Wavelet-Based Approach.(2016) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2016 | Time-Varying Persistence of Inflation: Evidence from a Wavelet-based Approach.(2016) In: Working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Causal relationships between economic policy uncertainty and housing market returns in China and India: evidence from linear and nonlinear panel and time series models In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 5 |
| 2016 | Causal Relationships between Economic Policy Uncertainty and Housing Market Returns in China and India: Evidence from Linear and Nonlinear Panel and Time Series Models.(2016) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2018 | Forecasting using a Nonlinear DSGE Model In: Journal of Central Banking Theory and Practice. [Full Text][Citation analysis] | article | 0 |
| 2016 | Forecasting using a Nonlinear DSGE Model.(2016) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2015 | Causality between US economic policy and equity market uncertainties: Evidence from linear and nonlinear tests In: Journal of Applied Economics. [Full Text][Citation analysis] | article | 9 |
| 2013 | Causality between US Economic Policy and Equity Market Uncertainties: Evidence from Linear and Nonlinear Tests.(2013) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2017 | The growth-inflation nexus for the U.S. from 1801 to 2013: A semiparametric approach In: Journal of Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2015 | The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2015 | The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis.(2015) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2015 | The Relationship between Healthcare expenditures and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis.(2015) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2018 | The relationship between healthcare expenditure and disposable personal income in the US states: a fractional integration and cointegration analysis.(2018) In: Empirical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2018 | Impact of macroeconomic news surprises and uncertainty for major economies on returns and volatility of oil futures In: International Economics. [Full Text][Citation analysis] | article | 0 |
| 2017 | Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data In: CQE Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Are Multifractal Processes Suited to Forecasting Electricity Price Volatility? Evidence from Australian Intraday Data.(2017) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2016 | The Role of Oil Prices in the Forecasts of South African Interest Rates: A Bayesian Approach In: School of Economics Macroeconomic Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2017 | The role of oil prices in the forecasts of South African interest rates: A Bayesian approach.(2017) In: Energy Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2015 | The Role of Oil Prices in the Forecasts of South African Interest Rates: A Bayesian Approach.(2015) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2016 | Forecasting South African Macroeconomic Variables with a Markov-Switching Small Open-Economy Dynamic Stochastic General Equilibrium Model In: School of Economics Macroeconomic Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Forecasting South African Macroeconomic Variables with a Markov-Switching Small Open-Economy Dynamic Stochastic General Equilibrium Model.(2016) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | Forecasting South African macroeconomic variables with a Markov-switching small open-economy dynamic stochastic general equilibrium model.(2017) In: Empirical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2017 | Monetary Policy and Financial Frictions in a Small Open-Economy Model for Uganda In: School of Economics Macroeconomic Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Monetary Policy and Financial Frictions in a Small Open-Economy Model for Uganda.(2017) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | Monetary Policy, Financial Frictions and Structural Changes: A Markov-Switching DSGE approach In: School of Economics Macroeconomic Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Monetary Policy, Financial Frictions and Structural Changes: A Markov-Switching DSGE Approach.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | Inflation Dynamics in Uganda: A Quantile Regression Approach In: School of Economics Macroeconomic Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Inflation Dynamics in Uganda: A Quantile Regression Approach.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Forecasting with second-order approximations and Markov-switching DSGE models In: School of Economics Macroeconomic Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Forecasting with Second-Order Approximations and Markov Switching DSGE Models.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2005 | Costly State Monitoring and Reserve Requirements In: Annals of Economics and Finance. [Full Text][Citation analysis] | article | 2 |
| 2005 | Costly State Monitoring and Reserve Requirements.(2005) In: Working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2010 | Private and Public Health Expenditures in an Endogenous Growth Model with Inflation Targeting In: Annals of Economics and Finance. [Full Text][Citation analysis] | article | 4 |
| 2010 | Private and Public Health Expenditures in an Endogenous Growth Model with Inflation Targeting.(2010) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2011 | Growth-Effects of Inflation Targeting: The Role of Financial Sector Development In: Annals of Economics and Finance. [Full Text][Citation analysis] | article | 3 |
| 2006 | Growth-Effects of Inflation Targeting: The Role of Financial Sector Development.(2006) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2015 | Has oil price predicted stock returns for over a century? In: Working Papers. [Full Text][Citation analysis] | paper | 70 |
| 2015 | Has oil price predicted stock returns for over a century?.(2015) In: Energy Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 70 | article | |
| 2014 | Has Oil Pirce Predicted Stock Returns for Over a Century?.(2014) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 70 | paper | |
| 2011 | Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs In: Indian Economic Review. [Citation analysis] | article | 2 |
| 2008 | Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs.(2008) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2009 | Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2007 | Financial Liberalization and the Dynamics of Inflation, Nominal Exchange Rate, and Terms of Trade In: Indian Economic Review. [Citation analysis] | article | 0 |
| 2009 | Financial Liberalization and a Possible Growth-Inflation Trade-Off In: Indian Economic Review. [Citation analysis] | article | 0 |
| 2006 | Financial Liberalization and a Possible Growth-Inflation Trade-Off.(2006) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2010 | CONVERGENCE OF METROPOLITAN HOUSE PRICES IN SOUTH AFRICA: A RE-EXAMINATION USING EFFICIENT UNIT ROOT TESTS In: Applied Econometrics and International Development. [Full Text][Citation analysis] | article | 1 |
| 2009 | Convergence of Metropolitan House Prices in South Africa: A Re-Examination Using Efficient Unit Root Tests.(2009) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2012 | Macro Shocks and Real US Stock Prices with Special Focus on the “Great Recession” In: Applied Econometrics and International Development. [Full Text][Citation analysis] | article | 1 |
| 2012 | Macro Shocks and Real US Stock Prices with Special Focus on the Great Recession.(2012) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2009 | Half-Life Deviations from PPP in the South African Development Community (SADC) In: Applied Econometrics and International Development. [Full Text][Citation analysis] | article | 0 |
| 2012 | THE EFFECTS OF MONETARY POLICY ON REAL FARM PRICES IN SOUTH AFRICA In: Regional and Sectoral Economic Studies. [Full Text][Citation analysis] | article | 0 |
| 2011 | The Effects of Monetary Policy On Real Farm Prices in South Africa.(2011) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2013 | Metropolitan House Prices In Regions of India: Do They Converge? In: Regional and Sectoral Economic Studies. [Full Text][Citation analysis] | article | 0 |
| 2017 | Forecasting accuracy evaluation of tourist arrivals In: Annals of Tourism Research. [Full Text][Citation analysis] | article | 4 |
| 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 | 0 |
| 2015 | Herding behavior in real estate markets: Novel evidence from a Markov-switching model In: Journal of Behavioral and Experimental Finance. [Full Text][Citation analysis] | article | 4 |
| 2009 | Linking global economic dynamics to a South African-specific credit risk correlation model In: Economic Modelling. [Full Text][Citation analysis] | article | 8 |
| 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: 8 | paper | |
| 2010 | The effect of monetary policy on real house price growth in South Africa: A factor-augmented vector autoregression (FAVAR) approach In: Economic Modelling. [Full Text][Citation analysis] | article | 27 |
| 2009 | THE EFFECT OF MONETARY POLICY ON REAL HOUSE PRICE GROWTH IN SOUTH AFRICA: A FACTOR AUGMENTED VECTOR AUTOREGRESSION (FAVAR) APPROACH.(2009) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 27 | paper | |
| 2011 | An in-sample and out-of-sample empirical investigation of the nonlinearity in house prices of South Africa In: Economic Modelling. [Full Text][Citation analysis] | article | 6 |
| 2010 | An In-Sample and Out-of-Sample Empirical Investigation of the Nonlinearity in House Prices of South Africa.(2010) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2011 | Forecasting the US real house price index: Structural and non-structural models with and without fundamentals In: Economic Modelling. [Full Text][Citation analysis] | article | 17 |
| 2010 | Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
| 2009 | Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals.(2009) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
| 2009 | Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals.(2009) In: Working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
| 2012 | South African stock return predictability in the context data mining: The role of financial variables and international stock returns In: Economic Modelling. [Full Text][Citation analysis] | article | 9 |
| 2012 | Structural breaks and GARCH models of stock return volatility: The case of South Africa In: Economic Modelling. [Full Text][Citation analysis] | article | 10 |
| 2010 | Structural Breaks and GARCH Models of Stock Return Volatility: The Case of South Africa.(2010) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2013 | Macroeconomic Variables and South African Stock Return Predictability In: Economic Modelling. [Full Text][Citation analysis] | article | 18 |
| 2011 | Macroeconomic Variables and South African Stock Return Predictability.(2011) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
| 2013 | Is the relationship between monetary policy and house prices asymmetric across bull and bear markets in South Africa? Evidence from a Markov-switching vector autoregressive model In: Economic Modelling. [Full Text][Citation analysis] | article | 9 |
| 2013 | A DSGE-VAR model for forecasting key South African macroeconomic variables In: Economic Modelling. [Full Text][Citation analysis] | article | 7 |
| 2015 | Forecasting macroeconomic data for an emerging market with a nonlinear DSGE model In: Economic Modelling. [Full Text][Citation analysis] | article | 5 |
| 2017 | Can volume predict Bitcoin returns and volatility? A quantiles-based approach In: Economic Modelling. [Full Text][Citation analysis] | article | 27 |
| 2014 | Forecasting Chinas foreign exchange reserves using dynamic model averaging: The roles of macroeconomic fundamentals, financial stress and economic uncertainty In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 3 |
| 2013 | Forecasting China’s Foreign Exchange Reserves Using Dynamic Model Averaging: The Role of Macroeconomic Fundamentals, Financial Stress and Economic Uncertainty.(2013) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2014 | Detecting predictable non-linear dynamics in Dow Jones Islamic Market and Dow Jones Industrial Average indices using nonparametric regressions In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 11 |
| 2015 | Temporal causality between house prices and output in the US: A bootstrap rolling-window approach In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 14 |
| 2013 | Temporal Causality between House Prices and Output in the U. S.: A Bootstrap Rolling-Window Approach.(2013) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
| 2013 | Temporal Causality between House Prices and Output in the U.S.: A Bootstrap Rolling-Window Approach.(2013) In: Working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
| 2016 | On economic uncertainty, stock market predictability and nonlinear spillover effects In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 15 |
| 2015 | On Economic Uncertainty, Stock Market Predictability and Nonlinear Spillover Effects.(2015) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
| 2017 | Do precious metal prices help in forecasting South African inflation? In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2015 | Do Precious Metal Prices Help in Forecasting South African Inflation?.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2015 | Do Precious Metal Prices Help in Forecasting South African Inflation?.(2015) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2015 | Do Precious Metal Prices Help in Forecasting South African Inflation?.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | The international REIT’s time-varying response to the U.S. monetary policy and macroeconomic surprises In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2017 | The International REITs Time-Varying Response to the U.S. Monetary Policy and Macroeconomic Surprises.(2017) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Does partisan conflict predict a reduction in US stock market (realized) volatility? Evidence from a quantile-on-quantile regression model☆ In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 2 |
| 2018 | OPEC news and predictability of oil futures returns and volatility: Evidence from a nonparametric causality-in-quantiles approach In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2017 | OPEC News and Predictability of Oil Futures Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach.(2017) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Information spillover across international real estate investment trusts: Evidence from an entropy-based network analysis In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2018 | Information Spillover across International Real Estate Investment Trusts: Evidence from an Entropy-Based Network Analysis.(2018) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2015 | Predicting stock returns and volatility using consumption-aggregate wealth ratios: A nonlinear approach In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2015 | Predicting Stock Returns and Volatility Using Consumption-Aggregate Wealth Ratios: A Nonlinear Approach.(2015) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2015 | Oil price forecastability and economic uncertainty In: Economics Letters. [Full Text][Citation analysis] | article | 15 |
| 2015 | Oil Price Forecastability and Economic Uncertainty.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
| 2015 | Oil Price Forecastability and Economic Uncertainty.(2015) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
| 2015 | Oil price forecastability and economic uncertainty.(2015) In: Open Access publications. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
| 2016 | On international uncertainty links: BART-based empirical evidence for Canada In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2015 | On International Uncertainty Links: BART-Based Empirical Evidence for Canada.(2015) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2016 | Is inflation persistence different in reality? In: Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 2016 | Is Inflation Persistence Different in Reality?.(2016) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2018 | Dynamic connectedness of uncertainty across developed economies: A time-varying approach In: Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 2018 | Dynamic Connectedness of Uncertainty across Developed Economies: A Time-Varying Approach.(2018) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2018 | Presidential cycles and time-varying bond–stock market correlations: Evidence from more than two centuries of data In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2018 | On the transmission mechanism of country-specific and international economic uncertainty spillovers: Evidence from a TVP-VAR connectedness decomposition approach In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2018 | On the Transmission Mechanism of Country-Specific and International Economic Uncertainty Spillovers: Evidence from a TVP-VAR Connectedness Decomposition Approach.(2018) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2015 | Are stock prices related to the political uncertainty index in OECD countries? Evidence from the bootstrap panel causality test In: Economic Systems. [Full Text][Citation analysis] | article | 12 |
| 2016 | Forecasting the South African inflation rate: On asymmetric loss and forecast rationality In: Economic Systems. [Full Text][Citation analysis] | article | 1 |
| 2014 | Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality.(2014) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2014 | Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2017 | The time-varying correlation between output and prices in the United States over the period 1800–2014 In: Economic Systems. [Full Text][Citation analysis] | article | 0 |
| 2018 | Geopolitical risks and stock market dynamics of the BRICS In: Economic Systems. [Full Text][Citation analysis] | article | 3 |
| 2016 | Geopolitical Risks and Stock Market Dynamics of the BRICS.(2016) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2018 | The synergistic effect of insurance and banking sector activities on economic growth in Africa In: Economic Systems. [Full Text][Citation analysis] | article | 0 |
| 2018 | The Synergistic Effect of Insurance and Banking Sector Activities on Economic Growth in Africa.(2018) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 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 | 7 |
| 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: 7 | paper | |
| 2018 | Does global fear predict fear in BRICS stock markets? Evidence from a Bayesian Graphical Structural VAR model In: Emerging Markets Review. [Full Text][Citation analysis] | article | 6 |
| 2013 | Does the source of oil price shocks matter for South African stock returns? A structural VAR approach In: Energy Economics. [Full Text][Citation analysis] | article | 18 |
| 2013 | Does the Source of Oil Price Shocks Matter for South African Stock Returns? A Structural VAR Approach.(2013) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
| 2014 | Oil price uncertainty and manufacturing production In: Energy Economics. [Full Text][Citation analysis] | article | 7 |
| 2014 | Dutch disease effect of oil rents on agriculture value added in Middle East and North African (MENA) countries In: Energy Economics. [Full Text][Citation analysis] | article | 9 |
| 2014 | Persistence and cycles in historical oil price data In: Energy Economics. [Full Text][Citation analysis] | article | 0 |
| 2013 | Persistence and Cycles in Historical Oil Prices Data.(2013) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2015 | Regime switching model of US crude oil and stock market prices: 1859 to 2013 In: Energy Economics. [Full Text][Citation analysis] | article | 24 |
| 2014 | Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013.(2014) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
| 2014 | Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013.(2014) In: Working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
| 2015 | Energy efficiency of selected OECD countries: A slacks based model with undesirable outputs In: Energy Economics. [Full Text][Citation analysis] | article | 23 |
| 2014 | Energy Efficiency of Selected OECD Countries: A Slacks Based Model with Undesirable Outputs.(2014) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
| 2015 | Is there an Environmental Kuznets Curve for South Africa? A co-summability approach using a century of data In: Energy Economics. [Full Text][Citation analysis] | article | 6 |
| 2014 | Is there an Environmental Kuznets Curve for South Africa? A Co-Summability Approach Using a Century of Data.(2014) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2016 | Uncertainty and crude oil returns In: Energy Economics. [Full Text][Citation analysis] | article | 16 |
| 2015 | Uncertainty and Crude Oil Returns.(2015) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
| 2015 | Uncertainty and crude oil returns.(2015) In: Working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
| 2016 | Forecasting crude oil price volatility and value-at-risk: Evidence from historical and recent data In: Energy Economics. [Full Text][Citation analysis] | article | 15 |
| 2017 | Common cycles and common trends in the stock and oil markets: Evidence from more than 150years of data In: Energy Economics. [Full Text][Citation analysis] | article | 7 |
| 2015 | Common Cycles and Common Trends in the Stock and Oil markets: Evidence from More than 150 Years of Data.(2015) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2017 | Forecasting oil and stock returns with a Qual VAR using over 150years off data In: Energy Economics. [Full Text][Citation analysis] | article | 4 |
| 2015 | Forecasting Oil and Stock Returns with a Qual VAR using over 150 Years of Data.(2015) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2017 | Oil price shocks and Chinas economy: Reactions of the monetary policy to oil price shocks In: Energy Economics. [Full Text][Citation analysis] | article | 2 |
| 2014 | Oil Price Shocks and China’s Economy: Reactions of the Monetary Policy to Oil Price Shocks.(2014) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2018 | Date stamping historical periods of oil price explosivity: 1876–2014 In: Energy Economics. [Full Text][Citation analysis] | article | 1 |
| 2018 | Oil returns and volatility: The role of mergers and acquisitions In: Energy Economics. [Full Text][Citation analysis] | article | 0 |
| 2017 | Oil Returns and Volatility: The Role of Mergers and Acquisitions.(2017) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Time-varying rare disaster risks, oil returns and volatility In: Energy Economics. [Full Text][Citation analysis] | article | 0 |
| 2017 | Time-Varying Rare Disaster Risks, Oil Returns and Volatility.(2017) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2014 | The nexus of electricity consumption, economic growth and CO2 emissions in the BRICS countries In: Energy Policy. [Full Text][Citation analysis] | article | 66 |
| 2013 | The nexus of electricity consumption, economic growth and CO2 emissions in the BRICS countries.(2013) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 66 | paper | |
| 2015 | Oil prices and financial stress: A volatility spillover analysis In: Energy Policy. [Full Text][Citation analysis] | article | 19 |
| 2016 | Time series analysis of persistence in crude oil price volatility across bull and bear regimes In: Energy. [Full Text][Citation analysis] | article | 9 |
| 2015 | Time Series Analysis of Persistence in Crude Oil Price Volatility across Bull and Bear Regimes.(2015) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2015 | Forecasting the price of gold using dynamic model averaging In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 21 |
| 2014 | Forecasting the Price of Gold Using Dynamic Model Averaging.(2014) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
| 2016 | Incorporating economic policy uncertainty in US equity premium models: A nonlinear predictability analysis In: Finance Research Letters. [Full Text][Citation analysis] | article | 7 |
| 2015 | Incorporating Economic Policy Uncertainty in US Equity Premium Models: A Nonlinear Predictability Analysis.(2015) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2017 | The depreciation of the pound post-Brexit: Could it have been predicted? In: Finance Research Letters. [Full Text][Citation analysis] | article | 2 |
| 2016 | The Depreciation of the Pound Post-Brexit: Could it have been Predicted?.(2016) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2017 | Geopolitical risks and the oil-stock nexus over 1899–2016 In: Finance Research Letters. [Full Text][Citation analysis] | article | 2 |
| 2017 | Geopolitical Risks and the Oil-Stock Nexus Over 1899-2016.(2017) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2017 | Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions In: Finance Research Letters. [Full Text][Citation analysis] | article | 25 |
| 2016 | Does Bitcoin Hedge Global Uncertainty? Evidence from Wavelet-Based Quantile-in-Quantile Regressions.(2016) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 25 | paper | |
| 2018 | The relationship between commodity markets and commodity mutual funds: A wavelet-based analysis In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
| 2016 | The Relationship between Commodity Markets and Commodity Mutual Funds: A Wavelet-Based Analysis.(2016) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | The role of partisan conflict in forecasting the U.S. equity premium: A nonparametric approach In: Finance Research Letters. [Full Text][Citation analysis] | article | 2 |
| 2016 | The Role of Partisan Conflict in Forecasting the U.S. Equity Premium: A Nonparametric Approach.(2016) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2018 | Volatility jumps: The role of geopolitical risks In: Finance Research Letters. [Full Text][Citation analysis] | article | 1 |
| 2018 | Impact of macroeconomic news surprises and uncertainty for major economies on returns and volatility of oil futures In: International Economics. [Full Text][Citation analysis] | article | 0 |
| 2014 | Can economic uncertainty, financial stress and consumer sentiments predict U.S. equity premium? In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 11 |
| 2013 | Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium?.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2014 | Can Economic Uncertainty, Financial Stress and Consumer Senti-ments Predict U.S. Equity Premium?.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2013 | Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium?.(2013) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 11 | 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 | 11 |
| 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: 11 | 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: 11 | 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: 11 | paper | |
| 2016 | Stock price dynamics and the business cycle in an estimated DSGE model for South Africa In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 2 |
| 2014 | Stock Price Dynamics and the Business Cycle in an Estimated DSGE Model for South Africa.(2014) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2017 | Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 4 |
| 2016 | Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach.(2016) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2017 | Convergence patterns in sovereign bond yield spreads: Evidence from the Euro Area In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 1 |
| 2016 | Convergence Patterns in Sovereign Bond Yield Spreads: Evidence from the Euro Area.(2016) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2011 | A large factor model for forecasting macroeconomic variables in South Africa In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 16 |
| 2009 | A Large Factor Model for Forecasting Macroeconomic Variables in South Africa.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
| 2014 | Tax evasion, financial development and inflation: Theory and empirical evidence In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 9 |
| 2013 | Tax evasion, financial development and inflation: theory and empirical evidence.(2013) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2008 | Tax evasion and financial repression In: Journal of Economics and Business. [Full Text][Citation analysis] | article | 6 |
| 2007 | Tax Evasion and Financial Repression.(2007) In: Working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2009 | Could we have predicted the recent downturn in the South African housing market? In: Journal of Housing Economics. [Full Text][Citation analysis] | article | 8 |
| 2008 | COULD WE HAVE PREDICTED THE RECENT DOWNTURN IN THE SOUTH AFRICAN HOUSING MARKET?.(2008) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2009 | Could we have predicted the recent downturn in the South African Housing Market?.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2015 | Trends and cycles in historical gold and silver prices In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 2 |
| 2016 | Trends and Cycles in Historical Gold and Silver Prices.(2016) In: NCID Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2015 | Trends and Cycles in Historical Gold and Silver Prices.(2015) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2018 | Common business cycles and volatilities in US states and MSAs: The role of economic uncertainty In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 0 |
| 2017 | Common Business Cycles and Volatilities in US States and MSAs: The Role of Economic Uncertainty.(2017) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2013 | The long-run impact of inflation in South Africa In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 4 |
| 2010 | The Long-Run Impact of Inflation in South Africa.(2010) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2014 | Housing and the business cycle in South Africa In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 7 |
| 2014 | Housing and the Business Cycle in South Africa.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2013 | Housing and the Business Cycle in South Africa.(2013) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2017 | Evidence of persistence in U.S. short and long-term interest rates In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 0 |
| 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 | 1 |
| 2018 | UK macroeconomic volatility: Historical evidence over seven centuries In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 0 |
| 2015 | Persistence of precious metal prices: A fractional integration approach with structural breaks In: Resources Policy. [Full Text][Citation analysis] | article | 9 |
| 2015 | Persistence of precious metal prices: a fractional integration approach with structural breaks.(2015) In: NCID Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2014 | Persistence in Precious Metal Prices: A Fractional Integration Approach with Structural Breaks.(2014) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2015 | Do commodity investors herd? Evidence from a time-varying stochastic volatility model In: Resources Policy. [Full Text][Citation analysis] | article | 1 |
| 2016 | Is gold an inflation-hedge? Evidence from an interrupted Markov-switching cointegration model In: Resources Policy. [Full Text][Citation analysis] | article | 5 |
| 2015 | Is Gold an Inflation-Hedge? Evidence from an Interrupted Markov-Switching Cointegration Model.(2015) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2016 | Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test In: Resources Policy. [Full Text][Citation analysis] | article | 15 |
| 2015 | Does Uncertainty Move the Gold Price? New Evidence from a Nonparametric Causality-in-Quantiles Test.(2015) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
| 2017 | The effect of investor sentiment on gold market return dynamics: Evidence from a nonparametric causality-in-quantiles approach In: Resources Policy. [Full Text][Citation analysis] | article | 4 |
| 2017 | Does gold act as a hedge against inflation in the UK? Evidence from a fractional cointegration approach over 1257 to 2016 In: Resources Policy. [Full Text][Citation analysis] | article | 2 |
| 2017 | Does Gold Act as a Hedge against Inflation in the UK? Evidence from a Fractional Cointegration Approach Over 1257 to 2016.(2017) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2018 | Gold futures returns and realized moments: A forecasting experiment using a quantile-boosting approach In: Resources Policy. [Full Text][Citation analysis] | article | 0 |
| 2016 | Gold Futures Returns and Realized Moments: A Forecasting Experiment Using a Quantile-Boosting Approach.(2016) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Testing for asymmetric nonlinear short- and long-run relationships between bitcoin, aggregate commodity and gold prices In: Resources Policy. [Full Text][Citation analysis] | article | 3 |
| 2017 | Testing for Asymmetric Nonlinear Short- and Long-Run Relationships between Bitcoin, Aggregate Commodity and Gold Prices.(2017) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2017 | Economic policy uncertainty and stock market returns in PacificRim countries: Evidence based on a Bayesian panel VAR model In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 7 |
| 2016 | Economic Policy Uncertainty and Stock Market Returns in Pacific-Rim Countries: Evidence based on a Bayesian Panel VAR Model.(2016) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2018 | The role of economic and financial uncertainties in predicting commodity futures returns and volatility: Evidence from a nonparametric causality-in-quantiles test In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 0 |
| 2017 | The Role of Economic and Financial Uncertainties in Predicting Commodity Futures Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantiles Test.(2017) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | News implied volatility and the stock-bond nexus: Evidence from historical data for the USA and the UK markets In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 0 |
| 2017 | Financial tail risks in conventional and Islamic stock markets: A comparative analysis In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 0 |
| 2018 | Is wine a good choice for investment? In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 4 |
| 2017 | Is Wine a Good Choice for Investment?.(2017) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2016 | LPPLS bubble indicators over two centuries of the S&P 500 index In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 1 |
| 2016 | LPPLS Bubble Indicators over Two Centuries of the S&P 500 Index.(2016) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2016 | Does sunspot numbers cause global temperatures? A reconsideration using non-parametric causality tests In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 2 |
| 2017 | Do trend extraction approaches affect causality detection in climate change studies? In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 2 |
| 2016 | Do Trend Extraction Approaches Affect Causality Detection in Climate Change Studies?.(2016) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2017 | Income inequality: A complex network analysis of US states In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 0 |
| 2018 | Time-varying efficiency of developed and emerging bond markets: Evidence from long-spans of historical data In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 2 |
| 2017 | Time-Varying Efficiency of Developed and Emerging Bond Markets: Evidence from Long-Spans of Historical Data.(2017) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2018 | Time-varying causality between equity and currency returns in the United Kingdom: Evidence from over two centuries of data In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 0 |
| 2017 | Time-Varying Causality between Equity and Currency Returns in the United Kingdom: Evidence from Over Two Centuries of Data.(2017) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | The dynamic impact of uncertainty in causing and forecasting the distribution of oil returns and risk In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 1 |
| 2015 | The Dynamic Impact of Uncertainty in Causing and Forecasting the Distribution of Oil Returns and Risk.(2015) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2018 | Predicting global temperature anomaly: A definitive investigation using an ensemble of twelve competing forecasting models In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 1 |
| 2015 | Predicting Global Temperature Anomaly: A Definitive Investigation Using an Ensemble of Twelve Competing Forecasting Models.(2015) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2018 | Market efficiency of Baltic stock markets: A fractional integration approach In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 1 |
| 2016 | Market Efficiency of Baltic Stock Markets: A Fractional Integration Approach.(2016) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2019 | Persistence in trends and cycles of gold and silver prices: Evidence from historical data In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 0 |
| 2018 | Persistence in Trends and Cycles of Gold and Silver Prices: Evidence from Historical Data.(2018) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2015 | Forecasting aggregate retail sales: The case of South Africa In: International Journal of Production Economics. [Full Text][Citation analysis] | article | 5 |
| 2014 | Forecasting Aggregate Retail Sales: The Case of South Africa.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2013 | Forecasting Aggregate Retail Sales: The Case of South Africa.(2013) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2017 | Do terror attacks predict gold returns? Evidence from a quantile-predictive-regression approach In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 1 |
| 2016 | Do Terror Attacks Predict Gold Returns? Evidence from a Quantile-Predictive-Regression Approach.(2016) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2017 | Does economic policy uncertainty forecast real housing returns in a panel of OECD countries? A Bayesian approach In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 2 |
| 2016 | Does Economic Policy Uncertainty Forecast Real Housing Returns in a Panel of OECD Countries? A Bayesian Approach.(2016) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2018 | Endogenous fluctuations in an endogenous growth model: An analysis of inflation targeting as a policy In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 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 | 1 |
| 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: 1 | 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: 1 | paper | |
| 2018 | Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 2 |
| 2018 | Volatility spillovers across global asset classes: Evidence from time and frequency domains In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 2 |
| 2018 | Network causality structures among Bitcoin and other financial assets: A directed acyclic graph approach In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 2 |
| 2015 | Renewable energy and growth: Evidence from heterogeneous panel of G7 countries using Granger causality In: Renewable and Sustainable Energy Reviews. [Full Text][Citation analysis] | article | 20 |
| 2015 | Are there multiple bubbles in the ethanol–gasoline price ratio of Brazil? In: Renewable and Sustainable Energy Reviews. [Full Text][Citation analysis] | article | 2 |
| 2014 | Are there Multiple Bubbles in the Ethanol-Gasoline Price Ratio of Brazil?.(2014) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2016 | Modeling persistence of carbon emission allowance prices In: Renewable and Sustainable Energy Reviews. [Full Text][Citation analysis] | article | 5 |
| 2015 | Modeling Persistence of Carbon Emission Allowance Prices.(2015) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2016 | Hydroelectricity consumption and economic growth nexus: Evidence from a panel of ten largest hydroelectricity consumers In: Renewable and Sustainable Energy Reviews. [Full Text][Citation analysis] | article | 3 |
| 2015 | Hydroelectricity Consumption and Economic Growth Nexus: Evidence from a Panel of Ten Largest Hydroelectricity Consumers.(2015) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2017 | Are there Environmental Kuznets Curves for US state-level CO2 emissions? In: Renewable and Sustainable Energy Reviews. [Full Text][Citation analysis] | article | 9 |
| 2014 | Are there Environmental Kuznets Curves for US State-Level CO2 Emissions?.(2014) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2017 | Modeling and forecasting the volatility of carbon dioxide emission allowance prices: A review and comparison of modern volatility models In: Renewable and Sustainable Energy Reviews. [Full Text][Citation analysis] | article | 7 |
| 2018 | U.S. state-level carbon dioxide emissions: Does it affect health care expenditure? In: Renewable and Sustainable Energy Reviews. [Full Text][Citation analysis] | article | 0 |
| 2015 | The co-movement and causality between the U.S. housing and stock markets in the time and frequency domains In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 12 |
| 2016 | Linkages between financial sector CDS spreads and macroeconomic influence in a nonlinear setting In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 8 |
| 2014 | Linkages between Financial Sector CDS Spreads and Macroeconomic Influence in a Nonlinear Setting.(2014) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2016 | Forecasting the volatility of the Dow Jones Islamic Stock Market Index: Long memory vs. regime switching In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 6 |
| 2014 | Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2014 | Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching.(2014) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2014 | Forecasting the volatility of the dow jones islamic stock market index: Long memory vs. regime switching.(2014) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2014 | Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching.(2014) In: FinMaP-Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2017 | Do cay and cayMS predict stock and housing returns? Evidence from a nonparametric causality test In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 1 |
| 2017 | The efficiency of the art market: Evidence from variance ratio tests, linear and nonlinear fractional integration approaches In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 0 |
| 2016 | The Efficiency of the Art Market: Evidence from Variance Ratio Tests, Linear and Nonlinear Fractional Integration Approaches.(2016) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Do house prices hedge inflation in the US? A quantile cointegration approach In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 1 |
| 2017 | Do House Prices Hedge Inflation in the US? A Quantile Cointegration Approach.(2017) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2019 | The role of economic policy uncertainties in predicting stock returns and their volatility for Hong Kong, Malaysia and South Korea In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 0 |
| 2019 | Predicting stock market movements with a time-varying consumption-aggregate wealth ratio In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 0 |
| 2017 | Predicting Stock Market Movements with a Time-Varying Consumption-Aggregate Wealth Ratio.(2017) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2016 | Periodically collapsing bubbles in the South African stock market In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 2 |
| 2016 | Periodically Collapsing Bubbles in the South African Stock Market.(2016) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2017 | Merger and acquisitions in South African banking: A network DEA model In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 2 |
| 2016 | Merger and Acquisitions in South African Banking: A Network DEA Model.(2016) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2017 | Can (unusual) weather conditions in New York predict South African stock returns? In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 0 |
| 2017 | Has the correlation of inflation and stock prices changed in the United States over the last two centuries? In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 0 |
| 2017 | Does country risks predict stock returns and volatility? Evidence from a nonparametric approach In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 0 |
| 2016 | Does Country Risks Predict Stock Returns and Volatility? Evidence from a Nonparametric Approach.(2016) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2019 | Chaos in G7 stock markets using over one century of data: A note In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 0 |
| 2016 | Inflation forecasts and forecaster herding: Evidence from South African survey data In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). [Full Text][Citation analysis] | article | 2 |
| 2014 | Inflation Forecasts and Forecaster Herding: Evidence from South African Survey Data.(2014) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2014 | Inflation Forecasts and Forecaster Herding: Evidence from South African Survey Data.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2017 | Near-Rational Expectations: How Far are Surveys from Rationality? In: Journal of Economics and Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2017 | Near-Rational Expectations: How Far are Surveys from Rationality?.(2017) In: EERI Research Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2016 | Near-Rational Expectations: How Far are Surveys from Rationality?.(2016) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2002 | The Effect of Monetary Policy on House Price Inflation: A Factor Augmented Vector Autoregression (FAVAR) Approach In: EcoMod2009. [Full Text][Citation analysis] | paper | 13 |
| 2010 | The effect of monetary policy on house price inflation: A factor augmented vector autoregression (FAVAR) approach.(2010) In: Journal of Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | article | |
| 2009 | THE EFFECT OF MONETARY POLICY ON HOUSE PRICE INFLATION: A FACTOR AUGMENTED VECTOR AUTOREGRESSION (FAVAR) APPROACH.(2009) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 2017 | South Africa’s economic response to monetary policy uncertainty In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 0 |
| 2009 | Tax evasion and financial repression: a reconsideration using endogenous growth models In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 1 |
| 2008 | Tax Evasion and Financial Repression: A Reconsideration Using Endogenous Growth Models.(2008) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2008 | Tax evasion and financial repression: A reconsideration using endogenous growth models.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2010 | Forecasting the South African economy: a hybrid-DSGE approach In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 3 |
| 2016 | The dynamic response of the rand real exchange rate to fundamental shocks In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 0 |
| 2016 | Testing for bubbles in the BRICS stock markets In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 2 |
| 2014 | A time-varying approach to analysing fiscal policy and asset prices in South Africa In: Journal of Financial Economic Policy. [Full Text][Citation analysis] | article | 2 |
| 2013 | A Time-Varying Approach to Analysing Fiscal Policy and Asset Prices in South Africa.(2013) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2013 | Macroeconomic surprises and stock returns in South Africa In: Studies in Economics and Finance. [Full Text][Citation analysis] | article | 3 |
| 2012 | Macroeconomic Surprises and Stock Returns in South Africa.(2012) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2012 | Macroeconomic Surprises and Stock Returns in South Africa.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2015 | Identifying an index of financial conditions for South Africa In: Studies in Economics and Finance. [Full Text][Citation analysis] | article | 4 |
| 2010 | Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2010 | Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes.(2010) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2013 | Forecasting Nevada gross gaming revenue and taxable sales using coincident and leading employment indexes.(2013) In: Empirical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2010 | Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes.(2010) In: Working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2015 | THE ROLE OF NEWS-BASED UNCERTAINTY INDICES IN PREDICTING OIL MARKETS: A HYBRID NONPARAMETRIC QUANTILE CAUSALITY METHOD In: Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2015 | The Role of News-Based Uncertainty Indices in Predicting Oil Markets: A Hybrid Nonparametric Quantile Causality Method.(2015) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2017 | The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method.(2017) In: Empirical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | article | |
| 2015 | Identifying Periods of US Housing Market Explosivity In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2015 | Identifying Periods of US Housing Market Explosivity.(2015) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2015 | Identifying Periods of US Housing Market Explosivity.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2015 | Characterising the South African Business Cycle: Is GDP Difference-Stationary or Trend-Stationary in a Markov-Switching Setup? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Characterising the South African Business Cycle: Is GDP Difference-Stationary or Trend-Stationary in a Markov-Switching Setup?.(2015) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2015 | International Stock Return Predictability: Is the Role of U.S. Time-Varying? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | International stock return predictability: Is the role of U.S. time-varying?.(2017) In: Empirica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2015 | International Stock Return Predictability: Is the Role of U.S. Time-Varying?.(2015) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2015 | Forecasting Core Inflation: The Case of South Africa In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Forecasting Core Inflation: The Case of South Africa.(2015) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2014 | Analysing South Africas Inflation Persistence Using an ARFIMA Model with Markov-Switching Fractional Differencing Parameter In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2016 | Analyzing South Africa’s inflation persistence using an ARFIMA model with Markov-switching fractional differencing parameter.(2016) In: Journal of Developing Areas. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
| 2014 | Analysing South Africas Inflation Persistence Using an ARFIMA Model with Markov-Switching Fractional Differencing Parameter.(2014) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2014 | The Role of Economic Policy Uncertainty in Forecasting US Inflation Using a VARFIMA Model In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2014 | The Role of Economic Policy Uncertainty in Forecasting US Inflation Using a VARFIMA Model.(2014) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2014 | Revisiting Herding Behavior in REITs: A RegimeSwitching Approach In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Revisiting Herding Behavior in REITs: A Regime-Switching Approach.(2014) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2014 | House Values and Proximity to a Landfill: A Quantile Regression Framework In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | House Values and Proximity to a Landfill: A Quantile Regression Framework.(2014) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2014 | The Growth-Inflation Nexus for the US over 1801-2013: A Semiparametric Approach In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | The Growth-Inflation Nexus for the US over 1801-2013: A Semiparametric Approach.(2014) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2014 | Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation In: Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2014 | Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation.(2014) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2016 | Forecasting South African inflation using non-linearmodels: a weighted loss-based evaluation.(2016) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | article | |
| 2014 | Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index? In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2014 | Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index?.(2014) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2015 | Are there long-run diversification gains from the Dow Jones Islamic finance index?.(2015) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
| 2014 | Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2012 | Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2012 | Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience.(2012) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2012 | Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience.(2012) In: Working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2012 | Is the relationship between monetary policy and house prices asymmetric in South Africa? Evidence from a Markov-Switching Vector Autoregressive mode In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2012 | IS THE RELATIONSHIP BETWEEN MONETARY POLICY AND HOUSE PRICES ASYMMETRIC IN SOUTH AFRICA? EVIDENCE FROM A MARKOV-SWITCHING VECTOR AUTOREGRESSIVE MODEL.(2012) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2012 | Is the relationship between monetary policy and house prices asymmetric in South Africa? Evidence from a Markov-Switching Vector Autoregressive mode.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2012 | The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2012 | The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2012 | The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US.(2012) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2015 | The out-of-sample forecasting performance of nonlinear models of regional housing prices in the US.(2015) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
| 2012 | The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US.(2012) In: Working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2016 | The links between crude oil prices and GCC stock markets: Evidence from time-varying Granger causality tests In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2016 | The Links between Crude Oil Prices and GCC Stock Markets: Evidence from Time-Varying Granger Causality Tests.(2016) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2018 | Country Risk Ratings and Stock Market Returns in Brazil, Russia, India, and China (BRICS) Countries: A Nonlinear Dynamic Approach In: Risks. [Full Text][Citation analysis] | article | 0 |
| 2019 | Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests In: Sustainability. [Full Text][Citation analysis] | article | 0 |
| 2018 | Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests.(2018) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations In: Sustainability. [Full Text][Citation analysis] | article | 0 |
| 2016 | Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations.(2016) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2006 | Asymmetric Information, Tax Evasion and Alternative Instruments of Government Revenue In: The IUP Journal of Monetary Economics. [Citation analysis] | article | 2 |
| 2005 | Asymmetric Information, Tax Evasion and Alternative Instruments of Government Revenue.(2005) In: Working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2008 | Financial Liberalization: A Myth or a Miracle Cure? In: The IUP Journal of Monetary Economics. [Citation analysis] | article | 3 |
| 2005 | Financial Liberalization: A Myth or a Miracle Cure?.(2005) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2008 | Modeling and Forecasting the Metical-Rand Exchange Rate In: The IUP Journal of Monetary Economics. [Citation analysis] | article | 1 |
| 2007 | Modelling and Forecasting the Metical-Rand Exchange Rate.(2007) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 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 | |
| 2010 | Financial Liberalization and the Effectiveness of Monetary Policy on House Prices in South Africa In: The IUP Journal of Monetary Economics. [Citation analysis] | article | 5 |
| 2008 | Financial Liberalisation and the Effectiveness of Monetary Policy on House Prices in South Africa.(2008) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2016 | Are there housing bubbles in South Africa? Evidence from SPSM-based panel KSS test with a Fourier function In: Global Business and Economics Review. [Full Text][Citation analysis] | article | 0 |
| 2013 | Are there Housing Bubbles in South Africa? Evidence from SPSM-Based Panel KSS Test with a Fourier Function.(2013) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2013 | The causal relationship between exports and economic growth in the nine provinces of South Africa: evidence from panel-Granger causality test In: International Journal of Economic Policy in Emerging Economies. [Full Text][Citation analysis] | article | 0 |
| 2013 | The Causal Relationship between Exports and Economic Growth in the Nine Provinces of South Africa: Evidence from Panel-Granger Causality Tests.(2013) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2015 | Revisiting the causality between electricity consumption and economic growth in South Africa: a bootstrap rolling-window approach In: International Journal of Economic Policy in Emerging Economies. [Full Text][Citation analysis] | article | 7 |
| 2013 | Revisiting the Causality between Electricity Consumption and Economic Growth in South Africa: A Bootstrap Rolling-Window Approach.(2013) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2014 | The causal relationship between house prices and growth in the nine provinces of South Africa: evidence from panel - Granger causality tests In: International Journal of Sustainable Economy. [Full Text][Citation analysis] | article | 0 |
| 2015 | Panel Granger causality between oil consumption and GDP: evidence from BRICS countries In: International Journal of Sustainable Economy. [Full Text][Citation analysis] | article | 0 |
| 2013 | Are Stock Prices Related to Political Uncertainty Index in OECD Countries? Evidence from Bootstrap Panel Causality Test In: Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2013 | Are Stock Prices Related to Political Uncertainty Index in OECD Countries? Evidence from Bootstrap Panel Causality Test.(2013) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2012 | Comparing South African Inflation Volatility Across Monetary Policy Regimes: An Application of Saphe Cracking In: Journal of Developing Areas. [Full Text][Citation analysis] | article | 4 |
| 2009 | COMPARING SOUTH AFRICAN INFLATION VOLATILITY ACROSS MONETARY POLICY REGIMES: AN APPLICATION OF SAPHE CRACKING.(2009) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2015 | Causality between exports and economic growth in South Africa: evidence from linear and nonlinear tests In: Journal of Developing Areas. [Full Text][Citation analysis] | article | 11 |
| 2013 | Causality between Exports and Economic Growth in South Africa: Evidence from Linear and Nonlinear Tests.(2013) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2016 | The relationship between oil and agricultural commodity prices in south africa: a quantile causality approach In: Journal of Developing Areas. [Full Text][Citation analysis] | article | 1 |
| 2016 | The relationship between oil and agricultural commodity prices in South Africa: A quantile causality approach.(2016) In: Journal of Developing Areas. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2016 | AN APPLICATION OF A NEW SEASONAL UNIT ROOT TEST FOR TRENDING AND BREAKING SERIES TO INDUSTRIAL PRODUCTION OF THE BRICS In: Journal of Developing Areas. [Full Text][Citation analysis] | article | 0 |
| 2014 | An Application of a New Seasonal Unit Root Test for Trending and Breaking Series to Industrial Production of the BRICS.(2014) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | Development, Poverty and Inequality: A Spatial Analysis of South African Provinces In: Journal of Developing Areas. [Full Text][Citation analysis] | article | 0 |
| 2015 | Development, Poverty and Inequality: A Spatial Analysis of South African Provinces.(2015) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | Does the US. macroeconomic news make the South African stock market riskier? In: Journal of Developing Areas. [Full Text][Citation analysis] | article | 0 |
| 2018 | THE RELATIONSHIP BETWEEN STOCK MARKET VOLATILITY AND TRADING VOLUME: EVIDENCE FROM SOUTH AFRICA In: Journal of Developing Areas. [Full Text][Citation analysis] | article | 0 |
| 2016 | The Relationship between Stock Market Volatility and Trading Volume: Evidence from South Africa.(2016) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Dynamic Relationship Between Oil Price And Inflation In South Africa In: Journal of Developing Areas. [Full Text][Citation analysis] | article | 2 |
| 2014 | Dynamic Relationship between Oil Price and Inflation in South Africa.(2014) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2009 | A New-Keynesian DSGE model for forecasting the South African economy In: Journal of Forecasting. [Full Text][Citation analysis] | article | 10 |
| 2008 | A New-Keynesian DSGE Model for Forecasting the South African Economy.(2008) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2010 | Forecasting macroeconomic variables in a small open economy: a comparison between small- and large-scale models In: Journal of Forecasting. [Full Text][Citation analysis] | article | 20 |
| 2008 | Forecasting Macroeconomic Variables in a Small Open Economy: A Comparison between Small- and Large-Scale Models.(2008) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
| 2011 | Forecasting regional house price inflation: a comparison between dynamic factor models and vector autoregressive models In: Journal of Forecasting. [Full Text][Citation analysis] | article | 6 |
| 2016 | Dynamic Comovements Between Housing and Oil Markets in the US over 1859 to 2013: a Note In: Atlantic Economic Journal. [Full Text][Citation analysis] | article | 2 |
| 2015 | Dynamic Comovements between Housing and Oil Markets in the US over 1859 to 2013: A Note.(2015) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2017 | Forecasting Home Sales in the Four Census Regions and the Aggregate US Economy Using Singular Spectrum Analysis In: Computational Economics. [Full Text][Citation analysis] | article | 0 |
| 2014 | Forecasting Home Sales in the Four Census Regions and the Aggregate US Economy Using Singular Spectrum Analysis.(2014) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2010 | Has the SARB become more effective post inflation targeting? In: Economic Change and Restructuring. [Full Text][Citation analysis] | article | 8 |
| 2009 | Has the SARB Become More Effective Post Inflation Targeting?.(2009) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2014 | Real interest rate persistence in South Africa: evidence and implications In: Economic Change and Restructuring. [Full Text][Citation analysis] | article | 3 |
| 2012 | Real Interest Rate Persistence in South Africa: Evidence and Implications.(2012) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2012 | Real Interest Rate Persistence in South Africa: Evidence and Implications.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2017 | South Africa’s inflation persistence: a quantile regression framework In: Economic Change and Restructuring. [Full Text][Citation analysis] | article | 1 |
| 2017 | The relationship between population growth and standard-of-living growth over 1870–2013: evidence from a bootstrapped panel Granger causality test In: Empirica. [Full Text][Citation analysis] | article | 1 |
| 2016 | The Relationship between Population Growth and Standard-of-Living Growth Over 1870-2013: Evidence from a Bootstrapped Panel Granger Causality Test.(2016) In: Working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2018 | Does tourism cause growth asymmetrically in a panel of G-7 countries? A short note In: Empirica. [Full Text][Citation analysis] | article | 0 |
| 2017 | Persistence, Mean-Reversion and Non-linearities in $$\hbox {CO2}$$ CO2 Emissions: Evidence from the BRICS and G7 Countries In: Environmental & Resource Economics. [Full Text][Citation analysis] | article | 0 |
| 2018 | Convergence in Income Inequality: Further Evidence from the Club Clustering Methodology across States in the U.S. In: International Advances in Economic Research. [Full Text][Citation analysis] | article | 0 |
| 2017 | On exchange-rate movements and gold-price fluctuations: evidence for gold-producing countries from a nonparametric causality-in-quantiles test In: International Economics and Economic Policy. [Full Text][Citation analysis] | article | 1 |
| 2015 | On Exchange-Rate Movements and Gold-Price Fluctuations: Evidence for Gold-Producing Countries from a Nonparametric Causality-in-Quantiles Test.(2015) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2018 | Unconventional monetary policy shocks in OECD countries: how important is the extent of policy uncertainty? In: International Economics and Economic Policy. [Full Text][Citation analysis] | article | 0 |
| 2015 | Unconventional Monetary Policy Shocks in OECD Countries: How Important is the Extent of Policy Uncertainty?.(2015) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2010 | Predicting Downturns in the US Housing Market: A Bayesian Approach In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 9 |
| 2008 | Predicting Downturns in the US Housing Market: A Bayesian Approach.(2008) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2012 | The Time-Series Properties of House Prices: A Case Study of the Southern California Market In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 16 |
| 2009 | The Time-Series Properties of House Prices: A Case Study of the Southern California Market.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
| 2015 | Time-Varying Effects of Housing and Stock Returns on U.S. Consumption In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 5 |
| 2016 | Evolution of the Monetary Transmission Mechanism in the US: the Role of Asset Returns In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 3 |
| 2016 | Evolution of the Monetary Transmission Mechanism in the US: the Role of Asset Returns.(2016) In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2014 | Evolution of the Monetary Transmission Mechanism in the US: The Role of Asset Returns.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2016 | Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test In: Open Economies Review. [Full Text][Citation analysis] | article | 2 |
| 2015 | Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test.(2015) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2017 | The Role of Current Account Balance in Forecasting the US Equity Premium: Evidence From a Quantile Predictive Regression Approach In: Open Economies Review. [Full Text][Citation analysis] | article | 0 |
| 2016 | The Role of Current Account Balance in Forecasting the US Equity Premium: Evidence from a Quantile Predictive Regression Approach.(2016) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2013 | The out-of-sample forecasting performance of non-linear models of real exchange rate behaviour: The case of the South African Rand In: European Journal of Comparative Economics. [Full Text][Citation analysis] | article | 0 |
| 2013 | The out-of-sample forecasting performance of non-linear models of real exchange rate behaviour: The case of the South African Rand.(2013) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2012 | Valuation Ratios and Stock Return Predictability in South Africa: Is It There? In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 1 |
| 2015 | Guest Editor’s Introduction In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 0 |
| 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 | 3 |
| 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: 3 | 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 | 1 |
| 2016 | The Causal Relationship Between Economic Policy Uncertainty and Stock Returns in China and India: Evidence from a Bootstrap Rolling Window Approach In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 13 |
| 2013 | The Causal Relationship between Economic Policy Uncertainty and Stock Returns in China and India: Evidence from a Bootstrap Rolling-Window Approach.(2013) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 2016 | Out-of-Sample Equity Premium Predictability in South Africa: Evidence from a Large Number of Predictors In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 4 |
| 2011 | Out-of-Sample Equity Premium Predictability in South Africa: Evidence from a Large Number of Predictors.(2011) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2018 | Monetary Policy Reaction Functions of the TICKs: A Quantile Regression Approach In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 0 |
| 2017 | Monetary Policy Reaction Functions of the TICKs: A Quantile Regression Approach.(2017) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2013 | DGSE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa In: Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2013 | DSGE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa.(2013) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2009 | Ripple Effects” and Forecasting Home Prices in Los Angeles, Las Vegas, and Phoenix In: Working Papers. [Full Text][Citation analysis] | paper | 14 |
| 2009 | “Ripple Effects” and Forecasting Home Prices In Los Angeles, Las Vegas, and Phoenix.(2009) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
| 2012 | “Ripple effects” and forecasting home prices in Los Angeles, Las Vegas, and Phoenix.(2012) In: The Annals of Regional Science. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | article | |
| 2009 | Ripple Effects and Forecasting Home Prices in Los Angeles, Las Vegas, and Phoenix.(2009) In: Working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
| 2009 | Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States In: Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2009 | Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States.(2009) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2009 | Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States.(2009) In: Working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2009 | Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Mode In: Working Papers. [Full Text][Citation analysis] | paper | 9 |
| 2009 | Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Model.(2009) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2011 | Monetary policy and housing sector dynamics in a large-scale Bayesian vector autoregressive model.(2011) In: International Journal of Strategic Property Management. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | article | |
| 2009 | Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Model.(2009) In: Working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2011 | Using Large Data Sets to Forecast Sectoral Employment In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Using Large Data Sets to Forecast Sectoral Employment.(2011) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2014 | Using large data sets to forecast sectoral employment.(2014) In: Statistical Methods & Applications. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2012 | Using Large Data Sets to Forecast Sectoral Employment.(2012) In: Working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2012 | Was the Recent Downturn in US GDP Predictable? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Was the Recent Downturn in US GDP Predictable?.(2012) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2013 | Was the Recent Downturn in US GDP Predictable?.(2013) In: Working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
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| 2012 | Housing and the Great Depression.(2012) In: Working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2014 | The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2013 | The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains.(2013) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
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| 2014 | Time-Varying Effects of Housing and Stock Prices on U.S. Consumption In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
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| 2012 | Testing for Persistence with Breaks and Outliers in South African House Prices.(2012) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
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| 2011 | Is the Permanent Income Hypothesis Really Well-Suited for Forecasting? In: Eastern Economic Journal. [Full Text][Citation analysis] | article | 0 |
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| 2015 | Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns.(2015) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
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| 2005 | Financial Liberalization and Inflationary Dynamics in the Context of a Small Open Economy.(2005) In: Working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
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| 2009 | An Endogenous Growth Model of a Financially Repressed Small Open Economy.(2009) In: International Economic Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
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| 2007 | Modelling Preferences of South African Grain Farmers for Adopting Derivative Contracts Using Discrete Choice Models In: Working Papers. [Citation analysis] | paper | 0 |
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| 2007 | Forecasting the South African Economy: A DSGE-VAR Approach.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2008 | Forecasting the South African Economy : A DSGE-VAR Approach.(2008) In: Discussion Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2008 | Time Aggregation and the Contradictions with Causal Relationships: Can Economic Theory Come to the Rescue? In: Working Papers. [Citation analysis] | paper | 3 |
| 2008 | Currency Substitution and Financial Repression In: Working Papers. [Citation analysis] | paper | 0 |
| 2008 | Currency Substitution and Financial Repression.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2011 | Currency Substitution and Financial Repression.(2011) In: International Economic Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
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| 2010 | Optimal public policy with endogenous mortality.(2010) In: Journal of Economic Policy Reform. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
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| 2009 | THE BLESSING OF DIMENSIONALITY IN FORECASTING REAL HOUSE PRICE GROWTH IN THE NINE CENSUS DIVISIONS OF THE US In: Working Papers. [Citation analysis] | paper | 4 |
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| 2009 | FORECASTING REAL US HOUSE PRICE: PRINCIPAL COMPONENTS VERSUS BAYESIAN REGRESSIONS In: Working Papers. [Citation analysis] | paper | 1 |
| 2009 | The Time-Series Properties of Housing Prices: A Case Study of the Southern California Market In: Working Papers. [Citation analysis] | paper | 4 |
| 2009 | The Time-Series Properties on Housing Prices: A Case Study of the Southern California Market.(2009) In: Working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2009 | Is the Permanent Income Hypothesis Really Well-Suited for Forecasting? In: Working Papers. [Citation analysis] | paper | 2 |
| 2009 | THE EFFECT OF DEFENSE SPENDING ON US OUTPUT: A FACTOR AUGMENTED VECTOR AUTOREGRESSION (FAVAR) APPROACH In: Working Papers. [Citation analysis] | paper | 9 |
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| 2010 | Evaluating the Welfare Cost of Inflation in a Monetary Endogenous Growth General Equilibrium Model: The Case of South Africa In: Working Papers. [Citation analysis] | paper | 0 |
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| 2010 | Valuation Ratios and Stock Price Predictability in South Africa: Is it there? In: Working Papers. [Citation analysis] | paper | 0 |
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| 2010 | South African Stock Return Predictability in the Context of Data Mining: The Role of Financial Variables and International Stock Returns In: Working Papers. [Citation analysis] | paper | 0 |
| 2010 | The Long-Run Relationship between Inflation and Real Stock Prices: Empirical Evidence from South Africa In: Working Papers. [Citation analysis] | paper | 3 |
| 2011 | The long-run relationship between inflation and real stock prices: empirical evidence from South Africa.(2011) In: Journal of Business Economics and Management. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2011 | Ripple Effects in South African House Prices In: Working Papers. [Citation analysis] | paper | 0 |
| 2011 | Reconsidering the Welfare Cost of Inflation in the US: A Nonparametric Estimation of the Nonlinear Long-Run Money Demand Equation using Projection Pursuit Regressions In: Working Papers. [Citation analysis] | paper | 3 |
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| 2013 | The Role of Asset Prices in Forecasting Inflation and Output in South Africa.(2013) In: Journal of Emerging Market Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
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| 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 | |
| 2011 | Testing the Monetary Model for Exchange Rate Determination in South Africa: Evidence from 101 Years of Data In: Working Papers. [Citation analysis] | paper | 6 |
| 2013 | Testing the Monetary Model for Exchange Rate Determination in South Africa: Evidence from 101 Years of Data.(2013) In: Contemporary Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
| 2011 | Financial Variables and the Out-of-Sample Forecastability of the Growth Rate of Indian Industrial Production In: Working Papers. [Citation analysis] | paper | 0 |
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| 2012 | SHOULD THE SOUTH AFRICAN RESERVE BANK RESPOND TO EXCHANGE RATE FLUCTUATIONS? EVIDENCE FROM THE COSINE-SQUARED CEPSTRUM In: Working Papers. [Citation analysis] | paper | 0 |
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| 2012 | THE IMPACT OF HOUSE PRICES ON CONSUMPTION IN SOUTH AFRICA: EVIDENCE FROM PROVINCIAL-LEVEL PANEL VARs In: Working Papers. [Citation analysis] | paper | 4 |
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| 2014 | Testing for persistence in housing price-to-income and price-to-rent ratios in 16 OECD countries.(2014) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | article | |
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| 2015 | Are house prices in South Africa really nonstationary? Evidence from SPSM-based panel KSS test with a Fourier function.(2015) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
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| 2013 | Oil Price Uncertainty and Manufacturing Production in South Africa In: Working Papers. [Citation analysis] | paper | 0 |
| 2013 | The causal relationship between coal consumption and economic growth in the BRICS countries: Evidence from panel Granger causality tests In: Working Papers. [Citation analysis] | paper | 0 |
| 2013 | The causal relationship between natural gas consumption and economic growth: Evidence from the G7 countries In: Working Papers. [Citation analysis] | paper | 1 |
| 2016 | The causal relationship between natural gas consumption and economic growth: evidence from the G7 countries.(2016) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2013 | Panel Granger causality between oil consumption and GDP: Evidence from the BRICS countries In: Working Papers. [Citation analysis] | paper | 0 |
| 2013 | The causal relationship between renewable energy consumption and economic growth: Evidence from the G7 countries In: Working Papers. [Citation analysis] | paper | 0 |
| 2013 | Causal relationship between nuclear energy consumption and economic growth in the G6 countries: Evidence from panel Granger causality tests In: Working Papers. [Citation analysis] | paper | 1 |
| 2013 | CROSS-COUNTRY EVIDENCE ON THE CAUSAL RELATIONSHIP BETWEEN POLICY UNCERTAINTY AND HOUSE PRICES In: Working Papers. [Citation analysis] | paper | 1 |
| 2013 | Can the Sharia-Based Islamic Stock Market Returns be Forecasted Using Large Number of Predictors and Models? In: Working Papers. [Citation analysis] | paper | 4 |
| 2014 | Can the Sharia-based Islamic stock market returns be forecasted using large number of predictors and models?.(2014) In: Applied Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
| 2013 | Does Sunspot Numbers Cause Global Temperatures? Evidence from a Frequency Domain Causality Test In: Working Papers. [Citation analysis] | paper | 3 |
| 2015 | Do sunspot numbers cause global temperatures? Evidence from a frequency domain causality test.(2015) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2013 | Volatility Transmission between Islamic and Conventional Equity Markets: Evidence from Causality-in-Variance Test In: Working Papers. [Citation analysis] | paper | 8 |
| 2015 | Volatility transmission between Islamic and conventional equity markets: evidence from causality-in-variance test.(2015) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | article | |
| 2013 | Detecting Predictable Non-linear Dynamics in Dow Jones Industrial Average and Dow Jones Islamic Market Indices using Nonparametric Regressions In: Working Papers. [Citation analysis] | paper | 0 |
| 2013 | Convergence of Greenhouse Gas Emissions among G7 Countries In: Working Papers. [Citation analysis] | paper | 4 |
| 2015 | Convergence of greenhouse gas emissions among G7 countries.(2015) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
| 2014 | Testing for Multiple Bubbles in the BRICS Stock Markets In: Working Papers. [Citation analysis] | paper | 17 |
| 2014 | Dutch Disease Effect of Oil Rents on Agriculture Value Added in MENA Countries In: Working Papers. [Citation analysis] | paper | 3 |
| 2014 | Volatility Spillover between Energy and Financial Markets In: Working Papers. [Citation analysis] | paper | 0 |
| 2014 | Causal relationship between asset prices and output in the US: Evidence from state-level panel Granger causality test In: Working Papers. [Citation analysis] | paper | 15 |
| 2014 | A Time-Varying Approach of the US Welfare Cost of Inflation In: Working Papers. [Citation analysis] | paper | 15 |
| 2014 | A Time-Varying Approach of the US Welfare Cost of Inflation.(2014) In: Working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
| 2014 | Is the South African Reserve Bank Influenced by Exchange Rates when Setting Interest Rates? In: Working Papers. [Citation analysis] | paper | 0 |
| 2014 | Convergence in U.S. Metropolitan Statistical Areas In: Working Papers. [Citation analysis] | paper | 0 |
| 2014 | Does Debt Ceiling and Government Shutdown Help in Forecasting the US Equity Risk Premium? In: Working Papers. [Citation analysis] | paper | 0 |
| 2016 | Does Debt Ceiling and Government Shutdown Help in Forecasting the US Equity Risk Premium?.(2016) In: Panoeconomicus. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2014 | A Reinvestigation of the Oil Price and Consumer Price Nexus in South Africa: An Asymmetric Causality Approach In: Working Papers. [Citation analysis] | paper | 0 |
| 2014 | Does the South African Reserve Bank (SARB) Respond to Oil Price Movements? Historical Evidence from the Frequency Domain In: Working Papers. [Citation analysis] | paper | 0 |
| 2014 | Can Debt Ceiling and Government Shutdown Predict US Real Stock Returns? A Boot-strap Rolling-Window Approach In: Working Papers. [Citation analysis] | paper | 0 |
| 2014 | Does Sunspot Numbers Cause Global Temperatures? A Reconsideration Using a Non-Parametric Causality Test In: Working Papers. [Citation analysis] | paper | 0 |
| 2014 | Forecasting the Price of Gold In: Working Papers. [Citation analysis] | paper | 8 |
| 2015 | Forecasting the price of gold.(2015) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | article | |
| 2014 | The Relationship between Population Growth and Economic Growth Over 1870-2013: Evidence from a Bootstrapped Panel-Granger Causality Test In: Working Papers. [Citation analysis] | paper | 10 |
| 2014 | Endogenous Fluctuations in an Endogenous Growth Model with Inflation Targeting In: Working Papers. [Citation analysis] | paper | 11 |
| 2014 | Real Estate Markets and Uncertainty Shocks: A Variance Causality Approach In: Working Papers. [Citation analysis] | paper | 0 |
| 2014 | Research Output and Economic Growth in G7 Countries: New Evidence from Asymmetric Panel Causality Testing In: Working Papers. [Citation analysis] | paper | 3 |
| 2016 | Research output and economic growth in G7 countries: new evidence from asymmetric panel causality testing.(2016) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2014 | Is the Rand Really Decoupled from Economic Fundamentals? In: Working Papers. [Citation analysis] | paper | 0 |
| 2014 | Relationship between Happiness and Smoking: A Bootstrap Panel Causality Test In: Working Papers. [Citation analysis] | paper | 0 |
| 2014 | Forecasting US Real House Price Returns over 1831-2013: Evidence from Copula Models In: Working Papers. [Citation analysis] | paper | 2 |
| 2015 | Forecasting US real house price returns over 1831-2013: evidence from copula models.(2015) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2014 | Date Stamping Historical Oil Price Bubbles: 1876-2014 In: Working Papers. [Citation analysis] | paper | 1 |
| 2014 | Date stamping historical oil price bubbles: 1876 - 2014.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2014 | The Nexus between Military Expenditures and Economic Growth in the BRICS and the US: A Bootstrap Panel Causality Test In: Working Papers. [Citation analysis] | paper | 1 |
| 2014 | Persistence, Mean Reversion and Non-Linearities in US Housing Prices Over 1830-2013 In: Working Papers. [Citation analysis] | paper | 0 |
| 2014 | US Inflation Dynamics on Long Range Data In: Working Papers. [Citation analysis] | paper | 3 |
| 2015 | US inflation dynamics on long range data.(2015) In: DUTH Research Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2015 | US inflation dynamics on long-range data.(2015) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2014 | Real Estate Returns Predictability Revisited: Novel Evidence from the US REITs Market In: Working Papers. [Citation analysis] | paper | 1 |
| 2016 | Real estate returns predictability revisited: novel evidence from the US REITs market.(2016) In: Empirical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2014 | Time-Varying Persistence in US Inflation In: Working Papers. [Citation analysis] | paper | 0 |
| 2017 | Time-varying persistence in US inflation.(2017) In: Empirical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2014 | The Asymmetric Effect of Oil Price on Growth across US States In: Working Papers. [Citation analysis] | paper | 0 |
| 2014 | The Nonparametric Relationship between Oil and South African Agricultural Prices In: Working Papers. [Citation analysis] | paper | 1 |
| 2014 | Is Real Per Capita State Personal Income Stationary? New Nonlinear, Asymmetric Panel-Data Evidence In: Working Papers. [Citation analysis] | paper | 0 |
| 2015 | Is Real Per Capita State Personal Income Stationary? New Nonlinear, Asymmetric Panel-Data Evidence.(2015) In: Working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2016 | Is Real Per Capita State Personal Income Stationary? New Nonlinear, Asymmetric Panel-Data Evidence.(2016) In: Working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2014 | On the Directional Accuracy of Inflation Forecasts: Evidence from South African Survey Data In: Working Papers. [Citation analysis] | paper | 2 |
| 2018 | On the directional accuracy of inflation forecasts: evidence from South African survey data.(2018) In: Journal of Applied Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2014 | On the Directional Accuracy of Inflation Forecasts: Evidence from South African Survey Data.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
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| 2014 | The Relationship between Oil and Agricultural Commodity Prices: A Quantile Causality Approach In: Working Papers. [Citation analysis] | paper | 3 |
| 2014 | Time-Varying Causality between Oil and Commodity Prices in the Presence of Structural Breaks and Nonlinearity In: Working Papers. [Citation analysis] | paper | 1 |
| 2014 | Did Baltic stock markets offer diversification benefits during the recent financial turmoil? Novel evidence from a nonparametric causality in quantiles test In: Working Papers. [Citation analysis] | paper | 0 |
| 2014 | Are there Asymmetric Causal Relationships between Tourism and Economic Growth in a Panel of G-7 Countries? In: Working Papers. [Citation analysis] | paper | 2 |
| 2014 | Financial Tail Risks and the Shapes of the Extreme Value Distribution: A Comparison between Conventional and Sharia-Compliant Stock Indexes In: Working Papers. [Citation analysis] | paper | 0 |
| 2014 | The Causal Relationship between Energy Consumption and Economic Growth in South Africa: New Evidence from Asymmetric Causality in Frequency Domain In: Working Papers. [Citation analysis] | paper | 0 |
| 2015 | The Feldstein-Horioka Puzzle in South Africa: A Fractional Cointegration Approach In: Working Papers. [Citation analysis] | paper | 1 |
| 2016 | The Feldstein--Horioka puzzle in South Africa: A fractional cointegration approach.(2016) In: The Journal of International Trade & Economic Development. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2015 | Inflation-Growth Nexus in Africa: Evidence from a Pooled CCE Multiple Regime Panel Smooth Transition Model In: Working Papers. [Citation analysis] | paper | 1 |
| 2015 | Time-Varying Correlations between Trade Balance and Stock Prices in the United States over the Period 1792 to 2013 In: Working Papers. [Citation analysis] | paper | 1 |
| 2018 | Time-varying correlations between trade balance and stock prices in the United States over the period 1792 to 2013.(2018) In: Journal of Economics and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2015 | Modeling and Forecasting Crude Oil Price Volatility: Evidence from Historical and Recent Data In: Working Papers. [Citation analysis] | paper | 0 |
| 2015 | Modeling and forecasting crude oil price volatility: Evidence from historical and recent data.(2015) In: FinMaP-Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
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| 2015 | The Macroeconomic Effects of Uncertainty Shocks in India In: Working Papers. [Citation analysis] | paper | 0 |
| 2015 | The Time-Series Linkages between US Fiscal Policy and Asset Prices In: Working Papers. [Citation analysis] | paper | 2 |
| 2016 | The time-series linkages between US fiscal policy and asset prices.(2016) In: Working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2015 | Seasonality and Fractional Integration in the Sea Level Rise and Surface Temperature Data along the Barrier Coast of Nigeria In: Working Papers. [Citation analysis] | paper | 0 |
| 2015 | Dynamic Spillovers in the United States: Stock Market, Housing, Uncertainty and the Macroeconomy In: Working Papers. [Citation analysis] | paper | 2 |
| 2016 | Dynamic Spillovers in the United States: Stock Market, Housing, Uncertainty, and the Macroeconomy.(2016) In: Southern Economic Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2015 | Time-Frequency Relationship between U.S. Output with Commodity and Asset Prices In: Working Papers. [Citation analysis] | paper | 3 |
| 2016 | Time-frequency relationship between US output with commodity and asset prices.(2016) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2015 | How Independent are the South African Reserve Bank’s Monetary Policy Decisions? Evidence from a Global New-Keynesian DSGE Model In: Working Papers. [Citation analysis] | paper | 0 |
| 2015 | Income Inequality: A State-by-State Complex Network Analysis In: Working Papers. [Citation analysis] | paper | 0 |
| 2016 | Income Inequality: A State-by-State Complex Network Analysis.(2016) In: DUTH Research Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2016 | Income Inequality: A State-by-State Complex Network Analysis.(2016) In: Working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2015 | A Nonlinear Approach for Predicting Stock Returns and Volatility with the Use of Investor Sentiment Indices In: Working Papers. [Citation analysis] | paper | 2 |
| 2016 | A non-linear approach for predicting stock returns and volatility with the use of investor sentiment indices.(2016) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
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| 2015 | Convergence in Income Inequality: Further Evidence from the Club Clustering Methodology across the U.S. States In: Working Papers. [Citation analysis] | paper | 0 |
| 2016 | Convergence in Income Inequality: Further Evidence from the Club Clustering Methodology across the U.S. States.(2016) In: Working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2015 | Convergence of Health Care Expenditures across the US States: A Reconsideration In: Working Papers. [Citation analysis] | paper | 0 |
| 2017 | Convergence of Health Care Expenditures Across the US States: A Reconsideration.(2017) In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2015 | Detection of Multiple Bubbles in South African Electricity Prices In: Working Papers. [Citation analysis] | paper | 0 |
| 2015 | Forecasting Inflation in an Inflation Targeting Economy: Structural Versus Non-Structural Models In: Working Papers. [Citation analysis] | paper | 0 |
| 2017 | Forecasting inflation in an inflation targeting economy: structural versus nonstructural models.(2017) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2015 | The Informational Content of the Term-Spread in Forecasting the U.S. Inflation Rate: A Nonlinear Approach In: Working Papers. [Citation analysis] | paper | 0 |
| 2017 | The Informational Content of the Term Spread in Forecasting the US Inflation Rate: A Nonlinear Approach.(2017) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2015 | Modeling and Forecasting Carbon Dioxide Emission Allowance Spot Price Volatility: Multifractal vs. GARCH-Type Volatility Models In: Working Papers. [Citation analysis] | paper | 0 |
| 2015 | Modeling and Forecasting Carbon Dioxide Emission Allowance Spot Price Volatility: Multifractal vs. GARCH-type Volatility Models.(2015) In: FinMaP-Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2015 | The South African Economic Response to Monetary Policy Uncertainty In: Working Papers. [Citation analysis] | paper | 0 |
| 2015 | Forecasting Accuracy Evaluation of Tourist Arrivals: Evidence from Parametric and Non-Parametric Techniques In: Working Papers. [Citation analysis] | paper | 1 |
| 2015 | Evidence of Persistence in U.S. Short and Long-Term Interest Rates Using Long-Span Monthly and Annual Data In: Working Papers. [Citation analysis] | paper | 0 |
| 2015 | Do Commodities Herd? Evidence from a Time-Varying Stochastic Volatility Model In: Working Papers. [Citation analysis] | paper | 0 |
| 2015 | The Role of Economic Policy Uncertainty in Predicting U.S. Recessions: A Mixed-Frequency Markov-Switching Vector Autoregressive Approach In: Working Papers. [Citation analysis] | paper | 3 |
| 2016 | The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach.(2016) In: Economics Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2016 | The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach.(2016) In: Economics - The Open-Access, Open-Assessment E-Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
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| 2015 | Asymmetric Granger Causality between Military Expenditures and Economic Growth in Top Six Defense Suppliers In: Working Papers. [Citation analysis] | paper | 0 |
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| 2015 | Is Economic Policy Uncertainty Related to Suicide Rates? Evidence from the United States In: Working Papers. [Citation analysis] | paper | 0 |
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| 2015 | Persistence, Mean-Reversion and Non-Linearities in Infant Mortality Rates In: Working Papers. [Citation analysis] | paper | 0 |
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| 2015 | Technical Efficiency of Connecticut Long Island Sound Lobster Fishery: A Nonparametric Approach to Aggregate Frontier Analysis In: Working Papers. [Citation analysis] | paper | 0 |
| 2016 | Technical efficiency of Connecticut Long Island Sound lobster fishery: a nonparametric approach to aggregate frontier analysis.(2016) In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
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| 2017 | The US real GNP is trend-stationary after all.(2017) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2015 | The Impact of Economic Policy Uncertainty on US Real Housing Returns and their Volatility: A Nonparametric Approach In: Working Papers. [Citation analysis] | paper | 0 |
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| 2017 | Forecasting key US macroeconomic variables with a factor‐augmented Qual VAR.(2017) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2015 | The Role of Domestic and Global Economic Policy Uncertainties in Predicting Stock Returns and their Volatility for Hong Kong, Malaysia and South Korea: Evidence from a Nonparametric Causality-in-Quant In: Working Papers. [Citation analysis] | paper | 0 |
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| 2016 | A historical analysis of the US stock price index using empirical mode decomposition over 1791-2015.(2016) In: Economics Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
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| 2016 | Time-Frequency Relationship between Inflation and Inflation Uncertainty for the U.S.: Evidence from Historical Data.(2016) In: Working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
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| 2018 | Causal effects of the United States and Japan on Pacific-Rim stock markets: nonparametric quantile causality approach.(2018) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
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| 2016 | Causality between Per Capita Real GDP and Income Inequality in the U.S.: Evidence from a Wavelet Analysis.(2016) In: Working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
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| 2017 | The effect of gold market speculation on REIT returns in South Africa: a behavioral perspective.(2017) In: Journal of Economics and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
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| 2016 | The Relationship between the Inflation Rate and Inequality across US States: A Semiparametric Approach In: Working Papers. [Citation analysis] | paper | 1 |
| 2017 | The Relationship between the Inflation Rate and Inequality across U.S. States: A Semiparametric Approach.(2017) In: Working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2018 | The relationship between the inflation rate and inequality across U.S. states: a semiparametric approach.(2018) In: Quality & Quantity: International Journal of Methodology. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2016 | Modeling U.S. Historical Time-Series Prices and Inflation Using Various Linear and Nonlinear Long-Memory Approaches In: Working Papers. [Citation analysis] | paper | 0 |
| 2017 | Modeling U.S. Historical Time-Series Prices and Inflation Using Various Linear and Nonlinear Long-Memory Approaches.(2017) In: Working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2016 | Do Leading Indicators Forecast U.S. Recessions? A Nonlinear Re-Evaluation Using Historical Data In: Working Papers. [Citation analysis] | paper | 0 |
| 2017 | Openness and Growth: Is the Relationship Non-Linear? In: Working Papers. [Citation analysis] | paper | 0 |
| 2017 | Does Global Fear Predict Fear in BRICS Stock Markets? Evidence from a Bayesian Graphical VAR Model In: Working Papers. [Citation analysis] | paper | 1 |
| 2017 | Current Account Sustainability in G7 and BRICS: Evidence from a Long Memory Model with Structural Breaks In: Working Papers. [Citation analysis] | paper | 0 |
| 2018 | Current account sustainability in G7 and BRICS: Evidence from a long-memory model with structural breaks.(2018) In: The Journal of International Trade & Economic Development. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2017 | Causality between Output and Income Inequality across US States: Evidence from a Heterogeneous Mixed Panel Approach In: Working Papers. [Citation analysis] | paper | 0 |
| 2018 | Causality between Output and Income Inequality across U.S. States: Evidence from a Heterogeneous Mixed Panel Approach.(2018) In: Working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | Is Wine a Safe-Haven? Evidence from a Nonparametric Causality-in-Quantiles Test In: Working Papers. [Citation analysis] | paper | 0 |
| 2017 | Asymmetric Behaviour in Nominal and Real Housing Prices: Evidence from Advanced and Emerging Economies In: Working Papers. [Citation analysis] | paper | 0 |
| 2017 | Persistence, Mean Reversion and Nonlinearities in Inflation Rates of Developed and Developing Countries Using Over One Century of Data In: Working Papers. [Citation analysis] | paper | 0 |
| 2017 | The Impact of Macroeconomic News Surprises and Uncertainty of Major Economies on Returns and Volatility of Oil Futures In: Working Papers. [Citation analysis] | paper | 0 |
| 2017 | Credit Ratings and Predictability of Stock Returns and Volatility of the BRICS and the PIIGS: Evidence from a Nonparametric Causality-in-Quantiles Approach In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Does Inequality Help in Forecasting Equity Premium in a Panel of G7 Countries? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Price Jumps in Developed Stock Markets: The Role of Monetary Policy Committee Meetings In: Working Papers. [Citation analysis] | paper | 0 |
| 2017 | Do Bivariate Multifractal Models Improve Volatility Forecasting in Financial Time Series? An Application to Foreign Exchange and Stock Markets In: Working Papers. [Citation analysis] | paper | 0 |
| 2017 | Network Causality Structures among Bitcoin and other Financial Assets: A Directed Acyclic Graph Approach In: Working Papers. [Citation analysis] | paper | 0 |
| 2017 | News Implied Volatility and the Stock-Bond Nexus: Evidence from Historical Data for the USA and the UK Markets In: Working Papers. [Citation analysis] | paper | 0 |
| 2017 | Uncertainty and Forecasts of U.S. Recessions In: Working Papers. [Citation analysis] | paper | 1 |
| 2017 | Are Stock Returns an Inflation Hedge for the UK? Evidence from a Wavelet Analysis Using Over Three Centuries of Data In: Working Papers. [Citation analysis] | paper | 0 |
| 2017 | A Note on the Impact of Unconventional Monetary Policy Shocks in the US on Emerging Market REITs: A Qual VAR Approach In: Working Papers. [Citation analysis] | paper | 0 |
| 2017 | Macroeconomic Uncertainty, Growth and Inflation in the Eurozone: A Causal Approach In: Working Papers. [Citation analysis] | paper | 0 |
| 2018 | Macroeconomic uncertainty, growth and inflation in the Eurozone: a causal approach.(2018) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2017 | Unemployment Rate Hysteresis and the Great Recession: Exploring the Metropolitan Evidence In: Working Papers. [Citation analysis] | paper | 3 |
| 2017 | Partisan Conflict and Income Distribution in the United States: A Nonparametric Causality-in-Quantiles Approach In: Working Papers. [Citation analysis] | paper | 1 |
| 2017 | Partisan Conflict and Income Distribution in the United States: A Nonparametric Causality-in-Quantiles Approach.(2017) In: Working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2017 | U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict In: Working Papers. [Citation analysis] | paper | 0 |
| 2017 | U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict.(2017) In: Working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note In: Working Papers. [Citation analysis] | paper | 1 |
| 2017 | Does Partisan Conflict Predict a Reduction in US Stock Market (Realized) Volatility? Evidence from a Quantile-on-Quantile Regression Model In: Working Papers. [Citation analysis] | paper | 4 |
| 2017 | A Copula-Based Quantile-on-Quantile Regression Approach to Modeling Dependence Structure between Stock and Bond Returns: Evidence from Historical Data of India, South Africa, UK and US In: Working Papers. [Citation analysis] | paper | 0 |
| 2017 | Oil Speculation and Herding Behavior in Emerging Stock Markets In: Working Papers. [Citation analysis] | paper | 0 |
| 2017 | Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles In: Working Papers. [Citation analysis] | paper | 0 |
| 2017 | On the Predictability of Stock Market Bubbles: Evidence from LPPLS ConfidenceTM Multi-scale Indicators In: Working Papers. [Citation analysis] | paper | 0 |
| 2017 | OPEC News Announcement Effect on Volatility in the Crude Oil Market: A Reconsideration In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | The Role of Term Spread and Pattern Changes in Predicting Stock Returns and Volatility of the United Kingdom: Evidence from a Nonparametric Causality-in-Quantiles Test Using Over 250 Years of Data In: Working Papers. [Citation analysis] | paper | 0 |
| 2017 | The Effect of Economic Uncertainty on the Housing Market Cycle In: Working Papers. [Citation analysis] | paper | 0 |
| 2017 | Country Risk Ratings and Stock Market Returns in BRICS Countries: A Nonlinear Dynamic Approach In: Working Papers. [Citation analysis] | paper | 1 |
| 2017 | Risk Spillover between the US and the Remaining G7 Stock Markets Using Time-Varying Copulas with Markov Switching: Evidence from Over a Century of Data In: Working Papers. [Citation analysis] | paper | 0 |
| 2017 | A Note on the Technology Herd: Evidence from Large Institutional Investors In: Working Papers. [Citation analysis] | paper | 0 |
| 2017 | Kuznets Curve for the US: A Reconsideration Using Cosummability In: Working Papers. [Citation analysis] | paper | 1 |
| 2017 | Volatility Spillovers between Interest Rates and Equity Markets of Developed Economies: A Note In: Working Papers. [Citation analysis] | paper | 0 |
| 2017 | Time-Varying Role of Macroeconomic Shocks on House Prices in the US and UK: Evidence from Over 150 Years of Data In: Working Papers. [Citation analysis] | paper | 1 |
| 2017 | Exchange Rate Returns and Volatility: The Role of Time-Varying Rare Disaster Risks In: Working Papers. [Citation analysis] | paper | 0 |
| 2017 | The Role of Time-Varying Rare Disaster Risks in Predicting Bond Returns and Volatility In: Working Papers. [Citation analysis] | paper | 0 |
| 2017 | Long-Run Movement and Predictability of Bond Spread for BRICS and PIIGS: The Role of Economic, Financial and Political Risks In: Working Papers. [Citation analysis] | paper | 0 |
| 2017 | The Role of Economic Uncertainty in Forecasting Exchange Rate Returns and Realized Volatility: Evidence from Quantile Predictive Regressions In: Working Papers. [Citation analysis] | paper | 0 |
| 2018 | The role of economic uncertainty in forecasting exchange rate returns and realized volatility: Evidence from quantile predictive regressions.(2018) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2017 | Economic Policy Uncertainty and Insurance In: Working Papers. [Citation analysis] | paper | 2 |
| 2017 | Geopolitical Risks, Returns and Volatility in Emerging Stock Markets: Evidence from a Panel GARCH Model In: Working Papers. [Citation analysis] | paper | 0 |
| 2017 | An Assessment of UK Macroeconomic Volatility: Historical Evidence Using Over Seven Centuries of Data In: Working Papers. [Citation analysis] | paper | 0 |
| 2017 | Volatility Spillovers across Global Asset Classes: Evidence from Time and Frequency Domains In: Working Papers. [Citation analysis] | paper | 0 |
| 2018 | Insurance-Growth Nexus in Africa In: Working Papers. [Citation analysis] | paper | 0 |
| 2018 | Does Financial Development Affect Income Inequality in the U.S. States? A Panel Data Analysis In: Working Papers. [Citation analysis] | paper | 0 |
| 2018 | Investor Sentiment and Crash Risk in Safe Havens In: Working Papers. [Citation analysis] | paper | 0 |
| 2018 | Volatility Jumps: The Role of Geopolitical Risks In: Working Papers. [Citation analysis] | paper | 1 |
| 2018 | International Monetary Policy Spillovers: Evidence from a TVP-VAR In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Geopolitical Risks and Recessions in a Panel of Advanced Economies: Evidence from Over a Century of Data In: Working Papers. [Citation analysis] | paper | 0 |
| 2018 | Does Liquidity Risk Explain the Time-Variation in Asset Correlations? Evidence from Stocks, Bonds and Commodities In: Working Papers. [Citation analysis] | paper | 0 |
| 2018 | The Predictive Value of Inequality Measures for Stock Returns: An Analysis of Long-Span UK Data Using Quantile Random Forests In: Working Papers. [Citation analysis] | paper | 0 |
| 2018 | Persistence of Economic Uncertainty: A Comprehensive Analysis In: Working Papers. [Citation analysis] | paper | 0 |
| 2018 | Presidential Cycles and Time-Varying Bond-Stock Correlations: Evidence from More than Two Centuries of Data In: Working Papers. [Citation analysis] | paper | 0 |
| 2018 | Spillovers between Bitcoin and other Assets during Bear and Bull Markets In: Working Papers. [Citation analysis] | paper | 4 |
| 2018 | Spillovers between Bitcoin and other assets during bear and bull markets.(2018) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
| 2018 | Oil Price Volatility and Economic Growth: Evidence from Advanced OECD Countries using over One Century of Data In: Working Papers. [Citation analysis] | paper | 0 |
| 2018 | Investor Sentiment Connectedness: Evidence from Linear and Nonlinear Causality Approaches In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | High-Frequency Impact of Monetary Policy and Macroeconomic Surprises on US MSAs and Aggregate US Housing Returns and Volatility: A GJR-GARCH Approach In: Working Papers. [Citation analysis] | paper | 0 |
| 2018 | Growth Volatility and Inequality in the U.S.: A Wavelet Analysis In: Working Papers. [Citation analysis] | paper | 0 |
| 2018 | Growth Volatility and Inequality in the U.S.: A Wavelet Analysis.(2018) In: Working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Asymmetric Effects of Inequality on Per Capita Real GDP of the United States In: Working Papers. [Citation analysis] | paper | 0 |
| 2018 | Dynamic and Asymmetric Response of Inequality to Income Volatility: The Case of the United Kingdom In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Are BRICS Exchange Rates Chaotic? In: Working Papers. [Citation analysis] | paper | 0 |
| 2018 | Is There a Role for Uncertainty in Forecasting Output Growth in OECD Countries? Evidence from a Time Varying Parameter-Panel Vector Autoregressive Model In: Working Papers. [Citation analysis] | paper | 0 |
| 2018 | Stock Market Efficiency Analysis using Long Spans of Data: A Multifractal Detrended Fluctuation Approach In: Working Papers. [Citation analysis] | paper | 0 |
| 2018 | Oil Shocks and Volatility Jumps In: Working Papers. [Citation analysis] | paper | 0 |
| 2018 | Predicting International Equity Returns: Evidence from Time-Varying Parameter Vector Autoregressive Models In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Insurance Activity and Economic Performance: Fresh Evidence from Asymmetric Panel Causality Tests In: Working Papers. [Citation analysis] | paper | 0 |
| 2018 | Predicting Stock Market Movements in the United States: The Role of Presidential Approval Ratings In: Working Papers. [Citation analysis] | paper | 0 |
| 2018 | A Wavelet Analysis of the Relationship between Oil and Natural Gas Prices In: Working Papers. [Citation analysis] | paper | 1 |
| 2018 | Macroeconomic Uncertainty and the Comovement in Buying versus Renting in the United States In: Working Papers. [Citation analysis] | paper | 0 |
| 2018 | Frequency-Dependent Real-Time Effects of Uncertainty in the United States: Evidence from Daily Data In: Working Papers. [Citation analysis] | paper | 0 |
| 2018 | Herding Behaviour in the Cryptocurrency Market In: Working Papers. [Citation analysis] | paper | 1 |
| 2018 | Effects of Geopolitical Risks on Trade Flows: Evidence from the Gravity Model In: Working Papers. [Citation analysis] | paper | 0 |
| 2018 | Efficiency in BRICS Currency Markets using Long-Spans of Data: Evidence from Model-Free Tests of Directional Predictability In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Bayesian Spatial Modeling for Housing Data in South Africa In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Persistence and Cyclical Dynamics of US and UK House Prices: Evidence from Over 150 Years of Data In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Conventional and Unconventional Monetary Policy Reaction to Uncertainty in Advanced Economies: Evidence from Quantile Regressions In: Working Papers. [Citation analysis] | paper | 0 |
| 2018 | Greek Economic Policy Uncertainty: Does it Matter for the European Union? In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2018 | Time-Varying Impact of Geopolitical Risks on Oil Prices In: Working Papers. [Citation analysis] | paper | 0 |
| 2018 | The Role of Housing Sentiment in Forecasting US Home Sales Growth: Evidence from a Bayesian Compressed Vector Autoregressive Model In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Uncertainty and Volatility Jumps in the Pound-Dollar Exchange Rate: Evidence from Over One Century of Data In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Income Inequality and Economic Growth: A Re-Examination of Theory and Evidence In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Monetary Policy and Bubbles in US REITs In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Point and Density Forecasts of Oil Returns: The Role of Geopolitical Risks In: Working Papers. [Citation analysis] | paper | 0 |
| 2018 | Time-Varying Predictability of Oil Market Movements Over a Century of Data: The Role of US Financial Stress In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Macroeconomic Shocks and Changing Dynamics of the U.S. REITs Sector In: Working Papers. [Citation analysis] | paper | 0 |
| 2018 | Spillover of Mortgage Default Risks in the United States: Evidence from Metropolitan Statistical Areas and States In: Working Papers. [Citation analysis] | paper | 0 |
| 2018 | The Role of Monetary Policy Uncertainty in Predicting Equity Market Volatility of the United Kingdom: Evidence from over 150 Years of Data In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Manager Sentiment and Stock Market Volatility In: Working Papers. [Citation analysis] | paper | 0 |
| 2018 | Socio-Political Instability and Growth Dynamics In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | The Impact of US Uncertainty Shocks on a Panel of Advanced and Emerging Market Economies: The Role of Exchange Rate, Trade and Financial Channels In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Does Global Economic Uncertainty Matter for the Volatility and Hedging Effectiveness of Bitcoin? In: Working Papers. [Citation analysis] | paper | 0 |
| 2018 | Does Inequality Really Matter in Forecasting Real Housing Returns of the United Kingdom? In: Working Papers. [Citation analysis] | paper | 0 |
| 2018 | Geopolitical Risks and the Predictability of Regional Oil Returns and Volatility In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Firm-Level Political Risk and Asymmetric Volatility In: Working Papers. [Citation analysis] | paper | 0 |
| 2018 | Time-Varying Causal Relationship between Stock Market and Unemployment in the United Kingdom: Historical Evidence from 1855 to 2017 In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | On the Transmission Mechanism of Asia-Pacific Yield Curve Characteristics In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Oil Price-Inflation Pass-Through in the United States over 1871 to 2018: A Wavelet Coherency Analysis In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Predicting Aggregate and State-Level US House Price Volatility: The Role of Sentiment In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Measuring Co-Dependencies of Economic Policy Uncertainty in Latin American Countries using Vine Copulas In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Forecasting Changes of Economic Inequality: A Boosting Approach In: Working Papers. [Citation analysis] | paper | 0 |
| 2018 | Long-Memory Modeling and Forecasting: Evidence from the U.S. Historical Series of Inflation In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Time-Varying Impact of Uncertainty Shocks on the US Housing Market In: Working Papers. [Citation analysis] | paper | 0 |
| 2018 | Jumps Beyond the Realms of Cricket: India’s Performance in One Day Internationals and Stock Market Movements In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Why must it always be so Real with Tax Evasion? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Presidential Cycles in the United States and the Dollar-Pound Exchange Rate: Evidence from over Two Centuries of Data In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Mortgage Default Risks and High-Frequency Predictability of the US Housing Market: A Reconsideration In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Can Monetary Policy Lean against Housing Bubbles? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Political Cycles in the United States and Stock Market Volatility in other Advanced Economies: An EGARCH Approach In: Working Papers. [Citation analysis] | paper | 0 |
| 2018 | Forecasting (Good and Bad) Realized Exchange-Rate Volatility: Is there a Role for Realized Skewness and Kurtosis? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Forecasting Stock Market (Realized) Volatility in the United Kingdom: Is There a Role for Economic Inequality? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Time-Varying Risk Aversion and Realized Gold Volatility In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Is the Response of the Bank of England to Exchange Rate Movements Frequency-Dependent? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Local Currency Bond Risk Premia of Emerging Markets: The Role of Local and Global Factors In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Rise and Fall of Calendar Anomalies over a Century In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Forecasting Realized Oil-Price Volatility: The Role of Financial Stress and Asymmetric Loss In: Working Papers. [Citation analysis] | paper | 0 |
| 2019 | The Relationship between Monetary Policy and Uncertainty in Advanced Economies: Evidence from Time- and Frequency-Domains In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | The Macroeconomic Effects of Uncertainty Shocks in India - Gli effetti macroeconomici degli shock di incertezza in India In: Economia Internazionale / International Economics. [Full Text][Citation analysis] | article | 0 |
| 2015 | Causal Link between Oil Price and Uncertainty in India - Relazione di causalità tra prezzo del petrolio e incertezza in India In: Economia Internazionale / International Economics. [Full Text][Citation analysis] | article | 0 |
| 2015 | Does the Price of Oil Help Predict Inflation in South Africa? Historical Evidence Using a Frequency Domain Approach. - Il prezzo del petrolio predice l’inflazione in Sud Africa? Evidenza storica att In: Economia Internazionale / International Economics. [Full Text][Citation analysis] | article | 0 |
| 2015 | Time-Varying Causality between Oil and Commodity Prices in the Presence of Structural Breaks and Nonlinearity - Causalità time-varying tra petrolio e prezzi delle materie prime in presenza di break s In: Economia Internazionale / International Economics. [Full Text][Citation analysis] | article | 0 |
| 2016 | Can debt ceiling and government shutdown predict us real stock returns? A bootstrap rolling window approach. - Gli effetti sui rendimenti azionari reali negli USA del tetto del debito pubblico e del b In: Economia Internazionale / International Economics. [Full Text][Citation analysis] | article | 0 |
| 2016 | Characterising the South African business cycle: is GDP difference-stationary or trend-stationary in a Markov-switching setup? - Il ciclo economico del Sud Africa: il PIL è stazion ario alle differen In: Economia Internazionale / International Economics. [Full Text][Citation analysis] | article | 0 |
| 2016 | The Nonparametric Relationship between Oil and South African Agricultural Prices - La relazione nonparametrica tra il prezzo del petrolio e i prezzi dei prodotti agricoli in Sud Africa In: Economia Internazionale / International Economics. [Full Text][Citation analysis] | article | 0 |
| 2008 | Is a DFM Well Suited for Forecasting Regional House Price Inflation? In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2014 | Fiscal Policy Shocks and the Dynamics of Asset Prices In: Public Finance Review. [Full Text][Citation analysis] | article | 1 |
| 2013 | ‘Ripple’ Effects in South African House Prices In: Urban Studies. [Full Text][Citation analysis] | article | 7 |
| 2005 | Endogenous Tax Evasion and Reserve Requirements: A Comparative Study in the Context of European Economies In: Computing in Economics and Finance 2005. [Full Text][Citation analysis] | paper | 3 |
| 2016 | Erratum to: Real estate returns predictability revisited: novel evidence from the US REITs market In: Empirical Economics. [Full Text][Citation analysis] | article | 1 |
| 2016 | Forecasting US real private residential fixed investment using a large number of predictors In: Empirical Economics. [Full Text][Citation analysis] | article | 7 |
| 2014 | Forecasting US Real Private Residential Fixed Investment Using a Large Number of Predictors.(2014) In: Working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2018 | Inflation–growth nexus: evidence from a pooled CCE multiple-regime panel smooth transition model In: Empirical Economics. [Full Text][Citation analysis] | article | 3 |
| 2019 | Unemployment rate hysteresis and the great recession: exploring the metropolitan evidence In: Empirical Economics. [Full Text][Citation analysis] | article | 0 |
| 2016 | The Causal Relationship Between Happiness and Smoking: A Bootstrap Panel Causality Test In: Journal of Happiness Studies. [Full Text][Citation analysis] | article | 4 |
| 2016 | Time series effects of dissolved oxygen and nitrogen on Long Island Sound lobster harvest In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards. [Full Text][Citation analysis] | article | 0 |
| 2018 | Asymmetric causality between military expenditures and economic growth in top six defense spenders In: Quality & Quantity: International Journal of Methodology. [Full Text][Citation analysis] | article | 0 |
| 2019 | The effectiveness of monetary and fiscal policy shocks on U.S. inequality: the role of uncertainty In: Quality & Quantity: International Journal of Methodology. [Full Text][Citation analysis] | article | 0 |
| 2014 | Time-varying causality between research output and economic growth in US In: Scientometrics. [Full Text][Citation analysis] | article | 0 |
| 2018 | Correction to: Causality Between Per Capita Real GDP and Income Inequality in the U.S.: Evidence from a Wavelet Analysis In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. [Full Text][Citation analysis] | article | 0 |
| 2018 | South Africa’s monetary policy independence: evidence from a Global New-Keynesian DSGE model In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2013 | Forecasting house prices for the four census regions and the aggregate US economy in a data-rich environment In: Applied Economics. [Full Text][Citation analysis] | article | 5 |
| 2015 | Was the recent downturn in US real GDP predictable? In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
| 2015 | DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
| 2015 | DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa.(2015) In: Open Access publications. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2016 | Persistence, mean reversion and non-linearities in the US housing prices over 1830--2013 In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2016 | Forecasting US consumer price index: does nonlinearity matter? In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2017 | Long memory, economic policy uncertainty and forecasting US inflation: a Bayesian VARFIMA approach In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
| 2017 | The nexus between military expenditures and economic growth in the BRICS and the US: an empirical note In: Defence and Peace Economics. [Full Text][Citation analysis] | article | 0 |
| 2019 | Exchange rate returns and volatility: the role of time-varying rare disaster risks In: The European Journal of Finance. [Full Text][Citation analysis] | article | 0 |
| 2013 | The long-run relationship between house prices and inflation in South Africa: an ARDL approach In: International Journal of Strategic Property Management. [Full Text][Citation analysis] | article | 1 |
| 2015 | The dynamic relationship between house prices and output: evidence from US metropolitan areas In: International Journal of Strategic Property Management. [Full Text][Citation analysis] | article | 3 |
| 2007 | Financial Liberalization and Inflationary Dynamics: An Open Economy Analysis In: International Economic Journal. [Full Text][Citation analysis] | article | 1 |
| 2005 | Financial Liberalization and Inflationary Dynamics: An Open Economy Analysis.(2005) In: Working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2016 | Causal Relationship between Asset Prices and Output in the United States: Evidence from the State-Level Panel Granger Causality Test In: Regional Studies. [Full Text][Citation analysis] | article | 1 |
| 2005 | A Generic Model of Financial Repression In: Working papers. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Financial Liberalization and Inflationary Dynamics In: Working papers. [Full Text][Citation analysis] | paper | 1 |
| 2019 | Modelling long memory volatility in the Bitcoin market: Evidence of persistence and structural breaks In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 0 |
| 2019 | Forecasting the Probability of Recessions in South Africa: the Role of Decomposed Term Spread and Economic Policy Uncertainty In: Journal of International Development. [Full Text][Citation analysis] | article | 0 |
| 2015 | The Impact of Exchange Rate Uncertainty on Exports in South Africa In: Journal of International Commerce, Economics and Policy (JICEP). [Full Text][Citation analysis] | article | 1 |
| 2017 | Date-stamping US housing market explosivity In: Economics Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Date-stamping US housing market explosivity.(2018) In: Economics - The Open-Access, Open-Assessment E-Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article |
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