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Working Papers / University of Pretoria, Department of Economics

0.22

Impact Factor

0.16

5-Years IF

11

5-Years H index

Main indicators

Raw data

IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.1000 (%)0.06
19910.09000 (%)0.05
19920.11000 (%)0.06
19930.14000 (%)0.07
19940.12000 (%)0.06
19950.16000 (%)0.1
19960.2000 (%)0.09
19970.21000 (%)0.09
19980.22000 (%)0.13
19990.28000 (%)0.16
20000.37000 (%)0.14
20010.360100 (%)0.17
20020.370300 (%)0.18
20030.4000 (%)0.19
20040.42000 (%)0.19
20050.43171713003 (23.1%)0.21
20060.4523403417172 (5.9%)0.2
20070.080.390.08246430.05194034032 (10.5%)0.17
20080.190.390.143710190.095147964910 (19.6%)0.17
20090.160.370.1231132260.26161101011212 (19.7%)40.130.18
20100.220.330.1630162340.217068151322126 (37.1%)40.130.15
20110.330.410.2336198480.249661201453428 (29.2%)70.190.2
20120.610.460.35352331040.455266401585520 (38.5%)80.230.21
20130.80.50.51883211390.4313271571698629 (22%)150.170.21
20140.510.540.48864072410.591021236322010613 (12.7%)590.690.26
20150.220.60.16100507730.1429174392754516 (55.2%)40.040.3
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published in year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

 

50 most cited documents in this series:

#YearTitleCited
12010Bubbles in South African House Prices and their Impact on Consumption. (2010). Kanda, Tunda P. ; GUPTA, RANGAN ; DAS, SONALI. In: Working Papers. RePEc:pre:wpaper:201017.

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28
2House Prices and Economic Growth in South Africa: Evidence from Provincial-Level Data. (2011). Simo-Kengne, Beatrice Desiree ; GUPTA, RANGAN ; Bittencourt, Manoel ; Simo -Kengne, Beatrice D.. In: Working Papers. RePEc:pre:wpaper:201116.

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20
32014Testing for Multiple Bubbles in the BRICS Stock Markets. (2014). Ranjbar, Omid ; GUPTA, RANGAN ; Gil-Alana, Luis ; Chang, Tsangyao ; Aye, Goodness C.. In: Working Papers. RePEc:pre:wpaper:201407.

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17
42012Do House Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-Varying Vector Autoregressive Model. (2012). Inglesi-Lotz, Roula ; GUPTA, RANGAN ; Peretti, Vittorio . In: Working Papers. RePEc:pre:wpaper:201216.

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16
52008Spatial Bayesian Methods of Forecasting House Prices in Six Metropolitan Areas of South Africa. (2008). GUPTA, RANGAN ; DAS, SONALI. In: Working Papers. RePEc:pre:wpaper:200813.

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16
62014Causal relationship between asset prices and output in the US: Evidence from state-level panel Granger causality test. (2014). Simo-Kengne, Beatrice Desiree ; GUPTA, RANGAN ; Emirmahmutoglu, Furkan ; Chang, Tsangyao ; Balcilar, Mehmet ; Apergis, Nicholas ; Simo -Kengne, Beatrice D.. In: Working Papers. RePEc:pre:wpaper:201411.

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14
72012THE IMPACT OF HOUSE PRICES ON CONSUMPTION IN SOUTH AFRICA: EVIDENCE FROM PROVINCIAL-LEVEL PANEL VARs. (2012). Simo-Kengne, Beatrice Desiree ; GUPTA, RANGAN ; Bittencourt, Manoel ; Simo -Kengne, Beatrice D.. In: Working Papers. RePEc:pre:wpaper:201211.

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13
82009Modelling monetary policy in South Africa: Focus on inflation targeting era using a simple learning rule. (2009). Naraidoo, Ruthira ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:200904.

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13
92011Dynamic Effects of Monetary Policy Shocks in Malawi. (2011). Viegi, Nicola ; Ngalawa, Harold. In: Working Papers. RePEc:pre:wpaper:201112.

Full description at Econpapers || Download paper

12
102012Do Stock Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-Varying Vector Autoregressive Model. (2012). GUPTA, RANGAN ; Aye, Goodness C. ; Modise, Mampho P.. In: Working Papers. RePEc:pre:wpaper:201224.

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12
112011South Africas Electricity Consumption: A Sectoral Decomposition Analysis. (2011). Inglesi-Lotz, Roula ; Blignaut, James. In: Working Papers. RePEc:pre:wpaper:201105.

Full description at Econpapers || Download paper

12
122014Endogenous Fluctuations in an Endogenous Growth Model with Inflation Targeting. (2014). Stander, Lardo ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201432.

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11
132011Do House Prices Impact Consumption and Interest Rate? Evidence from OECD Countries using an Agnostic Identification Procedure. (2011). Kanda, Tunda P. ; GUPTA, RANGAN ; André, Christophe ; Andre, Christophe . In: Working Papers. RePEc:pre:wpaper:201118.

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11
142014A Time-Varying Approach of the US Welfare Cost of Inflation. (2014). Miller, Stephen ; Martins, Luis ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201419.

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11
152009THE BLESSING OF DIMENSIONALITY IN FORECASTING REAL HOUSE PRICE GROWTH IN THE NINE CENSUS DIVISIONS OF THE US. (2009). Kabundi, Alain ; GUPTA, RANGAN ; DAS, SONALI. In: Working Papers. RePEc:pre:wpaper:200902.

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11
162011Long- and Short-Run Relationships between House and Stock Prices in South Africa: A Nonparametric Approach. (2011). GUPTA, RANGAN ; Balcilar, Mehmet ; Aye, Goodness C.. In: Working Papers. RePEc:pre:wpaper:201136.

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10
17Financial Market Liberalization, Monetary Policy, and Housing Price Dynamics. (2010). Miller, Stephen ; Jurgilas, Marius ; GUPTA, RANGAN ; van Wyk, Dylan . In: Working Papers. RePEc:pre:wpaper:201009.

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10
182013Interaction of Formal and Informal Financial Markets in Quasi-Emerging Market Economies. (2013). Viegi, Nicola ; Ngalawa, Harold. In: Working Papers. RePEc:pre:wpaper:201306.

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10
192014Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation. (2014). Kanda, Tunda P. ; GUPTA, RANGAN ; Balcilar, Mehmet ; Bahramian, Pejman. In: Working Papers. RePEc:pre:wpaper:201416.

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10
202014Forecasting the Price of Gold Using Dynamic Model Averaging. (2014). Hammoudeh, Shawkat ; GUPTA, RANGAN ; Aye, Goodness C.. In: Working Papers. RePEc:pre:wpaper:201415.

Full description at Econpapers || Download paper

10
212013Does the Source of Oil Price Shocks Matter for South African Stock Returns? A Structural VAR Approach. (2013). GUPTA, RANGAN ; Modise, Mampho P.. In: Working Papers. RePEc:pre:wpaper:201318.

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9
222014Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach. (2014). GUPTA, RANGAN ; van Eyden, Renee ; Balcilar, Mehmet ; Thompson, Kirsten . In: Working Papers. RePEc:pre:wpaper:201414.

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9
232008COULD WE HAVE PREDICTED THE RECENT DOWNTURN IN THE SOUTH AFRICAN HOUSING MARKET?. (2008). Kabundi, Alain ; GUPTA, RANGAN ; DAS, SONALI. In: Working Papers. RePEc:pre:wpaper:200831.

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9
242013The Causal Relationship between House Prices and Economic Growth in the Nine Provinces of South Africa: Evidence from Panel-Granger Causality Tests. (2013). Simo-Kengne, Beatrice Desiree ; GUPTA, RANGAN ; Chang, Tsangyao ; Simo -Kengne, Beatrice D.. In: Working Papers. RePEc:pre:wpaper:201317.

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8
252014The Relationship between Population Growth and Economic Growth Over 1870-2013: Evidence from a Bootstrapped Panel-Granger Causality Test. (2014). Miller, Stephen ; GUPTA, RANGAN ; Chang, Tsangyao ; Deale, Frederick W. ; Chu, Hsiao-Ping . In: Working Papers. RePEc:pre:wpaper:201431.

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8
262008A Dynamic Factor Model for Forecasting Macroeconomic Variables in South Africa. (2008). Kabundi, Alain ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:200815.

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8
272013Forecasting South African Macroeconomic Data with a Nonlinear DSGE Model. (2013). Kotze, Kevin ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:201313.

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8
282008Forecasting Macroeconomic Variables in a Small Open Economy: A Comparison between Small- and Large-Scale Models. (2008). Kabundi, Alain ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:200830.

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8
292014Subjective Life Expectancy. (2014). Zimper, Alexander ; Nicholls, Nicky . In: Working Papers. RePEc:pre:wpaper:201410.

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8
302010Zone targeting monetary policy preferences and financial market conditions: a flexible nonlinear policy reaction function of the SARB monetary policy. (2010). Raputsoane, Leroi ; Naraidoo, Ruthira. In: Working Papers. RePEc:pre:wpaper:201005.

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7
312013DSGE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa. (2013). Paccagnini, Alessia ; Kanda, Tunda P. ; GUPTA, RANGAN ; Modise, Mampho P.. In: Working Papers. RePEc:pre:wpaper:201374.

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7
322011Out-of-Sample Equity Premium Predictability in South Africa: Evidence from a Large Number of Predictors. (2011). Uwilingiye, Josine ; GUPTA, RANGAN ; Modise, Mampho P.. In: Working Papers. RePEc:pre:wpaper:201122.

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7
332013The Causal Relationship between Economic Policy Uncertainty and Stock Returns in China and India: Evidence from a Bootstrap Rolling-Window Approach. (2013). GUPTA, RANGAN ; Chang, Tsangyao ; Balcilar, Mehmet ; Li, Xiao-lin . In: Working Papers. RePEc:pre:wpaper:201345.

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7
342006An Investigation of Openness and Economic Growth Using Panel Estimation. (2006). GUPTA, RANGAN ; Chen, Pei-Pei . In: Working Papers. RePEc:pre:wpaper:200622.

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6
352013House Price, Stock Price and Consumption in South Africa: A Structural VAR Approach. (2013). GUPTA, RANGAN ; Razak, Aarifah ; Nyakabawo, Wendy ; Aye, Goodness C. ; Kaninda, Alain . In: Working Papers. RePEc:pre:wpaper:201309.

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6
362009THE EFFECT OF MONETARY POLICY ON HOUSE PRICE INFLATION: A FACTOR AUGMENTED VECTOR AUTOREGRESSION (FAVAR) APPROACH. (2009). Kabundi, Alain ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:200903.

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6
372009Could We Have Predicted the Recent Downturn in Home Sales of the Four US Census Regions?. (2009). GUPTA, RANGAN ; DAS, SONALI ; Tipoy, Christian K.. In: Working Papers. RePEc:pre:wpaper:200926.

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6
382014Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index?. (2014). Jooste, Charl ; Hammoudeh, Shawkat ; GUPTA, RANGAN ; BABALOS, VASSILIOS ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:201433.

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6
392006Forecasting the South African Economy with VARs and VECMs. (2006). GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:200618.

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6
402005An Econometric Model of the Rand-US Dollar Nominal Exchange Rate. (2005). akanbi, olusegun ; Sichei, Moses M. ; Gebreselasie, Tewodros G.. In: Working Papers. RePEc:pre:wpaper:200514.

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5
412009An Analysis of the Inward Cross-border Mergers and Acquisitions in the UK: A Macroeconomic Perspective. (2009). Naraidoo, Ruthira ; Boateng, Agyenim ; Uddin, Moshfique M.. In: Working Papers. RePEc:pre:wpaper:200924.

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5
422008Child Mortality in Eastern and Southern Africa. (2008). Koch, Steven ; Ng, Shu Wen ; Handa, Sudhanshu . In: Working Papers. RePEc:pre:wpaper:200835.

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5
432013The impact of economic shocks in the rest of the world on South Africa: Evidence from a global VAR. (2013). van Eyden, Renee ; De Waal, Annari . In: Working Papers. RePEc:pre:wpaper:201328.

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5
442012Analysing the Effects of Fiscal Policy Shocks in the South African Economy. (2012). Naraidoo, Ruthira ; Liu, Guangling ; Jooste, Charl. In: Working Papers. RePEc:pre:wpaper:201206.

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5
452010FRACTIONAL MULTINOMIAL RESPONSE MODELS WITH AN APPLICATION TO EXPENDITURE SHARES. (2010). Koch, Steven. In: Working Papers. RePEc:pre:wpaper:201021.

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5
462013Causality between Economic Policy Uncertainty across Countries: Evidence from Linear and Nonlinear Tests. (2013). Kanda, Tunda P. ; GUPTA, RANGAN ; Ajmi, Ahdi Noomen. In: Working Papers. RePEc:pre:wpaper:201361.

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5
472013Testing the Out-of-Sample Forecasting Ability of a Financial Conditions Index for South Africa. (2013). GUPTA, RANGAN ; van Eyden, Renee ; Thompson, Kirsten . In: Working Papers. RePEc:pre:wpaper:201383.

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5
482014Forecasting the Price of Gold. (2014). Hassani, Hossein ; GUPTA, RANGAN ; Silva, Emmanuel Sirimal . In: Working Papers. RePEc:pre:wpaper:201428.

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5
492006Investigating the Bank-Lending Channel in South Africa: A VAR Approach. (2006). Ludi, Kirsten L. ; Ground, Marc. In: Working Papers. RePEc:pre:wpaper:200604.

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5
502012Macroeconomic Surprises and Stock Returns in South Africa. (2012). Reid, Monique ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201212.

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5

50 most relevant documents in this series (papers most cited in the last two years)

#YearTitleCited
12014Testing for Multiple Bubbles in the BRICS Stock Markets. (2014). Ranjbar, Omid ; GUPTA, RANGAN ; Gil-Alana, Luis ; Chang, Tsangyao ; Aye, Goodness C.. In: Working Papers. RePEc:pre:wpaper:201407.

Full description at Econpapers || Download paper

17
22014Causal relationship between asset prices and output in the US: Evidence from state-level panel Granger causality test. (2014). Simo-Kengne, Beatrice Desiree ; GUPTA, RANGAN ; Emirmahmutoglu, Furkan ; Chang, Tsangyao ; Balcilar, Mehmet ; Apergis, Nicholas ; Simo -Kengne, Beatrice D.. In: Working Papers. RePEc:pre:wpaper:201411.

Full description at Econpapers || Download paper

14
32014Endogenous Fluctuations in an Endogenous Growth Model with Inflation Targeting. (2014). Stander, Lardo ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201432.

Full description at Econpapers || Download paper

11
42014A Time-Varying Approach of the US Welfare Cost of Inflation. (2014). Miller, Stephen ; Martins, Luis ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201419.

Full description at Econpapers || Download paper

11
52014Forecasting the Price of Gold Using Dynamic Model Averaging. (2014). Hammoudeh, Shawkat ; GUPTA, RANGAN ; Aye, Goodness C.. In: Working Papers. RePEc:pre:wpaper:201415.

Full description at Econpapers || Download paper

10
62014Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation. (2014). Kanda, Tunda P. ; GUPTA, RANGAN ; Balcilar, Mehmet ; Bahramian, Pejman. In: Working Papers. RePEc:pre:wpaper:201416.

Full description at Econpapers || Download paper

10
72014Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach. (2014). GUPTA, RANGAN ; van Eyden, Renee ; Balcilar, Mehmet ; Thompson, Kirsten . In: Working Papers. RePEc:pre:wpaper:201414.

Full description at Econpapers || Download paper

9
82013Does the Source of Oil Price Shocks Matter for South African Stock Returns? A Structural VAR Approach. (2013). GUPTA, RANGAN ; Modise, Mampho P.. In: Working Papers. RePEc:pre:wpaper:201318.

Full description at Econpapers || Download paper

9
92012Do House Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-Varying Vector Autoregressive Model. (2012). Inglesi-Lotz, Roula ; GUPTA, RANGAN ; Peretti, Vittorio . In: Working Papers. RePEc:pre:wpaper:201216.

Full description at Econpapers || Download paper

8
102014The Relationship between Population Growth and Economic Growth Over 1870-2013: Evidence from a Bootstrapped Panel-Granger Causality Test. (2014). Miller, Stephen ; GUPTA, RANGAN ; Chang, Tsangyao ; Deale, Frederick W. ; Chu, Hsiao-Ping . In: Working Papers. RePEc:pre:wpaper:201431.

Full description at Econpapers || Download paper

8
112013The Causal Relationship between Economic Policy Uncertainty and Stock Returns in China and India: Evidence from a Bootstrap Rolling-Window Approach. (2013). GUPTA, RANGAN ; Chang, Tsangyao ; Balcilar, Mehmet ; Li, Xiao-lin . In: Working Papers. RePEc:pre:wpaper:201345.

Full description at Econpapers || Download paper

7
122013DSGE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa. (2013). Paccagnini, Alessia ; Kanda, Tunda P. ; GUPTA, RANGAN ; Modise, Mampho P.. In: Working Papers. RePEc:pre:wpaper:201374.

Full description at Econpapers || Download paper

7
132009Modelling monetary policy in South Africa: Focus on inflation targeting era using a simple learning rule. (2009). Naraidoo, Ruthira ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:200904.

Full description at Econpapers || Download paper

7
142013House Price, Stock Price and Consumption in South Africa: A Structural VAR Approach. (2013). GUPTA, RANGAN ; Razak, Aarifah ; Nyakabawo, Wendy ; Aye, Goodness C. ; Kaninda, Alain . In: Working Papers. RePEc:pre:wpaper:201309.

Full description at Econpapers || Download paper

6
152014Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index?. (2014). Jooste, Charl ; Hammoudeh, Shawkat ; GUPTA, RANGAN ; BABALOS, VASSILIOS ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:201433.

Full description at Econpapers || Download paper

6
162013Forecasting South African Macroeconomic Data with a Nonlinear DSGE Model. (2013). Kotze, Kevin ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:201313.

Full description at Econpapers || Download paper

6
172011Dynamic Effects of Monetary Policy Shocks in Malawi. (2011). Viegi, Nicola ; Ngalawa, Harold. In: Working Papers. RePEc:pre:wpaper:201112.

Full description at Econpapers || Download paper

6
182010Bubbles in South African House Prices and their Impact on Consumption. (2010). Kanda, Tunda P. ; GUPTA, RANGAN ; DAS, SONALI. In: Working Papers. RePEc:pre:wpaper:201017.

Full description at Econpapers || Download paper

6
192013The Causal Relationship between House Prices and Economic Growth in the Nine Provinces of South Africa: Evidence from Panel-Granger Causality Tests. (2013). Simo-Kengne, Beatrice Desiree ; GUPTA, RANGAN ; Chang, Tsangyao ; Simo -Kengne, Beatrice D.. In: Working Papers. RePEc:pre:wpaper:201317.

Full description at Econpapers || Download paper

5
202012Do Stock Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-Varying Vector Autoregressive Model. (2012). GUPTA, RANGAN ; Aye, Goodness C. ; Modise, Mampho P.. In: Working Papers. RePEc:pre:wpaper:201224.

Full description at Econpapers || Download paper

5
212012THE IMPACT OF HOUSE PRICES ON CONSUMPTION IN SOUTH AFRICA: EVIDENCE FROM PROVINCIAL-LEVEL PANEL VARs. (2012). Simo-Kengne, Beatrice Desiree ; GUPTA, RANGAN ; Bittencourt, Manoel ; Simo -Kengne, Beatrice D.. In: Working Papers. RePEc:pre:wpaper:201211.

Full description at Econpapers || Download paper

5
222009THE BLESSING OF DIMENSIONALITY IN FORECASTING REAL HOUSE PRICE GROWTH IN THE NINE CENSUS DIVISIONS OF THE US. (2009). Kabundi, Alain ; GUPTA, RANGAN ; DAS, SONALI. In: Working Papers. RePEc:pre:wpaper:200902.

Full description at Econpapers || Download paper

5
232013Testing the Out-of-Sample Forecasting Ability of a Financial Conditions Index for South Africa. (2013). GUPTA, RANGAN ; van Eyden, Renee ; Thompson, Kirsten . In: Working Papers. RePEc:pre:wpaper:201383.

Full description at Econpapers || Download paper

5
242013Causality between Economic Policy Uncertainty across Countries: Evidence from Linear and Nonlinear Tests. (2013). Kanda, Tunda P. ; GUPTA, RANGAN ; Ajmi, Ahdi Noomen. In: Working Papers. RePEc:pre:wpaper:201361.

Full description at Econpapers || Download paper

5
252011South Africas Electricity Consumption: A Sectoral Decomposition Analysis. (2011). Inglesi-Lotz, Roula ; Blignaut, James. In: Working Papers. RePEc:pre:wpaper:201105.

Full description at Econpapers || Download paper

5
262013Time-Varying Causality between Research Output and Economic Growth in the US. (2013). Inglesi-Lotz, Roula ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:201350.

Full description at Econpapers || Download paper

4
272011Reconsidering the Welfare Cost of Inflation in the US: A Nonparametric Estimation of the Nonlinear Long-Run Money Demand Equation using Projection Pursuit Regressions. (2011). Majumdar, Anandamayee ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201114.

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4
282009Could We Have Predicted the Recent Downturn in Home Sales of the Four US Census Regions?. (2009). GUPTA, RANGAN ; DAS, SONALI ; Tipoy, Christian K.. In: Working Papers. RePEc:pre:wpaper:200926.

Full description at Econpapers || Download paper

4
292013The impact of economic shocks in the rest of the world on South Africa: Evidence from a global VAR. (2013). van Eyden, Renee ; De Waal, Annari . In: Working Papers. RePEc:pre:wpaper:201328.

Full description at Econpapers || Download paper

4
302010FRACTIONAL MULTINOMIAL RESPONSE MODELS WITH AN APPLICATION TO EXPENDITURE SHARES. (2010). Koch, Steven. In: Working Papers. RePEc:pre:wpaper:201021.

Full description at Econpapers || Download paper

4
312011What Drives Remittance Inflows to Sub-Saharan Africa? A Dynamic Panel Approach. (2011). Owusu-Sekyere, Emmanuel ; van Eyden, Renee ; Kemegue, Francis . In: Working Papers. RePEc:pre:wpaper:201128.

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4
322013The nexus of electricity consumption, economic growth and CO2 emissions in the BRICS countries. (2013). Inglesi-Lotz, Roula ; GUPTA, RANGAN ; Chang, Tsangyao ; Cowan, Wendy N.. In: Working Papers. RePEc:pre:wpaper:201340.

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4
332014Forecasting the Price of Gold. (2014). Hassani, Hossein ; GUPTA, RANGAN ; Silva, Emmanuel Sirimal . In: Working Papers. RePEc:pre:wpaper:201428.

Full description at Econpapers || Download paper

4
342013Causality between Research Output and Economic Growth in BRICS. (2013). Inglesi-Lotz, Roula ; GUPTA, RANGAN ; Chang, Tsangyao. In: Working Papers. RePEc:pre:wpaper:201337.

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4
352015Oil Price Forecastability and Economic Uncertainty. (2015). Paccagnini, Alessia ; GUPTA, RANGAN ; Bekiros, Stelios. In: Working Papers. RePEc:pre:wpaper:201518.

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3
362013Volatility Transmission between Islamic and Conventional Equity Markets: Evidence from Causality-in-Variance Test. (2013). Nazlioglu, Saban ; Hammoudeh, Shawkat ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201384.

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3
372013Are Stock Prices Related to Political Uncertainty Index in OECD Countries? Evidence from Bootstrap Panel Causality Test. (2013). Nguyen, Duc Khuong ; GUPTA, RANGAN ; Chang, Tsangyao ; Chen, Wen-Yi . In: Working Papers. RePEc:pre:wpaper:201360.

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3
382011Out-of-Sample Equity Premium Predictability in South Africa: Evidence from a Large Number of Predictors. (2011). Uwilingiye, Josine ; GUPTA, RANGAN ; Modise, Mampho P.. In: Working Papers. RePEc:pre:wpaper:201122.

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3
392009COMPARING SOUTH AFRICAN INFLATION VOLATILITY ACROSS MONETARY POLICY REGIMES: AN APPLICATION OF SAPHE CRACKING. (2009). Uwilingiye, Josine ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:200906.

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3
402012The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US. (2012). Miller, Stephen ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:201226.

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3
412015Predicting South African Equity Premium using Domestic and Global Economic Policy Uncertainty Indices: Evidence from a Bayesian Graphical Model. (2015). Muteba Mwamba, John Weirstrasd ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:201596.

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3
422011House Prices and Economic Growth in South Africa: Evidence from Provincial-Level Data. (2011). Simo-Kengne, Beatrice Desiree ; GUPTA, RANGAN ; Bittencourt, Manoel ; Simo -Kengne, Beatrice D.. In: Working Papers. RePEc:pre:wpaper:201116.

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3
432013On the causality and determinants of energy and electricity demand in South Africa: A review. (2013). Inglesi-Lotz, Roula ; Pouris, Anastassios . In: Working Papers. RePEc:pre:wpaper:201314.

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3
442006Investigating the Bank-Lending Channel in South Africa: A VAR Approach. (2006). Ludi, Kirsten L. ; Ground, Marc. In: Working Papers. RePEc:pre:wpaper:200604.

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3
452014Subjective Life Expectancy. (2014). Zimper, Alexander ; Nicholls, Nicky . In: Working Papers. RePEc:pre:wpaper:201410.

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3
462016Components of Economic Policy Uncertainty and Predictability of US Stock Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantile Approach. (2016). GUPTA, RANGAN ; Balcilar, Mehmet ; Antonakakis, Nikolaos ; Sun, Xiaojin ; Kyei, Clement . In: Working Papers. RePEc:pre:wpaper:201639.

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472013Temporal Causality between House Prices and Output in the U. S.: A Bootstrap Rolling-Window Approach. (2013). Miller, Stephen ; GUPTA, RANGAN ; Balcilar, Mehmet ; Nyakabawo, Wendy ; Das, Sonali . In: Working Papers. RePEc:pre:wpaper:201329.

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482013Financial markets and the response of monetary policy to uncertainty in South Africa. (2013). Raputsoane, Leroi ; Naraidoo, Ruthira. In: Working Papers. RePEc:pre:wpaper:201310.

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2
492015The Dynamic Impact of Uncertainty in Causing and Forecasting the Distribution of Oil Returns and Risk. (2015). GUPTA, RANGAN ; Caporin, Massimiliano. In: Working Papers. RePEc:pre:wpaper:201564.

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2
502014Causal Link between Oil Price and Uncertainty in India. (2014). GUPTA, RANGAN ; El Montasser, Ghassen ; Kemp, Shannon ; Clark, Louise ; Aggad, Kenza . In: Working Papers. RePEc:pre:wpaper:201467.

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Citing documents used to compute impact factor 39:

YearTitle
2015Measuring Core Inflation in South Africa. (2015). Du Plessis, Stan ; du Rand, Gideon . In: Working Papers. RePEc:rza:wpaper:503.

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2015Are there multiple bubbles in the ethanol–gasoline price ratio of Brazil?. (2015). GUPTA, RANGAN ; El Montasser, Ghassen ; Wanke, Peter ; Martins, Andre Luis . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:52:y:2015:i:c:p:19-23.

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2015Time-Frequency Relationship between Inflation and Inflation Uncertainty for the U.S.: Evidence from Historical Data. (2015). Tiwari, Aviral ; Miller, Stephen ; GUPTA, RANGAN ; Albulescu, Claudiu ; Twari, Aviral Kumar . In: Working Papers. RePEc:pre:wpaper:201591.

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2015Uncertainty and crude oil returns. (2015). Miller, Stephen ; GUPTA, RANGAN ; Aloui, Riadh. In: Working papers. RePEc:uct:uconnp:2015-03.

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2015Productive government spending and its consequences for the growth–inequality tradeoff. (2015). Turnovsky, Stephen J ; Getachew, Yoseph. In: Research in Economics. RePEc:eee:reecon:v:69:y:2015:i:4:p:621-640.

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2015Do commodity investors herd? Evidence from a time-varying stochastic volatility model. (2015). GUPTA, RANGAN ; BABALOS, VASSILIOS ; Stavroyiannis, Stavros . In: Resources Policy. RePEc:eee:jrpoli:v:46:y:2015:i:p2:p:281-287.

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2015Tourism and economic growth in South Africa: Evidence from linear and nonlinear cointegration frameworks. (2015). Phiri, Andrew. In: MPRA Paper. RePEc:pra:mprapa:65000.

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2015Exchange Rate Dynamics and Monetary Unions in Africa: A Fractional Integration and Cointegration Analysis. (2015). Caporale, Guglielmo Maria ; Carcel, Hector ; Balprad, Borja ; Gil-Alaa, Luis Alberiko . In: NCID Working Papers. RePEc:nva:unnvaa:wp11-2015.

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2015Bubbles in health care: Evidence from the U.S., U.K., and German stock markets. (2015). Tseng, Chun-Yao ; Lin, Yu-Hui ; Chen, Wen-Yi . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:31:y:2015:i:c:p:193-205.

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2015TESTING FOR BUBBLES IN THE HOUSING MARKET: FURTHER EVIDENCE FROM TURKEY. (2015). Zeren, Feyyaz ; ERGuZEL, Oylum ehvez . In: Studii Financiare (Financial Studies). RePEc:vls:finstu:v:19:y:2015:i:1:p:40-52.

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2015Forecasting Core Inflation: The Case of South Africa. (2015). GUPTA, RANGAN ; Balcilar, Mehmet ; Ruch, Franz ; Modise, Mampho P.. In: Working Papers. RePEc:pre:wpaper:201543.

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2015Forecasting Core Inflation: The Case of South Africa. (2015). GUPTA, RANGAN ; Balcilar, Mehmet ; Ruch, Franz ; Balcilarauthor-Name, Mehmet . In: Working Papers. RePEc:emu:wpaper:15-08.pdf.

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2015Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa. (2015). GUPTA, RANGAN ; van Eyden, Renee ; Balcilar, Mehmet ; Thompson, Kirsten . In: Working Papers. RePEc:emu:wpaper:15-06.pdf.

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2015The Financial Economics of Gold - a survey. (2015). Batten, Jonathan ; O'Connor, Fergal ; Baur, Dirk ; Lucey, Brian . In: MPRA Paper. RePEc:pra:mprapa:65484.

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2015The financial economics of gold — A survey. (2015). Batten, Jonathan ; Baur, Dirk G ; O'Connor, Fergal A. In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:186-205.

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2015A Kolmogorov-Smirnov Based Test for Comparing the Predictive Accuracy of Two Sets of Forecasts. (2015). Hassani, Hossein ; Silva, Emmanuel Sirimal . In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:3:p:590-609:d:53676.

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2015Factors of Competitiveness of Islamic Banks in the New Financial Order. (2015). Mili, Mehdi ; Ben Krir, Maroua ; Sahut, Jean-Michel ; Teulon, Frederic . In: Working Papers. RePEc:ipg:wpaper:2015-625.

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2015DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa. (2015). Paccagnini, Alessia ; Kanda, Patrick ; GUPTA, RANGAN. In: Open Access publications. RePEc:ucn:oapubs:10197/7351.

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2015Has oil price predicted stock returns for over a century?. (2015). Narayan, Paresh ; GUPTA, RANGAN. In: Energy Economics. RePEc:eee:eneeco:v:48:y:2015:i:c:p:18-23.

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2015Oil prices and financial stress: A volatility spillover analysis. (2015). Soytas, Ugur ; Nazlioglu, Saban ; GUPTA, RANGAN. In: Energy Policy. RePEc:eee:enepol:v:82:y:2015:i:c:p:278-288.

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2015Interactions between oil and financial markets — Do conditions of financial stress matter?. (2015). Kao, Chung-Wei ; Wan, Jer-Yuh . In: Energy Economics. RePEc:eee:eneeco:v:52:y:2015:i:pa:p:160-175.

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2015Causality between exports and economic growth in South Africa: evidence from linear and nonlinear tests. (2015). GUPTA, RANGAN ; Balcilar, Mehmet ; Ajmi, Ahdi Noomen ; Aye, Goodness C.. In: Journal of Developing Areas. RePEc:jda:journl:vol.49:year:2015:issue2:pp:163-181.

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2015Time-Varying Effects of Housing and Stock Returns on U.S. Consumption. (2015). Simo-Kengne, Beatrice Desiree ; Miller, Stephen ; GUPTA, RANGAN ; Aye, Goodness . In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:50:y:2015:i:3:p:339-354.

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2015Nonlinear causality between crude oil price and exchange rate: A comparative study of China and India. (2015). Rath, Badri Narayan ; Bal, Debi Prasad . In: Energy Economics. RePEc:eee:eneeco:v:51:y:2015:i:c:p:149-156.

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2015Can Intra-Regional Trade Act as a Global Shock Absorber in Africa?. (2015). Ncube, Mthuli ; Brixiová, Zuzana ; Meng, Qingwei . In: IZA Discussion Papers. RePEc:iza:izadps:dp9205.

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2015Can Intra-Regional Trade Act as a Global Shock Absorber in Africa?. (2015). Ncube, Mthuli ; Brixiová, Zuzana ; Meng, Qingwei . In: SALDRU Working Papers. RePEc:ldr:wpaper:154.

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2015Testing Long Memory in the Presence of Structural Breaks: An Application to Regional and National Housing Markets. (2015). Ngene, Geoffrey ; Darrat, Ali ; Lambert, Charles . In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:50:y:2015:i:4:p:465-483.

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2015The Impact of Monetary policy on Consumption and Investment in Jordan during (1989-2013). (2015). khasawneh, malek. In: Journal of Economics Library. RePEc:ksp:journ5:v:2:y:2015:i:3:p:155-164.

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2015Relaciones regionales en los precios de vivienda nueva en Colombia. (2015). Campo Robledo, Jacobo ; Arosemena, Antonio Avendao ; Sierra, Hernan Enriquez . In: REVISTA ECOS DE ECONOMÍA. RePEc:col:000442:013824.

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2015International Stock Return Predictability: Is the Role of U.S. Time-Varying?. (2015). GUPTA, RANGAN ; Balcilar, Mehmet ; Aye, Goodness C. In: Working Papers. RePEc:emu:wpaper:15-07.pdf.

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2015Oil shocks, policy uncertainty and stock returns in China. (2015). Ratti, Ronald ; Kang, Wensheng . In: The Economics of Transition. RePEc:bla:etrans:v:23:y:2015:i:4:p:657-676.

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2015Investor response to public news, sentiment and institutional trading in emerging markets: A review. (2015). Kutan, Ali ; Brzeszczynski, Janusz ; Brzeszczyski, Janusz . In: International Review of Economics & Finance. RePEc:eee:reveco:v:40:y:2015:i:c:p:338-352.

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2015Economic policy uncertainty and stock market volatility. (2015). Liu, LI ; Zhang, Tao . In: Finance Research Letters. RePEc:eee:finlet:v:15:y:2015:i:c:p:99-105.

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2015Forecasting aggregate retail sales: The case of South Africa. (2015). Majumdar, Anandamayee ; GUPTA, RANGAN ; Balcilar, Mehmet ; Aye, Goodness C.. In: International Journal of Production Economics. RePEc:eee:proeco:v:160:y:2015:i:c:p:66-79.

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2015Energy Consumption, CO2 Emissions, and Economic Growth: A Moral Dilemma. (2015). Filis, George ; Antonakakis, Nikolaos ; Chatziantoniou, Ioannis . In: MPRA Paper. RePEc:pra:mprapa:67422.

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2015Revisiting energy consumption and GDP causality: Importance of a priori hypothesis testing, disaggregated data, and heterogeneous panels. (2015). liddle, brantley ; Lung, Sidney . In: Applied Energy. RePEc:eee:appene:v:142:y:2015:i:c:p:44-55.

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2015Uncertainty and crude oil returns. (2015). Miller, Stephen ; GUPTA, RANGAN ; Aloui, Riadh. In: Working papers. RePEc:uct:uconnp:2015-03.

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2015Forecasting the U.S. real house price index. (2015). Plakandaras, Vasilios ; Papadimitriou, Theophilos ; GUPTA, RANGAN ; Gogas, Periklis . In: Economic Modelling. RePEc:eee:ecmode:v:45:y:2015:i:c:p:259-267.

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2015A multivariate model for the prediction of stock returns in an emerging market: A comparison of parametric and non-parametric models. (2015). Muteba Mwamba, John Weirstrasd ; Bonga-Bonga, Lumengo. In: MPRA Paper. RePEc:pra:mprapa:62028.

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Recent citations (cites in year: CiY)

Recent citations received in 2015
YearCiting document
2015Credit booms, financial fragility and banking crises. (2015). Fielding, David ; Rewilak, Johan . In: Economics Letters. RePEc:eee:ecolet:v:136:y:2015:i:c:p:233-236.

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2015Forecasting tourist arrivals to Turkey. (2015). Yilmaz, Engin. In: MPRA Paper. RePEc:pra:mprapa:68616.

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2015The Informational Content of the Term-Spread in Forecasting the U.S. Inflation Rate: A Nonlinear Approach. (2015). Plakandaras, Vasilios ; Papadimitriou, Theophilos ; GUPTA, RANGAN ; Gogas, Periklis . In: Working Papers. RePEc:pre:wpaper:201548.

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2015Modeling and Forecasting Carbon Dioxide Emission Allowance Spot Price Volatility: Multifractal vs. GARCH-type Volatility Models. (2015). GUPTA, RANGAN ; Segnon, Mawuli ; Lux, Thomas . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:46.

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Recent citations received in 2014
YearCiting document
2014The impact of oil price on South African GDP growth: A Bayesian Markov Switching-VAR analysis. (2014). GUPTA, RANGAN ; van Eyden, Renee ; Balcilar, Mehmet ; Uwilingiye, Josine . In: Working Papers. RePEc:emu:wpaper:15-13.pdf.

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2014The Growth-Inflation Nexus for the US over 1801-2013: A Semiparametric Approach. (2014). Jooste, Charl ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Working Papers. RePEc:emu:wpaper:15-17.pdf.

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2014Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index?. (2014). Jooste, Charl ; GUPTA, RANGAN ; BABALOS, VASSILIOS ; Balcilar, Mehmet ; Hammoudeh, Shawkat . In: Working Papers. RePEc:emu:wpaper:15-20.pdf.

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2014What Makes Annuitization More Appealing?. (2014). Zeldes, Stephen ; Madrian, Brigitte ; Laibson, David ; Choi, James ; Beshears, John Leonard . In: Scholarly Articles. RePEc:hrv:faseco:13382511.

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2014Cash and Pensions: Have the elderly in England saved optimally for retirement?. (2014). O'Dea, Cormac ; Crawford, Rowena. In: IFS Working Papers. RePEc:ifs:ifsewp:14/22.

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2014Pays riche, population pauvre : quelle stratégie de développement pour l’Algérie ?. (2014). Teulon, Frédéric ; Bonet Fernandez, Dominique. In: Working Papers. RePEc:ipg:wpaper:2014-244.

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2014Evolution of Monetary Policy in the US: The Role of Asset Prices. (2014). Simo -Kengne, Beatrice D. ; Miller, Stephen M. ; Simo-Kengne, Beatrice D.. In: Working Papers. RePEc:ipg:wpaper:2014-459.

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2014Testing for Multiple Bubbles in the BRICS Stock Markets. (2014). Aye, Goodness C. ; Chang, Tsangyao . In: Working Papers. RePEc:ipg:wpaper:2014-462.

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2014Forecasting US Real Private Residential Fixed Investment Using a Large Number of Predictors. (2014). Aye, Goodness C. ; Miller, Stephen M.. In: Working Papers. RePEc:ipg:wpaper:2014-465.

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2014Causal relationship between asset prices and output in the US: Evidence from state-level panel Granger causality test. (2014). Simo -Kengne, Beatrice D. ; Chang, Tsangyao ; Apergis, Nicholas ; Emirmahmutoglu, Furkan ; Simo-Kengne, Beatrice D.. In: Working Papers. RePEc:ipg:wpaper:2014-466.

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2014Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach. (2014). Thompson, Kirsten ; van Eyden, Renee . In: Working Papers. RePEc:ipg:wpaper:2014-468.

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2014Forecasting South African Ination Using Non-linear Models: A Weighted Loss-based Evaluation. (2014). Kanda, Tunda P. ; Bahramian, Pejman . In: Working Papers. RePEc:ipg:wpaper:2014-471.

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2014Forecasting the U.S. Real House Price Index. (2014). Gogas, Periklis ; Plakandaras, Vasilios ; Papadimitriou, Theophilos . In: Working Papers. RePEc:ipg:wpaper:2014-473.

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2014A Time-Varying Approach of the US Welfare Cost of Inflation. (2014). Martins, Luis Filipe ; Miller, Stephen M.. In: Working Papers. RePEc:ipg:wpaper:2014-474.

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2014Exploring the Causality Links between Energy and Employment in African Countries. (2014). MHENNI, Hatem ; ben Youssef, Adel ; Mohamed El Hedi Arouri, ; Mohamed El Hedi Arouri, ; Rault, Christophe . In: Working Papers. RePEc:ipg:wpaper:2014-475.

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2014Temporal Causality between House Prices and Output in the U. S.: A Bootstrap Rolling-Window Approach. (2014). Das, Sonali ; Nyakabawo, Wendy ; Miller, Stephen M.. In: Working Papers. RePEc:ipg:wpaper:2014-476.

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2014The Relationship between Population Growth and Economic Growth Over 1870-2013: Evidence from a Bootstrapped Panel-Granger Causality Test. (2014). Deale, Frederick W. ; Chang, Tsangyao ; Chu, Hsiao-Ping . In: Working Papers. RePEc:ipg:wpaper:2014-477.

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2014Forecasting the Price of Gold. (2014). Silva, Emmanuel Sirimal ; Hassani, Hossein . In: Working Papers. RePEc:ipg:wpaper:2014-480.

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2014Energy Use and Economic Growth in Africa: A Panel Granger-Causality Investigation. (2014). MHENNI, Hatem ; ben Youssef, Adel ; Mohamed El Hedi Arouri, ; Mohamed El Hedi Arouri, ; Rault, Christophe . In: Working Papers. RePEc:ipg:wpaper:2014-481.

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2014Price and Income Elasticities of Demand for Oil Products in African Member Countries of OPEC: A Cointegration Analysis. (2014). . In: Working Papers. RePEc:ipg:wpaper:2014-486.

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2014Une vision optimiste de la croissance est-elle de mise ?. (2014). . In: Working Papers. RePEc:ipg:wpaper:2014-490.

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2014Is Chad Affected by Dutch or Nigerian Disease?. (2014). Loening, Josef ; Kablan, Sandrine . In: Working Papers. RePEc:ipg:wpaper:2014-492.

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2014Le capitalisme liberal vu par Friedrich von Hayek. (2014). . In: Working Papers. RePEc:ipg:wpaper:2014-493.

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2014An empirical analysis of energy demand in Tunisia. (2014). Talbi, Besma . In: Working Papers. RePEc:ipg:wpaper:2014-495.

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2014Islamic vs. conventional banks in the GCC countries: A comparative study using classification techniques. (2014). ben Khediri, Karim ; Ben Youssef, Slah ; Charfeddine, Lanouar . In: Working Papers. RePEc:ipg:wpaper:2014-505.

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2014Kappa Performance Measures with Johnson Distributions. (2014). Prigent, Jean-Luc ; Naguez, Naceur . In: Working Papers. RePEc:ipg:wpaper:2014-510.

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2014Corporate Investment Choice and Exchange Option between Production Functions. (2014). Prigent, Jean-Luc ; Bouasker, Olfa . In: Working Papers. RePEc:ipg:wpaper:2014-511.

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2014The inflation Targeting effect on the inflation series: A New Analysis Approach of evolutionary spectral analysis. (2014). Essaadi, Essahbi . In: Working Papers. RePEc:ipg:wpaper:2014-516.

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2014Gary Becker et l’approche économique du comportement humain. (2014). . In: Working Papers. RePEc:ipg:wpaper:2014-521.

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2014Relire Marx (et les marxistes !). (2014). . In: Working Papers. RePEc:ipg:wpaper:2014-526.

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2014Milton Friedman (1912-2006) : une synthèse biographique et bibliographique. (2014). . In: Working Papers. RePEc:ipg:wpaper:2014-530.

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2014Corporate governance : the case the limitation of the voting rights in a listed company. (2014). Moschetto, Bruno-Laurent ; Teulon, Frederic . In: Working Papers. RePEc:ipg:wpaper:2014-531.

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2014Robert Mundell et les relations monétaires internationales. (2014). . In: Working Papers. RePEc:ipg:wpaper:2014-534.

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2014Charles Kindleberger (1910-2003) et les dysfonctionnements de l’économie mondiale. (2014). . In: Working Papers. RePEc:ipg:wpaper:2014-538.

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2014Causal interactions between CO2 emissions, FDI, and economic growth: Evidence from dynamic simultaneousequation models. (2014). Rault, Christophe . In: Working Papers. RePEc:ipg:wpaper:2014-542.

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2014Testing for asymmetric causality from U.S. equity returns to commodity futures returns. (2014). Uddin, Gazi Salah . In: Working Papers. RePEc:ipg:wpaper:2014-545.

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2014Causality across international equity and commodity markets: When asymmetry and nonlinearity matter. (2014). Ajmi, Ahdi N. ; Hammoudeh, Shawkat ; Nguyen, Duc K. ; Ahmed A. A. Khalifa, . In: Working Papers. RePEc:ipg:wpaper:2014-546.

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2014A la recherche de Maurice Allais. (2014). . In: Working Papers. RePEc:ipg:wpaper:2014-548.

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2014John Kenneth Galbraith, un économiste hétérodoxe dans le siècle. (2014). . In: Working Papers. RePEc:ipg:wpaper:2014-551.

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2014Financial Linkages between U.S. Sector Credit Default Swaps Markets. (2014). Jawadi, Fredj ; Hammoudeh, Shawkat ; Arouri, Mohamed . In: Working Papers. RePEc:ipg:wpaper:2014-553.

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2014Robert Solow, à la recherche des causes de croissance. (2014). . In: Working Papers. RePEc:ipg:wpaper:2014-554.

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2014The nexus between foreign investment, domestic capital and economic growth: Empirical evidence from the MENA region. (2014). Kahouli, Bassem . In: Working Papers. RePEc:ipg:wpaper:2014-557.

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2014Linking FDI inflows to economic growth in North African countries. (2014). Sassi-Tmar, Amel . In: Working Papers. RePEc:ipg:wpaper:2014-558.

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2014Joseph Stiglitz : une vision désenchantée de la mondialisation. (2014). . In: Working Papers. RePEc:ipg:wpaper:2014-559.

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2014Dependence of stock and commodity futures markets in China: implications for portfolio investment. (2014). Reboredo, Juan Carlos ; Wen, Xiaoqian ; Hammoudeh, Shawkat . In: Working Papers. RePEc:ipg:wpaper:2014-561.

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2014DSGE Model-Based Forecasting of Modeled and Non-Modeled Ination Variables in South Africa. (2014). Kanda, Tunda P. ; Paccagnini, Alessia ; Modise, Mampho P.. In: Working Papers. RePEc:ipg:wpaper:2014-562.

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2014Paul Romer et la dynamique de la croissance. (2014). . In: Working Papers. RePEc:ipg:wpaper:2014-563.

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2014Are there long-run diversification gains from the Dow Jones Islamic Finance Index?. (2014). Jooste, Charl ; Hammoudeh, Shawkat . In: Working Papers. RePEc:ipg:wpaper:2014-566.

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2014Real growth co-movements among the GCC+2 countries: Evidence from timefrequency analysis. (2014). Hkiri, Besma ; ben Hamida, Hela ; Aloui, Chaker . In: Working Papers. RePEc:ipg:wpaper:2014-568.

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2014James Tobin, père fondateur de la finance moderne. (2014). , FredericTeulon ; Teulon, Frederic . In: Working Papers. RePEc:ipg:wpaper:2014-571.

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Recent citations received in 2013
YearCiting document
2013Does the source of oil price shocks matter for South African stock returns? A structural VAR approach. (2013). GUPTA, RANGAN ; Modise, Mampho P.. In: Energy Economics. RePEc:eee:eneeco:v:40:y:2013:i:c:p:825-831.

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2013Determinants of energy consumption function in SAARC countries: Balancing the odds. (2013). Shakir, Huma ; Mudakkar, Syeda Rabab ; Arif, Mariam ; Naz, Lubna ; Zaman, Khalid ; Naseem, Imran . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:28:y:2013:i:c:p:566-574.

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2013To Rent or to Buy – Analysis of Housing Tenure Choice Determined by Housing Policy. (2013). Olszewski, Krzysztof ; Augustyniak, Hanna ; Waszczuk, Joanna ; aszek, Jacek . In: Ekonomia journal. RePEc:eko:ekoeko:33_31.

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2013Revisited Export-Led Growth Hypothesis For Selected European Countries: A Panel Hidden Cointegration Approach. (2013). Savrul, Burcu Kilinc ; Zeren, Fatma . In: Istanbul University Econometrics and Statistics e-Journal. RePEc:ist:ancoec:v:18:y:2013:i:1:p:134-151.

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2013A Life-Cycle Model with Ambiguous Survival Beliefs. (2013). Zimper, Alexander ; Ludwig, Alexander ; Groneck, Max . In: MEA discussion paper series. RePEc:mea:meawpa:201305.

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2013Testing Finance-Led, Export-Led and Import-Led Growth Hypotheses on Four Sub-Saharan African Economies. (2013). Evans, Olaniyi . In: MPRA Paper. RePEc:pra:mprapa:52460.

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2013The out-of-sample forecasting performance of non-linear models of real exchange rate behaviour: The case of the South African Rand. (2013). GUPTA, RANGAN ; Bosch, Adel ; Balcilar, Mehmet ; Aye, Goodness C. ; Stofberg, Francois . In: Working Papers. RePEc:pre:wpaper:201304.

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2013Housing and the Business Cycle in South Africa. (2013). GUPTA, RANGAN ; Bosch, Adel ; Balcilar, Mehmet ; Aye, Goodness C.. In: Working Papers. RePEc:pre:wpaper:201323.

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2013Evolution of Monetary Policy Transmission Mechanism in Malawi: A TVP-VAR Approach. (2013). Viegi, Nicola ; Bittencourt, Manoel ; Mwabutwa, Chance . In: Working Papers. RePEc:pre:wpaper:201327.

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2013Do we need a global VAR model to forecast inflation and output in South Africa?. (2013). GUPTA, RANGAN ; van Eyden, Renee ; De Waal, Annari . In: Working Papers. RePEc:pre:wpaper:201346.

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2013DSGE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa. (2013). Paccagnini, Alessia ; Kanda, Tunda P. ; GUPTA, RANGAN ; Modise, Mampho P.. In: Working Papers. RePEc:pre:wpaper:201374.

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2013Testing the Out-of-Sample Forecasting Ability of a Financial Conditions Index for South Africa. (2013). GUPTA, RANGAN ; van Eyden, Renee ; Thompson, Kirsten . In: Working Papers. RePEc:pre:wpaper:201383.

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2013Detecting Predictable Non-linear Dynamics in Dow Jones Industrial Average and Dow Jones Islamic Market Indices using Nonparametric Regressions. (2013). Hammoudeh, Shawkat ; GUPTA, RANGAN ; Alvarez-Diaz, Marcos . In: Working Papers. RePEc:pre:wpaper:201385.

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2013Insurance Activity and Economic Growth Nexus in 31 Regions of China: Bootstrap Panel Causality Test. (2013). HU, Hongbing ; LEE, Wenhua ; Su, Meng. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2013:i:3:p:182-198.

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2013How Much Has Private Credit Lending Reacted to Monetary Policy in China? The Case of Wenzhou. (2013). Qin, Duo ; Xu, Zhong ; Zhang, Xue-Chun . In: Working Papers. RePEc:soa:wpaper:178.

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Recent citations received in 2012
YearCiting document
2012Macro Shocks and Real US Stock Prices with Special Focus on the “Great Recession”. (2012). Inglesi-Lotz, Roula ; GUPTA, RANGAN. In: Applied Econometrics and International Development. RePEc:eaa:aeinde:v:12:y:2012:i:2_9.

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2012Is the relationship between monetary policy and house prices asymmetric in South Africa? Evidence from a Markov-Switching Vector Autoregressive mode. (2012). Simo-Kengne, Beatrice Desiree ; Reid, Monique ; GUPTA, RANGAN ; Balcilar, Mehmet ; Aye, Goodness C ; simo -Kengne, Beatrice D. In: Working Papers. RePEc:emu:wpaper:15-26.pdf.

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2012Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience. (2012). Ozdemir, Zeynel ; Miller, Stephen ; Jooste, Charl ; GUPTA, RANGAN ; Balcilar, Mehmet ; Aye, Goodness C.. In: Working Papers. RePEc:nlv:wpaper:1211.

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2012IS THE RELATIONSHIP BETWEEN MONETARY POLICY AND HOUSE PRICES ASYMMETRIC IN SOUTH AFRICA? EVIDENCE FROM A MARKOV-SWITCHING VECTOR AUTOREGRESSIVE MODEL. (2012). Simo-Kengne, Beatrice Desiree ; Reid, Monique ; GUPTA, RANGAN ; Balcilar, Mehmet ; Simo -Kengne, Beatrice D. ; Aye, Goodness C.. In: Working Papers. RePEc:pre:wpaper:201222.

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2012Testing for Persistence with Breaks and Outliers in South African House Prices. (2012). GUPTA, RANGAN ; Gil-Alana, Luis ; Aye, Goodness C.. In: Working Papers. RePEc:pre:wpaper:201233.

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2012Is the relationship between monetary policy and house prices asymmetric in South Africa? Evidence from a Markov-Switching Vector Autoregressive mode. (2012). Simo-Kengne, Beatrice Desiree ; Reid, Monique ; GUPTA, RANGAN ; Balcilar, Mehmet ; Simo -Kengne, Beatrice D. ; Aye, Goodness C.. In: Working Papers. RePEc:sza:wpaper:wpapers166.

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2012Real Interest Rate Persistence in South Africa: Evidence and Implications. (2012). Zerihun, Mulatu Fekadu ; Reid, Monique ; Kanda, Tunda P. ; GUPTA, RANGAN ; Tipoy, Christian K. ; Das, Sonali . In: Working Papers. RePEc:sza:wpaper:wpapers170.

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2012Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience. (2012). Ozdemir, Zeynel ; Miller, Stephen ; Jooste, Charl ; GUPTA, RANGAN ; Balcilar, Mehmet ; Aye, Goodness C.. In: Working papers. RePEc:uct:uconnp:2012-27.

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Source data used to compute the impact factor of RePEc series.

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 1 2016. Contact: CitEc Team