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Working Papers / University of Pretoria, Department of Economics

0.33

Impact Factor

0.36

5-Years IF

12

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 (%)0.04
19920.1000 (%)0.05
19930.13000 (%)0.06
19940.14000 (%)0.06
19950.17000 (%)0.11
19960.22000 (%)0.1
19970.22000 (%)0.09
19980.24000 (%)0.13
19990.3000 (%)0.16
20000.37000 (%)0.14
20010.370100 (%)0.17
20020.370300 (%)0.18
20030.4000 (%)0.19
20040.41000 (%)0.18
20050.43171716003 (18.8%)0.21
20060.4423403817172 (5.3%)0.19
20070.080.370.08246430.05214034032 (9.5%)0.17
20080.210.390.1637101100.1594710641010 (16.9%)0.17
20090.160.360.1231132260.27161101011213 (18.3%)40.130.17
20100.240.340.1730162370.238068161322327 (33.8%)40.130.15
20110.340.410.2536198490.2511161211453629 (26.1%)60.170.2
20120.620.450.35352331090.475666411585621 (37.5%)80.230.21
20130.830.50.54883211480.4616571591699132 (19.4%)150.170.2
20140.520.550.5864072520.621321236422011018 (13.6%)600.70.25
20150.270.570.2100507900.1890174472755436 (40%)80.080.26
20160.330.660.36895962030.34521866134512425 (48.1%)140.160.34
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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35
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
42008Spatial 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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17
52011South Africas Electricity Consumption: A Sectoral Decomposition Analysis. (2011). Inglesi-Lotz, Roula ; Blignaut, James. In: Working Papers. RePEc:pre:wpaper:201105.

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17
62009Modelling 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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16
72012Do 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
82011Dynamic Effects of Monetary Policy Shocks in Malawi. (2011). Viegi, Nicola ; Ngalawa, Harold. In: Working Papers. RePEc:pre:wpaper:201112.

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14
92014Causal 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
102013Does 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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13
112012THE 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
122011Long- 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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12
132013Interaction 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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12
142012Do 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
152011Do 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
162014A 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
172014Endogenous 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
182009THE 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
192014Subjective Life Expectancy. (2014). Zimper, Alexander ; Nicholls, Nicky . In: Working Papers. RePEc:pre:wpaper:201410.

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11
202015Incorporating Economic Policy Uncertainty in US Equity Premium Models: A Nonlinear Predictability Analysis. (2015). Majumdar, Anandamayee ; GUPTA, RANGAN ; Bekiros, Stelios. In: Working Papers. RePEc:pre:wpaper:201545.

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11
21Financial 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
222013The 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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10
232015The Role of News-Based Uncertainty Indices in Predicting Oil Markets: A Hybrid Nonparametric Quantile Causality Method. (2015). GUPTA, RANGAN ; Bekiros, Stelios ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:201522.

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10
242011Out-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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10
252014Forecasting 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
262014Forecasting the Price of Gold Using Dynamic Model Averaging. (2014). Hammoudeh, Shawkat ; GUPTA, RANGAN ; Aye, Goodness C. ; Kim, Won Joong . In: Working Papers. RePEc:pre:wpaper:201415.

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10
272014Testing 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
282013Time-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.

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9
292008COULD 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
302015Oil Price Forecastability and Economic Uncertainty. (2015). Paccagnini, Alessia ; GUPTA, RANGAN ; Bekiros, Stelios. In: Working Papers. RePEc:pre:wpaper:201518.

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9
312014The 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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9
322016Does Bitcoin Hedge Global Uncertainty? Evidence from Wavelet-Based Quantile-in-Quantile Regressions. (2016). Tiwari, Aviral ; Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201690.

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9
332008A 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
342013Forecasting 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
352014Has Oil Pirce Predicted Stock Returns for Over a Century?. (2014). Narayan, Paresh ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201446.

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8
362013DSGE 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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8
372013The 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
382008Forecasting 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
392010Zone 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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8
402009An 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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7
412012Fiscal 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:pre:wpaper:201228.

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7
422013Causality 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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7
432009Could 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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7
442016The Links between Crude Oil Prices and GCC Stock Markets: Evidence from Time-Varying Granger Causality Tests. (2016). GUPTA, RANGAN ; Balcilar, Mehmet ; Gen, Smail H. In: Working Papers. RePEc:pre:wpaper:201644.

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7
452013House 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
462008Child 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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6
472012Macroeconomic Surprises and Stock Returns in South Africa. (2012). Reid, Monique ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201212.

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6
482006Forecasting the South African Economy with VARs and VECMs. (2006). GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:200618.

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6
492014Are 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
502014Forecasting the Price of Gold. (2014). Hassani, Hossein ; GUPTA, RANGAN ; Silva, Emmanuel Sirimal . In: Working Papers. RePEc:pre:wpaper:201428.

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6

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

#YearTitleCited
12013Does 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

12
22015Incorporating Economic Policy Uncertainty in US Equity Premium Models: A Nonlinear Predictability Analysis. (2015). Majumdar, Anandamayee ; GUPTA, RANGAN ; Bekiros, Stelios. In: Working Papers. RePEc:pre:wpaper:201545.

Full description at Econpapers || Download paper

11
32015The Role of News-Based Uncertainty Indices in Predicting Oil Markets: A Hybrid Nonparametric Quantile Causality Method. (2015). GUPTA, RANGAN ; Bekiros, Stelios ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:201522.

Full description at Econpapers || Download paper

10
42013The 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

9
52016Does Bitcoin Hedge Global Uncertainty? Evidence from Wavelet-Based Quantile-in-Quantile Regressions. (2016). Tiwari, Aviral ; Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201690.

Full description at Econpapers || Download paper

9
62015Oil Price Forecastability and Economic Uncertainty. (2015). Paccagnini, Alessia ; GUPTA, RANGAN ; Bekiros, Stelios. In: Working Papers. RePEc:pre:wpaper:201518.

Full description at Econpapers || Download paper

9
72014Has Oil Pirce Predicted Stock Returns for Over a Century?. (2014). Narayan, Paresh ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201446.

Full description at Econpapers || Download paper

8
82011South 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

7
92013Causality 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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7
102016Components 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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6
112013Time-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.

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6
122015The Role of Economic Policy Uncertainty in Predicting U.S. Recessions: A Mixed-Frequency Markov-Switching Vector Autoregressive Approach. (2015). GUPTA, RANGAN ; Balcilar, Mehmet ; Segnon, Mawuli . In: Working Papers. RePEc:pre:wpaper:201558.

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6
132015Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns. (2015). GUPTA, RANGAN ; Antonakakis, Nikolaos ; André, Christophe ; Andre, Christophe . In: Working Papers. RePEc:pre:wpaper:201509.

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6
142014Forecasting 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

6
152015The Dynamic Impact of Uncertainty in Causing and Forecasting the Distribution of Oil Returns and Risk. (2015). Bonaccolto, Giovanni ; Gupta, Rangan ; Caporin, Massimiliano . In: Working Papers. RePEc:pre:wpaper:201564.

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6
162015Predicting Stock Returns and Volatility Using Consumption-Aggregate Wealth Ratios: A Nonlinear Approach. (2015). GUPTA, RANGAN ; Bekiros, Stelios. In: Working Papers. RePEc:pre:wpaper:201505.

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5
172015Does Uncertainty Move the Gold Price? New Evidence from a Nonparametric Causality-in-Quantiles Test. (2015). Pierdzioch, Christian ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:201592.

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5
182014Causality between Inflation and Inflation Uncertainty in South Africa: Evidence from a Markov-Switching Vector Autoregressive Model. (2014). GUPTA, RANGAN ; van Eyden, Renee ; Ben Nasr, Adnen ; Balcilar, Mehmet ; Ajmi, Ahdi Noomen ; Aye, Goodness C.. In: Working Papers. RePEc:pre:wpaper:201453.

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5
192012Do 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

5
202011Dynamic 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

5
212010Bubbles 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

5
222015Predicting 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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5
232009An 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.

Full description at Econpapers || Download paper

4
242009Modelling 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

4
252013CROSS-COUNTRY EVIDENCE ON THE CAUSAL RELATIONSHIP BETWEEN POLICY UNCERTAINTY AND HOUSE PRICES. (2013). Simo-Kengne, Beatrice Desiree ; GUPTA, RANGAN ; El Montasser, Ghassen ; Chang, Tsangyao ; André, Christophe ; Ajmi, Ahdi Noomen ; Simo -Kengne, Beatrice D. ; Andre, Christophe . In: Working Papers. RePEc:pre:wpaper:201380.

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4
262013The 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
272016Effectiveness of Monetary Policy in the Euro Area: The Role of US Economic Policy Uncertainty. (2016). GUPTA, RANGAN ; van Eyden, Renee ; Demirer, Riza ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:201620.

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4
282014Real Estate Returns Predictability Revisited: Novel Evidence from the US REITs Market. (2014). GUPTA, RANGAN ; BABALOS, VASSILIOS ; Akinsomi, Omokolade ; Economou, Fotini ; Aye, Goodness C.. In: Working Papers. RePEc:pre:wpaper:201454.

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4
292011Out-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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4
302013House 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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4
312013The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains. (2013). Miller, Stephen ; GUPTA, RANGAN ; Chang, Tsangyao ; Balcilar, Mehmet ; Li, Xiao-Lin . In: Working Papers. RePEc:pre:wpaper:201365.

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4
322012Fiscal 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:pre:wpaper:201228.

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4
332012Do 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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4
342013The Impact of Oil Shocks on the South African Economy. (2013). GUPTA, RANGAN ; Chisadza, Carolyn ; Dlamini, Janneke ; Modise, Mampho P.. In: Working Papers. RePEc:pre:wpaper:201311.

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4
352013A Time-Varying Approach to Analysing Fiscal Policy and Asset Prices in South Africa. (2013). Jooste, Charl ; GUPTA, RANGAN ; Matlou, Kanyane . In: Working Papers. RePEc:pre:wpaper:201303.

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4
362016Do Terror Attacks Affect the Dollar-Pound Exchange Rate? A Nonparametric Causality-in-Quantiles Analysis. (2016). Wohar, Mark ; Pierdzioch, Christian ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:201615.

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3
372008Spatial 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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3
382015Causal Effects of the United States and Japan on Pacific-Rim Stock Markets: Nonparametric Quantile Causality Approach. (2015). Wohar, Mark ; Nguyen, Duc Khuong ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:201595.

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3
392015Optimal Information Transmission. (2015). Ma, Wei . In: Working Papers. RePEc:pre:wpaper:201530.

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3
402015The Relationship between Healthcare expenditures and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis. (2015). GUPTA, RANGAN ; Gil-Alana, Luis ; Cuñado, Juncal ; Caporale, Guglielmo Maria ; Cunado, Juncal . In: Working Papers. RePEc:pre:wpaper:201532.

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3
412015Predictability of Sustainable Investments and the Role of Uncertainty: Evidence from a Non-Parametric Causality-in-Quantiles Test. (2015). GUPTA, RANGAN ; BABALOS, VASSILIOS ; Antonakakis, Nikolaos ; Kyei, Clement . In: Working Papers. RePEc:pre:wpaper:201576.

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3
422009THE 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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3
432015Trends and Cycles in Historical Gold and Silver Prices. (2015). GUPTA, RANGAN ; Gil-Alana, Luis ; Aye, Goodness C.. In: Working Papers. RePEc:pre:wpaper:201507.

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3
442016Terror Attacks and Stock-Market Fluctuations: Evidence Based on a Nonparametric Causality-in-Quantiles Test for the G7 Countries. (2016). Wohar, Mark ; Pierdzioch, Christian ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:201608.

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452015International Stock Return Predictability: Is the Role of U.S. Time-Varying?. (2015). GUPTA, RANGAN ; Balcilar, Mehmet ; Aye, Goodness C.. In: Working Papers. RePEc:pre:wpaper:201524.

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462013The 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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472015The Time-Series Linkages between US Fiscal Policy and Asset Prices. (2015). Miller, Stephen ; Jooste, Charl ; GUPTA, RANGAN ; El Montasser, Ghassen. In: Working Papers. RePEc:pre:wpaper:201519.

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482009Could 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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3
492009COMPARING 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
502015The 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. (2015). GUPTA, RANGAN ; Balcilar, Mehmet ; Kim, Won Joong ; Kyei, Clement . In: Working Papers. RePEc:pre:wpaper:201586.

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Citing documents used to compute impact factor 61:

YearTitle
2016Does sunspot numbers cause global temperatures? A reconsideration using non-parametric causality tests. (2016). GUPTA, RANGAN ; Huang, XU ; Hassani, Hossein ; Ghodsi, Mansi . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:460:y:2016:i:c:p:54-65.

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2016Forecasting the Probability of Recessions in South Africa: The Role of Decomposed Term-Spread and Economic Policy Uncertainty. (2016). GUPTA, RANGAN ; Gil-Alana, Luis ; Christou, Christina ; Aye, Goodness C. In: Working Papers. RePEc:pre:wpaper:201680.

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2016Does U.S. News Impact Asian Emerging Markets? Evidence from Nonparametric Causality-in-Quantiles Test. (2016). GUPTA, RANGAN ; Cakan, Esin ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:201631.

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2016The Effect of Investor Sentiment on Gold Market Dynamics. (2016). GUPTA, RANGAN ; Demirer, Riza ; Balcilar, Mehmet ; Bonato, Matteo . In: Working Papers. RePEc:pre:wpaper:201638.

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2016The Relationship between Commodity Markets and Commodity Mutual Funds: A Wavelet-Based Analysis. (2016). GUPTA, RANGAN ; Cuñado, Juncal ; Chang, Tsangyao ; Antonakakis, Nikolaos ; Cunado, Juncal . In: Working Papers. RePEc:pre:wpaper:201619.

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2016Effectiveness of Monetary Policy in the Euro Area: The Role of US Economic Policy Uncertainty. (2016). GUPTA, RANGAN ; van Eyden, Renee ; Demirer, Riza ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:201620.

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2016Forecasting Equity Premium in a Panel of OECD Countries: The Role of Economic Policy Uncertainty. (2016). GUPTA, RANGAN ; Christou, Christina . In: Working Papers. RePEc:pre:wpaper:201622.

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2016Policy Uncertainty and Foreign Exchange Rates: The DCC-GARCH Model of the US / Japanese Foreign Exchange Rate. (2016). Kurasawa, Kazutaka . In: International Journal of Economic Sciences. RePEc:sek:jijoes:v:5:y:2016:i:4:p:1-19.

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2016Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test. (2016). Wohar, Mark ; GUPTA, RANGAN ; Balcilar, Mehmet ; Kyei, Clement . In: Open Economies Review. RePEc:kap:openec:v:27:y:2016:i:2:d:10.1007_s11079-016-9388-x.

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2016Forecasting US GNP Growth: The Role of Uncertainty. (2016). Wohar, Mark ; GUPTA, RANGAN ; Bekiros, Stelios ; Segnon, Mawuli . In: Working Papers. RePEc:pre:wpaper:201667.

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2016The Impact of US Uncertainty on the Euro Area in Good and Bad Times: Evidence from a Quantile Structural Vector Autoregressive Model. (2016). Wohar, Mark ; Lau, Chi Keung ; GUPTA, RANGAN ; Marco, Chi Keung . In: Working Papers. RePEc:pre:wpaper:201681.

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2016Differences of Opinion and Stock Market Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach. (2016). Wohar, Mark ; GUPTA, RANGAN ; Demirer, Riza ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:201668.

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2016Does Country Risks Predict Stock Returns and Volatility? Evidence from a Nonparametric Approach. (2016). Suleman, Tahir ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:201675.

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2016The Role of Partisan Conflict in Forecasting the U.S. Equity Premium: A Nonparametric Approach. (2016). Wohar, Mark ; Muteba Mwamba, John Weirstrasd ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201686.

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2016Periodically collapsing bubbles in the South African stock market. (2016). Wohar, Mark ; Jooste, Charl ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Research in International Business and Finance. RePEc:eee:riibaf:v:38:y:2016:i:c:p:191-201.

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2016Modelling South African Art Prices: An analysis of post-2000 price behaviour. (2016). Binge, Laurie ; Boshoff, Willem H. In: Working Papers. RePEc:sza:wpaper:wpapers274.

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2016Datenmarktplätze in verschiedenen Forschungsdisziplinen: Eine Übersicht. (2016). Vossen, Gottfried ; Stahl, Florian ; Lange, Juliane . In: Arbeitsberichte des Instituts für Wirtschaftsinformatik. RePEc:zbw:wwuiwi:138.

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2016An Analysis of the Relationship between U.S. State Level Carbon Dioxide Emissions and Health Care Expenditure. (2016). Mukherjee, Zinnia ; Lau, Chi Keung ; GUPTA, RANGAN ; Apergis, Nicholas ; Marco, Chi Keung . In: Working Papers. RePEc:pre:wpaper:201618.

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2016Determinants of U.S. health expenditure: Evidence from autoregressive distributed lag (ARDL) approach to cointegration. (2016). Okunade, Albert. In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:67-73.

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2016THE IMPACT OF ECONOMIC POLICY UNCERTAINTY ON THE VEHICLE MILES TRAVELED (VMT) IN THE U.S.. (2016). Gözgör, Giray ; Demir, Ender. In: Eurasian Journal of Business and Management. RePEc:ejn:ejbmjr:v:4:y:2016:i:3:p:39-48.

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2016The impact of oil price shocks on the volatility of the Turkish stock market. (2016). Takin, Dilvin F ; Hala, Umut ; aala, Efe aalar . In: International Journal of Accounting and Finance. RePEc:ids:intjaf:v:6:y:2016:i:1:p:1-23.

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2016An ICA-based support vector regression scheme for forecasting crude oil prices. (2016). Fan, Liwei ; Li, Huiping ; Pan, Sijia . In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:112:y:2016:i:c:p:245-253.

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2016Fiscal Policy and Capital Market Performance: Evidence from EU Countries from Central and Eastern Europe. (2016). Anghelache, Gabriela-Victoria ; Oanea, Dumitru-Cristian ; Jakova, Stela . In: International Journal of Academic Research in Accounting, Finance and Management Sciences. RePEc:hur:ijaraf:v:6:y:2016:i:2:p:34-43.

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2016The Role of Current Account Balance in Forecasting the US Equity Premium: Evidence from a Quantile Predictive Regression Approach. (2016). Wohar, Mark ; GUPTA, RANGAN ; Majumdar, Anandamayee . In: Working Papers. RePEc:pre:wpaper:201612.

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2016Incorporating economic policy uncertainty in US equity premium models: A nonlinear predictability analysis. (2016). GUPTA, RANGAN ; Bekiros, Stelios ; Majumdar, Anandamayee . In: Finance Research Letters. RePEc:eee:finlet:v:18:y:2016:i:c:p:291-296.

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2016Does Economic Policy Uncertainty Forecast Real Housing Returns in a Panel of OECD Countries? A Bayesian Approach. (2016). GUPTA, RANGAN ; Christou, Christina ; Hassapis, Christis . In: Working Papers. RePEc:pre:wpaper:201637.

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2016Causal Relationships between Economic Policy Uncertainty and Housing Market Returns in China and India: Evidence from Linear and Nonlinear Panel and Time Series Models. (2016). Wong, Wing-Keung ; GUPTA, RANGAN ; Chow, Sheung ; Cunado, Juncal . In: Working Papers. RePEc:pre:wpaper:201674.

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2016Does Bitcoin Hedge Global Uncertainty? Evidence from Wavelet-Based Quantile-in-Quantile Regressions. (2016). Tiwari, Aviral ; Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201690.

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2016Can Weather Conditions in New York Predict South African Stock Returns?. (2016). GUPTA, RANGAN ; Apergis, Nicholas. In: Working Papers. RePEc:pre:wpaper:201634.

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2016Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach. (2016). Wohar, Mark ; Uribe, Jorge ; GUPTA, RANGAN ; Chuliá, Helena ; Chulia, Helena . In: Working Papers. RePEc:pre:wpaper:201656.

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2016Asset Prices, Real Exchange Rate and Current Account Fluctuations: Some Structural VAR Evidence for Thailand. (2016). Jiranyakul, Komain. In: MPRA Paper. RePEc:pra:mprapa:74901.

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2016Productive Efficiency of Connecticut Long Island Lobster Fishery Using a Finite Mixture Model. (2016). Mukherjee, Zinnia ; GUPTA, RANGAN ; Wanke, Peter . In: Working Papers. RePEc:pre:wpaper:201614.

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2016Price Bubble in Selected ASEAN Agricultural Exports: An Application of the Generalized Supremum Augmented Dickey Fuller. (2016). Caramugan, Karlo Martin ; Bayacag, Purisima . In: MPRA Paper. RePEc:pra:mprapa:74807.

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2016Asymmetric evidence of gasoline price responses in France: A Markov-switching approach. (2016). PORCHER, Thomas ; Goutte, Stéphane ; Boroumand, Raphael Homayoun . In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:467-476.

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2016The Relationship between the Inflation Rate and Inequality across US States: A Semiparametric Approach. (2016). Miller, Stephen ; GUPTA, RANGAN ; Balcilar, Mehmet ; Chang, Shinhye . In: Working Papers. RePEc:pre:wpaper:201682.

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2016Analysis of Herding in REITs of an Emerging Market: The Case of Turkey. (2016). GUPTA, RANGAN ; coskun, yener ; Akinsomi, Omokolade. In: Working Papers. RePEc:pre:wpaper:201666.

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2016Impact of Volatility and Equity Market Uncertainty on Herd Behavior: Evidence from UK REITs. (2016). Lau, Chi Keung ; GUPTA, RANGAN ; coskun, yener ; Marco, Chi Keung ; Akinsomi, Omokolade . In: Working Papers. RePEc:pre:wpaper:201688.

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2016Nexus between defense expenditure and economic growth in BRIC economies: An empirical investigation. (2016). Sahoo, Manoranjan ; Dash, Devi Prasad ; Bal, Debi Prasad . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiii:y:2016:i:1(606):p:89-102.

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2016Inflation in South Africa: An Assessment of Alternative Inflation Models. (2016). Fedderke, Johannes ; Liu, Yang. In: Working Papers. RePEc:rza:wpaper:592.

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2016Time-Frequency Relationship between Inflation and Inflation Uncertainty for the U.S.: Evidence from Historical Data. (2016). Tiwari, Aviral ; Miller, Stephen ; GUPTA, RANGAN ; Albulescu, Claudiu. In: Working papers. RePEc:uct:uconnp:2016-12.

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2016Time-Varying Persistence of Inflation: Evidence from a Wavelet-Based Approach. (2016). Miller, Stephen ; GUPTA, RANGAN ; Canarella, Giorgio ; Boubaker, Heni . In: Working Papers. RePEc:pre:wpaper:201647.

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2016Time-Varying Persistence of Inflation: Evidence from a Wavelet-based Approach. (2016). Miller, Stephen ; GUPTA, RANGAN ; Canarella, Giorgio ; Boubaker, Heni. In: Working papers. RePEc:uct:uconnp:2016-09.

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2016Environmental Kuznets curve hypothesis for sub-elements of the carbon emissions in China. (2016). Gozbasi, Onur ; Aslan, Alper ; Onur, Gozbasi ; Alper, Aslan . In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards. RePEc:spr:nathaz:v:82:y:2016:i:2:d:10.1007_s11069-016-2246-8.

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2016Uncertainty and crude oil returns. (2016). Miller, Stephen ; GUPTA, RANGAN ; Aloui, Riadh. In: Energy Economics. RePEc:eee:eneeco:v:55:y:2016:i:c:p:92-100.

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2016Policy Uncertainty and Foreign Exchange Rates: The DCC-GARCH Model of the US / Japanese Foreign Exchange Rate. (2016). Kurasawa, Kazutaka . In: International Journal of Economic Sciences. RePEc:sek:jijoes:v:5:y:2016:i:4:p:1-19.

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2016Causality between Oil Price and South Africas Food Price: Time Varying Approach - Relazione di causalità tra prezzo del petrolio e pr ezzo dei prodotti alimentari in Sud Africa: un approccio time var. (2016). Aye, Goodness C. In: Economia Internazionale / International Economics. RePEc:ris:ecoint:0778.

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2016Explaining commodity prices through asymmetric oil shocks: Evidence from nonlinear models. (2016). Rafiq, Shuddhasattwa ; Bloch, Harry. In: Resources Policy. RePEc:eee:jrpoli:v:50:y:2016:i:c:p:34-48.

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2016The Impact of Oil Shocks in a Small Open Economy New-Keynesian Dynamic Stochastic General Equilibrium Model for South Africa. (2016). Wohar, Mark ; Hollander, Hylton ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201652.

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2016The Impact of the COMESA-EAC-SADC Tripartite Free Trade Agreement on the South African Economy. (2016). Bohlmann, Heinrich ; Walters, Leone ; Clance, Matthew W. In: Working Papers. RePEc:pre:wpaper:201669.

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2016Examining the impact of financial development on the environmental Kuznets curve hypothesis. (2016). POLEMIS, MICHAEL ; HALKOS, GEORGE. In: MPRA Paper. RePEc:pra:mprapa:75368.

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2016Tourism and Economic Growth in South Africa: Evidence from Linear and Nonlinear Cointegration Frameworks. (2016). Phiri, Andrew. In: Managing Global Transitions. RePEc:mgt:youmgt:v:14:y:2016:i:1:p:31-53.

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2016Does Dutch Disease Hit Mongolia?. (2016). Kinnucan, Henry ; Ge, Wei . In: 2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas. RePEc:ags:saea16:229564.

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2016The relationship between output and asset prices: A time – and frequency – varying approach. (2016). Chang, Hsu-Ling ; Yao, Zong-Liang ; Su, Chi-Wei . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiii:y:2016:i:1(606):p:57-76.

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2016A life-cycle model with ambiguous survival beliefs. (2016). Zimper, Alexander ; Ludwig, Alexander ; Groneck, Max . In: Journal of Economic Theory. RePEc:eee:jetheo:v:162:y:2016:i:c:p:137-180.

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2016Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach. (2016). Wohar, Mark ; Uribe, Jorge ; GUPTA, RANGAN ; Chuliá, Helena ; Chulia, Helena . In: Working Papers. RePEc:pre:wpaper:201656.

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2016Is gold a hedge against inflation? New evidence from a nonlinear ARDL approach. (2016). Lahiani, Amine ; HOANG, Thi Hong Van ; Heller, David ; van Hoang, Thi Hong . In: Economic Modelling. RePEc:eee:ecmode:v:54:y:2016:i:c:p:54-66.

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2016Does Pharmaceutical Price Regulation Result in Greater Access to Essential Medicines? Study of the impact of drug price control order on sales volume of drugs in India. (2016). Sahay, Arvind ; Jaikumar, Saravana . In: IIMA Working Papers. RePEc:iim:iimawp:14241.

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2016Predicting the Evolution of CO 2 Emissions in Bahrain with Automated Forecasting Methods. (2016). Tudor, Cristiana . In: Sustainability. RePEc:gam:jsusta:v:8:y:2016:i:9:p:923-:d:77896.

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2016Does Economic Policy Uncertainty Forecast Real Housing Returns in a Panel of OECD Countries? A Bayesian Approach. (2016). GUPTA, RANGAN ; Christou, Christina ; Hassapis, Christis . In: Working Papers. RePEc:pre:wpaper:201637.

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2016Impact of Population on Economic Growth: A Case Study of Pakistan. (2016). Ahmed, Rana Nabeel ; Ahmad, Kahlil . In: Bulletin of Business and Economics (BBE). RePEc:rfh:bbejor:v:5:y:2016:i:3:p:162-176.

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2016Asymmetric dynamics of insurance premium: The impacts of output and economic policy uncertainty. (2016). Lee, Chien-Chiang ; GUPTA, RANGAN ; Lahiani, Amine . In: Working Papers. RePEc:pre:wpaper:201673.

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Recent citations (cites in year: CiY)

Recent citations received in 2016
YearCiting document
2016Periodically collapsing bubbles in the South African stock market. (2016). Wohar, Mark ; Jooste, Charl ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Research in International Business and Finance. RePEc:eee:riibaf:v:38:y:2016:i:c:p:191-201.

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2016Testing the Efficiency of the Art Market using Quantile-Based Unit Root Tests with Sharp and Smooth Breaks. (2016). Wohar, Mark ; GUPTA, RANGAN ; Chang, Tsangyao ; Aye, Goodness C ; Chen, Wen-Yi . In: Working Papers. RePEc:pre:wpaper:201625.

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2016Do Terror Attacks Predict Gold Returns? Evidence from a Quantile-Predictive-Regression Approach. (2016). Wohar, Mark ; Pierdzioch, Christian ; GUPTA, RANGAN ; Majumdar, Anandamayee . In: Working Papers. RePEc:pre:wpaper:201626.

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2016The Impact of Oil Shocks in a Small Open Economy New-Keynesian Dynamic Stochastic General Equilibrium Model for South Africa. (2016). Wohar, Mark ; Hollander, Hylton ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201652.

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2016The Effectiveness of Monetary Policy in South Africa under Inflation Targeting: Evidence from a Time-Varying Factor-Augmented Vector Autoregressive Model. (2016). GUPTA, RANGAN ; Balcilar, Mehmet ; Aye, Goodness C. In: Working Papers. RePEc:pre:wpaper:201653.

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2016Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach. (2016). Wohar, Mark ; Uribe, Jorge ; GUPTA, RANGAN ; Chuliá, Helena ; Chulia, Helena . In: Working Papers. RePEc:pre:wpaper:201656.

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2016Does Geopolitical Risks Predict Stock Returns and Volatility of Leading Defense Companies? Evidence from a Nonparametric Approach. (2016). GUPTA, RANGAN ; Apergis, Nicholas ; Bonato, Matteo ; Kyei, Clement . In: Working Papers. RePEc:pre:wpaper:201671.

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2016Causal Relationships between Economic Policy Uncertainty and Housing Market Returns in China and India: Evidence from Linear and Nonlinear Panel and Time Series Models. (2016). Wong, Wing-Keung ; GUPTA, RANGAN ; Chow, Sheung ; Cunado, Juncal . In: Working Papers. RePEc:pre:wpaper:201674.

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2016On REIT Returns and (Un-) Expected Inflation: Empirical Evidence Based on Bayesian Additive Regression Trees. (2016). Risse, Marian ; Pierdzioch, Christian ; GUPTA, RANGAN ; Nyakabawo, Wendy . In: Working Papers. RePEc:pre:wpaper:201677.

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2016Forecasting the Probability of Recessions in South Africa: The Role of Decomposed Term-Spread and Economic Policy Uncertainty. (2016). GUPTA, RANGAN ; Gil-Alana, Luis ; Christou, Christina ; Aye, Goodness C. In: Working Papers. RePEc:pre:wpaper:201680.

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2016The Impact of US Uncertainty on the Euro Area in Good and Bad Times: Evidence from a Quantile Structural Vector Autoregressive Model. (2016). Wohar, Mark ; Lau, Chi Keung ; GUPTA, RANGAN ; Marco, Chi Keung . In: Working Papers. RePEc:pre:wpaper:201681.

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2016Modeling U.S. Historical Time-Series Prices and Inflation Using Various Linear and Nonlinear Long-Memory Approaches. (2016). Miller, Stephen ; GUPTA, RANGAN ; Gil-Alana, Luis ; Canarella, Giorgio. In: Working Papers. RePEc:pre:wpaper:201683.

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2016Impact of Volatility and Equity Market Uncertainty on Herd Behavior: Evidence from UK REITs. (2016). Lau, Chi Keung ; GUPTA, RANGAN ; coskun, yener ; Marco, Chi Keung ; Akinsomi, Omokolade . In: Working Papers. RePEc:pre:wpaper:201688.

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2016Does Bitcoin Hedge Global Uncertainty? Evidence from Wavelet-Based Quantile-in-Quantile Regressions. (2016). Tiwari, Aviral ; Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201690.

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Recent citations received in 2015
YearCiting document
2015Credit booms, financial fragility and banking crises. (2015). Rewilak, Johan ; Fielding, David. 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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2015The US Real GNP is Trend-Stationary After All. (2015). Omay, Tolga ; GUPTA, RANGAN ; Bonaccolto, Giovanni . In: Working Papers. RePEc:pre:wpaper:201581.

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2015Forecasting Oil and Stock Returns with a Qual VAR using over 150 Years of Data. (2015). Wohar, Mark ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201589.

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2015Does Uncertainty Move the Gold Price? New Evidence from a Nonparametric Causality-in-Quantiles Test. (2015). Pierdzioch, Christian ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:201592.

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2015On Exchange-Rate Movements and Gold-Price Fluctuations: Evidence for Gold-Producing Countries from a Nonparametric Causality-in-Quantiles Test. (2015). Pierdzioch, Christian ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:201598.

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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
2014What makes annuitization more appealing?. (2014). Zeldes, Stephen ; Madrian, Brigitte ; Laibson, David ; Choi, James ; Beshears, John . In: Journal of Public Economics. RePEc:eee:pubeco:v:116:y:2014:i:c:p:2-16.

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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 ; Ftiti, Zied . 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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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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CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 1st 2017. Contact: CitEc Team