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Last updated December, 3 2015 760.408 documents processed, 20.499.313 references and 8.066.571 citations

Working Papers / University of Pretoria, Department of Economics

0.44

Impact Factor

0.4

5-Years IF

10

5-Years H index

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ]
[more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data

IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.08000 (%)0.05
19910.08000 (%)0.05
19920.09000 (%)0.05
19930.1000 (%)0.05
19940.11000 (%)0.05
19950.15000 (%)0.1
19960.19000 (%)0.09
19970.2000 (%)0.08
19980.21000 (%)0.12
19990.27000 (%)0.15
20000.36000 (%)0.14
20010.360100 (%)0.17
20020.370300 (%)0.18
20030.39000 (%)0.18
20040.41000 (%)0.18
20050.43171710003 (30%)0.22
20060.4523402517171 (4%)0.19
20070.080.380.08246430.05144034032 (14.3%)0.17
20080.150.380.113710170.07384776478 (21.1%)0.17
20090.160.350.1131132250.19456110101116 (13.3%)40.130.17
20100.190.320.1330162270.175868131321722 (37.9%)40.130.15
20110.280.410.2136198430.227661171453026 (34.2%)60.170.2
20120.560.460.3235233980.423766371585015 (40.5%)70.20.21
20130.70.490.42883211100.347771501697118 (23.4%)120.140.22
20140.440.560.4864072080.517112354220875 (7%)570.660.3
 
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:

[Click on heading to sort table]

YearTitleCited
2010Bubbles in South African House Prices and their Impact on Consumption. (2010). Das, Sonali . In: Working Papers. RePEc:pre:wpaper:201017.

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20
2014Testing for Multiple Bubbles in the BRICS Stock Markets. (2014). Aye, Goodness C. ; Chang, Tsangyao ; Gupta, Rangan . In: Working Papers. RePEc:pre:wpaper:201407.

Full description at Econpapers || Download paper

17
House Prices and Economic Growth in South Africa: Evidence from Provincial-Level Data. (2011). Simo -Kengne, Beatrice D. ; Gupta, Rangan ; Simo-Kengne, Beatrice D.. In: Working Papers. RePEc:pre:wpaper:201116.

Full description at Econpapers || Download paper

16
2014Causal relationship between asset prices and output in the US: Evidence from state-level panel Granger causality test. (2014). Simo -Kengne, Beatrice D. ; Simo-Kengne, Beatrice D.. In: Working Papers. RePEc:pre:wpaper:201411.

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13
2008Spatial Bayesian Methods of Forecasting House Prices in Six Metropolitan Areas of South Africa. (2008). . In: Working Papers. RePEc:pre:wpaper:200813.

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13
2014A Time-Varying Approach of the US Welfare Cost of Inflation. (2014). . In: Working Papers. RePEc:pre:wpaper:201419.

Full description at Econpapers || Download paper

11
2014Endogenous 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
2011Do House Prices Impact Consumption and Interest Rate? Evidence from OECD Countries using an Agnostic Identification Procedure. (2011). Andre, Christophe . In: Working Papers. RePEc:pre:wpaper:201118.

Full description at Econpapers || Download paper

11
2009Modelling monetary policy in South Africa: Focus on inflation targeting era using a simple learning rule. (2009). . In: Working Papers. RePEc:pre:wpaper:200904.

Full description at Econpapers || Download paper

11
2014Forecasting the Price of Gold Using Dynamic Model Averaging. (2014). Aye, Goodness C. ; Kim, Won Joong ; Hammoudeh, Shawkat ; Gupta, Rangan . In: Working Papers. RePEc:pre:wpaper:201415.

Full description at Econpapers || Download paper

10
2012Do House Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-Varying Vector Autoregressive Model. (2012). Inglesi-Lotz, Roula ; Peretti, Vittorio . In: Working Papers. RePEc:pre:wpaper:201216.

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10
2014Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation. (2014). Balcilar, Mehmet . In: Working Papers. RePEc:pre:wpaper:201416.

Full description at Econpapers || Download paper

10
2012THE IMPACT OF HOUSE PRICES ON CONSUMPTION IN SOUTH AFRICA: EVIDENCE FROM PROVINCIAL-LEVEL PANEL VARs. (2012). Simo -Kengne, Beatrice D. ; Simo-Kengne, Beatrice D.. In: Working Papers. RePEc:pre:wpaper:201211.

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9
Financial Market Liberalization, Monetary Policy, and Housing Price Dynamics. (2010). van Wyk, Dylan . In: Working Papers. RePEc:pre:wpaper:201009.

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9
2011Long- and Short-Run Relationships between House and Stock Prices in South Africa: A Nonparametric Approach. (2011). Aye, Goodness C. ; Gupta, Rangan ; Balcilar, Mehmet . In: Working Papers. RePEc:pre:wpaper:201136.

Full description at Econpapers || Download paper

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

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9
2008COULD WE HAVE PREDICTED THE RECENT DOWNTURN IN THE SOUTH AFRICAN HOUSING MARKET?. (2008). . In: Working Papers. RePEc:pre:wpaper:200831.

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9
2013Interaction of Formal and Informal Financial Markets in Quasi-Emerging Market Economies. (2013). Ngalawa, Harold . In: Working Papers. RePEc:pre:wpaper:201306.

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8
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 ; Gupta, Rangan ; Chu, Hsiao-Ping . In: Working Papers. RePEc:pre:wpaper:201431.

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8
2012Do Stock Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-Varying Vector Autoregressive Model. (2012). Aye, Goodness C. ; Gupta, Rangan ; Modise, Mampho P.. In: Working Papers. RePEc:pre:wpaper:201224.

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8
2011Dynamic Effects of Monetary Policy Shocks in Malawi. (2011). Ngalawa, Harold ; Viegi, Nicola . In: Working Papers. RePEc:pre:wpaper:201112.

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

Full description at Econpapers || Download paper

7
2013DSGE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa. (2013). Modise, Mampho P. ; kanda, Patrick T.. In: Working Papers. RePEc:pre:wpaper:201374.

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7
2010Zone 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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6
2014Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index?. (2014). Jooste, Charl ; Hammoudeh, Shawkat ; Gupta, Rangan ; Babalos, Lardo Vassilios . In: Working Papers. RePEc:pre:wpaper:201433.

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6
2010An In-Sample and Out-of-Sample Empirical Investigation of the Nonlinearity in House Prices of South Africa. (2010). Balcilar, Mehmet ; Shah, Zahra . In: Working Papers. RePEc:pre:wpaper:201008.

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6
2008A Dynamic Factor Model for Forecasting Macroeconomic Variables in South Africa. (2008). . In: Working Papers. RePEc:pre:wpaper:200815.

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6
2011South Africas Electricity Consumption: A Sectoral Decomposition Analysis. (2011). Blignaut, James ; Inglesi-Lotz, Roula . In: Working Papers. RePEc:pre:wpaper:201105.

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

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6
2011The Role of Asset Prices in Forecasting Inflation and Output in South Africa. (2011). Hartley, Faaiqa . In: Working Papers. RePEc:pre:wpaper:201115.

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5
2005An Econometric Model of the Rand-US Dollar Nominal Exchange Rate. (2005). Sichei, Moses M. ; Gebreselasie, Tewodros G.. In: Working Papers. RePEc:pre:wpaper:200514.

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

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5
2009THE BLESSING OF DIMENSIONALITY IN FORECASTING REAL HOUSE PRICE GROWTH IN THE NINE CENSUS DIVISIONS OF THE US. (2009). . In: Working Papers. RePEc:pre:wpaper:200902.

Full description at Econpapers || Download paper

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

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

Full description at Econpapers || Download paper

5
2008Financial Liberalisation and the Effectiveness of Monetary Policy on House Prices in South Africa. (2008). . In: Working Papers. RePEc:pre:wpaper:200803.

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5
2008Forecasting Macroeconomic Variables in a Small Open Economy: A Comparison between Small- and Large-Scale Models. (2008). . In: Working Papers. RePEc:pre:wpaper:200830.

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5
2013The 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 D. ; Chang, Tsangyao ; Simo-Kengne, Beatrice D.. In: Working Papers. RePEc:pre:wpaper:201317.

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4
2009An Analysis of the Inward Cross-border Mergers and Acquisitions in the UK: A Macroeconomic Perspective. (2009). Boateng, Agyenim ; Uddin, Moshfique M.. In: Working Papers. RePEc:pre:wpaper:200924.

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4
2009Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States. (2009). . In: Working Papers. RePEc:pre:wpaper:200912.

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4
2011CLEAN FUEL SAVING TECHNOLOGY ADOPTION IN URBAN ETHIOPIA. (2011). Damte, Abebe ; Koch, Steven F.. In: Working Papers. RePEc:pre:wpaper:201109.

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4
2013Testing the Out-of-Sample Forecasting Ability of a Financial Conditions Index for South Africa. (2013). Thompson, Kirsten ; van Eyden, Renee . In: Working Papers. RePEc:pre:wpaper:201383.

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4
2011Out-of-Sample Equity Premium Predictability in South Africa: Evidence from a Large Number of Predictors. (2011). Uwilingiye, Josine ; Modise, Mampho P.. In: Working Papers. RePEc:pre:wpaper:201122.

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4
2006Estimating the Equilibrium Real Exchange Rate for Namibia. (2006). Sichei, Moses M.. In: Working Papers. RePEc:pre:wpaper:200608.

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4
2011Ripple Effects in South African House Prices. (2011). Beyene, Abebe D. ; Seleteng, Monaheng ; Balcilar, Mehmet . In: Working Papers. RePEc:pre:wpaper:201102.

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4
2011Testing the Monetary Model for Exchange Rate Determination in South Africa: Evidence from 101 Years of Data. (2011). Stander, Lardo ; de Bruyn, Riane ; Gupta, Rangan . In: Working Papers. RePEc:pre:wpaper:201134.

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4
2010Private and Public Health Expenditures in an Endogenous Growth Model with Inflation Targeting. (2010). Vermeulen, Cobus ; Gupta, Rangan . In: Working Papers. RePEc:pre:wpaper:201001.

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4
2012Predicting BRICS Stock Returns Using ARFIMA Models. (2012). Nakumuryango, Amandine ; Redford, Siobhan ; Kilimani, Nicholas ; Aye, Goodness C.. In: Working Papers. RePEc:pre:wpaper:201235.

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4
2006Investigating the Bank-Lending Channel in South Africa: A VAR Approach. (2006). Ludi, Kirsten L. ; Ground, Marc. In: Working Papers. RePEc:pre:wpaper:200604.

Full description at Econpapers || Download paper

4
2013Does the Source of Oil Price Shocks Matter for South African Stock Returns? A Structural VAR Approach. (2013). Modise, Mampho P.. In: Working Papers. RePEc:pre:wpaper:201318.

Full description at Econpapers || Download paper

4

50 most relevant documents in this series:

Papers most cited in the last two years. [Click on heading to sort table]

YearTitleCited
2014Testing for Multiple Bubbles in the BRICS Stock Markets. (2014). Aye, Goodness C. ; Chang, Tsangyao ; Gupta, Rangan . In: Working Papers. RePEc:pre:wpaper:201407.

Full description at Econpapers || Download paper

17
2014Causal relationship between asset prices and output in the US: Evidence from state-level panel Granger causality test. (2014). Simo -Kengne, Beatrice D. ; Simo-Kengne, Beatrice D.. In: Working Papers. RePEc:pre:wpaper:201411.

Full description at Econpapers || Download paper

13
2014A Time-Varying Approach of the US Welfare Cost of Inflation. (2014). . In: Working Papers. RePEc:pre:wpaper:201419.

Full description at Econpapers || Download paper

11
2014Endogenous 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
2012Do House Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-Varying Vector Autoregressive Model. (2012). Inglesi-Lotz, Roula ; Peretti, Vittorio . In: Working Papers. RePEc:pre:wpaper:201216.

Full description at Econpapers || Download paper

10
2011House Prices and Economic Growth in South Africa: Evidence from Provincial-Level Data. (2011). Simo -Kengne, Beatrice D. ; Gupta, Rangan ; Simo-Kengne, Beatrice D.. In: Working Papers. RePEc:pre:wpaper:201116.

Full description at Econpapers || Download paper

10
2014Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation. (2014). Balcilar, Mehmet . In: Working Papers. RePEc:pre:wpaper:201416.

Full description at Econpapers || Download paper

10
2014Forecasting the Price of Gold Using Dynamic Model Averaging. (2014). Aye, Goodness C. ; Kim, Won Joong ; Hammoudeh, Shawkat ; Gupta, Rangan . In: Working Papers. RePEc:pre:wpaper:201415.

Full description at Econpapers || Download paper

10
2010Bubbles in South African House Prices and their Impact on Consumption. (2010). Das, Sonali . In: Working Papers. RePEc:pre:wpaper:201017.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

9
2011Dynamic Effects of Monetary Policy Shocks in Malawi. (2011). Ngalawa, Harold ; Viegi, Nicola . In: Working Papers. RePEc:pre:wpaper:201112.

Full description at Econpapers || Download paper

8
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 ; Gupta, Rangan ; Chu, Hsiao-Ping . In: Working Papers. RePEc:pre:wpaper:201431.

Full description at Econpapers || Download paper

8
2013DSGE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa. (2013). Modise, Mampho P. ; kanda, Patrick T.. In: Working Papers. RePEc:pre:wpaper:201374.

Full description at Econpapers || Download paper

7
2013Forecasting South African Macroeconomic Data with a Nonlinear DSGE Model. (2013). Balcilar, Mehmet . In: Working Papers. RePEc:pre:wpaper:201313.

Full description at Econpapers || Download paper

7
2011Long- and Short-Run Relationships between House and Stock Prices in South Africa: A Nonparametric Approach. (2011). Aye, Goodness C. ; Gupta, Rangan ; Balcilar, Mehmet . In: Working Papers. RePEc:pre:wpaper:201136.

Full description at Econpapers || Download paper

6
2012Do Stock Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-Varying Vector Autoregressive Model. (2012). Aye, Goodness C. ; Gupta, Rangan ; Modise, Mampho P.. In: Working Papers. RePEc:pre:wpaper:201224.

Full description at Econpapers || Download paper

6
2014Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index?. (2014). Jooste, Charl ; Hammoudeh, Shawkat ; Gupta, Rangan ; Babalos, Lardo Vassilios . In: Working Papers. RePEc:pre:wpaper:201433.

Full description at Econpapers || Download paper

6
2011South Africas Electricity Consumption: A Sectoral Decomposition Analysis. (2011). Blignaut, James ; Inglesi-Lotz, Roula . In: Working Papers. RePEc:pre:wpaper:201105.

Full description at Econpapers || Download paper

5
2009Modelling monetary policy in South Africa: Focus on inflation targeting era using a simple learning rule. (2009). . In: Working Papers. RePEc:pre:wpaper:200904.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

5
2012Predicting BRICS Stock Returns Using ARFIMA Models. (2012). Nakumuryango, Amandine ; Redford, Siobhan ; Kilimani, Nicholas ; Aye, Goodness C.. In: Working Papers. RePEc:pre:wpaper:201235.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

4
2014Subjective Life Expectancy. (2014). Nicholls, Nicky . In: Working Papers. RePEc:pre:wpaper:201410.

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4
2013Does the Source of Oil Price Shocks Matter for South African Stock Returns? A Structural VAR Approach. (2013). Modise, Mampho P.. In: Working Papers. RePEc:pre:wpaper:201318.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

4
2013The 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 D. ; Chang, Tsangyao ; Simo-Kengne, Beatrice D.. In: Working Papers. RePEc:pre:wpaper:201317.

Full description at Econpapers || Download paper

4
2013Testing the Out-of-Sample Forecasting Ability of a Financial Conditions Index for South Africa. (2013). Thompson, Kirsten ; van Eyden, Renee . In: Working Papers. RePEc:pre:wpaper:201383.

Full description at Econpapers || Download paper

4
2005An Econometric Model of the Rand-US Dollar Nominal Exchange Rate. (2005). Sichei, Moses M. ; Gebreselasie, Tewodros G.. In: Working Papers. RePEc:pre:wpaper:200514.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

3
2011CLEAN FUEL SAVING TECHNOLOGY ADOPTION IN URBAN ETHIOPIA. (2011). Damte, Abebe ; Koch, Steven F.. In: Working Papers. RePEc:pre:wpaper:201109.

Full description at Econpapers || Download paper

3
2012Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience. (2012). Jooste, Charl ; Ozdemir, Zeynel A. ; Miller, Stephen M. ; Gupta, Rangan ; Balcilar, Mehmet ; Aye, Goodness C.. In: Working Papers. RePEc:pre:wpaper:201228.

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

Full description at Econpapers || Download paper

3
2012Analysing the Effects of Fiscal Policy Shocks in the South African Economy. (2012). Jooste, Charl ; Naraidoo, Ruthira ; Liu, Guangling Dave . In: Working Papers. RePEc:pre:wpaper:201206.

Full description at Econpapers || Download paper

3
2013Causality between Research Output and Economic Growth in BRICS. (2013). Inglesi-Lotz, Roula ; Chang, Tsangyao . In: Working Papers. RePEc:pre:wpaper:201337.

Full description at Econpapers || Download paper

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

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3
2013Time-Varying Causality between Research Output and Economic Growth in the US. (2013). Balcilar, Mehmet ; Inglesi-Lotz, Roula . In: Working Papers. RePEc:pre:wpaper:201350.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

3
2012THE IMPACT OF HOUSE PRICES ON CONSUMPTION IN SOUTH AFRICA: EVIDENCE FROM PROVINCIAL-LEVEL PANEL VARs. (2012). Simo -Kengne, Beatrice D. ; Simo-Kengne, Beatrice D.. In: Working Papers. RePEc:pre:wpaper:201211.

Full description at Econpapers || Download paper

3
2011Reconsidering 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 . In: Working Papers. RePEc:pre:wpaper:201114.

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3
2011Do House Prices Impact Consumption and Interest Rate? Evidence from OECD Countries using an Agnostic Identification Procedure. (2011). Andre, Christophe . In: Working Papers. RePEc:pre:wpaper:201118.

Full description at Econpapers || Download paper

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

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

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3
2009THE BLESSING OF DIMENSIONALITY IN FORECASTING REAL HOUSE PRICE GROWTH IN THE NINE CENSUS DIVISIONS OF THE US. (2009). . In: Working Papers. RePEc:pre:wpaper:200902.

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2
2013Temporal Causality between House Prices and Output in the U. S.: A Bootstrap Rolling-Window Approach. (2013). Das, Sonali ; Nyakabawo, Wendy . In: Working Papers. RePEc:pre:wpaper:201329.

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2
2011Electricity Intensities of the OECD and South Africa: A Comparison. (2011). Blignaut, James ; Inglesi-Lotz, Roula . In: Working Papers. RePEc:pre:wpaper:201106.

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2
2011Testing the Monetary Model for Exchange Rate Determination in South Africa: Evidence from 101 Years of Data. (2011). Stander, Lardo ; de Bruyn, Riane ; Gupta, Rangan . In: Working Papers. RePEc:pre:wpaper:201134.

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2
2009Financial Market Conditions, Real Time, Nonlinearity and European Central Bank Monetary Policy: In-Sample and Out-of-Sample Assessment. (2009). Milas, Costas ; Naraidoo, Ruthira . In: Working Papers. RePEc:pre:wpaper:200923.

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2
2010An In-Sample and Out-of-Sample Empirical Investigation of the Nonlinearity in House Prices of South Africa. (2010). Balcilar, Mehmet ; Shah, Zahra . In: Working Papers. RePEc:pre:wpaper:201008.

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2
2010Private and Public Health Expenditures in an Endogenous Growth Model with Inflation Targeting. (2010). Vermeulen, Cobus ; Gupta, Rangan . In: Working Papers. RePEc:pre:wpaper:201001.

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2013Can the Sharia-Based Islamic Stock Market Returns be Forecasted Using Large Number of Predictors and Models?. (2013). Simo -Kengne, Beatrice D. ; Sarafrazi, Soodabeh ; Hammoudeh, Shawkat ; Simo-Kengne, Beatrice D.. In: Working Papers. RePEc:pre:wpaper:201381.

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Citing documents used to compute impact factor 54:

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YearTitleSee
2014Measuring potential output for the South African economy: Embedding information about the financial cycle. (2014). . In: Working Papers. RePEc:sza:wpaper:wpapers208.

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2014Parameter Uncertainty and Inflation Dynamics in a Model with Asymmetric Central Bank Preferences. (2014). Chesang, Laban K. ; Naraidoo, Ruthira . In: Working Papers. RePEc:pre:wpaper:201437.

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2014The impact of oil price on South African GDP growth: A Bayesian Markov Switching-VAR analysis. (2014). van Eyden, Renee ; Uwilingiye, Josine . In: Working Papers. RePEc:emu:wpaper:15-13.pdf.

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

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

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2014Forecasting In a Non-Linear DSGE Model. (2014). . In: EUSP Deparment of Economics Working Paper Series. RePEc:eus:wpaper:ec0214.

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

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2014Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation. (2014). Balcilar, Mehmet . In: Working Papers. RePEc:pre:wpaper:201416.

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2014Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation. (2014). Kanda, Patrick T. In: Working Papers. RePEc:emu:wpaper:15-19.pdf.

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2014The nexus of electricity consumption, economic growth and CO2 emissions in the BRICS countries. (2014). Gupta, Rangan ; Cowan, Wendy N. ; Chang, Tsangyao ; Inglesi-Lotz, Roula . In: Energy Policy. RePEc:eee:enepol:v:66:y:2014:i:c:p:359-368.

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2014Energy-growth nexus and energy demand in Ghana: A review of empirical studies. (2014). Kwakwa, Paul Adjei . In: MPRA Paper. RePEc:pra:mprapa:54971.

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2014Causality and Cointegration between Economic Growth and Energy Consumption: Econometric Evidence from Jordan. (2014). Al-Hahabashneh, Fedel ; Shahateet, Mohammed Issa ; Al-Majali, Khalid Ali . In: MPRA Paper. RePEc:pra:mprapa:59067.

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2014Housing and the Business Cycle in South Africa. (2014). Aye, Goodness C ; Bosch, Adel ; Balcilarauthor-Name, Mehmet . In: Working Papers. RePEc:emu:wpaper:15-22.pdf.

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2014Does Oil Price Uncertainty Matter for Stock Returns in South Africa?. (2014). Aye, Goodness C.. In: Working Papers. RePEc:pre:wpaper:201484.

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2014Is the Rand Really Decoupled from Economic Fundamentals?. (2014). Jooste, Charl . In: Working Papers. RePEc:pre:wpaper:201439.

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2014Concurrent Capital Buffers in a Banking Group. (2014). Skorepa, Michal . In: Occasional Publications - Chapters in Edited Volumes. RePEc:cnb:ocpubc:fsr1314/2.

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2014Endogenous 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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2014Endogenous Fluctuations in an Endogenous Growth Model with Ination Targeting. (2014). Stander, Lardo . In: Working Papers. RePEc:ipg:wpaper:2014-461.

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2014The Effects of BRICS and MATIK Countries on World Economy and Cointegration Analysis in the Long Term Relation with G-7 Growth Rates (1962-2012). (2014). . In: EconStor Open Access Articles. RePEc:zbw:espost:97032.

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2014Structural Breakage and Long-term Cointegration Analysis for Economic Growth in G-7, BRICS and MATIK Countries. (2014). KARGI, Bilal . In: EconStor Open Access Articles. RePEc:zbw:espost:98660.

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2014Structural Breakage and Long Term Cointegration Analysis for Economic Growth in G-7, BRICS and MATIK Countries (1962-2012). (2014). KARGI, Bilal . In: MPRA Paper. RePEc:pra:mprapa:57106.

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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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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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2014Working Paper 198 - Can Intra-Regional Trade Act as a Global Shock Absorber in Africa?. (2014). Qingwei, Meng ; Brixiova, Zuzana ; Ncube, Mthuli . In: Working Paper Series. RePEc:adb:adbwps:2104.

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2014Can Intra-Regional Trade Act as a Global Shock Absorber in Africa?. (2014). Ncube, Mthuli ; Meng, Qingwei . In: William Davidson Institute Working Papers Series. RePEc:wdi:papers:2014-1073.

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2014Panel analysis of home prices in the primary and secondary market in 17 largest cities in Poland. (2014). Leszczyski, Robert . In: MPRA Paper. RePEc:pra:mprapa:59017.

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2014Islamic equity market integration and volatility spillover between emerging and US stock markets. (2014). Majdoub, Jihed ; Mansour, Walid . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:452-470.

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2014Science, Innovation and National Growth. (2014). Brenner, Thomas . In: Working Papers on Innovation and Space. RePEc:pum:wpaper:2014-03.

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2014Safe Debt and Uncertainty in Emerging Markets: An Application to South Africa. (2014). Saxegaard, Magnus . In: IMF Working Papers. RePEc:imf:imfwpa:14/231.

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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. ; Simo-Kengne, Beatrice D.. In: Working Papers. RePEc:pre:wpaper:201411.

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2014Policy Uncertainty in China, Oil Shocks and Stock Returns. (2014). Kang, Wensheng . In: CAMA Working Papers. RePEc:een:camaaa:2014-32.

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2014Economic growth, energy consumption and CO2 emissions in Gulf Cooperation Council countries. (2014). Gow, Jeff ; Salahuddin, Mohammad . In: Energy. RePEc:eee:energy:v:73:y:2014:i:c:p:44-58.

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

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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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2014Finn Kydland et les cycles d’affaires réels. (2014). . In: Working Papers. RePEc:ipg:wpaper:2014-463.

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2014Monnaie et conflits selon Georg Simmel (1858-1918). (2014). . In: Working Papers. RePEc:ipg:wpaper:2014-555.

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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 ; Gupta, Rangan ; Balcilar, Mehmet . In: Working Papers. RePEc:pre:wpaper:201414.

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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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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:emu:wpaper:15-11.pdf.

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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:emu:wpaper:15-18.pdf.

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2014Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index?. (2014). Jooste, Charl ; Hammoudeh, Shawkat ; Gupta, Rangan ; Babalos, Lardo Vassilios . In: Working Papers. RePEc:pre:wpaper:201433.

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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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2014Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index?. (2014). Hammoudeh, Shawkat ; Babalos, Vassilios . In: Working Papers. RePEc:emu:wpaper:15-20.pdf.

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2014Long Memory Analysis: An Empirical Investigation. (2014). Amiri, Ashkan ; Nazarian, Rafik ; Alikhani, Nadiya G. ; Naderi, Esmaeil . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2014-01-3.

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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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2014Housing and the Business Cycle in South Africa. (2014). Aye, Goodness C ; Bosch, Adel ; Balcilarauthor-Name, Mehmet . In: Working Papers. RePEc:emu:wpaper:15-22.pdf.

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2014Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience. (2014). Aye, Goodness C ; Ozdemir, Zeynel Abidin ; Miller, Stephen M. In: Working Papers. RePEc:emu:wpaper:15-24.pdf.

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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. ; Simo-Kengne, Beatrice D.. In: Working Papers. RePEc:pre:wpaper:201411.

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

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2014Persistence, Mean Reversion and Non-Linearities in US Housing Prices Over 1830-2013. (2014). de Gracia, Ferando Perez ; Gupta, Rangan ; Gil-Alana, Luis A.. In: Working Papers. RePEc:pre:wpaper:201450.

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2014Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation. (2014). Kanda, Patrick T. In: Working Papers. RePEc:emu:wpaper:15-19.pdf.

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Cites in year: CiY

Recent citations received in: 2014

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YearTitleSee
2014The impact of oil price on South African GDP growth: A Bayesian Markov Switching-VAR analysis. (2014). van Eyden, Renee ; 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). . 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). Hammoudeh, Shawkat ; Babalos, Vassilios . In: Working Papers. RePEc:emu:wpaper:15-20.pdf.

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2014Pays riche, population pauvre : quelle stratégie de développement pour l’Algérie ?. (2014). . 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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[Citation Analysis]
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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[Citation Analysis]
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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[Citation Analysis]
2014Forecasting South African Ination Using Non-linear Models: A Weighted Loss-based Evaluation. (2014). kanda, Patrick T. ; 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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[Citation Analysis]
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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[Citation Analysis]
2014Exploring the Causality Links between Energy and Employment in African Countries. (2014). ben Youssef, Adel ; Mohamed El Hedi Arouri, ; Mohamed El Hedi Arouri, ; MHenni, Hatem ; Rault, Christophe . In: Working Papers. RePEc:ipg:wpaper:2014-475.

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[Citation Analysis]
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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[Citation Analysis]
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). ben Youssef, Adel ; Mohamed El Hedi Arouri, ; Mohamed El Hedi Arouri, ; MHenni, Hatem ; 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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[Citation Analysis]
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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[Citation Analysis]
2014DSGE Model-Based Forecasting of Modeled and Non-Modeled Ination Variables in South Africa. (2014). Paccagnini, Alessia ; kanda, Patrick T. ; 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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[Citation Analysis]
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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2014Does Profit Loss Sharing (PLS) solve moral hazard problems?. (2014). YOUSFI, Ouidad . In: Working Papers. RePEc:ipg:wpaper:2014-581.

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2014Forecasting US Real House Price Returns over 1831-2013: Evidence from Copula Models. (2014). Majumdar, Anandamayee ; Gupta, Rangan . In: Working Papers. RePEc:ipg:wpaper:2014-585.

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More than 50 citations. List broken...

Recent citations received in: 2013

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YearTitleSee
2013Does the source of oil price shocks matter for South African stock returns? A structural VAR approach. (2013). Modise, Mampho P. ; Gupta, Rangan . In: Energy Economics. RePEc:eee:eneeco:v:40:y:2013:i:c:p:825-831.

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2013To Rent or to Buy – Analysis of Housing Tenure Choice Determined by Housing Policy. (2013). Augustyniak, Hanna ; Olszewski, Krzysztof ; 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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2013The out-of-sample forecasting performance of non-linear models of real exchange rate behaviour: The case of the South African Rand. (2013). Bosch, Adel ; 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). 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). Mwabutwa, Chance ; Viegi, Nicola . 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). De Waal, Annari ; van Eyden, Renee . 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). Modise, Mampho P. ; kanda, Patrick T.. 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). Thompson, Kirsten ; van Eyden, Renee . 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). alvarez-Diaz, Marcos ; Hammoudeh, Shawkat . 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

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2012Macro Shocks and Real US Stock Prices with Special Focus on the “Great Recession”. (2012). Gupta, Rangan ; Inglesi-Lotz, Roula . 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 D ; Aye, Goodness C ; Reid, Monique ; 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). Jooste, Charl ; 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 D. ; Gupta, Rangan ; Reid, Monique ; Balcilar, Mehmet ; Aye, Goodness C. ; Simo-Kengne, Beatrice D.. In: Working Papers. RePEc:pre:wpaper:201222.

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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 D. ; Aye, Goodness C. ; Simo-Kengne, Beatrice D.. In: Working Papers. RePEc:sza:wpaper:wpapers166.

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2012Real Interest Rate Persistence in South Africa: Evidence and Implications. (2012). Tipoy, Christian K. ; Das, Sonali ; Zerihun, Mulatu F. ; Reid, Monique . 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). Jooste, Charl ; Ozdemir, Zeynel Abidin ; Miller, Stephen M. ; Gupta, Rangan ; Balcilar, Mehmet ; Aye, Goodness C.. In: Working papers. RePEc:uct:uconnp:2012-27.

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Recent citations received in: 2011

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2011The Stock Market and Macroeconomic Variables in a BRICS Country and Policy Implications. (2011). Hsing, YU. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2011-01-2.

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2011Evaluating the forecasting performance of linear and nonlinear monetary policy rules for South Africa. (2011). Kasai, Ndahiriwe ; Naraidoo, Ruthira . In: MPRA Paper. RePEc:pra:mprapa:40699.

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2011House Prices and Economic Growth in South Africa: Evidence from Provincial-Level Data. (2011). Simo -Kengne, Beatrice D. ; Gupta, Rangan ; Simo-Kengne, Beatrice D.. In: Working Papers. RePEc:pre:wpaper:201116.

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

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2011Contingent Valuation of Community Forestry Programs in Ethiopia: Observing Preference Anomalies in Double-Bounded CVM. (2011). Gelo, Dambala ; Koch, Steven F.. In: Working Papers. RePEc:pre:wpaper:201124.

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2011Relationship between House Prices and Inflation in South Africa: An ARDL Approach. (2011). Gupta, Rangan ; Inglesi-Lotz, Roula . In: Working Papers. RePEc:pre:wpaper:201130.

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Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.

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