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Working Papers / University of Pretoria, Department of Economics

0.49

Impact Factor

0.35

5-Years IF

13

5-Years H index

Main indicators

Raw data

IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.11000 (%)0.06
19910.1000 (%)0.04
19920.1000 (%)0.05
19930.13000 (%)0.06
19940.14000 (%)0.06
19950.17000 (%)0.1
19960.22000 (%)0.09
19970.22000 (%)0.09
19980.24000 (%)0.12
19990.3000 (%)0.15
20000.36000 (%)0.14
20010.36000 (%)0.16
20020.370300 (%)0.18
20030.39000 (%)0.19
20040.4000 (%)0.18
20050.42171722003 (13.6%)0.2
20060.45234010.035717172 (3.5%)10.040.19
20070.10.380.1246440.06314044042 (6.5%)0.16
20080.30.390.2237101160.16734714641410 (13.7%)0.17
20090.210.360.1731132320.247761131011713 (16.9%)40.130.17
20100.260.340.230162400.258868181322628 (31.8%)40.130.15
20110.340.40.2636198500.2512961211453729 (22.5%)60.170.19
20120.610.440.35352331100.476366401585621 (33.3%)80.230.2
20130.860.490.57883211560.4919271611699637 (19.3%)150.170.2
20140.540.520.54864072650.651531236722011824 (15.7%)600.70.23
20150.290.540.231005071050.21121174512756440 (33.1%)80.080.24
20160.340.60.39905972170.36881866434513438 (43.2%)140.160.27
20170.490.640.35826792240.33331909439913815 (45.5%)40.050.28
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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34
22011South Africas Electricity Consumption: A Sectoral Decomposition Analysis. (2011). Inglesi-Lotz, Roula ; Blignaut, James. In: Working Papers. RePEc:pre:wpaper:201105.

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21
3House 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
42013Does 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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20
52015Oil Price Forecastability and Economic Uncertainty. (2015). Paccagnini, Alessia ; GUPTA, RANGAN ; Bekiros, Stelios. In: Working Papers. RePEc:pre:wpaper:201518.

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19
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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19
72008Spatial 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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18
82012Do 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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18
92014Testing 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
102008Forecasting 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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16
112011Dynamic Effects of Monetary Policy Shocks in Malawi. (2011). Viegi, Nicola ; Ngalawa, Harold. In: Working Papers. RePEc:pre:wpaper:201112.

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16
122014Causal 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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15
132012THE 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
142013Interaction 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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13
152012Do 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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13
162009THE 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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13
172011Long- 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
182015Incorporating 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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12
192014Subjective Life Expectancy. (2014). Zimper, Alexander ; Nicholls, Nicky . In: Working Papers. RePEc:pre:wpaper:201410.

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11
202011Do 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
212014A 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
222014Endogenous 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
232014Forecasting 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
242014Forecasting 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
25Financial 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
262006Investigating the Bank-Lending Channel in South Africa: A VAR Approach. (2006). Ludi, Kirsten L. ; Ground, Marc. In: Working Papers. RePEc:pre:wpaper:200604.

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10
272011Out-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
282013The 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
292015Dynamic 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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10
302015The 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
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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10
322013Time-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
332013Causality 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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9
342013The 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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9
352010Zone 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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9
362016Does 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
372014Has 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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9
382014Testing 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
392008COULD 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
402005The Impact of Hosting a Major Sport Event on the South African Economy. (2005). Van Heerden, Jan ; Bohlmann, H. R. ; Moses J. H. van Heerden, . In: Working Papers. RePEc:pre:wpaper:200509.

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9
412013The 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
422008A 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
432009An 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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8
442006An Investigation of Openness and Economic Growth Using Panel Estimation. (2006). GUPTA, RANGAN ; Chen, Pei-Pei . In: Working Papers. RePEc:pre:wpaper:200622.

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8
452014Forecasting the Price of Gold. (2014). Hassani, Hossein ; GUPTA, RANGAN ; Silva, Emmanuel Sirimal. In: Working Papers. RePEc:pre:wpaper:201428.

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8
462013DSGE 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
472006Forecasting the South African Economy with VARs and VECMs. (2006). GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:200618.

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8
482013Forecasting 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
492015The 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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7
50COMPARING 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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7

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

#YearTitleCited
12015Oil 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

19
22013Does 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

15
32015Incorporating 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

12
42011South 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

11
52015Dynamic 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.

Full description at Econpapers || Download paper

10
62016Does 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
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

9
82015The 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

9
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.

Full description at Econpapers || Download paper

8
102012Do 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

7
112014Real 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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7
122016The Effect of Gold Market Speculation on REIT Returns in South Africa: A Behavioral Perspective. (2016). GUPTA, RANGAN ; Demirer, Riza ; Balcilar, Mehmet ; Akinsomi, Omokolade. In: Working Papers. RePEc:pre:wpaper:201643.

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7
132015The 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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7
142016Components 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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7
152009Modelling 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

6
162017The International REITs Time-Varying Response to the U.S. Monetary Policy and Macroeconomic Surprises. (2017). Marfatia, Hardik ; GUPTA, RANGAN ; Cakan, Esin. In: Working Papers. RePEc:pre:wpaper:201712.

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6
172016Terror 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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6
182015Predicting 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 ; Modise, Mampho P. In: Working Papers. RePEc:pre:wpaper:201596.

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6
192016Effectiveness 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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6
202014Real Estate Markets and Uncertainty Shocks: A Variance Causality Approach. (2014). GUPTA, RANGAN ; BABALOS, VASSILIOS ; Ajmi, Ahdi Noomen ; Economou, Fotini. In: Working Papers. RePEc:pre:wpaper:201436.

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5
212015Trends 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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5
222016Modelling Long Memory Volatility in the Bitcoin Market: Evidence of Persistence and Structural Breaks. (2016). Roubaud, David ; GUPTA, RANGAN ; Gil-Alana, Luis ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201654.

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5
232015The Dynamic Impact of Uncertainty in Causing and Forecasting the Distribution of Oil Returns and Risk. (2015). GUPTA, RANGAN ; Caporin, Massimiliano ; Bonaccolto, Giovanni. In: Working Papers. RePEc:pre:wpaper:201564.

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5
242015Predictability 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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5
252016Geopolitical Risks and Stock Market Dynamics of the BRICS. (2016). GUPTA, RANGAN ; Demirer, Riza ; Bonato, Matteo ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:201648.

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5
262011Dynamic Effects of Monetary Policy Shocks in Malawi. (2011). Viegi, Nicola ; Ngalawa, Harold. In: Working Papers. RePEc:pre:wpaper:201112.

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5
272015Does 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
282015Predicting 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
292010Bubbles 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
302014Forecasting the Price of Gold. (2014). Hassani, Hossein ; GUPTA, RANGAN ; Silva, Emmanuel Sirimal. In: Working Papers. RePEc:pre:wpaper:201428.

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5
312013CROSS-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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5
322014Causality 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
332013The Causal Relationship between Economic Policy Uncertainty and Stock Returns in China and India: Evidence from a Bootstrap Rolling-Window Approach. (2013). GUPTA, RANGAN ; Chang, Tsangyao ; Balcilar, Mehmet ; Li, Xiao-Lin. In: Working Papers. RePEc:pre:wpaper:201345.

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5
342012Do 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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5
352017Network Causality Structures among Bitcoin and other Financial Assets: A Directed Acyclic Graph Approach. (2017). Roubaud, David ; Ji, Qiang ; GUPTA, RANGAN ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201729.

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4
362013Time-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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372013The 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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382013A 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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392017Does Partisan Conflict Predict a Reduction in US Stock Market (Realized) Volatility? Evidence from a Quantile-on-Quantile Regression Model. (2017). Wohar, Mark ; Selmi, Refk ; Pierdzioch, Christian ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201744.

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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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412011What Drives Remittance Inflows to Sub-Saharan Africa? A Dynamic Panel Approach. (2011). van Eyden, Renee ; Owusu-Sekyere, Emmanuel ; Kemegue, Francis . In: Working Papers. RePEc:pre:wpaper:201128.

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422018Spillovers between Bitcoin and other Assets during Bear and Bull Markets. (2018). Roubaud, David ; GUPTA, RANGAN ; Das, Mahamitra ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201812.

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432011Remittance Inflows to Sub-Saharan Africa: The Case of SADC. (2011). Owusu-Sekyere, Emmanuel ; van Eyden, Renee ; Kemegue, Francis . In: Working Papers. RePEc:pre:wpaper:201127.

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442012Fiscal 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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452011Out-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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462016Causal 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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472006Predicting the Economic Impact of the 2010 FIFA World Cup on South Africa. (2006). Bohlmann, Heinrich. In: Working Papers. RePEc:pre:wpaper:200611.

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3
482011Contingent Valuation of Community Forestry Programs in Ethiopia: Observing Preference Anomalies in Double-Bounded CVM. (2011). Koch, Steven ; Gelo, Dambala. In: Working Papers. RePEc:pre:wpaper:201124.

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492015Causal 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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502016The 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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Citing documents used to compute impact factor 94:

YearTitle
2017Does Partisan Conflict Predict a Reduction in US Stock Market (Realized) Volatility? Evidence from a Quantile-on-Quantile Regression Model. (2017). Wohar, Mark ; Selmi, Refk ; Pierdzioch, Christian ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201744.

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2017Uncertainty and Forecasts of U.S. Recessions. (2017). Pierdzioch, Christian ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201732.

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2017Network Causality Structures among Bitcoin and other Financial Assets: A Directed Acyclic Graph Approach. (2017). Roubaud, David ; Ji, Qiang ; GUPTA, RANGAN ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201729.

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2017Ether: Bitcoins competitor or ally?. (2017). Selmi, Refk ; bouoiyour, jamal. In: Papers. RePEc:arx:papers:1707.07977.

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2017The Bitcoin price formation: Beyond the fundamental sources. (2017). bouoiyour, jamal ; Selmi, Refk. In: Working Papers. RePEc:hal:wpaper:hal-01548710.

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2017The Bitcoin price formation: Beyond the fundamental sources. (2017). Selmi, Refk ; bouoiyour, jamal. In: Papers. RePEc:arx:papers:1707.01284.

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2017Exploring portfolio diversification opportunities in Islamic capital markets through bitcoin: evidence from MGARCH-DCC and Wavelet approaches. (2017). Masih, Abul ; Lim, Siok Jin. In: MPRA Paper. RePEc:pra:mprapa:79752.

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2017Ether: Bitcoins competitor or ally?. (2017). Selmi, Refk ; bouoiyour, jamal. In: Working Papers. RePEc:hal:wpaper:hal-01567277.

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2017Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles. (2017). Wang, Shixuan ; Roubaud, David ; Lau, Chi Keung ; GUPTA, RANGAN ; Bouri, Elie ; Marco, Chi Keung. In: Working Papers. RePEc:pre:wpaper:201750.

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2017Exploring the determinants of Bitcoins price: an application of Bayesian Structural Time Series. (2017). Poyser, Obryan . In: Papers. RePEc:arx:papers:1706.01437.

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2017Testing for Asymmetric Nonlinear Short- and Long-Run Relationships between Bitcoin, Aggregate Commodity and Gold Prices. (2017). Shahbaz, Muhammad ; GUPTA, RANGAN ; Bouri, Elie ; Lahiani, Amine. In: Working Papers. RePEc:pre:wpaper:201760.

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2017Trends and Features of Research on Foreign Aid: A Literature Review. (2017). Pedrosa Garcia, Jose Antonio ; Pedrosa-Garcia, Jose Antonio. In: MPRA Paper. RePEc:pra:mprapa:82134.

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2017U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict. (2017). Wohar, Mark ; Miller, Stephen ; Lau, Chi Keung ; GUPTA, RANGAN ; Marco, Chi Keung. In: Working Papers. RePEc:pre:wpaper:201742.

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2017U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict. (2017). Wohar, Mark ; Miller, Stephen ; Lau, Chi Keung ; GUPTA, RANGAN. In: Working papers. RePEc:uct:uconnp:2017-10.

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2017Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach. (2017). Wohar, Mark ; Uribe, Jorge ; GUPTA, RANGAN ; Chuliá, Helena ; Chulia, Helena. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:178-191.

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2017Asymmetric adjustment and smooth breaks in dividend yields: Evidence from international stock markets. (2017). Chen, Shyh-Wei ; Xie, Zixiong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:48:y:2017:i:c:p:339-354.

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2017On the Predictability of Stock Market Bubbles: Evidence from LPPLS ConfidenceTM Multi-scale Indicators. (2017). GUPTA, RANGAN ; Demirer, Riza ; Demos, Guilherme ; Sornette, Didier. In: Working Papers. RePEc:pre:wpaper:201752.

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2017On the short-term predictability of stock returns: A quantile boosting approach. (2017). Pierdzioch, Christian ; Demirer, Riza ; Zhang, Huacheng . In: Finance Research Letters. RePEc:eee:finlet:v:22:y:2017:i:c:p:35-41.

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2017Do Bivariate Multifractal Models Improve Volatility Forecasting in Financial Time Series? An Application to Foreign Exchange and Stock Markets. (2017). Wohar, Mark ; GUPTA, RANGAN ; Demirer, Riza ; Liu, Ruipeng. In: Working Papers. RePEc:pre:wpaper:201728.

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2017Economic policy uncertainty and stock market returns in PacificRim countries: Evidence based on a Bayesian panel VAR model. (2017). GUPTA, RANGAN ; Hassapis, Christis ; Cunado, Juncal ; Christou, Christina. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:40:y:2017:i:c:p:92-102.

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2017Asymmetric Behaviour in Nominal and Real Housing Prices: Evidence from Advanced and Emerging Economies. (2017). Zerihun, Mulatu Fekadu ; GUPTA, RANGAN ; Antonakakis, Nikolaos ; André, Christophe ; Andre, Christophe. In: Working Papers. RePEc:pre:wpaper:201711.

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2017Can volume predict Bitcoin returns and volatility? A quantiles-based approach. (2017). Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie ; Balcilar, Mehmet. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:74-81.

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2017Do terror attacks predict gold returns? Evidence from a quantile-predictive-regression approach. (2017). Wohar, Mark ; Pierdzioch, Christian ; GUPTA, RANGAN ; Majumdar, Anandamayee. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:65:y:2017:i:c:p:276-284.

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2017Geopolitical Risks, Returns and Volatility in Emerging Stock Markets: Evidence from a Panel GARCH Model. (2017). GUPTA, RANGAN ; Suleman, Tahir ; Christou, Christina ; Bouras, Christos. In: Working Papers. RePEc:pre:wpaper:201777.

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2017Diversification benefit and return performance of REITs using CAPM and Fama-French: Evidence from Turkey. (2017). coskun, yener ; Yilmaz, Bilgi ; Selcuk-Kestel, Sevtap A. In: Borsa Istanbul Review. RePEc:bor:bistre:v:17:y:2017:i:4:p:199-215.

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2017Uncertainty, systemic shocks and the global banking sector: Has the crisis modified their relationship?. (2017). Uribe, Jorge ; Chuliá, Helena ; Guillen, Montserrat ; Chulia, Helena. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:50:y:2017:i:c:p:52-68.

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2017Cross country relations in European tourist arrivals. (2017). Silva, Emmanuel Sirimal ; Hassani, Hossein ; Heravi, Saeed ; Ghodsi, Mansi . In: Annals of Tourism Research. RePEc:eee:anture:v:63:y:2017:i:c:p:151-168.

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2017On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?. (2017). Roubaud, David ; Molnár, Peter ; Bouri, Elie ; Hagfors, Lars Ivar ; Molnar, Peter ; Azzi, Georges. In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:192-198.

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2017Inflation persistence in BRICS countries: A quantile autoregressive (QAR) model. (2017). Phiri, Andrew. In: MPRA Paper. RePEc:pra:mprapa:79956.

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2017Inflation persistence in BRICS countries: A quantile autoregressive (QAR) approach. (2017). Phiri, Andrew. In: Working Papers. RePEc:mnd:wpaper:1702.

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2017Do House Prices Hedge Inflation in the US? A Quantile Cointegration Approach. (2017). Wohar, Mark ; GUPTA, RANGAN ; Christou, Christina ; Nyakabawo, Wendy. In: Working Papers. RePEc:pre:wpaper:201707.

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2017A Copula-Based Quantile-on-Quantile Regression Approach to Modeling Dependence Structure between Stock and Bond Returns: Evidence from Historical Data of India, South Africa, UK and US. (2017). Selmi, Refk ; Papadamou, Stephanos ; Kollias, Christos ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201747.

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2017The Role of Economic Uncertainty in Forecasting Exchange Rate Returns and Realized Volatility: Evidence from Quantile Predictive Regressions. (2017). GUPTA, RANGAN ; Suleman, Tahir ; Hassapis, Christis ; Christou, Christina. In: Working Papers. RePEc:pre:wpaper:201774.

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2017Exchange Rate Returns and Volatility: The Role of Time-Varying Rare Disaster Risks. (2017). Wohar, Mark ; GUPTA, RANGAN ; Suleman, Tahir. In: Working Papers. RePEc:pre:wpaper:201767.

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2017The International REITs Time-Varying Response to the U.S. Monetary Policy and Macroeconomic Surprises. (2017). Marfatia, Hardik ; GUPTA, RANGAN ; Cakan, Esin. In: Working Papers. RePEc:pre:wpaper:201712.

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2017The international REIT’s time-varying response to the U.S. monetary policy and macroeconomic surprises. (2017). GUPTA, RANGAN ; Cakan, Esin ; Marfatia, Hardik A. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:640-653.

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2017Modeling U.S. Historical Time-Series Prices and Inflation Using Various Linear and Nonlinear Long-Memory Approaches. (2017). Miller, Stephen ; GUPTA, RANGAN ; Gil-Alana, Luis ; Canarella, Giorgio ; Gil-Alaa, Luis A. In: Working papers. RePEc:uct:uconnp:2017-13.

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2017On the return-volatility relationship in the Bitcoin market around the price crash of 2013. (2017). Bouri, Elie ; Dyhrberg, Anne Haubo ; Azzi, Georges. In: Economics - The Open-Access, Open-Assessment E-Journal. RePEc:zbw:ifweej:20172.

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2017Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions. (2017). Tiwari, Aviral ; Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:87-95.

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2017Gender Differentials in Health: A Differences-in-Decompositions Estimate. (2017). Koch, Steven ; Omotoso, Kehinde O. In: Working Papers. RePEc:pre:wpaper:201717.

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2017TESTING THE CAUSALITIES BETWEEN ECONOMIC POLICY UNCERTAINTY AND THE US STOCK INDICES: APPLICATIONS OF LINEAR AND NONLINEAR APPROACHES. (2017). Ongan, Serdar ; Gocer, Ismet. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:12:y:2017:i:04:n:s2010495217500166.

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2017Oil Price Shocks and Policy Uncertainty: New Evidence on the Effects of US and non-US Oil Production. (2017). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng . In: Globalization Institute Working Papers. RePEc:fip:feddgw:295.

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2017Oil price shocks, policy uncertainty, and stock returns of oil and gas corporations. (2017). Ratti, Ronald ; Pérez de Gracia, Fernando ; Kang, Wensheng . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:70:y:2017:i:c:p:344-359.

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2017Oil price shocks and policy uncertainty: New evidence on the effects of US and non-US oil production. (2017). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng . In: Working Papers. RePEc:tas:wpaper:23399.

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2017Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations. (2017). GUPTA, RANGAN ; Demirer, Riza ; Balcilar, Mehmet. In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:10:p:1799-:d:114094.

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2017Asymmetric Behaviour in Nominal and Real Housing Prices: Evidence from Advanced and Emerging Economies. (2017). Zerihun, Mulatu Fekadu ; GUPTA, RANGAN ; Antonakakis, Nikolaos ; André, Christophe ; Andre, Christophe. In: Working Papers. RePEc:pre:wpaper:201711.

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2017Do cay and cayMS predict stock and housing returns? Evidence from a nonparametric causality test. (2017). Wohar, Mark ; Sousa, Ricardo ; GUPTA, RANGAN ; Balcilar, Mehmet. In: International Review of Economics & Finance. RePEc:eee:reveco:v:48:y:2017:i:c:p:269-279.

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2017The Role of Economic and Financial Uncertainties in Predicting Commodity Futures Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantiles Test. (2017). GUPTA, RANGAN ; Balcilar, Mehmet ; Bahloul, Walid ; Cunado, Juncal. In: Working Papers. RePEc:pre:wpaper:201725.

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2017On exchange-rate movements and gold-price fluctuations: evidence for gold-producing countries from a nonparametric causality-in-quantiles test. (2017). Pierdzioch, Christian ; GUPTA, RANGAN ; Balcilar, Mehmet. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:14:y:2017:i:4:d:10.1007_s10368-016-0357-z.

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2017Finance, Growth And Fragility. (2017). Rousseau, Peter ; Rewilak, Johan ; Demetriades, Panicos. In: Discussion Papers in Economics. RePEc:lec:leecon:17/13.

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2017The impact of US policy uncertainty on the monetary effectiveness in the Euro area. (2017). GUPTA, RANGAN ; Demirer, Riza ; Balcilar, Mehmet ; van Eyden, Renee. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:39:y:2017:i:6:p:1052-1064.

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2017Financial Globalisation Dynamic Thresholds for Financial Development: Evidence from Africa. (2017). Asongu, Simplice ; de Moor, Lieven. In: The European Journal of Development Research. RePEc:pal:eurjdr:v:29:y:2017:i:1:d:10.1057_ejdr.2016.10.

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2017Investigating the relationship between electricity consumption and economic growth: Evidence from South Africa. (2017). Azam, Muhammad ; Bah, Muhammad Maladoh. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:80:y:2017:i:c:p:531-537.

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2017Credit Ratings and Predictability of Stock Returns and Volatility of the BRICS and the PIIGS: Evidence from a Nonparametric Causality-in-Quantiles Approach. (2017). GUPTA, RANGAN ; Demirer, Riza ; Balcilar, Mehmet ; Bathia, Deven. In: Working Papers. RePEc:pre:wpaper:201719.

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2017Excess stock returns, oil shocks, and policy uncertainty in the U.S.. (2017). Gözgör, Giray ; Demir, Ender ; Gozgor, Giray . In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00090.

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2017How EPU drives long-term industry beta. (2017). Yu, Honghai ; Yan, Panpan ; Du, Donglei ; Fang, Libing. In: Finance Research Letters. RePEc:eee:finlet:v:22:y:2017:i:c:p:249-258.

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2017Dynamic interaction between economic policy uncertainty and financial stress: A multi-scale correlation framework. (2017). Sun, Xiaolei ; Wang, Jun ; Yao, Xiaoyang . In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:214-221.

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2017The Role of Term Spread and Pattern Changes in Predicting Stock Returns and Volatility of the United Kingdom: Evidence from a Nonparametric Causality-in-Quantiles Test Using Over 250 Years of Data. (2017). Wohar, Mark ; GUPTA, RANGAN ; Volkman, David A ; Risse, Marian. In: Working Papers. RePEc:pre:wpaper:201755.

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2017Economic policy uncertainty and stock market returns in PacificRim countries: Evidence based on a Bayesian panel VAR model. (2017). GUPTA, RANGAN ; Hassapis, Christis ; Cunado, Juncal ; Christou, Christina. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:40:y:2017:i:c:p:92-102.

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2017Can volume predict Bitcoin returns and volatility? A quantiles-based approach. (2017). Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie ; Balcilar, Mehmet. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:74-81.

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2017Partisan Conflict and Income Distribution in the United States: A Nonparametric Causality-in-Quantiles Approach. (2017). Miller, Stephen ; GUPTA, RANGAN ; Balcilar, Mehmet ; Akadiri, Seyi. In: Working Papers. RePEc:pre:wpaper:201741.

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2017Partisan Conflict and Income Distribution in the United States: A Nonparametric Causality-in-Quantiles Approach. (2017). Miller, Stephen ; GUPTA, RANGAN ; Balcilar, Mehmet ; Akadiri, Seyi. In: Working papers. RePEc:uct:uconnp:2017-11.

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2017Ambiguous implementation: the partition model. (2017). Yannelis, Nicholas C ; Castro, Luciano I ; Liu, Zhiwei. In: Economic Theory. RePEc:spr:joecth:v:63:y:2017:i:1:d:10.1007_s00199-016-1023-y.

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2017Shifting load through space–The economics of spatial demand side management using distributed data centers. (2017). Fridgen, Gilbert ; Wederhake, Lars ; Thimmel, Markus ; Keller, Robert . In: Energy Policy. RePEc:eee:enepol:v:109:y:2017:i:c:p:400-413.

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2017Convergence of Health Care Expenditures Across the US States: A Reconsideration. (2017). GUPTA, RANGAN ; Chang, Tsangyao ; Apergis, Nicholas ; Christou, Christina. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:133:y:2017:i:1:d:10.1007_s11205-016-1357-7.

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2017Speculating a Fire Sale: Options for Chinese Authorities in Implementing a Domestic Ivory Trade Ban. (2017). Harvey, Ross ; Wu, Yu-Shan ; Alden, Chris . In: Ecological Economics. RePEc:eee:ecolec:v:141:y:2017:i:c:p:22-31.

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2017Does Inequality Help in Forecasting Equity Premium in a Panel of G7 Countries?. (2017). GUPTA, RANGAN ; JAWADI, Fredj ; Christou, Christina. In: Working Papers. RePEc:pre:wpaper:201720.

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2017Does country risks predict stock returns and volatility? Evidence from a nonparametric approach. (2017). GUPTA, RANGAN ; Balcilar, Mehmet ; Suleman, Tahir. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:1173-1195.

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2017Is Wine a Safe-Haven? Evidence from a Nonparametric Causality-in-Quantiles Test. (2017). GUPTA, RANGAN ; Bouri, Elie ; Balcilar, Mehmet ; Antonakakis, Nikolaos. In: Working Papers. RePEc:pre:wpaper:201708.

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2017Does Oil Predict Gold? A Nonparametric Causality-in-Quantiles Approach. (2017). Shahbaz, Muhammad ; Ozdemir, Zeynel ; Balcilar, Mehmet. In: MPRA Paper. RePEc:pra:mprapa:77324.

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2017Does institutional trading drive commodities prices away from their fundamentals: Evidence from a nonparametric causality-in-quantiles test. (2017). Balcilar, Mehmet ; Babalos, Vassilios. In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:126-131.

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2017Financial conditions index (FCI), inflation and growth: Some evidence. (2017). Sahoo, Manamani. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(612):y:2017:i:3(612):p:147-172.

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2017Persistence, Mean-Reversion and Non-linearities in $$\hbox {CO2}$$ CO2 Emissions: Evidence from the BRICS and G7 Countries. (2017). GUPTA, RANGAN ; Gil-Alana, Luis ; Cuñado, Juncal ; Cunado, Juncal. In: Environmental & Resource Economics. RePEc:kap:enreec:v:67:y:2017:i:4:d:10.1007_s10640-016-0009-3.

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2017A new look at oil price pass-through into inflation: evidence from disaggregated European data. (2017). Poncela, Pilar ; Jiménez-Rodríguez, Rebeca ; Senra, Eva ; Jimenez-Rodriguez, Rebeca ; Castro, Cesar . In: Economia Politica: Journal of Analytical and Institutional Economics. RePEc:spr:epolit:v:34:y:2017:i:1:d:10.1007_s40888-016-0048-9.

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2017Oil price shocks and policy uncertainty: New evidence on the effects of US and non-US oil production. (2017). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng . In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:536-546.

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2017Oil Returns and Volatility: The Role of Mergers and Acquisitions. (2017). Tiwari, Aviral ; GUPTA, RANGAN ; Demirer, Riza ; Bos, Martijn. In: Working Papers. RePEc:pre:wpaper:201775.

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2017Which determinant is the most informative in forecasting crude oil market volatility: Fundamental, speculation, or uncertainty?. (2017). Wei, YU ; Hu, Yang ; Lai, Xiaodong ; Liu, Jing. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:141-150.

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2017The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method. (2017). GUPTA, RANGAN ; Bekiros, Stelios ; Balcilar, Mehmet. In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:3:d:10.1007_s00181-016-1150-0.

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2017U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict. (2017). Wohar, Mark ; Miller, Stephen ; Lau, Chi Keung ; GUPTA, RANGAN ; Marco, Chi Keung. In: Working Papers. RePEc:pre:wpaper:201742.

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2017U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict. (2017). Wohar, Mark ; Miller, Stephen ; Lau, Chi Keung ; GUPTA, RANGAN. In: Working papers. RePEc:uct:uconnp:2017-10.

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2017The Role of Current Account Balance in Forecasting the US Equity Premium: Evidence From a Quantile Predictive Regression Approach. (2017). Wohar, Mark ; GUPTA, RANGAN ; Majumdar, Anandamayee. In: Open Economies Review. RePEc:kap:openec:v:28:y:2017:i:1:d:10.1007_s11079-016-9408-x.

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2017Predicting Stock Market Movements with a Time-Varying Consumption-Aggregate Wealth Ratio. (2017). Pierdzioch, Christian ; GUPTA, RANGAN ; Chang, Tsangyao ; Majumdar, Anandamayee. In: Working Papers. RePEc:pre:wpaper:201756.

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2017Foreign Direct Investment and Environmental Pollution: New Evidence from China. (2017). Yan, Meng . In: Econometrics Letters. RePEc:bmo:bmoart:v:4:y:2017:i:1:p:1-17.

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2017Economic evaluation of asymmetric and price range information in gold and general financial markets. (2017). Wu, Chih-Chiang ; Chiu, Junmao. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:74:y:2017:i:c:p:53-68.

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2017The financial economics of white precious metals — A survey. (2017). Vigne, Samuel A ; Yarovaya, Larisa ; Oconnor, Fergal A ; Lucey, Brian M. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:292-308.

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2017The efficiency of the art market: Evidence from variance ratio tests, linear and nonlinear fractional integration approaches. (2017). Wohar, Mark ; GUPTA, RANGAN ; Gil-Alana, Luis ; Aye, Goodness C. In: International Review of Economics & Finance. RePEc:eee:reveco:v:51:y:2017:i:c:p:283-294.

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2017The Effect of Economic Uncertainty on the Housing Market Cycle. (2017). GUPTA, RANGAN ; Clance, Matthew ; Aye, Goodness C. In: Working Papers. RePEc:pre:wpaper:201757.

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2017Does economic policy uncertainty forecast real housing returns in a panel of OECD countries? A Bayesian approach. (2017). GUPTA, RANGAN ; Hassapis, Christis ; Christou, Christina. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:65:y:2017:i:c:p:50-60.

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2017Association between inflation rates and inflation uncertainty in quantile regression. (2017). ALIMI, R.. In: MPRA Paper. RePEc:pra:mprapa:79683.

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2017Does Global Fear Predict Fear in BRICS Stock Markets? Evidence from a Bayesian Graphical VAR Model. (2017). Lau, Chi Keung ; GUPTA, RANGAN ; Bouri, Elie ; Hosseini, Seyedmehdi ; Marco, Chi Keung. In: Working Papers. RePEc:pre:wpaper:201704.

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2017Can (unusual) weather conditions in New York predict South African stock returns?. (2017). GUPTA, RANGAN ; Apergis, Nicholas. In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:377-386.

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2017Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach. (2017). Wohar, Mark ; Uribe, Jorge ; GUPTA, RANGAN ; Chuliá, Helena ; Chulia, Helena. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:178-191.

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2017Forecasting oil and stock returns with a Qual VAR using over 150years off data. (2017). Wohar, Mark ; GUPTA, RANGAN. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:181-186.

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2017Revisiting driving factors of oil price shocks across time scales. (2017). An, Feng ; Huang, Shupei ; Wen, Shaobo. In: Energy. RePEc:eee:energy:v:139:y:2017:i:c:p:617-629.

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Recent citations (cites in year: CiY)

Recent citations received in 2017
YearCiting document
2017Aesthetic labor and visible diversity: The role in retailing service encounters. (2017). Quach, Sara ; Thaichon, Park ; Jebarajakirthy, Charles. In: Journal of Retailing and Consumer Services. RePEc:eee:joreco:v:38:y:2017:i:c:p:34-43.

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2017Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles. (2017). Wang, Shixuan ; Roubaud, David ; Lau, Chi Keung ; GUPTA, RANGAN ; Bouri, Elie ; Marco, Chi Keung. In: Working Papers. RePEc:pre:wpaper:201750.

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2017The Effect of Economic Uncertainty on the Housing Market Cycle. (2017). GUPTA, RANGAN ; Clance, Matthew ; Aye, Goodness C. In: Working Papers. RePEc:pre:wpaper:201757.

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2017Testing for Asymmetric Nonlinear Short- and Long-Run Relationships between Bitcoin, Aggregate Commodity and Gold Prices. (2017). Shahbaz, Muhammad ; GUPTA, RANGAN ; Bouri, Elie ; Lahiani, Amine. In: Working Papers. RePEc:pre:wpaper:201760.

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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 ; Bonato, Matteo ; Apergis, Nicholas ; 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 ; Akinsomi, Omokolade ; Marco, Chi Keung. 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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CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 2th 2018. Contact: CitEc Team