• Advances in using vector autoregressions to estimate structural magnitudes 

  Baumeister, Christiane; Hamilton, James D. (Cambridge University Press, 2024)

  This paper surveys recent advances in drawing structural conclusions from vector autoregressions (VARs), providing a unified perspective on the role of prior knowledge. We describe the traditional approach to identification ...
• A supply-side alternative for SRD grants in South Africa 

  Van Heerden, J.H. (Jan Horn), 1957-; Horridge, Jonathan Mark; Suarez-Cuesta, David (Wiley, 2024-03)

  During a lively debate between Haroon Bhorat and Michael Sachs at the University of Pretoria recently, Bhorat pleaded for supply-side measures to alleviate poverty in South Africa, rather than demand-side measures. (The ...
• Analysing the interplay between energy transition, resource consumption, deforestation, and environmental factors on agricultural productivity : insights from APEC countries 

  Zhou, Zhongmin; Sharif, Arshian; Inglesi-Lotz, Roula; Bashir, Muhammad Farhan (Elsevier, 2024-03)

  The growing focus on regional and international environmental cooperation has helped further discussions about environmental sustainability. This study evaluates agricultural economic productivity and how it is affected ...
• Economic disasters and inequality : a note 

  Ćorić, Bruno; Gupta, Rangan (Springer, 2023-10)

  This paper analyzes the dynamic effects of economic disasters, captured by cumulative decline in output of at least 10% over 1 or more years, on disposable income inequality of a sample of 99 countries over the annual ...
• Endogenous long-term productivity performance in advanced countries: a novel two-dimensional fuzzy-Monte Carlo approach 

  Antunes, Jorge; Aye, Goodness Chioma; Gupta, Rangan; Wanke, Peter; Tan, Yong (World Scientific Publishing, 2024-01)

  Better performance at a country level will provide benefits to the whole population. This issue has been studied from various perspectives using empirical methods. However, little effort has as yet been made to address the ...
• Real-time forecast of DSGE models with time-varying volatility in GARCH form 

  Çekin, Semih Emre; Ivashchenko, Sergey; Gupta, Rangan; Lee, Chien-Chiang (Elsevier, 2024-05)

  Recent research shows that time-varying volatility plays a crucial role in non-linear modeling. Contributing to this literature, we suggest an approach that allows for straightforward computation of DSGE models with ...
• El Nino, La Nina, and forecastability of the realized variance of agricultural commodity prices : evidence from a machine learning approach 

  Bonato, Matteo; Cepni, Oguzhan; Gupta, Rangan; Pierdzioch, Christian (Wiley, 2023-07)

  We examine the predictive value of El Niño and La Niña weather episodes for the subsequent realized variance of 16 agricultural commodity prices. To this end, we use high-frequency data covering the period from 2009 to ...
• Technology shocks and crude oil market connection : the role of climate change 

  Salisu, Afees A.; Isah, Kazeem; Oloko, Tirimisiyu O. (Elsevier, 2024-02)

  We study the connection between global technology shocks (TS) and the crude oil market from 1880 to 2018. Our study utilizes newly constructed global TS datasets that cover OECD countries and 164 countries, while also ...
• Revisiting international house price convergence using house price level data 

  André, Christophe; Christou, Christina; Gupta, Rangan (Elsevier, 2024)

  The literature on house price convergence largely relies on house price indices, based in an arbitrary year, rather than on actual price levels. This is essentially due to the scarcity of comparable house price level data. ...
• Stock market bubbles and the realized volatility of oil price returns 

  Gupta, Rangan; Nielsen, Joshua; Pierdzioch, Christian (Elsevier, 2024-04)

  Using monthly data for the G7 countries from 1973 to 2020, we study whether stock market bubbles help to forecast out-of-sample the realized volatility of oil price returns. We use the Multi-Scale Log-Periodic Power Law ...
• Realized volatility spillovers between energy and metal markets : a time-varying connectedness approach 

  Cunado, Juncal; Gabauer, David; Gupta, Rangan (SpringerOpen, 2024-01)

  This paper analyzes the degree of dynamic connectedness between energy and metal commodity prices in the pre and post-COVID-19 era, using the time-varying parameter vector autoregressive connectedness approach of Antonakakis ...
• On the propagation mechanism of international real interest rate spillovers : evidence from more than 200 years of data 

  Cunado, Juncal; Gabauer, David; Gupta, Rangan; Lee, Chien-Chiang (Routledge, 2024)

  This article analyzes the real interest rate transmission mechanism across the United States, Japan, France, Germany, Holland, Italy, Spain and the United Kingdom over a period of more than 200 years. Based on a time-varying ...
• Inflation–inequality puzzle: is it still apparent? 

  Berisha, Edmond; Gupta, Rangan; Gharehgozli, Orkideh (Emerald, 2024)

  PURPOSE : The primary focus of this study is to examine the distributional consequences of the widespread increase in prices. The fundamental question the study aims to address is whether the dynamics of income distribution ...
• Time-varying predictability of financial stress on inequality in United Kingdom 

  Berisha, Edmond; Gabauer, David; Gupta, Rangan; Nel, Jacobus (Emerald, 2023-07)

  PURPOSE : Existing empirical evidence suggests that episodes of financial stress (crises) can act as driver of growth of inequality. Consequently, in this study, the authors explore the time-varying predictive power of an ...
• Commodity price shocks, labour market dynamics and monetary policy in small open economies 

  Naraidoo, Ruthira; Paez-Farrell, Juan (Elsevier, 2023-06)

  We analyse the transmission mechanism of commodity price shocks in inflation targeting emerging economies. Using a panel vector autoregression, we find that for a commodity exporter, the shock causes a real exchange rate ...
• The Lancet Commission on peaceful societies through health equity and gender equality 

  Percival, Valerie; Thoms, Oskar Timo; Oppenheim, Ben; Rowlands, Dane; Chisadza, Carolyn; Fewer, Sara; Yamey, Gavin; Alexander, Amy C.; Allaham, Chloe L.; Causevic, Sara; Daudelin, Francois; Gloppen, Siri; Guha-Sapir, Debarati; Hadaf, Maseh; Henderson, Samuel; Hoffman, Steven J.; Langer, Ana; Lebbos, Toni Joe; Leomil, Luiz; Lyytikainen, Minna; Malhotra, Anju; Mkandawire, Paul; Norris, Holly A.; Ottersen, Ole Petter; Phillips, Jason; Rawet, Sigrun; Salikova, Alexa; Mohamed, Idil Shekh; Zazai, Ghazal; Halanent, Tarja; Kyobutungi, Catherine; Bhutta, Zulfiqara; Friberg, Peter (Elsevier, 2023-11)

  The multiple and overlapping crises faced by countries, regions, and the world appear unprecedented in their magnitude and complexity. Protracted conflicts continue and new ones emerge, fuelled by geopolitics and social, ...
• Constructing geopolitical risk index for Nigeria 

  Salisu, Afees A.; Salisu, Sulaiman; Salisu, Subair (Elsevier, 2023-11)

  We focus on computing the geopolitical risk index (GPRI) for Nigeria, the largest economy in Africa. The country has faced crises, including Boko Haram insurgency, banditry, kidnapping, EndSARS, and regional secession, ...
• Unrealized arbitrage opportunities in naive equilibria with non-Bayesian belief processes 

  Zimper, Alexander (Elsevier, 2023-09)

  A non-Bayesian decision maker forms posterior beliefs through an – ever so slightly – violation of Bayes’ rule. A naive equilibrium is a competitive equilibrium for a multiperiod complete markets economy such that every ...
• Basic needs (in)security and subjective equivalence scales 

  Koch, Steven F. (Springer, 2023-10)

  Equivalence scales are policy parameters for inequality measurement, tax deductions and subsidies. Thus, their accuracy is relevant both for budgets and social cohesion; however, their measurement is subject to debate ...
• African perspectives on researching social entrepreneurship 

  Farhoud, Mohamed; Bignotti, Alex; Hamann, Ralph; Kauami, Ngunoue Cynthia; Kiconco, Michelle; Ghalwash, Seham; De Beule, Filip; Tladi, Bontle; Matomela, Sanele; Kgaphola, Mollette (Emerald, 2023-11)

  PURPOSE – Context matters in social entrepreneurship, and it matters a lot. Social entrepreneurs are deeply entrenched in the context where they operate: they respond to its challenges, are shaped by it, and attempt ...

View more