• India and the rest of the world : analyses of international monetary policy spillovers 

  Salisu, Afees A. (Bank Indonesia Institute, 2024)

  The US is India’s largest trading partner, followed by the European Union. Our study, using the GVAR model, shows that a US Monetary Policy (MP) shock results in a depreciation of the Indian currency vis-a-vis the dollar. ...
• Strategic analyses on the South African grid supply and consumption inefficiencies by market segments 

  Ateba, Benedict B.; Issock, Paul B.I.; Struweg, Ilse; Meyer-Heydenrych, Christine De; Inglesi-Lotz, Roula (Taylor and Francis, 2024-12)

  The surging energy demand from residential and industrial sectors necessitates effective performance from the energy sector. The efficiency of energy generation, supply, and distribution is a crucial global agenda, as ...
• Green finance, green innovation, and industrial development in Africa 

  Nchofoung, Tii N.; Edoh, Ofeh Marilyn; Monkam, Nara F. (Elsevier, 2024-12)

  The issue of promoting green industrial productivity has emerged as a pivotal concern in economic development, attracting substantial attention from scholars and policy makers alike. This study aims to scrutinize the ...
• Possible welfare benefits of basic income support : evidence from a benefit incidence analysis in South Africa 

  Chisadza, Carolyn; Chitiga-Mabugu, Margaret; Mabugu, Ramos Emmanuel; Nicholls, Nicky; Omotoso, Kehinde Oluwaseun; Yitbarek, Eleni (Wiley, 2024)

  The study investigates the potential welfare effect of basic income support (BIS) in reducing poverty and inequality in South Africa. Using the 2017 labour force survey and a benefit incidence analysis, we consider three ...
• Asymmetric effects of economic policy uncertainty on food security in Nigeria 

  Kotur, Lydia N.; Aye, Goodness Chioma; Ayoola, Josephine B. (MDPI, 2024-03-11)

  This study investigates the asymmetric effects of economic policy uncertainty (EPU) on food security in Nigeria, utilizing annual time series data from 1970 to 2021. The study used descriptive statistics, unit root tests, ...
• The determinants of office yields in European cities 

  Akinsomi, Omokolade; Duah, Samuel; Clance, M.W. (Matthew) (Taylor and Francis, 2024)

  This paper examines the drivers of prime office yields in Europe. Specifically, the paper uses 16 European cities across 8 European countries including United Kingdom, France, Germany, Italy, Spain, Belgium, Netherlands, ...
• Safe havens, machine learning, and the sources of geopolitical risk : a forecasting analysis using over a century of data 

  Gupta, Rangan; Karmakar, Sayar; Pierdzioch, Christian (Springer, 2024-07)

  We use monthly data covering a century-long sample period (1915–2021) to study whether geopolitical risk helps to forecast subsequent gold volatility. We account not only for geopolitical threats and acts, but also for ...
• The effects of conventional and unconventional monetary policy shocks on US REITs moments: evidence from VARs with functional shocks 

  Wang, Shixuan; Gupta, Rangan; Bonato, Matteo; Cepni, Oguzhan (Springer, 2024)

  We use a vector autoregressive model with functional shocks, capturing the shift of the entire term structure of interest rates on monetary policy announcement dates, to empirically evaluate the effects of conventional and ...
• Editorial : Global excellence in cost and resource allocation : Africa 

  Alaba, Olufunke A.; Aye, Goodness Chioma (Frontiers Media, 2024)

  No abstract available.
• Xenophobia and quality of life : evidence from South Africa 

  Chisadza, Carolyn (Sage, 2024)

  This study examines the associations between immigrant attitudes and various aspects related to quality of life, such as access to public services, social interactions, and national identity in South Africa. Using South ...
• Time-varying effects of extreme weather shocks on output growth of the United States 

  Sheng, Xin; Gupta, Rangan; Cepni, Oguzhan (Elsevier, 2024-12)

  This study investigates the impact of a structural shock to a metric of extreme weather, identified using sign restrictions, on output growth (and inflation) in the United States (US) from 1961 to 2022, using a new class ...
• Leveraging the potential of artificial intelligence (AI) in exploring the interplay among tax revenue, institutional quality, and economic growth in the G-7 countries 

  Saba, Charles Shaaba; Monkam, Nara F. (Springer, 2024)

  Due to G-7 countries' commitment to sustaining United Nations Sustainable Development Goal 8, which focuses on sustainable economic growth, there is a need to investigate the impact of tax revenue and institutional quality ...
• Forecasting U.S. recessions using over 150 years of data : stock-market moments versus oil-market moments 

  Bouri, Elie; Gupta, Rangan; Pierdzioch, Christian; Polat, Onur (Elsevier, 2024-11)

  Using monthly data from 1871 to 2024 and logistic models with shrinkage estimators, we compare the contribution of stock and oil-market moments (returns, volatility, skewness, and kurtosis) to the accuracy of out-of-sample ...
• Realized stock market volatility of the United States : the role of employee sentiment 

  Gupta, Rangan; Hall, Savanah; Pierdzioch, Christian (World Scientific Publishing, 2024-06)

  Using data for the United States (US) stock market covering the sample period from 2008:06 to 2020:12, we study the incremental predictive value of employee sentiment for the realized volatility of stock returns. In doing ...
• Technological shocks and stock market volatility over a century 

  Salisu, Afees A.; Demirer, Riza; Gupta, Rangan (Elsevier, 2024-12)

  This paper provides a novel perspective on the innovation-stock market nexus by examining the predictive relationship between technological shocks and stock market volatility using data over a period of more than 140 years. ...
• Examining potential health gains arising from reduced risk consumption in South Africa via the PRIME model 

  Koch, Steven F. (Springer, 2024-07)

  OBJECTIVES : Non-communicable diseases (NCDs) account for over 30% of disability-adjusted life years in South Africa. In this research, we offer an estimate of the potential reduction in NCD incidence that would arise ...
• Stock market volatility and multi-scale positive and negative bubbles 

  Gupta, Rangan; Nel, Jacobus; Nielsen, Joshua; Pierdzioch, Christian (Elsevier, 2025-01)

  We study whether booms and busts in the stock market of the United States (US) drives its volatility. Given this, first, we employ the Multi-Scale Log-Periodic Power Law Singularity Confidence Indicator (MS-LPPLS-CI) ...
• Linear and threshold effect of CO2 emissions, economic development, clean fuel and technology on health expenditure in Central Asia 

  Inglesi-Lotz, Roula; Kuziboev, Bekhzod; Ibragimov, Jakhongir; Rajabov, Alibek; Liu, Jie; Abdullaev, Farkhod (EconJournals, 2024-07)

  The investigation is a pioneer in examining the joint impact of CO2 emissions, economic development, access to clean fuel and technology, and threshold effect on health expenditure in Central Asia. For this purpose, the ...
• Exploring the impact of women governance on CO2 emissions in the European Union and Central Asia 

  Inglesi-Lotz, Roula; Oosthuizen, Anna Maria; Jumaniyazova, Sharifa; Kuziboev, Bekhzod; Liu, Jie (EconJournals, 2024-05)

  The study is novel to contribute to the literature investigating the relationship among CO2 emissions, women governance, economic development, fossil fuel energy consumption and renewable energy consumption, using a balanced ...
• Climate risks and stock market volatility over a century in an emerging market economy : the case of South Africa 

  Wu, Kejin; Karmakar, Sayar; Gupta, Rangan; Pierdzioch, Christian (MDPI, 2024-05)

  Because climate change broadcasts a large aggregate risk to the overall macroeconomy and the global financial system, we investigate how a temperature anomaly and/or its volatility affect the accuracy of forecasts of stock ...

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