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Showing 100 out of a total of 689 results for collection: Research Articles (University of Pretoria).
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Contagious diseases and gold : over 700 years of evidence from quantile regressions
Bouri, Elie
;
Gupta, Rangan
;
Nel, Jacobus
;
Shiba, Sisa
(
Elsevier
,
2022-12
)
Persistence, mean-reversion and non-linearities in infant mortality rates
Gil-Alana, Luis A.
;
Cunado, Juncal
;
Gupta, Rangan
(
Springer
,
2017-03
)
Rational expectations and the effects of financial liberalization of price level and output
Gupta, Rangan
(
Juta Academic
,
2007-03
)
U.S. state-level carbon dioxide emissions : does it affect health care expenditure?
Apergis, Nicholas
;
Gupta, Rangan
;
Lau, Chi Keung Marco
;
Mukherjee, Zinnia
(
Elsevier
,
2018-08
)
Openness and growth : is the relationship non-linear?
Gupta, Rangan
;
Stander, Lardo
;
Vaona, Andrea
(
Wiley
,
2023-07
)
Military expenditure, economic growth and structural instability : a case study of South Africa
Aye, Goodness Chioma
;
Balcilar, Mehmet
;
Dunne, John P.
;
Gupta, Rangan
;
Van Eyden, Renee
(
Routledge
,
2014
)
The effect of monetary policy on house price inflation : a factor augmented vector autoregression (FAVAR) approach
Gupta, Rangan
;
Kabundi, Alain
(
Emerald
,
2010
)
Sentiment regimes and reaction of stock markets to conventional and unconventional monetary policies : evidence from OECD countries
Cepni, Oguzhan
;
Gupta, Rangan
;
Ji, Qiang
(
Routledge
,
2023
)
Structure dependence between oil and agricultural commodities returns : the role of geopolitical risks
Tiwari, Aviral Kumar
;
Boachie, Micheal Kofi
;
Suleman, Muhammed Tahir
;
Gupta, Rangan
(
Elsevier
,
2021-03
)
On international uncertainty links : BART-based empirical evidence for Canada
Gupta, Rangan
;
Pierdzioch, Christian
;
Risse, Marian
(
Elsevier
,
2016-06
)
Unemployment rate hysteresis and the great recession : exploring the metropolitan evidence
Canarella, Giorgio
;
Gupta, Rangan
;
Miller, Stephen M.
;
Pollard, Stephen K.
(
Springer
,
2019-01
)
The role of investor sentiment in forecasting housing returns in China : a machine learning approach
Cepni, Oguzhan
;
Gupta, Rangan
;
Onay, Yigit
(
Wiley
,
2022-07-11
)
Dutch disease effect of oil rents on agriculture value added in Middle East and North African (MENA) countries
Apergis, Nicholas
;
El-Montasser, Ghassen
;
Sekyere, Emmanuel
;
Ajmi, Ahdi Noomen
;
Gupta, Rangan
(
Elsevier
,
2014-09
)
The role of economic policy uncertainty in predicting output growth in emerging markets : a mixed-frequency Granger causality approach
Balcilar, Mehmet
;
Ike, George
;
Gupta, Rangan
(
Routledge
,
2022
)
Financial liberalisation and inflationary dynamics in the context of a small open economy
Gupta, Rangan
(
Faculty of Economic and Management Sciences University of Pretoria
,
2006-03
)
Time-varying rare disaster risks, oil returns and volatility
Demirer, Riza
;
Gupta, Rangan
;
Suleman, Tahir
;
Wohar, Mark E.
(
Elsevier
,
2018-09
)
Predictive ability of competing models for South Africa's fixed business non-residential investment spending
Van Eyden, Renee
;
Aye, Goodness Chioma
;
Gupta, Rangan
(
Academy of Economic Studies
,
2013
)
The role of housing sentiment in forecasting U.S. home sales growth : evidence from a Bayesian compressed vector autoregressive model
Gupta, Rangan
;
Lau, Chi Keung Marco
;
Plakandaras, Vasilios
;
Wong, Wing-Keung
(
Routledge
,
2019
)
Optimal public policy with endogenous mortality
Gupta, Rangan
;
Ziramba, Emmanuel
(
Taylor & Francis
,
2010-09
)
The role of news-based uncertainty indices in predicting oil markets : a hybrid nonparametric quantile causality method
Balcilar, Mehmet
;
Bekiros, Stelios
;
Gupta, Rangan
(
Springer
,
2017-11
)
Socio-political instability and growth dynamics
Bittencourt, Manoel
;
Gupta, Rangan
;
Makena, Philton
;
Stander, Lardo
(
Elsevier
,
2022-12
)
A note on the COVID-19 shock and real GDP in emerging economies
Salisu, Afees A.
;
Adediran, Idris A.
;
Gupta, Rangan
(
Routledge
,
2022
)
Renewable energy and growth : evidence from heterogeneous panel of G7 countries using Granger causality
Chang, Tsangyao
;
Gupta, Rangan
;
Inglesi-Lotz, Roula
;
Simo-Kengne, Beatrice Desiree
;
Smithers, Devon
;
Trembling, Amy
(
Elsevier
,
2015-12
)
Time-frequency relationship between U.S. output with commodity and asset prices
Tiwari, Aviral Kumar
;
Albulescu, Claudiu T.
;
Gupta, Rangan
(
Routledge
,
2016-01
)
Are stock prices related to the political uncertainty index in OECD countries? Evidence from the bootstrap panel causality test
Chang, Tsangyao
;
Chen, Wen-Yi
;
Gupta, Rangan
;
Nguyen, Duc Khuong
(
Elsevier
,
2015-06
)
The role of economic uncertainty in forecasting exchange rate returns and realized volatility : evidence from quantile predictive regressions
Christou, Christina
;
Gupta, Rangan
;
Hassapis, Christis
;
Suleman, Tahir
(
Wiley
,
2018-11
)
Disaggregated oil shocks and stock-market tail risks : evidence from a panel of 48 economics
Gupta, Rangan
;
Sheng, Xin
;
Pierdzioch, Christian
;
Ji, Qiang
(
Elsevier
,
2021-12
)
Forecasting international REITs volatility : the role of oil-price uncertainty
Wang, Jiqian
;
Gupta, Rangan
;
Cepni, Oguzhan
;
Ma, Feng
(
Routledge
,
2023
)
DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa
Gupta, Rangan
;
Kanda, Patrick T.
;
Modise, Mampho P.
;
Paccagnini, Alessia
(
Routledge
,
2015
)
Income inequality and house prices across US states?
Berisha, Edmond
;
Meszaros, John
;
Gupta, Rangan
(
Elsevier
,
2023-10
)
Herding in international REITs markets around the COVID-19 pandemic
Lesame, Keagile
;
Ngene, Geoffrey M.
;
Gupta, Rangan
;
Bouri, Elie
(
Elsevier
,
2024-01
)
Forecasting the South African economy with VARs and VECMs
Gupta, Rangan
(
Blackwell
,
2006-12
)
Out-of-sample equity premium predictability in South Africa : evidence from a large number of predictors
Gupta, Rangan
;
Modise, Mampho P.
;
Uwilingiye, Josine
(
Routledge
,
2016
)
An in-sample and out-of-sample empirical investigation of the nonlinearity in house prices of South Africa
Balcilar, Mehmet
;
Gupta, Rangan
;
Shah, Zahra B.
(
Elsevier
,
2011-05
)
Does inequality help in forecasting equity premium in a panel of G7 countries?
Christou, Christina
;
Gupta, Rangan
;
Jawadi, Fredj
(
Elsevier
,
2021-07
)
Does global fear predict fear in BRICS stock markets? Evidence from a Bayesian Graphical Structural VAR model
Bouri, Elie
;
Gupta, Rangan
;
Hosseini, Seyedmehdi
;
Lau, Chi Keung Marco
(
Elsevier
,
2018-03
)
Presidential cycles in the USA and the dollar-pound exchange rate : evidence from over two centuries
Gupta, Rangan
;
Wohar, Mark E.
(
Asia University, Taiwan
,
2019-06
)
The impact of US policy uncertainty on the monetary effectiveness in the Euro area
Balcilar, Mehmet
;
Demirer, Riza
;
Gupta, Rangan
;
Van Eyden, Renee
(
Elsevier
,
2017-11
)
A note on financial vulnerability and volatility in emerging stock markets : evidence from GARCH-MIDAS models
Demirer, Riza
;
Gupta, Rangan
;
Li, He
;
You, Yu
(
Routledge
,
2023
)
Time-varying causality between research output and economic growth in US
Inglesi-Lotz, Roula
;
Balcilar, Mehmet
;
Gupta, Rangan
(
Springer
,
2014-07
)
Do US economic conditions at the state level predict the realized volatility of oil-price returns? A quantile machine-learning approach
Gupta, Rangan
;
Pierdzioch, Christian
(
SpringerOpen
,
2023-01
)
The role of real estate uncertainty in predicting US home sales growth : evidence from a quantiles-based Bayesian model averaging approach
Cepni, Oguzhan
;
Gupta, Rangan
;
Wohar, Mark E.
(
Routledge
,
2020
)
Merger and acquisitions in South African banking : a network DEA model
Wanke, Peter
;
Maredza A.
;
Gupta, Rangan
(
Elsevier
,
2017-10
)
Do we need a global VAR model to forecast inflation and output in South Africa?
De Waal, Annari
;
Van Eyden, Renee
;
Gupta, Rangan
(
Routledge
,
2015
)
On the transmission mechanism of country-specific and international economic uncertainty spillovers : evidence from a TVP-VAR connectedness decomposition approach
Gabauer, David
;
Gupta, Rangan
(
Elsevier
,
2018-10
)
Do precious metal prices help in forecasting South African inflation?
Balcilar, Mehmet
;
Katzke, Nico
;
Gupta, Rangan
(
Elsevier
,
2017-04
)
Stock market bubbles and the realized volatility of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
(
Elsevier
,
2024-04
)
The financial US uncertainty spillover multiplier : evidence from a GVAR model
Salisu, Afees A.
;
Gupta, Rangan
;
Demirer, Riza
(
Wiley
,
2022-12
)
The efficiency of the art market : evidence from variance ratio tests, linear and nonlinear fractional integration approaches
Aye, Goodness Chioma
;
Gil-Alana, Luis A.
;
Gupta, Rangan
;
Wohar, Mark E.
(
Elsevier
,
2017-09
)
The predictive value of inequality measures for stock returns : an analysis of long-span UK data using quantile random forests
Gupta, Rangan
;
Pierdzioch, Christian
;
Vivian, Andrew J.
;
Wohar, Mark E.
(
Elsevier
,
2018-08
)
Climate risks and realized volatility of major commodity currency exchange rates
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
;
Pierdzioch, Christian
(
Elsevier
,
2023-01
)
Time-varying persistence in US inflation
Caporin, Massimiliano
;
Gupta, Rangan
(
Springer
,
2017-09
)
Mixed-frequency forecasting of crude oil volatility based on the information content of global economic conditions
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
;
Ji, Qiang
(
Wiley
,
2022-01
)
Time-varying role of macroeconomic shocks on house prices in the US and UK : evidence from over 150 years of data
Plakandaras, Vasilios
;
Gupta, Rangan
;
Katrakilidis, Constantinos
;
Wohar, Mark E.
(
Springer
,
2020-05
)
The role of current account balance in forecasting the US equity premium : evidence from a quantile predictive regression approach
Gupta, Rangan
;
Majumdar, Anandamayee
;
Wohar, Mark E.
(
Springer
,
2017-02
)
Is wine a good choice for investment?
Bouri, Elie
;
Gupta, Rangan
;
Wong, Wing-Keung
;
Zhu, Zhenzhen
(
Elsevier
,
2018-10
)
Forecasting aggregate retail sales : the case of South Africa
Aye, Goodness Chioma
;
Balcilar, Mehmet
;
Gupta, Rangan
;
Majumdar, Anandamayee
(
Elsevier
,
2015-02
)
Has the SARB become more effective post inflation targeting?
Gupta, Rangan
;
Kabundi, Alain
;
Modise, Mampho P.
(
Royal Society of Chemistry
,
2010-01
)
Comovement in Euro area housing prices : a fractional cointegration approach
Gupta, Rangan
;
Andre, Christophe
;
Gil-Alana, Luis A.
(
Sage
,
2015-12
)
Using large data sets to forecast house prices : a case study of twenty U.S. states
Gupta, Rangan
;
Kabundi, Alain
;
Miller, Stephen M.
(
American Real Estate Society
,
2011
)
Does sunspot numbers cause global temperatures? A reconsideration using non-parametric causality tests
Hassani, Hossein
;
Huang, Xu
;
Gupta, Rangan
;
Ghodsi, Mansi
(
Elsevier
,
2016-10
)
Terror attacks and stock-market fluctuations : evidence based on a nonparametric causality-in-quantiles test for the G7 countries
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
;
Wohar, Mark E.
(
Routledge
,
2018
)
Forecasting inflation in an inflation targeting economy : structural versus nonstructural models
Gupta, Rangan
(
Routledge
,
2017-01
)
Forecasting the realized variance of oil-price returns using machine learning : is there a role for U.S. state-level uncertainty?
Cepni, Oguzhan
;
Gupta, Rangan
;
Pienaar, Daniel
;
Pierdzioch, Christian
(
Elsevier
,
2022-10
)
Can we beat the random-walk model for the South African Rand-US Dollar and South African Rand-UK Pound exchange rates? : Evidence from dynamic model averaging
De Bruyn, Riané
;
Gupta, Rangan
;
Van Eyden, Renee
(
Routledge
,
2015-05
)
Time-varying effects of housing and stock returns on U.S. consumption
Simo-Kengne, Beatrice Desiree
;
Miller, Stephen M.
;
Gupta, Rangan
;
Aye, Goodness Chioma
(
Springer
,
2015-04
)
Forecasting realized volatility of Bitcoin : the role of the trade war
Bouri, Elie
;
Gkillas, Konstantinos
;
Gupta, Rangan
;
Pierdzioch, Christian
(
Springer
,
2021-01
)
Monetary policy reaction to uncertainty in Japan : evidence from a quantile-on-quantile interest rate rule
Christou, Christina
;
Naraidoo, Ruthira
;
Gupta, Rangan
;
Hassapis, Christis
(
Wiley
,
2022-04
)
Forecasting interest rate volatility of the United Kingdom : evidence from over 150 years of data
Hassani, Hossein
;
Yeganegi, Mohammad Reza
;
Cunado, Juncal
;
Gupta, Rangan
(
Taylor and Francis
,
2020
)
The predictive power of oil price shocks on realized volatility of oil : a note
Demirer, Riza
;
Gupta, Rangan
;
Pierdzioch, Christian
;
Shahzad, Syed Jawad Hussain
(
Elsevier
,
2020-12
)
Convergence in provincial-level South African house prices : evidence from the club convergence and clustering procedure
Apergis, Nicholas
;
Simo-Kengne, Beatrice Desiree
;
Gupta, Rangan
(
Wiley
,
2015-03
)
High-frequency impact of monetary policy and macroeconomic surprises on US MSAs and aggregate US housing returns and volatility : a GJR-GARCH approach
Nyakabawo, Wendy
;
Gupta, Rangan
;
Marfatia, Hardik A.
(
Asia University, Taiwan
,
2018-12
)
Income inequality and oil resources : panel evidence from the United States
Berisha, Edmond
;
Chisadza, Carolyn
;
Clance, M.W. (Matthew)
;
Gupta, Rangan
(
Elsevier
,
2021-12
)
Manager sentiment and stock market volatility
Gupta, Rangan
(
Allied Business Academies
,
2019
)
Time-varying risk aversion and the predictability of bond premia
Cepni, Oguzhan
;
Demirer, Riza
;
Gupta, Rangan
;
Pierdzioch, Christian
(
Elsevier
,
2020-05
)
Loan portfolio conditional loss estimation using an error-correcting macroeconometric model
De Wet, Albertus Hendrik
;
Van Eyden, Renee
;
Gupta, Rangan
(
Africagrowth Institute
,
2010
)
Climate risks and predictability of the trading volume of gold : evidence from an INGARCH model
Karmakar, Sayar
;
Gupta, Rangan
;
Cepni, Oguzhan
;
Rognone, Lavinia
(
Elsevier
,
2023-05
)
Impact of housing price uncertainty on herding behavior : evidence from UK’s regional housing markets
Ngene, Geoffrey M.
;
Gupta, Rangan
(
Springer
,
2023-06
)
Price jumps in developed stock markets : the role of monetary policy committee meetings
Gupta, Rangan
;
Lau, Chi Keng Marco
;
Liu, Ruipeng
;
Marfatia, Hardik A.
(
Springer
,
2019-04
)
Forecasting macroeconomic variables in a small open economy : a comparison between small- and large-scale models
Gupta, Rangan
;
Kabundi, Alain
(
2010-01
)
The relationship between oil and agricultural commodity prices in South Africa : a quantile causality approach
Balcilar, Mehmet
;
Chang, Shinhye
;
Gupta, Rangan
;
Kasongo, Vanessa
;
Kyei, Clement Kweku
(
Tennessee State University College of Business
,
2016
)
Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching : evidence from over a century of data
Ji, Qiang
;
Liu, Bing-Yue
;
Cunado, Juncal
;
Gupta, Rangan
(
Elsevier
,
2020-01
)
Effect of uncertainty on U.S. stock returns and volatility : evidence from over eighty years of high-frequency data
Gupta, Rangan
;
Marfatia, Hardik A.
;
Olson, Eric
(
Routledge
,
2020
)
Global geopolitical risk and inflation spillovers across European and North American economies
Bouri, Elie
;
Gabauer, David
;
Gupta, Rangan
(
Elsevier
,
2023-10
)
House price, stock price and consumption in South Africa : a structural VAR approach
Aye, Goodness Chioma
;
Gupta, Rangan
;
Kaninda, N.A. (Nkunda Alain)
;
Nyakabawo, Wendy
;
Razak, Aarifah
(
Virtus Interpress
,
2013
)
Partisan conflict and income inequality in the United States : a nonparametric causality-in-quantiles approach
Balcilar, Mehmet
;
Akadiri, Seyi Saint
;
Gupta, Rangan
;
Miller, Stephen M.
(
Springer
,
2019-02
)
Firm-level political risk and asymmetric volatility
Aye, Goodness Chioma
;
Balcilar, Mehmet
;
Demirer, Riza
;
Gupta, Rangan
(
Elsevier
,
2018-11
)
The causal relationship between exports and economic growth in the nine provinces of South Africa : evidence from panel-Granger causality test
Chang, Tsangyao
;
Simo-Kengne, Beatrice Desiree
;
Gupta, Rangan
(
Inderscience
,
2013
)
Forecasting US aggregate stock market excess return : do functional data analysis add economic value?
Caldeira, Joao F.
;
Gupta, Rangan
;
Torrent, Hudson S.
(
MDPI
,
2020-11-16
)
International monetary policy spillovers : evidence from a time-varying parameter vector autoregression
Antonakakis, Nikolaos
;
Gabauer, David
;
Gupta, Rangan
(
Elsevier
,
2019-10
)
A large factor model for forecasting macroeconomic variables in South Africa
Gupta, Rangan
;
Kabundi, Alain
(
Elsevier
,
2011-10
)
Forecasting oil and gold volatilities with sentiment indicators under structural breaks
Luo, Jiawen
;
Demirer, Riza
;
Gupta, Rangan
;
Ji, Qiang
(
Elsevier
,
2022-01
)
The role of an aligned investor sentiment index in predicting bond risk premia of the U.S
Cepni, Oguzhan
;
Guney, I. Ethem
;
Gupta, Rangan
;
Wohar, Mark E.
(
Elsevier
,
2020-11
)
Monetary policy and speculative spillovers in financial markets
Demirer, Riza
;
Gabauer, David
;
Gupta, Rangan
;
Ji, Qiang
(
Elsevier
,
2021-04
)
Forecastability of agricultural commodity futures realised volatility with daily infectious disease-related uncertainty
Shiba, Sisa
;
Aye, Goodness Chioma
;
Gupta, Rangan
;
Goswami, Samrat
(
MDPI
,
2022-11-10
)
Bubbles in South African house prices and their impact on consumption
Das, Sonali
;
Gupta, Rangan
;
Kanda, Patrick T.
(
American Real Estate Society
,
2011
)
The effects of public expenditures on labour productivity in Europe
Fedotenkov, Igor
;
Gupta, Rangan
(
Springer
,
2021-11
)
A historical analysis of the US stock price index using empirical mode decomposition over 1791–2015
Tiwari, Aviral Kumar
;
Dar, Arif B.
;
Bhanja, Niyati
;
Gupta, Rangan
(
Kiel Institute for the World Economy
,
2016-02-24
)
Asymmetric effects of inequality on real output levels of the United States
Nasr, Adnen Ben
;
Balcilar, Mehmet
;
Gupta, Rangan
;
Akadiri, Seyi Saint
(
Springer
,
2020-03
)
Is there a role for uncertainty in forecasting output growth in OECD countries? Evidence from a time-varying parameter-panel vector autoregressive model
Aye, Goodness Chioma
;
Gupta, Rangan
;
Lau, Chi Keung Marco
;
Sheng, Xin
(
Routledge
,
2019
)
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