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Showing 100 out of a total of 687 results for collection: Research Articles (University of Pretoria).
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Time aggregation and the contradictions with causal relationships : can economic theory come to the rescue?
Gupta, Rangan
;
Komen, Kibii
(
Bureau for Economic Research and the Graduate School of Business, University of Stellenbosch
,
2009
)
The relationship between healthcare expenditure and disposable personal income in the US states : a fractional integration and cointegration analysis
Caporale, Guglielmo Maria
;
Cunado, Juncal
;
Gil-Alana, Luis A.
;
Gupta, Rangan
(
Springer
,
2018-11
)
A note on the technology herd : evidence from large institutional investors
Uwilingiye, Josine
;
Cakan, Esin
;
Demirer, Riza
;
Gupta, Rangan
(
Emerald
,
2019-08
)
The non-linear response of US state-level tradable and non-tradable inflation to oil shocks : the role of oil-dependence
Sheng, Xin
;
Marfatia, Hardik A.
;
Gupta, Rangan
;
Ji, Qiang
(
Elsevier
,
2023-01
)
Uncertainty and realized jumps in the pound-dollar exchange rate : evidence from over one century of data
Gkillas, Konstantinos
;
Gupta, Rangan
;
Vortelinos, Dimitrios I.
(
De Gruyter
,
2023-03
)
Climate risks and forecastability of the realized volatility of gold and other metal prices
Gupta, Rangan
;
Pierdzioch, Christian
(
Elsevier
,
2022-08
)
Oil price and consumer price nexus in South Africa revisited : a novel asymmetric causality approach
Ajmi, Ahdi Noomen
;
Gupta, Rangan
;
Babalos, Vassilios
;
Roulof, Hefer
(
Multi-Science Publishing
,
2015
)
The pricing implications of cryptocurrency mining on global electricity markets : evidence from quantile causality tests
Aye, Goodness Chioma
;
Demirer, Riza
;
Gupta, Rangan
;
Nel, Jacobus
(
Elsevier
,
2023-04
)
COVID-19 pandemic and investor herding in international stock markets
Bouri, Elie
;
Demirer, Riza
;
Gupta, Rangan
;
Nel, Jacobus
(
MPDI
,
2021-09
)
A robust approach for outlier imputation : singular spectrum decomposition
Movahedifar, Maryam
;
Hassani, Hossein
;
Yarmohammadi, Masoud
;
Kalantari, Mahdi
;
Gupta, Rangan
(
Taylor and Francis
,
2022
)
Uncertainty and forecastability of regional output growth in the UK : evidence from machine learning
Balcilar, Mehmet
;
Gabauer, David
;
Gupta, Rangan
;
Pierdzioch, Christian
(
Wiley
,
2022-09
)
The dynamic response of the rand real exchange rate to fundamental shocks
Balcilar, Mehmet
;
Gupta, Rangan
;
Jooste, Charl
(
Emerald
,
2016-01
)
Forecasting Bitcoin returns : is there a role for the US-China trade war?
Plakandaras, Vasilios
;
Bouri, Elie
;
Gupta, Rangan
(
Infopro Digital Services
,
2021-02
)
Dynamic connectedness of uncertainty across developed economies : a time-varying approach
Antonakakis, Nikolaos
;
Gabauer, David
;
Gupta, Rangan
;
Plakandaras, Vasilios
(
Elsevier
,
2018-05
)
Time series analysis of persistence in crude oil price volatility across bull and bear regimes
Gil-Alana, Luis A.
;
Gupta, Rangan
;
Olubusoye, Olusanya E.
;
Yaya, OlaOluwa S.
(
Elsevier
,
2016-08
)
Infectious diseases, market uncertainty and oil market volatility
Bouri, Elie
;
Demirer, Riza
;
Gupta, Rangan
;
Pierdzioch, Christian
(
MDPI
,
2020-08
)
Gold-oil dependence dynamics and the role of geopolitical risks : evidence from a Markov-switching time-varying copula model
Tiwari, Aviral Kumar
;
Aye, Goodness Chioma
;
Gupta, Rangan
;
Gkillas, Konstantinos
(
Elsevier
,
2020-05
)
Oil price shocks and yield curve dynamics in emerging markets
Cepni, Oguzhan
;
Gupta, Rangan
(
Elsevier
,
2022-07
)
Current account sustainability in G7 and BRICS : evidence from a long-memory model with structural breaks
Andre, Christophe
;
Balcilar, Mehmet
;
Chang, Tsangyao
;
Gil-Alana, Luis Alberiko
;
Gupta, Rangan
(
Routledge
,
2018
)
Insurance and economic policy uncertainty
Balcilar, Mehmet
;
Gupta, Rangan
;
Lee, Chien-Chiang
;
Olasehinde-Williams, Godwin
(
Elsevier
,
2020-12
)
Housing and the Great Depression
Balcilar, Mehmet
;
Gupta, Rangan
;
Miller, Stephen M.
(
Routledge
,
2014-08
)
On the pricing effects of bitcoin mining in the fossil fuel market : the case of coal
Sibande, Xolani
;
Demirer, Riza
;
Balcilar, Mehmet
;
Gupta, Rangan
(
Elsevier
,
2023-08
)
Integration and risk transmission in the market for crude oil : new evidence from a time-varying parameter frequency connectedness approach
Chatziantoniou, Ioannis
;
Gabauer, David
;
Gupta, Rangan
(
Elsevier
,
2023-07
)
Climate risks and state-level stock market realized volatility
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
;
Pierdzioch, Christian
(
Elsevier
,
2023-11
)
Moments-based spillovers across gold and oil markets
Bonato, Matteo
;
Gupta, Rangan
;
Lau, Chi Keung Marco
;
Wang, Shixuan
(
Elsevier
,
2020-06
)
Does climate policy uncertainty affect tourism demand? Evidence from time-varying causality tests
Apergis, Nicholas
;
Gavriilidis, Konstantinos
;
Gupta, Rangan
(
Sage
,
2023-09
)
Is the South African Reserve Bank influenced by exchange rates when setting interest rates?
Gupta, Rangan
;
Jooste, Charl
(
LLC “СPС “Business Perspectives”
,
2014
)
Global evidence of the COVID-19 shock on real equity prices and real exchange rates : a counterfactual analysis with a threshold-augmented GVAR model
Salisu, Afees A.
;
Ayinde, Taofeek O.
;
Gupta, Rangan
;
Wohar, Mark
(
Elsevier
,
2022-06
)
Stock markets and exchange rate behavior of the BRICS
Salisu, Afees A.
;
Cunado, Juncal
;
Isah, Kazeem
;
Gupta, Rangan
(
Wiley
,
2021-12
)
The impacts of structural oil shocks on macroeconomic uncertainty : evidence from a large panel of 45 countries
Sheng, Xin
;
Gupta, Rangan
;
Ji, Qiang
(
Elsevier
,
2020-09
)
Real interest rate persistence in South Africa : evidence and implications
Das, Sonali
;
Gupta, Rangan
;
Kanda, Patrick T.
;
Reid, Monique
;
Tipoy, Christian Kakese
;
Zerihun, Mulatu F.
(
Springer
,
2014-01
)
Geopolitical risks and the high-frequency movements of the US term structure of interest rates
Gupta, Rangan
;
Majumdar, Anandamayee
;
Nel, Jacobus
;
Subramaniam, Sowmya
(
World Scientific Publishing
,
2021-11
)
Do house prices hedge inflation in the US? A quantile cointegration approach
Christou, Christina
;
Gupta, Rangan
;
Nyakabawo, Wendy
;
Wohar, Mark E.
(
Elsevier
,
2018-03
)
Persistence, mean reversion and non-linearities in the US housing prices over 1830-2013
Gil-Alana, Luis A.
;
Gupta, Rangan
;
De Gracia, Fernando Perez
(
Routledge
,
2016-07
)
Machine learning predictions of housing market synchronization across US States : the role of uncertainty
Gupta, Rangan
;
Marfatia, Hardik A.
;
Pierdzioch, Christian
;
Salisu, Afees A.
(
Springer
,
2022-05
)
Greek economic policy uncertainty : does it matter for Europe? Evidence from a dynamic connectedness decomposition approach
Antonakakis, Nikolaos
;
Gabauer, David
;
Gupta, Rangan
(
Elsevier
,
2019-12
)
Testing the efficiency of the wine market using unit root tests with sharp and smooth breaks
Bouri, Elie
;
Chang, Tsangyao
;
Gupta, Rangan
(
Elsevier
,
2017-06-15
)
Has oil price predicted stock returns for over a century?
Narayan, Paresh Kumar
;
Gupta, Rangan
(
Elsevier
,
2015-03
)
Conventional and unconventional monetary policy reaction to uncertainty in advanced economies : evidence from quantile regressions
Christou, Christina
;
Naraidoo, Ruthira
;
Gupta, Rangan
(
De Gruyter
,
2020-06
)
South Africa’s monetary policy independence : evidence from a Global New-Keynesian DSGE model
De Waal, Annari
;
Gupta, Rangan
;
Jooste, Charl
(
Routledge
,
2018
)
Price and volatility linkages between international REITs and oil markets
Nazlioglu, Saban
;
Gupta, Rangan
;
Gormus, Alper
;
Soytas, Ugur
(
Elsevier
,
2020-05
)
A note on uncertainty due to infectious diseases and output growth of the United States : a mixed-frequency forecasting experiment
Salisu, Afees A.
;
Gupta, Rangan
;
Demirer, Riza
(
World Scientific Publishing
,
2022-04
)
Has the correlation of inflation and stock prices changed in the United States over the last two centuries?
Antonakakis, Nikolaos
;
Gupta, Rangan
;
Tiwari, Aviral Kumar
(
Elsevier
,
2017-12
)
Rare disaster risks and gold over 700 years : evidence from nonparametric quantile regressions
Balcilar, Mehmet
;
Gupta, Rangan
;
Nel, Jacobus
(
Elsevier
,
2022-12
)
Tax evasion, financial development and inflation : theory and empirical evidence
Bittencourt, Manoel
;
Gupta, Rangan
;
Stander, Lardo
(
Elsevier
,
2014-04
)
On exchange-rate movements and gold-price fluctuations : evidence for gold-producing countries from a nonparametric causality-in-quantiles test
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
(
Springer
,
2017-10
)
The causal relationship between coal consumption and economic growth in the BRICS countries : evidence from panel-Granger causality tests
Chang, Tsangyao
;
Deale, Frederick W.
;
Gupta, Rangan
;
Hefer, Roulof
;
Inglesi-Lotz, Roula
;
Simo-Kengne, Beatrice Desiree
(
Taylor and Francis
,
2017-02
)
Comparing the forecasting ability of financial conditions indices : the case of South Africa
Balcilar, Mehmet
;
Gupta, Rangan
;
Van Eyden, Renee
;
Thompson, Kirsten L.
;
Majumdar, Anandamayee
(
Elsevier
,
2018-08
)
Historical forecasting of interest rate mean and volatility of the United States : is there a role of uncertainty?
Hassani, Hossein
;
Yeganegi, Mohammad Reza
;
Gupta, Rangan
(
World Scientific Publishing
,
2020-12
)
Time-varying predictability of labor productivity on inequality in United Kingdom
Gabauer, David
;
Gupta, Rangan
;
Nel, Jacobus
;
Yamaka, Woraphon
(
Springer
,
2021-06
)
Long-run movement and predictability of bond spread for BRICS and PIIGS : the role of economic, financial and political risks#
Chow, Sheung-Chi
;
Gupta, Rangan
;
Suleman, Tahir
;
Wong, Wing-Keung
(
Lifescience Global
,
2019
)
The relationship between monetary policy and uncertainty in advanced economies : evidence from time- and frequency-domains
Cekin, Semih Emre
;
Hkiri, Besma
;
Tiwari, Aviral Kumar
;
Gupta, Rangan
(
Elsevier
,
2020-11
)
Measuring the welfare cost of inflation in South Africa
Gupta, Rangan
;
Uwilingiye, Josine
(
Blackwell
,
2008-03
)
Do oil-price shocks predict the realized variance of U.S. REITs?
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
;
Pierdzioch, Christian
(
Elsevier
,
2021-12
)
Metropolitan house prices in India : do they converge?
Aye, Goodness Chioma
;
Goswami, Samrat
;
Gupta, Rangan
(
Euro-American Association of Economic Development Studies
,
2013
)
The predictability of stock market volatility in emerging economies : relative roles of local, regional, and global business cycles
Bouri, Elie
;
Demirer, Riza
;
Gupta, Rangan
;
Sun, Xiaojin
(
Wiley
,
2020-09
)
Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin?
Fang, Libing
;
Bouri, Elie
;
Gupta, Rangan
;
Roubaud, David
(
Elsevier
,
2019-01
)
Predictability of the realised volatility of international stock markets amid uncertainty related to infectious diseases
Shiba, Sisa
;
Cunado, Juncal
;
Gupta, Rangan
(
MDPI
,
2022-01-05
)
Dynamic impact of unconventional monetary policy on international REITs
Marfatia, Hardik A.
;
Gupta, Rangan
;
Lesame, Keagile
(
MDPI
,
2021-09-08
)
El Niño, La Niña, and the forecastability of the realized variance of heating oil price movements
Balcilar, Mehmet
;
Bouri, Elie
;
Gupta, Rangan
;
Pierdzioch, Christian
(
MDPI
,
2021-07-16
)
The time-varying correlation between output and prices in the United States over the period 1800-2014
Antonakakis, Nikolaos
;
Gupta, Rangan
;
Tiwari, Aviral Kumar
(
Elsevier
,
2017-03
)
A wavelet analysis of the relationship between oil and natural gas prices
Tiwari, Aviral Kumar
;
Mukherjee, Zinnia
;
Gupta, Rangan
;
Balcilar, Mehmet
(
Elsevier
,
2019-03
)
Do terror attacks affect the dollar-pound exchange rate? A nonparametric causality-in-quantiles analysis
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
;
Wohar, Mark E.
(
Elsevier
,
2017-07
)
Investor confidence and forecastability of US stock market realized volatility : evidence from machine learning
Gupta, Rangan
;
Nel, Jacobus
;
Pierdzioch, Christian
(
Routledge
,
2023
)
Predicting stock returns and volatility with investor sentiment indices : a reconsideration using a nonparametric causality-in-quantiles test
Balcilar, Mehmet
;
Gupta, Rangan
;
Kyei, Clement Kweku
(
Wiley
,
2018-01
)
Do leading indicators forecast U.S. recessions? A nonlinear re-evaluation using historical data
Plakandaras, Vasilios
;
Cunado, Juncal
;
Gupta, Rangan
;
Wohar, Mark E.
(
Wiley
,
2017-10
)
Time-varying causality between oil and commodity prices in the presence of structural breaks and nonlinearity
Gupta, Rangan
;
Seu Epse Kean, Gbeada Josiane
;
Tsebe, Mpho Asnath
;
Tsoanamatsie, Nthabiseng
;
Sato, Joao Ricard
(
Camera di Commercio, Industria, Artigianato e
,
2015
)
A hybrid ARFIMA wavelet artificial neural network model for DJIA index forecasting
Boubaker, Heni
;
Canarella, Giorgio
;
Gupta, Rangan
;
Miller, Stephen M.
(
Springer
,
2023-12
)
Dynamic impact of the U.S. monetary policy on oil market returns and volatility
Marfatia, Hardik A.
;
Gupta, Rangan
;
Cakan, Esin
(
Elsevier
,
2021-05
)
Evidence of persistence in U.S. short and long-term interest rates
Gil-Alana, Luis A.
;
Cunado, Juncal
;
Gupta, Rangan
(
Elsevier
,
2017-09
)
Effects of geopolitical risks on trade flows : evidence from the gravity model
Gupta, Rangan
;
Gozgor, Giray
;
Kaya, Huseyin
;
Demir, Ender
(
Springer
,
2019-12
)
Movements in international bond markets : the role of oil prices
Nazlioglu, Saban
;
Gupta, Rangan
;
Bouri, Elie
(
Elsevier
,
2020-07
)
Climate risks and forecastability of the weekly state-level economic conditions of the United States
Cepni, Oguzhan
;
Gupta, Rangan
;
Liao, Wenting
;
Ma, Jun
(
Wiley
,
2024-03
)
Climate change and inequality : evidence from the United States
Chisadza, Carolyn
;
Clance, M.W. (Matthew)
;
Sheng, Xin
;
Gupta, Rangan
(
MDPI
,
2023-03-17
)
Monetary policy and financial frictions in a small open-economy model for Uganda
Anguyo, Francis Leni
;
Gupta, Rangan
;
Kotze, Kevin
(
Springer
,
2020-09
)
On economic uncertainty, stock market predictability and nonlinear spillover effects
Bekiros, Stelios
;
Gupta, Rangan
;
Kyei, Clement Kweku
(
Elsevier
,
2016-04
)
Spillover of mortgage default risks in the United States : evidence from metropolitan statistical areas and states
Ji, Qiang
;
Gupta, Rangan
;
Bekun, Festus Victor
;
Balcilar, Mehmet
(
Elsevier
,
2019-06
)
High-frequency movements of the term structure of US interest rates : the role of oil market uncertainty
Bouri, Elie
;
Gupta, Rangan
;
Kyei, Clement Kweku
;
Subramaniam, Sowmya
(
Infopro Digital Services
,
2022
)
Forecasting US GNP growth : the role of uncertainty
Segnon, Mawuli
;
Gupta, Rangan
;
Bekiros, Stelios
;
Wohar, Mark E.
(
Wiley
,
2018-08
)
Monetary policy, financial frictions and structural changes in Uganda : a Markov-switching DSGE approach
Anguyoa, Francis Leni
;
Gupta, Rangan
;
Kotze, Kevin
(
Taylor and Francis
,
2020
)
Forecasting changes of economic inequality : a boosting approach
Pierdzioch, Christian
;
Gupta, Rangan
;
Hassani, Hossein
;
Silva, Emmanuel Sirimal
(
Taylor and Francis
,
2022
)
Does tourism cause growth asymmetrically in a panel of G-7 countries? A short note
Hatemi-J, Abdulnasser
;
Gupta, Rangan
;
Kasongo, Axel
;
Mboweni, Thabo
;
Netshitenzhe, Ndivhuho
(
Springer
,
2018-02
)
Forecasting the probability of recessions in South Africa : the role of decomposed term spread and economic policy uncertainty
Aye, Goodness Chioma
;
Christou, Christina
;
Gil-Alana, Luis A.
;
Gupta, Rangan
(
Wiley
,
2019-01
)
Oil-price uncertainty and international stock returns : dissecting quantile-based predictability and spillover effects using more than a century of data
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
(
MDPI
,
2022-11-11
)
Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Cepni, Oguzhan
;
Christou, Christina
;
Gupta, Rangan
(
Elsevier
,
2023-06
)
On REIT returns and (un-)expected inflation : empirical evidence based on Bayesian additive regression trees
Pierdzioch, Christian
;
Risse, Marian
;
Gupta, Rangan
;
Nyakabawo, Wendy
(
Elsevier
,
2019-09
)
Uncertainty, spillovers, and forecasts of the realized variance of gold returns
Gupta, Rangan
;
Pierdzioch, Christian
(
MDPI
,
2021-09
)
Time-varying linkages between tourism receipts and economic growth in South Africa
Balcilar, Mehmet
;
Van Eyden, Renee
;
Inglesi-Lotz, Roula
;
Gupta, Rangan
(
Routledge
,
2014
)
Monetary policy uncertainty and jumps in advanced equity markets
Bouri, Elie
;
Gkillas, Konstantinos
;
Gupta, Rangan
;
Kyei, Clement Kweku
(
Infopro digital
,
2020-12
)
The depreciation of the pound post-Brexit : could it have been predicted?
Plakandaras, Vasilios
;
Gupta, Rangan
;
Wohar, Mark E.
(
Elsevier
,
2017-05
)
Bayesian methods of forecasting inventory investment in South Africa
Gupta, Rangan
(
Wiley-Blackwell
,
2009-03
)
A time-varying approach to analysing fiscal policy and asset prices in South Africa
Gupta, Rangan
;
Jooste, Charl
;
Matlou, Kanyane
(
Emerald
,
2014
)
Trends and cycles in historical gold and silver prices
Gil-Alana, Luis A.
;
Aye, Goodness Chioma
;
Gupta, Rangan
(
Elsevier
,
2015-11
)
Is inflation persistence different in reality?
Antonakakis, Nikolaos
;
Cunado, Juncal
;
Gil-Alana, Luis A.
;
Gupta, Rangan
(
Elsevier
,
2016-11
)
The predictive power of the term spread on inequality in the United Kingdom : an empirical analysis
Balcilar, Mehmet
;
Berisha, Edmond
;
Cepni, Oguzhan
;
Gupta, Rangan
(
Wiley
,
2022-04
)
Forecasting charge-off rates with a panel Tobit model : the role of uncertainty
Sheng, Xin
;
Gupta, Rangan
;
Ji, Qiang
(
Routledge
,
2022
)
Are house prices in South Africa really nonstationary? Evidence from SPSM-based panel KSS test with a Fourier function
Chang, Tsangyao
;
Wu, Tsung-pao
;
Gupta, Rangan
(
Routledge
,
2015-01
)
The impact of exchange rate uncertainty on exports in South Africa
Aye, Goodness Chioma
;
Gupta, Rangan
;
Moyo, Prudence Stephen
;
Pillay, Nehru
(
World Scientific Publishing
,
2015-11
)
Forecasting the realized variance of oil-price returns : a disaggregated analysis of the role of uncertainty and geopolitical risk
Gupta, Rangan
;
Pierdzioch, Christian
(
Springer
,
2022-07
)
Hedge and safe-haven properties of FAANA against gold, US Treasury, bitcoin, and US Dollar/CHF during the pandemic period
Yousaf, Imran
;
Plakandaras, Vasilios
;
Bouri, Elie
;
Gupta, Rangan
(
Elsevier
,
2023-01
)
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Aye, Goodness Chioma (50)
Salisu, Afees A. (43)
Miller, Stephen M. (36)
Cunado, Juncal (30)
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Subject
Forecasting (92)
United States (US) (73)
SDG-08: Decent work and economic growth (51)
Uncertainty (42)
Volatility (34)
Economic growth (30)
Inflation (29)
Monetary policy (29)
South Africa (SA) (29)
Economic policy uncertainty (EPU) (27)
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Date Issued
2020 - 2024 (305)
2010 - 2019 (360)
2006 - 2009 (22)
Has File(s)
true (687)