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Showing 100 out of a total of 686 results for collection: Research Articles (University of Pretoria).
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Are there housing bubbles in South Africa? Evidence from SPSM-based panel KSS test with a Fourier function
Chang, Tsangyao
;
Liu, Wen-Chi
;
Aye, Goodness Chioma
;
Gupta, Rangan
(
Inderscience
,
2016-05
)
Productivity and GDP : international evidence of persistence and trends over 130 years of data
Gil‑Alana, Luis A.
;
Solarin, Sakiru Adebola
;
Balcilar, Mehmet
;
Gupta, Rangan
(
Springer
,
2023-03
)
The time-series properties of house prices : a case study of the southern California market
Gupta, Rangan
;
Miller, Stephen M.
(
Springer
,
2012-04
)
Could we have predicted the recent downturn in the South African housing market?
Das, Sonali
;
Gupta, Rangan
;
Kabundi, Alain
(
Elsevier
,
2009
)
Measuring the welfare cost of inflation in South Africa : a reconsideration
Gupta, Rangan
;
Uwilingiye, Josine
(
Juta
,
2009-06
)
Does liquidity risk explain the time-variation in asset correlations? Evidence from stocks, bonds and commodities
Twala, Zinhle
;
Demirer, Riza
;
Gupta, Rangan
(
International Foundation for Research and Development
,
2018-04
)
Financial turbulence, systemic risk and the predictability of stock market volatility
Salisu, Afees A.
;
Demirer, Riza
;
Gupta, Rangan
(
Elsevier
,
2022-05
)
Government effectiveness and the COVID-19 pandemic
Chisadza, Carolyn
;
Gupta, Rangan
;
Clance, M.W. (Matthew)
(
MDPI
,
2021-03-10
)
Energy efficiency drivers in South Africa : 1965–2014
Aye, Goodness Chioma
;
Gupta, Rangan
;
Wanke, Peter
(
Springer
,
2018-08
)
Trust and quality of growth : a note
Asongu, Simplice A.
;
Gupta, Rangan
(
Economics Bulletin
,
2016-09
)
Predicting firm-level volatility in the United States : the role of monetary policy uncertainty
Clance, M.W. (Matthew)
;
Demirer, Riza
;
Gupta, Rangan
;
Kyei, Clement Kweku
(
Universidad de Oviedo
,
2020
)
Financial liberalization and the effectiveness of monetary policy on house prices in South Africa
Kasai, Ndahiriwe
;
Gupta, Rangan
(
IUP Publications
,
2010
)
Geopolitical risks and stock market dynamics of the BRICS
Balcilar, Mehmet
;
Bonato, Matteo
;
Demirer, Riza
;
Gupta, Rangan
(
Elsevier
,
2018-06
)
Valuation ratios and stock price predictability in South Africa : is it there?
Gupta, Rangan
;
Modise, Mampho P.
(
M.E. Sharpe
,
2012-01
)
Forecasting the South African inflation rate : on asymmetric loss and forecast rationality
Pierdzioch, Christian
;
Reid, Monique
;
Gupta, Rangan
(
Elsevier
,
2016-03
)
Are uncertainties across the world convergent?
Christou, Christina
;
Gozgor, Giray
;
Gupta, Rangan
;
Lau, Chi Keung Marco
(
Economics Bulletin
,
2020-03
)
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
)
A note on investor happiness and the predictability of realized volatility of gold
Bonato, Matteo
;
Gkillas, Konstantinos
;
Gupta, Rangan
;
Pierdzioch, Christian
(
Elsevier
,
2021-03
)
Openness, technological spillovers in the R&D sector and economic growth
Chen, Pei-Pei
;
Gupta, Rangan
(
Juta
,
2010-03
)
Macroeconomic shocks and changing dynamics of the U.S. REITs sector
Gupta, Rangan
;
Lv, Zhihui
;
Wong, Wing-Keung
(
MDPI
,
2019-05
)
Herding behaviour in cryptocurrencies
Bouri, Elie
;
Gupta, Rangan
;
Roubaud, David
(
Elsevier
,
2019-06
)
Price effects after one-day abnormal returns in developed and emerging markets : ESG versus traditional indices
Plastun, Alex
;
Bouri, Elie
;
Gupta, Rangan
;
Ji, Qiang
(
Elsevier
,
2022-01
)
Persistence, mean reversion and nonlinearities in inflation rates of developed and developing countries using over one century of data
Gil-Alana, Luis A.
;
Gupta, Rangan
(
Wiley
,
2019-01
)
Variants of consumption-wealth ratios and predictability of U.S. government bond risk premia
Cepni, Oguzhan
;
Gupta, Rangan
;
Wohar, Mark E.
(
Wiley
,
2021-06
)
Date-stamping US housing market explosivity
Balcilar, Mehmet
;
Katzke, Nico
;
Gupta, Rangan
(
Leibniz Information Centre for Economics
,
2018-03
)
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
,
2019-06
)
Forecasting with second-order approximations and Markov-switching DSGE models
Ivashchenko, Sergey
;
Cekin, Semih Emre
;
Kotze, Kevin
;
Gupta, Rangan
(
Springer
,
2020-12
)
Oil price uncertainty shocks and global equity markets : evidence from a GVAR model
Salisu, Afees A.
;
Gupta, Rangan
;
Demirer, Riza
(
MDPI
,
2022-08-09
)
Identifying an index of financial conditions for South Africa
Thompson, Kirsten L.
;
Van Eyden, Renee
;
Gupta, Rangan
(
Emerald
,
2015
)
Forecasting power of infectious diseases-related uncertainty for gold realized variance
Bouri, Elie
;
Gkillas, Konstantinos
;
Gupta, Rangan
;
Pierdzioch, Christian
(
Elsevier
,
2021-10
)
Oil tail risks and the forecastability of the realized variance of oil-price : evidence from over 150 years of data
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
(
Elsevier
,
2022-05
)
Revisiting international house price convergence using house price level data
André, Christophe
;
Christou, Christina
;
Gupta, Rangan
(
Elsevier
,
2024
)
Forecasting China's foreign exchange reserves using dynamic model averaging : the role of macroeconomic fundamentals, financial stress and economic uncertainty
Gupta, Rangan
;
Hammoudeh, Shawkat
;
Kim, Won Joong
;
Simo-Kengne, Beatrice Desiree
(
Elsevier
,
2014-04
)
Insurance activity and economic performance : fresh evidence from asymmetric panel causality tests
Hatemi-J, Abdulnasser
;
Lee, Chi-Chuan
;
Lee, Chien-Chiang
;
Gupta, Rangan
(
Wiley
,
2019-08
)
Is there a national housing market bubble brewing in the United States?
Gupta, Rangan
;
Ma, Jun
;
Theodoridis, Konstantinos
;
Wohar, Mark
(
Cambridge University Press
,
2023
)
Detecting predictable non-linear dynamics in Dow Jones Islamic market and Dow Jones industrial average indices using nonparametric regressions
Álvarez-Díaz, Marcos
;
Hammoudeh, Shawkat
;
Gupta, Rangan
(
Elsevier
,
2014-07
)
Relationship between energy consumption and economic growth in South Africa : evidence from the bootstrap rolling-window approach
Dlamini, Janneke
;
Balcilar, Mehmet
;
Gupta, Rangan
;
Inglesi-Lotz, Roula
(
Taylor and Francis
,
2016-07
)
Forecasting realized gold volatility : is there a role of geopolitical risks?
Gkillas, Konstantinos
;
Gupta, Rangan
;
Pierdzioch, Christian
(
Elsevier
,
2020-07
)
The relationship between the inflation rate and inequality across U.S. states : a semiparametric approach
Balcilar, Mehmet
;
Chang, Shinhye
;
Gupta, Rangan
;
Miller, Stephen M.
(
Springer
,
2018-01
)
The role of economic policy uncertainty in predicting US recessions : a mixed-frequency markov-switching vector autoregressive approach
Balcilar, Mehmet
;
Gupta, Rangan
;
Segnon, Mawuli K.
(
Kiel Institute for the World Economy
,
2016-11
)
Time-varying spillovers between housing sentiment and housing market in the United States
Andre, Christophe
;
Gabauer, David
;
Gupta, Rangan
(
Elsevier
,
2021-10
)
Predicting stock market movements in the United States : the role of presidential approval ratings
Gupta, Rangan
;
Kanda, Patrick
;
Wohar, Mark E.
(
Wiley
,
2021-03
)
Persistence and cycles in historical oil price data
Gil-Alana, Luis A.
;
Gupta, Rangan
(
Elsevier
,
2014-09
)
Forecasting US real private residential fixed investment using a large number of predictors
Aye, Goodness Chioma
;
Miller, Stephen M.
;
Gupta, Rangan
;
Balcilar, Mehmet
(
Springer
,
2016-12
)
Inflation forecasts and forecaster herding : evidence from South African survey data
Pierdzioch, Christian
;
Reid, Monique B.
;
Gupta, Rangan
(
Elsevier
,
2016-06
)
OPEC news and jumps in the oil market
Gkillas, Konstantinos
;
Gupta, Rangan
;
Pierdzioch, Christian
;
Yoon, Seong-Min
(
Elsevier
,
2021-04
)
Time-varying influence of household debt on inequality in United Kingdom
Berisha, Edmond
;
Gabauer, David
;
Gupta, Rangan
;
Lau, Chi Keung Marco
(
Springer
,
2021-10
)
OPEC news and predictability of oil futures returns and volatility : evidence from a nonparametric causality-in-quantiles approach
Gupta, Rangan
;
Yoon, Seong-Min
(
Elsevier
,
2018-07
)
Monetary policy uncertainty spillovers in time and frequency domains
Gupta, Rangan
;
Lau, Chi Keung Marco
;
Nel, Jacobus
;
Sheng, Xin
(
SpringerOpen
,
2020-05
)
Geopolitical risks, returns and volatility in emerging stock markets : evidence from a panel GARCH model
Bouras, Christos
;
Christou, Christina
;
Gupta, Rangan
;
Suleman, Tahir
(
Routledge
,
2019
)
Modelling long memory volatility in the Bitcoin market : evidence of persistence and structural breaks
Bouri, Elie
;
Gil-Alana, Luis A.
;
Gupta, Rangan
;
Roubaud, David
(
Wiley
,
2019-01
)
A time-varying approach of the US welfare cost of inflation
Miller, Stephen M.
;
Martins, Luis Filipe
;
Gupta, Rangan
(
Cambridge University Press
,
2019-03
)
The effect of air quality and weather on the Chinese stock : evidence from Shenzhen Stock Exchange
Jiang, Zhuhua
;
Gupta, Rangan
;
Subramaniam, Sowmya
;
Yoon, Seong-Min
(
MDPI
,
2021-03-08
)
Infectious diseases-related uncertainty and the predictability of foreign exchange and Bitcoin futures realized volatility
Shiba, Sisa
;
Cunado, Juncal
;
Gupta, Rangan
;
Goswami, Samrat
(
World Scientific Publishing
,
2023-06
)
Causality between inflation and inflation uncertainty in South Africa : evidence from a Markov-switching vector autoregressive model
Nasr, Adnen Ben
;
Balcilar, Mehmet
;
Ajmi, Ahdi Noomen
;
Aye, Goodness Chioma
;
Gupta, Rangan
;
Van Eyden, Renee
(
Elsevier
,
2015-09
)
Common business cycles and volatilities in US states and MSAs : the role of economic uncertainty
Gupta, Rangan
;
Ma, Jun
;
Risse, Marian
;
Wohar, Mark E.
(
Elsevier
,
2018-09
)
The impact of US uncertainty on the Euro area in good and bad times : evidence from a quantile structural vector autoregressive model
Gupta, Rangan
;
Lau, Chi Keung Marco
;
Wohar, Mark E.
(
Springer
,
2018-02
)
Can the Sharia-based Islamic stock market returns be forecasted using large number of predictors and models?
Gupta, Rangan
;
Hammoudeh, Shawkat
;
Simo-Kengne, Beatrice Desiree
;
Sarafrazi, Soodabeh
(
Taylor & Francis
,
2014-09
)
Time-varying impact of uncertainty shocks on the US housing market
Christou, Christina
;
Gupta, Rangan
;
Nyakabawo, Wendy
(
Elsevier
,
2019-07
)
The role of partisan conflict in forecasting the U.S. equity premium : a nonparametric approach
Gupta, Rangan
;
Muteba Mwamba, John W.
;
Wohar, Mark E.
(
Elsevier
,
2018-06
)
Graph theory-based network analysis of regional uncertainties of the US economy
Gupta, Rangan
;
Lau, Chi-Keung (Marco)
;
Sheng, Xin
(
Elsevier
,
2020-02
)
Historical volatility of advanced equity markets : the role of local and global crises
Goswami, Samrat
;
Gupta, Rangan
;
Wohar, Mark E.
(
Elsevier
,
2020-05
)
Investor sentiment and dollar-pound exchange rate returns : evidence from over a century of data using a cross-quantilogram approach
Shahzad, Syed Jawad Hussain
;
Kyei, Clement Kweku
;
Gupta, Rangan
;
Olson, Eric
(
Elsevier
,
2021-01
)
Causality between US economic policy and equity market uncertainties : evidence from linear and nonlinear tests
Ajmi, Ahdi Noomen
;
Aye, Goodness Chioma
;
Balcilar, Mehmet
;
El Montasser, Ghassen
;
Gupta, Rangan
(
Elsevier
,
2015-11
)
Causality between per capita real GDP and income inequality in the U.S. : evidence from a wavelet analysis
Chang, Shinhye
;
Gupta, Rangan
;
Miller, Stephen M.
(
Springer
,
2018-01
)
Reconsidering the welfare cost of inflation in the US : a nonparametric estimation of the nonlinear long-run money-demand equation using projection pursuit regressions
Gupta, Rangan
;
Majumdar, Anandamayee
(
Springer
,
2014
)
Time series effects of dissolved oxygen and nitrogen on Long Island Sound lobster harvest
Mukherjee, Zinnia
;
Dey, Dipak K.
;
Gupta, Rangan
(
Springer
,
2016-12
)
Modeling persistence of carbon emission allowance prices
Gil-Alana, Luis A.
;
De Gracia, Fernando Perez
;
Gupta, Rangan
(
Elsevier
,
2016-03
)
Causal relationship between nuclear energy consumption and economic growth in G6 countries : evidence from panel Granger causality tests
Chang, Tsangyao
;
Gatwabuyege, F.
;
Gupta, Rangan
;
Inglesi-Lotz, Roula
;
Manjezi, N.C.
;
Simo-Kengne, Beatrice Desiree
(
Elsevier
,
2014-11
)
Persistence of state-level uncertainty of the United States : the role of climate risks
Sheng, Xin
;
Gupta, Rangan
;
Cepni, Oguzhan
(
Elsevier
,
2022-06
)
Forecasting oil prices over 150 years : the role of tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Ji, Qiang
(
Elsevier
,
2022-03
)
Convergence of metropolitan house prices in South Africa : a re-examination using efficient unit root tests
Das, Sonali
;
Gupta, Rangan
;
Kaya, Patrick A.
(
Euro-American Association of Economic Development
,
2010
)
Risk spillover between Bitcoin and conventional financial markets : an expectile-based approach
Zhang, Yue-Jun
;
Bouri, Elie
;
Gupta, Rangan
;
Ma, Shu-Jiao
(
Elsevier
,
2021-01
)
Does debt ceiling and government shut down help in forecasting the US equity risk premium?
Aye, Goodness Chioma
;
Deale, Frederick W.
;
Gupta, Rangan
(
Savez ekonomista Vojvodine
,
2016
)
Forecasting US real house price returns over 1831–2013 : evidence from copula models
Gupta, Rangan
;
Majumdar, Anandamayee
(
Routledge
,
2015-10
)
A New-Keynesian DSGE model for forecasting the South African economy
Liu, Guangling
;
Gupta, Rangan
;
Schaling, Eric
(
Wiley-Blackwell
,
2009-08
)
Forecasting local currency bond risk premia of emerging markets : the role of cross‐country macrofinancial linkages
Cepni, Oguzhan
;
Gupta, Rangan
;
Guney, I. Ethem
;
Yilmaz, M. Bertan
(
Wiley
,
2020-09
)
Bear, bull, sidewalk, and crash : the evolution of the US stock market using over a century of daily data
Wang, Shixuan
;
Gupta, Rangan
;
Zhang, Yue-Jun
(
Elsevier
,
2021-11
)
Persistence of precious metal prices : a fractional integration approach with structural breaks
Gil-Alana, Luis A.
;
Chang, Shinhye
;
Balcilar, Mehmet
;
Aye, Goodness Chioma
;
Gupta, Rangan
(
Elsevier
,
2015-06
)
Oil speculation and herding behavior in emerging stock markets
Cakan, Esin
;
Demirer, Riza
;
Gupta, Rangan
;
Marfatia, Hardik A.
(
Springer
,
2019-01
)
Information spillover across international real estate investment trusts : evidence from an entropy-based network analysis
Ji, Qiang
;
Marfatia, Hardik A.
;
Gupta, Rangan
(
Elsevier
,
2018-11
)
Forecasting macroeconomic data for an emerging market with a nonlinear DSGE model
Balcilar, Mehmet
;
Gupta, Rangan
;
Kotze, Kevin
(
Elsevier
,
2015-01
)
Time-varying risk aversion and realized gold volatility
Demirer, Riza
;
Gkillas, Konstantinos
;
Gupta, Rangan
;
Pierdzioch, Christian
(
Elsevier
,
2019-11
)
Forecasting core inflation : the case of South Africa
Ruch, Franz
;
Balcilar, Mehmet
;
Gupta, Rangan
;
Modise, Mampho P.
(
Routledge
,
2020
)
Insurance-growth nexus in Africa
Balcilar, Mehmet
;
Gupta, Rangan
;
Lee, Chien-Chiang
;
Olasehinde-Williams, Godwin
(
Springer
,
2020-04
)
Dynamic effects of monetary policy shocks on macroeconomic volatility in the United Kingdom
Salisu, Afees A.
;
Gupta, Rangan
(
Routledge
,
2021
)
Financial liberalization and inflationary dynamics : an open economy analysis
Gupta, Rangan
(
Taylor & Francis
,
2007-09
)
Causality between exports and economic growth in South Africa : evidence from linear and nonlinear tests
Ajmi, Ahdi Noomen
;
Aye, Goodness Chioma
;
Balcilar, Mehmet
;
Gupta, Rangan
(
Tennessee State University College of Business
,
2015-03
)
US fiscal policy and asset prices : the role of partisan conflict
Gupta, Rangan
;
Lau, Chi Keung Marco
;
Miller, Stephen M.
;
Wohar, Mark E.
(
Wiley
,
2019-12
)
House price synchronization across the US states : the role of structural oil shocks
Sheng, Xin
;
Marfatia, Hardik A.
;
Gupta, Rangan
;
Ji, Qiang
(
Elsevier
,
2021-04
)
Price convergence patterns across U.S. states
Christou, Christina
;
Cunado, Juncal
;
Gupta, Rangan
(
Savez ekonomista Vojvodine
,
2019
)
On the directional accuracy of inflation forecasts : evidence from South African survey data
Pierdzioch, Christian
;
Reid, Monique B.
;
Gupta, Rangan
(
Taylor and Francis
,
2018
)
Nonlinear contagion between stock and real estate markets : international evidence from a local Gaussian correlation approach
Bouri, Elie
;
Gupta, Rangan
;
Wang, Shixuan
(
Wiley
,
2022-04
)
Multi-horizon financial and housing wealth effects across the U.S. States
Coskun, Yener
;
Bouras, Christos
;
Gupta, Rangan
;
Wohar, Mark
(
MDPI
,
2021-01-28
)
Forecasting realized volatility of international REITs : the role of realized skewness and realized kurtosis
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
;
Pierdzioch, Christian
(
Wiley
,
2022-03
)
Differences of opinion and stock market volatility: evidence from a nonparametric causality-in-quantiles approach
Balcilar, Mehmet
;
Demirer, Riza
;
Gupta, Rangan
;
Wohar, Mark E.
(
Springer
,
2018-04
)
Uncertainty and daily predictability of housing returns and volatility of the United States : evidence from a higher-order nonparametric causality-in-quantiles test
Bouri, Elie
;
Gupta, Rangan
;
Kyei, Clement Kweku
;
Shivambu, Rinsuna
(
Elsevier
,
2021-11
)
Fiscal policy and stock markets at the effective lower bound
Andre, Christophe
;
Caraiani, Petre
;
Gupta, Rangan
(
Elsevier
,
2023-12
)
Revisiting the causality between electricity consumption and economic growth in South Africa : a bootstrap rolling-window approach
Dlamini, Janneke
;
Balcilar, Mehmet
;
Gupta, Rangan
;
Inglesi-Lotz, Roula
(
Inderscience
,
2015
)
Wealth-to-income ratio and stock market movements : evidence from a nonparametric causality test
Balcilar, Mehmet
;
Gupta, Rangan
;
Sousa, Ricardo M.
;
Wohar, Mark E.
(
Wiley
,
2018-09
)
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