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Showing 10 out of a total of 26 results for collection: Research Articles (University of Pretoria).
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Identifying an index of financial conditions for South Africa
Thompson, Kirsten L.
;
Van Eyden, Renee
;
Gupta, Rangan
(
Emerald
,
2015
)
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
)
Exchange rate puzzles : a review of the recent theoretical and empirical developments
Mokoena, Thabo Mishack
;
Gupta, Rangan
;
Van Eyden, Renee
(
ICFAI Press
,
2010
)
Intertemporal portfolio allocation and hedging demand : an application to South Africa
Van Wyk De Vries, Esti
;
Gupta, Rangan
;
Van Eyden, Renee
(
Taylor & Francis
,
2014
)
Testing the out-of-sample forecasting ability of a financial conditions index for South Africa
Thompson, Kirsten L.
;
Van Eyden, Renee
;
Gupta, Rangan
(
Routledge
,
2015-06
)
Testing the asymmetric effects of financial conditions in South Africa : a nonlinear vector autoregression approach
Balcilar, Mehmet
;
Thompson, Kirsten L.
;
Gupta, Rangan
;
Van Eyden, Renee
(
Elsevier
,
2016-07
)
Oil price volatility and economic growth : evidence from advanced economies using more than a century’s data
Van Eyden, Renee
;
Difeto, Mamothoana
;
Gupta, Rangan
;
Wohar, Mark E.
(
Elsevier
,
2019-01
)
Linking global economic dynamics to a South African-specific credit risk correlation model
Van Eyden, Renee
;
Gupta, Rangan
;
De Wet, Albertus Hendrik
(
Elsevier
,
2009
)
The impact of disaggregated oil shocks on state-level real housing returns of the United States : the role of oil dependence
Gupta, Rangan
;
Sheng, Xin
;
Van Eyden, Renee
;
Wohar, Mark E.
(
Elsevier
,
2021-11
)
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
)
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Gupta, Rangan (26)
Van Eyden, Renee (26)
Balcilar, Mehmet (6)
Thompson, Kirsten L. (4)
Wohar, Mark E. (4)
Aye, Goodness Chioma (3)
Mokoena, Thabo Mishack (3)
Sheng, Xin (3)
Bouri, Elie (2)
De Wet, Albertus Hendrik (2)
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Economic growth (4)
Forecasting (3)
Oil dependency (3)
Credit -- Management -- Econometric models (2)
Credit correlations (2)
Dynamic model averaging (DMA) (2)
Forecast encompassing (2)
Foreign exchange rates (2)
Impulse response functions (2)
Inflation (2)
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2020 - 2023 (7)
2010 - 2019 (16)
2009 - 2009 (3)
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