- UPSpace Home
- →
- Economic and Management Sciences
- →
- Browsing Economic and Management Sciences by UP Author
JavaScript is disabled for your browser. Some features of this site may not work without it.
Browsing Economic and Management Sciences by UP Author "Simo-Kengne, Beatrice Desiree"
Now showing items 1-20 of 22
-
Gupta, Rangan; Hammoudeh, Shawkat; Simo-Kengne, Beatrice Desiree; Sarafrazi, Soodabeh (Taylor & Francis, 2014-09)This study employs 14 global economic and financial variables to predict the return of the Islamic stock market as identified by the Dow Jones Islamic Stock Market (DJIM). It implements alternative forecasting methods and ...
-
Emirmahmutoglu, Furkan; Apergis, Nicholas; Simo-Kengne, Beatrice Desiree; Chang, Tsangyao; Gupta, Rangan (Routledge, 2016)Causal relationship between asset prices and output in the United States: evidence from the state-level panel Granger causality test, Regional Studies. This paper investigates the causal relationship between asset prices ...
-
Chang, Tsangyao; Deale, Frederick W.; Gupta, Rangan; Hefer, Roulof; Inglesi-Lotz, Roula; Simo-Kengne, Beatrice Desiree (Taylor and Francis, 2017-02)This paper empirically analyses the causal linkages between coal consumption and economic growth in the BRICS countries (Brazil, Russia, India, China and South Africa) using annual data from 1985 to 2009. Due to the ...
-
Chang, Tsangyao; Simo-Kengne, Beatrice Desiree; Gupta, Rangan (Inderscience, 2013)This paper examines the causal relationship between exports and growth in nine provinces of South Africa for the period 1995-2011, using panel causality analysis, which accounts for cross-section dependency and heterogeneity ...
-
Chang, Tsangyao; Simo-Kengne, Beatrice Desiree; Gupta, Rangan (Inderscience, 2014-04)This paper analyses the causal relationship between housing activity and growth in nine provinces of South Africa for the period 1995-2011, using panel causality analysis, which accounts for cross-section dependency and ...
-
Chang, Tsangyao; Simo-Kengne, Beatrice Desiree; Gupta, Rangan (Statistical, Economic and Social Research and Training Centre for Islamic Countries, 2014)This paper examines the causal relationship between imports and growth in nine provinces of South Africa for a period 1996-2011, using panel causality analysis, with accounts for cross-section dependency and heterogeneity ...
-
Chang, Tsangyao; Gupta, Rangan; Inglesi-Lotz, Roula; Masabala, Lilian S.; Simo-Kengne, Beatrice Desiree; Weideman, Jaco P. (Routledge, 2016-01)This article re-examines the nature of the causality between natural gas consumption and economic growth in G7 countries over the period from 1965 to 2011. We employ the Granger causality procedure proposed by Emirmahmutoglu ...
-
Chang, Tsangyao; Gatwabuyege, F.; Gupta, Rangan; Inglesi-Lotz, Roula; Manjezi, N.C.; Simo-Kengne, Beatrice Desiree (Elsevier, 2014-11)Looking at the recent nuclear accident in Fukushima, Japan, the consequences were not just environmental or economic. The accident was a big hit to the reputation and trust in nuclear power generation making a number of ...
-
Apergis, Nicholas; Simo-Kengne, Beatrice Desiree; Gupta, Rangan (Wiley, 2015-03)This empirical study analyzes the long run behavior of provincial house prices in South Africa based on the club convergence and clustering procedure of Phillips and Sul. Using quarterly data covering the period of ...
-
El-Montasser, Ghassen; Ajmi, Ahdi N.; Chang, Tsangyao; Simo-Kengne, Beatrice Desiree; Andre, Christophe; Gupta, Rangan (American Real Estate Society, 2016)In this paper, we examine the causal linkages between policy uncertainty and housing prices in a panel of seven advanced countries including Canada, France, Germany, Italy, Spain, the United Kingdom, and the United States. ...
-
Apergis, Nicholas; Simo-Kengne, Beatrice Desiree; Gupta, Rangan; Chang, Tsangyao (Taylor and Francis, 2015-10)This paper investigates the long-run and short-term dynamics of 351 US metropolitan statistical area housing prices in relation to personal income. We apply a panel cointegration approach on annual data from 1993 to 2011 ...
-
Simo-Kengne, Beatrice Desiree; Miller, Stephen M.; Gupta, Rangan (Springer, 2016-04)This paper investigates whether changes in the monetary transmission mechanism as captured by the interest rate respond to variations in asset returns. We distinguish between low-volatility (bull) and high-volatility (bear) ...
-
Gupta, Rangan; Hammoudeh, Shawkat; Kim, Won Joong; Simo-Kengne, Beatrice Desiree (Elsevier, 2014-04)We develop models for examining possible predictors of growth of China’s foreign exchange reserves that embrace Chinese and global trade, financial and risk (uncertainty) factors. Specifically, by comparing with other ...
-
Simo-Kengne, Beatrice Desiree; Gupta, Rangan; Aye, Goodness Chioma (American Real Estate Society, 2015)In this paper, we analyze the relationship between house prices and the trade balance in South Africa using an agnostic identification procedure. We apply a Bayesian vector autoregression (VAR) to quarterly data from ...
-
Simo-Kengne, Beatrice Desiree; Bittencourt, Manoel; Gupta, Rangan (American Real Estate Society, 2012-01)This paper empirically examines the effect of house price changes on economic growth across provinces in South Africa. The economic impact of house prices is estimated using a panel data set that covers all nine provinces ...
-
Simo-Kengne, Beatrice Desiree; Gupta, Rangan; Bittencourt, Manoel (Routledge, 2013-06)This paper provides an empirical analysis of the role of house prices in determining the dynamic behaviour of consumption in South Africa using a panel vector autoregression (PVAR) approach to provincial level panel data ...
-
Simo-Kengne, Beatrice Desiree; Balcilar, Mehmet; Gupta, Rangan; Reid, Monique; Aye, Goodness Chioma (Elsevier, 2013-05)This paper examines asymmetries in the impact of monetary policy on the middle segment of the South African housing market from 1966:M2 to 2011:M12. We use Markov-switching vector autoregressive (MS-VAR) model in which ...
-
Amusa, Kafayat; Gupta, Rangan; Karolia, Shaakira; Simo-Kengne, Beatrice Desiree (Elsevier, 2013-09)This paper evaluates the hypothesis of long-run super-neutrality of money (LRSN) within the context of the South African economy. The long-run impact of inflation on the interest rate and subsequently, output is estimated ...
-
Apergis, Nicholas; Simo-Kengne, Beatrice Desiree; Gupta, Rangan (American Real Estate Society, 2014-07)We examine whether strong increases in housing and stock prices have helped sustain consumption across provinces in South Africa from 1995 to 2011. We implement panel cointegration techniques that allow us to circumvent ...
-
Chang, Tsangyao; Gadinabokao, Olorato A.; Gupta, Rangan; Inglesi-Lotz, Roula; Kanniah, Pervan; Simo-Kengne, Beatrice Desiree (Inderscience, 2015-01)This paper examines the causal relationship between oil consumption and economic growth in the BRICS countries for the period from 1985 to 2011. We employ a panel causality approach which accounts for both cross-sectional ...
Now showing items 1-20 of 22