Browsing Research Articles (Economics) by Title

Browsing Research Articles (Economics) by Title

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  • Hodgkinson, Ann; Jordaan, Andre Cillie (Agenda Feminist Media, 2006)
    Australia, previously a strong supporter of multilateral trade liberalisation, recently began negotiating a series of free trade agreements with countries in the Asia-Pacific region. This paper explores, at a conceptual ...
  • Balcilar, Mehmet; Gupta, Rangan; Jooste, Charl (Routledge, 2017)
    We compare inflation forecasts of a vector fractionally integrated autoregressive moving average (VARFIMA) model against standard forecasting models. U.S. inflation forecasts improve when controlling for persistence and ...
  • Aye, Goodness Chioma; Balcilar, Mehmet; Gupta, Rangan (American Real Estate Society, 2013)
    Tliis paper provides empirical evidence on the long- and short-run relationships between real house and stock prices of South Africa. Standard linear tests may not detect the existence of these relationships between time ...
  • 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 ...
  • Inglesi-Lotz, Roula; Gupta, Rangan (Taylor and Francis, 2013)
    This paper investigates whether house prices provide a suitable hedge against inflation in South Africa by analysing the long-run relationship between house prices and the prices of non-housing goods and services. Quarterly ...
  • Arjoon, Riona; Botes, Mariette; Chesang, Laban K.; Gupta, Rangan (Taylor & Francis, 2012)
    The existing literature on the theoretical relationship between the rate of inflation and real stock prices in an economy has shown varied predictions about the long run effects of inflation on real stock prices. In this ...
  • Zhang, Qunzhi; Sornette, Didier; Balcilar, Mehmet; Gupta, Rangan; Ozdemir, Zeynel Abidin; Yetkiner, Hakan (Elsevier, 2016-09)
    The aim of this paper is to present novel tests for the early causal diagnostic of positive and negative bubbles in the S&P 500 index and the detection of End-of-Bubble signals with their corresponding confidence levels. ...
  • Rangan, Gupta; Inglesi-Lotz, Roula (Euro-American Association of Economic Development, 2012)
    In this paper, we examine the effects of money supply, portfolio, aggregate spending, and aggregate supply shocks on real US stock prices in a structural vector autoregression framework using quarterly data for the period ...
  • Akanbi, Olusegun Ayodele; Du Toit, Charlotte Barbara (Elsevier, 2011-01)
    This study develops comprehensive full-sector macro-econometric models for the Nigerian economy with the aim of explaining and providing a long-term solution for the persistent growth–poverty divergence experienced by the ...
  • Dasgupta, Basab; Gupta, Rangan (Clute Institute for Academic Research, 2011-10)
    This paper is an attempt to estimate the short-run and long-run money demand functions in India during the 90’s. The paper tries to closely follow the methodologies laid down in Chow (1966), Hendry (1980), Rose (1985) and ...
  • Thorne, Janine; Du Toit, Charlotte Barbara (Taylor & Francis, 2009-12)
    The large-scale failures of development banks in the 1970s and 1980s meant that they all but disappeared from the development agenda. However, there are still a large number of development banks worldwide that operate with ...
  • Amusa, Adedeji (Juta, 2004-03)
    Using data contained in South Africa's national accounts and revenue statistics, this paper constructs time-series of effective tax rates for consumption, capital income, and labour income. The macroeconomic approach allows ...
  • Akanbi, Olusegun Ayodele (University of Pretoria, 2011-05)
    This study empirically examines the macroeconomic determinants of technological progress (total factor productivity) in Nigeria that is consistent with the endogenous growth theory. The estimations are carried out with ...
  • Bonga‐Bonga, Lumengo; Gupta, Rangan; Jooste, Charl (Camera di Commercio, Industria, Artigianato e, 2015)
    The macroeconomic response to uncertainty for India is studied in a structural model that decomposes uncertainty into negative and positive contributions. The results show that uncertainty shocks reduce industrial ...
  • Seymore, Reyno; Akanbi, Olusegun Ayodele; Abedian, Iraj (Department of Economics, University of Pretoria, 2012)
    This study analyses the impact of an increase in Eskom’s capital expenditure on the overall macro and sectoral economy using both a Time-Series Macro-Econometric (TSME) model and a Computable General Equilibrium (CGE) ...
  • Gupta, Rangan; Lv, Zhihui; Wong, Wing-Keung (MDPI, 2019-05)
    Unlike the existing literature, which primarily studies the impact of only monetary policy shocks on real estate investment trusts (REITs), this paper develops a change-point vector autoregressive (VAR) model and then ...
  • Gupta, Rangan; Reid, Monique (Emerald, 2013)
    PURPOSE – The objective of this paper is to explore the sensitivity of industry-specific stock returns to monetary policy and macroeconomic news. The paper looks at a range of industry-specific South African stock market ...
  • Plakandaras, Vasilios; Gupta, Rangan; Gogas, Periklis; Papadimitriou, Theophilos (Routledge, 2018)
    In this article, we evaluate the causal relationship between macroeconomic uncertainty indices, inflation and growth rate for 17 Eurozone countries on a county-level examination. In performing a series of linear and nonlinear ...
  • Gupta, Rangan; Modise, Mampho P. (Elsevier, 2013-01)
    We examine both in-sample and out-of-sample predictability of South African stock return using macroeconomic variables. We base our analysis on a predictive regression framework, using monthly data covering the in-sample ...