Browsing Research Articles (Economics) by Title

Browsing Research Articles (Economics) by Title

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  • Is there a link between BRIC foreign direct investment and SADC export performance? 
    Le Clus-Rossouw, Danielle; Viviers, Wilma; Loots, Elsabé (Routledge, 2015-07)
    The BRICS (Brazil, Russia, India, China and South Africa) countries have agreed to strengthen their economic ties, thus paving the way for enhanced trade and investment performance. South Africa’s strategic value in BRICS ...
  • Is there a national housing market bubble brewing in the United States? 
    Gupta, Rangan; Ma, Jun; Theodoridis, Konstantinos; Wohar, Mark (Cambridge University Press, 2023)
    We use a time-varying parameter dynamic factor model with stochastic volatility estimated using Bayesian methods to disentangle the relative importance of the common component in Federal Housing Finance Agency house price ...
  • Is there a role for uncertainty in forecasting output growth in OECD countries? Evidence from a time-varying parameter-panel vector autoregressive model 
    Aye, Goodness Chioma; Gupta, Rangan; Lau, Chi Keung Marco; Sheng, Xin (Routledge, 2019)
    This paper uses a time-varying parameter-panel vector autoregressive (TVP-PVAR) model to analyze the role played by domestic and US news-based measures of uncertainty in forecasting the growth of industrial production of ...
  • Is there an Environmental Kuznets Curve for South Africa? A co-summability approach using a century of data 
    Nasr, Adnen Ben; Gupta, Rangan; Sato, Joao Ricardo (Elsevier, 2015-12)
    There exists a huge international literature on the, so-called, Environmental Kuznets Curve (EKC) hypothesis, which in turn, postulates an inverted u-shaped relationship between environmental pollutants and output. ...
  • Is wine a good choice for investment? 
    Bouri, Elie; Gupta, Rangan; Wong, Wing-Keung; Zhu, Zhenzhen (Elsevier, 2018-10)
    We extend our understanding on the role of wine investment within a portfolio of different assets (US/UK equities, bonds, gold, and housing) by considering a rich methodology based, among others, on the mean-variance and ...
  • Is wine a safe-haven? Evidence from a nonparametric causality-in-quantiles test 
    Antonakakis, Nikolaos; Balcilar, Mehmet; Bouri, Elie; Gupta, Rangan (Asia University, Taiwan, 2018-09)
    Unlike the extant literature on safe-havens, where one aims to relate the movements in an asset considered with extreme episodes in equity markets, we test this property for fine wine, by relating it to global uncertainty. ...
  • Jumps beyond the realms of cricket : India's performance in one day internationals and stock market movements 
    Gkillas, Konstantinos; Gupta, Rangan; Marco Lau, Chi Keung; Suleman, Muhammad Tahir (Taylor and Francis, 2020)
    We examine the impact of the Indian cricket team’s performance in one-day international cricket matches on return, realized volatility and jumps of the Indian stock market, based on intraday data covering the period of ...
  • Jumps in energy and non-energy commodities 
    Bouri, Elie; Gupta, Rangan (Wiley, 2020-03)
    Jumps in the price process of assets represent a sort of tail risk and are found to affect many aspects of asset pricing, volatility modelling and asset allocation. In this paper, we detect price jumps in the realised ...
  • Jumps in geopolitical risk and the cryptocurrency market : the singularity of Bitcoin 
    Bouri, Elie; Gupta, Rangan; Vo, Xuan Vinh (Routledge, 2022)
    Are price discontinuities in cryptocurrencies jointly related to large swings in geopolitical risk? This is a relevant question to answer given recent news from the press that Bitcoin’s price jumps are driven by jumps in ...
  • Just energy transition of South Africa in a post-COVID era 
    Bohlmann, Heinrich R.; Bohlmann, Jessika Andreina; Chitiga-Mabugu, Margaret; Inglesi-Lotz, Roula (MDPI, 2023-07-11)
    The impacts of the COVID-19 pandemic have sparked global debate over how green economic recovery may and should be, and if the pandemic has accelerated the present energy transition while assuring a just transition for ...
  • Kan makro-ekonomiese konvergensie in SADC tot die suksesvolle vestiging van 'n monetêre unie en 'n sentrale bank in die streek lei? 
    Rossouw, Jannie (Suid Afrikaanse Akademie vir Wetenskap & Kuns, 2006-06)
    Can macro-economic convergence in SADC result in the successful establishment of a monetary union and a central bank in the region? Macro-economic convergence leading to monetary unification and a single central bank is ...
  • Kommentaarnota op professor Sampie Terreblanche se artikel : armoede in Suid-Afrika 
    Rossouw, Jannie (Suid Afrikaanse Akademie vir Wetenskap & Kuns, 2005-03)
    In his article, "Poverty in South Africa" (Terreblanche 2004), South African poverty is analysed from a historical and contemporary perspective. This note of comment investigates the proposed solution by Terreblanche, ...
  • Kuznets curve for the US : a reconsideration using cosummability 
    Nasr, Adnen Ben; Balcilar, Mehmet; Akadiri, Seyi Saint; Gupta, Rangan (Springer, 2019-04)
    The relationship between income inequality and long-run economic growth has gained a growing attention in economic research for over decades. This study employed advanced time series techniques to examine the existence of ...
  • A labour model for South Africa 
    Du Toit, Charlotte Barbara; Koekemoer, Reneé (Blackwell, 2003-03)
    South Africa's performance has been dismal in dealing with the rising unemployment that the economy has been faced with since the 1970s. The purpose of this paper is to develop a labour model of the South African economy, ...
  • The Lancet Commission on peaceful societies through health equity and gender equality 
    Percival, Valerie; Thoms, Oskar Timo; Oppenheim, Ben; Rowlands, Dane; Chisadza, Carolyn; Fewer, Sara; Yamey, Gavin; Alexander, Amy C.; Allaham, Chloe L.; Causevic, Sara; Daudelin, Francois; Gloppen, Siri; Guha-Sapir, Debarati; Hadaf, Maseh; Henderson, Samuel; Hoffman, Steven J.; Langer, Ana; Lebbos, Toni Joe; Leomil, Luiz; Lyytikainen, Minna; Malhotra, Anju; Mkandawire, Paul; Norris, Holly A.; Ottersen, Ole Petter; Phillips, Jason; Rawet, Sigrun; Salikova, Alexa; Mohamed, Idil Shekh; Zazai, Ghazal; Halanent, Tarja; Kyobutungi, Catherine; Bhutta, Zulfiqara; Friberg, Peter (Elsevier, 2023-11)
    The multiple and overlapping crises faced by countries, regions, and the world appear unprecedented in their magnitude and complexity. Protracted conflicts continue and new ones emerge, fuelled by geopolitics and social, ...
  • Land value as a function of distance from the CBD : the case of the eastern suburbs of Pretoria 
    Jordaan, Andre Cillie; Drost, B.E.; Makgata, M.A. (Juta, 2004-09)
    The greater the benefit derived from using a piece of land for any particular purpose the higher the price the prospective riser is willing to pay. The demand for land is thus a reflection of the utility derived from its ...
  • A large factor model for forecasting macroeconomic variables in South Africa 
    Gupta, Rangan; Kabundi, Alain (Elsevier, 2011-10)
    This paper uses large Factor Models (FMs), which accommodate a large cross-section of macroeconomic time series for forecasting the per capita growth rate, inflation, and the nominal short-term interest rate for the South ...
  • Leaders and tenures in sub-Saharan Africa 
    Chisadza, Carolyn (Wiley, 2020-09)
    While there has been extensive evidence provided on the varying effects of leaders’ extended tenures on economic growth, political institutions and conflict, little attention in the empirical literature has been given to ...
  • Leadership towards a just economic society 
    Lombard, J.A. (Johannes Anthonie); Schoeman, N.J. (Nicolaas Johannes) (Faculty of Theology, University of Pretoria, 2002)
    This actuality article on leadership argues for the need to move towards a just economic society. The implications of different terms are considered within a conceptual framework. This framework is essential for a better ...
  • A life-cycle model with ambiguous survival beliefs 
    Groneck, Max; Ludwig, Alexander; Zimper, Alexander (Elsevier, 2016-03)
    Based on a cognitive notion of neo-additive capacities re ecting likelihood in- sensitivity with respect to survival chances, we construct a Choquet Bayesian learning model over the life-cycle that generates a motivational ...