Browsing Research Articles (Economics) by Title

Browsing Research Articles (Economics) by Title

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  • Gupta, Rangan; Kabundi, Alain; Miller, Stephen M. (American Real Estate Society, 2011)
    Several Bayesian and classical models are used to forecast house prices in 20 states in the United States. There are two approaches: extracting common factors (principle components) in a factor-augmented vector autoregressive ...
  • Gupta, Rangan; Kabundi, Alain; Miller, Stephen M.; Uwilingiye, Josine (Springer, 2014-06)
    We use several models using classical and Bayesian methods to forecast employment for eight sectors of the US economy. In addition to using standard vectorautoregressive and Bayesian vector autoregressive models, we also ...
  • Chama-Chiliba, Chitalu Miriam; Koch, Steven F. (Oxford University Press, 2015-02)
    OBJECTIVES : We examine the individual- and community-level factors associated with the utilization of antenatal care, following the adoption of the focused antenatal care (FANC) approach in Zambia. METHODS : Using ...
  • Gupta, Rangan; Modise, Mampho P. (M.E. Sharpe, 2012-01)
    Using monthly South African data for 1990:01-2009:10, this paper, to the best of our knowledge, is the first to examine the predictability of real stock prices based on valuation ratios, namely, price-dividend and ...
  • Van Oordt, Marius Louis (University of New South Wales, 2018-10)
    The success of the value-added tax (VAT) towards revenue objectives is limited by the environment within which the VAT operates. Controlling for these environments allows for comparative estimates of countries’ VAT efforts. ...
  • Koekemoer, Reneé (Blackwell, 2001-03)
    Individuals frequently form expectation about the future level of prices e.g. when making consumption expenditure decisions and during wage bargaining. Expectations are formed conditional on economic agents' perceptions ...
  • Cnossen, Sijbren (Springer, 2018-04)
    Little has been written about the treatment of agriculture under the value added tax (VAT). This article attempts to fill the void by surveying and evaluating the situation in the Member States of the European Union (EU) ...
  • Padayachee, Vishnu; Rossouw, Jannie (Suid Afrikaanse Akademie vir Wetenskap & Kuns, 2010-06)
    This paper compares the movement in the nominal and real remuneration of two selected positions in the South African public sector over the period 1984 to 2008. Over this period a divergent trend is discernible in the ...
  • Minford, Patrick; Naraidoo, Ruthira (Wiley-Blackwell, 2010-03)
    We develop an empirical non-linear model of equilibrium unemployment and test its policy implications for a number of OECD countries. The model here sees the natural rate and the associated equilibrium path of unemployment ...
  • Matthews, Kent; Minford, Patrick; Naraidoo, Ruthira (Elsevier, 2008-09)
    This paper develops a political economy model of multiple unemployment equilibria to provide a theory of an endogenous natural rate of unemployment for the UK and the US interwar period. The theory here sees the natural ...
  • Liu, Ruipeng; Demirer, Riza; Gupta, Rangan; Wohar, Mark E. (Wiley, 2020-03)
    This paper examines volatility linkages and forecasting for stock and foreign exchange markets from a novel perspective by utilizing a bivariate Markov‐switching multifractal model that accounts for possible interactions ...
  • Gkillas, Konstantinos; Gupta, Rangan; Wohar, Mark E. (Elsevier, 2018-12)
    In this paper we analyse the role of a news-based index of geopolitical risks (GPRs), in predicting volatility jumps in the Dow Jones Industrial Average (DJIA) over the monthly period of 1899:01 to 2017:12, with the jumps ...
  • Nazlioglu, Saban; Hammoudeh, Shawkat; Gupta, Rangan (Routledge, 2015-04)
    This study examines whether a volatility/risk transmission exists between the Dow Jones Islamic stock and three conventional stock markets for the United States, Europe and Asia during the pre- and the in- and post-2008 crisis ...
  • Truu, M.L. (Faculty of Economic and Management Sciences, University of Pretoria, 1997)
    At present, South Africa's economic system has no name and is under a cloud of confusion. This has been caused by the concurrence of two major political events: the collapse of the Soviet bloc and South Africa's changeover ...
  • Balcilar, Mehmet; Gupta, Rangan; Majumdar, Anandamayee; Miller, Stephen M. (Routledge, 2015-10)
    This article uses a small set of variables – real GDP, the inflation rate and the short-term interest rate – and a rich set of models – atheoretical (time series) and theoretical (structural), linear and nonlinear, as ...
  • Kilimani, Nicholas; Van Heerden, J.H. (Jan Horn), 1957-; Bohlmann, Heinrich R. (IWA Publishing, 2016-02)
    This paper uses the system of economic and environmental accounting for water to demonstrate how the water sector interacts with the social-economic sectors of the economy. Furthermore, it reviews the existing institutional and ...
  • Tiwari, Aviral Kumar; Mukherjee, Zinnia; Gupta, Rangan; Balcilar, Mehmet (Elsevier, 2019-03)
    In this paper, we aim to explore the relationship between natural gas and crude oil prices for the U.S. economy over the time period 1997 and 2017 in both the unconditional and conditional framework by conditioning the ...
  • Balcilar, Mehmet; Gupta, Rangan; Sousa, Ricardo M.; Wohar, Mark E. (Wiley, 2018-09)
    We use a nonparametric causality‐in‐quantile test to analyze the predictive ability of the wealth‐to‐income ratio (wy) for excess stock returns and their volatility. Our results reveal that the wy is nonlinearly related ...
  • Seymore, Reyno; Chitiga-Mabugu, Margaret; Van Heerden, J.H. (Jan Horn), 1957- (Multi-Science Publishing, 2012)
    Border Tax Adjustments (BTAs) resurfaced recently in national policy debates as a possible measure to counter the anti-competitiveness effect of unilateral environmental taxes. There seems to be no consensus in the ...
  • Cnossen, Sijbren (Osgoode Hall Law School, 2015)
    This article explores the taxation of corporations in the wider context of capital income taxation. The article discusses pros and cons of various income-based and cash-flow forms of corporation tax (CT) and concludes that ...