Browsing Research Articles (Economics) by Title

Browsing Research Articles (Economics) by Title

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  • 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 ...
  • Alaba, Olufunke A.; Alaba, Olumuyiwa B. (Wiley-Blackwell, 2009-03)
    In recent years, there has been increase in human and financial commitments to malaria control, nationally and internationally, partly due to the need to meet the development targets set in the millennium development goals ...
  • Tran-Nam, Binh; Evans, Chris; Krever, Richard; Lignier, Philip (Wiley, 2016-12)
    The most recent, significant tax reform review in Australia, popularly known as the Henry Review, was publicly released just over six years ago. This article provides a critical examination of Australia's experience in ...
  • Gil-Alana, Luis A.; Gupta, Rangan; Shittu, Olanrewaju I.; Yaya, OlaOluwa S. (Elsevier, 2018-12)
    We investigate financial market efficiency in the time series of four daily Baltic stock market indices, namely: Baltic Benchmark Gross Index (OMXBBGI), all share index of Tallin-Lithuanian (OMXT), all share index of Riga ...
  • Meyer, Nicolaas G.; Breitenbach, M.C. (Marthinus) (Agricultural Economics Association of South Africa, 2004-03)
    This paper uses one of four possible areas of strategic market research, namely Trademaps2, to analyse the South African market potential for deciduous fruit. It isolates the apple industry to illustrate the application ...
  • Moolman, Elna (Elsevier, 2004-07)
    Linear models are incapable of capturing business cycle asymmetries. This has recently spurred interest in non-linear models such as the Markov switching regime (MS) technique of modelling business cycles. The MS model can ...
  • Fedderke, Johannes; Obikili, Nonso; Viegi, Nicola (Wiley, 2018-01)
    This paper uses newly available firm-level tax data to evaluate the market structure in South African manufacturing sectors in the period 2010-2012. To describe the market structure, we compute markups for South African ...
  • Cekin, Semih Emre; Pradhan, Ashis Kumar; Tiwari, Aviral Kumar; Gupta, Rangan (Elsevier, 2019-07)
    We analyze the dependence structure of economic policy uncertainty in four Latin American economies (Brazil, Chile, Colombia, Mexico) using vine copula modeling with various forms of tail dependence. Our results suggest ...
  • Jordaan, Yolande; Schoeman, Niek (University of Pretoria, Department of Economics, 2015)
    This paper is primarily concerned with the revenue and tax efficiency effects of adjustments to marginal tax rates on individual income as an instrument of possible tax reform. The hypothesis is that changes to marginal ...