Browsing Research Articles (Economics) by Title

Browsing Research Articles (Economics) by Title

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  • Macro shocks and real US stock prices with special focus on the “Great Recession” 
    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 ...
  • Macro-econometric modelling for the Nigerian economy : a growth-poverty gap analysis 
    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 ...
  • The macro-economic reform and the demand for money in India 
    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 ...
  • A macro-framework for successful development banks 
    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 ...
  • A macroeconomic approach to estimating effective tax rates in South Africa 
    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 ...
  • The macroeconomic determinants of technological progress in Nigeria 
    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 ...
  • The macroeconomic effects of uncertainty shocks in India 
    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 ...
  • Macroeconomic impact of Eskom's six-year capital investment programme 
    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) ...
  • Macroeconomic implications of uncertainty in South Africa 
    Kisten, Theshne (University of Pretoria, Department of Economics, 2020-02-18)
    AIM : This article explores the extent to which economic policy uncertainty (EPU) influences selected macroeconomic variables in South Africa (SA). METHODS : To this end, I construct a constant parameter vector autoregressive ...
  • Macroeconomic shocks and changing dynamics of the U.S. REITs sector 
    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 ...
  • Macroeconomic surprises and stock returns in South Africa 
    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 ...
  • Macroeconomic uncertainty and the comovement in buying versus renting in the USA 
    Aye, Goodness Chioma; Gupta, Rangan (Asia University, Taiwan, 2019-09)
    This paper characterizes the sources of the comovement in the U.S metropolitan buy-rent growth rate. The analysis is based on quarterly buy-rent indices from 1982:Q1 to 2016:Q4. To this end, we used the dynamic factor model ...
  • Macroeconomic uncertainty, growth and inflation in the Eurozone : a causal approach 
    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 ...
  • Macroeconomic variables and South African stock return predictability 
    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 ...
  • Malaria in rural Nigeria : implications for the millennium development goals 
    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 ...
  • Manager sentiment and stock market volatility 
    Gupta, Rangan (Allied Business Academies, 2019)
    This paper hypothesizes that corporate managers’ sentiment can predict aggregate stock market volatility. Using a k-th order nonparametric causality-in-quantiles test, we show that manager sentiment is a stronger predictor ...
  • Market efficiency of Baltic stock markets : a fractional integration approach 
    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 ...
  • The market potential of the South African apple industry : strategies and options 
    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 ...
  • A Markov switching regime model of the South African business cycle 
    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 ...
  • Markups and concentration in South African manufacturing sectors : an analysis with administrative data 
    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 ...