Browsing Research Articles (Economics) by Title

Browsing Research Articles (Economics) by Title

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  • Apergis, Nicholas; Gupta, Rangan; Lau, Chi Keung Marco; Mukherjee, Zinnia (Elsevier, 2018-08)
    This paper is the first to provide an empirical analysis of the short run and long run effects of carbon dioxide (CO2) emissions on health care spending across U.S. states. Accounting for the possibility of non-linearity ...
  • Plakandaras, Vasilios; Gupta, Rangan; Wohar, Mark E. (Elsevier, 2018-07)
    Breaking ground from all previous studies, we estimate a time-varying Vector Autoregression model that examines the time-period 1270–2016 — the entire economic history of the U.K. Focusing on permanent and transitory shocks ...
  • Aloui, Riadh; Gupta, Rangan; Miller, Stephen M. (Elsevier, 2016-03)
    We use a copula approach to investigate the effect of uncertainty on crude-oil returns. Using copulas to construct multivariate distributions of time-series data permit the calculation of the dependence structure between ...
  • Canarella, Giorgio; Gupta, Rangan; Miller, Stephen M.; Pollard, Stephen K. (Springer, 2019-01)
    Standard unit-root tests of the hysteresis hypothesis specify a unit root under the null against the stationary alternative of the natural-rate hypothesis, making the two theories of unemployment mutually exclusive over ...
  • Gupta, Rangan; Lau, Chi Keung Marco; Miller, Stephen M.; Wohar, Mark E. (Wiley, 2019-12)
    Fiscal policy shocks exert wide‐reaching effects, including movements in asset markets. US politics have been characterized historically by a high degree of partisan conflict. The combination of increasing polarization and ...
  • Plakandaras, Vasilios; Gogas, Periklis; Gupta, Rangan; Papadimitriou, Theophilos (Routledge, 2015-08)
    In this paper we evaluate inflation persistence in the U.S. using long range monthly and annual data. The importance of inflation persistence is crucial to policy authorities and market participants, since the level of ...
  • Omay, Tolga; Gupta, Rangan; Bonaccolto, Giovanni (Routledge, 2017)
    This article applies the Fractional Frequency Flexible Fourier Form (FFFFF) Dickey–Fuller (DF)-type unit root test on the natural logarithm of US real GNP over the quarterly period of 1875:1–2015:2, to determine whether ...
  • Ngoie, Jacques Kibambe; Zellner, Arnold (Cambridge University Press, 2012-03-23)
    Using a disaggregated Marshallian macroeconomic model, this paper investigates how the adoption of a set of “free market reforms” may affect the economic growth rate of South Africa. Our findings suggest that the institution ...
  • Koch, Steven F. (Wiley, 2017-06)
    This research examines the effect of the abolition of user fees in South Africa, a policy implemented in 1994 for uninsured children under the age of six and the elderly uninsured, as well as pregnant and nursing mothers. ...
  • 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 ...