Browsing Research Articles (Economics) by Author "Ajmi, Ahdi N."

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Browsing Research Articles (Economics) by Author "Ajmi, Ahdi N."

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  • Cross-country evidence on the causal relationship between policy uncertainty and housing prices 
    El-Montasser, Ghassen; Ajmi, Ahdi N.; Chang, Tsangyao; Simo-Kengne, Beatrice Desiree; Andre, Christophe; Gupta, Rangan (American Real Estate Society, 2016)
    In this paper, we examine the causal linkages between policy uncertainty and housing prices in a panel of seven advanced countries including Canada, France, Germany, Italy, Spain, the United Kingdom, and the United States. ...
  • The nonparametric relationship between oil and South African agricultural prices 
    Ajmi, Ahdi N.; Gupta, Rangan; Kruger, Monique; Schoeman, N.J. (Nicolaas Johannes); Walters, Leone (Camera di Commercio, Industria, Artigianato e, 2016-05)
    The aim of this paper is to investigate the causal relationship between agricultural prices in South Africa and global oil prices. A nonlinear Granger causality test based on moment conditions, introduced by Nishiyama ...