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Browsing Research Articles (Economics) by UP Author "Aye, Goodness Chioma"
Now showing items 1-20 of 62
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Chang, Tsangyao; Liu, Wen-Chi; Aye, Goodness Chioma; Gupta, Rangan (Inderscience, 2016-05)This study applies the panel KSS test with a Fourier function through the sequential panel selection method, proposed by Chortareas and Kapetanios (2009), to test whether housing bubbles exist in South Africa using the ...
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Apergis, Nicholas; Aslan, Alper; Aye, Goodness Chioma; Gupta, Rangan (Multi-Science Publishing, 2015)This paper investigates the dynamic relationship between oil prices and growth across the U.S. States using a panel data framework. We use both annual and quarterly data spanning the periods 1973 to 2013 and 1948Q1 to ...
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Asymmetric volatility transmission between the real exchange rate and stock returns in South Africa Sikhosana, Ayanda; Aye, Goodness Chioma (Elsevier, 2018-12)This paper analyses the asymmetric volatility spillovers between the real exchange rate and stock returns in South Africa. A Multivariate Exponential Generalised Autoregressive Conditionally Heteroskedastic (EGARCH) model ...
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Aye, Goodness Chioma; Balcilar, Mehmet; Montasser, Ghassen; Gupta, Rangan; Manjezi, N.C. (Chamber of Commerce of Genova, 2016-02)This paper investigates the in-sample predictability of debt ceiling and government shutdown for real stock returns in the U.S, using rolling window Granger non-causality estimation. Causal links often evolve over time ...
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Aye, Goodness Chioma (Cogent OA, 2018-05-21)This paper examines whether economic policy uncertainty (EPU) causes real housing returns in 8 emerging economies for which EPU data are available namely: Brazil, Chile, China, India, Ireland, Russia, South Africa and ...
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Ajmi, Ahdi Noomen; Aye, Goodness Chioma; Balcilar, Mehmet; Gupta, Rangan (Tennessee State University College of Business, 2015-03)This paper investigates the dynamic causal link between exports and economic growth using both linear and nonlinear Granger causality tests. We use annual South African data on real exports and real gross domestic product ...
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Nasr, Adnen Ben; Balcilar, Mehmet; Ajmi, Ahdi Noomen; Aye, Goodness Chioma; Gupta, Rangan; Van Eyden, Renee (Elsevier, 2015-09)This study investigates the asymmetric and time-varying causalities between inflation and inflation uncertainty in South Africa within a conditional Gaussian Markov switching vector autoregressive (MS-VAR) model framework. ...
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Aye, Goodness Chioma (Chamber of Commerce of Genova, 2016-08)This paper examines the dynamic causal relationship between global oil price and South Africa’s food price using both full sample and time varying Granger causality tests. Monthly data from 2000:1 to 2014:6 is used. Result ...
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Ajmi, Ahdi Noomen; Aye, Goodness Chioma; Balcilar, Mehmet; El Montasser, Ghassen; Gupta, Rangan (Elsevier, 2015-11)This paper examines the causal relationship between economic policy uncertainty (EPU) and equity market uncertainty (EMU) in the US using linear and nonlinear Granger causality tests. We use daily data on the newly developed ...
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Aye, Goodness Chioma; Gupta, Rangan; Modise, Mampho P. (Sage, 2015-08)This paper investigates the existence of spillovers from stock prices onto consumption and the interest rate for South Africa using a time-varying vector autoregressive (TVP-VAR) model with stochastic volatility. In this ...
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Aye, Goodness Chioma; Deale, Frederick W.; Gupta, Rangan (Savez ekonomista Vojvodine, 2016)This article evaluates the predictability of the equity risk premium in the United States by comparing the individual and complementary predictive power of macroeconomic variables and technical indicators using a ...
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Aye, Goodness Chioma (LLC “СPС “Business Perspectives”, 2015)This paper examines the impact of oil price uncertainty on South Africa’s stock returns using weekly data that cover the period 1995:07:01 to 2014:08:30. The measure of oil price uncertainty is the conditional standard ...
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Aye, Goodness Chioma; Gadinabokao, Olorato A.; Gupta, Rangan (Taylor and Francis, 2017-01)Causality testing procedures in the frequency domain and the time domain are employed to analyse the relationship between oil prices and interest rate in South Africa, covering the time period 1936:1 to 2013:11. Results ...
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Dynamic and asymmetric response of inequality to income volatility : the case of the United Kingdom Aye, Goodness Chioma; Gozgor, Giray; Gupta, Rangan (Springer, 2020-02)Using the quarterly data of the United Kingdom (UK) for the period from 1975Q1 to 2016Q1, the paper analyses the dynamic and the asymmetric responses of inequality to the real gross domestic product (GDP) (income) volatility. ...
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More, Itumeleng; Aye, Goodness Chioma (Inderscience, 2017-02)This paper investigates the effect of social infrastructure on economic growth and inequality in South Africa using a SEM approach. We use growth as the mediating variable while controlling for production factors, urbanisation ...
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The effectiveness of monetary and fiscal policy shocks on U.S. inequality : the role of uncertainty Aye, Goodness Chioma; Clance, M.W. (Matthew); Gupta, Rangan (Springer, 2019-01)The study examines the effect of monetary and fiscal policy on inequality conditioned on low and high uncertainty. We use U.S. quarterly time series data on different measures of income, labour earnings, consumption and ...
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Aye, Goodness Chioma (Hindawi Publishing, 2021-03)The paper examines the effect of fiscal and monetary policies on economic activities in South Africa while attempting to identify the role of uncertainty. The paper uses quarterly time series data using the variables of ...
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Chiweza, Junior T.; Aye, Goodness Chioma (Cogent OA, 2018-09-08)This paper investigates the link between oil price uncertainty shocks and key macroeconomic indicators of a net oil importing country, South Africa. Monthly data covering the period 1990:01 to 2015:12 is used. The ...
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Aye, Goodness Chioma; Gupta, Rangan; Wanke, Peter (Emerald, 2018)PURPOSE : The purpose of this paper is to assess the efficiency of agricultural production in South Africa from 1970 to 2014, using an integrated two-stage fuzzy approach. DESIGN/METHODOLOGY/APPROACH : Fuzzy technique for ...
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Aye, Goodness Chioma; Gil-Alana, Luis A.; Gupta, Rangan; Wohar, Mark E. (Elsevier, 2017-09)This paper investigates the weak-form efficiency hypothesis for the art market. We consider 15 art price indices namely: Contemporary, Drawings, France, Global index (Euro), Global index (USD), Modern art, Nineteenth ...
Now showing items 1-20 of 62