Rangan Gupta

Q: What Schools Are Affiliated With Rangan Gupta

Rangan Gupta is affiliated with the following schools: University of Ibadan, University of Pretoria

Rangan Gupta's AcademicInfluence.com Rankings

Rangan Gupta

Economics

#1860

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#2133

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Economics

Rangan Gupta's Degrees

PhD Economics University of Pretoria
Masters Economics University of Pretoria
Bachelors Economics University of Pretoria

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Rangan Gupta's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Can Volume Predict Bitcoin Returns and Volatility? A Quantiles-Based Approach (2017) (499)
Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions (2016) (479)
The nexus of electricity consumption, economic growth and CO2 emissions in the BRICS countries (2014) (348)
Has oil price predicted stock returns for over a century (2015) (305)
The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method (2017) (227)
Return connectedness across asset classes around the COVID-19 outbreak (2020) (219)
Herding behaviour in cryptocurrencies (2019) (217)
Uncertainty and Crude Oil Returns (2015) (183)
Network causality structures among Bitcoin and other financial assets: A directed acyclic graph approach (2018) (173)
Does Uncertainty Move the Gold Price? New Evidence from a Nonparametric Causality-in-Quantiles Test (2016) (171)
The Causal Relationship Between Economic Policy Uncertainty and Stock Returns in China and India: Evidence from a Bootstrap Rolling Window Approach (2016) (166)
Geopolitical risks and the oil-stock nexus over 1899–2016 (2017) (164)
Spillovers between Bitcoin and other assets during bear and bull markets (2018) (161)
Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin? (2019) (161)
Geopolitical risks and stock market dynamics of the BRICS (2018) (155)
Dynamic Connectedness of Uncertainty Across Developed Economies: A Time-Varying Approach (2018) (154)
On the transmission mechanism of country-specific and international economic uncertainty spillovers: Evidence from a TVP-VAR connectedness decomposition approach (2018) (154)
Economic policy uncertainty and stock market returns in PacificRim countries: Evidence based on a Bayesian panel VAR model (2017) (142)
Oil price volatility and economic growth: Evidence from advanced economies using more than a century’s data (2019) (139)
Renewable energy and growth: Evidence from heterogeneous panel of G7 countries using Granger causality (2015) (138)
Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles (2018) (131)
Oil prices and financial stress: A volatility spillover analysis (2015) (130)
Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test (2015) (127)
Energy efficiency of selected OECD countries: A slacks based model with undesirable outputs (2015) (127)
Regime switching model of US crude oil and stock market prices: 1859 to 2013 ¬リニ (2014) (126)
Testing for asymmetric nonlinear short- and long-run relationships between bitcoin, aggregate commodity and gold prices (2018) (121)
Forecasting accuracy evaluation of tourist arrivals (2017) (118)
Modelling long memory volatility in the Bitcoin market: Evidence of persistence and structural breaks (2018) (113)
Are there environmental Kuznets curves for US state-level CO2 emissions? (2017) (107)
Does the source of oil price shocks matter for South African stock returns? A structural VAR approach (2013) (102)
Volatility spillovers across global asset classes: Evidence from time and frequency domains (2018) (96)
The effect of monetary policy on real house price growth in South Africa : a factor augmented vector autoregression (FAVAR) approach (2010) (96)
Forecasting the U.S. Real House Price Index (2014) (94)
Are stock prices related to the political uncertainty index in OECD countries? Evidence from the bootstrap panel causality test (2015) (93)
Forecasting the price of gold using dynamic model averaging (2015) (92)
Time-Varying Impact of Geopolitical Risks on Oil Prices (2020) (91)
Oil Price Forecastability and Economic Uncertainty (2015) (88)
Incorporating economic policy uncertainty in US equity premium models : a nonlinear predictability analysis (2016) (85)
Forecasting crude oil price volatility and value-at-risk: Evidence from historical and recent data (2016) (85)
Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach (2017) (83)
The Time-Series Properties of House Prices: A Case Study of the Southern California Market (2012) (83)
“Ripple effects” and forecasting home prices in Los Angeles, Las Vegas, and Phoenix (2010) (83)
Temporal Causality between House Prices and Output in the U. S.: A Bootstrap Rolling-Window Approach (2015) (78)
Macroeconomic Variables and South African Stock Return Predictability (2013) (76)
Forecasting volatility and co-volatility of crude oil and gold futures: Effects of leverage, jumps, spillovers, and geopolitical risks (2020) (76)
Forecasting realized oil-price volatility: The role of financial stress and asymmetric loss (2020) (76)
Infectious Diseases, Market Uncertainty and Oil Market Volatility (2020) (76)
Does global fear predict fear in BRICS stock markets? Evidence from a Bayesian Graphical Structural VAR model (2017) (75)
On economic uncertainty, stock market predictability and nonlinear spillover effects (2016) (73)
Forecasting the price of gold (2015) (72)
Volatility transmission between Islamic and conventional equity markets: evidence from causality-in-variance test (2015) (71)
Does Geopolitical Risks Predict Stock Returns and Volatility of Leading Defense Companies? Evidence from a Nonparametric Approach (2017) (70)
Common business cycles and volatilities in US states and MSAs: The role of economic uncertainty (2018) (69)
Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals (2009) (69)
U.S. state-level carbon dioxide emissions: Does it affect health care expenditure? (2018) (67)
The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains (2013) (67)
Infectious disease-related uncertainty and the safe-haven characteristic of US treasury securities (2020) (66)
Oil Price Shocks and China’s Economy: Reactions of the Monetary Policy to Oil Price Shocks (2017) (66)
Tax evasion, financial development and inflation: Theory and empirical evidence (2014) (65)
Point and density forecasts of oil returns: The role of geopolitical risks (2019) (65)
Oil price uncertainty and manufacturing production (2014) (65)
Dynamic co-movements between economic policy uncertainty and housing market returns (2015) (65)
The Role of Economic Policy Uncertainty in Predicting U.S. Recessions: A Mixed-frequency Markov-switching Vector Autoregressive Approach (2016) (65)
Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note (2019) (63)
Forecasting realized gold volatility: Is there a role of geopolitical risks? (2020) (63)
An Investigation of Openness and Economic Growth Using Panel Estimation (2006) (63)
Volatility jumps: The role of geopolitical risks (2018) (61)
Dutch disease effect of oil rents on agriculture value added in Middle East and North African (MENA) countries (2014) (60)
Modeling and forecasting the volatility of carbon dioxide emission allowance prices: A review and comparison of modern volatility models (2017) (60)
A large factor model for forecasting macroeconomic variables in South Africa (2011) (60)
Causality between Exports and Economic Growth in South Africa: Evidence from Linear and Nonlinear Tests (2014) (60)
International monetary policy spillovers: Evidence from a time-varying parameter vector autoregression (2019) (59)
Forecasting macroeconomic variables in a small open economy: a comparison between small- and large-scale models (2010) (59)
The Co-Movement and Causality between the U . S . Housing and Stock Markets in the Time and Frequency Domains (2014) (58)
Date stamping historical periods of oil price explosivity: 1876–2014 (2015) (58)
Gold-oil dependence dynamics and the role of geopolitical risks: Evidence from a Markov-switching time-varying copula model (2020) (57)
Forecasting oil and stock returns with a Qual VAR using over 150 years of data (2017) (56)
Time-varying linkages between tourism receipts and economic growth in South Africa (2014) (56)
Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium? (2014) (55)
Structural breaks and GARCH models of stock return volatility: The case of South Africa (2010) (55)
Terror attacks and stock-market fluctuations: evidence based on a nonparametric causality-in-quantiles test for the G7 countries (2016) (54)
Modelling the volatility of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model (2014) (54)
A Small-Scale DSGE Model for Forecasting the South African Economy (2007) (53)
Predicting Bitcoin returns: Comparing the roles of newspaper- and internet search-based measures of uncertainty (2019) (53)
The impact of US uncertainty on the Euro area in good and bad times: evidence from a quantile structural vector autoregressive model (2019) (53)
The effect of investor sentiment on gold market return dynamics: Evidence from a nonparametric causality-in-quantiles approach (2017) (53)
Time-varying causality between research output and economic growth in US (2014) (53)
Forecasting aggregate retail sales : the case of South Africa (2015) (52)
Does gold act as a hedge against inflation in the UK? Evidence from a fractional cointegration approach over 1257 to 2016 (2017) (52)
‘Ripple’ Effects in South African House Prices (2013) (52)
Forecasting the volatility of the dow jones islamic stock market index: Long memory vs. regime switching (2016) (52)
The Role of Asset Prices in Forecasting Inflation and Output in South Africa (2013) (51)
Is there an Environmental Kuznets Curve for South Africa? A co-summability approach using a century of data (2014) (51)
The effect of monetary policy on house price inflation: A factor augmented vector autoregression (FAVAR) approach (2010) (51)
Effects of geopolitical risks on trade flows: evidence from the gravity model (2018) (51)
Time-varying rare disaster risks, oil returns and volatility (2018) (50)
The role of economic and financial uncertainties in predicting commodity futures returns and volatility: Evidence from a nonparametric causality-in-quantiles test (2018) (50)
Do House Prices Impact Consumption and Interest Rate? Evidence from OECD Countries using an Agnostic Identification Procedure (2012) (50)
The role of economic policy uncertainties in predicting stock returns and their volatility for Hong Kong, Malaysia and South Korea (2019) (49)
Oil shocks and stock market volatility of the BRICS: A GARCH-MIDAS approach (2020) (49)
Hydroelectricity consumption and economic growth nexus: Evidence from a panel of ten largest hydroelectricity consumers (2016) (49)
Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013 (2014) (48)
Common cycles and common trends in the stock and oil markets : evidence from more than 150 years of data (2017) (47)
Is Gold an Inflation-Hedge? Evidence from an Interrupted Markov-Switching Cointegration Model (2016) (47)
Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin (2020) (47)
South African stock return predictability in the context data mining : the role of financial variables and international stock returns (2012) (47)
Causal relationships between economic policy uncertainty and housing market returns in China and India: evidence from linear and nonlinear panel and time series models (2017) (46)
Bubbles in South African house prices and their impact on consumption (2010) (44)
Persistence of precious metal prices: A fractional integration approach with structural breaks (2014) (44)
Does partisan conflict predict a reduction in US stock market (realized) volatility? Evidence from a quantile-on-quantile regression model (2018) (43)
The impact of oil price on South African GDP growth: A Bayesian Markov Switching-VAR analysis (2017) (43)
Stock market efficiency analysis using long spans of Data: A multifractal detrended fluctuation approach (2019) (43)
Comovement in Euro area housing prices: A fractional cointegration approach (2015) (43)
Does Economic Policy Uncertainty Forecast Real Housing Returns in a Panel of OECD Countries? A Bayesian Approach (2017) (42)
A DSGE-VAR model for forecasting key South African macroeconomic variables (2013) (42)
Research output and economic growth in G7 countries: new evidence from asymmetric panel causality testing (2016) (42)
Could We Have Predicted The Recent Downturn In The South African Housing Market (2008) (42)
Economic Policy Uncertainty, U.S. Real Housing Returns and Their Volatility: A Nonparametric Approach (2018) (41)
Macroeconomic surprises and stock returns in South Africa (2013) (41)
Linkages between financial sector CDS spreads and macroeconomic influence in a nonlinear setting (2016) (41)
LPPLS Bubble Indicators over Two Centuries of the S&P 500 Index (2016) (41)
Herding behavior in real estate markets: Novel evidence from a Markov-switching model☆ (2015) (41)
Merger and Acquisitions in South African Banking: A Network DEA Model (2017) (41)
Financial tail risks in conventional and Islamic stock markets: A comparative analysis (2017) (40)
Risk spillover between Bitcoin and conventional financial markets: An expectile-based approach (2021) (40)
Causality between research output and economic growth in BRICS (2015) (40)
Military expenditure, economic growth and structural instability: a case study of South Africa (2014) (39)
A wavelet analysis of the relationship between oil and natural gas prices (2019) (39)
Spillovers across macroeconomic, financial and real estate uncertainties: A time-varying approach (2020) (39)
Is the relationship between monetary policy and house prices asymmetric across bull and bear markets in South Africa? Evidence from a Markov-switching vector autoregressive model (2013) (39)
The dynamic impact of uncertainty in causing and forecasting the distribution of oil returns and risk (2018) (39)
Has the correlation of inflation and stock prices changed in the United States over the last two centuries (2017) (38)
Geopolitical Risks and the Predictability of Regional Oil Returns and Volatility (2019) (38)
The effect of global crises on stock market correlations: Evidence from scalar regressions via functional data analysis (2019) (38)
Geopolitical Risks, Returns, and Volatility in Emerging Stock Markets: Evidence from a Panel GARCH Model (2018) (37)
Structure dependence between oil and agricultural commodities returns: The role of geopolitical risks (2020) (37)
Cross-country evidence on the causal relationship between policy uncertainty and housing prices (2016) (37)
Housing and the Great Depression (2013) (37)
Time series analysis of persistence in crude oil price volatility across bull and bear regimes (2016) (37)
The Impact of House Prices on Consumption in South Africa: Evidence from Provincial-Level Panel VARs (2013) (36)
A BVAR MODEL FOR THE SOUTH AFRICAN ECONOMY (2006) (36)
Do Stock Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-varying Vector Autoregressive Model (2015) (36)
Is Wine a Good Choice for Investment? (2018) (36)
Forecasting the South African economy with VARs and VECMs (2006) (36)
Causal relationship between nuclear energy consumption and economic growth in G6 countries : evidence from panel Granger causality tests (2014) (36)
Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching: Evidence from over a century of data (2020) (36)
COVID-19 Pandemic and Investor Herding in International Stock Markets (2021) (36)
Causality Between Us Economic Policy and Equity Market Uncertainties: Evidence from Linear and Nonlinear Tests (2015) (35)
Tax Evasion and Financial Repression (2008) (35)
A New-Keynesian DSGE Model for Forecasting the South African Economy (2009) (35)
Causal effects of the United States and Japan on Pacific-Rim stock markets: nonparametric quantile causality approach (2018) (35)
Do Terror Attacks Predict Gold Returns? Evidence from a Quantile-Predictive-Regression Approach (2017) (34)
Dynamic Spillovers in the United States: Stock Market, Housing, Uncertainty and the Macroeconomy (2016) (34)
Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Model (2009) (34)
The out-of-sample forecasting performance of nonlinear models of regional housing prices in the US (2015) (34)
Convergence of greenhouse gas emissions among G7 countries (2013) (34)
The international REIT’s time-varying response to the U.S. monetary policy and macroeconomic surprises (2017) (34)
Global crises and gold as a safe haven: Evidence from over seven and a half centuries of data (2020) (34)
Volatility connectedness of major cryptocurrencies: The role of investor happiness (2020) (34)
Spatial Bayesian methods of forecasting house prices in six metropolitan areas of South Africa (2008) (34)
Oil price uncertainty and movements in the US government bond risk premia (2020) (34)
Housing and the Business Cycle in South Africa (2014) (34)
Asymmetric causality between military expenditures and economic growth in top six defense spenders (2018) (33)
Financial Market Liberalization, Monetary Policy, and Housing Price Dynamic (2010) (33)
Trade Uncertainties and the Hedging Abilities of Bitcoin (2020) (33)
International Articles: HOUSE PRICES AND ECONOMIC GROWTH IN SOUTH AFRICA: EVIDENCE FROM PROVINCIAL-LEVEL DATA (2012) (32)
Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations (2017) (32)
Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests (2019) (32)
Periodically Collapsing Bubbles in the South African Stock Market (2016) (32)
Time-Varying Effects of Housing and Stock Returns on U.S. Consumption (2015) (32)
An In-Sample and Out-of-Sample Empirical Investigation of the Nonlinearity in House Prices of South Africa (2011) (32)
Testing for persistence in housing price-to-income and price-to-rent ratios in 16 OECD countries (2014) (32)
Forecasting regional house price inflation: a comparison between dynamic factor models and vector autoregressive models (2010) (31)
Real estate returns predictability revisited: novel evidence from the US REITs market (2016) (31)
Predicting Stock Returns and Volatility with Investor Sentiment Indices: A Reconsideration Using a Nonparametric Causality‐In‐Quantiles Test (2018) (31)
Predicting BRICS stock returns using ARFIMA models (2014) (31)
Time-varying risk aversion and realized gold volatility (2019) (31)
Movements in international bond markets: The role of oil prices (2020) (31)
Detecting predictable non-linear dynamics in Dow Jones Islamic Market and Dow Jones Industrial Average indices using nonparametric regressions (2014) (31)
The impacts of structural oil shocks on macroeconomic uncertainty: Evidence from a large panel of 45 countries (2020) (30)
The impact of US policy uncertainty on the monetary effectiveness in the Euro area (2017) (30)
Insurance and economic policy uncertainty (2020) (30)
Forecasting China's foreign exchange reserves using dynamic model averaging: The roles of macroeconomic fundamentals, financial stress and economic uncertainty (2014) (30)
Temporal Causality between House Prices and Output in the U.S.: A Bootstrap Rolling-Window Approach (2013) (30)
The predictive power of oil price shocks on realized volatility of oil: A note (2020) (30)
Asymmetric dynamics of insurance premium: the impacts of output and economic policy uncertainty (2018) (30)
Revisiting the causality between electricity consumption and economic growth in South Africa: a bootstrap rolling-window approach (2015) (30)
The Depreciation of the Pound Post-Brexit: Could it have been Predicted? (2017) (29)
Trading behaviour connectedness across commodity markets: Evidence from the hedgers’ sentiment perspective (2020) (29)
The role of economic uncertainty in forecasting exchange rate returns and realized volatility: Evidence from quantile predictive regressions (2018) (29)
The impact of oil shocks on the South African economy (2016) (29)
Oil price-inflation pass-through in the United States over 1871 to 2018: A wavelet coherency analysis (2019) (29)
Long memory, economic policy uncertainty and forecasting US inflation: a Bayesian VARFIMA approach (2017) (29)
Information spillover across international real estate investment trusts: Evidence from an entropy-based network analysis (2018) (29)
Dynamic Relationship Between Oil Price And Inflation In South Africa (2017) (28)
Moments-based spillovers across gold and oil markets (2020) (28)
Testing the Monetary Model for Exchange Rate Determination in South Africa: Evidence from 101 Years of Data (2013) (28)
On international uncertainty links: BART-based empirical evidence for Canada (2016) (28)
Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States (2009) (28)
Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach (2016) (28)
The impact of US uncertainty shocks on a panel of advanced and emerging market economies (2018) (28)
The long-run relationship between consumption, house prices and stock prices in South Africa : evidence from provincial-level data (2014) (28)
THE BLESSING OF DIMENSIONALITY IN FORECASTING REAL HOUSE PRICE GROWTH IN THE NINE CENSUS DIVISIONS OF THE US (2010) (27)
The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures (2019) (27)
Financial Liberalization and the Effectiveness of Monetary Policy on House Prices in South Africa (2010) (27)
Do House Prices Impact Consumption and Interest Rate (2012) (27)
Causal Relationship between Asset Prices and Output in the United States: Evidence from the State-Level Panel Granger Causality Test (2016) (26)
Persistence and cycles in historical oil price data (2014) (26)
Are there multiple bubbles in the ethanol–gasoline price ratio of Brazil? (2015) (26)
Rise and Fall of Calendar Anomalies over a Century (2019) (26)
Modeling Persistence of Carbon Emission Allowance Prices (2016) (26)
Testing for Multiple Bubbles in the BRICS Stock Markets (2014) (26)
Predicting global temperature anomaly: A definitive investigation using an ensemble of twelve competing forecasting models (2018) (26)
Do commodity investors herd? Evidence from a time-varying stochastic volatility model ☆ (2015) (25)
The role of global economic conditions in forecasting gold market volatility: Evidence from a GARCH-MIDAS approach (2020) (25)
Stock Price Dynamics and the Business Cycle in an Estimated DSGE Model for South Africa (2016) (25)
International stock return predictability: Is the role of U.S. time-varying? (2017) (25)
A non-linear approach for predicting stock returns and volatility with the use of investor sentiment indices (2016) (25)
THE CAUSAL RELATIONSHIP BETWEEN HOUSE PRICES AND GROWTH IN THE NINE PROVINCES OF SOUTH AFRICA : EVIDENCE FROM PANEL-GRANGER CAUSALITY TESTS (2014) (25)
On the predictability of stock market bubbles: evidence from LPPLS confidence multi-scale indicators (2018) (25)
Modelling monetary policy in South Africa : focus on inflation targeting era using a simple learning rule (2010) (25)
Forecasting power of infectious diseases-related uncertainty for gold realized variance (2021) (24)
Do Terror Attacks Affect the Dollar-Pound Exchange Rate? A Nonparametric Causality-in-Quantiles Analysis (2017) (23)
Relationship between House Prices and Inflation in South Africa: An ARDL Approach (2011) (23)
Long- and short-run relationships between house and stock prices in South Africa : a nonparametric approach (2013) (23)
Testing for bubbles in the BRICS stock markets (2016) (23)
Causality between inflation and inflation uncertainty in South Africa: Evidence from a Markov-switching vector autoregressive model (2015) (23)
Can the Sharia-based Islamic stock market returns be forecasted using large number of predictors and models? (2014) (23)
Do Leading Indicators Forecast U.S. Recessions? A Nonlinear Re-Evaluation Using Historical Data (2017) (23)
Are there Asymmetric Causal Relationships between Tourism and Economic Growth in a Panel of G-7 Countries? (2014) (23)
Does tourism cause growth asymmetrically in a panel of G-7 countries? A short note (2018) (23)
Valuation Ratios and Stock Return Predictability in South Africa: Is It There? (2012) (23)
Government Effectiveness and the COVID-19 Pandemic (2021) (23)
Persistence, Mean-Reversion and Non-linearities in $$\hbox {CO2}$$CO2 Emissions: Evidence from the BRICS and G7 Countries (2017) (23)
The relationship between commodity markets and commodity mutual funds: A wavelet-based analysis (2017) (22)
Forecasting US GNP growth : the role of uncertainty (2018) (22)
Causality between Economic Policy Uncertainty Across Countries: Evidence from Linear and Nonlinear Tests (2014) (22)
The Effect of Economic Uncertainty on the Housing Market Cycle (2019) (22)
Analysis of Herding in REITs of an Emerging Market: The Case of Turkey (2016) (22)
Does US news impact Asian emerging markets? Evidence from nonparametric causality-in-quantiles test (2017) (22)
Measuring the Welfare Cost of Inflation in South Africa (2008) (22)
Time-varying impact of uncertainty shocks on the US housing market (2019) (22)
The effect of gold market speculation on REIT returns in South Africa: a behavioral perspective (2017) (22)
Forecasting Realized Volatility of Bitcoin: The Role of the Trade War (2020) (22)
Market efficiency of Baltic stock markets: A fractional integration approach (2018) (21)
Convergence in Income Inequality: Further Evidence from the Club Clustering Methodology across States in the U.S. (2018) (21)
Oil Price and Exchange Rate Behaviour of the BRICS (2020) (21)
Evolution of the Monetary Transmission Mechanism in the US: the Role of Asset Returns (2016) (21)
Causal relationship between asset prices and output in the US: Evidence from state-level panel Granger causality test (2014) (21)
Do sunspot numbers cause global temperatures? Evidence from a frequency domain causality test (2015) (21)
Uncertainty and Forecasts of U.S. Recessions (2019) (21)
The relationship between the inflation rate and inequality across U.S. states: a semiparametric approach (2017) (21)
On exchange-rate movements and gold-price fluctuations: evidence for gold-producing countries from a nonparametric causality-in-quantiles test (2017) (20)
The synergistic effect of insurance and banking sector activities on economic growth in Africa (2018) (20)
Does financial development affect income inequality in the U.S. States? (2019) (20)
The impact of macroeconomic factors on income inequality: Evidence from the BRICS (2020) (20)
Linking Global Economic Dynamics to a South African-Specific Credit Risk Correlation Model (2009) (20)
Oil Price and Consumer Price Nexus in South Africa Revisited: A Novel Asymmetric Causality Approach (2015) (20)
Trust and Quality of Growth: A Note (2015) (19)
Oil speculation and herding behavior in emerging stock markets (2019) (19)
El Niño and forecastability of oil-price realized volatility (2021) (19)
Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience (2012) (19)
Time-varying efficiency of developed and emerging bond markets: Evidence from long-spans of historical data (2018) (19)
Forecasting house prices for the four census regions and the aggregate US economy in a data-rich environment (2013) (19)
Tax evasion and financial repression: a reconsideration using endogenous growth models (2009) (19)
Do House Prices Hedge Inflation in the US? A Quantile Cointegration Approach (2018) (19)
Development, Poverty and Inequality: A Spatial Analysis of South African Provinces (2017) (19)
Investor Happiness and Predictability of the Realized Volatility of Oil Price (2020) (18)
Convergence patterns in sovereign bond yield spreads : evidence from the Euro Area (2017) (18)
Causality Between Per Capita Real GDP and Income Inequality in the U.S.: Evidence from a Wavelet Analysis (2016) (18)
Unconventional monetary policy shocks in OECD countries: how important is the extent of policy uncertainty? (2018) (18)
High Frequency Impact Of Monetary Policy And Macroeconomic Surprises On Us Msas, Aggregate Us Housing Returns And Asymmetric Volatility (2018) (18)
Dynamic Comovements Between Housing and Oil Markets in the US over 1859 to 2013: a Note (2016) (18)
Forecasting the South African Economy: A DSGE-VAR Approach (2008) (18)
Forecasting the South African economy: a hybrid‐DSGE approach (2010) (18)
The role of partisan conflict in forecasting the U.S. equity premium: A nonparametric approach (2017) (18)
Has the SARB become more effective post inflation targeting? (2010) (18)
The dynamic relationship between house prices and output : evidence from US metropolitan areas (2015) (18)
Exchange rate returns and volatility: the role of time-varying rare disaster risks (2018) (18)
Us Fiscal Policy and Asset Prices: The Role of Partisan Conflict (2019) (18)
Trends and cycles in historical gold and silver prices (2015) (18)
The Relationship between Stock Market Volatility and Trading Volume: Evidence from South Africa (2017) (18)
South African Stock Returns Predictability using Domestic and Global Economic Policy Uncertainty: Evidence from a Nonparametric Causality-in-Quantiles Approach (2015) (18)
OPEC news and predictability of oil futures returns and volatility: Evidence from a nonparametric causality-in-quantiles approach (2018) (18)
The role of housing sentiment in forecasting U.S. home sales growth: evidence from a Bayesian compressed vector autoregressive model (2019) (18)
Mixed‐Frequency forecasting of crude oil volatility based on the information content of global economic conditions † (2021) (18)
Costly State Monitoring and Reserve Requirements (2005) (17)
Does sunspot numbers cause global temperatures? A reconsideration using non-parametric causality tests (2016) (17)
Macroeconomic Shocks and Changing Dynamics of the U.S. REITs Sector (2019) (17)
Greek economic policy uncertainty: Does it matter for Europe? Evidence from a dynamic connectedness decomposition approach (2019) (17)
Time-varying persistence in US inflation (2014) (17)
Forecasting macroeconomic data for an emerging market with a nonlinear DSGE model (2015) (17)
Forecasting equity premium in a panel of OECD countries: The role of economic policy uncertainty (2020) (17)
Time-varying predictability of oil market movements over a century of data: The role of US financial stress (2019) (17)
News implied volatility and the stock-bond nexus: Evidence from historical data for the USA and the UK markets (2018) (17)
The Impact of Oil Shocks in a Small Open Economy New-Keynesian Dynamic Stochastic General Equilibrium Model for an Oil-Importing Country: The Case of South Africa (2018) (17)
The Causal Relationship Between Happiness and Smoking: A Bootstrap Panel Causality Test (2014) (17)
Does debt ceiling and government shutdown help in forecasting the us equity risk premium (2016) (17)
Time–frequency relationship between US output with commodity and asset prices (2016) (17)
The causal relationship between coal consumption and economic growth in the BRICS countries: Evidence from panel-Granger causality tests (2017) (17)
The predictive value of inequality measures for stock returns: An analysis of long-span UK data using quantile random forests (2019) (17)
Forecasting US consumer price index: does nonlinearity matter? (2016) (17)
Are there long-run diversification gains from the Dow Jones Islamic finance index? (2015) (16)
Contagion between real estate and financial markets: A Bayesian quantile-on-quantile approach (2019) (16)
Testing the Impact of Exchange Rate Uncertainty on Exports in South Africa (2013) (16)
The long-run relationship between inflation and real stock prices: empirical evidence from South Africa (2012) (16)
Persistence of economic uncertainty: a comprehensive analysis (2019) (16)
Growth Volatility and Inequality in the U.S.: A Wavelet Analysis (2018) (16)
Jumps in Geopolitical Risk and the Cryptocurrency Market: The Singularity of Bitcoin (2020) (16)
Is a DFM Well-Suited For Forecasting Regional House Price Inflation? (2008) (16)
The role of time-varying rare disaster risks in predicting bond returns and volatility (2018) (16)
Geopolitical Risk and Forecastability of Tail Risk in the Oil Market: Evidence from Over a Century of Monthly Data (2021) (16)
Modelling and Forecasting the Metical-Rand Exchange Rate (2007) (16)
Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs (2008) (16)
Is Economic Policy Uncertainty Related to Suicide Rates? Evidence from the United States (2017) (16)
Analyzing South Africa’s inflation persistence using an ARFIMA model with Markov-switching fractional differencing parameter (2016) (16)
The Asymmetric Effect of Oil Price on Growth across US States (2015) (16)
Time-Varying impact of uncertainty shocks on macroeconomic variables of the united kingdom: Evidence from over 150 years of monthly data (2020) (16)
The causal relationship between natural gas consumption and economic growth: evidence from the G7 countries (2016) (16)
Forecasting US real house price returns over 1831–2013: evidence from copula models (2015) (16)
Convergence in Provincial-Level South African House Prices: Evidence from the Club Convergence and Clustering Procedure (2015) (16)
The Efficiency of the Art Market: Evidence from Variance Ratio Tests, Linear and Nonlinear Fractional Integration Approaches (2017) (16)
The role of an aligned investor sentiment index in predicting bond risk premia of the U.S (2020) (15)
The effectiveness of monetary and fiscal policy shocks on U.S. inequality: the role of uncertainty (2018) (15)
The effect of global and regional stock market shocks on safe haven assets (2020) (15)
Impact of macroeconomic news surprises and uncertainty for major economies on returns and volatility of oil futures (2018) (15)
The Impact of Unconventional Monetary Policy Shocks in the U.S. on Emerging Market REITs (2018) (15)
Forecasting Key Macroeconomic Variables of the South African Economy: A Small Open Economy New Keynesian DSGE-VAR Model (2010) (15)
Chaos in G7 stock markets using over one century of data: A note (2019) (15)
TESTING FOR PPP USING SADC REAL EXCHANGE RATES (2009) (15)
Forecasting (downside and upside) realized exchange-rate volatility: Is there a role for realized skewness and kurtosis? (2019) (15)
Measuring co-dependencies of economic policy uncertainty in Latin American countries using vine copulas (2020) (15)
Testing for Persistence in South African House Prices (2014) (15)
Forecasting oil and gold volatilities with sentiment indicators under structural breaks (2021) (15)
DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa (2013) (14)
Impact of Volatility and Equity Market Uncertainty on Herd Behavior: Evidence from UK REITs (2016) (14)
Uncertainty and tourism in Africa (2020) (14)
Firm-level political risk and asymmetric volatility (2018) (14)
Financial market connectedness: The role of investors’ happiness (2021) (14)
Can We Beat the Random-Walk Model for the South African Rand–U.S. Dollar and South African Rand–UK Pound Exchange Rates? Evidence from Dynamic Model Averaging (2015) (14)
Is inflation persistence different in reality (2016) (14)
Are BRICS exchange rates chaotic? (2018) (14)
Oil shocks and volatility jumps (2019) (14)
Financial Liberalization: A Myth or a Miracle Cure? (2005) (14)
High-Frequency Volatility Forecasting of US Housing Markets (2020) (14)
Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS: Evidence from a nonparametric causality-in-quantiles approach (2017) (14)
House price synchronization across the US states: The role of structural oil shocks (2021) (14)
Characterization of lentil (Lens culinaris M.) germplasm through phenotypic marker (2013) (14)
Real interest rate persistence in South Africa: evidence and implications (2014) (14)
Global financial cycle and the predictability of oil market volatility: Evidence from a GARCH-MIDAS model (2022) (14)
Kuznets Curve for the US: A Reconsideration Using Cosummability (2018) (13)
Does country risks predict stock returns and volatility? Evidence from a nonparametric approach (2017) (13)
A TIME-VARYING APPROACH OF THE US WELFARE COST OF INFLATION (2014) (13)
A note on investor happiness and the predictability of realized volatility of gold (2020) (13)
ARE HOUSING PRICE CYCLES ASYMMETRIC? EVIDENCE FROM THE US STATES AND METROPOLITAN AREAS (2018) (13)
THE EFFECT OF DEFENSE SPENDING ON US OUTPUT: A FACTOR AUGMENTED VECTOR AUTOREGRESSION (FAVAR) APPROACH (2010) (13)
Time-varying role of macroeconomic shocks on house prices in the US and UK: evidence from over 150 years of data (2018) (13)
Comparing South African Inflation Volatility Across Monetary Policy Regimes: An Application of Saphe Cracking (2012) (13)
The predictability of stock market volatility in emerging economies: Relative roles of local, regional, and global business cycles (2020) (13)
The Relationship between Population Growth and Economic Growth Over 1870-2013: Evidence from a Bootstrapped Panel-Granger Causality Test (2014) (13)
Persistence in trends and cycles of gold and silver prices: Evidence from historical data (2019) (13)
The nexus between military expenditures and economic growth in the BRICS and the US: an empirical note (2017) (13)
Risk aversion and the predictability of crude oil market volatility: A forecasting experiment with random forests (2021) (13)
The Time-Series Properties of House Prices: A Case Study of the Southern California Market (2009) (13)
Do trend extraction approaches affect causality detection in climate change studies? (2017) (13)
Private and Public Health Expenditures in an Endogenous Growth Model with Inflation Targeting (2010) (13)
Are stock returns an inflation hedge for the UK? Evidence from a wavelet analysis using over three centuries of data (2018) (13)
Geopolitical risks and recessions in a panel of advanced economies: evidence from over a century of data (2018) (12)
Forecasting Home Sales in the Four Census Regions and the Aggregate US Economy Using Singular Spectrum Analysis (2017) (12)
Historical Evolution of Monthly Anomalies in International Stock Markets (2019) (12)
Temporal Causality between Taxes and Public Expenditures: The Case of South Africa (2007) (12)
Testing the Efficiency of the Wine Market using Unit Root Tests with Sharp and Smooth Breaks (2017) (12)
The causal relationship between exports and economic growth in the nine provinces of South Africa: evidence from panel-granger causality test (2013) (12)
Presidential Cycles and Time-Varying Bond-Stock Market Correlations: Evidence from More than Two Centuries of Data (2018) (12)
Inflation–growth nexus: evidence from a pooled CCE multiple-regime panel smooth transition model (2018) (12)
Time-varying impact of pandemics on global output growth (2020) (12)
Identifying an index of financial conditions for South Africa (2015) (12)
Time-varying causal relationship between stock market and unemployment in the United Kingdom: Historical evidence from 1855 to 2017 (2019) (12)
FORECASTING THE SOUTH AFRICAN ECONOMY WITH GIBBS SAMPLED BVECMs (2007) (12)
Time Aggregation and the Contradictions with Causal Relationships: Can Economic Theory Come to the Rescue? (2009) (12)
The Causal Relationship between Imports and Economic Growth in the Nine Provinces of South Africa: Evidence from Panel Granger Causality Tests (2014) (12)
Asymmetric Information, Tax Evasion and Alternative Instruments of Government Revenue (2005) (12)
Reconsidering the welfare cost of inflation in the US: a nonparametric estimation of the nonlinear long-run money-demand equation using projection pursuit regressions (2014) (12)
Currency Substitution and Financial Repression (2011) (11)
Geopolitical risks and historical exchange rate volatility of the BRICS (2022) (11)
The relationship between healthcare expenditure and disposable personal income in the US states: a fractional integration and cointegration analysis (2015) (11)
Components of Economic Policy Uncertainty and Predictability of US Stock Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantile Approach (2016) (11)
The Effects of Climate Risks on Economic Activity in a Panel of Us States: The Role of Uncertainty (2022) (11)
Forecasting the Term Structure of Interest Rates of the BRICS: Evidence from a Nonparametric Functional Data Analysis (2020) (11)
Forecasting oil prices over 150 years: The role of tail risks (2022) (11)
Efficiency in South African agriculture: a two-stage fuzzy approach (2018) (11)
Do cay and cayMS predict stock and housing returns? Evidence from a nonparametric causality test (2017) (11)
Partisan Conflict and Income Inequality in the United States: A Nonparametric Causality-in-Quantiles Approach (2019) (11)
Predicting South African Equity Premium using Domestic and Global Economic Policy Uncertainty Indices: Evidence from a Bayesian Graphical Model (2015) (11)
On the directional accuracy of inflation forecasts: evidence from South African survey data (2018) (11)
Forecasting Bitcoin Returns: Is There a Role for the US–China Trade War? (2020) (11)
Forecasting economic policy uncertainty of BRIC countries using Bayesian VARs (2020) (11)
Predicting stock returns and volatility using consumption-aggregate wealth ratios: A nonlinear approach (2015) (11)
Oil Price Volatility and Economic Growth: Evidence from Advanced OECD Countries using over One Century of Data (2018) (11)
Macro Shocks and House Prices in South Africa (2013) (11)
Openness, Bureaucratic Corruption and Public Policy in an Endogenous Growth Model (2010) (11)
The Informational Content of the Term Spread in Forecasting the US Inflation Rate: A Nonlinear Approach (2015) (11)
Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty (2021) (11)
The long-run impact of inflation in South Africa (2013) (11)
Convergence of Metropolitan House Prices in South Africa: A Re-Examination Using Efficient Unit Root Tests (2010) (11)
Price and Volatility Linkages between International REITs and Oil Markets (2019) (11)
Convergence of Health Care Expenditures Across the US States: A Reconsideration (2017) (11)
Spillovers between US real estate and financial assets in time and frequency domains (2020) (11)
A time-varying approach to analysing fiscal policy and asset prices in South Africa (2014) (11)
Are house prices in South Africa really nonstationary? Evidence from SPSM-based panel KSS test with a Fourier function (2015) (11)
Can (unusual) weather conditions in New York predict South African stock returns (2017) (11)
Forecasting the Probability of Recessions in South Africa: the Role of Decomposed Term Spread and Economic Policy Uncertainty (2018) (11)
Forecasting the Volatility of Crude Oil: The Role of Uncertainty and Spillovers (2021) (11)
Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment (2019) (11)
A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market: Evidence from over a century of data (2020) (11)
HOUSE PRICE, STOCK PRICE AND CONSUMPTION IN SOUTH AFRICA: A STRUCTURAL VAR APPROACH (2013) (11)
Insurance activity and economic performance: Fresh evidence from asymmetric panel causality tests (2018) (11)
Comparing the forecasting ability of financial conditions indices: The case of South Africa (2018) (10)
Bayesian methods of forecasting inventory investment in South Africa (2009) (10)
Does the US. macroeconomic news make the South African stock market riskier? (2017) (10)
Inflation Forecasts and Forecaster Herding: Evidence from South African Survey Data (2016) (10)
Relationship between energy consumption and economic growth in South Africa: Evidence from the bootstrap rolling-window approach (2016) (10)
Unemployment rate hysteresis and the great recession: exploring the metropolitan evidence (2013) (10)
On the Dynamics of International Real-Estate-Investment Trust-Propagation Mechanisms: Evidence from Time-Varying Return and Volatility Connectedness Measures (2021) (10)
The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US (2012) (10)
Cross-border capital flows and return dynamics in emerging stock markets: Relative roles of equity and debt flows (2020) (10)
The Role of Economic Policy Uncertainty in Forecasting US Inflation Using a VARFIMA Model (2014) (10)
Time-varying causality between equity and currency returns in the United Kingdom: Evidence from over two centuries of data (2018) (10)
Forecasting South African macroeconomic variables with a Markov-switching small open-economy dynamic stochastic general equilibrium model (2017) (10)
DYNAMIC TIME INCONSISTENCY AND THE SOUTH AFRICAN RESERVE BANK (2010) (10)
A Dynamic Factor Model for Forecasting Macroeconomic Variables in South Africa (2008) (10)
The effect of oil uncertainty shock on real GDP of 33 countries: a global VAR approach (2021) (10)
Real Estate Markets and Uncertainty Shocks: A Variance Causality Approach (2014) (10)
Monetary policy uncertainty spillovers in time and frequency domains (2020) (10)
Out-of-Sample Equity Premium Predictability in South Africa: Evidence from a Large Number of Predictors (2016) (10)
Time Aggregation, Long-Run Money Demand and the Welfare Cost of Inflation (2008) (10)
Endogenous Fluctuations in an Endogenous Growth Model with Inflation Targeting (2014) (10)
Energy efficiency drivers in South Africa: 1965–2014 (2015) (10)
The Role of Oil Prices in the Forecasts of South African Interest Rates: A Bayesian Approach (2017) (10)
The Role of Domestic and Global Economic Policy Uncertainties in Predicting Stock Returns and their Volatility for Hong Kong, Malaysia and South Korea: Evidence from a Nonparametric Causality-in-Quantiles Approach (2015) (9)
Differences of opinion and stock market volatility: evidence from a nonparametric causality-in-quantiles approach (2018) (9)
Can monetary policy lean against housing bubbles? (2022) (9)
US inflation dynamics on long-range data (2015) (9)
Country Risk Ratings and Stock Market Returns in Brazil, Russia, India, and China (BRICS) Countries: A Nonlinear Dynamic Approach (2018) (9)
Time-varying risk aversion and the predictability of bond premia (2020) (9)
The Growth-Inflation Nexus for the U.S. from 1801 to 2013: A Semiparametric Approach (2017) (9)
Fiscal Policy Shocks and the Dynamics of Asset Prices (2014) (9)
Long-Run Movement and Predictability of Bond Spread for BRICS and PIIGS: The Role of Economic, Financial and Political Risks (2019) (9)
Effect of rare disaster risks on crude oil: evidence from El Niño from over 145 years of data (2021) (9)
On REIT returns and (un-)expected inflation: Empirical evidence based on Bayesian additive regression trees (2019) (9)
Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation (2016) (9)
The Relationship between Oil and Agricultural Commodity Prices: A Quantile Causality Approach (2014) (9)
Investor Sentiment and (Anti) Herding in the Currency Market: Evidence from Twitter Feed Data (2021) (9)
High-Frequency Predictability of Housing Market Movements of the United States: The Role of Economic Sentiment (2020) (9)
Forecasting South African inflation using non-linearmodels: a weighted loss-based evaluation (2016) (9)
Insurance-growth nexus in Africa (2020) (9)
Gold Futures Returns and Realized Moments: A Forecasting Experiment Using a Quantile-Boosting Approach (2016) (9)
Halloween Effect in developed stock markets: A historical perspective (2020) (9)
Climate Risks and the Realized Volatility Oil and Gas Prices: Results of an Out-Of-Sample Forecasting Experiment (2021) (9)
Temporal Causality between Budget Deficit and Interest Rate (2009) (9)
Technical efficiency of Connecticut Long Island Sound lobster fishery: a nonparametric approach to aggregate frontier analysis (2016) (9)
Does inequality help in forecasting equity premium in a panel of G7 countries? (2017) (9)
Housing market spillovers in South Africa: evidence from an estimated small open economy DSGE model (2018) (9)
Persistence and cyclical dynamics of US and UK house prices: Evidence from over 150 years of data (2021) (9)
The Role of Current Account Balance in Forecasting the US Equity Premium: Evidence From a Quantile Predictive Regression Approach (2017) (9)
Bitcoin mining activity and volatility dynamics in the power market (2021) (9)
Predictability of tail risks of Canada and the U.S. Over a Century: The role of spillovers and oil tail Risks☆ (2022) (9)
Disaggregated oil shocks and stock-market tail risks: Evidence from a panel of 48 Economics (2021) (9)
A Generic Model of Financial Repression (2005) (9)
Spillover of sentiment in the European Union: Evidence from time- and frequency-domains (2019) (9)
Macro shocks and real US stock prices with special focus on the “Great Recession” (2012) (9)
Is the relationship between monetary policy and house prices asymmetric in South Africa? Evidence from a Markov-Switching Vector Autoregressive mode (2012) (8)
Time-varying impact of monetary policy shocks on US stock returns: The role of investor sentiment (2021) (8)
Oil returns and volatility: The role of mergers and acquisitions (2018) (8)
METROPOLITAN HOUSE PRICES IN INDIA: DO THEY CONVERGE? (2012) (8)
Financial Liberalization and Inflationary Dynamics (2005) (8)
125 Years of time-varying effects of fiscal policy on financial markets (2020) (8)
Forecasting South African Macroeconomic Data with a Nonlinear DSGE Model (2013) (8)
The Time-series Linkages between US Fiscal Policy and Asset Prices (2015) (8)
Costly Tax Enforcement and Financial Repression (2008) (8)
Growth-Effects of Inflation Targeting: The Role of Financial Sector Development (2006) (8)
The relationship between population growth and standard-of-living growth over 1870–2013: evidence from a bootstrapped panel Granger causality test (2016) (8)
Volatility forecasting with bivariate multifractal models (2020) (8)
Date Stamping Historical Oil Price Bubbles: 1876-2014 (2014) (8)
Current account sustainability in G7 and BRICS: Evidence from a long-memory model with structural breaks (2018) (8)
South Africa’s inflation persistence: a quantile regression framework (2017) (8)
Effect of uncertainty on U.S. stock returns and volatility: evidence from over eighty years of high-frequency data (2020) (8)
On the transmission mechanism of Asia‐Pacific yield curve characteristics (2020) (8)
Dynamic and Asymmetric Response of Inequality to Income Volatility: The Case of the United Kingdom (2020) (8)
House Values and Proximity to a Landfill in South Africa (2016) (8)
Misalignment in the growth-maximizing policies under alternative assumptions of tax evasion (2010) (8)
Monetary Policy and Speculative Spillovers in Financial Markets (2020) (8)
Forecasting the South African inflation rate: On asymmetric loss and forecast rationality (2016) (8)
How Do Housing Returns in Emerging Countries Respond to Oil Shocks? A MIDAS Touch (2020) (8)
Time-varying persistence of inflation: evidence from a wavelet-based approach (2016) (8)
Using large data sets to forecast sectoral employment (2011) (8)
Effectiveness of Monetary Policy in the Euro Area: The Role of US Economic Policy Uncertainty (2016) (8)
The Impact of Economic Policy Uncertainty on US Real Housing Returns and their Volatility: A Nonparametric Approach (2015) (8)
Measuring the welfare cost of inflation in South Africa: A reconsideration (2011) (8)
Testing the Efficiency of the Art Market Using Quantile‐Based Unit Root Tests with Sharp and Smooth Breaks (2018) (8)
Income inequality and economic growth: A re‐examination of theory and evidence (2021) (8)
Evaluating The Welfare Cost Of Inflation In A Monetary Endogenous Growth General Equilibrium Model: The Case Of South Africa (2010) (8)
Monetary policy and bubbles in US REITs (2019) (7)
Could We Have Predicted the Recent Downturn in Home Sales of the Four US Census Regions (2010) (7)
Forecasting the US CPI: Does Nonlinearity Matter? (2015) (7)
The US real GNP is trend-stationary after all (2017) (7)
Persistence, Mean-Reversion and Non-Linearities in CO2 Emissions: The Cases of China, India, UK and US (2015) (7)
Time-Varying Causality between Bond and Oil Markets of the United States: Evidence from Over One and Half Centuries of Data (2020) (7)
Inflation-Targeting and Inflation Volatility: International Evidence from the Cosine-Squared Cepstrum (2021) (7)
Nonlinear contagion between stock and real estate markets: International evidence from a local Gaussian correlation approach (2020) (7)
A Note on the COVID-19 Shock and Real GDP in Emerging Economies (2021) (7)
Forecasting Key Macroeconomic Variables of the South African Economy Using Bayesian Variable Selection (2012) (7)
Inflation-Growth Nexus in Africa: Evidence from a Pooled CCE Multiple Regime Panel Smooth Transition Model (2015) (7)
Price effects after one-day abnormal returns in developed and emerging markets: ESG versus traditional indices (2021) (7)
Testing for Persistence with Breaks and Outliers in South African House Prices (2012) (7)
Greek Economic Policy Uncertainty: Does it Matter for the European Union? (2018) (7)
The stock-bond nexus and investors’ behavior in mature and emerging markets (2019) (7)
Is there a role for uncertainty in forecasting output growth in OECD countries? Evidence from a time-varying parameter-panel vector autoregressive model (2019) (7)
Revisiting Herding Behavior in REITs: A Regime-Switching Approach (2014) (7)
Testing the Out-of-Sample Forecasting Ability of a Financial Conditions Index for South Africa (2015) (7)
Time-varying correlations between trade balance and stock prices in the United States over the period 1792 to 2013 (2018) (7)
Predicting international equity returns: Evidence from time-varying parameter vector autoregressive models (2020) (7)
Jumps beyond the realms of cricket: India's performance in One Day Internationals and stock market movements (2019) (7)
“Ripple effects” and forecasting home prices in Los Angeles, Las Vegas, and Phoenix (2010) (7)
Tail risks and forecastability of stock returns of advanced economies: evidence from centuries of data* (2022) (7)
The role of monetary policy uncertainty in predicting equity market volatility of the United Kingdom: evidence from over 150 years of data (2019) (7)
Can Volume Predict Bitcoin Returns and Volatility? A Nonparametric Causality-in-Quantiles Approach (2016) (7)
Evolution of price effects after one-day abnormal returns in the US stock market (2021) (7)
Dynamic Impact of Unconventional Monetary Policy on International REITs (2020) (7)
Do we need a global VAR model to forecast inflation and output in South Africa? (2015) (7)
Causality Between Per Capita Real GDP and Income Inequality in the U.S.: Evidence from a Wavelet Analysis (2016) (7)
Conventional and unconventional monetary policy reaction to uncertainty in advanced economies: evidence from quantile regressions (2019) (7)
The relationship between monetary policy and uncertainty in advanced economies: Evidence from time- and frequency-domains (2020) (7)
Investor sentiment and dollar-pound exchange rate returns: Evidence from over a century of data using a cross-quantilogram approach (2020) (6)
Evidence of Persistence in U.S. Short and Long-Term Interest Rates Using Long- Span Monthly and Annual Data (2015) (6)
Frequency-dependent real-time effects of uncertainty in the United States: evidence from daily data (2019) (6)
The Feldstein–Horioka puzzle in South Africa: A fractional cointegration approach (2016) (6)
Testing for Fractional Integration in SADC Real Exchange Rates (2008) (6)
Are the Effects of Monetary Policy Asymmetric in India? Evidence from a Nonlinear Vector Autoregression Approach (2012) (6)
Price convergence patterns across U.S. States (2016) (6)
Time-Varying Effects of Housing and Stock Prices on U.S. Consumption (2013) (6)
Variants of consumption‐wealth ratios and predictability of U.S. government bond risk premia (2019) (6)
Market microstructure approach to the exchange rate determination puzzle (2008) (6)
Time-Frequency Relationship between Inflation and Inflation Uncertainty for the U.S.: Evidence from Historical Data (2015) (6)
Investor Confidence and Forecastability of US Stock Market Realized Volatility: Evidence from Machine Learning (2021) (6)
Climate risks and realized volatility of major commodity currency exchange rates (2022) (6)
A Note on Forecasting the Historical Realized Variance of Oil-Price Movements: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios (2021) (6)
Does inequality really matter in forecasting real housing returns of the United Kingdom? (2019) (6)
South Africa’s economic response to monetary policy uncertainty (2017) (6)
Income Inequality: A State-by-State Complex Network Analysis (2015) (6)
Forecasting realized volatility of international REITs: The role of realized skewness and realized kurtosis (2021) (6)
Local currency bond risk premia of emerging markets: The role of local and global factors (2020) (6)
HOUSE PRICES AND BALANCE OF TRADE DYNAMICS IN SOUTH AFRICA: EVIDENCE FROM AN AGNOSTIC IDENTIFICATION PROCEDURE (2015) (6)
Movements in real estate uncertainty in the United States: the role of oil shocks (2020) (6)
Persistence, Mean-Reversion and Non-linearities in Infant Mortality Rates (2015) (6)
Forecasting Nevada gross gaming revenue and taxable sales using coincident and leading employment indexes (2010) (6)
Identifying a financial conditions index for South Africa (2013) (6)
Is the Permanent Income Hypothesis Really Well-Suited for Forecasting? (2011) (6)
Forecasting Indian Macroeconomic Variables Using Medium-Scale VAR Models (2015) (6)
Manager Sentiment and Stock Market Volatility (2019) (6)
Structural Breaks and Predictive Regressions Models of South African Equity Premium (2013) (6)
Half-Life Deviations from PPP in the South African Development Community (SADC) (2009) (6)
Investors’ Uncertainty and Forecasting Stock Market Volatility (2021) (6)
Endogenous Tax Evasion and Reserve Requirements: A Comparative Study in the Context of European Economies (2005) (6)
Do oil-price shocks predict the realized variance of U.S. REITs? (2021) (6)
The Impact of Oil Shocks in a Small Open Economy New-Keynesian Dynamic Stochastic General Equilibrium Model for South Africa (2016) (6)
Is there a national housing market bubble brewing in the United States? (2020) (6)
Evolution of Monetary Policy in the US: The Role of Asset Prices (2013) (6)
Forecasting The Rand-Dollar And Rand-Pound Exchange Rates Using Dynamic Model Averaging (2013) (6)
Integration and Risk Transmission in the Market for Crude Oil: A Time-Varying Parameter Frequency Connectedness Approach (6)
Forecasting US real private residential fixed investment using a large number of predictors (2014) (6)
Price jumps in developed stock markets: the role of monetary policy committee meetings (2018) (6)
A re-evaluation of the term spread as a leading indicator (2019) (6)
Forecasting real US house price : principal components versus Bayesian regressions (2010) (6)
Costly tax enforcement and financial repression : a reconsideration using an endogenous growth model (2010) (6)
Time–Frequency Relationship between Us Inflation and Inflation Uncertainty: Evidence from Historical Data (2019) (6)
Financial turbulence, systemic risk and the predictability of stock market volatility (2022) (6)
Persistence, mean reversion and non-linearities in the US housing prices over 1830–2013 (2016) (5)
Forecasting output growth using a DSGE-based decomposition of the South African yield curve (2018) (5)
Forecasting output growth of advanced economies over eight centuries: The role of gold market volatility as a proxy of global uncertainty (2022) (5)
Predicting Stock Market Movements in the United States: The Role of Presidential Approval Ratings* (2019) (5)
Uncertainty due to infectious diseases and forecastability of the realized variance of United States real estate investment trusts: A note (2021) (5)
The Benefits of Diversification Between Bitcoin, Bonds, Equities and the US Dollar: A Matter of Portfolio Construction (2019) (5)
Financial variables and the out-of-sample forecastability of the growth rate of indian industrial production (2014) (5)
Income inequality and oil resources: Panel evidence from the United States (2021) (5)
Do precious metal prices help in forecasting South African inflation (2017) (5)
Predicting stock market movements with a time-varying consumption-aggregate wealth ratio (2019) (5)
The impact of disaggregated oil shocks on state-level consumption of the United States (2020) (5)
Does Global Fear Predict Fear in BRICS Stock Markets? Evidence from a Bayesian Graphical VAR Model (2017) (5)
Investor Sentiment and Crash Risk in Safe Havens (2018) (5)
Forecasting interest rate volatility of the United Kingdom: evidence from over 150 years of data (2019) (5)
Active versus passive policies of unemployment: growth and public finance perspectives (2011) (5)
The time-varying correlation between output and prices in the United States over the period 1800-2014 (2017) (5)
Date-stamping US housing market explosivity (2018) (5)
Are Uncertainties across the World Convergent (2019) (5)
Persistence, Mean-Reversion and Non-linearities in CO2 Emissions: Evidence from the BRICS and G7 Countries (2016) (5)
Asymmetric effects of inequality on real output levels of the United States (2020) (5)
Should The South African Reserve Bank Respond To Exchange Rate Fluctuations? Evidence From The Cosine-Squared Cepstrum (2012) (5)
Threshold effects of inequality on economic growth in the US states: the role of human capital to physical capital ratio (2019) (5)
Essays on financial repression (2005) (5)
Forecasting the realized variance of oil-price returns: a disaggregated analysis of the role of uncertainty and geopolitical risk (2022) (5)
Are Health Care Expenditures and Personal Disposable Income Characterised by Asymmetric Behaviour? Evidence from US State-Level Data (2017) (5)
The Role of Economic Policy Uncertainty in Predicting Output Growth in Emerging Markets: A Mixed-Frequency Granger Causality Approach (2020) (5)
Gold, platinum and the predictability of bond risk premia (2020) (5)
Income inequality : a complex network analysis of US states (2017) (5)
Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries (2021) (5)
A Historical Analysis of the US Stock Price Index using Empirical Mode Decomposition over 1791-2015 (2016) (5)
The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom: Evidence from a nonparametric causality-in-quantiles test using over 250 years of data (2019) (5)
South Africa’s monetary policy independence: evidence from a Global New-Keynesian DSGE model (2018) (4)
TESTING FOR FRACTIONAL INTEGRATION IN SOUTHERN AFRICAN DEVELOPMENT COMMUNITY REAL EXCHANGE RATES (2009) (4)
The (Asymmetric) effect of El Niño and La Niña on gold and silver prices in a GVAR model (2022) (4)
The Effect of Air Quality and Weather on the Chinese Stock: Evidence from Shenzhen Stock Exchange (2020) (4)
Forecasting changes of economic inequality: A boosting approach (2020) (4)
The role of real estate uncertainty in predicting US home sales growth: evidence from a quantiles-based Bayesian model averaging approach (2020) (4)
Forecasting Power of Infectious Diseases-Related Uncertainty for Gold Realized Volatility (2020) (4)
Mortgage Default Risks and High-Frequency Predictability of the U.S. Housing Market: A Reconsideration (2020) (4)
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The impact of uncertainty shocks in South Africa: The role of financial regimes (2020) (4)
Persistence of state-level uncertainty of the United States: The role of climate risks (2022) (4)
Some Benefits Of Reducing Inflation In South Africa (2010) (4)
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The relationship between oil and agricultural commodity prices in South Africa: A quantile causality approach (2016) (4)
Social Status, Inflation and Endogenous Growth in a Cash‐In‐Advance Economy: A Reconsideration Using the Credit Channel (2013) (4)
Asymmetric Behavior in Nominal and Real Housing Prices: Evidence from Emerging and Advanced Economies (2018) (4)
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Time-varying causality between research output and economic growth in US (2014) (4)
Wealth‐To‐Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test (2018) (4)
Time-Varying Effects of Housing and Stock Returns on U.S. Consumption (2014) (4)
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OPEC News Announcement Effect on Volatility in the Crude Oil Market: A Reconsideration (2017) (4)
Financial Liberalization and Inflationary Dynamics: An Open Economy Analysis (2007) (4)
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Time-Varying Correlations between Inflation and Stock Prices in the United States over the Last Two Centuries (2016) (4)
Optimal public policy with endogenous mortality (2010) (4)
Volatility Spillovers between Interest Rates and Equity Markets of Developed Economies (2019) (4)
The Term Premium as a Leading Macroeconomic Indicator (2016) (4)
Stock markets and exchange rate behaviour of the BRICS (2021) (4)
Intertemporal portfolio allocation and hedging demand: An application to South Africa (2014) (4)
Uncertainty and daily predictability of housing returns and volatility of the United States: Evidence from a higher-order nonparametric causality-in-quantiles test (2021) (4)
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Time‐varying causality between bond and oil markets of the United States: Evidence from over one and half centuries of data (2021) (3)
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Efficiency in BRICS Currency Markets Using Long-Spans of Data: Evidence from Model-Free Tests of Directional Predictability (2019) (3)
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Are Health Care Expenditures and Personal Disposable Income Characterised by Asymmetric Behaviour? Evidence from US State-Level Data (2016) (0)
Economic Policy Uncertainty and Insurance (2017) (0)
The Ro of the U Rangan (0)
The Effects of Monetary Policy On Real Farm Prices in South Africa (2011) (0)
The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method (2016) (0)
Oil Price Uncertainty and Manufacturing Production in South Africa (2013) (0)
Is Wine a Safe-Haven? Evidence from a Nonparametric Causality-in-Quantiles Test (2017) (0)
Predictability of the Realised Volatility of International Stock Markets Amid Uncertainty Related to Infectious Diseases (2022) (0)
Dynamic Comovements Between Housing and Oil Markets in the US over 1859 to 2013: a Note (2016) (0)
Stock Market Bubbles and the Forecastability of Gold Returns (and Volatility) (0)
Forecasting stock-market tail risk and connectedness in advanced economies over a century: The role of gold-to-silver and gold-to-platinum price ratios (2022) (0)
Differences of opinion and stock market volatility: evidence from a nonparametric causality-in-quantiles approach (2017) (0)
Energy efficiency drivers in South Africa: 1965–2014 (2018) (0)
Forecasting stock market (realized) volatility in the United Kingdom: Is there a role of inequality? (2020) (0)
Financial Liberalization and Inflationary Dynamics in the Context of Southern European Economies: An Open Economy Analysis (2004) (0)
Asymmetric causality between military expenditures and economic growth in top six defense spenders (2017) (0)
Out-of-sample predictability of gold market volatility: The role of US Nonfarm Payroll (2022) (0)
Modeling and Forecasting Carbon Dioxide Emission Allowance Spot Price Volatility: Multifractal vs. GARCH-type Volatility Models (2015) (0)
International Monetary Policy Spillovers: Evidence from a TVP-VAR (2018) (0)
Uncertainty, Spillovers, and Forecasts of the Realized Variance of Gold Returns (2021) (0)
The State-Level Nonlinear Effects of Government Spending Shocks in the US: The Role of Partisan Conflict (2022) (0)
Dynam of the U Goodn (0)
Sentiment and Financial Market Connectedness: The Role of Investor Happiness (2020) (0)
UK macroeconomic volatility: Historical evidence over seven centuries (2018) (0)
Time-Varying Parameter Four-Equation DSGE Model (0)
Hedge and Safe Haven Properties of Gold, US Treasury, Bitcoin, and Dollar/CHF against the FAANA Companies and S&P 500 (0)
Fisher Variables and Income Inequality in the BRICS (2019) (0)
Real-Time Forecast of DSGE Models with Time-Varying Volatility in GARCH Form (0)
Productivity and GDP: international evidence of persistence and trends over 130 years of data (2022) (0)
A new hybrid method with data-characteristic-driven analysis for artificial intelligence and robotics index return forecasting (2023) (0)
Energy Demand in South Africa: Is it Asymmetric? (2015) (0)
Near-Rational Expectations: How Far are Surveys from Rationality? (2017) (0)
Rare disaster risks and gold over 700 years: Evidence from nonparametric quantile regressions (2022) (0)
Convergence in U.S. Metropolitan Statistical Areas (2014) (0)
Persistence, Mean-Reversion and Non-linearities in Infant Mortality Rates (2016) (0)
Monetary policy uncertainty spillovers in time and frequency domains (2020) (0)
Inflation-Inequality Puzzle: Is it Still Apparent? (0)
Uncertainty and realized jumps in the pound-dollar exchange rate: evidence from over one century of data (2022) (0)
Rational Expectations and the Effects of Financial Liberalization on Price Level and Output (2013) (0)
Partisan Conflict and Income Inequality in the United States: A Nonparametric Causality-in-Quantiles Approach (2018) (0)
Forecasting US real private residential fixed investment using a large number of predictors (2016) (0)
Oil speculation and herding behavior in emerging stock markets (2018) (0)
Correction to: Causality Between Per Capita Real GDP and Income Inequality in the U.S.: Evidence from a Wavelet Analysis (2017) (0)
UNCERTAINTY RELATED TO INFECTIOUS DISEASES AND FORECASTABILITY OF THE REALIZED VOLATILITY OF US TREASURY SECURITIES (2021) (0)
Testing the Forecasting Power of Global Economic Conditions for the Volatility of International REITs using a GARCH-MIDAS Approach (2023) (0)
Forecasting Home Sales in the Four Census Regions and the Aggregate US Economy Using Singular Spectrum Analysis (2015) (0)
A robust approach for outlier imputation: Singular spectrum decomposition (2021) (0)
On the Pricing Effects of Bitcoin Mining in the Fossil Fuel Market: The Case of Coal (0)
The US Term Structure and Return Volatility in Global REIT Markets (2020) (0)
1 EFFECT OF HIGH YEILDING VARIETY OF SEEDS ON YIELD IN THE STATE OF WEST BENGAL : AN EMPIRICAL QUEST (2004) (0)
Data for: Time-varying risk aversion and realized gold volatility (2019) (0)
Endogenous Long-Term Productivity Performance in Advanced Countries: A Novel Two-Dimensional Fuzzy-Monte Carlo Approach (0)
Convergence in Income Inequality: Further Evidence from the Club Clustering Methodology Across the U.S. States (2015) (0)
The predictive power of Bitcoin prices for the realized volatility of US stock sector returns (2023) (0)
Housing market spillovers in South Africa: evidence from an estimated small open economy DSGE model (2018) (0)
1 Oil Shocks and Volatility Jumps (2019) (0)
Halloween Effect in Developed Stock Markets: A US Perspective (2019) (0)
1 “ Ripple ” Effects in South African House Prices (2014) (0)
The links between crude oil prices and GCC stock markets: Evidence from time-varying Granger causality tests (2016) (0)
Political Cycles in the United States and Stock Market Volatility in other Advanced Economies: An EGARCH Approach (2018) (0)
Monetary policy and bubbles in G7 economies using a panel VAR approach: Implications for sustainable development (2023) (0)
Time-varying predictability of financial stress on inequality in United Kingdom (2022) (0)
Macroeconomic Uncertainty Connections across the US States: Evidence from a Bayesian Graphical Structural VAR (BGSVAR) Model (2019) (0)
The Causal Relationship Between Happiness and Smoking: A Bootstrap Panel Causality Test (2015) (0)
Forecasting the Artificial Intelligence Index Returns: A Hybrid Approach (0)
The relationship between healthcare expenditure and disposable personal income in the US states: a fractional integration and cointegration analysis (2017) (0)
The pricing implications of cryptocurrency mining on global electricity markets: Evidence from quantile causality tests (2023) (0)
Impact of housing price uncertainty on herding behavior: evidence from UK’s regional housing markets (2022) (0)
Effects of geopolitical risks on trade flows: evidence from the gravity model (2018) (0)
Globalization, long memory, and real interest rate convergence: a historical perspective (2022) (0)
Climate Change and Inequality: Evidence from the United States (2023) (0)
Evolution of the Monetary Transmission Mechanism in the US: the Role of Asset Returns (2015) (0)
Modeling US historical time-series prices and inflation using alternative long-memory approaches (2018) (0)
House Values and Proximity to a Landfill: A Quantile Regression Framework (2014) (0)
Openness, technological spillovers in the R&D sector and economic growth (2011) (0)
Asymmetric effects of inequality on real output levels of the United States (2019) (0)
Presidential Cycles in the United States and the Dollar-Pound Exchange Rate: Evidence from over Two Centuries of Data (2018) (0)
The effect of gold market speculation on REIT returns in South Africa: a behavioral perspective (2016) (0)
Spillovers in Higher-Order Moments of Bitcoin, Gold, and Oil (2019) (0)
The ENSO cycle and forecastability of global inflation and output growth: Evidence from standard and mixed‐frequency multivariate singular spectrum analyses (2023) (0)
The relationship between oil and agricultural commodity prices in south africa: a quantile causality approach (2016) (0)
Erratum to: Real estate returns predictability revisited: novel evidence from the US REITs market (2016) (0)
Business Applications and State-Level Stock Market Realized Volatility: A Forecasting Experiment (0)
Oil shocks and volatility jumps (2019) (0)
Loughborough University Institutional Repository The impact of US uncertainty on the Euro area in good and bad times : evidence from a quantile structural vector autoregressive model (2019) (0)
Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries (2023) (0)
Climate Risks and Predictability of the Trading Volume of Gold:Evidence from an INGARCH Model (2023) (0)
The Time-Varying Impact of Uncertainty Shocks on the Comovement of Regional Housing Prices of the United Kingdom (0)
High-Frequency Contagion between Aggregate and Regional Housing Markets of the United States with Financial Assets: Evidence from Multichannel Tests (2022) (0)
Guest Editor’s Introduction (2015) (0)
Partisan Conflict and Income Distribution in the United States: A Nonparametric Causality-in-Quantiles Approach (2017) (0)
The impact of US uncertainty on the Euro area in good and bad times: evidence from a quantile structural vector autoregressive model (2018) (0)
Presidential Cycles and Time-Varying Bond-Stock Correlations : Evidence from More than Two Centuries of Data (2018) (0)
A Note on State-Level Nonlinear Effects of Government Spending Shocks in the US: The Role of Partisan Conflict (0)
Firm-level Business Uncertainty and the Predictability of the Aggregate U.S. Stock Market Volatility during the COVID-19 Pandemic (2023) (0)
Erratum to: Real estate returns predictability revisited: novel evidence from the US REITs market (2016) (0)
The Heterogeneous Impact of Temperature Growth on Real House Price Returns across the US States (0)
A Copula-Based Quantile-on-Quantile Regression Approach to Modeling Dependence Structure between Stock and Bond Returns: Evidence from Historical Data of India, South Africa, UK and US (2017) (0)
On the Propagation Mechanism of International Real Interest Rate Spillovers: Evidence from More than 200 Years of Data (0)
Kuznets Curve for the US: A Reconsideration Using Cosummability (2018) (0)
Real Estate Market and Uncertainty Shocks : A Novel Variance Causality Approach Ahdi (2016) (0)
R&D, openness, and growth (2006) (0)
Response of Endogenous Tax Evasion (2005) (0)
US Inflation Dynamics on Long Range Data (2015) (0)
On exchange-rate movements and gold-price fluctuations: evidence for gold-producing countries from a nonparametric causality-in-quantiles test (2016) (0)
US monetary policy and BRICS stock market bubbles (2022) (0)
Policy Response of Endogenous Tax Evasion (2005) (0)
Forecasting international REITs volatility: the role of oil-price uncertainty (2022) (0)
The Relationship between Economic Uncertainty and Corporate Tax Rates (2019) (0)
Detection of multiple bubbles in South African electricity prices (2016) (0)
Volatility Spillover between Energy and Financial Markets (2014) (0)
Time-Varying Spillover between Currency and Stock Markets in the United States: More than Two Centuries of Historical Evidence (2020) (0)
Price Inflation : A Comparison between Dynamic Factor Models and Vector Autoregressive Models (2010) (0)
THE O ILS TOCK N EXUS OVER 1899-2016 (2018) (0)
Herding in International REITs Markets around the COVID-19 Pandemic (0)
Does Liquidity Risk Explain the Time-Variation in Asset Correlations? Evidence from Stocks, Bonds and Commodities (2018) (0)
An Assessment of UK Macroeconomic Volatility: Historical Evidence Using Over Seven Centuries of Data (2018) (0)
How Independent are the South African Reserve Bank’s Monetary Policy Decisions? Evidence from a Global New-Keynesian DSGE Model (2015) (0)
Is Economic Policy Uncertainty Related to Suicide Rates? Evidence from the United States (2016) (0)
Convergence in Income Inequality: Further Evidence from the Club Clustering Methodology across States in the U.S. (2018) (0)
Costly State Monitoring and Reserve Requirements : A Quantitative Study in the Context of Southern European Countries (2004) (0)
Output and Economic Growth in G 7 Countries : New Evidence from Asymmetric Panel Causality Testing (2015) (0)
South Africa’s inflation persistence: a quantile regression framework (2016) (0)
Drivers of Realized Volatility for Emerging Countries with a Focus on South Africa: Fundamentals versus Sentiment (2023) (0)
Forecasting Nevada gross gaming revenue and taxable sales using coincident and leading employment indexes (2012) (0)
Financial Liberalization and the Dynamics of Inflation, Nominal Exchange Rate, and Terms of Trade (2007) (0)
Loughborough University Institutional Repository Terror attacks and stock-market fluctuations : evidence based on a nonparametric causality-in-quantiles test for the G 7 countries (2019) (0)
Dynamic and Asymmetric Response of Inequality to Income Volatility: The Case of the United Kingdom (2019) (0)
Predictability of Economic Slowdowns in Advanced Countries over Eight Centuries: The Role of Climate Risks (2023) (0)
Using large data sets to forecast sectoral employment (2013) (0)
The Taylor curve: international evidence (2021) (0)
INFECTIOUS DISEASES-RELATED UNCERTAINTY AND THE PREDICTABILITY OF FOREIGN EXCHANGE AND BITCOIN FUTURES REALIZED VOLATILITY (2022) (0)
Tilburg University Forecasting the South African Economy (2008) (0)
1 Are Uncertainties across the World Convergent ? (0)
Price jumps in developed stock markets: the role of monetary policy committee meetings (2018) (0)
Oil Price Shocks and Income Inequality (2022) (0)
Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data (2020) (0)
Openness and growth: Is the relationship non‐linear? (2021) (0)
ANALYZING THE IMPACT OF BREXIT ON GLOBAL UNCERTAINTY USING FUNCTIONAL LINEAR REGRESSION WITH POINT OF IMPACT: THE ROLE OF CURRENCY AND EQUITY MARKETS (2020) (0)
Does Trading Behaviour Converge across Commodity Markets? Evidence from a Hedgers’ Sentiment Perspective (2020) (0)
Forecasting output growth using a DSGE-based decomposition of the South African yield curve (2018) (0)
The Causal Relationship between Energy Consumption and Economic Growth in South Africa: New Evidence from Asymmetric Causality in Frequency Domain (2014) (0)
Unconventional monetary policy shocks in OECD countries: how important is the extent of policy uncertainty? (2017) (0)
Forecasting US Output Growth with Large Information Sets (2021) (0)
Exchange Rate Jumps and Geopolitical Risks (0)
What Can Fifty-Two Collateralizable Wealth Measures Tell Us About Future Housing Market Returns? Evidence from U.S. State-Level Data (2019) (0)
Asymmetric Effects of Inequality on Per Capita Real GDP of the United States (2018) (0)
The impacts of oil price volatility on financial stress: Is the COVID-19 period different? (2023) (0)
Is Real Interest Rate a Monetary Phenomenon in Advanced Economies? Time-Varying Evidence from Over 700 Years of Data (0)
The Nexus between Military Expenditures and Economic Growth in the BRICS and the US: A Bootstrap Panel Causality Test (2014) (0)
The Behavior of Real Interest Rates: New Evidence from a ``Suprasecular" Perspective (2020) (0)
Modeling US historical time-series prices and inflation using alternative long-memory approaches (2018) (0)
OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning (2021) (0)
Forecasting Realized Stock-Market Volatility: Do Industry Returns Have Predictive Value? (2020) (0)
Bayesian Spatial Modeling for Housing Data in South Africa (2020) (0)
Real interest rate persistence in South Africa: evidence and implications (2012) (0)
On the Sowmy (0)
Oil Price and Exchange Rate Behaviour of the BRICS for Over a Century (2020) (0)
Forecasting charge-off rates with a panel Tobit model: the role of uncertainty (2021) (0)
Policy Uncertainty and Stock Market Volatility Revisited: The Predictive Role of Signal Quality (0)

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