Access Statistics for Rangan Gupta

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"Ripple Effects" and Forecasting Home Prices in Los Angeles, Las Vegas, and Phoenix 0 0 1 109 0 1 3 531
"Ripple Effects” and Forecasting Home Prices in Los Angeles, Las Vegas, and Phoenix 0 1 1 79 0 1 1 347
"Ripple" Effects in South African House Prices 0 0 0 22 0 0 1 228
125 Years of Time-Varying Effects of Fiscal Policy on Financial Markets 0 0 0 27 0 0 3 45
125 Years of Time-Varying Effects of Fiscal Policy on Financial Markets 0 0 0 38 0 0 2 50
A BVAR Model for the South African Economy 0 0 0 0 0 0 0 551
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 0 0 0 28 0 0 2 289
A Dynamic Factor Model for Forecasting Macroeconomic Variables in South Africa 0 0 0 124 3 3 13 739
A Generic Model of Financial Repression 0 0 0 196 0 1 3 659
A Historical Analysis of the US Stock Price Index using Empirical Mode Decomposition over 1791-2015 0 0 0 40 0 1 1 105
A Moving Average Heterogeneous Autoregressive Model for Forecasting the Realized Volatility of the US Stock Market: Evidence from Over a Century of Data 0 0 0 60 0 1 3 97
A New-Keynesian DSGE Model for Forecasting the South African Economy 0 0 0 72 2 3 15 897
A Nonlinear Approach for Predicting Stock Returns and Volatility with the Use of Investor Sentiment Indices 0 0 0 34 5 7 10 133
A Note on Forecasting the Historical Realized Variance of Oil-Price Movements: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios 0 0 0 0 0 0 3 16
A Note on Investor Happiness and the Predictability of Realized Volatility of Gold 0 0 0 34 0 1 2 47
A Note on Oil Consumption and Growth: The Role of Greenhouse Gases Emissions 0 0 0 14 0 3 36 58
A Note on Oil Price Shocks and the Forecastability of Gold Realized Volatility 0 0 0 16 0 1 2 60
A Note on State-Level Nonlinear Effects of Government Spending Shocks in the US: The Role of Partisan Conflict 0 0 0 6 0 0 0 8
A Note on Uncertainty due to Infectious Diseases and Output Growth of the United States: A Mixed-Frequency Forecasting Experiment 0 0 0 17 0 0 0 54
A Note on the COVID-19 Shock and Real GDP in Emerging Economies: A Counterfactual Analysis from the Threshold-Augmented Global Vector Autoregressive Model 0 0 0 9 1 1 8 114
A Note on the Impact of Unconventional Monetary Policy Shocks in the US on Emerging Market REITs: A Qual VAR Approach 0 0 0 36 0 0 4 158
A Note on the Technology Herd: Evidence from Large Institutional Investors 0 0 0 6 1 1 3 63
A Note on the Time-Varying Impact of Global, Region- and Country-Specific Uncertainties on the Volatility of International Trade 0 0 0 5 1 2 5 60
A Panel Bargaining Model within the Regional Boundaries of the South African Grain Industry 0 0 0 0 0 0 0 90
A Reconsideration of Kuznets Curve across Countries: Evidence from the Co-summability Approach 0 0 0 12 1 2 2 46
A Reinvestigation of the Oil Price and Consumer Price Nexus in South Africa: An Asymmetric Causality Approach 0 0 0 0 1 2 5 135
A Small-Scale DSGE Model for Forecasting the South African Economy 0 0 0 0 0 0 1 459
A Time Series Analysis of Long Island Sound Lobster Fishery 0 0 0 5 0 1 2 66
A Time-Varying Approach of the US Welfare Cost of Inflation 0 0 0 33 0 1 5 162
A Time-Varying Approach of the US Welfare Cost of Inflation 0 0 0 67 0 1 3 187
A Time-Varying Approach to Analysing Fiscal Policy and Asset Prices in South Africa 0 0 0 13 0 0 1 200
A Wavelet Analysis of the Relationship between Oil and Natural Gas Prices 0 0 0 21 0 1 2 82
A historical analysis of the US stock price index using empirical mode decomposition over 1791-2015 0 0 0 41 0 0 2 54
A robust approach for outlier imputation: Singular Spectrum Decomposition 0 0 0 9 1 1 4 44
Active versus Passive Policies of Unemployment: Growth and Public Finance Perspectives 0 0 0 14 0 0 9 1,112
An Analysis of the Relationship between U.S. State Level Carbon Dioxide Emissions and Health Care Expenditure 0 0 0 54 0 2 3 319
An Application of a New Seasonal Unit Root Test for Trending and Breaking Series to Industrial Production of the BRICS 0 0 0 0 0 0 0 65
An Assessment of UK Macroeconomic Volatility: Historical Evidence Using Over Seven Centuries of Data 0 0 0 41 0 1 1 37
An Endogenous Growth Model of a Financially Repressed Small Open Economy 0 0 0 12 0 0 0 223
An In-Sample and Out-of-Sample Empirical Investigation of the Nonlinearity in House Prices of South Africa 0 0 0 39 0 0 0 338
An Investigation of Openness and Economic Growth Using Panel Estimation 0 0 0 22 0 1 3 436
Analysing South Africa's Inflation Persistence Using an ARFIMA Model with Markov-Switching Fractional Differencing Parameter 0 1 2 47 1 3 12 156
Analysing South Africa's Inflation Persistence Using an ARFIMA Model with Markov-Switching Fractional Differencing Parameter 0 0 0 33 0 0 3 73
Analysing the Impact of Brexit on Global Uncertainty Using Functional Linear Regression with Point of Impact: The Role of Currency and Equity Markets 0 0 0 3 0 0 2 102
Analysing the Predictability of Climate Risks on the Conditional Distributions of Bank Returns and Volatility: An International Perspective 0 0 0 0 0 0 16 16
Analysis of Herding in REITs of an Emerging Market: The Case of Turkey 0 0 0 24 1 2 3 112
Are BRICS Exchange Rates Chaotic? 0 0 0 39 0 1 1 141
Are Health Care Expenditures and Personal Disposable Income Characterised by Asymmetric Behaviour? Evidence from US State-Level Data 0 0 0 17 0 0 2 67
Are House Prices in South Africa Really Non-Stationary? Evidence from SPSM-Based Panel KSS Test with a Fourier Function 0 0 0 27 0 0 0 196
Are Housing Price Cycles Asymmetric? Evidence from the US States and Metropolitan Areas 0 0 0 24 1 2 5 129
Are Multifractal Processes Suited to Forecasting Electricity Price Volatility? Evidence from Australian Intraday Data 0 0 0 40 0 1 2 73
Are Stock Prices Related to Political Uncertainty Index in OECD Countries? Evidence from Bootstrap Panel Causality Test 0 0 0 28 0 2 3 234
Are Stock Prices Related to Political Uncertainty Index in OECD Countries? Evidence from Bootstrap Panel Causality Test 0 0 0 24 0 0 0 137
Are Stock Returns an Inflation Hedge for the UK? Evidence from a Wavelet Analysis Using Over Three Centuries of Data 0 0 0 69 1 1 3 157
Are Uncertainties across the World Convergent? 0 0 0 21 0 0 1 49
Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data 0 0 0 26 0 0 1 97
Are the Effects of Monetary Policy Asymmetric in India? Evidence from a Nonlinear Vector Autoregression Approach 0 0 0 33 0 0 4 285
Are there Asymmetric Causal Relationships between Tourism and Economic Growth in a Panel of G-7 Countries? 0 0 0 23 2 2 9 316
Are there Environmental Kuznets Curves for US State-Level CO2 Emissions? 0 0 0 80 0 0 1 176
Are there Housing Bubbles in South Africa? Evidence from SPSM-Based Panel KSS Test with a Fourier Function 0 0 0 8 0 0 0 150
Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index? 0 0 1 18 0 0 4 168
Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index? 0 0 0 6 0 0 2 77
Are there Multiple Bubbles in the Ethanol-Gasoline Price Ratio of Brazil? 0 0 0 7 0 0 0 78
Asymmetric Behaviour in Nominal and Real Housing Prices: Evidence from Advanced and Emerging Economies 0 0 0 7 1 2 4 104
Asymmetric Effects of Inequality on Per Capita Real GDP of the United States 0 0 0 28 0 1 5 192
Asymmetric Granger Causality between Military Expenditures and Economic Growth in Top Six Defense Suppliers 0 0 0 36 0 1 1 216
Asymmetric Information, Tax Evasion and Alternative Instruments of Government Revenue 0 0 0 169 0 1 9 679
Asymmetric dynamics of insurance premium: The impacts of output and economic policy uncertainty 0 0 0 40 1 1 5 189
Bayesian Methods of Forecasting Inventory Investment in South Africa 0 0 0 44 0 0 0 348
Bayesian Spatial Modeling for Housing Data in South Africa 0 0 0 35 1 1 2 119
Bear, Bull, Sidewalk, and Crash: The Evolution of the US Stock Market Using Over a Century of Daily Data 0 0 0 25 0 0 1 33
Bitcoin Mining Activity and Volatility Dynamics in the Power Market 0 0 0 0 0 0 4 40
Bitcoin Prices and the Realized Volatility of US Sectoral Stock Returns 0 0 0 34 0 0 5 31
Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles 0 0 0 84 1 1 3 373
Bubbles in South African House Prices and their Impact on Consumption 0 0 0 21 0 0 4 375
Business Applications and State-Level Stock Market Realized Volatility: A Forecasting Experiment 0 0 0 18 0 0 3 15
COMPARING SOUTH AFRICAN INFLATION VOLATILITY ACROSS MONETARY POLICY REGIMES: AN APPLICATION OF SAPHE CRACKING 0 0 0 33 0 1 1 266
COULD WE HAVE PREDICTED THE RECENT DOWNTURN IN THE SOUTH AFRICAN HOUSING MARKET? 0 0 0 28 1 3 7 359
COVID-19 Pandemic and Investor Herding in International Stock Markets 0 0 0 64 0 0 7 243
CROSS-COUNTRY EVIDENCE ON THE CAUSAL RELATIONSHIP BETWEEN POLICY UNCERTAINTY AND HOUSE PRICES 0 0 0 19 0 0 5 184
Can Debt Ceiling and Government Shutdown Predict US Real Stock Returns? A Boot-strap Rolling-Window Approach 0 0 0 0 0 1 1 138
Can Economic Uncertainty, Financial Stress and Consumer Senti-ments Predict U.S. Equity Premium? 0 0 0 93 0 1 3 129
Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium? 0 0 1 14 0 1 2 87
Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium? 0 0 0 34 0 0 0 247
Can Monetary Policy Lean against Housing Bubbles? 0 0 0 104 1 1 8 232
Can Municipal Bonds Hedge US State-Level Climate Risks? 0 0 0 8 0 1 7 36
Can Volume Predict Bitcoin Returns and Volatility? A Nonparametric Causality-in-Quantiles Approach 0 0 0 37 0 1 5 508
Can Weather Conditions in New York Predict South African Stock Returns? 0 0 0 33 1 1 2 123
Can the Sharia-Based Islamic Stock Market Returns be Forecasted Using Large Number of Predictors and Models? 0 0 0 15 0 0 3 107
Can volume predict Bitcoin returns and volatility? A quantiles-based approach 0 0 0 1 0 0 3 93
Causal Effects of the United States and Japan on Pacific-Rim Stock Markets: Nonparametric Quantile Causality Approach 0 0 0 14 0 0 1 111
Causal Link between Oil Price and Uncertainty in India 0 0 0 47 2 2 4 155
Causal Relationships between Economic Policy Uncertainty and Housing Market Returns in China and India: Evidence from Linear and Nonlinear Panel and Time Series Models 0 0 0 48 1 3 6 237
Causal relationship between asset prices and output in the US: Evidence from state-level panel Granger causality test 0 0 0 31 0 0 3 265
Causal relationship between nuclear energy consumption and economic growth in the G6 countries: Evidence from panel Granger causality tests 0 0 0 0 0 0 1 205
Causality and Contagion in EMU Sovereign Bonds Revisited: Novel Evidence from Nonlinear Causality Tests 0 0 0 10 0 0 3 68
Causality between Economic Policy Uncertainty across Countries: Evidence from Linear and Nonlinear Tests 0 0 0 0 1 3 7 218
Causality between Exports and Economic Growth in South Africa: Evidence from Linear and Nonlinear Tests 0 0 0 89 0 0 9 644
Causality between Inflation and Inflation Uncertainty in South Africa: Evidence from a Markov-Switching Vector Autoregressive Model 0 0 0 26 1 1 3 191
Causality between Output and Income Inequality across U.S. States: Evidence from a Heterogeneous Mixed Panel Approach 0 0 0 14 1 1 1 52
Causality between Output and Income Inequality across US States: Evidence from a Heterogeneous Mixed Panel Approach 0 0 0 22 0 1 3 89
Causality between Per Capita Real GDP and Income Inequality in the U.S.: Evidence from a Wavelet Analysis 0 0 0 8 0 1 4 65
Causality between Per Capita Real GDP and Income Inequality in the U.S.: Evidence from a Wavelet Analysis 0 0 1 18 0 0 4 77
Causality between Research Output and Economic Growth in BRICS 0 0 0 0 0 0 0 161
Causality between US Economic Policy and Equity Market Uncertainties: Evidence from Linear and Nonlinear Tests 0 0 0 0 0 1 1 197
Chaos in G7 Stock Markets using Over One Century of Data: A Note 0 0 0 19 0 1 1 104
Characterising the South African Business Cycle: Is GDP Difference-Stationary or Trend-Stationary in a Markov-Switching Setup? 0 1 1 27 0 2 6 164
Characterising the South African Business Cycle: Is GDP Difference-Stationary or Trend-Stationary in a Markov-Switching Setup? 0 0 0 15 1 1 1 76
Climate Change and Growth Dynamics 0 0 0 35 0 3 21 62
Climate Change and Inequality 0 0 0 0 0 0 5 34
Climate Policy Uncertainty and Financial Stress: Evidence for China 0 0 0 12 0 1 10 38
Climate Risk and the Volatility of Agricultural Commodity Price Fluctuations: A Forecasting Experiment 0 0 0 0 0 3 11 94
Climate Risks and Forecastability of US Inflation: Evidence from Dynamic Quantile Model Averaging 0 1 3 18 0 4 14 30
Climate Risks and Forecastability of the Realized Volatility of Gold and Other Metal Prices 0 0 0 0 0 0 0 50
Climate Risks and Forecastability of the Weekly State-Level Economic Conditions of the United States 0 0 0 54 0 1 3 16
Climate Risks and Forecasting Stock-Market Returns in Advanced Economies Over a Century 0 0 0 0 0 0 4 71
Climate Risks and Predictability of Commodity Returns and Volatility: Evidence from Over 750 Years of Data 0 0 3 42 0 1 10 52
Climate Risks and Predictability of Financial Risks in the US Banking Sector 1 2 17 17 2 6 17 17
Climate Risks and Predictability of the Conditional Distributions of Rare Earth Stock Returns and Volatility 0 0 1 1 4 5 9 9
Climate Risks and Predictability of the Trading Volume of Gold: Evidence from an INGARCH Model 0 0 0 9 0 2 4 12
Climate Risks and Prediction of Sectoral REITs Volatility: International Evidence 0 0 5 8 0 4 27 32
Climate Risks and Real Gold Returns over 750 Years 0 0 2 14 0 0 0 12
Climate Risks and Realized Volatility of Major Commodity Currency Exchange Rates 0 0 0 20 0 3 9 101
Climate Risks and State-Level Stock-Market Realized Volatility 0 0 0 36 0 2 8 39
Climate Risks and Stock Market Volatility Over a Century in an Emerging Market Economy: The Case of South Africa 0 0 0 8 0 6 21 79
Climate Risks and U.S. Stock-Market Tail Risks: A Forecasting Experiment Using over a Century of Data 0 0 0 0 1 2 5 78
Climate Risks and the Realized Volatility Oil and Gas Prices: Results of an Out-of-Sample Forecasting Experiment 0 0 0 0 0 1 3 27
Climate Shocks and Wealth Inequality in the United Kingdom: Evidence from Monthly Data 0 0 0 0 1 1 2 21
Climate Uncertainty and Carbon Emissions Prices: The Relative Roles of Transition and Physical Climate Risks 0 0 0 10 1 2 5 63
Commodity Prices and Forecastability of South African Stock Returns Over a Century: Sentiments versus Fundamentals 0 0 0 22 0 0 7 65
Common Business Cycles and Volatilities in US States and MSAs: The Role of Economic Uncertainty 0 0 0 14 1 5 8 154
Common Cycles and Common Trends in the Stock and Oil markets: Evidence from More than 150 Years of Data 0 0 0 10 0 1 3 98
Comovement in Euro Area Housing Prices: A Fractional Cointegration Approach 0 0 0 22 0 0 2 171
Comparing Risk Profiles of International Stock Markets as Functional Data: COVID-19 versus the Global Financial Crisis 0 0 0 4 0 0 2 12
Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa 0 0 0 33 0 1 1 110
Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa 0 0 1 37 0 0 9 268
Components of Economic Policy Uncertainty and Predictability of US Stock Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantile Approach 0 0 0 50 0 3 5 430
Conditional Loss Estimation Using a South African Global Error Correcting Macroeconometric Model 0 0 0 31 0 0 0 224
Contagion between Real Estate and Financial Markets: A Bayesian Quantile-on-Quantile Approach 0 0 1 57 0 0 4 215
Contagion between Real Estate and Financial Markets: A Bayesian Quantile-on-Quantile Approach 0 0 0 15 2 2 4 124
Contagion between Stock and Real Estate Markets: International Evidence from a Local Gaussian Correlation Approach 0 0 0 23 0 1 5 82
Contagious Diseases and Gold: Over 700 Years of Evidence from Quantile Regressions 0 0 0 0 0 0 0 21
Conventional and Unconventional Monetary Policy Rate Uncertainty and Stock Market Volatility: A Forecasting Perspective 0 0 0 118 0 2 5 28
Conventional and Unconventional Monetary Policy Reaction to Uncertainty in Advanced Economies: Evidence from Quantile Regressions 0 0 0 21 0 1 1 103
Convergence Patterns in Sovereign Bond Yield Spreads: Evidence from the Euro Area 0 0 0 35 0 1 4 108
Convergence in Income Inequality: Further Evidence from the Club Clustering Methodology across the U.S. States 0 0 0 42 0 1 2 142
Convergence in Income Inequality: Further Evidence from the Club Clustering Methodology across the U.S. States 0 0 1 53 0 0 1 97
Convergence in Provincial-Level South African House Prices: Evidence from the Club Convergence and Clustering Procedure 0 0 0 19 0 1 2 122
Convergence in U.S. Metropolitan Statistical Areas 0 0 0 0 0 0 1 77
Convergence of Greenhouse Gas Emissions among G7 Countries 0 0 0 0 0 0 0 90
Convergence of Health Care Expenditures across the US States: A Reconsideration 0 0 0 27 0 0 1 97
Convergence of Metropolitan House Prices in South Africa: A Re-Examination Using Efficient Unit Root Tests 0 0 0 12 2 2 4 267
Costly State Monitoring and Reserve Requirements 0 0 0 231 0 0 0 975
Costly Tax Enforcement and Financial Repression 0 0 0 7 0 1 1 164
Costly Tax Enforcement and Financial Repression: A Reconsideration Using an Endogenous Growth Model 0 0 0 21 1 1 1 150
Could We Have Predicted the Recent Downturn in Home Sales of the Four US Census Regions? 0 0 0 14 0 1 1 162
Country Risk Ratings and Stock Market Returns in BRICS Countries: A Nonlinear Dynamic Approach 0 0 0 0 1 1 2 124
Credit Ratings and Predictability of Stock Returns and Volatility of the BRICS and the PIIGS: Evidence from a Nonparametric Causality-in-Quantiles Approach 0 0 0 46 1 1 3 148
Cross-Border Capital Flows and Return Dynamics in Emerging Stock Markets: Relative Roles of Equity and Debt Flows 0 0 0 4 0 1 6 90
Currency Substitution and Financial Repression 0 0 0 37 0 0 1 231
Current Account Sustainability in G7 and BRICS: Evidence from a Long Memory Model with Structural Breaks 0 0 0 6 1 2 4 168
DGSE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa 0 0 0 94 0 2 2 253
DSGE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa 0 0 0 46 0 0 2 147
DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa 0 0 0 65 0 1 1 81
Date Stamping Historical Oil Price Bubbles: 1876-2014 0 0 0 73 1 1 5 141
Date stamping historical oil price bubbles: 1876 - 2014 0 0 0 75 2 2 5 118
Date-stamping US housing market explosivity 0 0 1 33 0 0 1 64
Deglobalization and Foreign Exchange Volatility: The Role of Supply Chain Pressures 1 3 10 10 2 17 39 39
Detecting Predictable Non-linear Dynamics in Dow Jones Industrial Average and Dow Jones Islamic Market Indices using Nonparametric Regressions 0 0 0 2 0 1 1 118
Detection of Multiple Bubbles in South African Electricity Prices 0 0 0 0 1 1 2 70
Development, Poverty and Inequality: A Spatial Analysis of South African Provinces 0 0 0 0 0 0 1 168
Did Baltic stock markets offer diversification benefits during the recent financial turmoil? Novel evidence from a nonparametric causality in quantiles test 0 0 0 9 0 1 3 120
Differences of Opinion and Stock Market Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach 0 0 0 20 0 1 2 80
Disaggregated Oil Shocks and Stock-Market Tail Risks: Evidence from a Panel of 48 Countries 0 0 0 4 0 0 1 28
Do Bivariate Multifractal Models Improve Volatility Forecasting in Financial Time Series? An Application to Foreign Exchange and Stock Markets 0 0 0 56 1 2 4 113
Do Climate Risks Predict US Housing Returns and Volatility? Evidence from a Quantiles-Based Approach 0 0 1 15 1 4 8 37
Do Commodities Herd? Evidence from a Time-Varying Stochastic Volatility Model 0 0 0 5 0 0 0 65
Do Economic Conditions of U.S. States Predict the Realized Volatility of Oil-Price Returns? A Quantile Machine-Learning Approach 0 0 0 0 0 0 3 42
Do House Prices Hedge Inflation in the US? A Quantile Cointegration Approach 0 0 0 58 0 0 0 112
Do House Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-Varying Vector Autoregressive Model 0 0 0 8 0 1 5 409
Do House Prices Impact Consumption and Interest Rate? Evidence from OECD Countries using an Agnostic Identification Procedure 0 0 0 63 0 0 2 400
Do House Prices Impact Consumption and Interest Rate?: Evidence from OECD Countries Using an Agnostic Identification Procedure 0 0 1 114 0 0 2 379
Do Investors in Clean Energy ETFs Herd? The Role of Climate Risks 0 2 8 8 5 9 11 11
Do Leading Indicators Forecast U.S. Recessions? A Nonlinear Re-Evaluation Using Historical Data 0 0 0 57 0 1 3 89
Do Oil-Price Shocks Predict the Realized Variance of U.S. REITs? 0 0 0 13 1 3 5 38
Do Precious Metal Prices Help in Forecasting South African Inflation? 0 0 0 35 0 0 1 88
Do Precious Metal Prices Help in Forecasting South African Inflation? 0 0 0 41 2 2 3 98
Do Precious Metal Prices Help in Forecasting South African Inflation? 0 0 0 8 0 1 2 157
Do Shortages Forecast Aggregate and Sectoral U.S. Stock Market Realized Variance? Evidence from a Century of Data 0 2 5 5 0 12 25 25
Do Stock Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-Varying Vector Autoregressive Model 0 0 0 23 0 1 1 395
Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations 0 0 0 15 1 1 1 96
Do Terror Attacks Affect the Dollar-Pound Exchange Rate? A Nonparametric Causality-in-Quantiles Analysis 0 0 0 17 1 2 6 154
Do Terror Attacks Predict Gold Returns? Evidence from a Quantile-Predictive-Regression Approach 0 0 0 49 0 3 6 102
Do Trend Extraction Approaches Affect Causality Detection in Climate Change Studies? 0 0 0 27 2 2 5 54
Do we need a global VAR model to forecast inflation and output in South Africa? 0 0 0 26 0 1 4 162
Does Bitcoin Hedge Global Uncertainty? Evidence from Wavelet-Based Quantile-in-Quantile Regressions 0 0 0 31 0 1 12 483
Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions 0 0 0 0 1 3 8 98
Does Climate Affect Investments? Evidence from Firms in the United States 0 0 8 8 0 0 13 13
Does Climate Policy Uncertainty Affect Tourism Demand? Evidence from Time-Varying Causality Tests 0 0 0 21 0 1 2 83
Does Country Risks Predict Stock Returns and Volatility? Evidence from a Nonparametric Approach 0 0 0 11 0 0 1 89
Does Debt Ceiling and Government Shutdown Help in Forecasting the US Equity Risk Premium? 0 0 0 0 0 0 1 110
Does Economic Policy Uncertainty Forecast Real Housing Returns in a Panel of OECD Countries? A Bayesian Approach 0 0 0 50 0 2 3 215
Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test 0 0 0 57 0 1 2 240
Does Financial Development Affect Income Inequality in the U.S. States? A Panel Data Analysis 0 0 0 48 2 2 12 237
Does Geopolitical Risks Predict Stock Returns and Volatility of Leading Defense Companies? Evidence from a Nonparametric Approach 0 0 0 19 3 9 29 234
Does Global Economic Uncertainty Matter for the Volatility and Hedging Effectiveness of Bitcoin? 0 0 0 16 3 5 12 247
Does Global Fear Predict Fear in BRICS Stock Markets? Evidence from a Bayesian Graphical VAR Model 0 0 0 20 2 4 8 183
Does Gold Act as a Hedge against Inflation in the UK? Evidence from a Fractional Cointegration Approach Over 1257 to 2016 0 0 0 38 0 0 0 74
Does Inequality Help in Forecasting Equity Premium in a Panel of G7 Countries? 0 0 0 38 0 3 12 195
Does Inequality Really Matter in Forecasting Real Housing Returns of the United Kingdom? 0 0 0 6 0 0 0 64
Does Liquidity Risk Explain the Time-Variation in Asset Correlations? Evidence from Stocks, Bonds and Commodities 0 0 0 9 3 3 6 171
Does Partisan Conflict Predict a Reduction in US Stock Market (Realized) Volatility? Evidence from a Quantile-on-Quantile Regression Model 0 0 0 50 0 1 2 97
Does Sunspot Numbers Cause Global Temperatures? A Reconsideration Using a Non-Parametric Causality Test 0 0 0 0 0 0 4 116
Does Sunspot Numbers Cause Global Temperatures? Evidence from a Frequency Domain Causality Test 0 0 0 0 0 0 0 88
Does Trading Behaviour Converge across Commodity Markets? Evidence from the Perspective of Hedgers’ Sentiment 0 0 0 2 1 1 1 52
Does U.K.’s Real GDP have a Unit Root? Evidence from a Multi-Century Perspective 0 0 0 40 0 0 1 58
Does U.S. Macroeconomic News Make the South African Stock Market Riskier? 0 0 0 23 1 1 2 91
Does U.S. News Impact Asian Emerging Markets? Evidence from Nonparametric Causality-in-Quantiles Test 0 0 0 25 0 1 3 130
Does Uncertainty Move the Gold Price? New Evidence from a Nonparametric Causality-in-Quantiles Test 0 0 0 17 1 4 5 120
Does inequality help in forecasting equity premium in a panel of G7 countries? 0 0 0 0 1 1 3 3
Does the Source of Oil Price Shocks Matter for South African Stock Returns? A Structural VAR Approach 0 0 0 6 0 1 6 213
Does the South African Reserve Bank (SARB) Respond to Oil Price Movements? Historical Evidence from the Frequency Domain 0 0 0 0 0 1 1 145
Drivers of Realized Volatility for South Africa (and the BRIC Countries): Fundamentals versus Sentiment 0 0 0 0 0 0 2 25
Dutch Disease Effect of Oil Rents on Agriculture Value Added in MENA Countries 0 0 0 0 0 1 5 418
Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns 0 0 0 48 1 3 4 97
Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns 0 0 0 23 0 0 1 124
Dynamic Comovements between Housing and Oil Markets in the US over 1859 to 2013: A Note 0 0 0 48 0 0 0 48
Dynamic Connectedness of Uncertainty across Developed Economies: A Time-Varying Approach 0 0 0 9 0 2 5 164
Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility in the United Kingdom 0 0 0 40 0 0 3 92
Dynamic Impact of Unconventional Monetary Policy on International REITs 0 0 0 19 0 0 1 44
Dynamic Impact of the U.S. Monetary Policy on Oil Market Returns and Volatility 0 0 0 33 0 2 3 52
Dynamic Relationship between Oil Price and Inflation in South Africa 0 0 0 0 0 0 5 516
Dynamic Spillovers in the United States: Stock Market, Housing, Uncertainty and the Macroeconomy 0 0 0 35 0 0 2 593
Dynamic and Asymmetric Response of Inequality to Income Volatility: The Case of the United Kingdom 0 0 0 11 1 2 5 82
ESG Uncertainty and Forecasting Realized Volatility of Gold Returns: A Boosting Approach 0 0 0 0 6 10 33 33
Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor versus National Factor in a GARCH-MIDAS Model 0 0 0 3 0 3 9 15
Economic Disasters and Inequality 0 0 0 40 0 0 0 10
Economic Policy Uncertainty and Bank-Level Stock Returns Volatility of the United States: A Mixed-Frequency Perspective 4 4 22 22 4 4 33 33
Economic Policy Uncertainty and Herding Behavior: Evidence from the South African Housing Market 0 0 0 0 1 1 3 143
Economic Policy Uncertainty and Insurance 0 0 0 29 0 1 2 286
Economic Policy Uncertainty and Stock Market Returns in Pacific-Rim Countries: Evidence based on a Bayesian Panel VAR Model 0 0 0 39 0 3 5 366
Effect of High Yielding Variety of Seeds in the State of West Bengal: An Empirical Quest 0 0 0 0 0 1 5 1,720
Effect of Rare Disaster Risks on Crude Oil: Evidence from El Nino from Over 140 Years of Data 0 0 0 11 0 1 2 38
Effect of Temperature on the Spread of Contagious Diseases: Evidence from over 2000 Years of Data 0 0 0 10 0 2 5 23
Effect of Uncertainty on U.S. Stock Returns and Volatility: Evidence from Over Eighty Years of High-Frequency Data 0 0 0 19 0 1 9 86
Effectiveness of Monetary Policy in the Euro Area: The Role of US Economic Policy Uncertainty 0 0 0 91 1 2 6 262
Effects of Climate Risks on Financial Stress: Evidence from Asia-Pacific Countries 0 0 0 0 4 4 13 17
Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment 0 0 0 27 0 0 5 136
Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation 0 0 0 44 0 0 1 126
Effects of Energy Consumption, Agricultural Trade and Productivity on Carbon Emissions in Nigeria: A Quantile Regression Approach 0 0 0 0 1 1 6 6
Effects of Geopolitical Risks on Trade Flows: Evidence from the Gravity Model 0 0 0 18 2 6 17 210
Efficiency in BRICS Currency Markets using Long-Spans of Data: Evidence from Model-Free Tests of Directional Predictability 0 0 0 19 0 0 0 100
Efficiency in South African Agriculture: A Two-Stage Fuzzy Approach 0 0 0 83 0 1 2 94
El Nino and Forecastability of Oil-Price Realized Volatility 0 0 0 0 1 1 1 56
El Nino, La Nina, and Forecastability of the Realized Variance of Agricultural Commodity Prices: Evidence from a Machine Learning Approach 0 0 0 0 0 0 5 50
El Nino, La Nina, and the Forecastability of the Realized Variance of Heating Oil Price Movements 0 0 0 0 0 0 1 27
Endogenous Fluctuations in an Endogenous Growth Model with Inflation Targeting 0 0 0 51 0 1 4 116
Endogenous Long-Term Productivity Performance in Advanced Countries: A Novel Two-Dimensional Fuzzy-Monte Carlo Approach 0 0 0 7 1 2 7 38
Endogenous Tax Evasion and Reserve Requirements: A Comparative Study in the Context of European Economies 0 0 0 72 0 2 2 329
Energy Demand in South Africa: Is it Asymmetric? 0 0 0 0 0 2 3 64
Energy Efficiency Drivers in South Africa: 1965-2014 0 0 0 27 0 0 2 47
Energy Efficiency of Selected OECD Countries: A Slacks Based Model with Undesirable Outputs 0 0 0 33 0 0 0 99
Energy Market Uncertainties and Exchange Rate Volatility: A GARCH-MIDAS Approach 0 0 0 10 1 4 6 19
Energy Market Uncertainties and Gold Return Volatility: A GARCH-MIDAS Approach 0 0 0 2 1 1 4 9
Energy Market Uncertainties and US State-Level Stock Market Volatility: A GARCH-MIDAS Approach 0 0 0 11 0 1 5 12
Energy-Related Uncertainty and International Stock Market Volatility 0 0 0 7 1 3 8 27
Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests 0 0 0 30 0 4 4 85
Estimating U.S. Housing Price Network Connectedness: Evidence from Dynamic Elastic Net, Lasso, and Ridge Vector Autoregressive Models 0 2 5 60 2 9 22 204
Estimating U.S. Housing Price Network Connectedness: Evidence from Dynamic Elastic Net, Lasso, and Ridge Vector Autoregressive Models 0 0 0 22 0 3 18 130
Evaluating the Welfare Cost of Inflation in a Monetary Endogenous Growth General Equilibrium Model: The Case of South Africa 0 0 0 33 0 0 1 185
Evidence of Persistence in U.S. Short and Long-Term Interest Rates Using Long-Span Monthly and Annual Data 0 0 0 16 0 0 0 39
Evolution of Monetary Policy in the US: The Role of Asset Prices 0 0 0 71 0 0 0 140
Evolution of Monetary Policy in the US: The Role of Asset Prices 0 0 0 30 0 0 1 108
Evolution of Price Effects After One-Day of Abnormal Returns in the US Stock Market 0 0 0 3 0 1 3 64
Evolution of the Monetary Transmission Mechanism in the US: The Role of Asset Returns 0 0 1 73 0 0 2 90
Evolving United States Stock Market Volatility: The Role of Conventional and Unconventional Monetary Policies 0 0 0 22 0 0 6 97
Exchange Rate Predictability with Nine Alternative Models for BRICS Countries 0 0 0 23 2 2 4 105
Exchange Rate Puzzles: A Review of the Recent Theoretical and Empirical Developments 0 0 0 81 0 0 2 330
Exchange Rate Returns and Volatility: The Role of Time-Varying Rare Disaster Risks 0 0 0 19 1 1 3 86
Extreme Weather Shocks and State-Level Inflation of the United States 0 0 0 5 3 7 18 48
FORECASTING REAL US HOUSE PRICE: PRINCIPAL COMPONENTS VERSUS BAYESIAN REGRESSIONS 0 0 0 81 3 4 6 445
FORECASTING THE RAND-DOLLAR AND RAND-POUND EXCHANGE RATES USING DYNAMIC MODEL AVERAGING 0 0 0 40 0 1 3 493
Financial Inclusion and Gender Inequality in sub-Saharan Africa 0 0 0 23 0 0 8 94
Financial Liberalisation and the Effectiveness of Monetary Policy on House Prices in South Africa 0 0 0 48 0 1 3 402
Financial Liberalization and Inflationary Dynamics 0 0 0 136 0 0 0 391
Financial Liberalization and Inflationary Dynamics in the Context of a Small Open Economy 0 0 0 0 0 0 0 130
Financial Liberalization and Inflationary Dynamics in the Context of a Small Open Economy 0 0 0 162 1 2 4 405
Financial Liberalization and Inflationary Dynamics: An Open Economy Analysis 0 0 0 147 0 1 1 377
Financial Liberalization and a Possible Growth-Inflation Trade-Off 0 0 0 40 0 2 3 336
Financial Liberalization and the Dynamics of Inflation, the Nominal Exchange Rate and the Terms of Trade 0 0 0 0 0 0 0 190
Financial Liberalization with Productive Public Expenditure and A Curb Market 0 0 0 0 0 0 1 171
Financial Liberalization: A Myth or a Miracle Cure? 0 0 0 0 1 1 5 269
Financial Market Liberalization, Monetary Policy, and Housing Price Dynamics 0 0 0 33 1 1 4 368
Financial Market Liberalization, Monetary Policy, and Housing Price Dynamics 0 0 0 144 0 0 3 499
Financial Stress and Realized Volatility: The Case of Agricultural Commodities 0 0 0 4 0 0 5 15
Financial Tail Risks and the Shapes of the Extreme Value Distribution: A Comparison between Conventional and Sharia-Compliant Stock Indexes 0 0 0 10 0 0 4 129
Financial Turbulence, Systemic Risk and the Predictability of Stock Market Volatility 0 0 0 23 0 0 8 100
Financial Uncertainty and Gold Market Volatility: Evidence from a GARCH-MIDAS Approach with Variable Selection 0 0 8 8 1 3 44 45
Financial Variables and the Out-of-Sample Forecastability of the Growth Rate of Indian Industrial Production 0 0 0 25 1 2 2 125
Financial Vulnerability and Volatility in Emerging Stock Markets: Evidence from GARCH-MIDAS Models 0 0 0 33 0 1 10 102
Firm-Level Political Risk and Asymmetric Volatility 0 0 0 10 0 1 2 57
Firm-level Business Uncertainty and the Predictability of the Aggregate U.S. Stock Market Volatility during the COVID-19 Pandemic 0 0 0 17 3 4 5 44
Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience 0 0 0 38 0 1 4 224
Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience 0 0 0 27 0 0 1 128
Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience 0 0 0 42 0 0 5 213
Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience 0 0 0 23 0 0 1 183
Fiscal Policy and Stock Markets at the Effective Lower Bound 0 0 0 10 0 1 4 26
Fisher Variables and Income Inequality in the BRICS 0 0 0 3 0 0 0 37
Forecastability of Agricultural Commodity Futures Realised Volatility with Daily Infectious Disease-Related Uncertainty 0 0 0 0 0 0 0 5
Forecasting (Good and Bad) Realized Exchange-Rate Volatility: Is there a Role for Realized Skewness and Kurtosis? 0 0 0 20 1 1 1 87
Forecasting Accuracy Evaluation of Tourist Arrivals: Evidence from Parametric and Non-Parametric Techniques 0 0 0 18 0 0 3 100
Forecasting Aggregate Retail Sales: The Case of South Africa 0 0 0 35 0 0 3 328
Forecasting Aggregate Retail Sales: The Case of South Africa 0 0 1 47 0 0 9 256
Forecasting Bitcoin Returns: Is there a Role for the U.S. – China Trade War? 0 0 0 61 1 5 11 150
Forecasting Changes of Economic Inequality: A Boosting Approach 0 0 0 25 0 0 4 100
Forecasting Charge-Off Rates with a Panel Tobit Model: The Role of Uncertainty 0 0 0 7 0 2 12 62
Forecasting China’s Foreign Exchange Reserves Using Dynamic Model Averaging: The Role of Macroeconomic Fundamentals, Financial Stress and Economic Uncertainty 0 0 0 102 0 0 2 216
Forecasting Core Inflation: The Case of South Africa 0 0 0 29 0 0 0 97
Forecasting Core Inflation: The Case of South Africa 0 1 3 73 0 1 9 312
Forecasting Equity Premium in a Panel of OECD Countries: The Role of Economic Policy Uncertainty 0 0 0 56 0 0 0 228
Forecasting Gold Returns Volatility Over 1258-2023: The Role of Moments 0 0 0 4 3 8 31 47
Forecasting Growth-at-Risk of the United States: Housing Price versus Housing Sentiment or Attention 0 0 2 10 1 5 13 27
Forecasting Home Sales in the Four Census Regions and the Aggregate US Economy Using Singular Spectrum Analysis 0 0 0 17 0 0 1 105
Forecasting House Prices for the Four Census Regions and the Aggregate US Economy: The Role of a Data-Rich Environment 0 0 0 31 0 0 1 209
Forecasting Indian Macroeconomic Variables Using Medium-Scale VAR Models 0 0 0 0 0 1 2 267
Forecasting Inflation in an Inflation Targeting Economy: Structural Versus Non-Structural Models 0 0 0 41 0 0 0 81
Forecasting Interest Rate Volatility of the United Kingdom: Evidence from over 150 Years of Data 0 0 0 0 0 0 0 94
Forecasting International Financial Stress: The Role of Climate Risks 0 0 0 17 0 0 8 52
Forecasting International REITs Volatility: The Role of Oil-Price Uncertainty 0 0 0 23 1 2 4 56
Forecasting Key Macroeconomic Variables of the South African Economy Using Bayesian Variable Selection 0 0 0 17 0 0 0 344
Forecasting Key Macroeconomic Variables of the South African Economy: A Small Open Economy New Keynesian DSGE-VAR Model 0 0 0 93 0 2 8 739
Forecasting Key US Macroeconomic Variables with a Factor-Augmented Qual VAR 0 0 0 62 0 4 8 189
Forecasting Local Currency Bond Risk Premia of Emerging Markets: The Role of Cross-Country Macro-Financial Linkages 0 0 0 34 0 2 3 104
Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs 0 0 0 144 0 0 3 647
Forecasting Macroeconomic Variables in a Small Open Economy: A Comparison between Small- and Large-Scale Models 0 0 0 70 1 2 6 874
Forecasting More than Three Centuries of Economic Growth of the United Kingdom: The Role of Climate Risks 0 0 0 0 1 5 17 39
Forecasting Multivariate Volatilities with Exogenous Predictors: An Application to Industry Diversification Strategies 0 0 0 14 2 6 14 35
Forecasting National Recessions of the United States with State-Level Climate Risks: Evidence from Model Averaging in Markov-Switching Models 0 0 0 55 0 0 4 21
Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes 0 0 0 35 0 1 1 204
Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes 0 0 0 23 0 3 5 220
Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes 0 0 0 16 0 0 2 170
Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes 0 0 0 29 2 2 4 173
Forecasting Oil Price over 150 Years: The Role of Tail Risks 0 0 0 29 0 3 12 104
Forecasting Oil Volatility Using a GARCH-MIDAS Approach: The Role of Global Economic Conditions 0 0 0 27 2 8 24 236
Forecasting Oil and Gold Volatilities with Sentiment Indicators Under Structural Breaks 0 0 0 23 1 3 11 83
Forecasting Oil and Stock Returns with a Qual VAR using over 150 Years of Data 0 0 0 55 2 2 3 161
Forecasting Output Growth of Advanced Economies Over Eight Centuries: The Role of Gold Market Volatility as a Proxy of Global Uncertainty 0 0 0 9 0 0 2 43
Forecasting Output Growth of Advanced Economies Over Eight Centuries: The Role of Gold Market Volatility as a Proxy of Global Uncertainty 0 0 0 37 0 0 3 117
Forecasting Output Growth using a DSGE-Based Decomposition of the South African Yield Curve 0 0 0 25 0 1 1 106
Forecasting Power of Infectious Diseases-Related Uncertainty for Gold Realized Volatility 0 0 0 0 0 0 0 54
Forecasting Real House Price of the U.S.: An Analysis Covering 1890 to 2012 0 0 0 0 0 0 2 104
Forecasting Real Housing Price Returns of the United States using Machine Learning: The Role of Climate Risks 0 0 0 0 1 2 6 30
Forecasting Realized Gold Volatility: Is there a Role of Geopolitical Risks? 0 0 0 9 2 3 7 102
Forecasting Realized Oil-Price Volatility: The Role of Financial Stress and Asymmetric Loss 0 0 0 0 0 0 3 149
Forecasting Realized Stock-Market Volatility: Do Industry Returns have Predictive Value? 0 0 0 32 0 2 5 46
Forecasting Realized US Stock Market Volatility: Is there a Role for Economic Policy Uncertainty? 0 1 2 23 0 2 18 39
Forecasting Realized Volatility of Bitcoin Returns: Tail Events and Asymmetric Loss 0 0 0 0 1 1 1 158
Forecasting Realized Volatility of Bitcoin: The Role of the Trade War 0 0 0 54 1 5 7 121
Forecasting Realized Volatility of International REITs: The Role of Realized Skewness and Realized Kurtosis 0 0 0 11 2 3 7 50
Forecasting Returns of Major Cryptocurrencies: Evidence from Regime-Switching Factor Models 0 0 0 19 1 5 10 51
Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation 0 0 2 44 0 1 11 276
Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation 0 0 0 66 0 0 1 167
Forecasting South African Macroeconomic Data with a Nonlinear DSGE Model 0 0 0 69 1 2 2 259
Forecasting South African Macroeconomic Variables with a Markov-Switching Small Open-Economy Dynamic Stochastic General Equilibrium Model 0 0 0 60 0 1 4 159
Forecasting South African Macroeconomic Variables with a Markov-Switching Small Open-Economy Dynamic Stochastic General Equilibrium Model 0 0 1 34 0 0 3 87
Forecasting Spot and Futures Price Volatility of Agricultural Commodities: The Role of Climate-Related Migration Uncertainty 0 0 24 24 2 14 50 50
Forecasting State- and MSA-Level Housing Returns of the US: The Role of Mortgage Default Risks 0 0 0 23 1 1 2 61
Forecasting Stock Market (Realized) Volatility in the United Kingdom: Is There a Role for Economic Inequality? 0 0 0 26 0 0 0 61
Forecasting Stock Market Volatility with Regime-Switching GARCH-MIDAS: The Role of Geopolitical Risks 0 0 0 80 0 0 7 141
Forecasting Stock Returns Volatility of the G7 Over Centuries: The Role of Climate Risks 0 0 0 5 1 2 5 34
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 0 0 0 0 0 0 2 66
Forecasting U.S. Aggregate Stock Market Excess Return: Do Functional Data Analysis Add Economic Value? 0 0 0 0 0 3 5 36
Forecasting U.S. Recessions Using Over 150 Years of Data: Stock-Market Moments versus Oil-Market Moments 0 0 3 12 1 1 6 20
Forecasting US GNP Growth: The Role of Uncertainty 0 0 0 53 0 1 3 185
Forecasting US Output Growth with Large Information Sets 0 0 0 0 0 0 2 75
Forecasting US Real House Price Returns over 1831-2013: Evidence from Copula Models 0 0 0 50 0 1 2 72
Forecasting US Real Private Residential Fixed Investment Using a Large Number of Predictors 0 0 0 49 0 1 2 153
Forecasting Volatility and Co-volatility of Crude Oil and Gold Futures: Effects of Leverage, Jumps, Spillovers, and Geopolitical Risks 0 0 0 28 0 5 9 143
Forecasting Volatility of Commodity, Currency, and Stock Markets: Evidence from Markov Switching Multifractal Models 0 0 1 8 1 2 12 22
Forecasting the Artificial Intelligence Index Returns: A Hybrid Approach 0 0 0 10 0 1 2 38
Forecasting the Conditional Distribution of Realized Volatility of Oil Price Returns: The Role of Skewness over 1859 to 2023 0 0 0 1 0 0 2 7
Forecasting the Price of Gold 0 0 0 26 1 1 7 281
Forecasting the Price of Gold Using Dynamic Model Averaging 0 0 0 19 0 1 6 281
Forecasting the Probability of Recessions in South Africa: The Role of Decomposed Term-Spread and Economic Policy Uncertainty 0 0 0 39 1 2 2 106
Forecasting the Realized Variance of Oil-Price Returns Using Machine-Learning: Is there a Role for U.S. State-Level Uncertainty? 0 0 0 0 0 0 1 32
Forecasting the Realized Variance of Oil-Price Returns: A Disaggregated Analysis of the Role of Uncertainty and Geopolitical Risk 0 0 0 0 0 1 2 35
Forecasting the Realized Volatility of Agricultural Commodity Prices: Does Sentiment Matter? 0 0 0 0 0 1 7 71
Forecasting the South African Economy with Gibbs Sampled BVECMs 0 0 0 0 0 0 1 196
Forecasting the South African Economy with VARs and VECMs 0 0 0 0 0 0 2 372
Forecasting the South African Economy: A DSGE-VAR Approach 0 0 0 9 0 0 1 63
Forecasting the South African Economy: A DSGE-VAR Approach 0 0 0 116 0 0 1 586
Forecasting the South African Economy: A DSGE-VAR Approach 0 0 0 0 0 0 1 8
Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality 0 0 1 45 0 0 8 124
Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality 0 0 0 17 0 0 1 50
Forecasting the Term Structure of Interest Rates of the BRICS: Evidence from a Nonparametric Functional Data Analysis 0 0 0 28 0 0 3 117
Forecasting the U.S. Real House Price Index 0 0 0 48 0 0 2 153
Forecasting the U.S. Real House Price Index 0 0 0 51 0 0 1 251
Forecasting the U.S. Real House Price Index 0 0 0 45 0 0 1 77
Forecasting the U.S. Real House Price Index 0 0 0 31 0 0 1 121
Forecasting the US CPI: Does Nonlinearity Matter? 0 0 0 24 0 0 2 118
Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals 0 0 0 112 0 0 1 480
Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals 0 0 1 186 0 1 5 705
Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals 0 0 0 173 0 0 4 602
Forecasting the US Real Private Residential Fixed Investment Using Large Number of Predictors 0 0 0 38 1 1 4 237
Forecasting the Volatility of Crude Oil: The Role of Uncertainty and Spillovers 0 0 0 7 0 0 0 18
Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching 0 0 0 27 0 0 7 118
Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching 0 0 0 71 1 1 10 330
Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching 0 0 0 54 0 1 4 155
Forecasting the volatility of the dow jones islamic stock market index: Long memory vs. regime switching 0 0 0 25 1 2 5 122
Forecasting using a Nonlinear DSGE Model 0 0 0 64 0 0 0 94
Forecasting with Second-Order Approximations and Markov Switching DSGE Models 0 0 0 41 1 1 2 90
Forecasting with second-order approximations and Markov-switching DSGE models 0 0 1 70 0 0 3 154
Frequency-Dependent Real-Time Effects of Uncertainty in the United States: Evidence from Daily Data 0 0 0 37 3 6 11 123
GARCHX-NoVaS: A Model-Free Approach to Incorporate Exogenous Variables 0 0 0 1 0 2 8 14
GARCHX-NoVaS: A Model-free Approach to Incorporate Exogenous Variables 1 1 1 16 1 1 3 16
Gasoline Prices and Presidential Approval Ratings of the United States 0 0 3 6 1 3 24 32
Geopolitical Risk and Forecastability of Tail Risk in the Oil Market: Evidence from Over a Century of Monthly Data 0 0 0 5 1 2 11 58
Geopolitical Risk and Inflation Spillovers across European and North American Economies 0 0 0 38 0 0 13 65
Geopolitical Risks and Historical Exchange Rate Volatility of the BRICS 0 0 0 7 0 4 40 159
Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note 0 0 0 9 0 3 11 100
Geopolitical Risks and Oil Returns Volatility: A GARCH-MIDAS Approach 0 0 1 7 4 6 22 33
Geopolitical Risks and Recessions in a Panel of Advanced Economies: Evidence from Over a Century of Data 0 0 0 44 0 2 4 86
Geopolitical Risks and Stock Market Dynamics of the BRICS 0 0 0 31 2 7 14 261
Geopolitical Risks and Stock Market Volatility in the G7 Countries: A Century of Evidence from a Time-Varying Nonparametric Panel Data Model 0 0 0 0 5 8 21 136
Geopolitical Risks and the High-Frequency Movements of the US Term Structure of Interest Rates 0 0 0 0 0 2 5 45
Geopolitical Risks and the Oil-Stock Nexus Over 1899-2016 0 0 0 44 1 1 3 160
Geopolitical Risks and the Predictability of Regional Oil Returns and Volatility 0 0 0 15 1 2 6 117
Geopolitical Risks, Returns and Volatility in Emerging Stock Markets: Evidence from a Panel GARCH Model 0 0 0 8 1 4 14 195
Giant Oil Discoveries and Conflicts 0 0 0 22 0 0 4 71
Global Crises and Gold as a Safe Haven: Evidence from Over Seven and a Half Centuries of Data 0 0 0 23 0 1 4 97
Global Evidence of the COVID-19 Shock on Real Equity Prices and Real Exchange Rates: A Counterfactual Analysis with a Threshold-Augmented GVAR Model 0 0 0 7 0 0 2 33
Global Financial Cycle and the Predictability of Oil Market Volatility: Evidence from a GARCH-MIDAS Model 0 0 0 18 1 2 6 110
Globalization, Long Memory, and Real Interest Rate Convergence: A Historical Perspective 0 0 0 32 0 1 3 49
Gold Futures Returns and Realized Moments: A Forecasting Experiment Using a Quantile-Boosting Approach 0 0 0 27 0 0 0 75
Gold and the Global Financial Cycle 0 0 0 0 0 2 7 132
Gold, Platinum and the Predictability of Bond Risk Premia 0 0 0 36 0 1 1 77
Gold-Oil Dependence Dynamics and the Role of Geopolitical Risks: Evidence from a Markov-Switching Time-Varying Copula Model 0 0 0 23 0 2 6 137
Gold-to-Platinum Price Ratio and the Predictability of Bubbles in Financial Markets 0 0 0 26 0 3 6 40
Government Effectiveness and Covid-19 Pandemic 0 0 0 0 0 3 7 131
Greek Economic Policy Uncertainty: Does it Matter for the European Union? 0 0 0 20 0 0 0 94
Growth Dynamics, Multiple Equilibria, and Local Indeterminacy in an Endogenous Growth Model of Money, Banking and Inflation Targeting 0 0 0 43 0 0 2 86
Growth Volatility and Inequality in the U.S.: A Wavelet Analysis 0 0 0 8 1 2 6 82
Growth Volatility and Inequality in the U.S.: A Wavelet Analysis 0 0 0 42 0 0 3 100
Growth-Effects of Inflation Targeting: The Role of Financial Sector Development 0 0 0 102 0 0 1 751
HOUSE PRICES AND BALANCE OF TRADE DYNAMICS IN SOUTH AFRICA: EVIDENCE FROM AN AGNOSTIC IDENTIFICATION PROCEDURE 0 0 0 11 0 0 1 115
Half-Life Deviations from PPP in the SADC 0 0 0 11 0 1 5 302
Halloween Effect in Developed Stock Markets: A US Perspective 0 0 0 27 0 0 2 94
Has Oil Pirce Predicted Stock Returns for Over a Century? 0 0 0 81 1 2 5 259
Has oil price predicted stock returns for over a century? 0 0 0 46 0 1 2 86
Has the SARB Become More Effective Post Inflation Targeting? 0 0 0 11 1 1 2 314
Hedge and Safe Haven Properties of Gold, US Treasury, Bitcoin, and Dollar/CHF against the FAANA Companies and S&P 500 0 0 0 17 1 3 15 37
Herding Behaviour in the Cryptocurrency Market 0 0 0 38 2 5 5 315
Herding in International REITs Markets around the COVID-19 Pandemic 0 0 0 14 0 0 2 32
High-Frequency Contagion between Aggregate and Regional Housing Markets of the United States with Financial Assets: Evidence from Multichannel Tests 0 0 0 11 0 0 3 38
High-Frequency Impact of Monetary Policy and Macroeconomic Surprises on US MSAs and Aggregate US Housing Returns and Volatility: A GJR-GARCH Approach 0 0 0 39 0 0 2 84
High-Frequency Movements of the Term Structure of Interest Rates of the United States: The Role of Oil Market Uncertainty 0 0 0 16 0 0 2 50
High-Frequency Predictability of Housing Market Movements of the United States: The Role of Economic Sentiment 0 0 0 4 1 2 2 35
High-Frequency Volatility Forecasting of US Housing Markets 0 0 0 30 0 1 1 100
Historical Evolution of Monthly Anomalies in International Stock Markets 0 0 0 26 2 2 3 51
Historical Forecasting of Interest Rate Mean and Volatility of the United States: Is there a Role of Uncertainty? 0 0 0 0 0 0 0 31
Historical Volatility of Advanced Equity Markets: The Role of Local and Global Crises 0 0 0 0 0 0 3 29
House Price Synchronization across the US States: The Role of Structural Oil Shocks 0 0 0 3 0 1 2 35
House Price, Stock Price and Consumption in South Africa: A Structural VAR Approach 0 0 0 13 0 0 2 289
House Prices and Economic Growth in South Africa: Evidence from Provincial-Level Data 0 0 0 34 0 0 3 341
House Values and Proximity to a Landfill: A Quantile Regression Framework 0 0 0 26 0 0 2 139
House Values and Proximity to a Landfill: A Quantile Regression Framework 0 0 0 17 0 0 1 94
Housing Market Spillovers in South Africa: Evidence from an Estimated Small Open Economy DSGE Model 0 0 0 76 0 0 0 206
Housing Market Variables and Predictability of State-Level Stock Market Volatility of the United States: Evidence from a GARCH-MIDAS Approach 0 0 0 0 0 1 10 23
Housing Search Activity and Quantiles-Based Predictability of Housing Price Movements in the United States 0 0 0 8 0 0 5 20
Housing and the Business Cycle in South Africa 0 0 0 31 0 0 6 196
Housing and the Business Cycle in South Africa 0 0 0 45 0 1 4 285
Housing and the Great Depression 0 0 0 58 0 1 5 126
Housing and the Great Depression 0 0 1 17 0 1 7 158
Housing and the Great Depression 0 0 0 69 0 0 5 559
How Connected is the Oil-Bank Network? Firm-Level and High-Frequency Evidence 0 0 0 19 0 0 4 50
How Independent are the South African Reserve Bank’s Monetary Policy Decisions? Evidence from a Global New-Keynesian DSGE Model 0 0 0 27 1 1 3 302
How do Housing Returns in Emerging Countries Respond to Oil Shocks? A MIDAS Touch 0 0 0 29 0 2 2 148
Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting 0 0 0 44 0 0 3 72
Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting 0 0 0 23 0 0 1 57
Hydroelectricity Consumption and Economic Growth Nexus: Evidence from a Panel of Ten Largest Hydroelectricity Consumers 0 0 0 0 1 2 4 179
IS THE RELATIONSHIP BETWEEN MONETARY POLICY AND HOUSE PRICES ASYMMETRIC IN SOUTH AFRICA? EVIDENCE FROM A MARKOV-SWITCHING VECTOR AUTOREGRESSIVE MODEL 0 0 0 20 0 1 1 257
Identifying Asymmetries between Socially Responsible and Conventional Investments 0 0 0 13 0 0 2 100
Identifying Periods of US Housing Market Explosivity 0 0 0 7 1 1 4 75
Identifying Periods of US Housing Market Explosivity 0 0 0 18 0 0 1 67
Identifying Periods of US Housing Market Explosivity 0 0 0 21 0 0 2 127
Identifying a financial conditions index for South Africa 0 0 0 12 0 0 0 187
Impact of Activity Tax in the Property-Owning and Subletting of Fixed Property Sectors on the South African Economy: A CGE Analysis 0 0 0 13 0 0 2 54
Impact of Housing Policy Uncertainty on Herding Behavior: Evidence from UK's Regional Housing Markets 0 0 0 6 0 3 10 61
Impact of Oil Price Volatility on State-Level Consumption of the United States: The Role of Oil Dependence 0 0 0 9 1 1 2 23
Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach 0 0 0 33 0 0 2 185
Impact of Volatility and Equity Market Uncertainty on Herd Behavior: Evidence from UK REITs 0 0 0 20 1 2 3 97
Impact of Volatility and Equity Market Uncertainty on Herd Behaviour: Evidence from UK REITs 0 0 1 14 0 1 8 69
Income Inequality and Economic Growth: A Re-Examination of Theory and Evidence 0 0 0 72 0 6 13 304
Income Inequality and House Prices across US States 0 0 0 9 0 1 2 22
Income Inequality and House Prices across US States 0 0 1 19 1 1 3 48
Income Inequality and Oil Resources: Panel Evidence from the United States 0 0 0 2 0 0 2 36
Income Inequality: A State-by-State Complex Network Analysis 0 0 0 25 0 0 0 87
Income Inequality: A State-by-State Complex Network Analysis 0 0 0 3 0 0 0 68
Income Inequality: A State-by-State Complex Network Analysis 0 0 0 64 1 1 2 104
Incorporating Economic Policy Uncertainty in US Equity Premium Models: A Nonlinear Predictability Analysis 0 0 0 38 0 0 0 104
Infectious Disease-Related Uncertainty and the Safe-Haven Characteristic of US Treasury Securities 0 0 0 3 0 1 2 70
Infectious Diseases-Related Uncertainty and the Predictability of Foreign Exchange and Bitcoin Futures Realised Volatility 0 0 0 0 0 1 4 31
Inflation Aversion and the Growth-Inflation Relationship 0 0 0 0 0 0 1 59
Inflation Dynamics in Uganda: A Quantile Regression Approach 1 1 3 38 1 3 6 69
Inflation Dynamics in Uganda: A Quantile Regression Approach 0 0 0 36 2 2 5 55
Inflation Forecasts and Forecaster Herding: Evidence from South African Survey Data 0 0 0 21 0 1 3 65
Inflation Forecasts and Forecaster Herding: Evidence from South African Survey Data 0 0 0 54 0 1 1 68
Inflation-Growth Nexus in Africa: Evidence from a Pooled CCE Multiple Regime Panel Smooth Transition Model 0 0 0 37 1 3 6 174
Inflation-Inequality Puzzle: Is it Still Apparent? 0 0 0 14 2 3 5 41
Influence of Local and Global Economic Policy Uncertainty on the Volatility of US State-Level Equity Returns: Evidence from a GARCH-MIDAS Approach with Shrinkage and Cluster Analysis 0 0 0 2 0 2 8 11
Influence of Local and Global Economic Policy Uncertainty on the volatility of US state-level equity returns: Evidence from a GARCH-MIDAS approach with Shrinkage and Cluster Analysis 0 0 7 7 0 3 11 11
Information Entropy, Continuous Improvement, and US Energy Performance: A Novel Stochastic-Entropic Analysis for Ideal Solutions (SEA-IS) 0 0 0 8 0 1 7 44
Information Spillover across International Real Estate Investment Trusts: Evidence from an Entropy-Based Network Analysis 0 0 0 6 0 1 4 122
Insurance Activity and Economic Performance: Fresh Evidence from Asymmetric Panel Causality Tests 0 0 0 26 0 1 2 159
Insurance-Growth Nexus in Africa 0 0 0 57 0 0 4 255
Integration and Risk Transmission in the Market for Crude Oil: A Time-Varying Parameter Frequency Connectedness Approach 0 0 0 158 2 10 57 547
Interest Rate Uncertainty and the Predictability of Bank Revenues 0 0 0 7 0 0 1 30
Interest Rate Uncertainty and the Predictability of Bank Revenues 0 0 0 14 0 0 1 30
International Monetary Policy Spillovers: Evidence from a TVP-VAR 0 0 0 93 2 4 8 244
International Stock Return Predictability: Is the Role of U.S. Time-Varying? 1 2 2 31 1 2 6 165
International Stock Return Predictability: Is the Role of U.S. Time-Varying? 0 0 0 21 0 0 0 92
Intertemporal portfolio allocation and hedging demand: An application to South Africa 0 0 0 0 1 1 2 193
Investor Confidence and Forecastability of US Stock Market Realized Volatility: Evidence from Machine Learning 0 0 0 24 2 4 12 66
Investor Happiness and Predictability of the Realized Volatility of Oil Price 0 0 0 21 1 1 4 31
Investor Sentiment Connectedness: Evidence from Linear and Nonlinear Causality Approaches 0 0 0 28 2 3 5 148
Investor Sentiment and (Anti-)Herding in the Currency Market: Evidence from Twitter Feed Data 0 0 0 12 0 0 3 95
Investor Sentiment and Crash Risk in Safe Havens 0 0 0 21 0 0 2 130
Investor Sentiment and Dollar-Pound Exchange Rate Returns: Evidence from Over a Century of Data Using a Cross-Quantilogram Approach 0 0 0 9 1 1 3 68
Investor Sentiment and Multi-Scale Positive and Negative Stock Market Bubbles in a Panel of G7 Countries 0 0 0 5 1 2 9 28
Investors' Uncertainty and Forecasting Stock Market Volatility 0 0 0 24 0 2 8 56
Is Economic Policy Uncertainty Related to Suicide Rates? Evidence from the United States 0 0 0 22 0 0 1 89
Is Gold an Inflation-Hedge? Evidence from an Interrupted Markov-Switching Cointegration Model 0 0 0 11 1 2 4 80
Is Inflation Persistence Different in Reality? 0 0 0 22 0 0 0 106
Is Real Interest Rate a Monetary Phenomenon in Advanced Economies? Time-Varying Evidence from Over 700 Years of Data 0 0 0 38 0 2 2 72
Is Real Per Capita State Personal Income Stationary? New Nonlinear, Asymmetric Panel-Data Evidence 0 0 0 67 0 1 1 121
Is Real Per Capita State Personal Income Stationary? New Nonlinear, Asymmetric Panel-Data Evidence 0 0 0 24 0 0 0 97
Is Real Per Capita State Personal Income Stationary? New Nonlinear, Asymmetric Panel-Data Evidence 0 0 0 23 1 2 2 51
Is There a Role for Uncertainty in Forecasting Output Growth in OECD Countries? Evidence from a Time Varying Parameter-Panel Vector Autoregressive Model 0 0 0 34 0 1 3 135
Is Wine a Good Choice for Investment? 0 0 0 22 0 0 3 142
Is Wine a Safe-Haven? Evidence from a Nonparametric Causality-in-Quantiles Test 0 0 0 22 0 0 5 117
Is a DFM Well-Suited in Forecasting Regional House Price Inflation? 0 0 0 34 0 1 1 214
Is the Housing Market in the United States Really Weakly-Efficient? 0 0 0 13 0 0 0 59
Is the Permanent Income Hypothesis Really Well-Suited for Forecasting? 0 0 0 13 0 0 1 170
Is the Rand Really Decoupled from Economic Fundamentals? 0 0 0 13 1 1 2 105
Is the Response of the Bank of England to Exchange Rate Movements Frequency-Dependent? 0 0 0 30 0 0 2 109
Is the South African Reserve Bank Influenced by Exchange Rates when Setting Interest Rates? 0 0 0 0 0 0 2 89
Is the relationship between monetary policy and house prices asymmetric in South Africa? Evidence from a Markov-Switching Vector Autoregressive mode 0 0 0 77 0 2 4 287
Is the relationship between monetary policy and house prices asymmetric in South Africa? Evidence from a Markov-Switching Vector Autoregressive mode 0 0 0 21 1 3 7 242
Is there a National Housing Market Bubble Brewing in the United States? 0 0 1 56 0 0 3 145
Is there a National Housing Market Bubble Brewing in the United States? 0 0 0 30 0 0 6 188
Is there an Environmental Kuznets Curve for South Africa? A Co-Summability Approach Using a Century of Data 0 0 0 43 0 0 1 177
Jumps Beyond the Realms of Cricket: India’s Performance in One Day Internationals and Stock Market Movements 0 0 0 10 1 2 8 130
Jumps in Energy and Non-Energy Commodities 0 0 0 15 0 0 2 39
Jumps in Geopolitical Risk and the Cryptocurrency Market: The Singularity of Bitcoin 0 0 0 61 0 0 3 147
Kuznets Curve for the US: A Reconsideration Using Cosummability 0 0 0 46 0 0 1 140
LPPLS Bubble Indicators over Two Centuries of the S&P 500 Index 0 0 0 0 2 3 9 240
Linkages between Financial Sector CDS Spreads and Macroeconomic Influence in a Nonlinear Setting 0 0 0 5 0 0 0 120
Linkages between financial sector CDS spreads and macroeconomic influence in a nonlinear setting 0 0 0 0 0 0 1 4
Linking Global Economic Dynamics to a South African-Specific Credit Risk Correlation Model 0 0 0 34 0 0 1 383
Linking U.S. State-Level Housing Market Returns and the Consumption-(Dis)Aggregate Wealth Ratio 0 0 0 0 0 0 0 18
Local Currency Bond Risk Premia of Emerging Markets: The Role of Local and Global Factors 0 0 0 9 2 3 5 78
Long- and Short-Run Relationships between House and Stock Prices in South Africa: A Nonparametric Approach 0 0 0 13 0 1 4 256
Long-Memory Modeling and Forecasting: Evidence from the U.S. Historical Series of Inflation 0 0 0 32 1 2 4 115
Long-Run Movement and Predictability of Bond Spread for BRICS and PIIGS: The Role of Economic, Financial and Political Risks 0 0 0 16 2 2 3 71
Long-Span Multi-Layer Spillovers between Moments of Advanced Equity Markets: The Role of Climate Risks 0 0 0 5 0 2 8 18
MACRO SHOCKS AND HOUSE PRICES IN SOUTH AFRICA 0 0 0 24 0 1 4 171
METROPOLITAN HOUSE PRICES IN INDIA: DO THEY CONVERGE? 0 0 0 18 0 0 2 176
Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty 0 0 0 15 0 1 7 130
Machine Learning and the Forecastability of Cross-Sectional Realized Variance: The Role of Realized Moments 1 3 18 18 4 8 13 13
Macro Shocks and Real US Stock Prices with Special Focus on the "Great Recession" 0 0 0 11 0 1 1 181
Macroeconomic Shocks and Changing Dynamics of the U.S. REITs Sector 0 0 0 40 0 1 6 108
Macroeconomic Surprises and Stock Returns in South Africa 0 0 0 30 1 1 3 139
Macroeconomic Surprises and Stock Returns in South Africa 0 0 1 67 0 0 5 326
Macroeconomic Uncertainty Connections across the US States: Evidence from a Bayesian Graphical Structural VAR (BGSVAR) Model 0 0 0 6 0 2 6 105
Macroeconomic Uncertainty and the Comovement in Buying versus Renting in the United States 0 0 0 36 0 1 4 94
Macroeconomic Uncertainty, Growth and Inflation in the Eurozone: A Causal Approach 0 0 0 65 0 1 2 69
Macroeconomic Variables and South African Stock Return Predictability 0 0 0 63 0 0 1 380
Manager Sentiment and Stock Market Volatility 0 0 0 29 0 0 4 129
Market Efficiency of Baltic Stock Markets: A Fractional Integration Approach 0 0 0 20 0 0 0 137
Market Microstructure Approach to the Exchange Rate Determination Puzzle 0 0 0 52 0 1 2 520
Measuring Co-Dependencies of Economic Policy Uncertainty in Latin American Countries using Vine Copulas 0 0 0 16 0 0 1 165
Measuring the Welfare Cost of Inflation in South Africa 0 0 0 0 0 0 0 256
Measuring the Welfare Cost of Inflation in South Africa: A Reconsideration 0 0 0 16 0 0 0 260
Merger and Acquisitions in South African Banking: A Network DEA Model 0 0 0 105 1 3 7 206
Military Expenditure, Economic Growth and Structural Instability: A Case Study of South Africa 0 0 0 12 1 2 7 235
Misalignment in the Growth-Maximizing Policies under Alternative Assumptions of Tax Evasion 0 0 0 25 1 2 3 148
Mixed Frequency Machine Learning Forecasting of the Growth of Real Gross Fixed Capital Formation in the United States: The Role of Extreme Weather Conditions 1 6 6 6 4 17 17 17
Modeling Persistence of Carbon Emission Allowance Prices 0 0 0 38 0 0 1 96
Modeling U.S. Historical Time-Series Prices and Inflation Using Various Linear and Nonlinear Long-Memory Approaches 0 0 0 28 0 0 0 51
Modeling U.S. Historical Time-Series Prices and Inflation Using Various Linear and Nonlinear Long-Memory Approaches 0 0 0 65 0 0 3 47
Modeling and Forecasting Carbon Dioxide Emission Allowance Spot Price Volatility: Multifractal vs. GARCH-Type Volatility Models 0 0 0 40 1 1 1 65
Modeling and Forecasting Carbon Dioxide Emission Allowance Spot Price Volatility: Multifractal vs. GARCH-type Volatility Models 0 0 0 37 0 3 4 117
Modeling and Forecasting Crude Oil Price Volatility: Evidence from Historical and Recent Data 0 0 0 121 1 2 10 202
Modeling and forecasting crude oil price volatility: Evidence from historical and recent data 0 0 1 133 1 1 4 359
Modeling the Presidential Approval Ratings of the United States using Machine-Learning: Does Climate Policy Uncertainty Matter? 0 0 0 8 1 5 8 27
Modeling the Volatility of the Dow Jones Islamic Market World Index Using a Fractionally Integrated Time Varying GARCH (FITVGARCH) Model 0 0 0 44 0 0 2 299
Modelling Long Memory Volatility in the Bitcoin Market: Evidence of Persistence and Structural Breaks 0 0 0 151 1 1 3 655
Modelling Preferences of South African Grain Farmers for Adopting Derivative Contracts Using Discrete Choice Models 0 0 0 0 0 1 3 179
Modelling and Forecasting the Metical-Rand Exchange Rate 0 0 0 39 0 1 4 991
Modelling monetary policy in South Africa: Focus on inflation targeting era using a simple learning rule 0 0 0 186 0 1 4 927
Moments-Based Spillovers across Gold and Oil Markets 0 0 0 17 0 1 2 89
Monetary Policy Reaction Functions of the TICKs: A Quantile Regression Approach 0 0 0 42 0 1 1 94
Monetary Policy Reaction to Uncertainty in Japan: Evidence from a Quantile-on-Quantile Interest Rate Rule 0 0 0 25 0 1 2 95
Monetary Policy Shocks and Multi-Scale Positive and Negative Bubbles in an Emerging Country: The Case of India 0 0 0 17 0 0 3 21
Monetary Policy Uncertainty Spillovers in Time- and Frequency-Domains 0 0 0 26 0 1 7 65
Monetary Policy Uncertainty and Volatility Jumps in Advanced Equity Markets 0 0 0 9 0 0 7 74
Monetary Policy and Bubbles in G7 Economies: Evidence from a Panel VAR Approach 0 0 0 26 0 0 1 64
Monetary Policy and Bubbles in US REITs 0 0 0 64 2 2 3 205
Monetary Policy and Financial Frictions in a Small Open-Economy Model for Uganda 0 0 0 52 0 0 0 153
Monetary Policy and Financial Frictions in a Small Open-Economy Model for Uganda 0 0 1 115 0 0 2 252
Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Mode 0 0 0 72 0 1 3 333
Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Model 0 0 0 43 0 0 0 253
Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Model 0 0 0 133 0 1 3 376
Monetary Policy and Speculative Spillovers in Financial Markets 0 0 0 15 0 0 0 53
Monetary Policy, Financial Frictions and Structural Changes: A Markov-Switching DSGE Approach 0 0 0 102 0 0 1 138
Monetary Policy, Financial Frictions and Structural Changes: A Markov-Switching DSGE approach 1 1 1 97 1 3 7 243
Mortgage Default Risks and High-Frequency Predictability of the US Housing Market: A Reconsideration 0 0 0 22 1 1 1 58
Movements in International Bond Markets: The Role of Oil Prices 0 0 0 28 1 2 4 189
Movements in Real Estate Uncertainty in the United States: The Role of Oil Shocks 0 0 0 22 0 0 7 38
Multi-Horizon Financial and Housing Wealth Effects across the U.S. States 0 0 0 11 0 0 2 37
Multi-Layer Spillovers between Volatility and Skewness in International Stock Markets Over a Century of Data: The Role of Disaster Risks 0 0 0 7 1 1 8 21
Multi-Moment and Multilayer Analysis of Connectedness among Clean, Brown, and Technology ETFs: The Role of Climate Risk 0 1 6 6 1 3 7 7
Multi-Task Forecasting of the Realized Volatilities of Agricultural Commodity Prices 0 0 0 1 1 2 3 13
Near-Rational Expectations: How Far are Surveys from Rationality? 0 0 0 19 0 0 0 67
Near-Rational Expectations: How Far are Surveys from Rationality? 0 0 0 42 0 0 1 99
Network Analysis of Economic and Financial Uncertainties in Advanced Economies: Evidence from Graph-Theory 0 0 0 23 0 3 3 83
Network Causality Structures among Bitcoin and other Financial Assets: A Directed Acyclic Graph Approach 0 0 0 33 0 1 2 204
News Implied Volatility and the Stock-Bond Nexus: Evidence from Historical Data for the USA and the UK Markets 0 0 0 29 1 1 1 117
OPEC News Announcement Effect on Volatility in the Crude Oil Market: A Reconsideration 0 0 0 33 1 5 7 136
OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning 0 0 0 18 0 0 2 74
OPEC News and Jumps in the Oil Market 0 0 0 16 2 3 9 57
OPEC News and Predictability of Oil Futures Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach 0 0 0 24 2 2 2 80
Oil Price Forecastability and Economic Uncertainty 0 0 0 43 0 1 2 136
Oil Price Forecastability and Economic Uncertainty 0 0 0 104 0 3 3 220
Oil Price Returns Skewness and Forecastability of International Stock Returns Over One Century of Data 0 0 0 7 0 0 3 19
Oil Price Shocks and China’s Economy: Reactions of the Monetary Policy to Oil Price Shocks 0 0 0 96 1 1 7 295
Oil Price Shocks and Yield Curve Dynamics in Emerging Markets 0 0 0 24 0 0 3 88
Oil Price Shocks and the Connectedness of US State-Level Financial Markets 0 0 9 10 1 1 7 9
Oil Price Uncertainty and Manufacturing Production in South Africa 0 0 0 0 0 0 1 137
Oil Price Uncertainty and Movements in the US Government Bond Risk Premia 0 0 0 15 0 1 3 97
Oil Price Uncertainty and Predictability of Multi-Scale Positive and Negative Bubbles in the BRICS: Evidence from a Nonparametric Causality-in-Quantiles Test 0 0 0 0 2 3 14 29
Oil Price Volatility and Economic Growth: Evidence from Advanced OECD Countries using over One Century of Data 0 0 0 22 0 2 12 198
Oil Price and Exchange Rate Behaviour of the BRICS for Over a Century 0 0 0 14 1 1 3 51
Oil Price-Inflation Pass-Through in the United States over 1871 to 2018: A Wavelet Coherency Analysis 0 0 0 53 0 0 4 103
Oil Returns and Volatility: The Role of Mergers and Acquisitions 0 0 0 4 1 2 3 96
Oil Shocks and State-Level Stock Market Volatility of the United States: A GARCH-MIDAS Approach 0 0 0 0 0 0 5 40
Oil Shocks and Stock Market Volatility of the BRICS: A GARCH-MIDAS Approach 0 0 0 36 1 3 3 101
Oil Shocks and Volatility Jumps 0 0 0 19 0 1 4 107
Oil Speculation and Herding Behavior in Emerging Stock Markets 0 0 0 58 1 2 3 116
Oil Tail Risks and the Forecastability of the Realized Variance of Oil-Price: Evidence from Over 150 Years of Data 0 0 0 13 0 0 2 15
Oil price forecastability and economic uncertainty 0 0 0 101 0 0 3 77
Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data 0 0 0 15 1 2 4 37
Oil-Price Uncertainty and the U.K. Unemployment Rate: A Forecasting Experiment with Random Forests Using 150 Years of Data 0 0 0 26 0 1 7 84
Oil-Shocks and Directional Predictability of Macroeconomic Uncertainties of Developed Economies: Evidence from High-Frequency Data 0 0 0 23 2 2 3 65
On Economic Uncertainty, Stock Market Predictability and Nonlinear Spillover Effects 0 0 0 28 0 1 2 145
On Exchange-Rate Movements and Gold-Price Fluctuations: Evidence for Gold-Producing Countries from a Nonparametric Causality-in-Quantiles Test 0 0 0 12 1 1 2 86
On International Uncertainty Links: BART-Based Empirical Evidence for Canada 0 0 0 13 0 1 2 53
On REIT Returns and (Un-) Expected Inflation: Empirical Evidence Based on Bayesian Additive Regression Trees 0 0 0 3 1 1 3 82
On the Directional Accuracy of Inflation Forecasts: Evidence from South African Survey Data 0 0 0 24 2 3 4 67
On the Directional Accuracy of Inflation Forecasts: Evidence from South African Survey Data 0 0 0 30 0 0 1 69
On the Dynamics of International Real Estate Investment Trust Propagation Mechanisms: Evidence from Time-Varying Return and Volatility Connectedness Measures 0 0 0 2 1 2 3 32
On the Predictability of Stock Market Bubbles: Evidence from LPPLS ConfidenceTM Multi-scale Indicators 0 0 0 40 2 3 13 322
On the Pricing Effects of Bitcoin Mining in the Fossil Fuel Market: The Case of Coal 0 0 0 6 0 0 2 22
On the Propagation Mechanism of International Real Interest Rate Spillovers: Evidence from More than 200 Years of Data 0 0 0 30 1 3 7 46
On the Transmission Mechanism of Asia-Pacific Yield Curve Characteristics 0 0 0 3 0 0 1 66
On the Transmission Mechanism of Country-Specific and International Economic Uncertainty Spillovers: Evidence from a TVP-VAR Connectedness Decomposition Approach 0 0 0 38 0 1 6 161
Openness and Growth: Is the Relationship Non-Linear? 0 0 0 67 0 1 4 205
Openness, Bureaucratic Corruption and Public Policy in an Endogenous Growth Model 0 0 0 73 1 2 2 396
Optimal Public Policy with Endogenous Mortality 0 0 0 36 0 0 0 235
Out-of-Sample Equity Premium Predictability in South Africa: Evidence from a Large Number of Predictors 0 0 0 11 1 1 1 244
Out-of-Sample Predictability of Gold Market Volatility: The Role of US Nonfarm Payroll 0 0 0 12 0 1 6 45
Panel Granger causality between oil consumption and GDP: Evidence from the BRICS countries 0 0 0 0 0 0 5 185
Paradox of Sustainable Agricultural Policy Under Climate Change in South Africa: The Whys? and What-Ifs! 0 0 0 0 7 9 19 19
Partisan Conflict and Income Distribution in the United States: A Nonparametric Causality-in-Quantiles Approach 0 0 0 12 1 2 4 59
Partisan Conflict and Income Distribution in the United States: A Nonparametric Causality-in-Quantiles Approach 0 0 0 34 1 1 5 88
Periodically Collapsing Bubbles in the South African Stock Market 0 0 0 26 0 0 4 155
Persistence and Cycles in Historical Oil Prices Data 0 0 0 0 0 1 1 117
Persistence and Cyclical Dynamics of US and UK House Prices: Evidence from Over 150 Years of Data 0 0 0 41 0 0 1 55
Persistence in Precious Metal Prices: A Fractional Integration Approach with Structural Breaks 0 0 0 9 0 0 1 115
Persistence in Trends and Cycles of Gold and Silver Prices: Evidence from Historical Data 0 0 0 54 0 1 5 125
Persistence of Economic Uncertainty: A Comprehensive Analysis 0 0 0 18 0 1 3 103
Persistence of State-Level Uncertainty of the United States: The Role of Climate Risks 0 0 0 6 1 2 4 27
Persistence of precious metal prices: a fractional integration approach with structural breaks 0 0 0 10 0 0 0 66
Persistence, Mean Reversion and Non-Linearities in US Housing Prices Over 1830-2013 0 0 0 12 0 1 2 73
Persistence, Mean Reversion and Nonlinearities in Inflation Rates of Developed and Developing Countries Using Over One Century of Data 0 0 0 0 0 0 1 30
Persistence, Mean-Reversion and Non-Linearities in Infant Mortality Rates 0 0 0 19 0 0 0 78
Point and Density Forecasting of Macroeconomic and Financial Uncertainties of the United States 0 0 0 28 0 4 5 88
Point and Density Forecasts of Oil Returns: The Role of Geopolitical Risks 0 0 0 16 0 1 3 59
Policy Uncertainty and Stock Market Volatility Revisited: The Predictive Role of Signal Quality 0 0 0 25 2 2 8 54
Political Cycles in the United States and Stock Market Volatility in other Advanced Economies: An EGARCH Approach 0 0 0 0 0 1 7 145
Political Geography and Stock Market Volatility: The Role of Political Alignment across Sentiment Regimes 0 0 0 7 0 0 8 18
Political ``Color" and the Impact of Climate Risks on Output Growth: Evidence from a Panel of US States 0 0 0 0 1 3 11 11
Predictability of Economic Slowdowns in Advanced Countries over Eight Centuries: The Role of Climate Risks 0 0 0 0 0 0 0 31
Predictability of Sustainable Investments and the Role of Uncertainty: Evidence from a Non-Parametric Causality-in-Quantiles Test 0 0 0 5 0 0 1 73
Predictability of Tail Risks of Canada and the U.S. Over a Century: The Role of Spillovers and Oil Tail Risks 0 0 0 8 1 3 3 45
Predictability of the Realised Volatility of International Stock Markets Amid Uncertainty Related to Infectious Diseases 0 0 0 0 0 0 0 13
Predicting Aggregate and State-Level US House Price Volatility: The Role of Sentiment 0 0 0 14 0 0 1 44
Predicting BRICS Stock Returns Using ARFIMA Models 0 0 0 62 0 0 1 338
Predicting Bitcoin Returns: Comparing the Roles of Newspaper- and Internet Search-Based Measures of Uncertainty 0 0 0 16 0 0 1 53
Predicting Downturns in the US Housing Market: A Bayesian Approach 0 0 0 22 3 6 8 352
Predicting Firm-Level Volatility in the United States: The Role of Monetary Policy Uncertainty 0 0 0 0 1 3 3 60
Predicting Global Temperature Anomaly: A Definitive Investigation Using an Ensemble of Twelve Competing Forecasting Models 0 0 0 0 0 2 3 82
Predicting Housing Market Sentiment: The Role of Financial, Macroeconomic and Real Estate Uncertainties 0 0 0 17 0 0 2 48
Predicting International Equity Returns: Evidence from Time-Varying Parameter Vector Autoregressive Models 0 0 0 43 1 2 10 122
Predicting Multi-Scale Positive and Negative Stock Market Bubbles in a Panel of G7 Countries: The Role of Oil Price Uncertainty 0 0 2 6 1 1 7 22
Predicting South African Equity Premium using Domestic and Global Economic Policy Uncertainty Indices: Evidence from a Bayesian Graphical Model 0 0 0 16 0 0 1 78
Predicting Stock Market Movements in the United States: The Role of Presidential Approval Ratings 0 0 0 76 1 1 3 102
Predicting Stock Market Movements with a Time-Varying Consumption-Aggregate Wealth Ratio 0 0 0 76 1 1 2 124
Predicting Stock Returns and Volatility Using Consumption-Aggregate Wealth Ratios: A Nonlinear Approach 0 0 0 8 0 0 1 68
Predicting Stock Returns and Volatility with Investor Sentiment Indices: A Reconsideration using a Nonparametric Causality-in-Quantiles Test 0 0 0 40 0 1 2 122
Predicting the Conditional Distribution of US Stock Market Systemic Stress: The Role of Climate Risks 0 0 0 7 0 0 10 22
Prediction of the Conditional Distribution of Daily International Stock Returns Volatility: The Role of (Conventional and Unconventional) Monetary Policies 0 0 0 0 0 1 7 13
Predictive Ability of Competing Models for South Africa’s Fixed Business Non- Residential Investment Spending 0 0 0 14 0 1 2 91
Presidential Approval Ratings and Stock Market Performance in Latin America 0 0 0 4 1 2 10 14
Presidential Cycles and Time-Varying Bond-Stock Correlations: Evidence from More than Two Centuries of Data 0 0 0 9 0 0 0 59
Presidential Cycles in the United States and the Dollar-Pound Exchange Rate: Evidence from over Two Centuries of Data 0 0 0 45 0 0 0 57
Presidential Politics and Investor Behavior in the Stock Market: Evidence from a Century of Stock Market Data 0 0 0 0 1 2 17 17
Price Convergence Patterns across U.S. States 0 0 0 45 0 1 2 109
Price Effects After One-Day Abnormal Returns and Crises in the Stock Markets 0 0 0 14 0 0 0 28
Price Effects after One-Day Abnormal Returns in Developed and Emerging Markets: ESG versus Traditional Indices 0 0 0 2 0 0 0 32
Price Gap Anomaly in the US Stock Market: The Whole Story 0 0 0 15 2 6 15 108
Price Jumps in Developed Stock Markets: The Role of Monetary Policy Committee Meetings 0 0 0 28 0 1 1 81
Price and Volatility Linkages between International REITs and Oil Markets 0 0 0 23 0 3 5 81
Private and Public Health Expenditures in an Endogenous Growth Model with Inflation Targeting 0 0 0 6 0 0 1 214
Production Lags and Growth Dynamics in an Overlapping Generations Endogenous Growth Model 0 0 0 0 0 1 1 87
Productive Efficiency of Connecticut Long Island Lobster Fishery Using a Finite Mixture Model 0 0 0 18 1 1 2 47
Productivity and GDP: International Evidence of Persistence and Trends Over 130 Years of Data 0 0 0 10 2 2 6 29
R&D, Openness, and Growth 0 0 0 32 0 0 0 234
Rare Disaster Risks and Gold over 700 Years: Evidence from Nonparametric Quantile Regressions 0 0 0 0 1 1 1 34
Rare Disaster Risks and Volatility of the Term-Structure of US Treasury Securities: The Role of El Nino and La Nina Events 0 0 0 2 0 1 2 22
Rational Expectations and the Effects of Financial Liberalization on Price Level and Output 0 0 0 0 0 0 4 142
Real Estate Markets and Uncertainty Shocks: A Variance Causality Approach 0 0 0 24 0 5 10 169
Real Estate Returns Predictability Revisited: Novel Evidence from the US REITs Market 0 0 0 42 0 0 4 188
Real Interest Rate Persistence in South Africa: Evidence and Implications 0 0 0 61 0 0 2 294
Real Interest Rate Persistence in South Africa: Evidence and Implications 0 0 0 18 0 1 3 209
Real-Time Forecast of DSGE Models with Time-Varying Volatility in GARCH Form 0 0 0 54 0 3 9 100
Realized Stock Market Volatility of the United States: The Role of Employee Sentiment 0 0 0 1 0 0 9 21
Realized Stock-Market Volatility of the United States and the Presidential Approval Rating 0 0 0 0 1 1 8 20
Realized Volatility Spillovers between Energy and Metal Markets: A Time-Varying Connectedness Approach 0 0 0 22 0 0 0 65
Reconsidering the Welfare Cost of Inflation in the US: A Nonparametric Estimation of the Nonlinear Long-Run Money Demand Equation using Projection Pursuit Regressions 0 0 0 27 0 1 3 156
Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013 0 0 0 161 3 4 5 309
Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013 0 0 0 0 0 1 3 198
Relationship between Happiness and Smoking: A Bootstrap Panel Causality Test 0 0 0 27 1 1 2 232
Relationship between House Prices and Inflation in South Africa: An ARDL Approach 0 0 0 7 0 0 3 374
Research Output and Economic Growth in G7 Countries: New Evidence from Asymmetric Panel Causality Testing 0 0 0 0 0 1 6 256
Return Connectedness across Asset Classes around the COVID-19 Outbreak 0 0 0 8 0 2 4 80
Return Volatility, Correlation, and Hedging of Green and Brown Stocks: Is there a Role for Climate Risk Factors? 0 0 0 90 0 1 13 57
Return-Volatility Nexus in the Digital Asset Class: A Dynamic Multilayer Connectedness Analysis 0 0 0 4 2 4 7 15
Revisiting Herding Behavior in REITs: A Regime-Switching Approach 0 0 0 22 1 2 2 170
Revisiting Herding Behavior in REITs: A RegimeSwitching Approach 0 0 0 34 0 1 4 213
Revisiting International House Price Convergence Using House Price Level Data 0 0 0 0 0 0 1 57
Revisiting the Causal Relationship between Energy Consumption and Economic Growth in South Africa: Evidence from a Bootstrap Rolling Window Approach 0 0 0 0 0 0 6 164
Revisiting the Causality between Electricity Consumption and Economic Growth in South Africa: A Bootstrap Rolling-Window Approach 0 0 0 1 0 1 5 246
Revisiting the Inflation-Repression Relationship 0 0 0 0 0 2 2 131
Revisiting the Kuznets Curve Hypothesis for Tunisia: Carbon Dioxide vs. Ecological Footprint 0 0 0 10 0 2 5 34
Revisiting the Temporal Causality between Money and Income 0 0 0 0 0 0 1 174
Revisiting the Twin Deficits Hypothesis: A Quantile Cointegration Analysis over the Period of 1791-2013 0 0 0 0 0 0 1 84
Rise and Fall of Calendar Anomalies over a Century 0 0 0 16 0 0 3 155
Risk Aversion and Bitcoin Returns in Normal, Bull, and Bear Markets 0 0 0 32 0 1 4 115
Risk Aversion and the Predictability of Crude Oil Market Volatility: A Forecasting Experiment with Random Forests 0 0 0 26 0 2 3 89
Risk Spillover between Bitcoin and Conventional Financial Markets: An Expectile-Based Approach 0 0 0 19 0 1 5 104
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 0 0 0 60 0 1 3 172
Role of Inflation and Exchange Rates in Shaping the Country's Food Security Landscape: Nigeria's Food Price Puzzle 0 0 1 3 4 5 13 17
SHOULD THE SOUTH AFRICAN RESERVE BANK RESPOND TO EXCHANGE RATE FLUCTUATIONS? EVIDENCE FROM THE COSINE-SQUARED CEPSTRUM 0 0 0 27 0 1 1 186
Safe Havens, Machine Learning, and the Sources of Geopolitical Risk: A Forecasting Analysis Using Over a Century of Data 0 0 0 39 1 4 13 74
Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries 0 0 0 24 0 5 7 55
Sentiment and Financial Market Connectedness: The Role of Investor Happiness 0 0 0 24 1 2 8 162
Shortages and Machine-Learning Forecasting of Oil Returns Volatility: 1900-2024 0 0 0 0 1 1 69 69
Should the SARB Have Stayed Time Inconsistent? 0 0 0 33 1 1 1 154
Social Capital and Protests in the United States 0 0 0 15 1 1 9 66
Social Status, Inflation and Endogenous Growth in a Cash-in-Advance Economy: A Reconsideration 0 0 0 40 0 0 0 147
Socio-Political Instability and Growth Dynamics 0 0 0 32 8 14 51 986
Socio-Spatial Features of Neighbourhoods Supporting Social Interaction between Locals and Migrants in Peri-Urban China 0 0 0 0 0 1 3 11
Some Benefits of Reducing Inflation in South Africa 0 0 0 20 0 0 0 199
South African Stock Return Predictability in the Context of Data Mining: The Role of Financial Variables and International Stock Returns 0 0 0 29 0 0 0 207
South African Stock Returns Predictability using Domestic and Global Economic Policy Uncertainty: Evidence from a Nonparametric Causality-in-Quantiles Approach 0 0 0 14 0 1 1 100
Spatial Bayesian Methods of Forecasting House Prices in Six Metropolitan Areas of South Africa 0 0 0 0 0 0 1 300
Spillover of Mortgage Default Risks in the United States: Evidence from Metropolitan Statistical Areas and States 0 0 0 11 0 0 0 90
Spillover of Sentiment in the European Union: Evidence from Time- and Frequency-Domains 0 0 0 22 0 2 2 63
Spillovers across Macroeconomic, Financial and Real Estate Uncertainties: A Time-Varying Approach 0 0 0 28 0 2 2 113
Spillovers between Bitcoin and other Assets during Bear and Bull Markets 0 0 0 59 2 3 17 332
Spillovers between US Real Estate and Financial Assets in Time and Frequency Domains 0 0 0 10 1 2 4 61
Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin 0 0 0 0 0 0 13 108
Stock Market Bubbles and the Forecastability of Gold Returns (and Volatility) 0 0 0 24 0 3 11 43
Stock Market Bubbles and the Realized Volatility of Oil Price Returns 0 0 0 6 0 0 3 20
Stock Market Efficiency Analysis using Long Spans of Data: A Multifractal Detrended Fluctuation Approach 0 0 0 20 0 1 6 92
Stock Market Volatility and Multi-Scale Positive and Negative Bubbles 0 0 0 14 0 0 3 17
Stock Markets and Exchange Rate Behaviour of the BRICS 0 0 0 22 0 0 2 90
Stock Price Dynamics and the Business Cycle in an Estimated DSGE Model for South Africa 0 0 0 2 0 0 1 4
Stock Price Dynamics and the Business Cycle in an Estimated DSGE Model for South Africa 0 0 0 100 0 0 0 146
Structural Breaks and GARCH Models of Stock Return Volatility: The Case of South Africa 0 0 0 58 0 0 2 370
Structural Breaks and Predictive Regressions Models of South African Equity Premium 0 0 0 14 0 0 1 172
Structural and Predictive Analyses with a Mixed Copula-Based Vector Autoregression Model 0 0 0 172 0 0 3 62
Structure Dependence between Oil and Agricultural Commodities Returns: The Role of Geopolitical Risks 0 0 0 1 0 0 8 88
Supply Bottlenecks and Machine Learning Forecasting of International Stock Market Volatility 0 14 14 14 3 12 12 12
Supply Chain Constraints and the Predictability of the Conditional Distribution of International Stock Market Returns and Volatility 0 0 4 4 0 4 18 18
Supply Disruptions and Predictability of Oil Returns Volatility: A GARCH-MIDAS Approach 0 0 0 0 2 5 50 50
THE BLESSING OF DIMENSIONALITY IN FORECASTING REAL HOUSE PRICE GROWTH IN THE NINE CENSUS DIVISIONS OF THE US 0 0 0 43 0 0 1 284
THE EFFECT OF DEFENSE SPENDING ON US OUTPUT: A FACTOR AUGMENTED VECTOR AUTOREGRESSION (FAVAR) APPROACH 0 0 0 13 0 1 1 319
THE EFFECT OF MONETARY POLICY ON HOUSE PRICE INFLATION: A FACTOR AUGMENTED VECTOR AUTOREGRESSION (FAVAR) APPROACH 0 0 0 54 0 0 2 825
THE EFFECT OF MONETARY POLICY ON REAL HOUSE PRICE GROWTH IN SOUTH AFRICA: A FACTOR AUGMENTED VECTOR AUTOREGRESSION (FAVAR) APPROACH 0 0 0 38 1 1 2 504
THE IMPACT OF HOUSE PRICES ON CONSUMPTION IN SOUTH AFRICA: EVIDENCE FROM PROVINCIAL-LEVEL PANEL VARs 0 0 0 28 0 0 2 236
THE ROLE OF NEWS-BASED UNCERTAINTY INDICES IN PREDICTING OIL MARKETS: A HYBRID NONPARAMETRIC QUANTILE CAUSALITY METHOD 0 1 1 52 2 3 10 307
Tail Risks and Forecastability of Stock Returns of Advanced Economies: Evidence from Centuries of Data 0 0 0 22 0 3 3 58
Tax Evasion and Financial Repression 0 0 0 208 1 5 23 677
Tax Evasion and Financial Repression: A Reconsideration Using Endogenous Growth Models 0 0 0 21 0 0 0 335
Tax evasion, financial development and inflation: theory and empirical evidence 0 0 0 24 0 2 9 197
Technical Efficiency of Connecticut Long Island Sound Lobster Fishery: A Nonparametric Approach to Aggregate Frontier Analysis 0 0 0 10 0 1 2 51
Technological Shocks and Stock Market Volatility Over a Century: A GARCH-MIDAS Approach 0 0 0 53 0 2 8 63
Temperature and Precipitation in the US States: Long Memory, Persistence and Time Trend 0 0 0 0 1 1 4 54
Temporal Causality between Budget Deficit and Interest Rate: The Case of South Africa 0 0 0 47 0 0 2 460
Temporal Causality between House Prices and Output in the U. S.: A Bootstrap Rolling-Window Approach 0 0 0 15 0 1 3 190
Temporal Causality between House Prices and Output in the U.S.: A Bootstrap Rolling-Window Approach 0 0 0 47 1 1 3 267
Temporal Causality between Taxes and Public Expenditures: The Case of South Africa 0 0 0 34 0 0 2 242
Terror Attacks and Stock-Market Fluctuations: Evidence Based on a Nonparametric Causality-in-Quantiles Test for the G7 Countries 0 0 0 9 0 2 7 143
Testing for Asymmetric Nonlinear Short- and Long-Run Relationships between Bitcoin, Aggregate Commodity and Gold Prices 0 0 0 54 0 1 1 222
Testing for Fractional Integration in SADC Real Exchange Rates 0 0 0 7 0 1 1 136
Testing for Multiple Bubbles in the BRICS Stock Markets 0 0 0 91 1 1 6 271
Testing for PPP Using SADC Real Exchange Rates 0 0 0 19 0 1 2 206
Testing for Persistence in Housing Price-to-Income and Price-to-Rent Ratios in 16 OECD Countries 0 0 0 40 0 0 3 256
Testing for Persistence with Breaks and Outliers in South African House Prices 0 0 0 13 0 0 1 94
Testing for Persistence with Breaks and Outliers in South African House Prices 0 0 0 37 1 4 7 109
Testing for asymmetric nonlinear short- and long-run relationships between bitcoin, aggregate commodity and gold prices 0 0 0 0 0 1 3 8
Testing for persistence with breaks and outliers in South African house prices 0 0 0 3 0 0 0 46
Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach 0 0 0 26 0 1 4 202
Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach 0 0 0 76 0 1 8 367
Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach 0 0 0 32 0 1 5 192
Testing the Efficiency of the Art Market using Quantile-Based Unit Root Tests with Sharp and Smooth Breaks 0 0 0 40 0 0 2 149
Testing the Forecasting Power of Global Economic Conditions for the Volatility of International REITs using a GARCH-MIDAS Approach 0 0 0 23 0 1 4 78
Testing the Impact of Exchange Rate Uncertainty on Exports in South Africa 0 0 0 0 0 0 2 78
Testing the Monetary Model for Exchange Rate Determination in South Africa: Evidence from 101 Years of Data 0 0 0 47 1 1 3 539
Testing the Out-of-Sample Forecasting Ability of a Financial Conditions Index for South Africa 0 0 0 23 0 0 1 95
Testing the White Noise Hypothesis in High-Frequency Housing Returns of the United States 0 0 0 12 0 3 4 53
The (Asymmetric) Effect of El Nino and La Nina on Gold and Silver Prices in a GVAR Model 0 0 0 0 0 0 4 99
The Asymmetric Effect of Oil Price on Growth across US States 0 0 0 22 0 0 3 156
The Behavior of Real Interest Rates: New Evidence from a ``Suprasecular" Perspective 0 0 0 14 0 1 6 54
The Benefits of Diversification between Bitcoin, Bonds, Equities and the US Dollar: A Matter of Portfolio Construction 0 0 0 37 1 2 4 153
The Causal Relationship between Economic Policy Uncertainty and Stock Returns in China and India: Evidence from a Bootstrap Rolling-Window Approach 0 0 0 577 0 1 7 1,269
The Causal Relationship between Energy Consumption and Economic Growth in South Africa: New Evidence from Asymmetric Causality in Frequency Domain 0 0 0 0 0 0 1 164
The Causal Relationship between Exports and Economic Growth in the Nine Provinces of South Africa: Evidence from Panel-Granger Causality Tests 0 0 0 21 0 1 3 414
The Causal Relationship between House Prices and Economic Growth in the Nine Provinces of South Africa: Evidence from Panel-Granger Causality Tests 0 0 0 31 0 0 3 266
The Causal Relationship between Imports and Economic Growth in the Nine Provinces of South Africa: Evidence from Panel-Granger Causality Tests 0 0 0 20 0 0 3 257
The Changing Dynamics of South Africa's Inflation Persistence: Evidence from a Quantile Regression Framework 0 0 0 12 0 0 1 67
The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains 0 0 0 56 0 1 5 121
The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains 0 0 0 40 0 1 2 221
The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains 0 0 0 62 1 1 2 201
The Depreciation of the Pound Post-Brexit: Could it have been Predicted? 0 0 0 87 1 4 14 304
The Dynamic Impact of Uncertainty in Causing and Forecasting the Distribution of Oil Returns and Risk 0 0 0 48 0 0 2 127
The Dynamic Relationship between House Prices and Output: Evidence from US Metropolitan Statistical Areas 0 0 0 58 1 2 2 169
The Dynamics of U.S. REITs Returns to Uncertainty Shocks: A Proxy SVAR Approach 0 0 0 35 0 1 3 101
The ENSO Cycle and Forecastability of Global Inflation and Output Growth: Evidence from Standard and Mixed-Frequency Multivariate Singular Spectrum Analyses 0 0 0 11 0 0 5 39
The Effect of Air Quality and Weather on the Chinese Stock Market: Evidence from Shenzhen Stock Exchange 0 0 0 0 0 1 1 24
The Effect of Economic Uncertainty on the Housing Market Cycle 0 0 0 30 0 1 4 232
The Effect of Global Crises on Stock Market Correlations: Evidence from Scalar Regressions via Functional Data Analysis 0 0 0 73 1 3 6 157
The Effect of Gold Market Speculation on REIT Returns in South Africa: A Behavioral Perspective 0 0 0 6 0 1 6 151
The Effect of Investor Sentiment on Gold Market Dynamics 0 0 0 31 3 6 9 199
The Effect of Macroeconomic Uncertainty on Housing Returns and Volatility: Evidence from US State-Level Data 0 0 0 3 0 2 4 45
The Effect of Macroeconomic Uncertainty on Housing Returns and Volatility: Evidence from US State-Level Data 1 1 1 22 1 1 1 44
The Effect of Monetary Policy on House Price Inflation: A Factor Augmented Vector Autoregression (FAVAR) Approach 0 0 0 25 0 2 3 75
The Effect of Oil Price Uncertainty Shock on International Equity Markets: Evidence from a GVAR Model 0 0 0 10 0 1 5 43
The Effect of Oil Uncertainty Shock on Real GDP of 33 Countries: A Global VAR Approach 0 0 0 11 0 0 2 59
The Effect of US Uncertainty Shock on International Equity Markets: The Role of the Global Financial Cycle 0 0 0 12 0 0 2 33
The Effectiveness of Monetary Policy in South Africa under Inflation Targeting: Evidence from a Time-Varying Factor-Augmented Vector Autoregressive Model 0 0 0 48 1 3 6 232
The Effectiveness of Monetary and Fiscal Policy Shocks on U.S. Inequality: The Role of Uncertainty 0 0 0 50 0 1 3 119
The Effectiveness of Monetary and Fiscal Policy Shocks on U.S. Inequality: The Role of Uncertainty 0 0 2 34 1 3 10 84
The Effects of Climate Risks on Economic Activity in a Panel of US States: The Role of Uncertainty 0 0 0 4 2 5 11 47
The Effects of Conventional and Unconventional Monetary Policy Shocks on US REITs Moments: Evidence from VARs with Functional Shocks 0 0 0 12 1 1 7 47
The Effects of Disaggregate Oil Shocks on Aggregate Expected Skewness of the United States 0 0 0 10 1 1 4 20
The Effects of Monetary Policy On Real Farm Prices in South Africa 0 0 0 34 1 2 2 218
The Effects of Oil Shocks on Macroeconomic Uncertainty: Evidence from a Large Panel Dataset of US States 0 0 0 0 0 0 3 31
The Effects of Public Expenditures on Labour Productivity in Europe 0 0 0 27 0 0 2 40
The Effects of Uncertainty on Economic Conditions across US States: The Role of Climate Risks 0 0 0 2 1 1 6 9
The Efficiency of the Art Market: Evidence from Variance Ratio Tests, Linear and Nonlinear Fractional Integration Approaches 0 0 0 20 0 0 0 124
The Feldstein-Horioka Puzzle in South Africa: A Fractional Cointegration Approach 0 0 0 10 0 0 0 124
The Financial US Uncertainty Spillover Multiplier: Evidence from a GVAR Model 0 0 0 18 1 1 3 68
The Growth-Inflation Nexus for the US over 1801-2013: A Semiparametric Approach 0 0 0 56 0 1 1 82
The Growth-Inflation Nexus for the US over 1801-2013: A Semiparametric Approach 0 0 0 28 1 1 2 112
The Heterogeneous Impact of Temperature Growth on Real House Price Returns across the US States 0 0 2 15 0 0 3 28
The Impact of Disaggregated Oil Shocks on State-Level Consumption of the United States 0 0 0 6 0 0 0 27
The Impact of Disaggregated Oil Shocks on State-Level Real Housing Returns of the United States: The Role of Oil Dependence 0 0 0 3 1 1 4 33
The Impact of Economic Policy Uncertainty on US Real Housing Returns and their Volatility: A Nonparametric Approach 0 0 0 21 0 0 7 168
The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures 0 0 0 18 0 1 2 49
The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures 0 0 0 32 0 1 1 84
The Impact of Macroeconomic News Surprises and Uncertainty of Major Economies on Returns and Volatility of Oil Futures 0 0 0 33 0 0 2 150
The Impact of Oil Price Shocks on Income Inequality: Evidence from State-Level Data of the United States 0 0 0 0 0 6 37 293
The Impact of Oil Shocks in a Small Open Economy New-Keynesian Dynamic Stochastic General Equilibrium Model for South Africa 0 0 0 116 0 0 3 379
The Impact of Oil Shocks on the South African Economy 0 0 0 16 0 0 4 819
The Impact of US Uncertainty Shocks on a Panel of Advanced and Emerging Market Economies: The Role of Exchange Rate, Trade and Financial Channels 0 0 0 38 0 0 6 159
The Impact of US Uncertainty on the Euro Area in Good and Bad Times: Evidence from a Quantile Structural Vector Autoregressive Model 0 0 0 39 0 0 1 169
The Impact of Uncertainty Shocks in South Africa: The Role of Financial Regimes 0 0 0 9 0 1 4 90
The Impact of jumps and leverage in forecasting the co-volatility of oil and gold futures 0 0 0 14 0 0 0 26
The Impacts of Oil Price Volatility on Financial Stress: Is the COVID-19 Period Different? 0 0 0 10 0 0 2 27
The Impacts of Structural Oil Shocks on Macroeconomic Uncertainty: Evidence from a Large Panel of 45 Countries 0 0 0 8 1 3 4 73
The Informational Content of the Term-Spread in Forecasting the U.S. Inflation Rate: A Nonlinear Approach 0 0 0 41 1 3 3 59
The Informational Content of the Term-Spread in Forecasting the U.S. Inflation Rate: A Nonlinear Approach 0 0 0 47 0 0 0 119
The International REIT's Time-Varying Response to the U.S. Monetary Policy and Macroeconomic Surprises 0 0 0 8 0 0 0 97
The Links between Crude Oil Prices and GCC Stock Markets: Evidence from Time-Varying Granger Causality Tests 0 0 0 28 0 0 1 137
The Long-Run Impact of Inflation in South Africa 0 0 0 28 0 2 9 364
The Long-Run Relationship between Consumption, House Prices and Stock Prices in South Africa: Evidence from Provincial-Level Data 0 0 0 17 0 1 6 202
The Long-Run Relationship between Inflation and Real Stock Prices: Empirical Evidence from South Africa 0 0 0 24 0 2 5 506
The Macroeconomic Effects of Uncertainty Shocks in India 0 0 0 12 0 0 2 70
The Macroeconomic Reform and the Demand for Money in India 0 0 0 0 0 0 1 219
The Nexus between Military Expenditures and Economic Growth in the BRICS and the US: A Bootstrap Panel Causality Test 0 0 0 32 0 3 8 235
The Non-Linear Response of US State-Level Tradable and Non-Tradable Inflation to Oil Shocks: The Role of Oil-Dependence 0 0 0 7 0 0 0 18
The Nonparametric Relationship between Oil and South African Agricultural Prices 0 0 0 17 0 0 2 92
The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US 0 0 0 42 0 4 8 108
The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US 0 0 0 58 0 1 2 166
The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US 0 0 0 43 0 0 2 231
The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US 0 0 0 59 0 1 6 186
The Predictability between Bitcoin and US Technology Stock Returns: Granger Causality in Mean, Variance, and Quantile 0 0 0 0 1 4 12 112
The Predictability of Stock Market Volatility in Emerging Economies: Relative Roles of Local, Regional and Global Business Cycles 0 0 0 20 0 1 6 81
The Predictability of cay and cayMS for Stock and Housing Returns: A Nonparametric Causality in Quantile Test 0 0 0 23 0 1 1 102
The Predictive Impact of Climate Risk on Total Factor Productivity Growth: 1880-2020 0 0 0 12 1 2 10 27
The Predictive Power of Industrial Electricity Usage Revisited: Evidence from Nonparametric Causality Tests 0 0 0 17 0 2 4 82
The Predictive Power of Oil Price Shocks on Realized Volatility of Oil: A Note 0 0 0 0 1 1 4 48
The Predictive Power of the Term Spread on Inequality in the United Kingdom: An Empirical Analysis 0 0 0 17 0 1 1 41
The Predictive Value of Inequality Measures for Stock Returns: An Analysis of Long-Span UK Data Using Quantile Random Forests 0 0 0 41 0 0 2 89
The Pricing Implications of Cryptocurrency Mining on Global Electricity Markets: Evidence from Quantile Causality Tests 0 0 0 0 0 2 3 58
The Relationship between Commodity Markets and Commodity Mutual Funds: A Wavelet-Based Analysis 0 0 0 25 1 1 7 144
The Relationship between Economic Uncertainty and Corporate Tax Rates 0 0 0 15 1 1 5 64
The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis 0 0 0 29 0 3 5 176
The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis 0 0 0 17 0 0 2 100
The Relationship between Healthcare expenditures and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis 0 0 0 19 0 1 3 85
The Relationship between Monetary Policy and Uncertainty in Advanced Economies: Evidence from Time- and Frequency-Domains 0 0 0 37 1 1 1 132
The Relationship between Oil and Agricultural Commodity Prices: A Quantile Causality Approach 0 0 0 38 2 2 2 210
The Relationship between Population Growth and Economic Growth Over 1870-2013: Evidence from a Bootstrapped Panel-Granger Causality Test 0 0 0 57 0 0 9 422
The Relationship between Population Growth and Standard-of-Living Growth Over 1870-2013: Evidence from a Bootstrapped Panel Granger Causality Test 0 0 0 79 0 3 5 148
The Relationship between Stock Market Volatility and Trading Volume: Evidence from South Africa 0 0 0 25 2 3 5 108
The Relationship between the Inflation Rate and Inequality across U.S. States: A Semiparametric Approach 0 0 0 31 0 2 3 98
The Relationship between the Inflation Rate and Inequality across US States: A Semiparametric Approach 0 0 0 24 0 1 1 148
The Risk Exposures of Safe Havens to Global and Regional Stock Market Shocks: A Novel Approach 0 0 0 8 0 3 6 67
The Role of Asset Prices in Forecasting Inflation and Output in South Africa 0 0 0 32 0 0 0 186
The Role of Current Account Balance in Forecasting the US Equity Premium: Evidence from a Quantile Predictive Regression Approach 0 0 0 13 0 0 2 74
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 0 0 0 24 0 0 2 112
The Role of Economic Policy Uncertainty in Forecasting US Inflation Using a VARFIMA Model 0 0 1 48 3 4 8 168
The Role of Economic Policy Uncertainty in Forecasting US Inflation Using a VARFIMA Model 0 0 0 56 0 1 1 95
The Role of Economic Policy Uncertainty in Predicting Output Growth in Emerging Markets: A Mixed-Frequency Granger Causality Approach 0 0 0 19 0 1 9 93
The Role of Economic Policy Uncertainty in Predicting U.S. Recessions: A Mixed-Frequency Markov-Switching Vector Autoregressive Approach 0 0 0 21 0 0 2 146
The Role of Economic Uncertainty in Forecasting Exchange Rate Returns and Realized Volatility: Evidence from Quantile Predictive Regressions 0 0 0 45 1 1 5 135
The Role of Economic and Financial Uncertainties in Predicting Commodity Futures Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantiles Test 0 0 0 31 0 2 2 127
The Role of Global Economic Conditions in Forecasting Gold Market Volatility: Evidence from a GARCH-MIDAS Approach 0 0 0 27 0 3 7 107
The Role of Housing Sentiment in Forecasting US Home Sales Growth: Evidence from a Bayesian Compressed Vector Autoregressive Model 0 0 0 40 0 3 4 108
The Role of Investor Sentiment in Forecasting Housing Returns in China: A Machine Learning Approach 0 0 0 28 0 1 6 74
The Role of Monetary Policy Uncertainty in Predicting Equity Market Volatility of the United Kingdom: Evidence from over 150 Years of Data 0 0 0 42 0 1 1 103
The Role of News-Based Uncertainty Indices in Predicting Oil Markets: A Hybrid Nonparametric Quantile Causality Method 0 0 0 19 0 0 4 173
The Role of Oil Prices in the Forecasts of South African Interest Rates: A Bayesian Approach 1 1 1 38 1 1 2 81
The Role of Oil Prices in the Forecasts of South African Interest Rates: A Bayesian Approach 0 0 0 32 0 2 2 99
The Role of Oil and Risk Shocks in the High-Frequency Movements of the Term Structure of Interest Rates of the United States 0 0 0 12 0 2 3 50
The Role of Partisan Conflict in Forecasting the U.S. Equity Premium: A Nonparametric Approach 0 0 0 13 0 0 1 44
The Role of Real Estate Uncertainty in Predicting US Home Sales Growth: Evidence from a Quantiles-Based Bayesian Model Averaging Approach 0 0 0 8 0 1 3 41
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 0 0 0 38 0 1 2 79
The Role of Time-Varying Rare Disaster Risks in Predicting Bond Returns and Volatility 0 0 0 24 0 0 1 85
The Role of Uncertainty in Forecasting Realized Covariance of US State-Level Stock Returns: A Reverse-MIDAS Approach 1 1 13 13 2 4 24 24
The Role of an Aligned Investor Sentiment Index in Predicting Bond Risk Premia of the United States 0 0 0 16 0 1 5 84
The Role of the Monthly ENSO in Forecasting the Daily Baltic Dry Index 0 0 0 12 2 4 6 25
The South African Economic Response to Monetary Policy Uncertainty 0 0 0 61 0 0 1 90
The Synergistic Effect of Insurance and Banking Sector Activities on Economic Growth in Africa 0 0 0 41 0 0 4 155
The Taylor Curve: International Evidence 0 0 0 25 0 0 5 43
The Term Premium as a Leading Macroeconomic Indicator 0 0 0 28 1 1 3 139
The Time-Series Linkages between US Fiscal Policy and Asset Prices 0 0 0 5 0 0 1 106
The Time-Series Properties of House Prices: A Case Study of the Southern California Market 0 0 0 128 0 1 5 453
The Time-Series Properties of Housing Prices: A Case Study of the Southern California Market 0 0 0 29 0 1 1 299
The Time-Series Properties on Housing Prices: A Case Study of the Southern California Market 0 0 0 229 0 1 1 765
The Time-Varying Correlation between Output and Prices in the United States over 1800 to 2014 0 0 0 31 0 0 0 74
The Time-Varying Impact of Uncertainty Shocks on the Comovement of Regional Housing Prices of the United Kingdom 0 0 0 16 0 2 8 38
The U.S. Term Structure and Return Volatility in Global REIT Markets 0 0 0 0 3 5 9 33
The US Real GNP is Trend-Stationary After All 0 0 0 20 0 0 1 87
The causal relationship between coal consumption and economic growth in the BRICS countries: Evidence from panel Granger causality tests 0 0 0 0 0 0 2 176
The causal relationship between natural gas consumption and economic growth: Evidence from the G7 countries 0 0 0 0 1 1 5 243
The causal relationship between renewable energy consumption and economic growth: Evidence from the G7 countries 0 0 0 0 1 2 4 341
The impact of oil price on South African GDP growth: A Bayesian Markov Switching-VAR analysis 1 2 2 107 2 5 11 420
The impact of oil price on South African GDP growth: A Bayesian Markov Switching-VAR analysis 0 0 0 38 0 2 3 143
The links between crude oil prices and GCC stock markets: Evidence from time-varying Granger causality tests 0 0 1 58 0 0 1 175
The nexus of electricity consumption, economic growth and CO2 emissions in the BRICS countries 0 0 0 0 0 3 3 322
The out-of-sample forecasting performance of non-linear models of real exchange rate behaviour: The case of the South African Rand 0 0 0 31 0 0 1 157
The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach 0 0 1 68 3 4 12 92
The time-series linkages between US fiscal policy and asset prices 0 0 0 28 0 0 3 87
Threshold Effects of Inequality on Economic Growth in the US States: The Role of Human Capital to Physical Capital Ratio 0 0 0 11 1 2 3 77
Time Aggregation and the Contradictions with Causal Relationships: Can Economic Theory Come to the Rescue? 0 0 0 17 0 0 1 221
Time Aggregation, Long-Run Money Demand and the Welfare Cost of Inflation 0 0 0 26 0 0 0 197
Time Series Analysis of Persistence in Crude Oil Price Volatility across Bull and Bear Regimes 0 0 0 21 0 0 1 106
Time-Frequency Relationship between Inflation and Inflation Uncertainty for the U.S.: Evidence from Historical Data 0 0 1 68 0 0 1 78
Time-Frequency Relationship between Inflation and Inflation Uncertainty for the U.S.: Evidence from Historical Data 0 0 0 40 1 1 2 87
Time-Frequency Relationship between U.S. Output with Commodity and Asset Prices 0 0 0 47 0 0 1 96
Time-Variation in the Persistence of Carbon Price Uncertainty: The Role of Carbon Policy Uncertainty 0 0 5 5 0 0 48 48
Time-Varying Causal Relationship between Stock Market and Unemployment in the United Kingdom: Historical Evidence from 1855 to 2017 0 0 0 52 1 2 5 81
Time-Varying Causality between Bond and Oil Markets of the United States: Evidence from Over One and Half Centuries of Data 0 0 0 29 1 3 7 95
Time-Varying Causality between Equity and Currency Returns in the United Kingdom: Evidence from Over Two Centuries of Data 0 0 0 18 1 2 2 86
Time-Varying Causality between Oil and Commodity Prices in the Presence of Structural Breaks and Nonlinearity 0 0 0 21 0 0 3 167
Time-Varying Causality between Research Output and Economic Growth in the US 0 0 0 0 1 3 3 134
Time-Varying Correlations between Inflation and Stock Prices in the United States over the Last Two Centuries 0 0 0 53 1 2 10 152
Time-Varying Correlations between Trade Balance and Stock Prices in the United States over the Period 1792 to 2013 0 0 0 25 0 0 0 76
Time-Varying Effects of Extreme Weather Shocks on Output Growth of the United States 0 0 0 5 1 2 9 31
Time-Varying Effects of Housing and Stock Prices on U.S. Consumption 0 0 0 17 0 0 0 128
Time-Varying Effects of Housing and Stock Prices on U.S. Consumption 0 0 0 44 0 0 0 116
Time-Varying Effects of Housing and Stock Prices on U.S. Consumption 0 0 0 32 0 1 3 96
Time-Varying Efficiency of Developed and Emerging Bond Markets: Evidence from Long-Spans of Historical Data 0 0 0 43 0 3 11 113
Time-Varying Evidence of Predictability of Financial Stress in the United States over a Century: The Role of Inequality 0 0 0 6 0 0 2 42
Time-Varying Impact of Geopolitical Risks on Oil Prices 0 0 0 30 0 0 9 181
Time-Varying Impact of Monetary Policy Shocks on U.S. Stock Returns: The Role of Investor Sentiment 0 0 0 36 1 2 7 103
Time-Varying Impact of Pandemics on Global Output Growth 0 0 0 11 0 1 1 75
Time-Varying Impact of Uncertainty Shocks on Macroeconomic Variables of the United Kingdom: Evidence from Over 150 Years of Monthly Data 0 0 0 23 0 0 2 62
Time-Varying Impact of Uncertainty Shocks on the US Housing Market 0 0 0 16 1 1 1 99
Time-Varying Influence of Household Debt on Inequality in United Kingdom 0 0 0 13 0 0 4 92
Time-Varying Linkages between Tourism Receipts and Economic Growth in South Africa 0 0 0 16 0 1 1 130
Time-Varying Multilayer Networks Analysis of Frequency Connectedness in Commodity Futures Markets 0 1 5 7 2 3 13 20
Time-Varying Parameter Four-Equation DSGE Model 0 0 0 27 1 6 28 86
Time-Varying Persistence in US Inflation 0 0 0 37 0 1 4 168
Time-Varying Persistence of Inflation: Evidence from a Wavelet-Based Approach 0 0 0 49 0 0 4 142
Time-Varying Persistence of Inflation: Evidence from a Wavelet-based Approach 0 0 1 67 0 1 3 107
Time-Varying Predictability of Financial Stress on Inequality in United Kingdom 0 0 0 11 0 0 0 103
Time-Varying Predictability of Labor Productivity on Inequality in United Kingdom 0 0 0 6 0 1 2 38
Time-Varying Predictability of Oil Market Movements Over a Century of Data: The Role of US Financial Stress 0 0 0 17 1 2 2 59
Time-Varying Rare Disaster Risks, Oil Returns and Volatility 0 0 0 33 0 0 1 101
Time-Varying Relationship between Conventional and Unconventional Monetary Policies and Risk Aversion: International Evidence from Time- and Frequency-Domains 0 0 0 31 0 0 5 126
Time-Varying Risk Aversion and Forecastability of the US Term Structure of Interest Rates 0 0 0 10 0 0 1 44
Time-Varying Risk Aversion and Realized Gold Volatility 0 0 0 27 3 6 8 89
Time-Varying Risk Aversion and the Predictability of Bond Premia 0 0 0 28 0 0 0 61
Time-Varying Risk Aversion and the Profitability of Carry Trades: Evidence from the Cross-Quantilogram 0 0 0 11 0 1 2 33
Time-Varying Role of Macroeconomic Shocks on House Prices in the US and UK: Evidence from Over 150 Years of Data 0 0 0 82 0 0 3 155
Time-Varying Spillover between Currency and Stock Markets in the United States: More than Two Centuries of Historical Evidence 0 0 0 23 1 1 2 61
Time-Varying Spillover of US Trade War on the Growth of Emerging Economies 0 0 0 43 0 2 3 100
Time-Varying Spillovers between Housing Sentiment and Housing Market in the United States 0 0 0 7 2 2 6 59
Trade Uncertainties and the Hedging Abilities of Bitcoin 0 0 0 35 0 3 6 66
Trends and Cycles in Historical Gold and Silver Prices 0 0 1 75 0 0 2 79
Trends and Cycles in Historical Gold and Silver Prices 0 0 0 24 0 2 7 216
Trust and Quality of Growth: A Note 0 0 0 32 0 0 0 66
Trust and Quality of Growth: A Note 0 0 0 1 0 0 0 9
Trust and Quality of Growth: A Note 0 0 0 20 0 0 1 62
Trust and Quality of Growth: A Note 0 0 0 39 0 0 0 57
U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict 0 0 0 16 1 2 5 71
U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict 0 0 0 35 0 1 3 80
US Inflation Dynamics on Long Range Data 0 0 0 33 1 1 2 59
US Monetary Policy and BRICS Stock Market Bubbles 0 0 0 26 0 0 3 24
US inflation dynamics on long range data 0 0 0 36 0 1 2 78
US-China Tensions and Stock Market Co-movement between the US and China: Insights from a DCC-DAGARCH-MIDAS Model 2 6 6 6 5 13 13 13
Uncertainty Related to Infectious Diseases and Forecastability of the Realised Volatility of US Treasury Securities 0 0 0 0 0 2 3 12
Uncertainty and Crude Oil Returns 0 0 0 19 0 0 1 162
Uncertainty and Daily Predictability of Housing Returns and Volatility of the United States: Evidence from a Higher-Order Nonparametric Causality-in-Quantiles Test 0 0 0 0 0 1 3 69
Uncertainty and Forecastability of Regional Output Growth in the United Kingdom: Evidence from Machine Learning 0 0 0 38 0 2 3 84
Uncertainty and Forecasts of U.S. Recessions 0 0 0 104 0 1 3 211
Uncertainty and Predictability of Real Housing Returns in the United Kingdom: A Regional Analysis 0 0 0 20 0 1 2 67
Uncertainty and Tourism in Africa 0 0 0 14 0 0 0 38
Uncertainty and Volatility Jumps in the Pound-Dollar Exchange Rate: Evidence from Over One Century of Data 0 0 0 44 0 0 0 95
Uncertainty and crude oil returns 0 0 0 49 2 2 3 179
Uncertainty due to Infectious Diseases and Forecastability of the Realized Variance of US REITs: A Note 0 0 0 9 0 0 1 53
Uncertainty, Spillovers, and Forecasts of the Realized Variance of Gold Returns 0 0 0 0 0 0 1 13
Unconventional Monetary Policy Shocks in OECD Countries: How Important is the Extent of Policy Uncertainty? 0 0 0 43 0 0 1 90
Understanding Sentiment Across Genders: Challenges and Solutions 0 0 0 0 0 1 6 6
Unemployment Fluctuations and Currency Returns in the United Kingdom: Evidence from Over One and a Half Century of Data 0 0 0 15 0 0 0 56
Unemployment Rate Hysteresis and the Great Recession: Exploring the Metropolitan Evidence 0 0 0 0 1 1 2 64
Unemployment fluctuations and currency returns in the United Kingdom: Evidence from over one and a half century of data 0 1 4 31 0 1 6 115
Unraveling Financial Fragility of Global Markets Using Machine Learning 1 1 14 14 1 4 16 16
Unveiling True Connectedness in US State-Level Stock Markets: The Role of Common Factors 0 0 11 11 1 2 14 14
Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States 0 0 1 133 0 0 2 546
Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States 0 0 0 142 0 2 7 492
Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States 0 0 0 34 0 0 3 265
Using Large Data Sets to Forecast Sectoral Employment 0 0 0 169 0 1 1 504
Using Large Data Sets to Forecast Sectoral Employment 0 0 0 23 0 2 5 124
Using Large Data Sets to Forecast Sectoral Employment 0 0 0 23 0 1 1 151
Valuation Ratios and Stock Price Predictability in South Africa: Is it there? 0 0 0 27 0 0 1 169
Variants of Consumption-Wealth Ratios and Predictability of U.S. Government Bond Risk Premia: Old is still Gold 0 0 0 0 0 0 0 59
Volatility Connectedness of Major Cryptocurrencies: The Role of Investor Happiness 0 0 0 34 0 1 2 132
Volatility Jumps: The Role of Geopolitical Risks 0 0 0 21 1 1 3 112
Volatility Spillover between Energy and Financial Markets 0 0 0 0 0 0 2 380
Volatility Spillovers across Global Asset Classes: Evidence from Time and Frequency Domains 0 0 0 53 2 3 5 136
Volatility Spillovers between Interest Rates and Equity Markets of Developed Economies: A Note 0 0 0 21 0 1 1 51
Volatility Transmission between Islamic and Conventional Equity Markets: Evidence from Causality-in-Variance Test 0 0 0 15 1 1 2 134
Was the Recent Downturn in US GDP Predictable? 0 0 0 71 0 0 3 186
Was the Recent Downturn in US GDP Predictable? 0 0 0 81 0 0 1 157
Was the Recent Downturn in US GDP Predictable? 0 0 0 46 0 1 1 83
Wealth-to-Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test 0 0 0 0 0 1 1 66
What can Fifty-Two Collateralizable Wealth Measures tell us about Future Housing Market Returns? Evidence from U.S. State-Level Data 0 0 0 0 0 0 1 45
Why must it always be so Real with Tax Evasion? 0 0 0 27 1 1 3 102
Xenophobia and Quality of Life: Evidence From South Africa 0 0 6 7 0 0 15 19
“Ripple Effects” and Forecasting Home Prices In Los Angeles, Las Vegas, and Phoenix 0 0 0 171 0 1 2 257
Total Working Papers 19 65 319 31,643 457 1,393 4,953 156,340
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125 ​Years of time-varying effects of fiscal policy on financial markets 0 0 0 4 0 0 1 14
A BVAR MODEL FOR THE SOUTH AFRICAN ECONOMY 0 0 0 76 1 2 3 173
A DSGE-VAR model for forecasting key South African macroeconomic variables 0 3 5 57 0 4 8 184
A Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting 1 1 2 3 1 1 7 11
A NOTE ON UNCERTAINTY DUE TO INFECTIOUS DISEASES AND OUTPUT GROWTH OF THE UNITED STATES: A MIXED-FREQUENCY FORECASTING EXPERIMENT 0 0 0 1 0 0 1 8
A New-Keynesian DSGE model for forecasting the South African economy 0 0 1 195 1 1 3 435
A Note on Forecasting the Historical Realized Variance of Oil-Price Movements: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios 0 0 0 0 0 1 2 7
A Note on the COVID-19 Shock and Real GDP in Emerging Economies 0 0 2 19 1 2 6 37
A SMALL‐SCALE DSGE MODEL FOR FORECASTING THE SOUTH AFRICAN ECONOMY 0 0 0 107 0 2 2 265
A TIME-VARYING APPROACH OF THE US WELFARE COST OF INFLATION 1 1 2 14 1 2 4 88
A historical analysis of the US stock price index using empirical mode decomposition over 1791-2015 0 1 2 11 0 1 4 90
A large factor model for forecasting macroeconomic variables in South Africa 0 0 1 32 0 1 2 184
A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market: Evidence from over a century of data 0 0 0 7 0 0 2 19
A new hybrid method with data-characteristic-driven analysis for artificial intelligence and robotics index return forecasting 0 0 0 1 0 0 2 7
A non-linear approach for predicting stock returns and volatility with the use of investor sentiment indices 0 0 0 22 0 1 4 69
A note on financial vulnerability and volatility in emerging stock markets: evidence from GARCH-MIDAS models 0 0 4 5 0 2 7 15
A note on investor happiness and the predictability of realized volatility of gold 0 0 1 5 0 2 6 22
A note on oil price shocks and the forecastability of gold realized volatility 0 0 0 0 0 0 0 7
A note on the technology herd: evidence from large institutional investors 0 0 1 2 0 0 3 16
A re-evaluation of the term spread as a leading indicator 0 0 0 7 0 2 2 25
A time-varying approach to analysing fiscal policy and asset prices in South Africa 0 0 0 5 0 0 2 47
A wavelet analysis of the relationship between oil and natural gas prices 0 0 1 23 1 3 5 83
AN APPLICATION OF A NEW SEASONAL UNIT ROOT TEST FOR TRENDING AND BREAKING SERIES TO INDUSTRIAL PRODUCTION OF THE BRICS 0 0 0 11 0 0 0 25
ANALYZING THE IMPACT OF BREXIT ON GLOBAL UNCERTAINTY USING FUNCTIONAL LINEAR REGRESSION WITH POINT OF IMPACT: THE ROLE OF CURRENCY AND EQUITY MARKETS 0 0 0 3 0 0 2 8
An Endogenous Growth Model of a Financially Repressed Small Open Economy 0 0 0 28 0 0 0 87
An in-sample and out-of-sample empirical investigation of the nonlinearity in house prices of South Africa 0 0 0 35 0 1 1 238
Analysis of Herding in Reits of an Emerging Market: The Case of Turkey 0 0 0 0 0 0 1 2
Analyzing South Africa’s inflation persistence using an ARFIMA model with Markov-switching fractional differencing parameter 0 0 2 19 0 2 5 86
Are BRICS exchange rates chaotic? 0 0 0 3 0 1 2 28
Are Health Care Expenditures and Personal Disposable Income Characterised by Asymmetric Behaviour? Evidence from US State-Level Data 0 0 0 1 0 0 2 12
Are Uncertainties across the World Convergent? 0 0 1 22 0 2 9 71
Are house prices in South Africa really nonstationary? Evidence from SPSM-based panel KSS test with a Fourier function 0 0 1 9 0 0 3 83
Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data 0 0 0 2 1 1 3 9
Are real interest rates a monetary phenomenon? Evidence from 700 years of data 0 0 0 0 1 3 3 9
Are stock prices related to the political uncertainty index in OECD countries? Evidence from the bootstrap panel causality test 0 0 3 41 0 3 8 169
Are stock returns an inflation hedge for the UK? Evidence from a wavelet analysis using over three centuries of data 1 1 1 17 1 2 3 67
Are there Environmental Kuznets Curves for US state-level CO2 emissions? 0 0 1 32 0 2 3 208
Are there Really Long-Run Diversification Benefits from Sustainable Investments? 0 0 1 10 0 1 5 29
Are there housing bubbles in South Africa? Evidence from SPSM-based panel KSS test with a Fourier function 0 0 1 4 0 0 2 32
Are there long-run diversification gains from the Dow Jones Islamic finance index? 0 0 0 9 0 0 2 64
Are there multiple bubbles in the ethanol–gasoline price ratio of Brazil? 0 0 1 8 0 0 1 54
Asymmetric Behavior in Nominal and Real Housing Prices: Evidence from Emerging and Advanced Economies 0 0 0 0 1 1 1 1
Asymmetric causality between military expenditures and economic growth in top six defense spenders 0 1 3 46 0 2 10 141
Asymmetric dynamics of insurance premium: the impacts of output and economic policy uncertainty 0 0 2 13 1 4 17 81
Asymmetric effects of inequality on real output levels of the United States 0 0 2 11 0 0 7 52
BAYESIAN METHODS OF FORECASTING INVENTORY INVESTMENT 0 0 0 20 0 2 3 107
Bayesian Spatial Modeling for Housing Data in South Africa 0 0 0 1 0 0 1 6
Bear, Bull, Sidewalk, and Crash: The Evolution of the US Stock Market Using Over a Century of Daily Data 0 0 0 2 1 1 1 14
Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles 0 0 2 56 0 5 18 226
Bitcoin mining activity and volatility dynamics in the power market 0 0 0 7 0 0 0 15
Business applications and state‐level stock market realized volatility: A forecasting experiment 0 0 0 3 1 1 3 12
CLIMATE RISKS AND PREDICTABILITY OF COMMODITY RETURNS AND VOLATILITY: EVIDENCE FROM OVER 750 YEARS OF DATA 0 0 0 0 0 0 4 4
CONVERGENCE IN PROVINCIAL-LEVEL SOUTH AFRICAN HOUSE PRICES: EVIDENCE FROM THE CLUB CONVERGENCE AND CLUSTERING PROCEDURE 0 0 0 11 0 1 1 94
CONVERGENCE OF METROPOLITAN HOUSE PRICES IN SOUTH AFRICA: A RE-EXAMINATION USING EFFICIENT UNIT ROOT TESTS 0 0 0 70 0 3 6 293
COVID-19 Pandemic and Investor Herding in International Stock Markets 0 0 1 8 0 0 8 42
Can (unusual) weather conditions in New York predict South African stock returns? 0 0 0 7 0 2 3 51
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 0 0 0 5 0 0 0 41
Can debt ceiling and government shutdown predict us real stock returns? A bootstrap rolling window approach. - Gli effetti sui rendimenti azionari reali negli USA del tetto del debito pubblico e del b 0 0 0 17 1 1 4 120
Can economic uncertainty, financial stress and consumer sentiments predict U.S. equity premium? 0 0 2 22 0 0 4 127
Can monetary policy lean against housing bubbles? 0 0 2 16 0 0 8 36
Can municipal bonds hedge US state-level climate risks? 0 0 2 2 1 1 5 5
Can the Sharia-based Islamic stock market returns be forecasted using large number of predictors and models? 0 0 0 14 0 1 1 82
Can volume predict Bitcoin returns and volatility? A quantiles-based approach 0 2 9 282 2 10 30 909
Causal Link between Oil Price and Uncertainty in India - Relazione di causalità tra prezzo del petrolio e incertezza in India 0 0 0 7 0 0 1 167
Causal Relationship between Asset Prices and Output in the United States: Evidence from the State-Level Panel Granger Causality Test 0 0 0 8 0 0 1 27
Causal effects of the United States and Japan on Pacific-Rim stock markets: nonparametric quantile causality approach 0 0 0 9 2 3 4 77
Causal relationships between economic policy uncertainty and housing market returns in China and India: evidence from linear and nonlinear panel and time series models 0 0 0 4 0 0 4 28
Causality Between Per Capita Real GDP and Income Inequality in the U.S.: Evidence from a Wavelet Analysis 0 0 2 24 0 1 7 123
Causality Between Us Economic Policy and Equity Market Uncertainties: Evidence from Linear and Nonlinear Tests 0 0 0 0 0 0 5 10
Causality between US economic policy and equity market uncertainties: Evidence from linear and nonlinear tests 0 0 0 30 0 0 4 115
Causality between exports and economic growth in South Africa: evidence from linear and nonlinear tests 0 1 1 172 0 1 7 511
Causality between inflation and inflation uncertainty in South Africa: Evidence from a Markov-switching vector autoregressive model 0 0 0 44 0 0 3 179
Causality between research output and economic growth in BRICS 0 0 0 27 0 1 1 104
Chaos in G7 stock markets using over one century of data: A note 0 0 0 6 0 2 6 49
Characterising the South African business cycle: is GDP difference-stationary or trend-stationary in a Markov-switching setup? - Il ciclo economico del Sud Africa: il PIL è stazion ario alle differenz 0 0 0 7 1 1 1 110
Climate Change and Inequality: Evidence from the United States 1 1 2 6 2 2 9 21
Climate Risks and Forecasting Stock Market Returns in Advanced Economies over a Century 0 0 1 3 0 0 6 15
Climate Risks and Real Gold Returns over 750 Years 0 0 0 0 0 1 1 1
Climate Risks and the Realized Volatility Oil and Gas Prices: Results of an Out-of-Sample Forecasting Experiment 0 1 1 5 0 1 1 14
Climate risks and U.S. stock‐market tail risks: A forecasting experiment using over a century of data 1 1 2 9 1 1 6 27
Climate risks and forecastability of the realized volatility of gold and other metal prices 0 0 2 5 0 0 5 13
Climate risks and forecastability of the weekly state‐level economic conditions of the United States 0 0 0 1 0 1 7 9
Climate risks and predictability of the trading volume of gold: Evidence from an INGARCH model 0 0 0 2 0 1 3 11
Climate risks and realized volatility of major commodity currency exchange rates 0 1 1 15 3 8 10 42
Climate risks and state-level stock market realized volatility 0 0 2 2 0 2 5 10
Climate uncertainty and carbon emissions prices: The relative roles of transition and physical climate risks 0 1 2 4 0 2 8 22
Commodity Prices and Forecastability of International Stock Returns over a Century: Sentiments versus Fundamentals with Focus on South Africa 0 0 0 1 1 1 4 9
Commodity Risk and Forecastability of International Stock Returns: The Role of Oil Returns Skewness 0 2 2 2 1 4 10 10
Common business cycles and volatilities in US states and MSAs: The role of economic uncertainty 0 0 0 28 0 2 9 135
Common cycles and common trends in the stock and oil markets: Evidence from more than 150years of data 0 0 4 27 1 5 11 127
Comovement in Euro area housing prices: A fractional cointegration approach 0 1 4 24 0 1 5 75
Comparing South African Inflation Volatility Across Monetary Policy Regimes: An Application of Saphe Cracking 0 0 0 3 0 0 0 38
Comparing the forecasting ability of financial conditions indices: The case of South Africa 0 0 1 10 0 0 3 80
Contagion between real estate and financial markets: A Bayesian quantile-on-quantile approach 0 0 1 21 1 1 8 71
Contagious diseases and gold: Over 700 years of evidence from quantile regressions 0 0 0 0 0 1 1 1
Conventional and unconventional monetary policy reaction to uncertainty in advanced economies: evidence from quantile regressions 0 0 0 14 0 0 1 67
Conventional and unconventional monetary policy reaction to uncertainty in advanced economies: evidence from quantile regressions 0 0 0 1 0 1 3 9
Convergence in Income Inequality: Further Evidence from the Club Clustering Methodology across States in the U.S 0 0 0 14 0 0 0 82
Convergence of Health Care Expenditures Across the US States: A Reconsideration 0 0 0 7 0 0 2 41
Convergence of greenhouse gas emissions among G7 countries 0 0 0 7 0 0 2 47
Convergence patterns in sovereign bond yield spreads: Evidence from the Euro Area 1 2 2 14 1 2 5 68
Correction to: Causality Between Per Capita Real GDP and Income Inequality in the U.S.: Evidence from a Wavelet Analysis 0 0 1 2 0 1 4 10
Costly State Monitoring and Reserve Requirements 0 0 0 32 0 0 4 231
Costly Tax Enforcement and Financial Repression 0 0 0 20 0 0 2 97
Could We Have Predicted the Recent Downturn in Home Sales in the Four U.S. Census Regions? 0 0 0 0 0 0 0 1
Could we have predicted the recent downturn in the South African housing market? 0 0 0 20 0 0 1 130
Country Risk Ratings and Stock Market Returns in Brazil, Russia, India, and China (BRICS) Countries: A Nonlinear Dynamic Approach 0 0 0 21 0 2 6 101
Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS: Evidence from a nonparametric causality-in-quantiles approach 0 0 0 4 1 3 7 26
Cross-Country Evidence on the Causal Relationship between Policy Uncertainty and Housing Prices 0 0 1 1 0 1 5 6
Cross-border capital flows and return dynamics in emerging stock markets: Relative roles of equity and debt flows 0 0 2 27 1 3 12 101
Currency Substitution and Financial Repression 0 0 0 23 0 0 1 99
Current account sustainability in G7 and BRICS: Evidence from a long-memory model with structural breaks 1 2 4 18 1 2 6 79
DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa 0 0 0 23 0 0 4 104
DYNAMIC TIME INCONSISTENCY AND THE SOUTH AFRICAN RESERVE BANK 0 0 1 22 0 0 2 101
Date stamping historical periods of oil price explosivity: 1876–2014 0 1 2 18 0 2 5 68
Date-stamping US housing market explosivity 0 0 0 6 0 0 2 53
Detecting predictable non-linear dynamics in Dow Jones Islamic Market and Dow Jones Industrial Average indices using nonparametric regressions 0 0 0 12 0 1 1 92
Development, Poverty and Inequality: A Spatial Analysis of South African Provinces 0 2 2 75 1 4 6 226
Differences of opinion and stock market volatility: evidence from a nonparametric causality-in-quantiles approach 0 0 0 5 0 0 1 44
Disaggregated oil shocks and stock-market tail risks: Evidence from a panel of 48 economics 0 0 0 1 1 1 1 7
Do House Prices Impact Consumption and Interest Rate? Evidence from OECD Countries using an Agnostic Identification Procedure 0 0 0 37 0 0 2 151
Do Stock Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-varying Vector Autoregressive Model 0 0 0 28 0 2 2 124
Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations 0 0 0 17 0 0 2 88
Do U.S. economic conditions at the state level predict the realized volatility of oil-price returns? A quantile machine-learning approach 0 0 0 1 1 2 4 7
Do cay and cayMS predict stock and housing returns? Evidence from a nonparametric causality test 0 0 0 6 0 0 2 57
Do commodity investors herd? Evidence from a time-varying stochastic volatility model 0 0 0 12 0 1 3 91
Do house prices hedge inflation in the US? A quantile cointegration approach 0 0 6 29 0 3 13 120
Do leading indicators forecast U.S. recessions? A nonlinear re†evaluation using historical data 0 0 1 5 1 2 3 27
Do oil-price shocks predict the realized variance of U.S. REITs? 0 0 0 4 0 2 5 17
Do precious metal prices help in forecasting South African inflation? 0 0 0 2 0 0 0 53
Do sunspot numbers cause global temperatures? Evidence from a frequency domain causality test 0 0 0 1 0 0 3 45
Do terror attacks predict gold returns? Evidence from a quantile-predictive-regression approach 0 0 0 6 0 3 5 51
Do trend extraction approaches affect causality detection in climate change studies? 0 0 1 7 1 1 3 37
Do we need a global VAR model to forecast inflation and output in South Africa? 0 0 1 14 0 0 3 57
Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions 0 2 16 222 2 14 77 714
Does Debt Ceiling and Government Shutdown Help in Forecasting the US Equity Risk Premium? 0 0 0 0 0 0 0 1
Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test 1 3 12 110 3 11 37 391
Does Liquidity Risk Explain the Time-Variation in Asset Correlations? Evidence from Stocks, Bonds and Commodities 0 0 0 3 0 2 4 34
Does climate policy uncertainty affect tourism demand? Evidence from time-varying causality tests 0 0 3 3 0 2 6 11
Does country risks predict stock returns and volatility? Evidence from a nonparametric approach 1 1 1 13 1 1 2 69
Does economic policy uncertainty forecast real housing returns in a panel of OECD countries? A Bayesian approach 0 0 1 28 0 1 2 109
Does financial development affect income inequality in the U.S. States? 0 1 3 27 1 4 11 86
Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin? 1 2 8 83 6 15 44 309
Does global fear predict fear in BRICS stock markets? Evidence from a Bayesian Graphical Structural VAR model 0 0 1 20 1 3 8 101
Does gold act as a hedge against inflation in the UK? Evidence from a fractional cointegration approach over 1257 to 2016 0 0 0 22 1 3 8 99
Does inequality help in forecasting equity premium in a panel of G7 countries? 0 0 0 3 0 0 2 37
Does inequality really matter in forecasting real housing returns of the United Kingdom? 0 0 0 5 0 1 2 24
Does inequality really matter in forecasting real housing returns of the United Kingdom? 0 0 0 5 0 0 3 36
Does partisan conflict predict a reduction in US stock market (realized) volatility? Evidence from a quantile-on-quantile regression model☆ 0 0 1 11 0 3 5 55
Does real U.K. GDP have a unit root? Evidence from a multi-century perspective 0 0 0 10 0 1 2 26
Does sunspot numbers cause global temperatures? A reconsideration using non-parametric causality tests 0 0 0 4 1 1 3 50
Does the Price of Oil Help Predict Inflation in South Africa? Historical Evidence Using a Frequency Domain Approach. - Il prezzo del petrolio predice l’inflazione in Sud Africa? Evidenza storica attra 0 0 0 11 0 0 1 90
Does the US. macroeconomic news make the South African stock market riskier? 0 0 0 10 0 0 3 66
Does the introduction of US spot Bitcoin ETFs affect spot returns and volatility of major cryptocurrencies? 3 11 12 12 9 34 41 41
Does the source of oil price shocks matter for South African stock returns? A structural VAR approach 0 0 1 54 0 0 2 213
Does tourism cause growth asymmetrically in a panel of G-7 countries? A short note 0 0 1 16 0 0 1 98
Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test 0 4 9 67 0 6 21 191
Drivers of Realized Volatility for Emerging Countries with a Focus on South Africa: Fundamentals versus Sentiment 0 1 1 3 0 1 3 8
Dutch disease effect of oil rents on agriculture value added in Middle East and North African (MENA) countries 0 0 0 52 0 1 9 244
Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns 0 0 2 2 0 2 4 6
Dynamic Comovements Between Housing and Oil Markets in the US over 1859 to 2013: a Note 0 0 1 7 0 1 3 79
Dynamic Impact of Unconventional Monetary Policy on International REITs 0 0 1 4 0 0 4 27
Dynamic Relationship Between Oil Price And Inflation In South Africa 0 0 1 59 1 1 12 188
Dynamic Spillovers in the United States: Stock Market, Housing, Uncertainty, and the Macroeconomy 0 0 1 14 1 1 8 62
Dynamic and Asymmetric Response of Inequality to Income Volatility: The Case of the United Kingdom 0 0 2 11 0 1 3 34
Dynamic connectedness of uncertainty across developed economies: A time-varying approach 0 4 11 99 4 11 31 332
Dynamic effects of monetary policy shocks on macroeconomic volatility in the United Kingdom 0 0 0 3 2 2 3 12
Dynamic impact of the U.S. monetary policy on oil market returns and volatility 0 0 0 3 1 1 3 19
Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor Versus National Factor in a GARCH‐MIDAS Model 0 1 1 1 0 2 2 2
Economic Policy Uncertainty and Herding Behavior Evidence from the South African Housing Market 0 0 1 39 1 3 11 191
Economic Policy Uncertainty, U.S. Real Housing Returns and Their Volatility: A Nonparametric Approach 0 0 2 2 0 1 6 9
Economic disasters and inequality: a note 0 0 0 0 0 0 1 2
Economic policy uncertainty and stock market returns in PacificRim countries: Evidence based on a Bayesian panel VAR model 0 3 10 126 2 11 47 507
Effect of uncertainty on U.S. stock returns and volatility: evidence from over eighty years of high-frequency data 1 1 1 5 1 1 3 29
Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment 0 0 1 7 0 1 7 28
Effects of Energy Consumption, Agricultural Trade, and Productivity on Carbon Emissions in Nigeria: A Quantile Regression Approach 0 0 1 1 0 0 1 1
Effects of geopolitical risks on trade flows: evidence from the gravity model 5 10 35 109 9 31 135 383
Efficiency in BRICS Currency Markets Using Long-Spans of Data: Evidence from Model-Free Tests of Directional Predictability 0 0 0 3 0 0 1 19
El Niño, La Niña, and forecastability of the realized variance of agricultural commodity prices: Evidence from a machine learning approach 0 0 2 7 1 1 4 13
El Niño, La Niña, and the Forecastability of the Realized Variance of Heating Oil Price Movements 0 0 0 3 0 0 3 13
Electricity demand in South Africa: is it asymmetric? 0 0 1 15 0 0 2 46
Endogenous fluctuations in an endogenous growth model: An analysis of inflation targeting as a policy 0 0 1 12 0 0 4 64
Energy efficiency of selected OECD countries: A slacks based model with undesirable outputs 0 1 1 31 2 5 8 129
Energy market uncertainties and exchange rate volatility: A GARCH-MIDAS approach 0 0 1 1 0 2 8 9
Energy-related uncertainty and international stock market volatility 1 1 1 2 2 5 12 14
Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests 0 0 0 5 0 1 2 43
Erratum to: Real estate returns predictability revisited: novel evidence from the US REITs market 0 0 0 6 0 1 3 32
Estimating U.S. housing price network connectedness: Evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models 1 1 4 7 4 5 16 29
Evidence of persistence in U.S. short and long-term interest rates 0 0 0 9 0 0 0 50
Evolution of price effects after one-day abnormal returns in the US stock market 0 0 1 3 0 2 4 16
Evolution of the Monetary Transmission Mechanism in the US: the Role of Asset Returns 0 0 0 16 0 4 7 95
Evolving United States stock market volatility: The role of conventional and unconventional monetary policies 0 1 3 8 1 2 10 34
Exchange rate predictability with nine alternative models for BRICS countries 0 0 1 7 1 3 7 33
Exchange rate returns and volatility: the role of time-varying rare disaster risks 0 0 0 7 1 2 5 31
Extreme weather shocks and state-level inflation of the United States 1 1 2 2 3 8 17 20
FORECASTING THE SOUTH AFRICAN ECONOMY WITH GIBBS SAMPLED BVECMs 0 0 0 26 0 0 0 115
FORECASTING THE SOUTH AFRICAN ECONOMY WITH VARs AND VECMs 0 0 0 61 0 2 3 171
Financial Liberalization and Inflationary Dynamics: An Open Economy Analysis 0 0 0 54 0 1 2 154
Financial Liberalization and a Possible Growth-Inflation Trade-Off 0 0 0 0 0 0 1 391
Financial Liberalization and the Dynamics of Inflation, Nominal Exchange Rate, and Terms of Trade 0 0 0 0 0 0 0 219
Financial Uncertainty and Gold Market Volatility: Evidence from a Generalized Autoregressive Conditional Heteroskedasticity Variant of the Mixed-Data Sampling (GARCH-MIDAS) Approach with Variable Selection 0 0 1 1 0 0 4 4
Financial market connectedness: The role of investors’ happiness 0 0 2 13 0 1 10 49
Financial stress and realized volatility: The case of agricultural commodities 0 0 0 0 1 2 6 6
Financial tail risks in conventional and Islamic stock markets: A comparative analysis 0 0 0 19 1 1 1 140
Financial turbulence, systemic risk and the predictability of stock market volatility 0 2 3 8 0 4 10 40
Firm-level business uncertainty and the predictability of the aggregate U.S. stock market volatility during the COVID-19 pandemic 0 0 0 1 1 1 2 5
Firm-level political risk and asymmetric volatility 0 0 1 9 0 1 3 51
Fiscal Policy Shocks and the Dynamics of Asset Prices 0 0 0 13 0 0 0 32
Fiscal policy and stock markets at the effective lower bound 0 0 1 1 0 0 1 2
Forecastability of Agricultural Commodity Futures Realised Volatility with Daily Infectious Disease-Related Uncertainty 0 0 0 2 0 0 1 3
Forecasting (downside and upside) realized exchange-rate volatility: Is there a role for realized skewness and kurtosis? 0 0 0 4 1 1 4 21
Forecasting Bitcoin returns: is there a role for the US–China trade war? 0 1 2 2 0 3 10 10
Forecasting China's foreign exchange reserves using dynamic model averaging: The roles of macroeconomic fundamentals, financial stress and economic uncertainty 0 0 4 42 0 1 7 186
Forecasting Home Sales in the Four Census Regions and the Aggregate US Economy Using Singular Spectrum Analysis 0 1 1 10 0 3 3 51
Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs 0 0 0 0 0 0 2 184
Forecasting Nevada gross gaming revenue and taxable sales using coincident and leading employment indexes 0 0 0 11 0 0 1 117
Forecasting Realized Volatility of Bitcoin: The Role of the Trade War 0 1 7 23 0 4 18 91
Forecasting South African inflation using non-linearmodels: a weighted loss-based evaluation 0 0 0 11 0 2 3 58
Forecasting South African macroeconomic variables with a Markov-switching small open-economy dynamic stochastic general equilibrium model 0 1 1 48 0 5 7 180
Forecasting U.S. Aggregate Stock Market Excess Return: Do Functional Data Analysis Add Economic Value? 0 0 0 0 0 1 4 8
Forecasting U.S. recessions using over 150 years of data: Stock-market moments versus oil-market moments 0 0 0 0 0 1 5 5
Forecasting US GNP growth: The role of uncertainty 0 0 1 7 0 0 1 32
Forecasting US consumer price index: does nonlinearity matter? 0 0 1 3 0 1 4 23
Forecasting US real house price returns over 1831-2013: evidence from copula models 0 0 0 3 0 1 5 36
Forecasting US real private residential fixed investment using a large number of predictors 0 0 0 13 0 1 4 103
Forecasting accuracy evaluation of tourist arrivals 0 0 0 14 0 0 1 66
Forecasting aggregate retail sales: The case of South Africa 0 0 1 23 1 1 5 133
Forecasting charge-off rates with a panel Tobit model: the role of uncertainty 0 0 0 1 0 1 1 5
Forecasting core inflation: the case of South Africa 0 0 0 8 0 1 3 29
Forecasting crude oil price volatility and value-at-risk: Evidence from historical and recent data 0 0 1 35 1 3 8 129
Forecasting economic policy uncertainty of BRIC countries using Bayesian VARs 0 0 2 12 0 3 5 56
Forecasting equity premium in a panel of OECD countries: The role of economic policy uncertainty 0 0 1 5 0 1 3 32
Forecasting house prices for the four census regions and the aggregate US economy in a data-rich environment 1 1 1 6 1 3 7 51
Forecasting inflation in an inflation targeting economy: structural versus nonstructural models 0 0 0 2 0 1 1 14
Forecasting interest rate volatility of the United Kingdom: evidence from over 150 years of data 0 0 0 2 0 0 2 14
Forecasting international REITs volatility: the role of oil-price uncertainty 0 0 0 2 0 1 2 12
Forecasting international financial stress: The role of climate risks 0 4 7 9 2 18 29 31
Forecasting key US macroeconomic variables with a factor‐augmented Qual VAR 0 0 0 7 0 0 2 35
Forecasting local currency bond risk premia of emerging markets: The role of cross‐country macrofinancial linkages 0 0 0 5 0 1 1 18
Forecasting macroeconomic data for an emerging market with a nonlinear DSGE model 0 0 0 79 0 0 6 268
Forecasting macroeconomic variables in a small open economy: a comparison between small- and large-scale models 0 0 1 80 0 2 6 290
Forecasting multivariate volatilities with exogenous predictors: An application to industry diversification strategies 0 1 1 1 1 3 5 5
Forecasting national recessions of the United States with state-level climate risks: Evidence from model averaging in Markov-switching models 0 0 0 3 0 1 1 7
Forecasting oil and gold volatilities with sentiment indicators under structural breaks 0 0 1 8 0 0 4 34
Forecasting oil and stock returns with a Qual VAR using over 150years off data 0 1 1 19 1 6 11 111
Forecasting oil prices over 150 years: The role of tail risks 0 0 0 2 1 2 8 16
Forecasting output growth of advanced economies over eight centuries: The role of gold market volatility as a proxy of global uncertainty 0 0 1 3 0 0 4 18
Forecasting output growth using a DSGE-based decomposition of the South African yield curve 0 1 2 23 0 3 9 76
Forecasting power of infectious diseases-related uncertainty for gold realized variance 1 1 1 1 2 2 4 16
Forecasting real housing price returns of the USA using machine learning: the role of climate risks 0 1 1 1 0 1 1 1
Forecasting realized gold volatility: Is there a role of geopolitical risks? 0 1 3 17 0 2 11 68
Forecasting realized oil-price volatility: The role of financial stress and asymmetric loss 0 0 1 25 0 1 7 97
Forecasting realized volatility of bitcoin returns: tail events and asymmetric loss 0 0 0 0 1 2 2 7
Forecasting realized volatility of international REITs: The role of realized skewness and realized kurtosis 0 0 0 1 0 1 3 14
Forecasting regional house price inflation: a comparison between dynamic factor models and vector autoregressive models 0 0 1 52 1 1 6 166
Forecasting returns of major cryptocurrencies: Evidence from regime-switching factor models 1 2 4 5 2 4 8 12
Forecasting state- and MSA-level housing returns of the US: The role of mortgage default risks 0 0 0 0 0 0 1 4
Forecasting stock market (realized) volatility in the United Kingdom: Is there a role of inequality? 0 0 0 0 0 0 0 2
Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks 1 1 6 12 4 11 27 57
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 0 0 0 2 0 3 3 17
Forecasting the Probability of Recessions in South Africa: the Role of Decomposed Term Spread and Economic Policy Uncertainty 0 0 0 8 0 0 1 24
Forecasting the South African economy: a hybrid‐DSGE approach 0 0 0 33 0 0 0 129
Forecasting the South African inflation rate: On asymmetric loss and forecast rationality 0 0 0 5 0 0 2 36
Forecasting the Term Structure of Interest Rates of the BRICS: Evidence from a Nonparametric Functional Data Analysis 0 0 2 6 0 2 6 16
Forecasting the U.S. real house price index 0 0 1 38 0 0 4 163
Forecasting the US real house price index: Structural and non-structural models with and without fundamentals 0 0 6 120 0 1 14 455
Forecasting the Volatility of Crude Oil: The Role of Uncertainty and Spillovers 0 0 0 1 0 0 1 14
Forecasting the conditional distribution of realized volatility of oil price returns: The role of skewness over 1859 to 2023 0 0 0 2 2 2 2 8
Forecasting the price of gold 0 0 0 38 0 1 7 143
Forecasting the price of gold using dynamic model averaging 0 0 4 35 0 2 11 196
Forecasting the realized variance of oil-price returns using machine learning: Is there a role for U.S. state-level uncertainty? 0 0 0 5 1 1 3 18
Forecasting the realized volatility of agricultural commodity prices: Does sentiment matter? 0 1 5 5 1 3 8 9
Forecasting the volatility of the Dow Jones Islamic Stock Market Index: Long memory vs. regime switching 0 0 1 18 0 0 6 102
Forecasting using a Nonlinear DSGE Model 0 0 0 15 0 0 5 54
Forecasting volatility and co-volatility of crude oil and gold futures: Effects of leverage, jumps, spillovers, and geopolitical risks 0 0 2 23 0 1 6 79
Forecasting with Second-Order Approximations and Markov-Switching DSGE Models 2 3 5 26 2 4 13 104
Frequency-dependent real-time effects of uncertainty in the United States: evidence from daily data 0 0 0 2 0 1 1 8
GENETIC DIVERSITY ANALYSIS OF RICE (Oryza sativa L.) LANDRACES THROUGH RAPD MARKERS 0 0 0 3 0 0 1 5
GEOPOLITICAL RISKS AND THE HIGH-FREQUENCY MOVEMENTS OF THE US TERM STRUCTURE OF INTEREST RATES 0 0 1 10 0 1 4 33
Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note 0 0 7 18 2 3 20 62
Geopolitical Risks, Returns, and Volatility in Emerging Stock Markets: Evidence from a Panel GARCH Model 0 0 2 26 1 3 10 71
Geopolitical Risks, Returns, and Volatility in Emerging Stock Markets: Evidence from a Panel GARCH Model 3 7 12 21 7 18 40 90
Geopolitical risk and forecastability of tail risk in the oil market: Evidence from over a century of monthly data 0 0 0 9 2 3 6 30
Geopolitical risks and historical exchange rate volatility of the BRICS 0 0 7 38 0 3 22 105
Geopolitical risks and recessions in a panel of advanced economies: evidence from over a century of data 1 2 6 11 1 3 14 49
Geopolitical risks and stock market dynamics of the BRICS 2 5 10 109 5 16 40 458
Geopolitical risks and the oil-stock nexus over 1899–2016 1 3 9 97 2 11 33 340
Giant oil discoveries and conflicts 0 0 0 0 0 1 4 6
Global crises and gold as a safe haven: Evidence from over seven and a half centuries of data 2 2 5 23 2 4 10 65
Global evidence of the COVID-19 shock on real equity prices and real exchange rates: A counterfactual analysis with a threshold-augmented GVAR model 0 0 0 1 0 1 2 12
Global financial cycle and the predictability of oil market volatility: Evidence from a GARCH-MIDAS model 0 0 1 10 1 1 2 32
Global geopolitical risk and inflation spillovers across European and North American economies 1 1 2 10 2 4 20 34
Globalization, long memory, and real interest rate convergence: a historical perspective 0 0 1 2 0 1 6 13
Gold futures returns and realized moments: A forecasting experiment using a quantile-boosting approach 0 0 0 3 1 1 4 46
Gold, platinum and the predictability of bond risk premia 0 0 0 3 1 1 2 20
Gold, platinum and the predictability of bubbles in global stock markets 0 0 2 3 1 2 11 14
Gold-oil dependence dynamics and the role of geopolitical risks: Evidence from a Markov-switching time-varying copula model 0 0 1 18 0 2 6 73
Government Effectiveness and the COVID-19 Pandemic 0 0 0 41 0 1 2 129
Graph theory-based network analysis of regional uncertainties of the US Economy 0 0 0 5 0 0 2 108
Greek economic policy uncertainty: Does it matter for Europe? Evidence from a dynamic connectedness decomposition approach 0 0 1 11 0 0 3 34
Growth Dynamics, Multiple Equilibria, and Local Indeterminacy in an Endogenous Growth Model of Money, Banking and Inflation Targeting 0 0 1 8 0 0 4 50
Growth volatility and inequality in the U.S.: A wavelet analysis 0 0 0 10 0 1 1 51
Growth-Effects of Inflation Targeting: The Role of Financial Sector Development 0 0 0 95 0 0 3 449
Guest Editor’s Introduction 0 0 0 0 0 1 1 16
HIGH FREQUENCY IMPACT OF MONETARY POLICY AND MACROECONOMIC SURPRISES ON US MSAS, AGGREGATE US HOUSING RETURNS AND ASYMMETRIC VOLATILITY 0 0 0 13 0 0 2 85
HISTORICAL FORECASTING OF INTEREST RATE MEAN AND VOLATILITY OF THE UNITED STATES: IS THERE A ROLE OF UNCERTAINTY? 0 0 0 2 0 0 2 16
Half-Life Deviations from PPP in the South African Development Community (SADC) 0 0 0 78 0 0 1 355
Halloween Effect in developed stock markets: A historical perspective 0 0 2 15 0 1 7 68
Halloween Effect in developed stock markets: A historical perspective 0 0 0 1 0 0 4 12
Has oil price predicted stock returns for over a century? 0 0 2 87 0 0 6 278
Has the SARB become more effective post inflation targeting? 0 0 0 27 0 0 0 121
Has the correlation of inflation and stock prices changed in the United States over the last two centuries? 0 0 6 31 1 2 18 144
Hedge and safe-haven properties of FAANA against gold, US Treasury, bitcoin, and US Dollar/CHF during the pandemic period 0 0 0 2 0 0 2 12
Herding behavior in real estate markets: Novel evidence from a Markov-switching model 0 0 2 26 3 3 6 90
Herding behaviour in cryptocurrencies 3 5 21 151 12 22 63 506
Herding in international REITs markets around the COVID-19 pandemic 0 0 1 1 0 1 6 17
High-Frequency Contagion between Aggregate and Regional Housing Markets of the United States with Financial Assets: Evidence from Multichannel Tests 0 0 0 0 0 0 3 4
High-Frequency Predictability of Housing Market Movements of the United States: The Role of Economic Sentiment 0 0 0 3 0 2 8 22
High-Frequency Volatility Forecasting of US Housing Markets 0 0 0 9 0 0 1 48
High-frequency movements of the term structure of US interest rates: the role of oil market uncertainty 0 0 1 1 0 0 1 1
Historical evolution of monthly anomalies in international stock markets 0 1 2 11 0 2 8 62
Historical volatility of advanced equity markets: The role of local and global crises 0 0 1 3 1 1 4 18
House Prices and Balance of Trade Dynamics in South Africa: Evidence from an Agnostic Identification Procedure 0 0 0 0 1 2 2 3
House Prices and Economic Growth in South Africa: Evidence From Provincial-Level Data 1 1 2 2 1 1 4 5
House Values and Proximity to a Landfill in South Africa 0 1 1 1 0 1 2 3
House price synchronization across the US states: The role of structural oil shocks 0 1 1 7 0 2 4 24
Housing and the Great Depression 0 0 1 15 0 2 5 129
Housing and the business cycle in South Africa 0 0 0 23 0 0 3 135
Housing market spillovers in South Africa: evidence from an estimated small open economy DSGE model 0 0 0 14 0 2 3 70
How Do Housing Returns in Emerging Countries Respond to Oil Shocks? A MIDAS Touch 0 0 0 2 0 1 1 8
How connected is the oil-bank network? Firm-level and high-frequency evidence 0 0 0 0 1 5 8 9
Hydroelectricity consumption and economic growth nexus: Evidence from a panel of ten largest hydroelectricity consumers 1 2 2 35 1 2 5 159
INTERNATIONAL ARTICLES: BUBBLES IN SOUTH AFRICAN HOUSE PRICES AND THEIR IMPACT ON CONSUMPTION 0 0 0 0 0 0 1 1
INVESTOR SENTIMENT CONNECTEDNESS: EVIDENCE FROM LINEAR AND NONLINEAR CAUSALITY APPROACHES 0 1 2 7 0 1 7 29
IS WINE A SAFE-HAVEN? EVIDENCE FROM A NONPARAMETRIC CAUSALITY-IN-QUANTILES TEST 0 0 0 17 0 3 5 83
Identifying an index of financial conditions for South Africa 0 0 0 14 1 1 2 208
Impact of Activity Tax in the Property-Owning and Subletting of Fixed Property Sectors on the South African Economy: A CGE Analysis 0 0 1 1 0 1 2 3
Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach 0 0 0 42 0 1 8 166
Impact of macroeconomic news surprises and uncertainty for major economies on returns and volatility of oil futures 0 0 0 7 0 0 2 33
Impact of macroeconomic news surprises and uncertainty for major economies on returns and volatility of oil futures 0 0 0 4 0 0 6 37
Income inequality and economic growth: A re‐examination of theory and evidence 0 1 4 19 0 3 12 64
Income inequality and house prices across US states 0 1 4 5 0 3 13 20
Income inequality and oil resources: Panel evidence from the United States 0 1 2 7 3 4 10 35
Income inequality: A complex network analysis of US states 0 0 0 17 0 0 1 66
Incorporating economic policy uncertainty in US equity premium models: A nonlinear predictability analysis 0 0 0 11 0 0 3 77
Infectious Diseases, Market Uncertainty and Oil Market Volatility 0 0 1 11 0 0 2 39
Infectious Diseases-Related Uncertainty and the Predictability of Foreign Exchange and Bitcoin Futures Realized Volatility 0 0 1 5 0 2 7 18
Infectious disease-related uncertainty and the safe-haven characteristic of US treasury securities 0 0 0 11 0 0 1 47
Inflation Aversion and the Growth-Inflation Relationship 0 0 2 26 1 2 6 98
Inflation dynamics in Uganda: a quantile regression approach 1 1 1 6 3 4 6 27
Inflation forecasts and forecaster herding: Evidence from South African survey data 0 0 0 9 0 1 1 73
Inflation-targeting and inflation volatility: International evidence from the cosine-squared cepstrum 0 0 0 1 0 0 3 8
Inflation-targeting and inflation volatility: International evidence from the cosine-squared cepstrum 0 0 1 2 1 2 4 18
Inflation–growth nexus: evidence from a pooled CCE multiple-regime panel smooth transition model 1 2 2 40 2 4 9 121
Inflation–inequality puzzle: is it still apparent? 0 0 2 2 1 2 8 9
Information entropy, continuous improvement, and US energy performance: a novel stochastic-entropic analysis for ideal solutions (SEA-IS) 0 0 1 3 0 0 4 14
Information spillover across international real estate investment trusts: Evidence from an entropy-based network analysis 0 0 0 7 0 2 3 49
Insurance activity and economic performance: Fresh evidence from asymmetric panel causality tests 0 0 1 22 0 2 5 79
Insurance and economic policy uncertainty 1 2 4 34 2 9 22 157
Insurance-growth nexus in Africa 0 0 0 14 0 0 3 79
Integration and risk transmission in the market for crude oil: New evidence from a time-varying parameter frequency connectedness approach 0 1 11 21 3 4 26 50
Interest rate uncertainty and the predictability of bank revenues 0 0 0 3 2 2 3 12
International monetary policy spillovers: Evidence from a time-varying parameter vector autoregression 2 5 12 50 5 11 26 170
International stock return predictability: Is the role of U.S. time-varying? 0 0 0 10 0 0 1 64
Intertemporal portfolio allocation and hedging demand: an application to South Africa 0 0 0 3 1 1 1 59
Investor Confidence and Forecastability of US Stock Market Realized Volatility: Evidence from Machine Learning 1 2 9 11 4 13 31 44
Investor Happiness and Predictability of the Realized Volatility of Oil Price 0 0 0 3 0 0 1 20
Investor Sentiment and (Anti) Herding in the Currency Market: Evidence from Twitter Feed Data 0 0 3 12 1 1 8 33
Investor Sentiment and Crash Risk in Safe Havens 0 0 0 5 0 2 4 45
Investor sentiment and dollar-pound exchange rate returns: Evidence from over a century of data using a cross-quantilogram approach 1 1 2 8 3 5 10 37
Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries 1 1 4 9 1 4 14 27
Investors’ Uncertainty and Forecasting Stock Market Volatility 0 0 1 3 0 0 5 17
Is Economic Policy Uncertainty Related to Suicide Rates? Evidence from the United States 0 0 0 7 1 1 5 73
Is gold an inflation-hedge? Evidence from an interrupted Markov-switching cointegration model 1 1 5 31 2 4 12 136
Is inflation persistence different in reality? 0 0 1 26 0 3 5 88
Is real per capita state personal income stationary? New nonlinear, asymmetric panel‐data evidence 0 0 0 8 0 0 2 30
Is the Housing Market in the United States Really Weakly-Efficient? 0 0 0 7 0 1 1 29
Is the Permanent Income Hypothesis Really Well-Suited for Forecasting&quest 0 0 0 11 0 0 1 78
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 0 0 1 71 0 0 4 253
Is the response of the bank of England to exchange rate movements frequency-dependent? 0 0 1 8 0 2 6 77
Is there a national housing market bubble brewing in the United States? 1 1 2 4 1 1 4 7
Is there a role for uncertainty in forecasting output growth in OECD countries? Evidence from a time-varying parameter-panel vector autoregressive model 0 0 0 14 0 0 3 66
Is there an Environmental Kuznets Curve for South Africa? A co-summability approach using a century of data 1 1 2 19 1 3 6 121
Is wine a good choice for investment? 0 0 0 12 1 3 7 80
Jumps beyond the realms of cricket: India's performance in One Day Internationals and stock market movements 0 0 0 1 0 0 3 13
Jumps in Geopolitical Risk and the Cryptocurrency Market: The Singularity of Bitcoin 1 1 5 14 3 6 23 45
Kuznets Curve for the US: A Reconsideration Using Cosummability 0 0 0 12 0 0 3 67
LPPLS bubble indicators over two centuries of the S&P 500 index 0 1 1 22 0 2 4 99
Linkages between financial sector CDS spreads and macroeconomic influence in a nonlinear setting 0 0 0 31 0 1 3 107
Linking U.S. State-level housing market returns, and the consumption-(Dis)Aggregate wealth ratio 0 0 1 5 1 2 4 27
Linking global economic dynamics to a South African-specific credit risk correlation model 0 0 1 26 0 1 2 148
Loan Portfolio Conditional Loss Estimation Using an Error-Correcting Macroeconometric Model 0 0 0 14 0 1 1 116
Local currency bond risk premia of emerging markets: The role of local and global factors 0 0 0 18 0 2 3 49
Long memory, economic policy uncertainty and forecasting US inflation: a Bayesian VARFIMA approach 0 0 3 14 0 2 7 60
Long- and Short-Run Relationships between House and Stock Prices in South Africa: A Nonparametric Approach 0 0 0 0 0 1 1 1
Long-Run Movement and Predictability of Bond Spread for BRICS and PIIGS: The Role of Economic, Financial and Political Risks 0 0 0 6 0 0 1 36
Long-memory modeling and forecasting: evidence from the U.S. historical series of inflation 0 0 0 5 0 0 3 20
Long-span multi-layer spillovers between moments of advanced equity markets: The role of climate risks 0 0 2 2 0 0 9 9
MACROECONOMIC UNCERTAINTY AND THE COMOVEMENT IN BUYING VERSUS RENTING IN THE USA 0 0 0 16 0 0 2 110
MEASURING THE WELFARE COST OF INFLATION IN SOUTH AFRICA 0 0 0 61 1 2 2 241
Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty 0 0 0 12 0 2 9 65
Macro Shocks and Real US Stock Prices with Special Focus on the “Great Recession” 0 0 0 41 0 0 4 196
Macroeconomic Shocks and Changing Dynamics of the U.S. REITs Sector 0 0 0 7 2 2 4 45
Macroeconomic Variables and South African Stock Return Predictability 0 0 1 58 1 1 12 249
Macroeconomic surprises and stock returns in South Africa 0 0 1 18 0 0 1 98
Macroeconomic uncertainty, growth and inflation in the Eurozone: a causal approach 0 0 0 10 0 0 0 35
Market efficiency of Baltic stock markets: A fractional integration approach 0 0 0 16 1 1 2 71
Measuring co-dependencies of economic policy uncertainty in Latin American countries using vine copulas 0 0 0 9 0 0 0 55
Measuring the Productive Efficiency of the Connecticut Long Island Lobster Sound Fishery Using a Novel Finite Mixture Model 0 0 0 2 0 0 0 12
Merger and acquisitions in South African banking: A network DEA model 0 0 3 27 0 4 15 218
Metropolitan House Prices In Regions of India: Do They Converge? 0 0 0 54 0 2 4 193
Military expenditure, economic growth and structural instability: a case study of South Africa 0 0 0 27 0 0 0 127
Mixed‐frequency forecasting of crude oil volatility based on the information content of global economic conditions 0 1 1 9 3 6 12 37
Modeling US historical time-series prices and inflation using alternative long-memory approaches 0 0 0 2 1 3 4 40
Modeling and forecasting the volatility of carbon dioxide emission allowance prices: A review and comparison of modern volatility models 0 1 1 43 0 2 8 183
Modeling persistence of carbon emission allowance prices 0 0 0 9 0 0 1 58
Modeling the presidential approval ratings of the United States using machine-learning: Does climate policy uncertainty matter? 1 1 1 1 1 4 5 5
Modelling South African grain farmers’ preferences to adopt derivative contracts using discrete choice models 0 0 0 15 0 7 12 177
Modelling long memory volatility in the Bitcoin market: Evidence of persistence and structural breaks 0 0 0 28 0 0 2 102
Modelling the volatility of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model 0 0 0 24 0 0 1 164
Moments-based spillovers across gold and oil markets 0 0 0 7 0 0 2 46
Monetary Policy Reaction Functions of the TICKs: A Quantile Regression Approach 0 0 0 5 0 1 1 35
Monetary policy and bubbles in G7 economies using a panel VAR approach: Implications for sustainable development 0 0 0 3 1 2 7 21
Monetary policy and bubbles in US REITs 0 0 0 11 0 0 0 33
Monetary policy and financial frictions in a small open-economy model for Uganda 0 0 0 2 0 3 3 36
Monetary policy and speculative spillovers in financial markets 0 0 0 8 0 1 1 36
Monetary policy reaction to uncertainty in Japan: Evidence from a quantile‐on‐quantile interest rate rule 0 0 0 5 0 0 1 15
Monetary policy shocks and multi-scale positive and negative bubbles in an emerging country: the case of India 0 0 1 1 1 2 8 8
Monetary policy uncertainty and jumps in advanced equity markets 0 0 0 0 0 0 0 0
Monetary policy uncertainty spillovers in time and frequency domains 0 0 0 12 0 1 4 88
Monetary policy, financial frictions and structural changes in Uganda: a Markov-switching DSGE approach 0 0 0 0 0 1 1 1
Mortgage Default Risks and High-Frequency Predictability of the U.S. Housing Market: A Reconsideration 1 1 1 1 1 1 1 2
Movements in international bond markets: The role of oil prices 0 0 0 16 1 3 8 114
Movements in real estate uncertainty in the United States: the role of oil shocks 0 0 0 11 1 2 4 34
Multi-Horizon Financial and Housing Wealth Effects across the U.S. States 0 0 0 1 0 0 2 15
Multi-Task Forecasting of the Realized Volatilities of Agricultural Commodity Prices 0 0 0 0 0 0 3 3
Near-Rational Expectations: How Far are Surveys from Rationality? 0 0 0 18 0 1 1 73
Network Analysis of Economic and Financial Uncertainties in Advanced Economies: Evidence from Graph-Theory 0 1 1 23 0 2 7 77
Network causality structures among Bitcoin and other financial assets: A directed acyclic graph approach 0 1 3 35 1 5 18 175
News implied volatility and the stock-bond nexus: Evidence from historical data for the USA and the UK markets 0 0 0 11 0 1 1 70
Nonlinear contagion between stock and real estate markets: International evidence from a local Gaussian correlation approach 0 0 0 2 0 0 5 18
OPEC News Announcement Effect on Volatility in the Crude Oil Market: A Reconsideration 1 1 1 26 1 4 5 109
OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning 0 0 0 1 0 0 1 14
OPEC news and jumps in the oil market 0 0 1 10 1 4 5 28
OPEC news and predictability of oil futures returns and volatility: Evidence from a nonparametric causality-in-quantiles approach 0 0 0 5 1 1 2 46
Oil Price Uncertainty Shocks and Global Equity Markets: Evidence from a GVAR Model 0 0 0 14 0 3 3 32
Oil Price and Exchange Rate Behaviour of the BRICS 0 0 2 12 0 0 4 28
Oil consumption and growth: Is there a threshold effect of greenhouse gases emissions 1 1 1 1 1 1 1 1
Oil price forecastability and economic uncertainty 0 0 1 74 0 0 2 210
Oil price shocks and China's economy: Reactions of the monetary policy to oil price shocks 0 0 3 57 4 5 9 248
Oil price shocks and the connectedness of US state-level financial markets 0 1 2 2 1 3 7 7
Oil price shocks and yield curve dynamics in emerging markets 1 4 4 6 1 8 14 22
Oil price uncertainty and manufacturing production 0 0 0 42 0 0 3 175
Oil price uncertainty and movements in the US government bond risk premia 0 0 0 7 0 1 3 111
Oil price volatility and economic growth: Evidence from advanced economies using more than a century’s data 0 0 6 111 1 3 21 401
Oil price-inflation pass-through in the United States over 1871 to 2018: A wavelet coherency analysis 0 0 1 22 1 4 12 94
Oil prices and financial stress: A volatility spillover analysis 0 0 0 70 0 0 6 261
Oil returns and volatility: The role of mergers and acquisitions 0 0 0 11 0 1 2 78
Oil shocks and directional predictability of macroeconomic uncertainties of developed economies: Evidence from high‐frequency data† 0 0 0 1 1 1 2 7
Oil shocks and state-level stock market volatility of the United States: a GARCH-MIDAS approach 0 0 1 1 0 0 5 5
Oil shocks and stock market volatility of the BRICS: A GARCH-MIDAS approach 0 0 2 36 2 3 11 121
Oil shocks and volatility jumps 0 0 0 2 1 1 4 26
Oil speculation and herding behavior in emerging stock markets 0 0 0 15 0 0 4 97
Oil tail risks and the forecastability of the realized variance of oil-price: Evidence from over 150 years of data 0 0 0 4 0 0 0 11
Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data 1 1 1 5 1 2 4 15
Oil-price uncertainty and the U.K. unemployment rate: A forecasting experiment with random forests using 150 years of data 0 0 2 7 0 2 7 23
On REIT returns and (un-)expected inflation: Empirical evidence based on Bayesian additive regression trees 0 0 1 12 0 0 2 49
On economic uncertainty, stock market predictability and nonlinear spillover effects 0 0 1 22 1 5 10 112
On exchange-rate movements and gold-price fluctuations: evidence for gold-producing countries from a nonparametric causality-in-quantiles test 2 2 2 11 2 2 5 67
On international uncertainty links: BART-based empirical evidence for Canada 0 0 0 10 0 1 3 72
On the directional accuracy of inflation forecasts: evidence from South African survey data 0 0 0 2 0 0 3 19
On the predictability of stock market bubbles: evidence from LPPLS confidence multi-scale indicators 1 1 4 19 1 1 8 90
On the pricing effects of bitcoin mining in the fossil fuel market: The case of coal 0 0 1 3 0 0 3 10
On the propagation mechanism of international real interest rate spillovers: evidence from more than 200 years of data 0 0 0 0 0 0 1 1
On the transmission mechanism of Asia‐Pacific yield curve characteristics 0 0 1 4 1 1 6 23
On the transmission mechanism of country-specific and international economic uncertainty spillovers: Evidence from a TVP-VAR connectedness decomposition approach 0 1 19 108 2 9 100 385
Openness and growth: Is the relationship non‐linear? 0 0 0 5 0 1 7 17
Optimal public policy with endogenous mortality 0 0 0 18 0 0 1 78
Out-of-Sample Equity Premium Predictability in South Africa: Evidence from a Large Number of Predictors 0 0 0 1 0 0 1 15
Out-of-sample predictability of gold market volatility: The role of US Nonfarm Payroll 0 0 1 4 0 0 5 24
PREDICTING STOCK RETURNS AND VOLATILITY WITH INVESTOR SENTIMENT INDICES: A RECONSIDERATION USING A NONPARAMETRIC CAUSALITY†IN†QUANTILES TEST 0 0 1 4 0 1 3 31
PRESIDENTIAL CYCLES IN THE USA AND THE DOLLAR-POUND EXCHANGE RATE: EVIDENCE FROM OVER TWO CENTURIES 0 0 0 11 0 0 1 55
Panel Granger causality between oil consumption and GDP: evidence from BRICS countries 0 0 0 17 0 0 0 65
Partisan Conflict and Income Inequality in the United States: A Nonparametric Causality-in-Quantiles Approach 0 0 2 40 0 1 7 160
Periodically collapsing bubbles in the South African stock market 0 0 0 18 2 3 8 105
Persistence and cycles in historical oil price data 0 0 0 25 1 2 4 98
Persistence and cyclical dynamics of US and UK house prices: Evidence from over 150 years of data 0 0 0 12 0 1 2 35
Persistence in trends and cycles of gold and silver prices: Evidence from historical data 0 0 0 12 0 5 13 81
Persistence of economic uncertainty: a comprehensive analysis 1 1 1 15 1 3 6 38
Persistence of precious metal prices: A fractional integration approach with structural breaks 0 0 0 16 0 0 2 111
Persistence of state-level uncertainty of the United States: The role of climate risks 0 0 0 1 1 3 5 11
Persistence, Mean Reversion and Nonlinearities in Inflation Rates of Developed and Developing Countries Using Over One Century of Data 1 1 1 6 1 2 2 19
Persistence, Mean-Reversion and Non-linearities in $$\hbox {CO2}$$ CO2 Emissions: Evidence from the BRICS and G7 Countries 0 0 0 13 0 2 3 61
Persistence, Mean-Reversion and Non-linearities in Infant Mortality Rates 0 0 0 0 0 0 2 12
Persistence, mean reversion and non-linearities in the US housing prices over 1830--2013 0 0 0 7 1 1 1 27
Point and density forecasting of macroeconomic and financial uncertainties of the USA 0 0 0 2 0 0 2 9
Point and density forecasts of oil returns: The role of geopolitical risks 0 0 1 12 0 4 10 68
Policy uncertainty and stock market volatility revisited: The predictive role of signal quality 1 1 4 12 3 4 11 33
Predictability of economic slowdowns in advanced countries over eight centuries: The role of climate risks 0 0 2 4 0 1 4 11
Predictability of tail risks of Canada and the U.S. Over a Century: The role of spillovers and oil tail Risks☆ 0 0 1 4 0 0 1 11
Predictability of the Realised Volatility of International Stock Markets Amid Uncertainty Related to Infectious Diseases 0 0 0 1 0 0 0 5
Predicting BRICS stock returns using ARFIMA models 0 0 0 56 0 0 3 171
Predicting Bitcoin returns: Comparing the roles of newspaper- and internet search-based measures of uncertainty 0 0 0 9 0 1 4 51
Predicting Downturns in the US Housing Market: A Bayesian Approach 0 0 0 47 1 5 7 166
Predicting Housing Market Sentiment: The Role of Financial, Macroeconomic and Real Estate Uncertainties 0 0 0 5 0 0 4 16
Predicting Multi-Scale Positive and Negative Stock Market Bubbles in a Panel of G7 Countries: The Role of Oil Price Uncertainty 0 0 0 0 0 0 4 4
Predicting Stock Market Movements in the United States: The Role of Presidential Approval Ratings 1 1 3 8 1 1 5 18
Predicting firm-level volatility in the United States: the role of monetary policy uncertainty 0 0 1 4 0 1 4 26
Predicting global temperature anomaly: A definitive investigation using an ensemble of twelve competing forecasting models 0 1 1 7 0 3 4 49
Predicting international equity returns: Evidence from time-varying parameter vector autoregressive models 0 0 2 8 0 2 5 23
Predicting stock market movements with a time-varying consumption-aggregate wealth ratio 0 0 0 6 1 1 3 51
Predicting stock returns and volatility using consumption-aggregate wealth ratios: A nonlinear approach 0 0 1 9 1 2 4 46
Predicting the conditional distribution of US stock market systemic Stress: The role of climate risks 0 0 0 0 0 1 3 3
Presidential cycles and time-varying bond–stock market correlations: Evidence from more than two centuries of data 0 0 1 4 0 1 2 43
Price Convergence Patterns across U.S. States 0 0 0 0 0 1 4 6
Price and volatility linkages between international REITs and oil markets 1 1 6 12 2 6 22 74
Price effects after one-day abnormal returns and crises in the stock markets 1 1 2 2 1 2 5 6
Price effects after one-day abnormal returns in developed and emerging markets: ESG versus traditional indices 0 0 2 14 0 1 7 53
Price gap anomaly in the US stock market: The whole story 0 0 2 12 1 6 12 62
Price jumps in developed stock markets: the role of monetary policy committee meetings 0 0 0 8 0 0 3 39
Private and Public Health Expenditures in an Endogenous Growth Model with Inflation Targeting 0 0 0 41 0 1 3 233
Productivity and GDP: international evidence of persistence and trends over 130 years of data 0 0 1 3 1 2 8 17
Rare disaster risks and gold over 700 years: Evidence from nonparametric quantile regressions 0 0 0 1 1 1 1 5
Rare disasters and multilayer spillovers between volatility and skewness in international stock markets over a century of data: The role of geopolitical risk 1 1 1 1 1 1 1 1
Real estate returns predictability revisited: novel evidence from the US REITs market 0 0 0 30 1 4 8 145
Real interest rate persistence in South Africa: evidence and implications 0 0 0 13 1 1 1 80
Real-time forecast of DSGE models with time-varying volatility in GARCH form 0 1 4 5 0 4 11 14
Realized Stock Market Volatility of the United States: The Role of Employee Sentiment 0 0 4 4 1 2 10 10
Realized Stock-Market Volatility of the United States and the Presidential Approval Rating 0 0 0 0 0 1 3 5
Realized volatility spillovers between energy and metal markets: a time-varying connectedness approach 1 1 1 1 4 6 8 15
Reconsidering the welfare cost of inflation in the US: a nonparametric estimation of the nonlinear long-run money-demand equation using projection pursuit regressions 0 0 0 11 1 1 1 66
Regime switching model of US crude oil and stock market prices: 1859 to 2013 0 2 8 114 0 3 18 369
Renewable energy and growth: Evidence from heterogeneous panel of G7 countries using Granger causality 0 0 5 32 0 1 13 154
Reprint of: Chaos in G7 stock markets using over one century of data: A note 0 0 0 3 1 1 2 18
Research output and economic growth in G7 countries: new evidence from asymmetric panel causality testing 0 0 1 44 2 5 10 143
Return connectedness across asset classes around the COVID-19 outbreak 1 2 8 45 7 12 31 201
Revisiting international house price convergence using house price level data 0 0 0 0 0 4 7 10
Revisiting the causality between electricity consumption and economic growth in South Africa: a bootstrap rolling-window approach 0 0 0 32 0 0 1 119
Revisiting the twin deficits hypothesis: a quantile cointegration analysis over the period 1791-2013 0 0 0 4 1 4 10 19
Rise and fall of calendar anomalies over a century 0 0 0 13 2 3 5 85
Risk aversion and Bitcoin returns in extreme quantiles 0 0 1 34 0 0 9 107
Risk aversion and the predictability of crude oil market volatility: A forecasting experiment with random forests 0 0 0 4 0 0 1 9
Risk spillover between Bitcoin and conventional financial markets: An expectile-based approach 0 0 1 9 0 0 6 58
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 0 0 0 9 1 1 2 55
SPATIAL BAYESIAN METHODS OF FORECASTING HOUSE PRICES IN SIX METROPOLITAN AREAS OF SOUTH AFRICA 0 0 0 38 0 0 0 135
Safe Havens, Machine Learning, and the Sources of Geopolitical Risk: A Forecasting Analysis Using Over a Century of Data 0 0 1 2 2 3 8 11
Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries 0 0 0 2 0 1 5 13
Shortages and machine-learning forecasting of oil returns volatility: 1900–2024 1 2 2 2 1 3 3 3
Social Status, Inflation and Endogenous Growth in A Cash‐in‐Advance Economy: A Reconsideration using the Credit Channel 0 0 1 1 0 1 2 27
Socio-political instability and growth dynamics 0 0 1 4 0 0 3 18
South African stock return predictability in the context data mining: The role of financial variables and international stock returns 0 0 0 15 0 0 1 133
South Africa’s economic response to monetary policy uncertainty 0 0 1 16 0 0 4 56
South Africa’s inflation persistence: a quantile regression framework 0 1 2 8 0 1 4 46
South Africa’s monetary policy independence: evidence from a Global New-Keynesian DSGE model 0 0 0 4 0 0 3 24
Spillover of mortgage default risks in the United States: Evidence from metropolitan statistical areas and states 0 0 0 3 0 0 0 15
Spillover of sentiment in the European Union: Evidence from time- and frequency-domains 0 0 0 3 0 1 3 24
Spillovers across macroeconomic, financial and real estate uncertainties: A time-varying approach 0 0 2 17 0 0 8 125
Spillovers between Bitcoin and other assets during bear and bull markets 0 3 10 38 1 6 42 173
Spillovers between US real estate and financial assets in time and frequency domains 0 1 1 10 0 2 7 47
Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin 0 0 2 9 2 3 12 47
Stock market bubbles and the realized volatility of oil price returns 0 0 2 2 2 2 5 10
Stock market efficiency analysis using long spans of Data: A multifractal detrended fluctuation approach 0 0 2 12 0 2 7 78
Stock market volatility and multi-scale positive and negative bubbles 0 0 2 2 0 1 3 3
Stock markets and exchange rate behavior of the BRICS 0 1 2 14 1 4 8 32
Stock price dynamics and the business cycle in an estimated DSGE model for South Africa 0 0 2 30 0 0 2 96
Structural and predictive analyses with a mixed copula‐based vector autoregression model 0 0 0 2 0 0 1 14
Structural breaks and GARCH models of stock return volatility: The case of South Africa 0 2 2 59 0 4 6 211
Structure dependence between oil and agricultural commodities returns: The role of geopolitical risks 0 0 1 21 1 3 9 78
Supply chain constraints and the predictability of the conditional distribution of international stock market returns and volatility 1 1 2 2 2 3 10 10
TESTING FOR FRACTIONAL INTEGRATION IN SOUTHERN AFRICAN DEVELOPMENT COMMUNITY REAL EXCHANGE RATES 0 0 0 13 0 0 0 63
TESTING FOR PPP USING SADC REAL EXCHANGE RATES 0 0 2 29 0 0 2 103
THE EFFECT OF DEFENSE SPENDING ON US OUTPUT: A FACTOR AUGMENTED VECTOR AUTOREGRESSION (FAVAR) APPROACH 0 0 0 50 0 2 4 168
THE EFFECTS OF MONETARY POLICY ON REAL FARM PRICES IN SOUTH AFRICA 0 0 0 54 0 0 3 253
THE RELATIONSHIP BETWEEN ECONOMIC POLICY UNCERTAINTY AND CORPORATE TAX RATES 0 0 2 13 1 2 5 38
THE RELATIONSHIP BETWEEN STOCK MARKET VOLATILITY AND TRADING VOLUME: EVIDENCE FROM SOUTH AFRICA 0 1 5 80 2 6 26 673
Tail risks and forecastability of stock returns of advanced economies: evidence from centuries of data* 0 0 0 3 0 1 6 13
Tax evasion and financial repression 0 0 0 79 1 1 7 225
Tax evasion and financial repression: a reconsideration using endogenous growth models 0 0 0 46 0 0 0 144
Tax evasion, financial development and inflation: Theory and empirical evidence 0 0 1 92 1 6 15 385
Technical efficiency of Connecticut Long Island Sound lobster fishery: a nonparametric approach to aggregate frontier analysis 0 0 1 4 0 1 2 52
Technological shocks and stock market volatility over a century 0 0 1 1 0 2 10 10
Temporal causality between house prices and output in the US: A bootstrap rolling-window approach 0 0 0 19 0 0 3 131
Terror attacks and stock-market fluctuations: evidence based on a nonparametric causality-in-quantiles test for the G7 countries 0 2 6 11 0 5 14 55
Testing for Persistence in South African House Prices 0 0 1 1 0 0 1 1
Testing for asymmetric nonlinear short- and long-run relationships between bitcoin, aggregate commodity and gold prices 0 1 4 59 0 6 12 229
Testing for bubbles in the BRICS stock markets 0 0 3 19 0 0 6 79
Testing for persistence in housing price-to-income and price-to-rent ratios in 16 OECD countries 0 1 4 71 0 3 17 235
Testing the Efficiency of the Art Market Using Quantile†Based Unit Root Tests with Sharp and Smooth Breaks 0 0 1 4 0 0 1 17
Testing the Monetary Model for Exchange Rate Determination in South Africa: Evidence from 101 Years of Data 0 0 0 28 1 1 8 147
Testing the Out-of-Sample Forecasting Ability of a Financial Conditions Index for South Africa 0 0 1 4 0 0 1 29
Testing the asymmetric effects of financial conditions in South Africa: A nonlinear vector autoregression approach 1 1 2 26 1 1 6 110
Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach 0 0 0 7 2 4 8 26
Testing the white noise hypothesis in high-frequency housing returns of the United States 0 0 0 3 0 2 5 31
The (Asymmetric) effect of El Niño and La Niña on gold and silver prices in a GVAR model 0 0 1 5 0 1 3 19
The Benefits of Diversification Between Bitcoin, Bonds, Equities and the US Dollar: A Matter of Portfolio Construction 0 0 0 2 0 1 3 11
The Blessing of Dimensionality in Forecasting Real House Price Growth in the Nine Census Divisions of the U.S 0 0 0 0 0 0 2 2
The Causal Relationship Between Economic Policy Uncertainty and Stock Returns in China and India: Evidence from a Bootstrap Rolling Window Approach 0 0 0 95 0 0 11 301
The ENSO cycle and forecastability of global inflation and output growth: Evidence from standard and mixed‐frequency multivariate singular spectrum analyses 1 1 1 4 1 3 8 18
The Effect of Air Quality and Weather on the Chinese Stock: Evidence from Shenzhen Stock Exchange 0 0 0 4 0 0 1 28
The Effect of Economic Uncertainty on the Housing Market Cycle 0 1 5 7 1 4 11 14
The Effect of US Uncertainty Shock on International Equity Markets: The Role of the Global Financial Cycle 0 0 0 0 0 0 1 1
The Effectiveness Of Monetary Policy In South Africa Under Inflation Targeting: Evidence from a Time-Varying Factor-Augmented Vector Autoregressive Model 0 1 2 83 0 4 7 393
The Effects of Disaggregate Oil Shocks on the Aggregate Expected Skewness of the United States 0 0 0 0 0 0 0 1
The Feldstein--Horioka puzzle in South Africa: A fractional cointegration approach 0 0 0 1 0 2 6 45
The Growth-Inflation Nexus for the U.S. from 1801 to 2013: A Semiparametric Approach 0 0 0 1 0 0 1 8
The Impact of Exchange Rate Uncertainty on Exports in South Africa 0 0 1 9 0 0 4 57
The Impact of House Prices on Consumption in South Africa: Evidence from Provincial-Level Panel VARs 0 0 0 11 0 1 6 76
The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures 0 0 0 4 1 1 1 36
The Impact of Oil Price on South African GDP Growth: A Bayesian Markov Switching-VAR Analysis 0 0 1 17 1 3 6 94
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 0 0 1 16 0 0 3 40
The Impact of Unconventional Monetary Policy Shocks in the U.S. on Emerging Market REITs 0 1 2 2 0 1 4 4
The Informational Content of the Term Spread in Forecasting the US Inflation Rate: A Nonlinear Approach 0 0 0 8 0 2 3 39
The Long-Run Relationship Between Consumption, House Prices, and Stock Prices in South Africa: Evidence from Provincial-level Data 0 0 0 0 0 1 2 3
The Macroeconomic Effects of Uncertainty Shocks in India - Gli effetti macroeconomici degli shock di incertezza in India 0 0 0 7 0 0 1 126
The Nonparametric Relationship between Oil and South African Agricultural Prices - La relazione nonparametrica tra il prezzo del petrolio e i prezzi dei prodotti agricoli in Sud Africa 0 0 0 21 0 1 8 181
The Role of Asset Prices in Forecasting Inflation and Output in South Africa 0 0 0 7 1 1 3 76
The Role of Current Account Balance in Forecasting the US Equity Premium: Evidence From a Quantile Predictive Regression Approach 0 0 0 8 0 2 2 44
The Role of Economic Policy Uncertainty in Predicting Output Growth in Emerging Markets: A Mixed-Frequency Granger Causality Approach 0 0 0 5 0 0 2 23
The State-Level Nonlinear Effects of Government Spending Shocks in the US: The Role of Partisan Conflict 0 0 0 1 0 1 5 14
The Taylor curve: international evidence 0 0 1 2 0 1 2 12
The Time-Series Properties of House Prices: A Case Study of the Southern California Market 0 0 0 48 0 2 6 240
The Time-series Linkages between US Fiscal Policy and Asset Prices 0 0 0 12 0 0 1 63
The US Term Structure and Return Volatility in Global REIT Markets 0 0 0 18 0 1 1 68
The US real GNP is trend-stationary after all 0 0 0 18 0 0 1 50
The behaviour of real interest rates: New evidence from a 'suprasecular' perspective 0 0 0 4 0 0 1 15
The causal relationship between exports and economic growth in the nine provinces of South Africa: evidence from panel-Granger causality test 0 0 0 50 0 1 2 152
The causal relationship between house prices and growth in the nine provinces of South Africa: evidence from panel - Granger causality tests 0 0 0 13 0 0 2 45
The causal relationship between natural gas consumption and economic growth: evidence from the G7 countries 0 1 1 15 0 3 4 73
The co-movement and causality between the U.S. housing and stock markets in the time and frequency domains 0 0 2 45 1 2 6 153
The depreciation of the pound post-Brexit: Could it have been predicted? 0 0 1 23 1 3 8 112
The dynamic impact of uncertainty in causing and forecasting the distribution of oil returns and risk 0 0 0 3 0 1 4 44
The dynamic response of the rand real exchange rate to fundamental shocks 0 0 0 0 0 0 1 4
The dynamics of U.S. REITs returns to uncertainty shocks: A proxy SVAR approach 0 0 0 9 1 1 4 25
The effect of global and regional stock market shocks on safe haven assets 0 0 1 7 0 0 4 25
The effect of global crises on stock market correlations: Evidence from scalar regressions via functional data analysis 0 0 0 12 0 1 4 67
The effect of gold market speculation on REIT returns in South Africa: a behavioral perspective 0 0 0 4 0 1 5 57
The effect of investor sentiment on gold market return dynamics: Evidence from a nonparametric causality-in-quantiles approach 1 2 2 41 1 3 10 152
The effect of monetary policy on house price inflation 0 0 0 82 1 2 3 226
The effect of monetary policy on real house price growth in South Africa: A factor-augmented vector autoregression (FAVAR) approach 0 0 0 145 3 4 10 440
The effect of oil uncertainty shock on real GDP of 33 countries: a global VAR approach 0 1 2 8 3 5 8 20
The effectiveness of monetary and fiscal policy shocks on U.S. inequality: the role of uncertainty 0 1 9 73 2 3 24 247
The effects of climate risks on economic activity in a panel of US states: The role of uncertainty 0 0 2 10 1 1 8 38
The effects of public expenditures on labour productivity in Europe 0 1 1 8 0 3 7 35
The efficiency of the art market: Evidence from variance ratio tests, linear and nonlinear fractional integration approaches 0 0 0 15 0 0 3 100
The financial US uncertainty spillover multiplier: Evidence from a GVAR model 0 0 0 3 2 2 2 12
The growth-inflation nexus for the U.S. from 1801 to 2013: A semiparametric approach 0 0 1 20 0 1 3 73
The impact of US policy uncertainty on the monetary effectiveness in the Euro area 0 0 3 40 1 4 11 185
The impact of US uncertainty on the Euro area in good and bad times: evidence from a quantile structural vector autoregressive model 0 0 1 20 0 1 6 118
The impact of US uncertainty shocks on a panel of advanced and emerging market economies 0 1 2 14 0 2 9 53
The impact of disaggregated oil shocks on state-level consumption of the United States 0 0 1 3 1 2 4 10
The impact of disaggregated oil shocks on state-level real housing returns of the United States: The role of oil dependence 0 0 0 1 0 0 2 5
The impact of macroeconomic factors on income inequality: Evidence from the BRICS 1 1 3 28 2 3 9 95
The impact of uncertainty shocks in South Africa: The role of financial regimes 0 0 0 1 0 2 3 4
The impacts of oil price volatility on financial stress: Is the COVID-19 period different? 0 0 1 3 0 1 3 17
The impacts of structural oil shocks on macroeconomic uncertainty: Evidence from a large panel of 45 countries 0 0 0 26 0 2 4 65
The international REIT’s time-varying response to the U.S. monetary policy and macroeconomic surprises 1 1 1 10 1 1 3 69
The long-run impact of inflation in South Africa 0 0 0 30 2 3 3 115
The long-run relationship between inflation and real stock prices: empirical evidence from South Africa 0 0 0 25 1 1 1 75
The nexus between military expenditures and economic growth in the BRICS and the US: an empirical note 0 0 0 9 0 1 2 41
The nexus of electricity consumption, economic growth and CO2 emissions in the BRICS countries 0 0 3 118 0 1 9 385
The non-linear response of US state-level tradable and non-tradable inflation to oil shocks: The role of oil-dependence 0 0 0 3 0 1 3 11
The out-of-sample forecasting performance of non-linear models of real exchange rate behaviour: The case of the South African Rand 0 0 0 33 0 0 1 132
The out-of-sample forecasting performance of nonlinear models of regional housing prices in the US 0 0 2 5 0 0 10 28
The predictability of stock market volatility in emerging economies: Relative roles of local, regional, and global business cycles 1 1 3 11 1 1 7 30
The predictive power of Bitcoin prices for the realized volatility of US stock sector returns 0 0 1 3 2 2 7 12
The predictive power of oil price shocks on realized volatility of oil: A note 0 1 3 13 1 4 6 35
The predictive power of the term spread on inequality in the United Kingdom: An empirical analysis 0 0 0 2 0 0 1 10
The predictive value of inequality measures for stock returns: An analysis of long-span UK data using quantile random forests 0 0 0 8 0 0 2 35
The relationship between commodity markets and commodity mutual funds: A wavelet-based analysis 0 0 0 12 0 0 1 44
The relationship between healthcare expenditure and disposable personal income in the US states: a fractional integration and cointegration analysis 0 0 0 10 0 1 3 57
The relationship between monetary policy and uncertainty in advanced economies: Evidence from time- and frequency-domains 0 2 2 6 1 4 7 31
The relationship between oil and agricultural commodity prices in South Africa: A quantile causality approach 0 0 0 6 0 1 4 30
The relationship between oil and agricultural commodity prices in south africa: a quantile causality approach 0 0 4 16 0 0 8 79
The relationship between population growth and standard-of-living growth over 1870–2013: evidence from a bootstrapped panel Granger causality test 0 0 1 36 0 2 16 224
The relationship between the inflation rate and inequality across U.S. states: a semiparametric approach 0 1 3 27 0 2 9 133
The role of an aligned investor sentiment index in predicting bond risk premia of the U.S 0 0 0 12 1 1 4 58
The role of economic and financial uncertainties in predicting commodity futures returns and volatility: Evidence from a nonparametric causality-in-quantiles test 0 0 1 15 0 0 4 97
The role of economic policy uncertainties in predicting stock returns and their volatility for Hong Kong, Malaysia and South Korea 1 1 1 32 1 2 7 165
The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach 1 1 1 23 1 1 3 107
The role of economic uncertainty in forecasting exchange rate returns and realized volatility: Evidence from quantile predictive regressions 0 0 1 16 0 0 2 57
The role of global economic conditions in forecasting gold market volatility: Evidence from a GARCH-MIDAS approach 1 2 4 20 1 3 7 81
The role of housing sentiment in forecasting U.S. home sales growth: evidence from a Bayesian compressed vector autoregressive model 0 0 0 1 0 0 3 8
The role of investor sentiment in forecasting housing returns in China: A machine learning approach 0 0 0 1 0 1 3 7
The role of monetary policy uncertainty in predicting equity market volatility of the United Kingdom: evidence from over 150 years of data 0 0 0 11 0 0 5 44
The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method 0 1 6 50 1 5 21 167
The role of oil and risk shocks in the high‐frequency movements of the term structure of interest rates: Evidence from the U.S. Treasury market 0 0 1 2 0 0 4 7
The role of oil prices in the forecasts of South African interest rates: A Bayesian approach 0 0 1 36 0 0 8 160
The role of partisan conflict in forecasting the U.S. equity premium: A nonparametric approach 0 0 0 4 0 0 2 21
The role of real estate uncertainty in predicting US home sales growth: evidence from a quantiles-based Bayesian model averaging approach 0 0 2 8 0 1 4 28
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 0 0 0 4 0 0 4 37
The role of time‐varying rare disaster risks in predicting bond returns and volatility 0 0 1 5 1 1 6 22
The stock-bond nexus and investors’ behavior in mature and emerging markets 0 0 0 1 0 1 4 7
The synergistic effect of insurance and banking sector activities on economic growth in Africa 0 0 2 18 0 1 4 135
The time-varying correlation between output and prices in the United States over the period 1800–2014 0 0 1 8 1 1 4 68
The time-varying impact of uncertainty shocks on the co-movement of regional housing prices of the United Kingdom 0 0 0 0 1 1 13 13
Threshold effects of inequality on economic growth in the US states: the role of human capital to physical capital ratio 0 0 1 3 0 1 5 19
Time Aggregation and the Contradictions with Causal Relationships: Can Economic Theory Come to the Rescue? 0 0 0 1 0 0 0 2
Time Aggregation, Long-Run Money Demand and the Welfare Cost of Inflation 0 0 0 0 0 0 1 3
Time series analysis of persistence in crude oil price volatility across bull and bear regimes 0 0 1 10 0 0 3 58
Time series effects of dissolved oxygen and nitrogen on Long Island Sound lobster harvest 0 0 0 4 0 1 3 25
Time-Varying Causality between Oil and Commodity Prices in the Presence of Structural Breaks and Nonlinearity - Causalità time-varying tra petrolio e prezzi delle materie prime in presenza di break st 0 0 0 9 0 0 3 112
Time-Varying Effects of Housing and Stock Returns on U.S. Consumption 0 0 0 26 0 0 0 105
Time-Varying Impact of Geopolitical Risks on Oil Prices 1 3 5 32 2 10 23 98
Time-Varying Parameter Four-Equation DSGE Model 0 2 5 5 0 4 10 10
Time-Varying Predictability of Labor Productivity on Inequality in United Kingdom 0 1 1 5 0 1 2 16
Time-Varying Risk Aversion and the Profitability of Carry Trades: Evidence from the Cross-Quantilogram 0 0 0 8 0 0 0 38
Time-Varying Spillovers between Currency and Stock Markets in the USA: Historical Evidence From More than Two Centuries 0 0 0 19 0 0 0 56
Time-Varying effects of extreme weather shocks on output growth of the United States 0 0 1 1 1 4 7 7
Time-Varying impact of uncertainty shocks on macroeconomic variables of the united kingdom: Evidence from over 150 years of monthly data 0 1 2 12 0 1 8 47
Time-frequency relationship between US output with commodity and asset prices 0 0 0 20 1 2 4 74
Time-variation in the persistence of carbon price uncertainty: The role of carbon policy uncertainty 0 0 0 0 0 0 0 0
Time-varying causal relationship between stock market and unemployment in the United Kingdom: Historical evidence from 1855 to 2017 0 0 0 39 0 1 6 126
Time-varying causality between equity and currency returns in the United Kingdom: Evidence from over two centuries of data 0 0 0 8 0 0 1 50
Time-varying causality between research output and economic growth in US 0 0 0 11 0 1 3 61
Time-varying correlations between trade balance and stock prices in the United States over the period 1792 to 2013 2 3 3 8 3 4 7 60
Time-varying efficiency of developed and emerging bond markets: Evidence from long-spans of historical data 0 0 0 8 0 0 1 40
Time-varying evidence of predictability of financial stress in the United States over a century: The role of inequality 0 0 0 5 0 0 1 24
Time-varying impact of monetary policy shocks on US stock returns: The role of investor sentiment 1 1 5 11 3 4 17 42
Time-varying impact of pandemics on global output growth 0 0 0 6 0 1 1 23
Time-varying impact of uncertainty shocks on the US housing market 0 0 0 31 0 0 2 80
Time-varying influence of household debt on inequality in United Kingdom 0 0 0 4 1 1 4 18
Time-varying linkages between tourism receipts and economic growth in South Africa 0 0 0 18 1 3 4 101
Time-varying persistence in US inflation 0 0 0 10 0 2 6 84
Time-varying persistence of inflation: evidence from a wavelet-based approach 0 0 0 18 0 0 4 79
Time-varying predictability of financial stress on inequality in United Kingdom 0 0 0 1 0 0 1 4
Time-varying predictability of oil market movements over a century of data: The role of US financial stress 0 0 0 4 0 1 3 29
Time-varying rare disaster risks, oil returns and volatility 0 0 1 16 4 4 8 96
Time-varying relationship between conventional and unconventional monetary policies and risk aversion: international evidence from time- and frequency-domains 0 1 1 3 0 2 2 14
Time-varying risk aversion and forecastability of the US term structure of interest rates 0 0 1 2 0 0 1 7
Time-varying risk aversion and realized gold volatility 0 0 1 9 1 2 3 46
Time-varying risk aversion and the predictability of bond premia 0 0 0 3 0 0 1 17
Time-varying role of macroeconomic shocks on house prices in the US and UK: evidence from over 150 years of data 1 1 5 26 1 5 19 95
Time-varying spillovers between housing sentiment and housing market in the United States☆ 0 0 0 8 0 1 2 23
Time‐varying causality between bond and oil markets of the United States: Evidence from over one and half centuries of data 0 0 1 2 0 0 4 8
Time‐varying impact of global, region‐, and country‐specific uncertainties on the volatility of international trade 0 0 0 5 0 0 1 20
Time–frequency relationship between US inflation and inflation uncertainty: evidence from historical data 0 0 0 5 1 4 6 30
Trade uncertainties and the hedging abilities of Bitcoin 0 1 2 5 0 1 3 28
Trading behaviour connectedness across commodity markets: Evidence from the hedgers’ sentiment perspective 0 0 0 12 1 3 4 70
Trends and cycles in historical gold and silver prices 0 0 1 21 0 0 4 105
Trust and quality of growth: a note 0 0 0 12 0 0 2 88
U.S. state-level carbon dioxide emissions: Does it affect health care expenditure? 0 0 0 35 2 3 8 165
UK macroeconomic volatility: Historical evidence over seven centuries 0 0 1 3 0 0 1 17
UNCERTAINTY RELATED TO INFECTIOUS DISEASES AND FORECASTABILITY OF THE REALIZED VOLATILITY OF US TREASURY SECURITIES 0 0 0 4 0 0 2 23
US Fiscal Policy and Asset Prices: The Role of Partisan Conflict 0 0 0 4 0 0 2 37
US inflation dynamics on long-range data 0 0 0 4 1 1 2 31
US monetary policy and BRICS stock market bubbles 0 1 1 8 0 2 3 23
Uncertainty and Forecasts of U.S. Recessions 0 0 1 15 0 0 4 62
Uncertainty and crude oil returns 0 0 2 55 0 3 7 219
Uncertainty and daily predictability of housing returns and volatility of the United States: Evidence from a higher-order nonparametric causality-in-quantiles test 0 0 0 2 0 0 0 8
Uncertainty and forecastability of regional output growth in the UK: Evidence from machine learning 0 0 0 1 0 0 0 6
Uncertainty and predictability of real housing returns in the United Kingdom: A regional analysis 0 0 0 2 0 1 3 9
Uncertainty and realized jumps in the pound-dollar exchange rate: evidence from over one century of data 0 0 1 6 0 0 5 15
Uncertainty and tourism in Africa 0 0 0 9 1 1 1 16
Uncertainty due to infectious diseases and forecastability of the realized variance of United States real estate investment trusts: A note 0 0 0 0 0 0 1 7
Unconventional monetary policy shocks in OECD countries: how important is the extent of policy uncertainty? 0 0 1 19 0 0 3 76
Unemployment fluctuations and currency returns in the United Kingdom: Evidence from over one and a half century of data 0 1 2 16 1 6 16 67
Unemployment rate hysteresis and the great recession: exploring the metropolitan evidence 0 0 1 13 1 4 7 60
Using Large Data Sets to Forecast House Prices: A Case Study of Twenty U.S. States 0 0 0 0 0 0 0 0
Using large data sets to forecast sectoral employment 0 0 0 11 0 0 3 58
Valuation Ratios and Stock Return Predictability in South Africa: Is It There? 0 0 0 17 0 0 0 117
Variants of consumption‐wealth ratios and predictability of U.S. government bond risk premia 0 0 0 2 0 0 1 7
Volatility Spillovers between Interest Rates and Equity Markets of Developed Economies 0 0 2 8 0 0 5 55
Volatility connectedness of major cryptocurrencies: The role of investor happiness 0 0 3 19 0 2 13 82
Volatility forecasting with bivariate multifractal models 1 1 1 11 3 4 6 34
Volatility jumps: The role of geopolitical risks 0 0 2 21 1 3 21 86
Volatility spillovers across global asset classes: Evidence from time and frequency domains 1 1 3 28 2 3 11 133
Volatility transmission between Islamic and conventional equity markets: evidence from causality-in-variance test 0 0 1 11 0 0 5 55
Was the recent downturn in US real GDP predictable? 0 0 0 18 0 2 5 111
Wealth‐to‐Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test 0 0 0 7 0 0 0 28
What Can Fifty-Two Collateralizable Wealth Measures Tell Us About Future Housing Market Returns? Evidence from U.S. State-Level Data 0 0 0 5 0 0 0 17
Why must it always be so Real with tax evasion? 0 0 0 2 1 1 2 28
‘Ripple’ Effects in South African House Prices 0 0 0 2 0 0 0 24
“Ripple effects” and forecasting home prices in Los Angeles, Las Vegas, and Phoenix 0 0 0 18 0 0 2 114
Total Journal Articles 91 244 932 13,184 401 1,339 4,502 57,719
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