| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| "Ripple Effects" and Forecasting Home Prices in Los Angeles, Las Vegas, and Phoenix |
0 |
0 |
0 |
109 |
0 |
1 |
15 |
546 |
| "Ripple Effects” and Forecasting Home Prices in Los Angeles, Las Vegas, and Phoenix |
1 |
1 |
1 |
80 |
1 |
1 |
13 |
360 |
| "Ripple" Effects in South African House Prices |
0 |
0 |
0 |
22 |
1 |
2 |
15 |
243 |
| 125 Years of Time-Varying Effects of Fiscal Policy on Financial Markets |
0 |
0 |
0 |
27 |
0 |
2 |
11 |
56 |
| 125 Years of Time-Varying Effects of Fiscal Policy on Financial Markets |
0 |
0 |
0 |
38 |
0 |
0 |
6 |
56 |
| A BVAR Model for the South African Economy |
0 |
0 |
0 |
0 |
1 |
2 |
13 |
564 |
| 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 |
1 |
12 |
301 |
| A Dynamic Factor Model for Forecasting Macroeconomic Variables in South Africa |
0 |
0 |
0 |
124 |
1 |
2 |
11 |
750 |
| A Generic Model of Financial Repression |
0 |
0 |
2 |
198 |
0 |
0 |
10 |
669 |
| A Historical Analysis of the US Stock Price Index using Empirical Mode Decomposition over 1791-2015 |
0 |
0 |
0 |
40 |
0 |
1 |
9 |
114 |
| 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 |
23 |
120 |
| A New-Keynesian DSGE Model for Forecasting the South African Economy |
0 |
0 |
0 |
72 |
2 |
3 |
19 |
916 |
| A Nonlinear Approach for Predicting Stock Returns and Volatility with the Use of Investor Sentiment Indices |
0 |
0 |
0 |
34 |
0 |
1 |
14 |
147 |
| 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 |
7 |
32 |
48 |
| A Note on Investor Happiness and the Predictability of Realized Volatility of Gold |
0 |
0 |
0 |
34 |
0 |
1 |
13 |
60 |
| A Note on Oil Consumption and Growth: The Role of Greenhouse Gases Emissions |
0 |
0 |
0 |
14 |
2 |
2 |
14 |
72 |
| A Note on Oil Price Shocks and the Forecastability of Gold Realized Volatility |
0 |
0 |
0 |
16 |
0 |
1 |
19 |
79 |
| A Note on State-Level Nonlinear Effects of Government Spending Shocks in the US: The Role of Partisan Conflict |
0 |
0 |
0 |
6 |
1 |
3 |
18 |
26 |
| 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 |
8 |
62 |
| 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 |
4 |
7 |
27 |
141 |
| 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 |
162 |
| A Note on the Technology Herd: Evidence from Large Institutional Investors |
0 |
0 |
0 |
6 |
1 |
1 |
8 |
71 |
| A Note on the Time-Varying Impact of Global, Region- and Country-Specific Uncertainties on the Volatility of International Trade |
0 |
0 |
0 |
5 |
0 |
0 |
6 |
66 |
| A Panel Bargaining Model within the Regional Boundaries of the South African Grain Industry |
0 |
0 |
0 |
0 |
0 |
1 |
8 |
98 |
| A Reconsideration of Kuznets Curve across Countries: Evidence from the Co-summability Approach |
0 |
0 |
0 |
12 |
0 |
1 |
16 |
62 |
| A Reinvestigation of the Oil Price and Consumer Price Nexus in South Africa: An Asymmetric Causality Approach |
0 |
0 |
0 |
0 |
1 |
1 |
7 |
142 |
| A Small-Scale DSGE Model for Forecasting the South African Economy |
0 |
0 |
0 |
0 |
0 |
0 |
9 |
468 |
| A Time Series Analysis of Long Island Sound Lobster Fishery |
0 |
0 |
0 |
5 |
0 |
1 |
11 |
77 |
| A Time-Varying Approach of the US Welfare Cost of Inflation |
0 |
0 |
0 |
33 |
0 |
2 |
21 |
183 |
| A Time-Varying Approach of the US Welfare Cost of Inflation |
0 |
0 |
0 |
67 |
1 |
2 |
10 |
197 |
| A Time-Varying Approach to Analysing Fiscal Policy and Asset Prices in South Africa |
0 |
0 |
0 |
13 |
0 |
2 |
7 |
207 |
| A Wavelet Analysis of the Relationship between Oil and Natural Gas Prices |
0 |
0 |
0 |
21 |
0 |
0 |
13 |
95 |
| A historical analysis of the US stock price index using empirical mode decomposition over 1791-2015 |
0 |
0 |
0 |
41 |
0 |
0 |
5 |
59 |
| A robust approach for outlier imputation: Singular Spectrum Decomposition |
0 |
0 |
0 |
9 |
0 |
0 |
14 |
58 |
| AI Revolution and Crash Risks in Technology Stocks |
2 |
6 |
17 |
17 |
5 |
18 |
34 |
34 |
| Active versus Passive Policies of Unemployment: Growth and Public Finance Perspectives |
0 |
0 |
0 |
14 |
0 |
0 |
10 |
1,122 |
| An Analysis of the Relationship between U.S. State Level Carbon Dioxide Emissions and Health Care Expenditure |
0 |
0 |
0 |
54 |
0 |
0 |
14 |
333 |
| 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 |
5 |
70 |
| An Assessment of UK Macroeconomic Volatility: Historical Evidence Using Over Seven Centuries of Data |
0 |
0 |
0 |
41 |
0 |
1 |
27 |
64 |
| An Endogenous Growth Model of a Financially Repressed Small Open Economy |
0 |
0 |
0 |
12 |
0 |
0 |
4 |
227 |
| An In-Sample and Out-of-Sample Empirical Investigation of the Nonlinearity in House Prices of South Africa |
0 |
0 |
0 |
39 |
0 |
0 |
30 |
368 |
| An Investigation of Openness and Economic Growth Using Panel Estimation |
0 |
0 |
0 |
22 |
1 |
1 |
11 |
447 |
| Analysing South Africa's Inflation Persistence Using an ARFIMA Model with Markov-Switching Fractional Differencing Parameter |
0 |
0 |
0 |
33 |
0 |
0 |
8 |
81 |
| Analysing South Africa's Inflation Persistence Using an ARFIMA Model with Markov-Switching Fractional Differencing Parameter |
0 |
0 |
1 |
48 |
2 |
2 |
12 |
168 |
| 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 |
1 |
1 |
9 |
111 |
| Analysing the Predictability of Climate Risks on the Conditional Distributions of Bank Returns and Volatility: An International Perspective |
0 |
0 |
0 |
0 |
0 |
1 |
17 |
33 |
| Analysis of Herding in REITs of an Emerging Market: The Case of Turkey |
0 |
0 |
0 |
24 |
0 |
0 |
9 |
121 |
| Are BRICS Exchange Rates Chaotic? |
0 |
0 |
0 |
39 |
0 |
1 |
15 |
156 |
| Are Health Care Expenditures and Personal Disposable Income Characterised by Asymmetric Behaviour? Evidence from US State-Level Data |
0 |
0 |
0 |
17 |
1 |
1 |
14 |
81 |
| Are House Prices in South Africa Really Non-Stationary? Evidence from SPSM-Based Panel KSS Test with a Fourier Function |
0 |
0 |
0 |
27 |
3 |
4 |
11 |
207 |
| Are Housing Price Cycles Asymmetric? Evidence from the US States and Metropolitan Areas |
0 |
0 |
0 |
24 |
1 |
4 |
21 |
150 |
| Are Multifractal Processes Suited to Forecasting Electricity Price Volatility? Evidence from Australian Intraday Data |
0 |
0 |
0 |
40 |
2 |
2 |
11 |
84 |
| Are Stock Prices Related to Political Uncertainty Index in OECD Countries? Evidence from Bootstrap Panel Causality Test |
0 |
0 |
0 |
24 |
0 |
0 |
13 |
150 |
| Are Stock Prices Related to Political Uncertainty Index in OECD Countries? Evidence from Bootstrap Panel Causality Test |
0 |
0 |
0 |
28 |
0 |
0 |
7 |
241 |
| Are Stock Returns an Inflation Hedge for the UK? Evidence from a Wavelet Analysis Using Over Three Centuries of Data |
0 |
0 |
0 |
69 |
0 |
0 |
15 |
172 |
| Are Uncertainties across the World Convergent? |
0 |
0 |
0 |
21 |
1 |
1 |
14 |
63 |
| Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data |
0 |
0 |
0 |
26 |
1 |
3 |
15 |
112 |
| Are the Effects of Monetary Policy Asymmetric in India? Evidence from a Nonlinear Vector Autoregression Approach |
0 |
0 |
0 |
33 |
0 |
1 |
11 |
296 |
| Are there Asymmetric Causal Relationships between Tourism and Economic Growth in a Panel of G-7 Countries? |
0 |
0 |
0 |
23 |
1 |
1 |
12 |
328 |
| Are there Environmental Kuznets Curves for US State-Level CO2 Emissions? |
0 |
0 |
0 |
80 |
1 |
2 |
15 |
191 |
| Are there Housing Bubbles in South Africa? Evidence from SPSM-Based Panel KSS Test with a Fourier Function |
0 |
0 |
0 |
8 |
0 |
0 |
3 |
153 |
| Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index? |
0 |
0 |
0 |
6 |
0 |
0 |
5 |
82 |
| Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index? |
0 |
0 |
0 |
18 |
1 |
1 |
10 |
178 |
| Are there Multiple Bubbles in the Ethanol-Gasoline Price Ratio of Brazil? |
0 |
0 |
0 |
7 |
2 |
2 |
16 |
94 |
| Assessing the Impact of Climate Risks on Agricultural Commodity Prices in South Africa |
3 |
3 |
15 |
15 |
8 |
14 |
28 |
28 |
| Asymmetric Behaviour in Nominal and Real Housing Prices: Evidence from Advanced and Emerging Economies |
0 |
0 |
0 |
7 |
0 |
1 |
15 |
119 |
| Asymmetric Effects of Inequality on Per Capita Real GDP of the United States |
0 |
0 |
0 |
28 |
0 |
1 |
9 |
201 |
| Asymmetric Granger Causality between Military Expenditures and Economic Growth in Top Six Defense Suppliers |
0 |
0 |
0 |
36 |
0 |
1 |
15 |
231 |
| Asymmetric Information, Tax Evasion and Alternative Instruments of Government Revenue |
0 |
0 |
1 |
170 |
0 |
0 |
13 |
692 |
| Asymmetric dynamics of insurance premium: The impacts of output and economic policy uncertainty |
0 |
0 |
0 |
40 |
0 |
1 |
8 |
197 |
| Bayesian Methods of Forecasting Inventory Investment in South Africa |
0 |
0 |
0 |
44 |
0 |
0 |
8 |
356 |
| Bayesian Spatial Modeling for Housing Data in South Africa |
0 |
0 |
0 |
35 |
0 |
2 |
13 |
132 |
| Bear, Bull, Sidewalk, and Crash: The Evolution of the US Stock Market Using Over a Century of Daily Data |
0 |
0 |
0 |
25 |
1 |
1 |
18 |
51 |
| Bitcoin Mining Activity and Volatility Dynamics in the Power Market |
0 |
0 |
0 |
0 |
0 |
1 |
15 |
55 |
| Bitcoin Prices and the Realized Volatility of US Sectoral Stock Returns |
0 |
0 |
0 |
34 |
0 |
0 |
12 |
43 |
| Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles |
0 |
0 |
0 |
84 |
1 |
1 |
17 |
390 |
| Bubbles in South African House Prices and their Impact on Consumption |
0 |
0 |
0 |
21 |
0 |
0 |
7 |
382 |
| Business Applications and State-Level Stock Market Realized Volatility: A Forecasting Experiment |
0 |
0 |
0 |
18 |
0 |
1 |
11 |
26 |
| COMPARING SOUTH AFRICAN INFLATION VOLATILITY ACROSS MONETARY POLICY REGIMES: AN APPLICATION OF SAPHE CRACKING |
0 |
0 |
0 |
33 |
1 |
2 |
9 |
275 |
| COULD WE HAVE PREDICTED THE RECENT DOWNTURN IN THE SOUTH AFRICAN HOUSING MARKET? |
0 |
0 |
0 |
28 |
2 |
4 |
11 |
370 |
| COVID-19 Pandemic and Investor Herding in International Stock Markets |
0 |
0 |
0 |
64 |
1 |
2 |
17 |
260 |
| CROSS-COUNTRY EVIDENCE ON THE CAUSAL RELATIONSHIP BETWEEN POLICY UNCERTAINTY AND HOUSE PRICES |
0 |
0 |
0 |
19 |
0 |
1 |
18 |
202 |
| Can Debt Ceiling and Government Shutdown Predict US Real Stock Returns? A Boot-strap Rolling-Window Approach |
0 |
0 |
0 |
0 |
0 |
1 |
21 |
159 |
| Can Economic Uncertainty, Financial Stress and Consumer Senti-ments Predict U.S. Equity Premium? |
0 |
0 |
0 |
93 |
0 |
0 |
14 |
143 |
| Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium? |
0 |
0 |
0 |
34 |
0 |
1 |
7 |
254 |
| Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium? |
0 |
0 |
0 |
14 |
0 |
0 |
7 |
94 |
| Can Monetary Policy Lean against Housing Bubbles? |
0 |
0 |
0 |
104 |
0 |
3 |
12 |
244 |
| Can Municipal Bonds Hedge US State-Level Climate Risks? |
0 |
0 |
0 |
8 |
1 |
2 |
12 |
48 |
| Can Volume Predict Bitcoin Returns and Volatility? A Nonparametric Causality-in-Quantiles Approach |
0 |
0 |
0 |
37 |
0 |
3 |
19 |
527 |
| Can Weather Conditions in New York Predict South African Stock Returns? |
0 |
0 |
0 |
33 |
0 |
0 |
15 |
138 |
| Can the Sharia-Based Islamic Stock Market Returns be Forecasted Using Large Number of Predictors and Models? |
0 |
0 |
0 |
15 |
0 |
1 |
16 |
123 |
| Can volume predict Bitcoin returns and volatility? A quantiles-based approach |
0 |
0 |
0 |
1 |
0 |
3 |
20 |
113 |
| Carbon Price Uncertainty-Macroeconomy Mixed-Frequency Spillovers: Evidence from the Frequency-Domain |
0 |
1 |
4 |
10 |
1 |
6 |
27 |
33 |
| Causal Effects of the United States and Japan on Pacific-Rim Stock Markets: Nonparametric Quantile Causality Approach |
0 |
0 |
0 |
14 |
0 |
0 |
11 |
122 |
| Causal Link between Oil Price and Uncertainty in India |
0 |
0 |
0 |
47 |
0 |
0 |
11 |
166 |
| 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 |
17 |
254 |
| Causal relationship between asset prices and output in the US: Evidence from state-level panel Granger causality test |
0 |
0 |
0 |
31 |
0 |
0 |
22 |
287 |
| Causal relationship between nuclear energy consumption and economic growth in the G6 countries: Evidence from panel Granger causality tests |
0 |
0 |
0 |
0 |
0 |
1 |
10 |
215 |
| Causality and Contagion in EMU Sovereign Bonds Revisited: Novel Evidence from Nonlinear Causality Tests |
0 |
0 |
0 |
10 |
0 |
1 |
9 |
77 |
| Causality between Economic Policy Uncertainty across Countries: Evidence from Linear and Nonlinear Tests |
0 |
0 |
0 |
0 |
0 |
0 |
8 |
226 |
| Causality between Exports and Economic Growth in South Africa: Evidence from Linear and Nonlinear Tests |
0 |
0 |
0 |
89 |
1 |
3 |
18 |
662 |
| Causality between Inflation and Inflation Uncertainty in South Africa: Evidence from a Markov-Switching Vector Autoregressive Model |
0 |
0 |
0 |
26 |
1 |
2 |
13 |
204 |
| Causality between Output and Income Inequality across U.S. States: Evidence from a Heterogeneous Mixed Panel Approach |
0 |
0 |
0 |
14 |
0 |
0 |
10 |
62 |
| Causality between Output and Income Inequality across US States: Evidence from a Heterogeneous Mixed Panel Approach |
0 |
0 |
0 |
22 |
0 |
0 |
7 |
96 |
| Causality between Per Capita Real GDP and Income Inequality in the U.S.: Evidence from a Wavelet Analysis |
0 |
0 |
0 |
18 |
1 |
2 |
18 |
95 |
| Causality between Per Capita Real GDP and Income Inequality in the U.S.: Evidence from a Wavelet Analysis |
0 |
0 |
0 |
8 |
0 |
2 |
10 |
75 |
| Causality between Research Output and Economic Growth in BRICS |
0 |
0 |
0 |
0 |
1 |
1 |
13 |
174 |
| Causality between US Economic Policy and Equity Market Uncertainties: Evidence from Linear and Nonlinear Tests |
0 |
0 |
0 |
0 |
1 |
2 |
12 |
209 |
| Chaos in G7 Stock Markets using Over One Century of Data: A Note |
0 |
0 |
0 |
19 |
0 |
2 |
12 |
116 |
| Characterising the South African Business Cycle: Is GDP Difference-Stationary or Trend-Stationary in a Markov-Switching Setup? |
0 |
0 |
0 |
27 |
0 |
0 |
14 |
178 |
| Characterising the South African Business Cycle: Is GDP Difference-Stationary or Trend-Stationary in a Markov-Switching Setup? |
0 |
0 |
0 |
15 |
0 |
1 |
9 |
85 |
| Climate Change and Growth Dynamics |
0 |
0 |
0 |
35 |
2 |
4 |
19 |
81 |
| Climate Change and Inequality |
0 |
0 |
0 |
0 |
0 |
0 |
10 |
44 |
| Climate Policy Uncertainty and Financial Stress: Evidence for China |
0 |
0 |
0 |
12 |
0 |
3 |
26 |
64 |
| Climate Policy Uncertainty and the Forecastability of Inflation |
0 |
0 |
3 |
32 |
1 |
1 |
42 |
65 |
| Climate Risk and the Volatility of Agricultural Commodity Price Fluctuations: A Forecasting Experiment |
0 |
0 |
0 |
0 |
0 |
1 |
18 |
112 |
| Climate Risks and Forecastability of US Inflation: Evidence from Dynamic Quantile Model Averaging |
0 |
0 |
3 |
21 |
1 |
3 |
24 |
54 |
| Climate Risks and Forecastability of the Realized Volatility of Gold and Other Metal Prices |
0 |
0 |
0 |
0 |
1 |
1 |
9 |
59 |
| Climate Risks and Forecastability of the Weekly State-Level Economic Conditions of the United States |
0 |
0 |
0 |
54 |
0 |
2 |
10 |
26 |
| Climate Risks and Forecasting Stock-Market Returns in Advanced Economies Over a Century |
0 |
0 |
0 |
0 |
1 |
1 |
20 |
91 |
| Climate Risks and Happiness: Evidence from the European Union |
7 |
12 |
12 |
12 |
7 |
12 |
12 |
12 |
| Climate Risks and Predictability of Commodity Returns and Volatility: Evidence from Over 750 Years of Data |
0 |
0 |
1 |
43 |
0 |
1 |
14 |
66 |
| Climate Risks and Predictability of Financial Risks in the US Banking Sector |
0 |
1 |
8 |
25 |
1 |
11 |
62 |
79 |
| Climate Risks and Predictability of the Conditional Distributions of Rare Earth Stock Returns and Volatility |
0 |
0 |
1 |
2 |
0 |
1 |
74 |
83 |
| Climate Risks and Predictability of the Trading Volume of Gold: Evidence from an INGARCH Model |
0 |
0 |
0 |
9 |
0 |
1 |
16 |
28 |
| Climate Risks and Prediction of Sectoral REITs Volatility: International Evidence |
0 |
0 |
2 |
10 |
0 |
0 |
28 |
60 |
| Climate Risks and Real Gold Returns over 750 Years |
0 |
0 |
0 |
14 |
0 |
2 |
17 |
29 |
| Climate Risks and Realized Volatility of Major Commodity Currency Exchange Rates |
0 |
0 |
0 |
20 |
1 |
1 |
23 |
124 |
| Climate Risks and State-Level Stock-Market Realized Volatility |
0 |
0 |
0 |
36 |
2 |
3 |
24 |
63 |
| Climate Risks and Stock Market Volatility Over a Century in an Emerging Market Economy: The Case of South Africa |
0 |
0 |
0 |
8 |
3 |
10 |
26 |
105 |
| Climate Risks and U.S. Stock-Market Tail Risks: A Forecasting Experiment Using over a Century of Data |
0 |
0 |
0 |
0 |
1 |
2 |
14 |
92 |
| Climate Risks and the Realized Volatility Oil and Gas Prices: Results of an Out-of-Sample Forecasting Experiment |
0 |
0 |
0 |
0 |
0 |
0 |
19 |
46 |
| Climate Shocks and Unemployment Claims |
0 |
0 |
4 |
4 |
0 |
5 |
54 |
54 |
| Climate Shocks and Wealth Inequality in the United Kingdom: Evidence from Monthly Data |
0 |
0 |
0 |
0 |
1 |
1 |
8 |
29 |
| Climate Uncertainty and Carbon Emissions Prices: The Relative Roles of Transition and Physical Climate Risks |
0 |
0 |
0 |
10 |
0 |
1 |
12 |
75 |
| Commodity Prices and Forecastability of South African Stock Returns Over a Century: Sentiments versus Fundamentals |
0 |
0 |
0 |
22 |
0 |
2 |
21 |
86 |
| Common Business Cycles and Volatilities in US States and MSAs: The Role of Economic Uncertainty |
0 |
0 |
0 |
14 |
0 |
5 |
22 |
176 |
| Common Cycles and Common Trends in the Stock and Oil markets: Evidence from More than 150 Years of Data |
0 |
0 |
0 |
10 |
0 |
0 |
13 |
111 |
| Comovement in Euro Area Housing Prices: A Fractional Cointegration Approach |
0 |
0 |
0 |
22 |
0 |
0 |
9 |
180 |
| Comparing Risk Profiles of International Stock Markets as Functional Data: COVID-19 versus the Global Financial Crisis |
0 |
0 |
0 |
4 |
1 |
1 |
7 |
19 |
| Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa |
0 |
0 |
0 |
33 |
0 |
0 |
7 |
117 |
| Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa |
0 |
0 |
0 |
37 |
0 |
1 |
22 |
290 |
| 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 |
1 |
5 |
26 |
456 |
| Conditional Loss Estimation Using a South African Global Error Correcting Macroeconometric Model |
0 |
0 |
0 |
31 |
0 |
1 |
9 |
233 |
| Contagion between Real Estate and Financial Markets: A Bayesian Quantile-on-Quantile Approach |
0 |
0 |
0 |
15 |
0 |
2 |
21 |
145 |
| Contagion between Real Estate and Financial Markets: A Bayesian Quantile-on-Quantile Approach |
0 |
0 |
0 |
57 |
0 |
4 |
10 |
225 |
| Contagion between Stock and Real Estate Markets: International Evidence from a Local Gaussian Correlation Approach |
0 |
0 |
0 |
23 |
0 |
1 |
24 |
106 |
| Contagious Diseases and Gold: Over 700 Years of Evidence from Quantile Regressions |
0 |
0 |
0 |
0 |
0 |
1 |
8 |
29 |
| Conventional and Unconventional Monetary Policy Rate Uncertainty and Stock Market Volatility: A Forecasting Perspective |
0 |
0 |
0 |
118 |
3 |
8 |
28 |
56 |
| Conventional and Unconventional Monetary Policy Reaction to Uncertainty in Advanced Economies: Evidence from Quantile Regressions |
0 |
0 |
0 |
21 |
1 |
2 |
16 |
119 |
| Convergence Patterns in Sovereign Bond Yield Spreads: Evidence from the Euro Area |
0 |
0 |
0 |
35 |
1 |
2 |
17 |
125 |
| Convergence in Income Inequality: Further Evidence from the Club Clustering Methodology across the U.S. States |
0 |
0 |
0 |
53 |
1 |
3 |
14 |
111 |
| Convergence in Income Inequality: Further Evidence from the Club Clustering Methodology across the U.S. States |
0 |
0 |
0 |
42 |
0 |
1 |
16 |
158 |
| Convergence in Provincial-Level South African House Prices: Evidence from the Club Convergence and Clustering Procedure |
0 |
0 |
0 |
19 |
1 |
1 |
12 |
134 |
| Convergence in U.S. Metropolitan Statistical Areas |
0 |
0 |
0 |
0 |
1 |
1 |
12 |
89 |
| Convergence of Greenhouse Gas Emissions among G7 Countries |
0 |
0 |
0 |
0 |
2 |
2 |
11 |
101 |
| Convergence of Health Care Expenditures across the US States: A Reconsideration |
0 |
0 |
0 |
27 |
0 |
0 |
10 |
107 |
| Convergence of Metropolitan House Prices in South Africa: A Re-Examination Using Efficient Unit Root Tests |
0 |
0 |
0 |
12 |
0 |
1 |
15 |
282 |
| Corporate Earnings Announcements and Stock Market Bubbles |
1 |
2 |
18 |
18 |
4 |
10 |
41 |
41 |
| Costly State Monitoring and Reserve Requirements |
0 |
0 |
0 |
231 |
0 |
1 |
15 |
990 |
| Costly Tax Enforcement and Financial Repression |
0 |
0 |
0 |
7 |
1 |
3 |
9 |
173 |
| Costly Tax Enforcement and Financial Repression: A Reconsideration Using an Endogenous Growth Model |
0 |
0 |
0 |
21 |
0 |
1 |
10 |
160 |
| Could We Have Predicted the Recent Downturn in Home Sales of the Four US Census Regions? |
0 |
0 |
0 |
14 |
1 |
2 |
11 |
173 |
| Country Risk Ratings and Stock Market Returns in BRICS Countries: A Nonlinear Dynamic Approach |
0 |
0 |
0 |
0 |
0 |
1 |
10 |
134 |
| 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 |
0 |
0 |
7 |
155 |
| Credit Standards: A New Predictor of U.S. Stock Market Realized Volatility |
0 |
0 |
14 |
14 |
2 |
3 |
25 |
25 |
| Cross-Border Capital Flows and Return Dynamics in Emerging Stock Markets: Relative Roles of Equity and Debt Flows |
0 |
0 |
0 |
4 |
0 |
1 |
19 |
109 |
| Currency Substitution and Financial Repression |
0 |
0 |
0 |
37 |
0 |
0 |
21 |
252 |
| Current Account Sustainability in G7 and BRICS: Evidence from a Long Memory Model with Structural Breaks |
0 |
0 |
0 |
6 |
1 |
2 |
10 |
178 |
| DGSE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa |
0 |
0 |
0 |
94 |
1 |
1 |
9 |
262 |
| DSGE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa |
0 |
0 |
0 |
46 |
0 |
0 |
9 |
156 |
| DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa |
0 |
0 |
0 |
65 |
1 |
2 |
13 |
94 |
| Date Stamping Historical Oil Price Bubbles: 1876-2014 |
0 |
0 |
0 |
73 |
0 |
0 |
13 |
154 |
| Date stamping historical oil price bubbles: 1876 - 2014 |
0 |
0 |
0 |
75 |
0 |
1 |
15 |
133 |
| Date-stamping US housing market explosivity |
0 |
0 |
0 |
33 |
1 |
3 |
16 |
80 |
| Deglobalization and Foreign Exchange Volatility: The Role of Supply Chain Pressures |
0 |
0 |
9 |
19 |
1 |
5 |
51 |
90 |
| Detecting Predictable Non-linear Dynamics in Dow Jones Industrial Average and Dow Jones Islamic Market Indices using Nonparametric Regressions |
0 |
0 |
0 |
2 |
2 |
3 |
24 |
142 |
| Detection of Multiple Bubbles in South African Electricity Prices |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
75 |
| Development, Poverty and Inequality: A Spatial Analysis of South African Provinces |
0 |
0 |
0 |
0 |
0 |
2 |
16 |
184 |
| 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 |
10 |
130 |
| Differences of Opinion and Stock Market Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach |
0 |
0 |
0 |
20 |
0 |
0 |
15 |
95 |
| Disaggregated Oil Shocks and Stock-Market Tail Risks: Evidence from a Panel of 48 Countries |
0 |
0 |
0 |
4 |
0 |
2 |
17 |
45 |
| 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 |
15 |
128 |
| Do Climate Risks Predict US Housing Returns and Volatility? Evidence from a Quantiles-Based Approach |
0 |
0 |
0 |
15 |
0 |
2 |
11 |
48 |
| Do Commodities Herd? Evidence from a Time-Varying Stochastic Volatility Model |
0 |
0 |
0 |
5 |
1 |
1 |
12 |
77 |
| 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 |
12 |
54 |
| Do House Prices Hedge Inflation in the US? A Quantile Cointegration Approach |
0 |
0 |
0 |
58 |
1 |
2 |
16 |
128 |
| Do House Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-Varying Vector Autoregressive Model |
0 |
0 |
0 |
8 |
1 |
2 |
5 |
414 |
| Do House Prices Impact Consumption and Interest Rate? Evidence from OECD Countries using an Agnostic Identification Procedure |
0 |
0 |
0 |
63 |
2 |
2 |
13 |
413 |
| Do House Prices Impact Consumption and Interest Rate?: Evidence from OECD Countries Using an Agnostic Identification Procedure |
0 |
0 |
0 |
114 |
0 |
1 |
13 |
392 |
| Do Investors in Clean Energy ETFs Herd? The Role of Climate Risks |
0 |
1 |
1 |
9 |
0 |
6 |
26 |
37 |
| Do Leading Indicators Forecast U.S. Recessions? A Nonlinear Re-Evaluation Using Historical Data |
0 |
0 |
0 |
57 |
0 |
3 |
13 |
102 |
| Do Oil-Price Shocks Predict the Realized Variance of U.S. REITs? |
0 |
0 |
0 |
13 |
0 |
3 |
19 |
57 |
| Do Precious Metal Prices Help in Forecasting South African Inflation? |
0 |
0 |
0 |
35 |
0 |
2 |
8 |
96 |
| Do Precious Metal Prices Help in Forecasting South African Inflation? |
0 |
0 |
0 |
41 |
1 |
1 |
9 |
107 |
| Do Precious Metal Prices Help in Forecasting South African Inflation? |
0 |
0 |
0 |
8 |
1 |
2 |
12 |
169 |
| Do Shortages Forecast Aggregate and Sectoral U.S. Stock Market Realized Variance? Evidence from a Century of Data |
0 |
0 |
3 |
8 |
2 |
4 |
35 |
60 |
| Do Stock Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-Varying Vector Autoregressive Model |
0 |
0 |
0 |
23 |
0 |
2 |
15 |
410 |
| Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations |
0 |
0 |
0 |
15 |
0 |
1 |
17 |
113 |
| Do Terror Attacks Affect the Dollar-Pound Exchange Rate? A Nonparametric Causality-in-Quantiles Analysis |
0 |
0 |
0 |
17 |
0 |
3 |
16 |
170 |
| Do Terror Attacks Predict Gold Returns? Evidence from a Quantile-Predictive-Regression Approach |
0 |
0 |
0 |
49 |
0 |
0 |
15 |
117 |
| Do Trend Extraction Approaches Affect Causality Detection in Climate Change Studies? |
0 |
0 |
0 |
27 |
0 |
0 |
7 |
61 |
| Do we need a global VAR model to forecast inflation and output in South Africa? |
0 |
0 |
0 |
26 |
0 |
0 |
9 |
171 |
| Does Bitcoin Hedge Global Uncertainty? Evidence from Wavelet-Based Quantile-in-Quantile Regressions |
0 |
0 |
0 |
31 |
1 |
3 |
21 |
504 |
| Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions |
0 |
0 |
0 |
0 |
2 |
2 |
19 |
117 |
| Does Climate Affect Investments? Evidence from Firms in the United States |
0 |
0 |
1 |
9 |
0 |
0 |
23 |
36 |
| Does Climate Policy Uncertainty Affect Tourism Demand? Evidence from Time-Varying Causality Tests |
0 |
0 |
0 |
21 |
0 |
1 |
17 |
100 |
| Does Country Risks Predict Stock Returns and Volatility? Evidence from a Nonparametric Approach |
0 |
0 |
0 |
11 |
1 |
2 |
11 |
100 |
| Does Debt Ceiling and Government Shutdown Help in Forecasting the US Equity Risk Premium? |
0 |
0 |
0 |
0 |
0 |
1 |
9 |
119 |
| Does Economic Policy Uncertainty Forecast Real Housing Returns in a Panel of OECD Countries? A Bayesian Approach |
0 |
0 |
0 |
50 |
1 |
2 |
16 |
231 |
| Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test |
0 |
0 |
0 |
57 |
0 |
0 |
11 |
251 |
| Does Financial Development Affect Income Inequality in the U.S. States? A Panel Data Analysis |
0 |
0 |
0 |
48 |
0 |
0 |
18 |
255 |
| Does Geopolitical Risks Predict Stock Returns and Volatility of Leading Defense Companies? Evidence from a Nonparametric Approach |
0 |
0 |
0 |
19 |
2 |
5 |
70 |
304 |
| Does Global Economic Uncertainty Matter for the Volatility and Hedging Effectiveness of Bitcoin? |
0 |
0 |
0 |
16 |
1 |
2 |
18 |
265 |
| Does Global Fear Predict Fear in BRICS Stock Markets? Evidence from a Bayesian Graphical VAR Model |
0 |
0 |
0 |
20 |
0 |
1 |
16 |
199 |
| 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 |
1 |
2 |
7 |
81 |
| Does Inequality Help in Forecasting Equity Premium in a Panel of G7 Countries? |
0 |
0 |
0 |
38 |
1 |
1 |
2 |
197 |
| Does Inequality Really Matter in Forecasting Real Housing Returns of the United Kingdom? |
0 |
0 |
0 |
6 |
1 |
1 |
8 |
72 |
| Does Liquidity Risk Explain the Time-Variation in Asset Correlations? Evidence from Stocks, Bonds and Commodities |
0 |
0 |
0 |
9 |
0 |
2 |
14 |
185 |
| Does Mining Activity Drive Crash Risks in Cryptocurrency Markets? An Application to Bitcoin |
0 |
0 |
0 |
12 |
1 |
3 |
37 |
39 |
| 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 |
2 |
15 |
112 |
| Does Sunspot Numbers Cause Global Temperatures? A Reconsideration Using a Non-Parametric Causality Test |
0 |
0 |
0 |
0 |
1 |
1 |
5 |
121 |
| Does Sunspot Numbers Cause Global Temperatures? Evidence from a Frequency Domain Causality Test |
0 |
0 |
0 |
0 |
1 |
1 |
8 |
96 |
| Does Trading Behaviour Converge across Commodity Markets? Evidence from the Perspective of Hedgers’ Sentiment |
0 |
0 |
0 |
2 |
0 |
1 |
8 |
60 |
| Does U.K.’s Real GDP have a Unit Root? Evidence from a Multi-Century Perspective |
0 |
0 |
0 |
40 |
2 |
3 |
24 |
82 |
| Does U.S. Macroeconomic News Make the South African Stock Market Riskier? |
0 |
0 |
0 |
23 |
1 |
1 |
11 |
102 |
| Does U.S. News Impact Asian Emerging Markets? Evidence from Nonparametric Causality-in-Quantiles Test |
0 |
0 |
0 |
25 |
0 |
3 |
14 |
144 |
| Does Uncertainty Move the Gold Price? New Evidence from a Nonparametric Causality-in-Quantiles Test |
0 |
0 |
0 |
17 |
0 |
2 |
23 |
143 |
| Does inequality help in forecasting equity premium in a panel of G7 countries? |
0 |
0 |
0 |
0 |
1 |
2 |
10 |
13 |
| Does the Source of Oil Price Shocks Matter for South African Stock Returns? A Structural VAR Approach |
0 |
0 |
0 |
6 |
0 |
8 |
19 |
232 |
| Does the South African Reserve Bank (SARB) Respond to Oil Price Movements? Historical Evidence from the Frequency Domain |
0 |
0 |
0 |
0 |
0 |
0 |
8 |
153 |
| Drivers of Realized Volatility for South Africa (and the BRIC Countries): Fundamentals versus Sentiment |
0 |
0 |
0 |
0 |
0 |
1 |
9 |
34 |
| Dutch Disease Effect of Oil Rents on Agriculture Value Added in MENA Countries |
0 |
0 |
0 |
0 |
0 |
0 |
13 |
431 |
| Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns |
0 |
0 |
0 |
48 |
0 |
1 |
18 |
115 |
| Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns |
0 |
0 |
0 |
23 |
1 |
2 |
14 |
138 |
| Dynamic Comovements between Housing and Oil Markets in the US over 1859 to 2013: A Note |
0 |
0 |
0 |
48 |
0 |
0 |
7 |
55 |
| Dynamic Connectedness of Uncertainty across Developed Economies: A Time-Varying Approach |
0 |
0 |
0 |
9 |
0 |
1 |
26 |
190 |
| Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility in the United Kingdom |
0 |
0 |
0 |
40 |
0 |
1 |
10 |
102 |
| Dynamic Impact of Unconventional Monetary Policy on International REITs |
0 |
0 |
0 |
19 |
0 |
1 |
15 |
59 |
| Dynamic Impact of the U.S. Monetary Policy on Oil Market Returns and Volatility |
0 |
0 |
0 |
33 |
0 |
0 |
20 |
72 |
| Dynamic Relationship between Oil Price and Inflation in South Africa |
0 |
0 |
0 |
0 |
0 |
1 |
8 |
524 |
| Dynamic Return Connectedness Among Crypto-Mining Technology Firms and Major Cryptocurrencies: The Role of Sentiment Indices |
0 |
0 |
0 |
0 |
0 |
3 |
31 |
70 |
| Dynamic Spillovers in the United States: Stock Market, Housing, Uncertainty and the Macroeconomy |
0 |
0 |
0 |
35 |
0 |
0 |
13 |
606 |
| Dynamic and Asymmetric Response of Inequality to Income Volatility: The Case of the United Kingdom |
0 |
0 |
0 |
11 |
0 |
1 |
9 |
91 |
| ESG Uncertainty and Forecasting Realized Volatility of Gold Returns: A Boosting Approach |
0 |
0 |
0 |
0 |
2 |
3 |
29 |
62 |
| Economic Complexity and Environmental Impact using a Neural-Network Embedded Semiparametric Mixture of Experts Model |
3 |
9 |
11 |
11 |
4 |
18 |
21 |
21 |
| Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor versus National Factor in a GARCH-MIDAS Model |
0 |
0 |
0 |
3 |
0 |
2 |
11 |
26 |
| Economic Disasters and Inequality |
0 |
0 |
0 |
40 |
0 |
8 |
18 |
28 |
| Economic Policy Uncertainty and Bank-Level Stock Returns Volatility of the United States: A Mixed-Frequency Perspective |
0 |
0 |
6 |
28 |
2 |
7 |
69 |
102 |
| Economic Policy Uncertainty and Herding Behavior: Evidence from the South African Housing Market |
0 |
0 |
0 |
0 |
0 |
0 |
18 |
161 |
| Economic Policy Uncertainty and Insurance |
0 |
0 |
0 |
29 |
1 |
1 |
9 |
295 |
| Economic Policy Uncertainty and Stock Market Returns in Pacific-Rim Countries: Evidence based on a Bayesian Panel VAR Model |
0 |
0 |
0 |
39 |
0 |
0 |
18 |
384 |
| Effect of High Yielding Variety of Seeds in the State of West Bengal: An Empirical Quest |
0 |
0 |
0 |
0 |
0 |
0 |
9 |
1,729 |
| Effect of Rare Disaster Risks on Crude Oil: Evidence from El Nino from Over 140 Years of Data |
0 |
0 |
0 |
11 |
1 |
4 |
23 |
61 |
| Effect of Temperature on the Spread of Contagious Diseases: Evidence from over 2000 Years of Data |
0 |
0 |
0 |
10 |
0 |
1 |
13 |
36 |
| Effect of Uncertainty on U.S. Stock Returns and Volatility: Evidence from Over Eighty Years of High-Frequency Data |
0 |
0 |
0 |
19 |
0 |
0 |
12 |
98 |
| Effectiveness of Monetary Policy in the Euro Area: The Role of US Economic Policy Uncertainty |
0 |
0 |
0 |
91 |
0 |
1 |
22 |
284 |
| Effects of Climate Risks on Financial Stress: Evidence from Asia-Pacific Countries |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
24 |
| 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 |
8 |
144 |
| Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation |
0 |
0 |
0 |
44 |
0 |
0 |
5 |
131 |
| Effects of Energy Consumption, Agricultural Trade and Productivity on Carbon Emissions in Nigeria: A Quantile Regression Approach |
0 |
0 |
0 |
0 |
1 |
2 |
17 |
23 |
| Effects of Geopolitical Risks on Trade Flows: Evidence from the Gravity Model |
0 |
0 |
0 |
18 |
4 |
8 |
40 |
250 |
| Efficiency in BRICS Currency Markets using Long-Spans of Data: Evidence from Model-Free Tests of Directional Predictability |
0 |
0 |
0 |
19 |
0 |
1 |
13 |
113 |
| Efficiency in South African Agriculture: A Two-Stage Fuzzy Approach |
0 |
0 |
0 |
83 |
0 |
1 |
10 |
104 |
| El Nino and Forecastability of Oil-Price Realized Volatility |
0 |
0 |
0 |
0 |
0 |
7 |
13 |
69 |
| El Nino, La Nina, and Forecastability of the Realized Variance of Agricultural Commodity Prices: Evidence from a Machine Learning Approach |
0 |
0 |
0 |
0 |
1 |
2 |
16 |
66 |
| El Nino, La Nina, and the Forecastability of the Realized Variance of Heating Oil Price Movements |
0 |
0 |
0 |
0 |
1 |
3 |
14 |
41 |
| Electricity Sales and Forecasting of Stock Market Realized Volatility: A State-Level Analysis of the United States |
2 |
2 |
13 |
13 |
5 |
5 |
38 |
38 |
| Endogenous Capital and the Output Cost of Taxation in HANK |
2 |
4 |
25 |
25 |
4 |
9 |
28 |
28 |
| Endogenous Fluctuations in an Endogenous Growth Model with Inflation Targeting |
0 |
0 |
0 |
51 |
0 |
0 |
9 |
125 |
| Endogenous Long-Term Productivity Performance in Advanced Countries: A Novel Two-Dimensional Fuzzy-Monte Carlo Approach |
0 |
0 |
0 |
7 |
0 |
0 |
20 |
58 |
| Endogenous Tax Evasion and Reserve Requirements: A Comparative Study in the Context of European Economies |
0 |
0 |
0 |
72 |
1 |
1 |
14 |
343 |
| Energy Demand in South Africa: Is it Asymmetric? |
0 |
0 |
0 |
0 |
0 |
0 |
8 |
72 |
| Energy Efficiency Drivers in South Africa: 1965-2014 |
0 |
0 |
0 |
27 |
0 |
0 |
10 |
57 |
| Energy Efficiency of Selected OECD Countries: A Slacks Based Model with Undesirable Outputs |
0 |
0 |
0 |
33 |
0 |
1 |
10 |
109 |
| Energy Market Uncertainties and Exchange Rate Volatility: A GARCH-MIDAS Approach |
0 |
0 |
0 |
10 |
0 |
2 |
17 |
36 |
| Energy Market Uncertainties and Gold Return Volatility: A GARCH-MIDAS Approach |
0 |
0 |
0 |
2 |
0 |
1 |
24 |
33 |
| Energy Market Uncertainties and US State-Level Stock Market Volatility: A GARCH-MIDAS Approach |
0 |
0 |
0 |
11 |
1 |
3 |
28 |
40 |
| Energy Transportation Uncertainty and Global Economic Activity: State-Dependent Evidence from Multivariate Quantile-on-Quantile Regressions |
7 |
8 |
8 |
8 |
9 |
14 |
14 |
14 |
| Energy-Related Uncertainty and International Stock Market Volatility |
0 |
0 |
0 |
7 |
0 |
2 |
29 |
56 |
| Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests |
0 |
0 |
0 |
30 |
0 |
1 |
20 |
105 |
| Estimating U.S. Housing Price Network Connectedness: Evidence from Dynamic Elastic Net, Lasso, and Ridge Vector Autoregressive Models |
0 |
0 |
0 |
22 |
0 |
1 |
18 |
148 |
| Estimating U.S. Housing Price Network Connectedness: Evidence from Dynamic Elastic Net, Lasso, and Ridge Vector Autoregressive Models |
0 |
0 |
4 |
64 |
2 |
3 |
36 |
240 |
| 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 |
7 |
192 |
| Evidence of Persistence in U.S. Short and Long-Term Interest Rates Using Long-Span Monthly and Annual Data |
0 |
0 |
0 |
16 |
0 |
1 |
10 |
49 |
| Evolution of Monetary Policy in the US: The Role of Asset Prices |
0 |
0 |
0 |
71 |
1 |
1 |
20 |
160 |
| Evolution of Monetary Policy in the US: The Role of Asset Prices |
0 |
0 |
0 |
30 |
0 |
2 |
13 |
121 |
| Evolution of Price Effects After One-Day of Abnormal Returns in the US Stock Market |
0 |
0 |
0 |
3 |
0 |
15 |
46 |
110 |
| Evolution of the Monetary Transmission Mechanism in the US: The Role of Asset Returns |
0 |
0 |
0 |
73 |
0 |
0 |
19 |
109 |
| Evolving United States Stock Market Volatility: The Role of Conventional and Unconventional Monetary Policies |
0 |
0 |
0 |
22 |
2 |
3 |
24 |
121 |
| Exchange Rate Predictability with Nine Alternative Models for BRICS Countries |
0 |
0 |
0 |
23 |
2 |
2 |
19 |
124 |
| Exchange Rate Puzzles: A Review of the Recent Theoretical and Empirical Developments |
0 |
0 |
0 |
81 |
1 |
1 |
14 |
344 |
| Exchange Rate Returns and Volatility: The Role of Time-Varying Rare Disaster Risks |
0 |
0 |
0 |
19 |
0 |
0 |
5 |
91 |
| Extreme Weather Shocks and State-Level Inflation of the United States |
0 |
0 |
0 |
5 |
1 |
1 |
22 |
70 |
| FORECASTING REAL US HOUSE PRICE: PRINCIPAL COMPONENTS VERSUS BAYESIAN REGRESSIONS |
0 |
0 |
0 |
81 |
1 |
1 |
12 |
457 |
| FORECASTING THE RAND-DOLLAR AND RAND-POUND EXCHANGE RATES USING DYNAMIC MODEL AVERAGING |
0 |
0 |
0 |
40 |
2 |
2 |
15 |
508 |
| Financial Inclusion and Gender Inequality in sub-Saharan Africa |
0 |
0 |
0 |
23 |
0 |
3 |
18 |
112 |
| Financial Liberalisation and the Effectiveness of Monetary Policy on House Prices in South Africa |
0 |
0 |
0 |
48 |
1 |
1 |
7 |
409 |
| Financial Liberalization and Inflationary Dynamics |
0 |
0 |
0 |
136 |
0 |
1 |
5 |
396 |
| Financial Liberalization and Inflationary Dynamics in the Context of a Small Open Economy |
0 |
0 |
1 |
163 |
1 |
1 |
11 |
416 |
| Financial Liberalization and Inflationary Dynamics in the Context of a Small Open Economy |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
136 |
| Financial Liberalization and Inflationary Dynamics: An Open Economy Analysis |
0 |
0 |
0 |
147 |
0 |
0 |
13 |
390 |
| Financial Liberalization and a Possible Growth-Inflation Trade-Off |
0 |
0 |
0 |
40 |
1 |
1 |
6 |
342 |
| Financial Liberalization and the Dynamics of Inflation, the Nominal Exchange Rate and the Terms of Trade |
0 |
0 |
0 |
0 |
0 |
0 |
11 |
201 |
| Financial Liberalization with Productive Public Expenditure and A Curb Market |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
175 |
| Financial Liberalization: A Myth or a Miracle Cure? |
0 |
0 |
0 |
0 |
2 |
2 |
12 |
281 |
| Financial Market Liberalization, Monetary Policy, and Housing Price Dynamics |
0 |
0 |
0 |
33 |
0 |
1 |
15 |
383 |
| Financial Market Liberalization, Monetary Policy, and Housing Price Dynamics |
0 |
0 |
0 |
144 |
0 |
1 |
21 |
520 |
| Financial Stress and Realized Volatility: The Case of Agricultural Commodities |
0 |
0 |
0 |
4 |
0 |
0 |
14 |
29 |
| 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 |
1 |
13 |
142 |
| Financial Turbulence, Systemic Risk and the Predictability of Stock Market Volatility |
0 |
0 |
0 |
23 |
1 |
3 |
25 |
125 |
| Financial Uncertainty and Gold Market Volatility: Evidence from a GARCH-MIDAS Approach with Variable Selection |
0 |
0 |
0 |
8 |
0 |
1 |
20 |
65 |
| Financial Variables and the Out-of-Sample Forecastability of the Growth Rate of Indian Industrial Production |
0 |
0 |
0 |
25 |
1 |
1 |
5 |
130 |
| Financial Vulnerability and Volatility in Emerging Stock Markets: Evidence from GARCH-MIDAS Models |
0 |
0 |
0 |
33 |
2 |
4 |
25 |
127 |
| Firm-Level Inflationary Expectations in South Africa: The Role of Oil Supply News Shocks |
0 |
0 |
10 |
10 |
2 |
4 |
11 |
11 |
| Firm-Level Political Risk and Asymmetric Volatility |
0 |
0 |
0 |
10 |
0 |
1 |
12 |
69 |
| Firm-level Business Uncertainty and the Predictability of the Aggregate U.S. Stock Market Volatility during the COVID-19 Pandemic |
0 |
0 |
0 |
17 |
2 |
3 |
14 |
58 |
| Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience |
0 |
0 |
0 |
23 |
0 |
0 |
15 |
198 |
| Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience |
0 |
0 |
0 |
38 |
0 |
0 |
13 |
237 |
| Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience |
0 |
0 |
0 |
27 |
1 |
2 |
9 |
137 |
| Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience |
0 |
0 |
0 |
42 |
0 |
1 |
18 |
231 |
| Fiscal Policy and Stock Markets at the Effective Lower Bound |
0 |
0 |
0 |
10 |
1 |
2 |
17 |
43 |
| Fisher Variables and Income Inequality in the BRICS |
0 |
0 |
0 |
3 |
1 |
2 |
11 |
48 |
| Forecastability of Agricultural Commodity Futures Realised Volatility with Daily Infectious Disease-Related Uncertainty |
0 |
0 |
0 |
0 |
0 |
5 |
19 |
24 |
| Forecasting (Good and Bad) Realized Exchange-Rate Volatility: Is there a Role for Realized Skewness and Kurtosis? |
0 |
0 |
0 |
20 |
0 |
0 |
9 |
96 |
| Forecasting Accuracy Evaluation of Tourist Arrivals: Evidence from Parametric and Non-Parametric Techniques |
0 |
0 |
0 |
18 |
0 |
0 |
8 |
108 |
| Forecasting Aggregate Retail Sales: The Case of South Africa |
0 |
0 |
0 |
35 |
0 |
0 |
5 |
333 |
| Forecasting Aggregate Retail Sales: The Case of South Africa |
0 |
0 |
1 |
48 |
0 |
1 |
25 |
281 |
| Forecasting Bitcoin Returns: Is there a Role for the U.S. – China Trade War? |
0 |
0 |
0 |
61 |
0 |
2 |
36 |
186 |
| Forecasting Changes of Economic Inequality: A Boosting Approach |
0 |
0 |
0 |
25 |
2 |
2 |
11 |
111 |
| Forecasting Charge-Off Rates with a Panel Tobit Model: The Role of Uncertainty |
0 |
0 |
0 |
7 |
0 |
0 |
7 |
69 |
| Forecasting China’s Foreign Exchange Reserves Using Dynamic Model Averaging: The Role of Macroeconomic Fundamentals, Financial Stress and Economic Uncertainty |
0 |
0 |
0 |
102 |
1 |
1 |
14 |
230 |
| Forecasting Core Inflation: The Case of South Africa |
0 |
0 |
2 |
75 |
2 |
5 |
30 |
342 |
| Forecasting Core Inflation: The Case of South Africa |
0 |
0 |
0 |
29 |
0 |
2 |
12 |
109 |
| Forecasting Equity Premium in a Panel of OECD Countries: The Role of Economic Policy Uncertainty |
0 |
0 |
0 |
56 |
0 |
3 |
22 |
250 |
| Forecasting GDP with Oil Price Shocks: A Mixed-Frequency Time-Varying Perspective |
1 |
2 |
4 |
27 |
1 |
3 |
24 |
32 |
| Forecasting Gold Returns Volatility Over 1258-2023: The Role of Moments |
0 |
0 |
0 |
4 |
0 |
18 |
39 |
86 |
| Forecasting Growth-at-Risk of the United States: Housing Price versus Housing Sentiment or Attention |
0 |
0 |
0 |
10 |
2 |
6 |
34 |
61 |
| Forecasting Home Sales in the Four Census Regions and the Aggregate US Economy Using Singular Spectrum Analysis |
0 |
0 |
0 |
17 |
0 |
0 |
5 |
110 |
| Forecasting House Prices for the Four Census Regions and the Aggregate US Economy: The Role of a Data-Rich Environment |
0 |
0 |
0 |
31 |
2 |
3 |
11 |
220 |
| Forecasting Indian Macroeconomic Variables Using Medium-Scale VAR Models |
0 |
0 |
0 |
0 |
0 |
0 |
11 |
278 |
| Forecasting Inflation in an Inflation Targeting Economy: Structural Versus Non-Structural Models |
0 |
0 |
0 |
41 |
0 |
0 |
8 |
89 |
| Forecasting Interest Rate Volatility of the United Kingdom: Evidence from over 150 Years of Data |
0 |
0 |
0 |
0 |
0 |
2 |
10 |
104 |
| Forecasting International Financial Stress: The Role of Climate Risks |
0 |
0 |
0 |
17 |
1 |
1 |
11 |
63 |
| Forecasting International REITs Volatility: The Role of Oil-Price Uncertainty |
0 |
0 |
0 |
23 |
0 |
1 |
9 |
65 |
| Forecasting Key Macroeconomic Variables of the South African Economy Using Bayesian Variable Selection |
0 |
0 |
0 |
17 |
1 |
2 |
11 |
355 |
| Forecasting Key Macroeconomic Variables of the South African Economy: A Small Open Economy New Keynesian DSGE-VAR Model |
0 |
0 |
0 |
93 |
1 |
4 |
17 |
756 |
| Forecasting Key US Macroeconomic Variables with a Factor-Augmented Qual VAR |
0 |
0 |
0 |
62 |
2 |
3 |
9 |
198 |
| Forecasting Local Currency Bond Risk Premia of Emerging Markets: The Role of Cross-Country Macro-Financial Linkages |
0 |
0 |
0 |
34 |
1 |
3 |
16 |
120 |
| Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs |
0 |
0 |
0 |
144 |
1 |
1 |
7 |
654 |
| Forecasting Macroeconomic Variables in a Small Open Economy: A Comparison between Small- and Large-Scale Models |
0 |
0 |
0 |
70 |
2 |
5 |
15 |
889 |
| Forecasting More than Three Centuries of Economic Growth of the United Kingdom: The Role of Climate Risks |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
42 |
| Forecasting Multivariate Volatilities with Exogenous Predictors: An Application to Industry Diversification Strategies |
0 |
0 |
0 |
14 |
0 |
0 |
29 |
64 |
| 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 |
3 |
22 |
43 |
| Forecasting Natural Gas Futures Price Volatility of the United States: National versus State-Level Climate Concern Indexes |
0 |
0 |
0 |
0 |
1 |
1 |
29 |
29 |
| Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes |
0 |
0 |
0 |
29 |
0 |
0 |
9 |
182 |
| Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes |
0 |
0 |
0 |
16 |
0 |
2 |
7 |
177 |
| Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes |
0 |
0 |
0 |
23 |
0 |
2 |
14 |
234 |
| Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes |
1 |
1 |
1 |
36 |
1 |
3 |
10 |
214 |
| Forecasting Oil Price Volatility of the United States: The Role of State-Level Climate Concern Indexes |
0 |
0 |
0 |
0 |
1 |
1 |
21 |
21 |
| Forecasting Oil Price over 150 Years: The Role of Tail Risks |
0 |
0 |
0 |
29 |
1 |
1 |
19 |
123 |
| Forecasting Oil Volatility Using a GARCH-MIDAS Approach: The Role of Global Economic Conditions |
0 |
0 |
0 |
27 |
1 |
2 |
33 |
269 |
| Forecasting Oil and Gold Volatilities with Sentiment Indicators Under Structural Breaks |
0 |
0 |
0 |
23 |
2 |
5 |
18 |
101 |
| Forecasting Oil and Stock Returns with a Qual VAR using over 150 Years of Data |
0 |
0 |
0 |
55 |
0 |
1 |
10 |
171 |
| 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 |
1 |
10 |
53 |
| 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 |
2 |
2 |
15 |
132 |
| Forecasting Output Growth using a DSGE-Based Decomposition of the South African Yield Curve |
0 |
0 |
0 |
25 |
1 |
4 |
10 |
116 |
| Forecasting Power of Infectious Diseases-Related Uncertainty for Gold Realized Volatility |
0 |
0 |
0 |
0 |
0 |
1 |
7 |
61 |
| Forecasting Real House Price of the U.S.: An Analysis Covering 1890 to 2012 |
0 |
0 |
0 |
0 |
1 |
3 |
10 |
114 |
| Forecasting Real Housing Price Returns of the United States using Machine Learning: The Role of Climate Risks |
0 |
0 |
0 |
0 |
0 |
1 |
22 |
52 |
| Forecasting Realized Gold Volatility: Is there a Role of Geopolitical Risks? |
0 |
0 |
0 |
9 |
2 |
4 |
27 |
129 |
| Forecasting Realized Oil-Price Volatility: The Role of Financial Stress and Asymmetric Loss |
0 |
0 |
0 |
0 |
0 |
5 |
17 |
166 |
| Forecasting Realized Stock-Market Volatility: Do Industry Returns have Predictive Value? |
0 |
0 |
0 |
32 |
1 |
4 |
32 |
78 |
| Forecasting Realized US Stock Market Volatility: Is there a Role for Economic Policy Uncertainty? |
0 |
1 |
3 |
26 |
2 |
5 |
25 |
64 |
| Forecasting Realized Volatility of Bitcoin Returns: Tail Events and Asymmetric Loss |
0 |
0 |
0 |
0 |
0 |
0 |
12 |
170 |
| Forecasting Realized Volatility of Bitcoin: The Role of the Trade War |
0 |
0 |
0 |
54 |
0 |
1 |
32 |
153 |
| Forecasting Realized Volatility of International REITs: The Role of Realized Skewness and Realized Kurtosis |
0 |
0 |
0 |
11 |
0 |
2 |
19 |
69 |
| Forecasting Realized Volatility of State-Level Stock Markets of the United States: The Role of Sentiment |
0 |
1 |
14 |
14 |
3 |
10 |
27 |
27 |
| Forecasting Returns of Major Cryptocurrencies: Evidence from Regime-Switching Factor Models |
0 |
0 |
0 |
19 |
0 |
1 |
28 |
79 |
| Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation |
0 |
0 |
0 |
44 |
0 |
0 |
22 |
298 |
| Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation |
0 |
0 |
0 |
66 |
0 |
0 |
10 |
177 |
| Forecasting South African Macroeconomic Data with a Nonlinear DSGE Model |
0 |
0 |
0 |
69 |
1 |
2 |
12 |
271 |
| Forecasting South African Macroeconomic Variables with a Markov-Switching Small Open-Economy Dynamic Stochastic General Equilibrium Model |
0 |
0 |
0 |
34 |
1 |
1 |
9 |
96 |
| Forecasting South African Macroeconomic Variables with a Markov-Switching Small Open-Economy Dynamic Stochastic General Equilibrium Model |
0 |
0 |
0 |
60 |
0 |
0 |
16 |
175 |
| Forecasting Spot and Futures Price Volatility of Agricultural Commodities: The Role of Climate-Related Migration Uncertainty |
0 |
0 |
0 |
24 |
7 |
27 |
70 |
120 |
| Forecasting State- and MSA-Level Housing Returns of the US: The Role of Mortgage Default Risks |
0 |
0 |
0 |
23 |
0 |
1 |
13 |
74 |
| Forecasting Stock Market (Realized) Volatility in the United Kingdom: Is There a Role for Economic Inequality? |
0 |
0 |
0 |
26 |
1 |
1 |
8 |
69 |
| Forecasting Stock Market Volatility with Regime-Switching GARCH-MIDAS: The Role of Geopolitical Risks |
0 |
0 |
0 |
80 |
0 |
3 |
29 |
170 |
| Forecasting Stock Returns Volatility of the G7 Over Centuries: The Role of Climate Risks |
0 |
0 |
0 |
5 |
0 |
2 |
17 |
51 |
| 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 |
13 |
79 |
| Forecasting The Volatility of Natural Gas Price using Machine Learning: Fundamentals versus Moments |
0 |
0 |
0 |
0 |
1 |
5 |
25 |
30 |
| Forecasting U.S. Aggregate Stock Market Excess Return: Do Functional Data Analysis Add Economic Value? |
0 |
0 |
0 |
0 |
1 |
1 |
15 |
51 |
| Forecasting U.S. Recessions Using Over 150 Years of Data: Stock-Market Moments versus Oil-Market Moments |
0 |
0 |
0 |
12 |
0 |
1 |
16 |
36 |
| Forecasting US GNP Growth: The Role of Uncertainty |
0 |
0 |
0 |
53 |
0 |
0 |
19 |
204 |
| Forecasting US Output Growth with Large Information Sets |
0 |
0 |
0 |
0 |
1 |
1 |
10 |
85 |
| Forecasting US Real House Price Returns over 1831-2013: Evidence from Copula Models |
0 |
0 |
0 |
50 |
1 |
1 |
10 |
82 |
| Forecasting US Real Private Residential Fixed Investment Using a Large Number of Predictors |
0 |
0 |
0 |
49 |
0 |
1 |
17 |
170 |
| Forecasting Volatility and Co-volatility of Crude Oil and Gold Futures: Effects of Leverage, Jumps, Spillovers, and Geopolitical Risks |
0 |
0 |
0 |
28 |
1 |
5 |
31 |
174 |
| Forecasting Volatility of Commodity, Currency, and Stock Markets: Evidence from Markov Switching Multifractal Models |
0 |
0 |
0 |
8 |
0 |
2 |
19 |
41 |
| Forecasting the Artificial Intelligence Index Returns: A Hybrid Approach |
0 |
0 |
0 |
10 |
1 |
1 |
14 |
52 |
| 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 |
9 |
16 |
| Forecasting the Price of Gold |
0 |
0 |
0 |
26 |
0 |
8 |
30 |
311 |
| Forecasting the Price of Gold Using Dynamic Model Averaging |
0 |
0 |
0 |
19 |
1 |
2 |
28 |
309 |
| Forecasting the Probability of Recessions in South Africa: The Role of Decomposed Term-Spread and Economic Policy Uncertainty |
0 |
0 |
0 |
39 |
1 |
2 |
9 |
115 |
| 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 |
1 |
12 |
44 |
| Forecasting the Realized Variance of Oil-Price Returns: A Disaggregated Analysis of the Role of Uncertainty and Geopolitical Risk |
0 |
0 |
0 |
0 |
0 |
0 |
13 |
48 |
| Forecasting the Realized Volatility of Agricultural Commodity Prices: Does Sentiment Matter? |
0 |
0 |
0 |
0 |
0 |
2 |
9 |
80 |
| Forecasting the South African Economy with Gibbs Sampled BVECMs |
0 |
0 |
0 |
0 |
0 |
1 |
12 |
208 |
| Forecasting the South African Economy with VARs and VECMs |
0 |
0 |
0 |
0 |
1 |
12 |
25 |
397 |
| Forecasting the South African Economy: A DSGE-VAR Approach |
0 |
0 |
0 |
9 |
1 |
2 |
11 |
74 |
| Forecasting the South African Economy: A DSGE-VAR Approach |
0 |
0 |
0 |
116 |
0 |
2 |
10 |
596 |
| Forecasting the South African Economy: A DSGE-VAR Approach |
0 |
0 |
0 |
0 |
0 |
0 |
9 |
17 |
| Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality |
0 |
0 |
0 |
45 |
0 |
1 |
6 |
130 |
| Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality |
0 |
0 |
0 |
17 |
0 |
0 |
9 |
59 |
| Forecasting the Term Structure of Interest Rates of the BRICS: Evidence from a Nonparametric Functional Data Analysis |
0 |
0 |
0 |
28 |
1 |
1 |
16 |
133 |
| Forecasting the U.S. Real House Price Index |
0 |
0 |
0 |
51 |
1 |
1 |
23 |
274 |
| Forecasting the U.S. Real House Price Index |
0 |
0 |
0 |
31 |
0 |
0 |
12 |
133 |
| Forecasting the U.S. Real House Price Index |
0 |
0 |
1 |
46 |
0 |
0 |
8 |
85 |
| Forecasting the U.S. Real House Price Index |
0 |
0 |
0 |
48 |
0 |
0 |
10 |
163 |
| Forecasting the US CPI: Does Nonlinearity Matter? |
0 |
0 |
0 |
24 |
0 |
0 |
10 |
128 |
| Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals |
0 |
0 |
0 |
173 |
1 |
1 |
10 |
612 |
| Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals |
0 |
0 |
1 |
187 |
1 |
1 |
12 |
717 |
| Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals |
0 |
0 |
0 |
112 |
2 |
2 |
12 |
492 |
| Forecasting the US Real Private Residential Fixed Investment Using Large Number of Predictors |
0 |
0 |
0 |
38 |
0 |
2 |
21 |
258 |
| Forecasting the Volatility of Crude Oil: The Role of Uncertainty and Spillovers |
0 |
0 |
0 |
7 |
0 |
0 |
9 |
27 |
| Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching |
0 |
0 |
0 |
54 |
0 |
2 |
16 |
171 |
| Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching |
0 |
0 |
1 |
28 |
0 |
1 |
9 |
127 |
| Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching |
0 |
0 |
0 |
71 |
0 |
4 |
11 |
341 |
| Forecasting the volatility of the dow jones islamic stock market index: Long memory vs. regime switching |
0 |
0 |
0 |
25 |
0 |
0 |
16 |
138 |
| Forecasting using a Nonlinear DSGE Model |
0 |
0 |
0 |
64 |
0 |
0 |
18 |
112 |
| Forecasting with Second-Order Approximations and Markov Switching DSGE Models |
0 |
0 |
0 |
41 |
0 |
1 |
11 |
101 |
| Forecasting with second-order approximations and Markov-switching DSGE models |
0 |
0 |
0 |
70 |
0 |
1 |
21 |
175 |
| Frequency-Dependent Real-Time Effects of Uncertainty in the United States: Evidence from Daily Data |
0 |
0 |
0 |
37 |
0 |
0 |
15 |
138 |
| From Search to Signal: Dynamic Spillovers Between Biodiversity Attention and Climate Attention in South Africa |
1 |
3 |
14 |
14 |
2 |
16 |
29 |
29 |
| From Supply-Chain Disruptions to Speculative Exuberance: How Energy Transportation Uncertainty Drives Oil Price Bubbles |
0 |
0 |
22 |
22 |
8 |
10 |
29 |
29 |
| GARCHX-NoVaS: A Model-Free Approach to Incorporate Exogenous Variables |
0 |
0 |
0 |
1 |
0 |
2 |
14 |
28 |
| GARCHX-NoVaS: A Model-free Approach to Incorporate Exogenous Variables |
0 |
0 |
0 |
16 |
0 |
1 |
11 |
27 |
| Gasoline Prices and Presidential Approval Ratings of the United States |
0 |
0 |
0 |
6 |
0 |
7 |
74 |
106 |
| Geopolitical Risk and Forecastability of Tail Risk in the Oil Market: Evidence from Over a Century of Monthly Data |
0 |
0 |
0 |
5 |
2 |
5 |
38 |
96 |
| Geopolitical Risk and Inflation Spillovers across European and North American Economies |
0 |
0 |
0 |
38 |
2 |
3 |
21 |
86 |
| Geopolitical Risks and Historical Exchange Rate Volatility of the BRICS |
0 |
0 |
0 |
7 |
1 |
4 |
38 |
197 |
| Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note |
0 |
0 |
0 |
9 |
0 |
0 |
22 |
122 |
| Geopolitical Risks and Oil Returns Volatility: A GARCH-MIDAS Approach |
0 |
0 |
0 |
7 |
0 |
3 |
27 |
60 |
| Geopolitical Risks and Recessions in a Panel of Advanced Economies: Evidence from Over a Century of Data |
0 |
0 |
0 |
44 |
0 |
1 |
9 |
95 |
| Geopolitical Risks and Stock Market Dynamics of the BRICS |
0 |
0 |
0 |
31 |
1 |
2 |
29 |
290 |
| 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 |
0 |
3 |
24 |
160 |
| Geopolitical Risks and the High-Frequency Movements of the US Term Structure of Interest Rates |
0 |
0 |
0 |
0 |
0 |
1 |
15 |
60 |
| Geopolitical Risks and the Oil-Stock Nexus Over 1899-2016 |
0 |
0 |
0 |
44 |
3 |
5 |
27 |
187 |
| Geopolitical Risks and the Predictability of Regional Oil Returns and Volatility |
0 |
0 |
0 |
15 |
2 |
3 |
26 |
143 |
| Geopolitical Risks, Returns and Volatility in Emerging Stock Markets: Evidence from a Panel GARCH Model |
0 |
0 |
0 |
8 |
1 |
7 |
46 |
241 |
| Giant Oil Discoveries and Conflicts |
0 |
0 |
0 |
22 |
0 |
0 |
9 |
80 |
| Global Crises and Gold as a Safe Haven: Evidence from Over Seven and a Half Centuries of Data |
0 |
0 |
0 |
23 |
1 |
3 |
31 |
128 |
| 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 |
1 |
3 |
9 |
42 |
| Global Financial Cycle and the Predictability of Oil Market Volatility: Evidence from a GARCH-MIDAS Model |
0 |
0 |
0 |
18 |
1 |
3 |
15 |
125 |
| Globalization, Long Memory, and Real Interest Rate Convergence: A Historical Perspective |
0 |
0 |
0 |
32 |
0 |
1 |
8 |
57 |
| Gold Futures Returns and Realized Moments: A Forecasting Experiment Using a Quantile-Boosting Approach |
0 |
0 |
0 |
27 |
0 |
1 |
19 |
94 |
| Gold and the Global Financial Cycle |
0 |
0 |
0 |
0 |
1 |
1 |
12 |
144 |
| Gold, Platinum and the Predictability of Bond Risk Premia |
0 |
0 |
0 |
36 |
0 |
1 |
14 |
91 |
| Gold-Oil Dependence Dynamics and the Role of Geopolitical Risks: Evidence from a Markov-Switching Time-Varying Copula Model |
0 |
0 |
0 |
23 |
2 |
4 |
26 |
163 |
| Gold-to-Platinum Price Ratio and the Predictability of Bubbles in Financial Markets |
0 |
0 |
0 |
26 |
0 |
2 |
17 |
57 |
| Government Effectiveness and Covid-19 Pandemic |
0 |
0 |
0 |
0 |
0 |
1 |
21 |
152 |
| Greek Economic Policy Uncertainty: Does it Matter for the European Union? |
0 |
0 |
0 |
20 |
0 |
0 |
16 |
110 |
| Growth Dynamics, Multiple Equilibria, and Local Indeterminacy in an Endogenous Growth Model of Money, Banking and Inflation Targeting |
0 |
0 |
0 |
43 |
0 |
0 |
13 |
99 |
| Growth Volatility and Inequality in the U.S.: A Wavelet Analysis |
0 |
0 |
0 |
8 |
1 |
1 |
17 |
99 |
| Growth Volatility and Inequality in the U.S.: A Wavelet Analysis |
0 |
0 |
0 |
42 |
0 |
3 |
17 |
117 |
| Growth-Effects of Inflation Targeting: The Role of Financial Sector Development |
0 |
0 |
0 |
102 |
1 |
1 |
15 |
766 |
| HOUSE PRICES AND BALANCE OF TRADE DYNAMICS IN SOUTH AFRICA: EVIDENCE FROM AN AGNOSTIC IDENTIFICATION PROCEDURE |
0 |
0 |
0 |
11 |
0 |
0 |
8 |
123 |
| Half-Life Deviations from PPP in the SADC |
0 |
0 |
0 |
11 |
0 |
1 |
11 |
313 |
| Halloween Effect in Developed Stock Markets: A US Perspective |
0 |
0 |
0 |
27 |
1 |
2 |
19 |
113 |
| Has Oil Pirce Predicted Stock Returns for Over a Century? |
0 |
0 |
0 |
81 |
0 |
0 |
35 |
294 |
| Has oil price predicted stock returns for over a century? |
0 |
1 |
1 |
47 |
0 |
1 |
14 |
100 |
| Has the SARB Become More Effective Post Inflation Targeting? |
0 |
0 |
0 |
11 |
0 |
2 |
12 |
326 |
| 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 |
2 |
29 |
66 |
| Herding Behaviour in the Cryptocurrency Market |
0 |
0 |
0 |
38 |
1 |
3 |
25 |
340 |
| Herding Spillover Effects in US REIT Sectors |
0 |
0 |
1 |
1 |
1 |
1 |
28 |
28 |
| Herding in International REITs Markets around the COVID-19 Pandemic |
0 |
0 |
0 |
14 |
0 |
0 |
7 |
39 |
| 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 |
5 |
25 |
63 |
| 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 |
1 |
15 |
99 |
| 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 |
1 |
9 |
59 |
| High-Frequency Predictability of Housing Market Movements of the United States: The Role of Economic Sentiment |
0 |
0 |
0 |
4 |
0 |
1 |
10 |
45 |
| High-Frequency Volatility Forecasting of US Housing Markets |
0 |
0 |
0 |
30 |
0 |
4 |
14 |
114 |
| Historical Evolution of Monthly Anomalies in International Stock Markets |
0 |
0 |
0 |
26 |
0 |
0 |
18 |
69 |
| Historical Forecasting of Interest Rate Mean and Volatility of the United States: Is there a Role of Uncertainty? |
0 |
0 |
0 |
0 |
0 |
0 |
11 |
42 |
| Historical Volatility of Advanced Equity Markets: The Role of Local and Global Crises |
0 |
0 |
0 |
0 |
1 |
2 |
9 |
38 |
| House Price Synchronization across the US States: The Role of Structural Oil Shocks |
0 |
0 |
0 |
3 |
0 |
0 |
8 |
43 |
| House Price, Stock Price and Consumption in South Africa: A Structural VAR Approach |
0 |
0 |
0 |
13 |
1 |
1 |
36 |
325 |
| House Prices and Economic Growth in South Africa: Evidence from Provincial-Level Data |
0 |
0 |
0 |
34 |
0 |
1 |
15 |
356 |
| House Values and Proximity to a Landfill: A Quantile Regression Framework |
0 |
0 |
0 |
17 |
1 |
1 |
10 |
104 |
| House Values and Proximity to a Landfill: A Quantile Regression Framework |
0 |
0 |
1 |
27 |
0 |
0 |
18 |
157 |
| Housing Market Spillovers in South Africa: Evidence from an Estimated Small Open Economy DSGE Model |
0 |
0 |
0 |
76 |
1 |
1 |
10 |
216 |
| 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 |
16 |
39 |
| Housing Search Activity and Quantiles-Based Predictability of Housing Price Movements in the United States |
0 |
0 |
0 |
8 |
0 |
0 |
13 |
33 |
| Housing and the Business Cycle in South Africa |
0 |
0 |
0 |
31 |
0 |
1 |
16 |
212 |
| Housing and the Business Cycle in South Africa |
0 |
0 |
0 |
45 |
0 |
0 |
10 |
295 |
| Housing and the Great Depression |
0 |
0 |
0 |
69 |
0 |
2 |
27 |
586 |
| Housing and the Great Depression |
0 |
0 |
0 |
58 |
0 |
0 |
19 |
145 |
| Housing and the Great Depression |
0 |
0 |
0 |
17 |
0 |
0 |
12 |
170 |
| How Connected is the Oil-Bank Network? Firm-Level and High-Frequency Evidence |
0 |
0 |
0 |
19 |
0 |
0 |
16 |
66 |
| How Independent are the South African Reserve Bank’s Monetary Policy Decisions? Evidence from a Global New-Keynesian DSGE Model |
0 |
0 |
0 |
27 |
0 |
1 |
15 |
317 |
| How do Housing Returns in Emerging Countries Respond to Oil Shocks? A MIDAS Touch |
0 |
0 |
0 |
29 |
0 |
1 |
14 |
162 |
| Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting |
0 |
0 |
0 |
23 |
2 |
6 |
21 |
78 |
| Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting |
0 |
0 |
2 |
46 |
0 |
1 |
22 |
94 |
| Hydroelectricity Consumption and Economic Growth Nexus: Evidence from a Panel of Ten Largest Hydroelectricity Consumers |
0 |
0 |
0 |
0 |
2 |
2 |
11 |
190 |
| 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 |
12 |
269 |
| Identifying Asymmetries between Socially Responsible and Conventional Investments |
0 |
0 |
0 |
13 |
0 |
0 |
6 |
106 |
| Identifying Periods of US Housing Market Explosivity |
0 |
0 |
0 |
7 |
0 |
0 |
7 |
82 |
| Identifying Periods of US Housing Market Explosivity |
0 |
0 |
0 |
21 |
1 |
1 |
13 |
140 |
| Identifying Periods of US Housing Market Explosivity |
0 |
0 |
0 |
18 |
1 |
2 |
17 |
84 |
| Identifying a financial conditions index for South Africa |
0 |
0 |
0 |
12 |
0 |
0 |
17 |
204 |
| 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 |
18 |
72 |
| Impact of Climate Change on South Africa: Evidence from a DSGE Model |
2 |
4 |
30 |
30 |
6 |
12 |
48 |
48 |
| Impact of Housing Policy Uncertainty on Herding Behavior: Evidence from UK's Regional Housing Markets |
0 |
0 |
0 |
6 |
1 |
1 |
8 |
69 |
| Impact of Oil Price Volatility on State-Level Consumption of the United States: The Role of Oil Dependence |
0 |
0 |
0 |
9 |
0 |
0 |
11 |
34 |
| Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach |
0 |
0 |
0 |
33 |
1 |
1 |
9 |
194 |
| Impact of Volatility and Equity Market Uncertainty on Herd Behavior: Evidence from UK REITs |
0 |
0 |
0 |
20 |
0 |
0 |
18 |
115 |
| Impact of Volatility and Equity Market Uncertainty on Herd Behaviour: Evidence from UK REITs |
0 |
0 |
0 |
14 |
1 |
1 |
16 |
85 |
| Implied Skewness of the Treasury Yield: A New Predictor for Stock Market Bubbles |
0 |
0 |
10 |
10 |
1 |
23 |
58 |
58 |
| Income Inequality and Economic Growth: A Re-Examination of Theory and Evidence |
0 |
0 |
0 |
72 |
2 |
3 |
30 |
334 |
| Income Inequality and House Prices across US States |
0 |
0 |
0 |
9 |
1 |
1 |
14 |
36 |
| Income Inequality and House Prices across US States |
0 |
0 |
1 |
20 |
1 |
1 |
6 |
54 |
| Income Inequality and Oil Resources: Panel Evidence from the United States |
0 |
0 |
0 |
2 |
0 |
2 |
15 |
51 |
| Income Inequality: A State-by-State Complex Network Analysis |
0 |
0 |
0 |
3 |
1 |
3 |
20 |
88 |
| Income Inequality: A State-by-State Complex Network Analysis |
0 |
0 |
0 |
25 |
0 |
0 |
9 |
96 |
| Income Inequality: A State-by-State Complex Network Analysis |
0 |
0 |
0 |
64 |
0 |
0 |
16 |
120 |
| Incorporating Economic Policy Uncertainty in US Equity Premium Models: A Nonlinear Predictability Analysis |
0 |
0 |
0 |
38 |
2 |
2 |
9 |
113 |
| Infectious Disease-Related Uncertainty and the Safe-Haven Characteristic of US Treasury Securities |
0 |
0 |
0 |
3 |
0 |
3 |
14 |
84 |
| Infectious Diseases-Related Uncertainty and the Predictability of Foreign Exchange and Bitcoin Futures Realised Volatility |
0 |
0 |
0 |
0 |
0 |
0 |
10 |
41 |
| Inflation Aversion and the Growth-Inflation Relationship |
0 |
0 |
0 |
0 |
0 |
1 |
16 |
75 |
| Inflation Dynamics in Uganda: A Quantile Regression Approach |
0 |
0 |
0 |
36 |
0 |
0 |
34 |
89 |
| Inflation Dynamics in Uganda: A Quantile Regression Approach |
0 |
0 |
1 |
39 |
0 |
0 |
14 |
83 |
| Inflation Forecasts and Forecaster Herding: Evidence from South African Survey Data |
0 |
0 |
0 |
21 |
1 |
1 |
8 |
73 |
| Inflation Forecasts and Forecaster Herding: Evidence from South African Survey Data |
0 |
0 |
0 |
54 |
1 |
1 |
8 |
76 |
| Inflation-Growth Nexus in Africa: Evidence from a Pooled CCE Multiple Regime Panel Smooth Transition Model |
0 |
0 |
0 |
37 |
0 |
0 |
14 |
188 |
| Inflation-Inequality Puzzle: Is it Still Apparent? |
0 |
0 |
0 |
14 |
0 |
1 |
13 |
54 |
| 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 |
1 |
1 |
4 |
6 |
2 |
2 |
25 |
36 |
| 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 |
1 |
8 |
0 |
0 |
22 |
33 |
| Information Entropy, Continuous Improvement, and US Energy Performance: A Novel Stochastic-Entropic Analysis for Ideal Solutions (SEA-IS) |
0 |
0 |
0 |
8 |
0 |
1 |
12 |
56 |
| Information Spillover across International Real Estate Investment Trusts: Evidence from an Entropy-Based Network Analysis |
0 |
0 |
0 |
6 |
1 |
2 |
12 |
134 |
| Insurance Activity and Economic Performance: Fresh Evidence from Asymmetric Panel Causality Tests |
0 |
0 |
0 |
26 |
0 |
2 |
10 |
169 |
| Insurance-Growth Nexus in Africa |
0 |
0 |
0 |
57 |
0 |
2 |
7 |
262 |
| Integration and Risk Transmission in the Market for Crude Oil: A Time-Varying Parameter Frequency Connectedness Approach |
0 |
0 |
0 |
158 |
7 |
15 |
84 |
631 |
| Interest Rate Uncertainty and the Predictability of Bank Revenues |
0 |
0 |
0 |
7 |
1 |
3 |
16 |
46 |
| Interest Rate Uncertainty and the Predictability of Bank Revenues |
0 |
0 |
0 |
14 |
0 |
2 |
11 |
41 |
| International Monetary Policy Spillovers: Evidence from a TVP-VAR |
0 |
0 |
0 |
93 |
1 |
4 |
34 |
278 |
| International Stock Return Predictability: Is the Role of U.S. Time-Varying? |
0 |
0 |
0 |
21 |
0 |
0 |
9 |
101 |
| International Stock Return Predictability: Is the Role of U.S. Time-Varying? |
0 |
0 |
1 |
32 |
0 |
0 |
14 |
179 |
| Intertemporal portfolio allocation and hedging demand: An application to South Africa |
0 |
0 |
0 |
0 |
0 |
1 |
6 |
199 |
| Investment Adjustment Costs and Growth Dynamics |
0 |
0 |
10 |
10 |
0 |
1 |
21 |
21 |
| Investor Confidence and Forecastability of US Stock Market Realized Volatility: Evidence from Machine Learning |
0 |
0 |
0 |
24 |
0 |
0 |
15 |
81 |
| Investor Happiness and Predictability of the Realized Volatility of Oil Price |
0 |
0 |
0 |
21 |
3 |
3 |
19 |
50 |
| Investor Sentiment Connectedness: Evidence from Linear and Nonlinear Causality Approaches |
0 |
0 |
0 |
28 |
0 |
0 |
15 |
163 |
| Investor Sentiment and (Anti-)Herding in the Currency Market: Evidence from Twitter Feed Data |
0 |
0 |
0 |
12 |
1 |
2 |
13 |
108 |
| Investor Sentiment and Crash Risk in Safe Havens |
0 |
0 |
0 |
21 |
0 |
0 |
17 |
147 |
| Investor Sentiment and Dollar-Pound Exchange Rate Returns: Evidence from Over a Century of Data Using a Cross-Quantilogram Approach |
0 |
0 |
0 |
9 |
0 |
0 |
14 |
82 |
| Investor Sentiment and Multi-Scale Positive and Negative Stock Market Bubbles in a Panel of G7 Countries |
0 |
0 |
0 |
5 |
0 |
0 |
11 |
39 |
| Investors' Uncertainty and Forecasting Stock Market Volatility |
0 |
0 |
0 |
24 |
0 |
0 |
9 |
65 |
| Is Economic Policy Uncertainty Related to Suicide Rates? Evidence from the United States |
0 |
0 |
0 |
22 |
0 |
2 |
20 |
109 |
| Is Gold an Inflation-Hedge? Evidence from an Interrupted Markov-Switching Cointegration Model |
0 |
0 |
0 |
11 |
0 |
0 |
15 |
95 |
| Is Inflation Persistence Different in Reality? |
0 |
0 |
0 |
22 |
0 |
2 |
16 |
122 |
| Is Real Interest Rate a Monetary Phenomenon in Advanced Economies? Time-Varying Evidence from Over 700 Years of Data |
0 |
0 |
0 |
38 |
0 |
1 |
10 |
82 |
| Is Real Per Capita State Personal Income Stationary? New Nonlinear, Asymmetric Panel-Data Evidence |
0 |
0 |
0 |
24 |
0 |
0 |
9 |
106 |
| Is Real Per Capita State Personal Income Stationary? New Nonlinear, Asymmetric Panel-Data Evidence |
0 |
0 |
0 |
67 |
0 |
1 |
5 |
126 |
| Is Real Per Capita State Personal Income Stationary? New Nonlinear, Asymmetric Panel-Data Evidence |
0 |
0 |
0 |
23 |
0 |
0 |
15 |
66 |
| 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 |
0 |
12 |
147 |
| Is Wine a Good Choice for Investment? |
0 |
0 |
0 |
22 |
1 |
1 |
14 |
156 |
| Is Wine a Safe-Haven? Evidence from a Nonparametric Causality-in-Quantiles Test |
0 |
0 |
0 |
22 |
0 |
2 |
9 |
126 |
| Is a DFM Well-Suited in Forecasting Regional House Price Inflation? |
0 |
0 |
0 |
34 |
0 |
0 |
7 |
221 |
| Is the Housing Market in the United States Really Weakly-Efficient? |
0 |
0 |
0 |
13 |
0 |
0 |
10 |
69 |
| Is the Permanent Income Hypothesis Really Well-Suited for Forecasting? |
0 |
0 |
0 |
13 |
1 |
2 |
12 |
182 |
| Is the Rand Really Decoupled from Economic Fundamentals? |
0 |
0 |
0 |
13 |
0 |
0 |
14 |
119 |
| Is the Response of the Bank of England to Exchange Rate Movements Frequency-Dependent? |
0 |
0 |
0 |
30 |
0 |
0 |
8 |
117 |
| Is the South African Reserve Bank Influenced by Exchange Rates when Setting Interest Rates? |
0 |
0 |
0 |
0 |
1 |
1 |
10 |
99 |
| 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 |
1 |
14 |
256 |
| 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 |
14 |
301 |
| Is there a National Housing Market Bubble Brewing in the United States? |
0 |
0 |
0 |
30 |
0 |
2 |
12 |
200 |
| Is there a National Housing Market Bubble Brewing in the United States? |
0 |
0 |
0 |
56 |
0 |
0 |
8 |
153 |
| Is there an Environmental Kuznets Curve for South Africa? A Co-Summability Approach Using a Century of Data |
0 |
0 |
0 |
43 |
0 |
0 |
5 |
182 |
| Jumps Beyond the Realms of Cricket: India’s Performance in One Day Internationals and Stock Market Movements |
0 |
0 |
0 |
10 |
0 |
0 |
5 |
135 |
| Jumps in Energy and Non-Energy Commodities |
0 |
0 |
0 |
15 |
0 |
0 |
10 |
49 |
| Jumps in Geopolitical Risk and the Cryptocurrency Market: The Singularity of Bitcoin |
0 |
0 |
0 |
61 |
0 |
1 |
32 |
179 |
| Kuznets Curve for the US: A Reconsideration Using Cosummability |
0 |
0 |
0 |
46 |
0 |
0 |
22 |
162 |
| LPPLS Bubble Indicators over Two Centuries of the S&P 500 Index |
0 |
0 |
0 |
0 |
4 |
11 |
83 |
323 |
| Linkages between Financial Sector CDS Spreads and Macroeconomic Influence in a Nonlinear Setting |
0 |
0 |
0 |
5 |
0 |
0 |
13 |
133 |
| Linkages between financial sector CDS spreads and macroeconomic influence in a nonlinear setting |
0 |
0 |
0 |
0 |
1 |
1 |
10 |
14 |
| Linking Global Economic Dynamics to a South African-Specific Credit Risk Correlation Model |
0 |
0 |
0 |
34 |
0 |
3 |
12 |
395 |
| Linking U.S. State-Level Housing Market Returns and the Consumption-(Dis)Aggregate Wealth Ratio |
0 |
0 |
0 |
0 |
0 |
0 |
8 |
26 |
| Local Currency Bond Risk Premia of Emerging Markets: The Role of Local and Global Factors |
0 |
0 |
0 |
9 |
1 |
3 |
19 |
97 |
| Long- and Short-Run Relationships between House and Stock Prices in South Africa: A Nonparametric Approach |
0 |
0 |
0 |
13 |
2 |
2 |
10 |
266 |
| Long-Memory Modeling and Forecasting: Evidence from the U.S. Historical Series of Inflation |
0 |
0 |
0 |
32 |
1 |
2 |
13 |
128 |
| Long-Run Movement and Predictability of Bond Spread for BRICS and PIIGS: The Role of Economic, Financial and Political Risks |
0 |
0 |
0 |
16 |
0 |
0 |
8 |
79 |
| Long-Span Multi-Layer Spillovers between Moments of Advanced Equity Markets: The Role of Climate Risks |
0 |
0 |
0 |
5 |
0 |
1 |
10 |
28 |
| MACRO SHOCKS AND HOUSE PRICES IN SOUTH AFRICA |
0 |
0 |
0 |
24 |
0 |
0 |
13 |
184 |
| METROPOLITAN HOUSE PRICES IN INDIA: DO THEY CONVERGE? |
0 |
0 |
0 |
18 |
0 |
0 |
7 |
183 |
| Machine Learning Forecasting of U.S. Stock Market Volatility: The Role of Stock and Oil Bubbles |
0 |
0 |
24 |
24 |
2 |
18 |
39 |
39 |
| Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty |
0 |
0 |
0 |
15 |
0 |
2 |
21 |
151 |
| Machine Learning and the Forecastability of Cross-Sectional Realized Variance: The Role of Realized Moments |
0 |
0 |
1 |
19 |
1 |
1 |
29 |
42 |
| Macro Shocks and Real US Stock Prices with Special Focus on the "Great Recession" |
0 |
0 |
0 |
11 |
1 |
3 |
18 |
199 |
| Macroeconomic Shocks and Changing Dynamics of the U.S. REITs Sector |
0 |
0 |
0 |
40 |
1 |
1 |
10 |
118 |
| Macroeconomic Surprises and Stock Returns in South Africa |
0 |
0 |
0 |
67 |
0 |
1 |
21 |
347 |
| Macroeconomic Surprises and Stock Returns in South Africa |
0 |
0 |
0 |
30 |
0 |
1 |
14 |
153 |
| Macroeconomic Uncertainty Connections across the US States: Evidence from a Bayesian Graphical Structural VAR (BGSVAR) Model |
0 |
0 |
0 |
6 |
1 |
1 |
14 |
119 |
| Macroeconomic Uncertainty and the Comovement in Buying versus Renting in the United States |
0 |
0 |
0 |
36 |
0 |
0 |
6 |
100 |
| Macroeconomic Uncertainty, Growth and Inflation in the Eurozone: A Causal Approach |
0 |
0 |
0 |
65 |
1 |
1 |
10 |
79 |
| Macroeconomic Variables and South African Stock Return Predictability |
0 |
0 |
0 |
63 |
2 |
2 |
13 |
393 |
| Manager Sentiment and Stock Market Volatility |
0 |
0 |
0 |
29 |
0 |
0 |
11 |
140 |
| Market Efficiency of Baltic Stock Markets: A Fractional Integration Approach |
0 |
0 |
0 |
20 |
0 |
1 |
29 |
166 |
| Market Microstructure Approach to the Exchange Rate Determination Puzzle |
0 |
0 |
0 |
52 |
0 |
0 |
14 |
534 |
| Measuring Co-Dependencies of Economic Policy Uncertainty in Latin American Countries using Vine Copulas |
0 |
0 |
0 |
16 |
0 |
1 |
9 |
174 |
| Measuring the Welfare Cost of Inflation in South Africa |
0 |
0 |
0 |
0 |
0 |
0 |
9 |
265 |
| Measuring the Welfare Cost of Inflation in South Africa: A Reconsideration |
0 |
0 |
0 |
16 |
1 |
7 |
21 |
281 |
| Merger and Acquisitions in South African Banking: A Network DEA Model |
0 |
0 |
0 |
105 |
0 |
0 |
22 |
228 |
| Military Expenditure, Economic Growth and Structural Instability: A Case Study of South Africa |
0 |
0 |
0 |
12 |
1 |
3 |
15 |
250 |
| Misalignment in the Growth-Maximizing Policies under Alternative Assumptions of Tax Evasion |
0 |
0 |
0 |
25 |
1 |
2 |
13 |
161 |
| Mixed Frequency Machine Learning Forecasting of the Growth of Real Gross Fixed Capital Formation in the United States: The Role of Extreme Weather Conditions |
0 |
0 |
0 |
6 |
2 |
6 |
36 |
53 |
| Modeling Persistence of Carbon Emission Allowance Prices |
0 |
0 |
0 |
38 |
2 |
3 |
11 |
107 |
| Modeling U.S. Historical Time-Series Prices and Inflation Using Various Linear and Nonlinear Long-Memory Approaches |
0 |
0 |
0 |
28 |
0 |
0 |
8 |
59 |
| Modeling U.S. Historical Time-Series Prices and Inflation Using Various Linear and Nonlinear Long-Memory Approaches |
0 |
0 |
0 |
65 |
0 |
0 |
33 |
80 |
| Modeling and Forecasting Carbon Dioxide Emission Allowance Spot Price Volatility: Multifractal vs. GARCH-Type Volatility Models |
0 |
0 |
0 |
40 |
0 |
0 |
7 |
72 |
| Modeling and Forecasting Carbon Dioxide Emission Allowance Spot Price Volatility: Multifractal vs. GARCH-type Volatility Models |
0 |
0 |
0 |
37 |
0 |
1 |
16 |
133 |
| Modeling and Forecasting Crude Oil Price Volatility: Evidence from Historical and Recent Data |
0 |
0 |
0 |
121 |
0 |
2 |
12 |
214 |
| Modeling and forecasting crude oil price volatility: Evidence from historical and recent data |
0 |
1 |
1 |
134 |
0 |
2 |
17 |
376 |
| Modeling the Presidential Approval Ratings of the United States using Machine-Learning: Does Climate Policy Uncertainty Matter? |
0 |
0 |
0 |
8 |
0 |
1 |
24 |
51 |
| 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 |
14 |
313 |
| Modelling Long Memory Volatility in the Bitcoin Market: Evidence of Persistence and Structural Breaks |
0 |
0 |
0 |
151 |
0 |
3 |
16 |
671 |
| Modelling Preferences of South African Grain Farmers for Adopting Derivative Contracts Using Discrete Choice Models |
0 |
0 |
0 |
0 |
1 |
1 |
8 |
187 |
| Modelling and Forecasting the Metical-Rand Exchange Rate |
0 |
0 |
0 |
39 |
0 |
0 |
7 |
998 |
| Modelling monetary policy in South Africa: Focus on inflation targeting era using a simple learning rule |
0 |
0 |
0 |
186 |
0 |
0 |
22 |
949 |
| Moments-Based Spillovers across Gold and Oil Markets |
0 |
0 |
0 |
17 |
0 |
0 |
22 |
111 |
| Monetary Policy Reaction Functions of the TICKs: A Quantile Regression Approach |
0 |
0 |
0 |
42 |
0 |
0 |
16 |
110 |
| Monetary Policy Reaction to Uncertainty in Japan: Evidence from a Quantile-on-Quantile Interest Rate Rule |
0 |
0 |
0 |
25 |
0 |
0 |
15 |
110 |
| Monetary Policy Shocks and Multi-Scale Positive and Negative Bubbles in an Emerging Country: The Case of India |
0 |
0 |
0 |
17 |
1 |
1 |
19 |
40 |
| Monetary Policy Uncertainty Spillovers in Time- and Frequency-Domains |
0 |
0 |
0 |
26 |
1 |
2 |
23 |
88 |
| Monetary Policy Uncertainty and Volatility Jumps in Advanced Equity Markets |
0 |
0 |
0 |
9 |
1 |
1 |
13 |
87 |
| Monetary Policy and Bubbles in G7 Economies: Evidence from a Panel VAR Approach |
0 |
0 |
0 |
26 |
1 |
1 |
8 |
72 |
| Monetary Policy and Bubbles in US REITs |
0 |
0 |
0 |
64 |
0 |
0 |
7 |
212 |
| Monetary Policy and Financial Frictions in a Small Open-Economy Model for Uganda |
0 |
0 |
0 |
52 |
1 |
2 |
14 |
167 |
| Monetary Policy and Financial Frictions in a Small Open-Economy Model for Uganda |
0 |
0 |
0 |
115 |
0 |
1 |
8 |
260 |
| Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Mode |
0 |
0 |
0 |
72 |
1 |
3 |
16 |
349 |
| Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Model |
0 |
0 |
0 |
133 |
1 |
3 |
32 |
408 |
| Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Model |
0 |
0 |
0 |
43 |
0 |
1 |
8 |
261 |
| Monetary Policy and Speculative Spillovers in Financial Markets |
0 |
0 |
0 |
15 |
0 |
0 |
8 |
61 |
| Monetary Policy, Financial Frictions and Structural Changes: A Markov-Switching DSGE Approach |
0 |
0 |
0 |
102 |
1 |
1 |
16 |
154 |
| Monetary Policy, Financial Frictions and Structural Changes: A Markov-Switching DSGE approach |
0 |
0 |
2 |
99 |
0 |
0 |
18 |
261 |
| Mortgage Default Risks and High-Frequency Predictability of the US Housing Market: A Reconsideration |
0 |
0 |
0 |
22 |
0 |
0 |
6 |
64 |
| Movements in International Bond Markets: The Role of Oil Prices |
0 |
0 |
0 |
28 |
1 |
1 |
12 |
201 |
| Movements in Real Estate Uncertainty in the United States: The Role of Oil Shocks |
0 |
0 |
0 |
22 |
0 |
0 |
6 |
44 |
| Multi-Horizon Financial and Housing Wealth Effects across the U.S. States |
0 |
0 |
0 |
11 |
0 |
0 |
12 |
49 |
| 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 |
0 |
0 |
12 |
33 |
| Multi-Moment and Multilayer Analysis of Connectedness among Clean, Brown, and Technology ETFs: The Role of Climate Risk |
0 |
0 |
1 |
7 |
0 |
0 |
16 |
23 |
| Multi-Task Forecasting of the Realized Volatilities of Agricultural Commodity Prices |
0 |
0 |
0 |
1 |
0 |
1 |
14 |
27 |
| Near-Rational Expectations: How Far are Surveys from Rationality? |
0 |
0 |
0 |
42 |
1 |
1 |
5 |
104 |
| Near-Rational Expectations: How Far are Surveys from Rationality? |
0 |
0 |
0 |
19 |
1 |
1 |
15 |
82 |
| Network Analysis of Economic and Financial Uncertainties in Advanced Economies: Evidence from Graph-Theory |
0 |
0 |
0 |
23 |
1 |
1 |
25 |
108 |
| Network Causality Structures among Bitcoin and other Financial Assets: A Directed Acyclic Graph Approach |
0 |
0 |
0 |
33 |
0 |
1 |
21 |
225 |
| News Implied Volatility and the Stock-Bond Nexus: Evidence from Historical Data for the USA and the UK Markets |
0 |
0 |
0 |
29 |
0 |
2 |
26 |
143 |
| OPEC News Announcement Effect on Volatility in the Crude Oil Market: A Reconsideration |
0 |
0 |
0 |
33 |
0 |
1 |
26 |
162 |
| OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning |
0 |
0 |
0 |
18 |
0 |
0 |
10 |
84 |
| OPEC News and Jumps in the Oil Market |
0 |
0 |
0 |
16 |
1 |
1 |
16 |
73 |
| OPEC News and Predictability of Oil Futures Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach |
0 |
0 |
0 |
24 |
0 |
2 |
9 |
89 |
| Oil Price Forecastability and Economic Uncertainty |
0 |
0 |
0 |
43 |
0 |
9 |
21 |
157 |
| Oil Price Forecastability and Economic Uncertainty |
0 |
0 |
0 |
104 |
1 |
2 |
16 |
236 |
| Oil Price Returns Skewness and Forecastability of International Stock Returns Over One Century of Data |
0 |
0 |
0 |
7 |
0 |
1 |
7 |
26 |
| Oil Price Shocks and China’s Economy: Reactions of the Monetary Policy to Oil Price Shocks |
0 |
0 |
0 |
96 |
0 |
2 |
22 |
317 |
| Oil Price Shocks and Stock Market Bubbles |
0 |
0 |
0 |
0 |
1 |
2 |
81 |
81 |
| Oil Price Shocks and Yield Curve Dynamics in Emerging Markets |
0 |
0 |
0 |
24 |
0 |
2 |
28 |
116 |
| Oil Price Shocks and the Connectedness of US State-Level Financial Markets |
0 |
0 |
0 |
10 |
0 |
0 |
17 |
26 |
| Oil Price Uncertainty and Manufacturing Production in South Africa |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
143 |
| Oil Price Uncertainty and Movements in the US Government Bond Risk Premia |
0 |
0 |
0 |
15 |
1 |
5 |
15 |
112 |
| 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 |
3 |
4 |
9 |
38 |
| Oil Price Volatility and Economic Growth: Evidence from Advanced OECD Countries using over One Century of Data |
0 |
0 |
0 |
22 |
2 |
3 |
32 |
230 |
| Oil Price and Exchange Rate Behaviour of the BRICS for Over a Century |
0 |
0 |
0 |
14 |
0 |
0 |
20 |
71 |
| Oil Price-Inflation Pass-Through in the United States over 1871 to 2018: A Wavelet Coherency Analysis |
0 |
0 |
0 |
53 |
1 |
3 |
24 |
127 |
| Oil Returns and Volatility: The Role of Mergers and Acquisitions |
0 |
0 |
0 |
4 |
0 |
3 |
10 |
106 |
| Oil Shocks and State-Level Stock Market Volatility of the United States: A GARCH-MIDAS Approach |
0 |
0 |
0 |
0 |
0 |
1 |
18 |
58 |
| Oil Shocks and Stock Market Volatility of the BRICS: A GARCH-MIDAS Approach |
0 |
0 |
0 |
36 |
0 |
0 |
12 |
113 |
| Oil Shocks and Volatility Jumps |
0 |
0 |
0 |
19 |
1 |
1 |
8 |
115 |
| Oil Speculation and Herding Behavior in Emerging Stock Markets |
0 |
0 |
0 |
58 |
0 |
0 |
16 |
132 |
| 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 |
9 |
24 |
| Oil price forecastability and economic uncertainty |
0 |
0 |
0 |
101 |
1 |
1 |
20 |
97 |
| 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 |
0 |
0 |
10 |
47 |
| 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 |
0 |
12 |
96 |
| Oil-Shocks and Directional Predictability of Macroeconomic Uncertainties of Developed Economies: Evidence from High-Frequency Data |
0 |
0 |
0 |
23 |
1 |
2 |
18 |
83 |
| On Economic Uncertainty, Stock Market Predictability and Nonlinear Spillover Effects |
0 |
0 |
0 |
28 |
1 |
1 |
10 |
155 |
| On Exchange-Rate Movements and Gold-Price Fluctuations: Evidence for Gold-Producing Countries from a Nonparametric Causality-in-Quantiles Test |
0 |
0 |
0 |
12 |
0 |
1 |
13 |
99 |
| On International Uncertainty Links: BART-Based Empirical Evidence for Canada |
0 |
0 |
0 |
13 |
1 |
2 |
18 |
71 |
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0 |
0 |
0 |
3 |
0 |
0 |
10 |
92 |
| On the Directional Accuracy of Inflation Forecasts: Evidence from South African Survey Data |
0 |
0 |
0 |
24 |
0 |
0 |
13 |
80 |
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0 |
0 |
0 |
30 |
0 |
0 |
7 |
76 |
| On the Dynamics of International Real Estate Investment Trust Propagation Mechanisms: Evidence from Time-Varying Return and Volatility Connectedness Measures |
0 |
0 |
0 |
2 |
0 |
2 |
6 |
38 |
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0 |
0 |
0 |
40 |
6 |
8 |
68 |
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0 |
0 |
0 |
6 |
0 |
0 |
12 |
34 |
| On the Propagation Mechanism of International Real Interest Rate Spillovers: Evidence from More than 200 Years of Data |
0 |
0 |
0 |
30 |
0 |
1 |
11 |
57 |
| On the Transmission Mechanism of Asia-Pacific Yield Curve Characteristics |
0 |
0 |
0 |
3 |
0 |
0 |
9 |
75 |
| 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 |
2 |
41 |
202 |
| Openness and Growth: Is the Relationship Non-Linear? |
0 |
0 |
0 |
67 |
0 |
3 |
23 |
228 |
| Openness, Bureaucratic Corruption and Public Policy in an Endogenous Growth Model |
0 |
0 |
0 |
73 |
0 |
0 |
17 |
413 |
| Optimal Public Policy with Endogenous Mortality |
0 |
0 |
0 |
36 |
1 |
1 |
9 |
244 |
| Out-of-Sample Equity Premium Predictability in South Africa: Evidence from a Large Number of Predictors |
0 |
0 |
0 |
11 |
2 |
2 |
17 |
261 |
| Out-of-Sample Predictability of Gold Market Volatility: The Role of US Nonfarm Payroll |
0 |
0 |
0 |
12 |
2 |
4 |
18 |
63 |
| Panel Granger causality between oil consumption and GDP: Evidence from the BRICS countries |
0 |
0 |
0 |
0 |
0 |
0 |
14 |
199 |
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0 |
0 |
0 |
0 |
2 |
7 |
31 |
50 |
| Partisan Conflict and Income Distribution in the United States: A Nonparametric Causality-in-Quantiles Approach |
0 |
0 |
0 |
12 |
0 |
3 |
12 |
71 |
| Partisan Conflict and Income Distribution in the United States: A Nonparametric Causality-in-Quantiles Approach |
0 |
0 |
0 |
34 |
0 |
1 |
6 |
94 |
| Periodically Collapsing Bubbles in the South African Stock Market |
0 |
0 |
0 |
26 |
1 |
9 |
25 |
180 |
| Persistence and Cycles in Historical Oil Prices Data |
0 |
0 |
0 |
0 |
0 |
0 |
12 |
129 |
| Persistence and Cyclical Dynamics of US and UK House Prices: Evidence from Over 150 Years of Data |
0 |
0 |
0 |
41 |
0 |
1 |
15 |
70 |
| Persistence in Precious Metal Prices: A Fractional Integration Approach with Structural Breaks |
0 |
0 |
0 |
9 |
0 |
0 |
16 |
131 |
| Persistence in Trends and Cycles of Gold and Silver Prices: Evidence from Historical Data |
0 |
0 |
0 |
54 |
3 |
5 |
39 |
164 |
| Persistence of Economic Uncertainty: A Comprehensive Analysis |
0 |
0 |
0 |
18 |
0 |
3 |
16 |
119 |
| Persistence of State-Level Uncertainty of the United States: The Role of Climate Risks |
0 |
0 |
0 |
6 |
0 |
1 |
11 |
38 |
| Persistence of precious metal prices: a fractional integration approach with structural breaks |
0 |
0 |
1 |
11 |
0 |
1 |
12 |
78 |
| Persistence, Mean Reversion and Non-Linearities in US Housing Prices Over 1830-2013 |
0 |
0 |
0 |
12 |
1 |
1 |
15 |
88 |
| Persistence, Mean Reversion and Nonlinearities in Inflation Rates of Developed and Developing Countries Using Over One Century of Data |
0 |
0 |
0 |
0 |
1 |
1 |
12 |
42 |
| Persistence, Mean-Reversion and Non-Linearities in Infant Mortality Rates |
0 |
0 |
0 |
19 |
2 |
2 |
12 |
90 |
| Point and Density Forecasting of Macroeconomic and Financial Uncertainties of the United States |
0 |
0 |
0 |
28 |
2 |
4 |
25 |
113 |
| Point and Density Forecasts of Oil Returns: The Role of Geopolitical Risks |
0 |
0 |
0 |
16 |
0 |
0 |
7 |
66 |
| Policy Uncertainty and Stock Market Volatility Revisited: The Predictive Role of Signal Quality |
0 |
0 |
0 |
25 |
1 |
1 |
17 |
71 |
| Political Cycles in the United States and Stock Market Volatility in other Advanced Economies: An EGARCH Approach |
0 |
0 |
0 |
0 |
0 |
0 |
12 |
157 |
| Political Geography and Stock Market Volatility: The Role of Political Alignment across Sentiment Regimes |
0 |
0 |
0 |
7 |
0 |
4 |
13 |
31 |
| Political ``Color" and the Impact of Climate Risks on Output Growth: Evidence from a Panel of US States |
0 |
0 |
0 |
0 |
0 |
1 |
15 |
26 |
| Predictability of Economic Slowdowns in Advanced Countries over Eight Centuries: The Role of Climate Risks |
0 |
0 |
0 |
0 |
1 |
1 |
14 |
45 |
| Predictability of Sustainable Investments and the Role of Uncertainty: Evidence from a Non-Parametric Causality-in-Quantiles Test |
0 |
0 |
0 |
5 |
0 |
0 |
5 |
78 |
| 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 |
0 |
1 |
12 |
57 |
| Predictability of the Realised Volatility of International Stock Markets Amid Uncertainty Related to Infectious Diseases |
0 |
0 |
0 |
0 |
1 |
1 |
9 |
22 |
| Predicting Aggregate and State-Level US House Price Volatility: The Role of Sentiment |
0 |
0 |
0 |
14 |
0 |
0 |
7 |
51 |
| Predicting BRICS Stock Returns Using ARFIMA Models |
0 |
0 |
0 |
62 |
0 |
0 |
11 |
349 |
| Predicting Bitcoin Returns: Comparing the Roles of Newspaper- and Internet Search-Based Measures of Uncertainty |
0 |
0 |
0 |
16 |
1 |
1 |
12 |
65 |
| Predicting Downturns in the US Housing Market: A Bayesian Approach |
0 |
0 |
0 |
22 |
0 |
2 |
26 |
378 |
| Predicting Firm-Level Volatility in the United States: The Role of Monetary Policy Uncertainty |
0 |
0 |
0 |
0 |
0 |
1 |
19 |
79 |
| Predicting Global Temperature Anomaly: A Definitive Investigation Using an Ensemble of Twelve Competing Forecasting Models |
0 |
0 |
0 |
0 |
0 |
1 |
16 |
98 |
| Predicting Housing Market Sentiment: The Role of Financial, Macroeconomic and Real Estate Uncertainties |
0 |
0 |
0 |
17 |
0 |
3 |
24 |
72 |
| Predicting International Equity Returns: Evidence from Time-Varying Parameter Vector Autoregressive Models |
0 |
0 |
0 |
43 |
0 |
2 |
11 |
133 |
| Predicting Multi-Scale Positive and Negative Stock Market Bubbles in a Panel of G7 Countries: The Role of Oil Price Uncertainty |
0 |
0 |
0 |
6 |
0 |
1 |
16 |
38 |
| Predicting Oil Price Bubbles: Monetary Policy versus Central Bank Information Shocks |
0 |
0 |
0 |
0 |
2 |
11 |
69 |
69 |
| Predicting Safe Haven Assets through Implied Treasury Yield Skewness: A Time-Varying Nonparametric Quantile Causality Analysis |
0 |
0 |
0 |
0 |
2 |
4 |
54 |
54 |
| 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 |
12 |
90 |
| Predicting Stock Market Movements in the United States: The Role of Presidential Approval Ratings |
0 |
0 |
0 |
76 |
0 |
2 |
18 |
120 |
| Predicting Stock Market Movements with a Time-Varying Consumption-Aggregate Wealth Ratio |
0 |
0 |
0 |
76 |
2 |
5 |
13 |
137 |
| Predicting Stock Returns and Volatility Using Consumption-Aggregate Wealth Ratios: A Nonlinear Approach |
0 |
0 |
0 |
8 |
1 |
1 |
13 |
81 |
| Predicting Stock Returns and Volatility with Investor Sentiment Indices: A Reconsideration using a Nonparametric Causality-in-Quantiles Test |
0 |
0 |
0 |
40 |
1 |
1 |
9 |
131 |
| Predicting the Conditional Distribution of Risk Aversion The Role of Climate Risks in a Cross-Quantilogram Framework |
0 |
0 |
2 |
21 |
1 |
8 |
31 |
66 |
| Predicting the Conditional Distribution of US Stock Market Systemic Stress: The Role of Climate Risks |
0 |
0 |
0 |
7 |
0 |
3 |
14 |
36 |
| Predicting the Conditional Distributions of Inflation and Inflation Uncertainty in South Africa: The Role of Climate Risks |
0 |
2 |
15 |
21 |
6 |
15 |
59 |
61 |
| Prediction of the Conditional Distribution of Daily International Stock Returns Volatility: The Role of (Conventional and Unconventional) Monetary Policies |
0 |
0 |
0 |
0 |
0 |
0 |
10 |
23 |
| Predictive Ability of Competing Models for South Africa’s Fixed Business Non- Residential Investment Spending |
0 |
0 |
0 |
14 |
0 |
0 |
12 |
103 |
| Predictive Effects of Climate Policy Uncertainty on Returns and Volatility of Carbon Emission Prices: The Case of China |
0 |
0 |
0 |
0 |
1 |
4 |
24 |
26 |
| Presidential Approval Ratings and Stock Market Performance in Latin America |
0 |
0 |
0 |
4 |
0 |
1 |
15 |
29 |
| Presidential Cycles and Time-Varying Bond-Stock Correlations: Evidence from More than Two Centuries of Data |
0 |
0 |
0 |
9 |
0 |
1 |
10 |
69 |
| Presidential Cycles in the United States and the Dollar-Pound Exchange Rate: Evidence from over Two Centuries of Data |
0 |
0 |
0 |
45 |
0 |
1 |
10 |
67 |
| Presidential Politics and Investor Behavior in the Stock Market: Evidence from a Century of Stock Market Data |
0 |
0 |
0 |
0 |
1 |
4 |
25 |
42 |
| Price Conflict and US Stock Return Volatility Forecasting: Insights from over 150 Years with a Mixed-Frequency Framework |
8 |
20 |
20 |
20 |
8 |
36 |
36 |
36 |
| Price Convergence Patterns across U.S. States |
0 |
0 |
0 |
45 |
1 |
3 |
18 |
127 |
| Price Effects After One-Day Abnormal Returns and Crises in the Stock Markets |
0 |
0 |
0 |
14 |
2 |
2 |
13 |
41 |
| Price Effects after One-Day Abnormal Returns in Developed and Emerging Markets: ESG versus Traditional Indices |
0 |
0 |
0 |
2 |
1 |
1 |
11 |
43 |
| Price Gap Anomaly in the US Stock Market: The Whole Story |
0 |
0 |
0 |
15 |
7 |
16 |
59 |
167 |
| Price Jumps in Developed Stock Markets: The Role of Monetary Policy Committee Meetings |
0 |
0 |
0 |
28 |
0 |
0 |
5 |
86 |
| Price and Volatility Linkages between International REITs and Oil Markets |
0 |
0 |
0 |
23 |
1 |
2 |
31 |
112 |
| Private and Public Health Expenditures in an Endogenous Growth Model with Inflation Targeting |
0 |
0 |
0 |
6 |
0 |
0 |
11 |
225 |
| Production Lags and Growth Dynamics in an Overlapping Generations Endogenous Growth Model |
0 |
0 |
0 |
0 |
1 |
1 |
8 |
95 |
| Productive Efficiency of Connecticut Long Island Lobster Fishery Using a Finite Mixture Model |
0 |
0 |
0 |
18 |
0 |
0 |
20 |
67 |
| Productivity and GDP: International Evidence of Persistence and Trends Over 130 Years of Data |
0 |
0 |
0 |
10 |
0 |
0 |
10 |
39 |
| R&D, Openness, and Growth |
0 |
0 |
0 |
32 |
0 |
0 |
12 |
246 |
| Rare Disaster Risks and Gold over 700 Years: Evidence from Nonparametric Quantile Regressions |
0 |
0 |
0 |
0 |
0 |
8 |
21 |
55 |
| 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 |
0 |
11 |
33 |
| Rational Expectations and the Effects of Financial Liberalization on Price Level and Output |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
148 |
| Real Estate Markets and Uncertainty Shocks: A Variance Causality Approach |
0 |
0 |
0 |
24 |
0 |
2 |
14 |
183 |
| Real Estate Returns Predictability Revisited: Novel Evidence from the US REITs Market |
0 |
0 |
0 |
42 |
1 |
1 |
17 |
205 |
| Real Interest Rate Persistence in South Africa: Evidence and Implications |
0 |
0 |
0 |
18 |
1 |
3 |
18 |
227 |
| Real Interest Rate Persistence in South Africa: Evidence and Implications |
0 |
0 |
0 |
61 |
0 |
0 |
13 |
307 |
| Real-Time Forecast of DSGE Models with Time-Varying Volatility in GARCH Form |
0 |
0 |
0 |
54 |
0 |
1 |
11 |
111 |
| Realized Stock Market Volatility of the United States: The Role of Employee Sentiment |
0 |
0 |
0 |
1 |
0 |
1 |
13 |
34 |
| Realized Stock-Market Volatility of the United States and the Presidential Approval Rating |
0 |
0 |
0 |
0 |
0 |
0 |
10 |
30 |
| Realized Volatility Spillovers between Energy and Metal Markets: A Time-Varying Connectedness Approach |
0 |
0 |
0 |
22 |
0 |
0 |
15 |
80 |
| 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 |
1 |
1 |
8 |
164 |
| Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013 |
0 |
0 |
0 |
161 |
0 |
0 |
12 |
321 |
| Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013 |
0 |
0 |
0 |
0 |
0 |
2 |
18 |
216 |
| Relationship between Happiness and Smoking: A Bootstrap Panel Causality Test |
0 |
0 |
0 |
27 |
0 |
0 |
7 |
239 |
| Relationship between House Prices and Inflation in South Africa: An ARDL Approach |
0 |
0 |
0 |
7 |
0 |
0 |
8 |
382 |
| Research Output and Economic Growth in G7 Countries: New Evidence from Asymmetric Panel Causality Testing |
0 |
0 |
0 |
0 |
1 |
2 |
15 |
271 |
| Return Connectedness across Asset Classes around the COVID-19 Outbreak |
0 |
0 |
0 |
8 |
1 |
2 |
74 |
154 |
| Return Volatility, Correlation, and Hedging of Green and Brown Stocks: Is there a Role for Climate Risk Factors? |
0 |
0 |
0 |
90 |
0 |
2 |
23 |
80 |
| Return-Volatility Nexus in the Digital Asset Class: A Dynamic Multilayer Connectedness Analysis |
0 |
1 |
1 |
5 |
1 |
6 |
22 |
37 |
| Revisiting Herding Behavior in REITs: A Regime-Switching Approach |
0 |
0 |
0 |
22 |
0 |
1 |
17 |
187 |
| Revisiting Herding Behavior in REITs: A RegimeSwitching Approach |
0 |
0 |
0 |
34 |
0 |
0 |
17 |
230 |
| Revisiting International House Price Convergence Using House Price Level Data |
0 |
0 |
0 |
0 |
0 |
0 |
13 |
70 |
| Revisiting the Causal Relationship between Energy Consumption and Economic Growth in South Africa: Evidence from a Bootstrap Rolling Window Approach |
0 |
0 |
0 |
0 |
1 |
2 |
14 |
178 |
| Revisiting the Causality between Electricity Consumption and Economic Growth in South Africa: A Bootstrap Rolling-Window Approach |
0 |
0 |
0 |
1 |
2 |
2 |
9 |
255 |
| Revisiting the Inflation-Repression Relationship |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
136 |
| Revisiting the Kuznets Curve Hypothesis for Tunisia: Carbon Dioxide vs. Ecological Footprint |
0 |
0 |
0 |
10 |
0 |
4 |
13 |
47 |
| Revisiting the Temporal Causality between Money and Income |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
180 |
| Revisiting the Twin Deficits Hypothesis: A Quantile Cointegration Analysis over the Period of 1791-2013 |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
89 |
| Rise and Fall of Calendar Anomalies over a Century |
0 |
0 |
0 |
16 |
2 |
4 |
20 |
175 |
| Risk Aversion and Bitcoin Returns in Normal, Bull, and Bear Markets |
0 |
0 |
0 |
32 |
2 |
3 |
25 |
140 |
| Risk Aversion and the Predictability of Crude Oil Market Volatility: A Forecasting Experiment with Random Forests |
0 |
0 |
0 |
26 |
0 |
0 |
21 |
110 |
| Risk Spillover between Bitcoin and Conventional Financial Markets: An Expectile-Based Approach |
0 |
0 |
0 |
19 |
0 |
1 |
23 |
127 |
| 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 |
2 |
3 |
14 |
186 |
| Role of Inflation and Exchange Rates in Shaping the Country's Food Security Landscape: Nigeria's Food Price Puzzle |
0 |
0 |
0 |
3 |
1 |
4 |
27 |
44 |
| SHOULD THE SOUTH AFRICAN RESERVE BANK RESPOND TO EXCHANGE RATE FLUCTUATIONS? EVIDENCE FROM THE COSINE-SQUARED CEPSTRUM |
0 |
0 |
0 |
27 |
0 |
0 |
18 |
204 |
| Safe Havens, Machine Learning, and the Sources of Geopolitical Risk: A Forecasting Analysis Using Over a Century of Data |
0 |
0 |
0 |
39 |
1 |
3 |
26 |
100 |
| Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries |
0 |
0 |
0 |
24 |
0 |
2 |
17 |
72 |
| Sentiment and Financial Market Connectedness: The Role of Investor Happiness |
0 |
0 |
0 |
24 |
0 |
4 |
29 |
191 |
| Shortages and Machine-Learning Forecasting of Oil Returns Volatility: 1900-2024 |
0 |
0 |
0 |
0 |
0 |
0 |
12 |
81 |
| Should the SARB Have Stayed Time Inconsistent? |
0 |
0 |
0 |
33 |
0 |
0 |
13 |
167 |
| Social Capital and Protests in the United States |
0 |
0 |
0 |
15 |
0 |
1 |
25 |
91 |
| Social Status, Inflation and Endogenous Growth in a Cash-in-Advance Economy: A Reconsideration |
0 |
0 |
0 |
40 |
0 |
0 |
8 |
155 |
| Socio-Political Instability and Growth Dynamics |
0 |
0 |
0 |
32 |
2 |
4 |
36 |
1,022 |
| Socio-Spatial Features of Neighbourhoods Supporting Social Interaction between Locals and Migrants in Peri-Urban China |
0 |
0 |
0 |
0 |
0 |
1 |
14 |
25 |
| Some Benefits of Reducing Inflation in South Africa |
0 |
0 |
0 |
20 |
0 |
0 |
8 |
207 |
| 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 |
6 |
213 |
| 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 |
8 |
108 |
| Spatial Bayesian Methods of Forecasting House Prices in Six Metropolitan Areas of South Africa |
0 |
0 |
0 |
0 |
0 |
4 |
13 |
313 |
| Spillover and Predictability of Volatility of 50 Major Cryptocurrencies: Evidence from a LASSO-Regularized Quantile VAR |
0 |
0 |
17 |
17 |
1 |
7 |
63 |
63 |
| Spillover of Mortgage Default Risks in the United States: Evidence from Metropolitan Statistical Areas and States |
0 |
0 |
0 |
11 |
1 |
3 |
11 |
101 |
| Spillover of Sentiment in the European Union: Evidence from Time- and Frequency-Domains |
0 |
0 |
0 |
22 |
0 |
1 |
10 |
73 |
| Spillovers across Macroeconomic, Financial and Real Estate Uncertainties: A Time-Varying Approach |
0 |
0 |
0 |
28 |
1 |
2 |
22 |
135 |
| Spillovers between Bitcoin and other Assets during Bear and Bull Markets |
0 |
0 |
0 |
59 |
0 |
1 |
38 |
370 |
| Spillovers between US Real Estate and Financial Assets in Time and Frequency Domains |
0 |
0 |
0 |
10 |
0 |
3 |
22 |
83 |
| Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin |
0 |
0 |
0 |
0 |
0 |
6 |
17 |
125 |
| Sports and Happiness in South Africa: Evidence from a Quantile Regression Approach |
9 |
11 |
11 |
11 |
7 |
9 |
9 |
9 |
| Stock Market Bubbles and the Forecastability of Gold Returns (and Volatility) |
0 |
0 |
0 |
24 |
0 |
1 |
29 |
72 |
| Stock Market Bubbles and the Realized Volatility of Oil Price Returns |
0 |
0 |
0 |
6 |
1 |
1 |
18 |
38 |
| Stock Market Efficiency Analysis using Long Spans of Data: A Multifractal Detrended Fluctuation Approach |
0 |
0 |
0 |
20 |
0 |
0 |
19 |
111 |
| Stock Market Volatility and Multi-Scale Positive and Negative Bubbles |
0 |
0 |
0 |
14 |
0 |
0 |
9 |
26 |
| Stock Markets and Exchange Rate Behaviour of the BRICS |
0 |
0 |
0 |
22 |
0 |
1 |
16 |
106 |
| Stock Price Dynamics and the Business Cycle in an Estimated DSGE Model for South Africa |
0 |
0 |
2 |
4 |
0 |
0 |
22 |
26 |
| Stock Price Dynamics and the Business Cycle in an Estimated DSGE Model for South Africa |
0 |
0 |
0 |
100 |
0 |
1 |
64 |
210 |
| Structural Breaks and GARCH Models of Stock Return Volatility: The Case of South Africa |
0 |
0 |
0 |
58 |
1 |
2 |
13 |
383 |
| Structural Breaks and Predictive Regressions Models of South African Equity Premium |
0 |
0 |
0 |
14 |
0 |
0 |
10 |
182 |
| Structural and Predictive Analyses with a Mixed Copula-Based Vector Autoregression Model |
0 |
0 |
0 |
172 |
0 |
1 |
9 |
71 |
| Structure Dependence between Oil and Agricultural Commodities Returns: The Role of Geopolitical Risks |
0 |
0 |
0 |
1 |
1 |
2 |
12 |
100 |
| Supply Bottlenecks and Machine Learning Forecasting of International Stock Market Volatility |
0 |
0 |
0 |
14 |
1 |
2 |
28 |
40 |
| Supply Bottlenecks and Sentiment in Europe: Some Evidence using Machine Learning |
2 |
3 |
14 |
14 |
4 |
9 |
18 |
18 |
| Supply Chain Constraints and the Predictability of the Conditional Distribution of International Stock Market Returns and Volatility |
0 |
0 |
0 |
4 |
0 |
1 |
22 |
40 |
| Supply Constraints and Conditional Distribution Predictability of Inflation and its Volatility: A Non-parametric Mixed-Frequency Causality-in-Quantiles Approach |
0 |
0 |
3 |
5 |
0 |
2 |
25 |
26 |
| Supply Disruptions and Predictability of Oil Returns Volatility: A GARCH-MIDAS Approach |
0 |
0 |
0 |
0 |
1 |
3 |
28 |
78 |
| THE BLESSING OF DIMENSIONALITY IN FORECASTING REAL HOUSE PRICE GROWTH IN THE NINE CENSUS DIVISIONS OF THE US |
0 |
0 |
0 |
43 |
2 |
2 |
11 |
295 |
| THE EFFECT OF DEFENSE SPENDING ON US OUTPUT: A FACTOR AUGMENTED VECTOR AUTOREGRESSION (FAVAR) APPROACH |
0 |
0 |
0 |
13 |
0 |
0 |
12 |
331 |
| THE EFFECT OF MONETARY POLICY ON HOUSE PRICE INFLATION: A FACTOR AUGMENTED VECTOR AUTOREGRESSION (FAVAR) APPROACH |
0 |
0 |
0 |
54 |
0 |
0 |
11 |
836 |
| THE EFFECT OF MONETARY POLICY ON REAL HOUSE PRICE GROWTH IN SOUTH AFRICA: A FACTOR AUGMENTED VECTOR AUTOREGRESSION (FAVAR) APPROACH |
0 |
0 |
0 |
38 |
0 |
1 |
15 |
519 |
| THE IMPACT OF HOUSE PRICES ON CONSUMPTION IN SOUTH AFRICA: EVIDENCE FROM PROVINCIAL-LEVEL PANEL VARs |
0 |
0 |
0 |
28 |
2 |
7 |
16 |
252 |
| THE ROLE OF NEWS-BASED UNCERTAINTY INDICES IN PREDICTING OIL MARKETS: A HYBRID NONPARAMETRIC QUANTILE CAUSALITY METHOD |
0 |
0 |
2 |
54 |
0 |
2 |
19 |
326 |
| Tail Risks and Forecastability of Stock Returns of Advanced Economies: Evidence from Centuries of Data |
0 |
0 |
0 |
22 |
0 |
0 |
5 |
63 |
| Tax Evasion and Financial Repression |
0 |
0 |
0 |
208 |
3 |
4 |
30 |
707 |
| Tax Evasion and Financial Repression: A Reconsideration Using Endogenous Growth Models |
0 |
0 |
0 |
21 |
1 |
1 |
9 |
344 |
| Tax evasion, financial development and inflation: theory and empirical evidence |
0 |
0 |
0 |
24 |
2 |
5 |
29 |
226 |
| Technical Efficiency of Connecticut Long Island Sound Lobster Fishery: A Nonparametric Approach to Aggregate Frontier Analysis |
0 |
0 |
0 |
10 |
0 |
1 |
10 |
61 |
| Technological Shocks and Stock Market Volatility Over a Century: A GARCH-MIDAS Approach |
0 |
0 |
0 |
53 |
2 |
5 |
23 |
86 |
| Temperature and Precipitation in the US States: Long Memory, Persistence and Time Trend |
0 |
0 |
0 |
0 |
0 |
1 |
15 |
69 |
| Temporal Causality between Budget Deficit and Interest Rate: The Case of South Africa |
0 |
0 |
0 |
47 |
0 |
1 |
13 |
473 |
| Temporal Causality between House Prices and Output in the U. S.: A Bootstrap Rolling-Window Approach |
0 |
0 |
0 |
15 |
0 |
1 |
22 |
212 |
| Temporal Causality between House Prices and Output in the U.S.: A Bootstrap Rolling-Window Approach |
0 |
0 |
0 |
47 |
0 |
0 |
16 |
283 |
| Temporal Causality between Taxes and Public Expenditures: The Case of South Africa |
0 |
0 |
0 |
34 |
1 |
1 |
11 |
253 |
| Terror Attacks and Stock-Market Fluctuations: Evidence Based on a Nonparametric Causality-in-Quantiles Test for the G7 Countries |
0 |
0 |
0 |
9 |
2 |
3 |
9 |
152 |
| Testing for Asymmetric Nonlinear Short- and Long-Run Relationships between Bitcoin, Aggregate Commodity and Gold Prices |
0 |
0 |
0 |
54 |
2 |
4 |
13 |
235 |
| Testing for Fractional Integration in SADC Real Exchange Rates |
0 |
0 |
0 |
7 |
0 |
1 |
8 |
144 |
| Testing for Multiple Bubbles in the BRICS Stock Markets |
0 |
0 |
0 |
91 |
0 |
0 |
10 |
281 |
| Testing for PPP Using SADC Real Exchange Rates |
0 |
0 |
0 |
19 |
1 |
1 |
19 |
225 |
| Testing for Persistence in Housing Price-to-Income and Price-to-Rent Ratios in 16 OECD Countries |
0 |
0 |
0 |
40 |
1 |
2 |
24 |
280 |
| Testing for Persistence with Breaks and Outliers in South African House Prices |
0 |
0 |
0 |
37 |
0 |
0 |
8 |
117 |
| Testing for Persistence with Breaks and Outliers in South African House Prices |
0 |
0 |
0 |
13 |
0 |
0 |
8 |
102 |
| Testing for asymmetric nonlinear short- and long-run relationships between bitcoin, aggregate commodity and gold prices |
0 |
0 |
0 |
0 |
0 |
1 |
8 |
16 |
| Testing for persistence with breaks and outliers in South African house prices |
0 |
0 |
0 |
3 |
0 |
0 |
12 |
58 |
| Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach |
0 |
0 |
0 |
76 |
1 |
1 |
22 |
389 |
| Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach |
0 |
0 |
0 |
26 |
1 |
1 |
11 |
213 |
| Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach |
0 |
0 |
1 |
33 |
1 |
2 |
14 |
206 |
| Testing the Efficiency of the Art Market using Quantile-Based Unit Root Tests with Sharp and Smooth Breaks |
0 |
0 |
0 |
40 |
0 |
1 |
12 |
161 |
| Testing the Forecasting Power of Global Economic Conditions for the Volatility of International REITs using a GARCH-MIDAS Approach |
0 |
0 |
0 |
23 |
0 |
0 |
10 |
88 |
| Testing the Impact of Exchange Rate Uncertainty on Exports in South Africa |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
83 |
| Testing the Monetary Model for Exchange Rate Determination in South Africa: Evidence from 101 Years of Data |
0 |
0 |
0 |
47 |
0 |
0 |
18 |
557 |
| Testing the Out-of-Sample Forecasting Ability of a Financial Conditions Index for South Africa |
0 |
0 |
0 |
23 |
1 |
1 |
11 |
106 |
| Testing the White Noise Hypothesis in High-Frequency Housing Returns of the United States |
0 |
0 |
0 |
12 |
1 |
5 |
15 |
68 |
| The (Asymmetric) Effect of El Nino and La Nina on Gold and Silver Prices in a GVAR Model |
0 |
0 |
0 |
0 |
3 |
47 |
77 |
176 |
| The Asymmetric Effect of Oil Price on Growth across US States |
0 |
0 |
0 |
22 |
0 |
1 |
12 |
168 |
| The Behavior of Real Interest Rates: New Evidence from a ``Suprasecular" Perspective |
0 |
0 |
0 |
14 |
0 |
1 |
16 |
70 |
| The Benefits of Diversification between Bitcoin, Bonds, Equities and the US Dollar: A Matter of Portfolio Construction |
0 |
0 |
0 |
37 |
1 |
1 |
28 |
181 |
| 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 |
1 |
2 |
27 |
1,296 |
| The Causal Relationship between Energy Consumption and Economic Growth in South Africa: New Evidence from Asymmetric Causality in Frequency Domain |
0 |
0 |
0 |
0 |
1 |
1 |
8 |
172 |
| 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 |
2 |
3 |
9 |
423 |
| 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 |
14 |
280 |
| 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 |
17 |
274 |
| The Changing Dynamics of South Africa's Inflation Persistence: Evidence from a Quantile Regression Framework |
0 |
0 |
0 |
12 |
1 |
3 |
12 |
79 |
| 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 |
12 |
133 |
| 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 |
15 |
236 |
| The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains |
0 |
0 |
0 |
62 |
0 |
1 |
11 |
212 |
| The Depreciation of the Pound Post-Brexit: Could it have been Predicted? |
0 |
0 |
0 |
87 |
2 |
4 |
29 |
333 |
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0 |
0 |
0 |
48 |
1 |
1 |
12 |
139 |
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0 |
0 |
0 |
58 |
0 |
0 |
11 |
180 |
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0 |
0 |
0 |
35 |
1 |
1 |
14 |
115 |
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0 |
0 |
0 |
11 |
0 |
0 |
20 |
59 |
| The Effect of Air Quality and Weather on the Chinese Stock Market: Evidence from Shenzhen Stock Exchange |
0 |
0 |
0 |
0 |
0 |
0 |
8 |
32 |
| The Effect of Economic Uncertainty on the Housing Market Cycle |
0 |
0 |
0 |
30 |
0 |
0 |
7 |
239 |
| The Effect of Global Crises on Stock Market Correlations: Evidence from Scalar Regressions via Functional Data Analysis |
0 |
0 |
0 |
73 |
0 |
1 |
11 |
168 |
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0 |
0 |
0 |
6 |
0 |
0 |
19 |
170 |
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0 |
0 |
0 |
31 |
1 |
1 |
10 |
209 |
| The Effect of Macroeconomic Uncertainty on Housing Returns and Volatility: Evidence from US State-Level Data |
0 |
0 |
0 |
22 |
0 |
1 |
8 |
52 |
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0 |
0 |
0 |
3 |
0 |
0 |
8 |
53 |
| The Effect of Monetary Policy on House Price Inflation: A Factor Augmented Vector Autoregression (FAVAR) Approach |
0 |
0 |
0 |
25 |
0 |
0 |
4 |
79 |
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0 |
0 |
0 |
10 |
2 |
3 |
24 |
67 |
| The Effect of Oil Uncertainty Shock on Real GDP of 33 Countries: A Global VAR Approach |
0 |
0 |
0 |
11 |
0 |
0 |
16 |
75 |
| The Effect of US Uncertainty Shock on International Equity Markets: The Role of the Global Financial Cycle |
0 |
0 |
0 |
12 |
0 |
1 |
10 |
43 |
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0 |
0 |
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48 |
3 |
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21 |
253 |
| The Effectiveness of Monetary and Fiscal Policy Shocks on U.S. Inequality: The Role of Uncertainty |
0 |
0 |
1 |
35 |
0 |
1 |
20 |
104 |
| The Effectiveness of Monetary and Fiscal Policy Shocks on U.S. Inequality: The Role of Uncertainty |
0 |
0 |
0 |
50 |
1 |
3 |
22 |
141 |
| The Effects of Climate Risks on Economic Activity in a Panel of US States: The Role of Uncertainty |
0 |
0 |
0 |
4 |
1 |
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16 |
63 |
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0 |
0 |
0 |
12 |
2 |
4 |
22 |
69 |
| The Effects of Disaggregate Oil Shocks on Aggregate Expected Skewness of the United States |
0 |
0 |
0 |
10 |
0 |
1 |
13 |
33 |
| The Effects of Monetary Policy On Real Farm Prices in South Africa |
0 |
0 |
0 |
34 |
0 |
0 |
8 |
226 |
| The Effects of Oil Shocks on Macroeconomic Uncertainty: Evidence from a Large Panel Dataset of US States |
0 |
0 |
0 |
0 |
0 |
0 |
9 |
40 |
| The Effects of Public Expenditures on Labour Productivity in Europe |
0 |
0 |
0 |
27 |
0 |
1 |
12 |
52 |
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0 |
0 |
0 |
2 |
0 |
0 |
20 |
29 |
| The Efficiency of the Art Market: Evidence from Variance Ratio Tests, Linear and Nonlinear Fractional Integration Approaches |
0 |
0 |
0 |
20 |
0 |
1 |
18 |
142 |
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0 |
0 |
0 |
10 |
1 |
2 |
9 |
133 |
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0 |
0 |
0 |
18 |
0 |
2 |
17 |
85 |
| The Growth-Inflation Nexus for the US over 1801-2013: A Semiparametric Approach |
0 |
0 |
0 |
28 |
0 |
1 |
10 |
122 |
| The Growth-Inflation Nexus for the US over 1801-2013: A Semiparametric Approach |
0 |
0 |
0 |
56 |
0 |
1 |
13 |
95 |
| The Heterogeneous Impact of Temperature Growth on Real House Price Returns across the US States |
0 |
1 |
1 |
16 |
0 |
1 |
21 |
49 |
| The Impact of Disaggregated Oil Shocks on State-Level Consumption of the United States |
0 |
0 |
0 |
6 |
0 |
0 |
4 |
31 |
| 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 |
2 |
11 |
44 |
| The Impact of Economic Policy Uncertainty on US Real Housing Returns and their Volatility: A Nonparametric Approach |
0 |
0 |
0 |
21 |
1 |
2 |
8 |
176 |
| The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures |
0 |
0 |
0 |
32 |
1 |
2 |
19 |
103 |
| The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures |
0 |
0 |
0 |
18 |
0 |
1 |
9 |
58 |
| The Impact of Macroeconomic News Surprises and Uncertainty of Major Economies on Returns and Volatility of Oil Futures |
0 |
0 |
0 |
33 |
1 |
2 |
25 |
175 |
| The Impact of Oil Price Shocks on Income Inequality: Evidence from State-Level Data of the United States |
0 |
0 |
0 |
0 |
0 |
1 |
67 |
360 |
| The Impact of Oil Shocks in a Small Open Economy New-Keynesian Dynamic Stochastic General Equilibrium Model for South Africa |
0 |
0 |
0 |
116 |
2 |
5 |
23 |
402 |
| The Impact of Oil Shocks on the South African Economy |
0 |
0 |
0 |
16 |
1 |
8 |
50 |
869 |
| 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 |
21 |
180 |
| 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 |
1 |
6 |
175 |
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0 |
0 |
0 |
9 |
0 |
4 |
17 |
107 |
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0 |
0 |
0 |
14 |
1 |
1 |
13 |
39 |
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0 |
0 |
0 |
10 |
0 |
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14 |
41 |
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0 |
0 |
0 |
8 |
1 |
2 |
24 |
97 |
| The Informational Content of the Term-Spread in Forecasting the U.S. Inflation Rate: A Nonlinear Approach |
0 |
0 |
0 |
41 |
0 |
1 |
14 |
73 |
| The Informational Content of the Term-Spread in Forecasting the U.S. Inflation Rate: A Nonlinear Approach |
0 |
0 |
0 |
47 |
0 |
1 |
18 |
137 |
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0 |
0 |
0 |
8 |
1 |
3 |
14 |
111 |
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0 |
0 |
0 |
28 |
0 |
2 |
10 |
147 |
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0 |
0 |
0 |
28 |
0 |
1 |
16 |
380 |
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0 |
0 |
0 |
17 |
0 |
1 |
13 |
215 |
| The Long-Run Relationship between Inflation and Real Stock Prices: Empirical Evidence from South Africa |
0 |
0 |
0 |
24 |
1 |
2 |
12 |
518 |
| The Macroeconomic Effects of Uncertainty Shocks in India |
0 |
0 |
0 |
12 |
1 |
1 |
11 |
81 |
| The Macroeconomic Reform and the Demand for Money in India |
0 |
0 |
0 |
0 |
0 |
1 |
8 |
227 |
| The Nexus between Military Expenditures and Economic Growth in the BRICS and the US: A Bootstrap Panel Causality Test |
0 |
0 |
0 |
32 |
0 |
0 |
17 |
252 |
| 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 |
3 |
17 |
35 |
| The Nonparametric Relationship between Oil and South African Agricultural Prices |
0 |
0 |
0 |
17 |
0 |
1 |
18 |
110 |
| The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US |
0 |
0 |
0 |
42 |
1 |
2 |
16 |
124 |
| The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US |
0 |
0 |
0 |
58 |
0 |
0 |
17 |
183 |
| The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US |
0 |
0 |
0 |
59 |
0 |
0 |
21 |
207 |
| The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US |
0 |
0 |
0 |
43 |
0 |
4 |
15 |
246 |
| The Predictability between Bitcoin and US Technology Stock Returns: Granger Causality in Mean, Variance, and Quantile |
0 |
0 |
0 |
0 |
0 |
3 |
35 |
147 |
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0 |
0 |
0 |
20 |
0 |
2 |
21 |
102 |
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0 |
0 |
0 |
23 |
0 |
4 |
17 |
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0 |
0 |
0 |
12 |
1 |
5 |
9 |
36 |
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0 |
0 |
0 |
17 |
0 |
0 |
13 |
95 |
| The Predictive Power of Oil Price Shocks on Realized Volatility of Oil: A Note |
0 |
0 |
0 |
0 |
0 |
9 |
20 |
68 |
| The Predictive Power of the Term Spread on Inequality in the United Kingdom: An Empirical Analysis |
0 |
0 |
0 |
17 |
0 |
1 |
15 |
56 |
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0 |
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41 |
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13 |
102 |
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0 |
0 |
0 |
0 |
0 |
0 |
10 |
68 |
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0 |
0 |
0 |
25 |
0 |
0 |
15 |
159 |
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0 |
0 |
0 |
15 |
0 |
0 |
11 |
75 |
| The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis |
0 |
0 |
0 |
29 |
0 |
0 |
6 |
182 |
| The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis |
0 |
0 |
1 |
18 |
1 |
3 |
20 |
120 |
| The Relationship between Healthcare expenditures and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis |
0 |
0 |
0 |
19 |
0 |
0 |
7 |
92 |
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0 |
0 |
0 |
37 |
1 |
1 |
14 |
146 |
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0 |
0 |
0 |
38 |
1 |
2 |
12 |
222 |
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0 |
0 |
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57 |
1 |
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21 |
443 |
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0 |
0 |
1 |
80 |
0 |
3 |
12 |
160 |
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0 |
0 |
0 |
25 |
1 |
1 |
22 |
130 |
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0 |
0 |
0 |
31 |
0 |
0 |
12 |
110 |
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0 |
0 |
0 |
24 |
0 |
2 |
15 |
163 |
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0 |
0 |
0 |
8 |
0 |
1 |
12 |
79 |
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0 |
0 |
0 |
32 |
0 |
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10 |
196 |
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0 |
0 |
0 |
13 |
1 |
2 |
18 |
92 |
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0 |
0 |
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24 |
1 |
1 |
6 |
118 |
| The Role of Economic Policy Uncertainty in Forecasting US Inflation Using a VARFIMA Model |
0 |
0 |
3 |
51 |
0 |
0 |
16 |
184 |
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0 |
0 |
0 |
56 |
0 |
2 |
11 |
106 |
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0 |
0 |
0 |
19 |
1 |
4 |
16 |
109 |
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0 |
0 |
0 |
21 |
0 |
1 |
13 |
159 |
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0 |
0 |
0 |
45 |
0 |
0 |
8 |
143 |
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0 |
0 |
0 |
31 |
1 |
1 |
6 |
133 |
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0 |
0 |
0 |
27 |
0 |
0 |
13 |
120 |
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0 |
0 |
0 |
40 |
1 |
2 |
11 |
119 |
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0 |
0 |
0 |
28 |
0 |
1 |
16 |
90 |
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0 |
0 |
0 |
42 |
1 |
2 |
16 |
119 |
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0 |
0 |
0 |
19 |
0 |
9 |
20 |
193 |
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0 |
0 |
0 |
32 |
0 |
1 |
12 |
111 |
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0 |
0 |
0 |
38 |
0 |
0 |
6 |
87 |
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0 |
0 |
0 |
12 |
0 |
0 |
8 |
58 |
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0 |
0 |
0 |
13 |
0 |
1 |
11 |
55 |
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0 |
0 |
0 |
8 |
0 |
0 |
18 |
59 |
| 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 |
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7 |
86 |
| The Role of Time-Varying Rare Disaster Risks in Predicting Bond Returns and Volatility |
0 |
0 |
0 |
24 |
1 |
1 |
9 |
94 |
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1 |
1 |
5 |
18 |
3 |
7 |
57 |
81 |
| The Role of an Aligned Investor Sentiment Index in Predicting Bond Risk Premia of the United States |
0 |
0 |
0 |
16 |
1 |
2 |
12 |
96 |
| The Role of the Monthly ENSO in Forecasting the Daily Baltic Dry Index |
0 |
0 |
0 |
12 |
3 |
9 |
24 |
49 |
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0 |
0 |
10 |
31 |
1 |
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29 |
60 |
| The Shifting Dynamics of Energy Supply Shocks: Natural Gas as the New Driver of European Stock Market Volatility |
1 |
1 |
36 |
36 |
1 |
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15 |
15 |
| The South African Economic Response to Monetary Policy Uncertainty |
0 |
0 |
0 |
61 |
2 |
2 |
7 |
97 |
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0 |
0 |
0 |
41 |
0 |
1 |
15 |
170 |
| The Taylor Curve: International Evidence |
0 |
0 |
0 |
25 |
2 |
4 |
20 |
63 |
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0 |
0 |
0 |
28 |
1 |
1 |
14 |
153 |
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0 |
0 |
0 |
5 |
0 |
0 |
9 |
115 |
| The Time-Series Properties of House Prices: A Case Study of the Southern California Market |
0 |
0 |
0 |
128 |
0 |
1 |
14 |
467 |
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0 |
0 |
0 |
29 |
1 |
2 |
8 |
307 |
| The Time-Series Properties on Housing Prices: A Case Study of the Southern California Market |
0 |
0 |
0 |
229 |
0 |
2 |
11 |
776 |
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0 |
0 |
0 |
31 |
1 |
2 |
13 |
87 |
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0 |
0 |
1 |
17 |
0 |
0 |
9 |
47 |
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0 |
0 |
0 |
0 |
0 |
1 |
11 |
44 |
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0 |
0 |
0 |
20 |
0 |
0 |
9 |
96 |
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0 |
0 |
0 |
0 |
0 |
0 |
12 |
188 |
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0 |
0 |
0 |
0 |
0 |
1 |
13 |
256 |
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0 |
0 |
0 |
0 |
0 |
0 |
10 |
351 |
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0 |
0 |
0 |
38 |
0 |
0 |
16 |
159 |
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0 |
1 |
2 |
109 |
1 |
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26 |
446 |
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0 |
0 |
0 |
58 |
0 |
3 |
18 |
193 |
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0 |
0 |
0 |
0 |
2 |
2 |
14 |
336 |
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0 |
0 |
0 |
31 |
0 |
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16 |
173 |
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0 |
0 |
3 |
71 |
2 |
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32 |
124 |
| The time-series linkages between US fiscal policy and asset prices |
0 |
0 |
0 |
28 |
0 |
1 |
19 |
106 |
| Threshold Effects of Inequality on Economic Growth in the US States: The Role of Human Capital to Physical Capital Ratio |
0 |
0 |
0 |
11 |
0 |
0 |
5 |
82 |
| Time Aggregation and the Contradictions with Causal Relationships: Can Economic Theory Come to the Rescue? |
0 |
0 |
0 |
17 |
1 |
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9 |
230 |
| Time Aggregation, Long-Run Money Demand and the Welfare Cost of Inflation |
0 |
0 |
0 |
26 |
0 |
0 |
9 |
206 |
| Time Series Analysis of Persistence in Crude Oil Price Volatility across Bull and Bear Regimes |
0 |
0 |
0 |
21 |
0 |
1 |
12 |
118 |
| Time-Frequency Relationship between Inflation and Inflation Uncertainty for the U.S.: Evidence from Historical Data |
0 |
0 |
0 |
40 |
0 |
0 |
6 |
93 |
| Time-Frequency Relationship between Inflation and Inflation Uncertainty for the U.S.: Evidence from Historical Data |
0 |
0 |
0 |
68 |
0 |
0 |
8 |
86 |
| Time-Frequency Relationship between U.S. Output with Commodity and Asset Prices |
0 |
0 |
0 |
47 |
0 |
3 |
18 |
114 |
| Time-Variation in the Persistence of Carbon Price Uncertainty: The Role of Carbon Policy Uncertainty |
0 |
0 |
0 |
5 |
1 |
3 |
22 |
70 |
| Time-Varying Causal Relationship between Stock Market and Unemployment in the United Kingdom: Historical Evidence from 1855 to 2017 |
0 |
0 |
0 |
52 |
0 |
0 |
17 |
98 |
| 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 |
1 |
13 |
108 |
| Time-Varying Causality between Equity and Currency Returns in the United Kingdom: Evidence from Over Two Centuries of Data |
0 |
0 |
0 |
18 |
0 |
2 |
12 |
98 |
| Time-Varying Causality between Oil and Commodity Prices in the Presence of Structural Breaks and Nonlinearity |
0 |
0 |
0 |
21 |
1 |
2 |
15 |
182 |
| Time-Varying Causality between Research Output and Economic Growth in the US |
0 |
0 |
0 |
0 |
1 |
2 |
14 |
148 |
| Time-Varying Correlations between Inflation and Stock Prices in the United States over the Last Two Centuries |
0 |
0 |
0 |
53 |
0 |
2 |
23 |
175 |
| Time-Varying Correlations between Trade Balance and Stock Prices in the United States over the Period 1792 to 2013 |
0 |
0 |
0 |
25 |
0 |
1 |
13 |
89 |
| Time-Varying Effects of Extreme Weather Shocks on Output Growth of the United States |
0 |
0 |
0 |
5 |
1 |
2 |
23 |
54 |
| Time-Varying Effects of Housing and Stock Prices on U.S. Consumption |
0 |
0 |
0 |
32 |
2 |
3 |
14 |
110 |
| Time-Varying Effects of Housing and Stock Prices on U.S. Consumption |
0 |
0 |
0 |
17 |
0 |
0 |
11 |
139 |
| Time-Varying Effects of Housing and Stock Prices on U.S. Consumption |
0 |
0 |
0 |
44 |
0 |
0 |
4 |
120 |
| Time-Varying Effects of Skewness: An International Comparison |
1 |
2 |
7 |
7 |
1 |
7 |
16 |
16 |
| Time-Varying Efficiency of Developed and Emerging Bond Markets: Evidence from Long-Spans of Historical Data |
0 |
0 |
0 |
43 |
1 |
4 |
23 |
136 |
| 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 |
7 |
49 |
| Time-Varying Impact of Geopolitical Risks on Oil Prices |
0 |
0 |
0 |
30 |
0 |
1 |
21 |
202 |
| Time-Varying Impact of Monetary Policy Shocks on U.S. Stock Returns: The Role of Investor Sentiment |
0 |
0 |
0 |
36 |
0 |
1 |
18 |
121 |
| Time-Varying Impact of Pandemics on Global Output Growth |
0 |
0 |
0 |
11 |
0 |
0 |
12 |
87 |
| 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 |
12 |
74 |
| Time-Varying Impact of Uncertainty Shocks on the US Housing Market |
0 |
0 |
0 |
16 |
0 |
1 |
10 |
109 |
| Time-Varying Influence of Household Debt on Inequality in United Kingdom |
0 |
0 |
0 |
13 |
0 |
1 |
13 |
105 |
| Time-Varying Linkages between Tourism Receipts and Economic Growth in South Africa |
0 |
0 |
0 |
16 |
0 |
1 |
13 |
143 |
| Time-Varying Multilayer Networks Analysis of Frequency Connectedness in Commodity Futures Markets |
0 |
0 |
2 |
9 |
1 |
3 |
35 |
55 |
| Time-Varying Parameter Four-Equation DSGE Model |
0 |
0 |
0 |
27 |
1 |
3 |
24 |
110 |
| Time-Varying Persistence in US Inflation |
0 |
0 |
0 |
37 |
0 |
2 |
10 |
178 |
| Time-Varying Persistence of Inflation: Evidence from a Wavelet-Based Approach |
0 |
0 |
0 |
49 |
2 |
4 |
21 |
163 |
| Time-Varying Persistence of Inflation: Evidence from a Wavelet-based Approach |
0 |
0 |
1 |
68 |
0 |
0 |
11 |
118 |
| Time-Varying Predictability of Financial Stress on Inequality in United Kingdom |
0 |
0 |
0 |
11 |
0 |
1 |
9 |
112 |
| Time-Varying Predictability of Labor Productivity on Inequality in United Kingdom |
0 |
0 |
0 |
6 |
0 |
1 |
7 |
45 |
| Time-Varying Predictability of Oil Market Movements Over a Century of Data: The Role of US Financial Stress |
0 |
0 |
0 |
17 |
1 |
1 |
11 |
70 |
| Time-Varying Rare Disaster Risks, Oil Returns and Volatility |
0 |
0 |
0 |
33 |
0 |
1 |
20 |
121 |
| Time-Varying Relationship between Conventional and Unconventional Monetary Policies and Risk Aversion: International Evidence from Time- and Frequency-Domains |
0 |
0 |
0 |
31 |
0 |
1 |
25 |
151 |
| Time-Varying Risk Aversion and Forecastability of the US Term Structure of Interest Rates |
0 |
0 |
0 |
10 |
0 |
1 |
12 |
56 |
| Time-Varying Risk Aversion and Realized Gold Volatility |
0 |
0 |
0 |
27 |
2 |
7 |
60 |
149 |
| Time-Varying Risk Aversion and the Predictability of Bond Premia |
0 |
0 |
0 |
28 |
0 |
2 |
12 |
73 |
| Time-Varying Risk Aversion and the Profitability of Carry Trades: Evidence from the Cross-Quantilogram |
0 |
0 |
0 |
11 |
0 |
1 |
16 |
49 |
| 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 |
17 |
172 |
| Time-Varying Spillover between Currency and Stock Markets in the United States: More than Two Centuries of Historical Evidence |
0 |
0 |
0 |
23 |
0 |
1 |
11 |
72 |
| Time-Varying Spillover of Multi-Scale Positive and Negative Bubbles in Stock and Oil Markets |
0 |
0 |
0 |
1 |
0 |
2 |
26 |
26 |
| Time-Varying Spillover of US Trade War on the Growth of Emerging Economies |
0 |
0 |
0 |
43 |
0 |
0 |
11 |
111 |
| Time-Varying Spillovers between Housing Sentiment and Housing Market in the United States |
0 |
0 |
0 |
7 |
0 |
0 |
8 |
67 |
| Trade Uncertainties and the Hedging Abilities of Bitcoin |
0 |
0 |
0 |
35 |
0 |
0 |
10 |
76 |
| Trends and Cycles in Historical Gold and Silver Prices |
0 |
0 |
0 |
24 |
2 |
3 |
29 |
245 |
| Trends and Cycles in Historical Gold and Silver Prices |
0 |
0 |
0 |
75 |
0 |
0 |
11 |
90 |
| Trust and Quality of Growth: A Note |
0 |
0 |
0 |
39 |
0 |
1 |
15 |
72 |
| Trust and Quality of Growth: A Note |
0 |
0 |
0 |
20 |
2 |
3 |
10 |
72 |
| Trust and Quality of Growth: A Note |
0 |
0 |
0 |
32 |
0 |
0 |
16 |
82 |
| Trust and Quality of Growth: A Note |
0 |
0 |
0 |
1 |
0 |
2 |
10 |
19 |
| U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict |
0 |
0 |
0 |
16 |
0 |
0 |
3 |
74 |
| U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict |
0 |
0 |
0 |
35 |
0 |
1 |
6 |
86 |
| US Inflation Dynamics on Long Range Data |
0 |
0 |
0 |
33 |
0 |
0 |
7 |
66 |
| US Monetary Policy and BRICS Stock Market Bubbles |
0 |
0 |
0 |
26 |
1 |
2 |
12 |
36 |
| US Trade Policy Uncertainty and the Connectedness of Global Supply Bottlenecks |
1 |
1 |
18 |
18 |
3 |
7 |
25 |
25 |
| US inflation dynamics on long range data |
0 |
0 |
0 |
36 |
0 |
1 |
3 |
81 |
| US-China Tensions and Stock Market Co-movement between the US and China: Insights from a DCC-DAGARCH-MIDAS Model |
1 |
1 |
14 |
20 |
6 |
18 |
136 |
149 |
| Uncertainty Related to Infectious Diseases and Forecastability of the Realised Volatility of US Treasury Securities |
0 |
0 |
0 |
0 |
0 |
0 |
10 |
22 |
| Uncertainty and Crude Oil Returns |
0 |
0 |
0 |
19 |
0 |
1 |
8 |
170 |
| 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 |
2 |
14 |
83 |
| Uncertainty and Forecastability of Regional Output Growth in the United Kingdom: Evidence from Machine Learning |
0 |
0 |
0 |
38 |
0 |
1 |
20 |
104 |
| Uncertainty and Forecasts of U.S. Recessions |
0 |
0 |
0 |
104 |
0 |
1 |
21 |
232 |
| Uncertainty and Predictability of Real Housing Returns in the United Kingdom: A Regional Analysis |
0 |
0 |
0 |
20 |
1 |
1 |
7 |
74 |
| Uncertainty and Tourism in Africa |
0 |
0 |
0 |
14 |
0 |
0 |
7 |
45 |
| Uncertainty and Volatility Jumps in the Pound-Dollar Exchange Rate: Evidence from Over One Century of Data |
0 |
0 |
0 |
44 |
1 |
5 |
17 |
112 |
| Uncertainty and crude oil returns |
0 |
0 |
1 |
50 |
1 |
4 |
16 |
195 |
| Uncertainty due to Infectious Diseases and Forecastability of the Realized Variance of US REITs: A Note |
0 |
0 |
0 |
9 |
0 |
0 |
8 |
61 |
| Uncertainty, Spillovers, and Forecasts of the Realized Variance of Gold Returns |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
17 |
| Unconventional Monetary Policy Shocks in OECD Countries: How Important is the Extent of Policy Uncertainty? |
0 |
0 |
0 |
43 |
0 |
2 |
13 |
103 |
| Understanding Sentiment Across Genders: Challenges and Solutions |
0 |
0 |
0 |
0 |
0 |
2 |
12 |
18 |
| Unemployment Fluctuations and Currency Returns in the United Kingdom: Evidence from Over One and a Half Century of Data |
0 |
0 |
0 |
15 |
1 |
2 |
16 |
72 |
| Unemployment Rate Hysteresis and the Great Recession: Exploring the Metropolitan Evidence |
0 |
0 |
0 |
0 |
1 |
6 |
25 |
89 |
| Unemployment fluctuations and currency returns in the United Kingdom: Evidence from over one and a half century of data |
0 |
0 |
0 |
31 |
0 |
1 |
18 |
133 |
| Unraveling Financial Fragility of Global Markets Using Machine Learning |
0 |
0 |
0 |
14 |
0 |
1 |
23 |
39 |
| Unveiling True Connectedness in US State-Level Stock Markets: The Role of Common Factors |
0 |
0 |
2 |
13 |
0 |
0 |
18 |
32 |
| Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States |
0 |
0 |
0 |
142 |
0 |
1 |
22 |
514 |
| Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States |
0 |
0 |
0 |
133 |
0 |
2 |
15 |
561 |
| Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States |
0 |
0 |
0 |
34 |
0 |
0 |
6 |
271 |
| Using Large Data Sets to Forecast Sectoral Employment |
0 |
0 |
0 |
23 |
1 |
4 |
6 |
157 |
| Using Large Data Sets to Forecast Sectoral Employment |
0 |
0 |
0 |
169 |
1 |
3 |
24 |
528 |
| Using Large Data Sets to Forecast Sectoral Employment |
0 |
0 |
0 |
23 |
0 |
0 |
15 |
139 |
| Valuation Ratios and Stock Price Predictability in South Africa: Is it there? |
0 |
0 |
0 |
27 |
0 |
1 |
9 |
178 |
| Variants of Consumption-Wealth Ratios and Predictability of U.S. Government Bond Risk Premia: Old is still Gold |
0 |
0 |
0 |
0 |
0 |
0 |
8 |
67 |
| Volatility Connectedness of Major Cryptocurrencies: The Role of Investor Happiness |
0 |
0 |
0 |
34 |
0 |
2 |
17 |
149 |
| Volatility Jumps: The Role of Geopolitical Risks |
0 |
0 |
0 |
21 |
3 |
4 |
20 |
132 |
| Volatility Spillover between Energy and Financial Markets |
0 |
0 |
0 |
0 |
0 |
0 |
10 |
390 |
| Volatility Spillovers across Global Asset Classes: Evidence from Time and Frequency Domains |
0 |
0 |
0 |
53 |
0 |
1 |
16 |
152 |
| Volatility Spillovers between Interest Rates and Equity Markets of Developed Economies: A Note |
0 |
0 |
0 |
21 |
0 |
0 |
5 |
56 |
| Volatility Transmission between Islamic and Conventional Equity Markets: Evidence from Causality-in-Variance Test |
0 |
0 |
0 |
15 |
0 |
0 |
8 |
142 |
| Was the Recent Downturn in US GDP Predictable? |
0 |
0 |
0 |
81 |
1 |
2 |
36 |
193 |
| Was the Recent Downturn in US GDP Predictable? |
0 |
0 |
0 |
71 |
0 |
2 |
16 |
202 |
| Was the Recent Downturn in US GDP Predictable? |
0 |
0 |
0 |
46 |
0 |
1 |
12 |
95 |
| Wealth-to-Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test |
0 |
0 |
0 |
0 |
1 |
1 |
7 |
73 |
| 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 |
7 |
52 |
| When the Weather Turns Risky: Climate Shocks and U.S. State-Level Credit Risk |
1 |
1 |
16 |
16 |
1 |
3 |
26 |
26 |
| Why must it always be so Real with Tax Evasion? |
0 |
0 |
0 |
27 |
1 |
2 |
15 |
117 |
| Xenophobia and Quality of Life: Evidence From South Africa |
0 |
0 |
0 |
7 |
0 |
3 |
20 |
39 |
| “Ripple Effects” and Forecasting Home Prices In Los Angeles, Las Vegas, and Phoenix |
0 |
0 |
0 |
171 |
0 |
4 |
12 |
269 |
| Total Working Papers |
59 |
111 |
569 |
32,331 |
647 |
2,103 |
18,318 |
174,812 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| 125 Years of time-varying effects of fiscal policy on financial markets |
0 |
1 |
1 |
5 |
0 |
1 |
5 |
19 |
| A BVAR MODEL FOR THE SOUTH AFRICAN ECONOMY |
0 |
0 |
1 |
77 |
1 |
2 |
14 |
187 |
| A DSGE-VAR model for forecasting key South African macroeconomic variables |
0 |
0 |
1 |
58 |
0 |
3 |
15 |
199 |
| A Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting |
0 |
0 |
3 |
6 |
1 |
2 |
19 |
30 |
| A NOTE ON UNCERTAINTY DUE TO INFECTIOUS DISEASES AND OUTPUT GROWTH OF THE UNITED STATES: A MIXED-FREQUENCY FORECASTING EXPERIMENT |
0 |
0 |
0 |
1 |
1 |
3 |
15 |
23 |
| A New-Keynesian DSGE model for forecasting the South African economy |
0 |
1 |
2 |
197 |
0 |
2 |
38 |
473 |
| 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 |
14 |
21 |
| A Note on the COVID-19 Shock and Real GDP in Emerging Economies |
0 |
0 |
0 |
19 |
0 |
1 |
5 |
42 |
| A SMALL‐SCALE DSGE MODEL FOR FORECASTING THE SOUTH AFRICAN ECONOMY |
0 |
0 |
0 |
107 |
1 |
1 |
15 |
280 |
| A TIME-VARYING APPROACH OF THE US WELFARE COST OF INFLATION |
0 |
0 |
0 |
14 |
1 |
4 |
24 |
112 |
| A historical analysis of the US stock price index using empirical mode decomposition over 1791-2015 |
0 |
0 |
0 |
11 |
0 |
1 |
19 |
109 |
| A large factor model for forecasting macroeconomic variables in South Africa |
0 |
1 |
1 |
33 |
1 |
3 |
17 |
201 |
| 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 |
1 |
5 |
29 |
48 |
| A new hybrid method with data-characteristic-driven analysis for artificial intelligence and robotics index return forecasting |
0 |
0 |
0 |
1 |
1 |
2 |
15 |
22 |
| A non-linear approach for predicting stock returns and volatility with the use of investor sentiment indices |
0 |
0 |
0 |
22 |
1 |
3 |
16 |
85 |
| A note on financial vulnerability and volatility in emerging stock markets: evidence from GARCH-MIDAS models |
0 |
0 |
0 |
5 |
1 |
1 |
5 |
20 |
| A note on investor happiness and the predictability of realized volatility of gold |
0 |
0 |
0 |
5 |
0 |
2 |
10 |
32 |
| A note on oil price shocks and the forecastability of gold realized volatility |
0 |
0 |
0 |
0 |
0 |
2 |
15 |
22 |
| A note on the technology herd: evidence from large institutional investors |
0 |
0 |
0 |
2 |
1 |
1 |
6 |
22 |
| A re-evaluation of the term spread as a leading indicator |
0 |
0 |
0 |
7 |
1 |
2 |
17 |
42 |
| A time-varying approach to analysing fiscal policy and asset prices in South Africa |
0 |
0 |
0 |
5 |
0 |
0 |
8 |
55 |
| A wavelet analysis of the relationship between oil and natural gas prices |
0 |
0 |
0 |
23 |
0 |
1 |
15 |
98 |
| 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 |
3 |
13 |
38 |
| 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 |
16 |
24 |
| Addendum to “Time-varying efficiency of developed and emerging bond markets: Evidence from long-spans of historical data” [Phys. A: Stat. Mech. Appl. 505 (2018) 632–647] |
0 |
0 |
0 |
0 |
2 |
2 |
2 |
2 |
| An Endogenous Growth Model of a Financially Repressed Small Open Economy |
0 |
0 |
0 |
28 |
0 |
0 |
6 |
93 |
| An in-sample and out-of-sample empirical investigation of the nonlinearity in house prices of South Africa |
0 |
0 |
0 |
35 |
0 |
1 |
18 |
256 |
| Analysis of Herding in Reits of an Emerging Market: The Case of Turkey |
0 |
0 |
0 |
0 |
0 |
3 |
11 |
13 |
| Analyzing South Africa’s inflation persistence using an ARFIMA model with Markov-switching fractional differencing parameter |
0 |
0 |
1 |
20 |
0 |
0 |
16 |
102 |
| Are BRICS exchange rates chaotic? |
0 |
0 |
0 |
3 |
0 |
1 |
11 |
39 |
| Are Health Care Expenditures and Personal Disposable Income Characterised by Asymmetric Behaviour? Evidence from US State-Level Data |
0 |
0 |
0 |
1 |
0 |
0 |
10 |
22 |
| Are Uncertainties across the World Convergent? |
0 |
0 |
0 |
22 |
0 |
1 |
10 |
81 |
| Are house prices in South Africa really nonstationary? Evidence from SPSM-based panel KSS test with a Fourier function |
0 |
0 |
0 |
9 |
0 |
2 |
11 |
94 |
| Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data |
0 |
0 |
0 |
2 |
0 |
1 |
12 |
21 |
| Are real interest rates a monetary phenomenon? Evidence from 700 years of data |
0 |
0 |
0 |
0 |
0 |
3 |
14 |
23 |
| Are stock prices related to the political uncertainty index in OECD countries? Evidence from the bootstrap panel causality test |
0 |
0 |
2 |
43 |
0 |
3 |
21 |
190 |
| Are stock returns an inflation hedge for the UK? Evidence from a wavelet analysis using over three centuries of data |
0 |
0 |
2 |
19 |
1 |
3 |
24 |
91 |
| Are there Environmental Kuznets Curves for US state-level CO2 emissions? |
0 |
0 |
2 |
34 |
1 |
3 |
26 |
234 |
| Are there Really Long-Run Diversification Benefits from Sustainable Investments? |
0 |
1 |
1 |
11 |
1 |
3 |
19 |
48 |
| Are there housing bubbles in South Africa? Evidence from SPSM-based panel KSS test with a Fourier function |
0 |
0 |
0 |
4 |
0 |
1 |
13 |
45 |
| Are there long-run diversification gains from the Dow Jones Islamic finance index? |
0 |
0 |
0 |
9 |
0 |
1 |
9 |
73 |
| Are there multiple bubbles in the ethanol–gasoline price ratio of Brazil? |
0 |
0 |
0 |
8 |
1 |
3 |
16 |
70 |
| Asymmetric Behavior in Nominal and Real Housing Prices: Evidence from Emerging and Advanced Economies |
0 |
0 |
0 |
0 |
0 |
0 |
10 |
11 |
| Asymmetric causality between military expenditures and economic growth in top six defense spenders |
0 |
0 |
2 |
48 |
0 |
0 |
18 |
159 |
| Asymmetric dynamics of insurance premium: the impacts of output and economic policy uncertainty |
1 |
3 |
7 |
20 |
1 |
3 |
32 |
113 |
| Asymmetric effects of inequality on real output levels of the United States |
0 |
0 |
0 |
11 |
0 |
1 |
19 |
71 |
| BAYESIAN METHODS OF FORECASTING INVENTORY INVESTMENT |
0 |
0 |
0 |
20 |
0 |
1 |
18 |
125 |
| Bayesian Spatial Modeling for Housing Data in South Africa |
0 |
0 |
0 |
1 |
1 |
2 |
13 |
19 |
| Bear, Bull, Sidewalk, and Crash: The Evolution of the US Stock Market Using Over a Century of Daily Data |
0 |
0 |
1 |
3 |
0 |
0 |
13 |
27 |
| Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles |
0 |
0 |
0 |
56 |
1 |
2 |
24 |
250 |
| Bitcoin mining activity and volatility dynamics in the power market |
0 |
0 |
1 |
8 |
0 |
0 |
10 |
25 |
| Business applications and state‐level stock market realized volatility: A forecasting experiment |
0 |
0 |
0 |
3 |
0 |
0 |
24 |
36 |
| CLIMATE RISKS AND PREDICTABILITY OF COMMODITY RETURNS AND VOLATILITY: EVIDENCE FROM OVER 750 YEARS OF DATA |
0 |
0 |
1 |
1 |
0 |
1 |
17 |
21 |
| CONVERGENCE IN PROVINCIAL-LEVEL SOUTH AFRICAN HOUSE PRICES: EVIDENCE FROM THE CLUB CONVERGENCE AND CLUSTERING PROCEDURE |
0 |
0 |
0 |
11 |
0 |
0 |
14 |
108 |
| CONVERGENCE OF METROPOLITAN HOUSE PRICES IN SOUTH AFRICA: A RE-EXAMINATION USING EFFICIENT UNIT ROOT TESTS |
0 |
0 |
0 |
70 |
0 |
0 |
17 |
310 |
| COVID-19 Pandemic and Investor Herding in International Stock Markets |
1 |
1 |
1 |
9 |
1 |
1 |
15 |
57 |
| Can (unusual) weather conditions in New York predict South African stock returns? |
0 |
0 |
0 |
7 |
0 |
0 |
11 |
62 |
| 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 |
4 |
45 |
| 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 |
0 |
4 |
15 |
135 |
| Can economic uncertainty, financial stress and consumer sentiments predict U.S. equity premium? |
0 |
0 |
1 |
23 |
0 |
2 |
20 |
147 |
| Can monetary policy lean against housing bubbles? |
0 |
0 |
0 |
16 |
0 |
1 |
10 |
46 |
| Can municipal bonds hedge US state-level climate risks? |
0 |
0 |
0 |
2 |
0 |
2 |
10 |
15 |
| Can the Sharia-based Islamic stock market returns be forecasted using large number of predictors and models? |
0 |
0 |
0 |
14 |
0 |
1 |
13 |
95 |
| Can volume predict Bitcoin returns and volatility? A quantiles-based approach |
0 |
4 |
13 |
295 |
4 |
23 |
62 |
971 |
| 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 |
1 |
5 |
172 |
| Causal Relationship between Asset Prices and Output in the United States: Evidence from the State-Level Panel Granger Causality Test |
0 |
0 |
0 |
8 |
1 |
1 |
14 |
41 |
| Causal effects of the United States and Japan on Pacific-Rim stock markets: nonparametric quantile causality approach |
0 |
1 |
1 |
10 |
0 |
3 |
12 |
89 |
| 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 |
1 |
5 |
1 |
4 |
23 |
51 |
| Causality Between Per Capita Real GDP and Income Inequality in the U.S.: Evidence from a Wavelet Analysis |
0 |
0 |
1 |
25 |
0 |
1 |
67 |
190 |
| Causality Between Us Economic Policy and Equity Market Uncertainties: Evidence from Linear and Nonlinear Tests |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
16 |
| Causality between US economic policy and equity market uncertainties: Evidence from linear and nonlinear tests |
0 |
0 |
0 |
30 |
0 |
0 |
11 |
126 |
| Causality between exports and economic growth in South Africa: evidence from linear and nonlinear tests |
0 |
0 |
0 |
172 |
0 |
1 |
15 |
526 |
| Causality between inflation and inflation uncertainty in South Africa: Evidence from a Markov-switching vector autoregressive model |
0 |
0 |
1 |
45 |
1 |
3 |
14 |
193 |
| Causality between research output and economic growth in BRICS |
0 |
0 |
1 |
28 |
0 |
1 |
8 |
112 |
| Chaos in G7 stock markets using over one century of data: A note |
0 |
0 |
0 |
6 |
0 |
0 |
18 |
67 |
| 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 |
0 |
0 |
8 |
118 |
| Climate Change and Inequality: Evidence from the United States |
0 |
0 |
0 |
6 |
0 |
1 |
11 |
32 |
| Climate Risks and Forecasting Stock Market Returns in Advanced Economies over a Century |
0 |
0 |
0 |
3 |
0 |
2 |
16 |
31 |
| Climate Risks and Real Gold Returns over 750 Years |
0 |
0 |
0 |
0 |
0 |
2 |
13 |
14 |
| Climate Risks and the Realized Volatility Oil and Gas Prices: Results of an Out-of-Sample Forecasting Experiment |
0 |
0 |
1 |
6 |
0 |
0 |
5 |
19 |
| Climate risks and U.S. stock‐market tail risks: A forecasting experiment using over a century of data |
0 |
0 |
0 |
9 |
0 |
3 |
12 |
39 |
| Climate risks and forecastability of US inflation: Evidence from dynamic quantile model averaging |
1 |
1 |
1 |
1 |
3 |
3 |
3 |
3 |
| Climate risks and forecastability of the realized volatility of gold and other metal prices |
0 |
0 |
0 |
5 |
1 |
1 |
16 |
29 |
| Climate risks and forecastability of the weekly state‐level economic conditions of the United States |
0 |
0 |
0 |
1 |
0 |
0 |
12 |
21 |
| Climate risks and predictability of the conditional distributions of rare earth stock returns and volatility |
1 |
1 |
2 |
2 |
1 |
3 |
7 |
7 |
| Climate risks and predictability of the trading volume of gold: Evidence from an INGARCH model |
0 |
0 |
0 |
2 |
1 |
1 |
17 |
28 |
| Climate risks and realized volatility of major commodity currency exchange rates |
0 |
0 |
2 |
17 |
1 |
1 |
23 |
65 |
| Climate risks and state-level stock market realized volatility |
1 |
1 |
1 |
3 |
3 |
3 |
14 |
24 |
| Climate uncertainty and carbon emissions prices: The relative roles of transition and physical climate risks |
0 |
0 |
1 |
5 |
0 |
0 |
15 |
37 |
| Commodity Prices and Forecastability of International Stock Returns over a Century: Sentiments versus Fundamentals with Focus on South Africa |
0 |
0 |
0 |
1 |
2 |
5 |
18 |
27 |
| Commodity Risk and Forecastability of International Stock Returns: The Role of Oil Returns Skewness |
0 |
1 |
1 |
3 |
0 |
1 |
19 |
29 |
| Common business cycles and volatilities in US states and MSAs: The role of economic uncertainty |
0 |
0 |
0 |
28 |
0 |
1 |
15 |
150 |
| Common cycles and common trends in the stock and oil markets: Evidence from more than 150years of data |
0 |
0 |
5 |
32 |
1 |
2 |
34 |
161 |
| Comovement in Euro area housing prices: A fractional cointegration approach |
0 |
0 |
1 |
25 |
1 |
4 |
16 |
91 |
| Comparing South African Inflation Volatility Across Monetary Policy Regimes: An Application of Saphe Cracking |
0 |
0 |
0 |
3 |
0 |
0 |
19 |
57 |
| Comparing the forecasting ability of financial conditions indices: The case of South Africa |
0 |
1 |
2 |
12 |
0 |
1 |
14 |
94 |
| Contagion between real estate and financial markets: A Bayesian quantile-on-quantile approach |
0 |
0 |
0 |
21 |
0 |
2 |
22 |
93 |
| Contagious diseases and gold: Over 700 years of evidence from quantile regressions |
0 |
0 |
1 |
1 |
0 |
0 |
9 |
10 |
| Conventional and Unconventional Monetary Policy Rate Uncertainty and Stock Market Volatility: A Forecasting Perspective |
0 |
0 |
0 |
0 |
4 |
4 |
4 |
4 |
| Conventional and unconventional monetary policy reaction to uncertainty in advanced economies: evidence from quantile regressions |
0 |
0 |
0 |
1 |
1 |
2 |
11 |
20 |
| Conventional and unconventional monetary policy reaction to uncertainty in advanced economies: evidence from quantile regressions |
0 |
0 |
2 |
16 |
0 |
1 |
14 |
81 |
| Convergence in Income Inequality: Further Evidence from the Club Clustering Methodology across States in the U.S |
0 |
0 |
1 |
15 |
3 |
4 |
31 |
113 |
| Convergence of Health Care Expenditures Across the US States: A Reconsideration |
0 |
0 |
0 |
7 |
0 |
0 |
13 |
54 |
| Convergence of greenhouse gas emissions among G7 countries |
0 |
0 |
0 |
7 |
0 |
3 |
17 |
64 |
| Convergence patterns in sovereign bond yield spreads: Evidence from the Euro Area |
0 |
0 |
3 |
17 |
0 |
3 |
29 |
97 |
| Correction to: Causality Between Per Capita Real GDP and Income Inequality in the U.S.: Evidence from a Wavelet Analysis |
0 |
0 |
0 |
2 |
0 |
0 |
4 |
14 |
| Costly State Monitoring and Reserve Requirements |
0 |
0 |
0 |
32 |
1 |
1 |
10 |
241 |
| Costly Tax Enforcement and Financial Repression |
0 |
0 |
0 |
20 |
0 |
1 |
13 |
110 |
| Could We Have Predicted the Recent Downturn in Home Sales in the Four U.S. Census Regions? |
0 |
0 |
0 |
0 |
0 |
0 |
8 |
9 |
| Could we have predicted the recent downturn in the South African housing market? |
0 |
0 |
0 |
20 |
0 |
2 |
10 |
140 |
| Country Risk Ratings and Stock Market Returns in Brazil, Russia, India, and China (BRICS) Countries: A Nonlinear Dynamic Approach |
0 |
0 |
0 |
21 |
0 |
1 |
16 |
117 |
| 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 |
1 |
9 |
35 |
| Credit standards: A new predictor of U.S. stock market realized volatility |
0 |
0 |
0 |
0 |
2 |
3 |
3 |
3 |
| Cross-Country Evidence on the Causal Relationship between Policy Uncertainty and Housing Prices |
0 |
0 |
0 |
1 |
0 |
1 |
11 |
17 |
| Cross-border capital flows and return dynamics in emerging stock markets: Relative roles of equity and debt flows |
1 |
1 |
3 |
30 |
1 |
2 |
24 |
125 |
| Currency Substitution and Financial Repression |
0 |
0 |
0 |
23 |
0 |
0 |
16 |
115 |
| Current account sustainability in G7 and BRICS: Evidence from a long-memory model with structural breaks |
0 |
0 |
1 |
19 |
1 |
1 |
18 |
97 |
| DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa |
0 |
0 |
0 |
23 |
0 |
2 |
18 |
122 |
| DYNAMIC TIME INCONSISTENCY AND THE SOUTH AFRICAN RESERVE BANK |
0 |
0 |
0 |
22 |
0 |
0 |
12 |
113 |
| Date stamping historical periods of oil price explosivity: 1876–2014 |
0 |
0 |
1 |
19 |
0 |
0 |
14 |
82 |
| Date-stamping US housing market explosivity |
0 |
0 |
0 |
6 |
1 |
1 |
11 |
64 |
| Detecting predictable non-linear dynamics in Dow Jones Islamic Market and Dow Jones Industrial Average indices using nonparametric regressions |
0 |
0 |
0 |
12 |
1 |
1 |
9 |
101 |
| Development, Poverty and Inequality: A Spatial Analysis of South African Provinces |
0 |
0 |
1 |
76 |
0 |
0 |
13 |
239 |
| Differences of opinion and stock market volatility: evidence from a nonparametric causality-in-quantiles approach |
0 |
0 |
0 |
5 |
0 |
0 |
8 |
52 |
| Disaggregated oil shocks and stock-market tail risks: Evidence from a panel of 48 economics |
0 |
0 |
0 |
1 |
1 |
3 |
8 |
15 |
| Do Climate Risks Predict US Housing Returns and Volatility? Evidence from a Quantiles-Based Approach |
0 |
0 |
1 |
2 |
1 |
2 |
16 |
19 |
| Do House Prices Impact Consumption and Interest Rate? Evidence from OECD Countries using an Agnostic Identification Procedure |
0 |
0 |
0 |
37 |
0 |
2 |
8 |
159 |
| Do Stock Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-varying Vector Autoregressive Model |
0 |
0 |
0 |
28 |
0 |
0 |
13 |
137 |
| Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations |
0 |
0 |
0 |
17 |
0 |
0 |
13 |
101 |
| Do U.S. economic conditions at the state level predict the realized volatility of oil-price returns? A quantile machine-learning approach |
1 |
3 |
3 |
4 |
1 |
4 |
26 |
33 |
| Do cay and cayMS predict stock and housing returns? Evidence from a nonparametric causality test |
0 |
0 |
0 |
6 |
0 |
0 |
7 |
64 |
| Do commodity investors herd? Evidence from a time-varying stochastic volatility model |
0 |
1 |
4 |
16 |
0 |
2 |
19 |
110 |
| Do house prices hedge inflation in the US? A quantile cointegration approach |
1 |
1 |
3 |
32 |
1 |
1 |
18 |
138 |
| Do leading indicators forecast U.S. recessions? A nonlinear re†evaluation using historical data |
0 |
0 |
0 |
5 |
0 |
0 |
9 |
36 |
| Do oil-price shocks predict the realized variance of U.S. REITs? |
0 |
0 |
0 |
4 |
1 |
2 |
15 |
32 |
| Do precious metal prices help in forecasting South African inflation? |
0 |
0 |
0 |
2 |
0 |
1 |
15 |
68 |
| Do shortages forecast aggregate and sectoral U.S. stock market realized variance? Evidence from a century of data |
0 |
1 |
1 |
1 |
1 |
5 |
8 |
8 |
| Do sunspot numbers cause global temperatures? Evidence from a frequency domain causality test |
0 |
0 |
0 |
1 |
0 |
0 |
4 |
49 |
| Do terror attacks predict gold returns? Evidence from a quantile-predictive-regression approach |
1 |
1 |
1 |
7 |
1 |
3 |
16 |
67 |
| Do trend extraction approaches affect causality detection in climate change studies? |
0 |
0 |
0 |
7 |
0 |
0 |
8 |
45 |
| Do we need a global VAR model to forecast inflation and output in South Africa? |
0 |
0 |
0 |
14 |
1 |
3 |
13 |
70 |
| Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions |
1 |
3 |
14 |
236 |
3 |
8 |
74 |
788 |
| Does Debt Ceiling and Government Shutdown Help in Forecasting the US Equity Risk Premium? |
0 |
0 |
0 |
0 |
0 |
2 |
11 |
12 |
| Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test |
1 |
3 |
12 |
122 |
1 |
12 |
47 |
438 |
| Does Liquidity Risk Explain the Time-Variation in Asset Correlations? Evidence from Stocks, Bonds and Commodities |
0 |
0 |
1 |
4 |
1 |
2 |
14 |
48 |
| Does climate policy uncertainty affect tourism demand? Evidence from time-varying causality tests |
0 |
0 |
1 |
4 |
0 |
0 |
15 |
26 |
| Does country risks predict stock returns and volatility? Evidence from a nonparametric approach |
0 |
0 |
0 |
13 |
0 |
0 |
7 |
76 |
| Does economic policy uncertainty forecast real housing returns in a panel of OECD countries? A Bayesian approach |
0 |
0 |
1 |
29 |
0 |
1 |
14 |
123 |
| Does financial development affect income inequality in the U.S. States? |
0 |
0 |
0 |
27 |
0 |
0 |
18 |
104 |
| Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin? |
1 |
1 |
5 |
88 |
1 |
2 |
51 |
360 |
| Does global fear predict fear in BRICS stock markets? Evidence from a Bayesian Graphical Structural VAR model |
0 |
0 |
2 |
22 |
0 |
4 |
19 |
120 |
| 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 |
0 |
1 |
12 |
111 |
| Does inequality help in forecasting equity premium in a panel of G7 countries? |
0 |
0 |
0 |
3 |
1 |
1 |
16 |
53 |
| Does inequality really matter in forecasting real housing returns of the United Kingdom? |
0 |
0 |
0 |
5 |
0 |
1 |
7 |
43 |
| Does inequality really matter in forecasting real housing returns of the United Kingdom? |
0 |
0 |
0 |
5 |
0 |
1 |
5 |
29 |
| Does mining activity drive crash risks in bitcoin? |
1 |
1 |
2 |
2 |
1 |
4 |
15 |
15 |
| Does partisan conflict predict a reduction in US stock market (realized) volatility? Evidence from a quantile-on-quantile regression model☆ |
0 |
0 |
0 |
11 |
0 |
0 |
16 |
71 |
| Does real U.K. GDP have a unit root? Evidence from a multi-century perspective |
0 |
0 |
0 |
10 |
0 |
1 |
7 |
33 |
| Does sunspot numbers cause global temperatures? A reconsideration using non-parametric causality tests |
0 |
0 |
0 |
4 |
1 |
1 |
6 |
56 |
| 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 |
1 |
12 |
0 |
2 |
8 |
98 |
| Does the US. macroeconomic news make the South African stock market riskier? |
0 |
0 |
0 |
10 |
0 |
0 |
14 |
80 |
| Does the introduction of US spot Bitcoin ETFs affect spot returns and volatility of major cryptocurrencies? |
0 |
5 |
29 |
41 |
12 |
41 |
285 |
326 |
| Does the source of oil price shocks matter for South African stock returns? A structural VAR approach |
0 |
0 |
1 |
55 |
0 |
4 |
20 |
233 |
| Does tourism cause growth asymmetrically in a panel of G-7 countries? A short note |
0 |
0 |
0 |
16 |
0 |
0 |
12 |
110 |
| Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test |
0 |
1 |
5 |
72 |
0 |
2 |
36 |
227 |
| Drivers of Realized Volatility for Emerging Countries with a Focus on South Africa: Fundamentals versus Sentiment |
0 |
0 |
0 |
3 |
0 |
2 |
11 |
19 |
| Dutch disease effect of oil rents on agriculture value added in Middle East and North African (MENA) countries |
0 |
0 |
3 |
55 |
0 |
1 |
26 |
270 |
| Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns |
0 |
0 |
0 |
2 |
1 |
1 |
14 |
20 |
| Dynamic Comovements Between Housing and Oil Markets in the US over 1859 to 2013: a Note |
0 |
0 |
0 |
7 |
1 |
2 |
19 |
98 |
| Dynamic Impact of Unconventional Monetary Policy on International REITs |
0 |
0 |
0 |
4 |
0 |
3 |
11 |
38 |
| Dynamic Relationship Between Oil Price And Inflation In South Africa |
0 |
0 |
0 |
59 |
0 |
2 |
22 |
210 |
| Dynamic Spillovers in the United States: Stock Market, Housing, Uncertainty, and the Macroeconomy |
0 |
0 |
0 |
14 |
0 |
0 |
11 |
73 |
| Dynamic and Asymmetric Response of Inequality to Income Volatility: The Case of the United Kingdom |
0 |
0 |
1 |
12 |
1 |
1 |
17 |
51 |
| Dynamic connectedness across U.S. state-level regional equity markets: The role of time-varying common and idiosyncratic factors |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
2 |
| Dynamic connectedness of uncertainty across developed economies: A time-varying approach |
0 |
1 |
5 |
104 |
0 |
3 |
33 |
365 |
| Dynamic effects of monetary policy shocks on macroeconomic volatility in the United Kingdom |
0 |
0 |
0 |
3 |
0 |
3 |
15 |
27 |
| Dynamic impact of the U.S. monetary policy on oil market returns and volatility |
0 |
0 |
0 |
3 |
0 |
0 |
10 |
29 |
| Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor Versus National Factor in a GARCH‐MIDAS Model |
0 |
0 |
1 |
2 |
0 |
2 |
30 |
32 |
| Economic Policy Uncertainty and Herding Behavior Evidence from the South African Housing Market |
0 |
0 |
3 |
42 |
0 |
2 |
17 |
208 |
| Economic Policy Uncertainty, U.S. Real Housing Returns and Their Volatility: A Nonparametric Approach |
0 |
1 |
3 |
5 |
0 |
2 |
24 |
33 |
| Economic disasters and inequality: a note |
0 |
0 |
0 |
0 |
0 |
3 |
7 |
9 |
| Economic policy uncertainty and stock market returns in PacificRim countries: Evidence based on a Bayesian panel VAR model |
2 |
3 |
17 |
143 |
4 |
8 |
83 |
590 |
| Effect of uncertainty on U.S. stock returns and volatility: evidence from over eighty years of high-frequency data |
0 |
0 |
0 |
5 |
0 |
1 |
8 |
37 |
| Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment |
0 |
0 |
1 |
8 |
0 |
0 |
10 |
38 |
| Effects of Energy Consumption, Agricultural Trade, and Productivity on Carbon Emissions in Nigeria: A Quantile Regression Approach |
0 |
2 |
2 |
3 |
0 |
2 |
12 |
13 |
| Effects of geopolitical risks on trade flows: evidence from the gravity model |
2 |
4 |
32 |
141 |
13 |
31 |
150 |
533 |
| Efficiency in BRICS Currency Markets Using Long-Spans of Data: Evidence from Model-Free Tests of Directional Predictability |
0 |
0 |
1 |
4 |
0 |
0 |
9 |
28 |
| El Niño, La Niña, and forecastability of the realized variance of agricultural commodity prices: Evidence from a machine learning approach |
0 |
1 |
1 |
8 |
0 |
2 |
15 |
28 |
| El Niño, La Niña, and the Forecastability of the Realized Variance of Heating Oil Price Movements |
0 |
0 |
0 |
3 |
0 |
1 |
23 |
36 |
| Electricity demand in South Africa: is it asymmetric? |
0 |
0 |
1 |
16 |
0 |
0 |
8 |
54 |
| Endogenous fluctuations in an endogenous growth model: An analysis of inflation targeting as a policy |
0 |
0 |
1 |
13 |
1 |
1 |
11 |
75 |
| Energy Market Uncertainties and Gold Return Volatility: A GARCH–MIDAS Approach |
0 |
0 |
3 |
3 |
0 |
1 |
23 |
23 |
| Energy efficiency of selected OECD countries: A slacks based model with undesirable outputs |
0 |
0 |
1 |
32 |
1 |
3 |
16 |
145 |
| Energy market uncertainties and exchange rate volatility: A GARCH-MIDAS approach |
1 |
2 |
2 |
3 |
1 |
4 |
27 |
36 |
| Energy-related uncertainty and international stock market volatility |
0 |
1 |
3 |
5 |
0 |
3 |
27 |
41 |
| Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests |
0 |
0 |
0 |
5 |
0 |
1 |
9 |
52 |
| Erratum to: Real estate returns predictability revisited: novel evidence from the US REITs market |
0 |
0 |
0 |
6 |
2 |
2 |
23 |
55 |
| Estimating U.S. housing price network connectedness: Evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models |
0 |
0 |
3 |
10 |
2 |
4 |
21 |
50 |
| Evidence of persistence in U.S. short and long-term interest rates |
0 |
0 |
0 |
9 |
0 |
1 |
8 |
58 |
| Evolution of price effects after one-day abnormal returns in the US stock market |
0 |
0 |
2 |
5 |
1 |
1 |
18 |
34 |
| Evolution of the Monetary Transmission Mechanism in the US: the Role of Asset Returns |
0 |
0 |
0 |
16 |
0 |
2 |
14 |
109 |
| Evolving United States stock market volatility: The role of conventional and unconventional monetary policies |
0 |
0 |
1 |
9 |
1 |
1 |
21 |
55 |
| Exchange rate predictability with nine alternative models for BRICS countries |
0 |
0 |
0 |
7 |
2 |
3 |
19 |
52 |
| Exchange rate returns and volatility: the role of time-varying rare disaster risks |
0 |
0 |
0 |
7 |
2 |
3 |
13 |
44 |
| Extreme weather shocks and state-level inflation of the United States |
1 |
1 |
2 |
4 |
3 |
4 |
30 |
50 |
| FORECASTING THE SOUTH AFRICAN ECONOMY WITH GIBBS SAMPLED BVECMs |
0 |
0 |
0 |
26 |
0 |
0 |
14 |
129 |
| FORECASTING THE SOUTH AFRICAN ECONOMY WITH VARs AND VECMs |
0 |
0 |
0 |
61 |
0 |
0 |
14 |
185 |
| Financial Liberalization and Inflationary Dynamics: An Open Economy Analysis |
0 |
0 |
0 |
54 |
0 |
0 |
11 |
165 |
| Financial Liberalization and a Possible Growth-Inflation Trade-Off |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
395 |
| Financial Liberalization and the Dynamics of Inflation, Nominal Exchange Rate, and Terms of Trade |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
223 |
| 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 |
2 |
3 |
0 |
1 |
24 |
28 |
| Financial market connectedness: The role of investors’ happiness |
0 |
0 |
2 |
15 |
1 |
2 |
35 |
84 |
| Financial stress and realized volatility: The case of agricultural commodities |
0 |
0 |
0 |
0 |
2 |
3 |
12 |
18 |
| Financial tail risks in conventional and Islamic stock markets: A comparative analysis |
0 |
0 |
1 |
20 |
0 |
1 |
12 |
152 |
| Financial turbulence, systemic risk and the predictability of stock market volatility |
0 |
0 |
2 |
10 |
0 |
4 |
24 |
64 |
| Firm-level business uncertainty and the predictability of the aggregate U.S. stock market volatility during the COVID-19 pandemic |
0 |
0 |
1 |
2 |
0 |
2 |
14 |
19 |
| Firm-level political risk and asymmetric volatility |
0 |
0 |
0 |
9 |
0 |
1 |
14 |
65 |
| Fiscal Policy Shocks and the Dynamics of Asset Prices |
0 |
0 |
0 |
13 |
0 |
4 |
12 |
44 |
| Fiscal policy and stock markets at the effective lower bound |
1 |
1 |
1 |
2 |
1 |
3 |
17 |
19 |
| Forecastability of Agricultural Commodity Futures Realised Volatility with Daily Infectious Disease-Related Uncertainty |
0 |
0 |
0 |
2 |
0 |
0 |
9 |
12 |
| Forecasting (downside and upside) realized exchange-rate volatility: Is there a role for realized skewness and kurtosis? |
0 |
0 |
0 |
4 |
0 |
10 |
16 |
37 |
| Forecasting Bitcoin returns: is there a role for the US–China trade war? |
0 |
0 |
0 |
2 |
0 |
1 |
7 |
17 |
| Forecasting China's foreign exchange reserves using dynamic model averaging: The roles of macroeconomic fundamentals, financial stress and economic uncertainty |
0 |
0 |
1 |
43 |
0 |
0 |
15 |
201 |
| Forecasting Home Sales in the Four Census Regions and the Aggregate US Economy Using Singular Spectrum Analysis |
0 |
0 |
0 |
10 |
0 |
2 |
17 |
68 |
| Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs |
0 |
0 |
0 |
0 |
1 |
1 |
10 |
194 |
| Forecasting Natural Gas Futures Price Volatility of the United States: National Versus State‐Level Climate Concern Indexes |
0 |
1 |
1 |
1 |
4 |
10 |
12 |
12 |
| Forecasting Nevada gross gaming revenue and taxable sales using coincident and leading employment indexes |
0 |
1 |
1 |
12 |
1 |
2 |
14 |
131 |
| Forecasting Realized Volatility of Bitcoin: The Role of the Trade War |
0 |
0 |
4 |
27 |
2 |
4 |
33 |
124 |
| Forecasting South African inflation using non-linearmodels: a weighted loss-based evaluation |
0 |
0 |
0 |
11 |
0 |
1 |
7 |
65 |
| Forecasting South African macroeconomic variables with a Markov-switching small open-economy dynamic stochastic general equilibrium model |
0 |
0 |
2 |
50 |
0 |
0 |
21 |
201 |
| Forecasting U.S. Aggregate Stock Market Excess Return: Do Functional Data Analysis Add Economic Value? |
0 |
0 |
2 |
2 |
0 |
0 |
13 |
21 |
| Forecasting U.S. recessions using over 150 years of data: Stock-market moments versus oil-market moments |
0 |
0 |
1 |
1 |
0 |
2 |
21 |
26 |
| Forecasting US GNP growth: The role of uncertainty |
0 |
0 |
1 |
8 |
0 |
0 |
9 |
41 |
| Forecasting US consumer price index: does nonlinearity matter? |
0 |
0 |
1 |
4 |
0 |
0 |
14 |
37 |
| Forecasting US real house price returns over 1831-2013: evidence from copula models |
0 |
0 |
0 |
3 |
0 |
0 |
11 |
47 |
| Forecasting US real private residential fixed investment using a large number of predictors |
0 |
0 |
0 |
13 |
0 |
0 |
11 |
114 |
| Forecasting Volatility of Commodity, Currency, and Stock Markets: Evidence From Markov‐Switching Multifractal Models |
0 |
0 |
0 |
0 |
3 |
3 |
3 |
3 |
| Forecasting accuracy evaluation of tourist arrivals |
0 |
1 |
2 |
16 |
0 |
3 |
13 |
79 |
| Forecasting aggregate retail sales: The case of South Africa |
0 |
0 |
0 |
23 |
0 |
0 |
10 |
143 |
| Forecasting charge-off rates with a panel Tobit model: the role of uncertainty |
0 |
0 |
0 |
1 |
0 |
2 |
9 |
14 |
| Forecasting core inflation: the case of South Africa |
0 |
0 |
0 |
8 |
0 |
1 |
18 |
47 |
| Forecasting crude oil price volatility and value-at-risk: Evidence from historical and recent data |
0 |
0 |
1 |
36 |
0 |
0 |
19 |
148 |
| Forecasting economic policy uncertainty of BRIC countries using Bayesian VARs |
0 |
0 |
0 |
12 |
0 |
0 |
10 |
66 |
| Forecasting equity premium in a panel of OECD countries: The role of economic policy uncertainty |
0 |
0 |
0 |
5 |
1 |
2 |
25 |
57 |
| Forecasting house prices for the four census regions and the aggregate US economy in a data-rich environment |
0 |
0 |
1 |
7 |
2 |
3 |
9 |
60 |
| Forecasting inflation in an inflation targeting economy: structural versus nonstructural models |
0 |
0 |
0 |
2 |
1 |
2 |
6 |
20 |
| Forecasting interest rate volatility of the United Kingdom: evidence from over 150 years of data |
0 |
0 |
0 |
2 |
1 |
2 |
8 |
22 |
| Forecasting international REITs volatility: the role of oil-price uncertainty |
0 |
0 |
0 |
2 |
0 |
0 |
16 |
28 |
| Forecasting international financial stress: The role of climate risks |
0 |
0 |
1 |
10 |
0 |
1 |
17 |
48 |
| Forecasting key US macroeconomic variables with a factor‐augmented Qual VAR |
0 |
0 |
0 |
7 |
0 |
1 |
11 |
46 |
| Forecasting local currency bond risk premia of emerging markets: The role of cross‐country macrofinancial linkages |
0 |
0 |
0 |
5 |
0 |
0 |
10 |
28 |
| Forecasting macroeconomic data for an emerging market with a nonlinear DSGE model |
0 |
0 |
1 |
80 |
0 |
1 |
18 |
286 |
| Forecasting macroeconomic variables in a small open economy: a comparison between small- and large-scale models |
0 |
0 |
0 |
80 |
0 |
2 |
10 |
300 |
| Forecasting multivariate volatilities with exogenous predictors: An application to industry diversification strategies |
0 |
1 |
3 |
4 |
0 |
3 |
17 |
22 |
| 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 |
0 |
17 |
24 |
| Forecasting oil and gold volatilities with sentiment indicators under structural breaks |
1 |
1 |
1 |
9 |
2 |
2 |
22 |
56 |
| Forecasting oil and stock returns with a Qual VAR using over 150years off data |
0 |
0 |
0 |
19 |
1 |
1 |
10 |
121 |
| Forecasting oil prices over 150 years: The role of tail risks |
0 |
0 |
1 |
3 |
1 |
4 |
20 |
36 |
| Forecasting output growth of advanced economies over eight centuries: The role of gold market volatility as a proxy of global uncertainty |
0 |
0 |
0 |
3 |
1 |
2 |
45 |
63 |
| Forecasting output growth using a DSGE-based decomposition of the South African yield curve |
0 |
1 |
1 |
24 |
0 |
2 |
12 |
88 |
| Forecasting power of infectious diseases-related uncertainty for gold realized variance |
0 |
0 |
0 |
1 |
0 |
1 |
14 |
30 |
| Forecasting real housing price returns of the USA using machine learning: the role of climate risks |
0 |
0 |
0 |
1 |
0 |
1 |
10 |
11 |
| Forecasting realized gold volatility: Is there a role of geopolitical risks? |
1 |
2 |
3 |
20 |
3 |
8 |
34 |
102 |
| Forecasting realized oil-price volatility: The role of financial stress and asymmetric loss |
0 |
0 |
1 |
26 |
0 |
1 |
21 |
118 |
| Forecasting realized volatility of bitcoin returns: tail events and asymmetric loss |
1 |
5 |
8 |
8 |
2 |
7 |
22 |
29 |
| Forecasting realized volatility of international REITs: The role of realized skewness and realized kurtosis |
0 |
0 |
0 |
1 |
1 |
3 |
11 |
25 |
| Forecasting regional house price inflation: a comparison between dynamic factor models and vector autoregressive models |
0 |
0 |
0 |
52 |
0 |
1 |
11 |
177 |
| Forecasting returns of major cryptocurrencies: Evidence from regime-switching factor models |
0 |
0 |
3 |
8 |
0 |
3 |
24 |
36 |
| Forecasting spot and futures price volatility of agricultural commodities: The role of climate-related migration uncertainty |
0 |
0 |
4 |
4 |
1 |
1 |
24 |
24 |
| Forecasting state- and MSA-level housing returns of the US: The role of mortgage default risks |
0 |
0 |
0 |
0 |
0 |
0 |
8 |
12 |
| Forecasting stock market (realized) volatility in the United Kingdom: Is there a role of inequality? |
0 |
0 |
0 |
0 |
0 |
2 |
9 |
11 |
| Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks |
0 |
0 |
4 |
16 |
2 |
11 |
65 |
122 |
| 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 |
15 |
32 |
| Forecasting the Probability of Recessions in South Africa: the Role of Decomposed Term Spread and Economic Policy Uncertainty |
0 |
0 |
0 |
8 |
0 |
1 |
13 |
37 |
| Forecasting the South African economy: a hybrid‐DSGE approach |
0 |
0 |
0 |
33 |
0 |
0 |
6 |
135 |
| Forecasting the South African inflation rate: On asymmetric loss and forecast rationality |
0 |
0 |
0 |
5 |
0 |
0 |
10 |
46 |
| Forecasting the Term Structure of Interest Rates of the BRICS: Evidence from a Nonparametric Functional Data Analysis |
0 |
0 |
0 |
6 |
0 |
3 |
14 |
30 |
| Forecasting the U.S. real house price index |
0 |
0 |
0 |
38 |
2 |
6 |
18 |
181 |
| Forecasting the US real house price index: Structural and non-structural models with and without fundamentals |
0 |
0 |
1 |
121 |
0 |
2 |
52 |
507 |
| Forecasting the Volatility of Crude Oil: The Role of Uncertainty and Spillovers |
0 |
0 |
0 |
1 |
0 |
0 |
3 |
17 |
| Forecasting the conditional distribution of realized volatility of oil price returns: The role of skewness over 1859 to 2023 |
0 |
0 |
0 |
2 |
1 |
2 |
15 |
23 |
| Forecasting the price of gold |
0 |
0 |
2 |
40 |
1 |
5 |
16 |
159 |
| Forecasting the price of gold using dynamic model averaging |
2 |
2 |
6 |
41 |
2 |
8 |
28 |
224 |
| 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 |
2 |
17 |
35 |
| Forecasting the realized volatility of agricultural commodity prices: Does sentiment matter? |
0 |
0 |
0 |
5 |
0 |
2 |
17 |
26 |
| Forecasting the volatility of stock returns in the G7 countries over centuries: the role of climate risks |
0 |
0 |
4 |
4 |
1 |
2 |
22 |
22 |
| Forecasting the volatility of the Dow Jones Islamic Stock Market Index: Long memory vs. regime switching |
0 |
0 |
0 |
18 |
0 |
0 |
15 |
117 |
| Forecasting using a Nonlinear DSGE Model |
0 |
0 |
0 |
15 |
0 |
0 |
6 |
60 |
| Forecasting volatility and co-volatility of crude oil and gold futures: Effects of leverage, jumps, spillovers, and geopolitical risks |
0 |
1 |
1 |
24 |
0 |
1 |
29 |
108 |
| Forecasting with Second-Order Approximations and Markov-Switching DSGE Models |
0 |
0 |
4 |
30 |
0 |
0 |
19 |
123 |
| Frequency-dependent real-time effects of uncertainty in the United States: evidence from daily data |
0 |
0 |
0 |
2 |
0 |
1 |
15 |
23 |
| GARCHX‐NoVaS: A Bootstrap‐Based Approach of Forecasting for GARCHX Models |
0 |
0 |
0 |
0 |
1 |
2 |
13 |
13 |
| GENETIC DIVERSITY ANALYSIS OF RICE (Oryza sativa L.) LANDRACES THROUGH RAPD MARKERS |
0 |
0 |
0 |
3 |
0 |
0 |
3 |
8 |
| GEOPOLITICAL RISKS AND THE HIGH-FREQUENCY MOVEMENTS OF THE US TERM STRUCTURE OF INTEREST RATES |
0 |
1 |
2 |
12 |
2 |
6 |
16 |
49 |
| Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note |
0 |
0 |
2 |
20 |
1 |
6 |
45 |
107 |
| Geopolitical Risks, Returns, and Volatility in Emerging Stock Markets: Evidence from a Panel GARCH Model |
0 |
0 |
9 |
35 |
1 |
5 |
53 |
124 |
| Geopolitical Risks, Returns, and Volatility in Emerging Stock Markets: Evidence from a Panel GARCH Model |
1 |
3 |
14 |
35 |
2 |
13 |
93 |
183 |
| Geopolitical risk and forecastability of tail risk in the oil market: Evidence from over a century of monthly data |
0 |
1 |
3 |
12 |
2 |
5 |
23 |
53 |
| Geopolitical risks and historical exchange rate volatility of the BRICS |
1 |
4 |
14 |
52 |
2 |
5 |
42 |
147 |
| Geopolitical risks and recessions in a panel of advanced economies: evidence from over a century of data |
0 |
1 |
2 |
13 |
0 |
1 |
22 |
71 |
| Geopolitical risks and stock market dynamics of the BRICS |
0 |
1 |
9 |
118 |
5 |
18 |
90 |
548 |
| Geopolitical risks and the oil-stock nexus over 1899–2016 |
1 |
3 |
12 |
109 |
5 |
12 |
81 |
421 |
| Giant oil discoveries and conflicts |
0 |
0 |
0 |
0 |
0 |
1 |
10 |
16 |
| Global crises and gold as a safe haven: Evidence from over seven and a half centuries of data |
0 |
0 |
6 |
29 |
1 |
3 |
37 |
102 |
| 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 |
1 |
3 |
14 |
26 |
| Global financial cycle and the predictability of oil market volatility: Evidence from a GARCH-MIDAS model |
0 |
0 |
1 |
11 |
0 |
3 |
18 |
50 |
| Global geopolitical risk and inflation spillovers across European and North American economies |
1 |
1 |
7 |
17 |
3 |
6 |
41 |
75 |
| Globalization, long memory, and real interest rate convergence: a historical perspective |
0 |
0 |
0 |
2 |
1 |
2 |
12 |
25 |
| Gold futures returns and realized moments: A forecasting experiment using a quantile-boosting approach |
0 |
0 |
0 |
3 |
0 |
1 |
13 |
59 |
| Gold, platinum and the predictability of bond risk premia |
0 |
0 |
0 |
3 |
1 |
4 |
16 |
36 |
| Gold, platinum and the predictability of bubbles in global stock markets |
0 |
0 |
0 |
3 |
2 |
4 |
25 |
39 |
| Gold-oil dependence dynamics and the role of geopolitical risks: Evidence from a Markov-switching time-varying copula model |
0 |
0 |
1 |
19 |
2 |
3 |
23 |
96 |
| Government Effectiveness and the COVID-19 Pandemic |
0 |
0 |
0 |
41 |
0 |
0 |
8 |
137 |
| Graph theory-based network analysis of regional uncertainties of the US Economy |
0 |
0 |
0 |
5 |
0 |
1 |
9 |
117 |
| Greek economic policy uncertainty: Does it matter for Europe? Evidence from a dynamic connectedness decomposition approach |
0 |
0 |
2 |
13 |
0 |
2 |
15 |
49 |
| Growth Dynamics, Multiple Equilibria, and Local Indeterminacy in an Endogenous Growth Model of Money, Banking and Inflation Targeting |
0 |
0 |
0 |
8 |
1 |
1 |
13 |
63 |
| Growth volatility and inequality in the U.S.: A wavelet analysis |
0 |
0 |
0 |
10 |
0 |
1 |
8 |
59 |
| Growth-Effects of Inflation Targeting: The Role of Financial Sector Development |
0 |
0 |
1 |
96 |
0 |
0 |
11 |
460 |
| Guest Editor’s Introduction |
0 |
0 |
0 |
0 |
1 |
1 |
9 |
25 |
| HIGH FREQUENCY IMPACT OF MONETARY POLICY AND MACROECONOMIC SURPRISES ON US MSAS, AGGREGATE US HOUSING RETURNS AND ASYMMETRIC VOLATILITY |
0 |
0 |
0 |
13 |
0 |
1 |
11 |
96 |
| HISTORICAL FORECASTING OF INTEREST RATE MEAN AND VOLATILITY OF THE UNITED STATES: IS THERE A ROLE OF UNCERTAINTY? |
0 |
0 |
0 |
2 |
0 |
3 |
16 |
32 |
| Half-Life Deviations from PPP in the South African Development Community (SADC) |
0 |
0 |
0 |
78 |
0 |
3 |
18 |
373 |
| Halloween Effect in developed stock markets: A historical perspective |
0 |
1 |
1 |
2 |
1 |
3 |
7 |
19 |
| Halloween Effect in developed stock markets: A historical perspective |
0 |
0 |
0 |
15 |
2 |
4 |
17 |
85 |
| Has oil price predicted stock returns for over a century? |
1 |
1 |
3 |
90 |
1 |
2 |
19 |
297 |
| Has the SARB become more effective post inflation targeting? |
0 |
0 |
0 |
27 |
0 |
1 |
11 |
132 |
| Has the correlation of inflation and stock prices changed in the United States over the last two centuries? |
0 |
0 |
4 |
35 |
1 |
4 |
32 |
176 |
| 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 |
1 |
10 |
22 |
| Herding behavior in real estate markets: Novel evidence from a Markov-switching model |
0 |
1 |
3 |
29 |
0 |
1 |
24 |
114 |
| Herding behaviour in cryptocurrencies |
1 |
4 |
36 |
187 |
5 |
14 |
119 |
625 |
| Herding in international REITs markets around the COVID-19 pandemic |
0 |
0 |
0 |
1 |
0 |
1 |
20 |
37 |
| 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 |
3 |
14 |
18 |
| High-Frequency Predictability of Housing Market Movements of the United States: The Role of Economic Sentiment |
0 |
0 |
1 |
4 |
0 |
0 |
7 |
29 |
| High-Frequency Volatility Forecasting of US Housing Markets |
1 |
1 |
2 |
11 |
2 |
4 |
14 |
62 |
| High-frequency movements of the term structure of US interest rates: the role of oil market uncertainty |
0 |
0 |
0 |
1 |
0 |
0 |
3 |
4 |
| Historical evolution of monthly anomalies in international stock markets |
0 |
1 |
1 |
12 |
0 |
4 |
27 |
89 |
| Historical volatility of advanced equity markets: The role of local and global crises |
0 |
0 |
0 |
3 |
0 |
0 |
14 |
32 |
| House Prices and Balance of Trade Dynamics in South Africa: Evidence from an Agnostic Identification Procedure |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
7 |
| House Prices and Economic Growth in South Africa: Evidence From Provincial-Level Data |
0 |
0 |
0 |
2 |
0 |
1 |
9 |
14 |
| House Values and Proximity to a Landfill in South Africa |
0 |
0 |
0 |
1 |
0 |
1 |
10 |
13 |
| House price synchronization across the US states: The role of structural oil shocks |
0 |
0 |
0 |
7 |
0 |
3 |
14 |
38 |
| Housing and the Great Depression |
0 |
1 |
1 |
16 |
0 |
4 |
20 |
149 |
| Housing and the business cycle in South Africa |
0 |
0 |
0 |
23 |
0 |
0 |
13 |
148 |
| Housing market spillovers in South Africa: evidence from an estimated small open economy DSGE model |
0 |
0 |
1 |
15 |
0 |
2 |
17 |
87 |
| Housing market variables and predictability of state-level stock market volatility of the United States: Fundamentals versus sentiments in a mixed-frequency framework |
1 |
1 |
1 |
1 |
2 |
4 |
11 |
11 |
| How Do Housing Returns in Emerging Countries Respond to Oil Shocks? A MIDAS Touch |
0 |
0 |
0 |
2 |
0 |
0 |
8 |
16 |
| How connected is the oil-bank network? Firm-level and high-frequency evidence |
0 |
0 |
0 |
0 |
1 |
4 |
28 |
37 |
| Hydroelectricity consumption and economic growth nexus: Evidence from a panel of ten largest hydroelectricity consumers |
0 |
0 |
0 |
35 |
0 |
0 |
8 |
167 |
| INTERNATIONAL ARTICLES: BUBBLES IN SOUTH AFRICAN HOUSE PRICES AND THEIR IMPACT ON CONSUMPTION |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
6 |
| INVESTOR SENTIMENT CONNECTEDNESS: EVIDENCE FROM LINEAR AND NONLINEAR CAUSALITY APPROACHES |
0 |
0 |
0 |
7 |
0 |
2 |
12 |
41 |
| IS WINE A SAFE-HAVEN? EVIDENCE FROM A NONPARAMETRIC CAUSALITY-IN-QUANTILES TEST |
0 |
0 |
0 |
17 |
0 |
2 |
12 |
95 |
| Identifying an index of financial conditions for South Africa |
0 |
1 |
1 |
15 |
0 |
1 |
5 |
213 |
| 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 |
1 |
0 |
0 |
7 |
10 |
| Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach |
0 |
0 |
0 |
42 |
3 |
5 |
21 |
187 |
| Impact of macroeconomic news surprises and uncertainty for major economies on returns and volatility of oil futures |
0 |
0 |
0 |
7 |
1 |
3 |
22 |
55 |
| Impact of macroeconomic news surprises and uncertainty for major economies on returns and volatility of oil futures |
0 |
0 |
3 |
7 |
2 |
3 |
13 |
50 |
| Income inequality and economic growth: A re‐examination of theory and evidence |
1 |
1 |
4 |
23 |
3 |
6 |
28 |
92 |
| Income inequality and house prices across US states |
0 |
0 |
2 |
7 |
1 |
5 |
18 |
38 |
| Income inequality and oil resources: Panel evidence from the United States |
0 |
0 |
0 |
7 |
1 |
1 |
22 |
57 |
| Income inequality: A complex network analysis of US states |
0 |
0 |
0 |
17 |
1 |
1 |
19 |
85 |
| Incorporating economic policy uncertainty in US equity premium models: A nonlinear predictability analysis |
0 |
0 |
0 |
11 |
1 |
4 |
10 |
87 |
| Infectious Diseases, Market Uncertainty and Oil Market Volatility |
0 |
0 |
0 |
11 |
1 |
1 |
13 |
52 |
| Infectious Diseases-Related Uncertainty and the Predictability of Foreign Exchange and Bitcoin Futures Realized Volatility |
0 |
0 |
0 |
5 |
0 |
1 |
11 |
29 |
| Infectious disease-related uncertainty and the safe-haven characteristic of US treasury securities |
0 |
0 |
0 |
11 |
0 |
0 |
22 |
69 |
| Inflation Aversion and the Growth-Inflation Relationship |
0 |
0 |
3 |
29 |
0 |
2 |
20 |
118 |
| Inflation dynamics in Uganda: a quantile regression approach |
0 |
0 |
0 |
6 |
0 |
0 |
10 |
37 |
| Inflation forecasts and forecaster herding: Evidence from South African survey data |
0 |
0 |
2 |
11 |
0 |
1 |
14 |
87 |
| Inflation-targeting and inflation volatility: International evidence from the cosine-squared cepstrum |
0 |
0 |
0 |
1 |
1 |
2 |
16 |
24 |
| Inflation-targeting and inflation volatility: International evidence from the cosine-squared cepstrum |
0 |
0 |
1 |
3 |
0 |
1 |
15 |
33 |
| Inflation–growth nexus: evidence from a pooled CCE multiple-regime panel smooth transition model |
0 |
0 |
0 |
40 |
1 |
2 |
13 |
134 |
| Inflation–inequality puzzle: is it still apparent? |
0 |
0 |
1 |
3 |
0 |
0 |
36 |
45 |
| Information entropy, continuous improvement, and US energy performance: a novel stochastic-entropic analysis for ideal solutions (SEA-IS) |
1 |
1 |
1 |
4 |
1 |
2 |
8 |
22 |
| Information spillover across international real estate investment trusts: Evidence from an entropy-based network analysis |
0 |
0 |
1 |
8 |
1 |
1 |
10 |
59 |
| Insurance activity and economic performance: Fresh evidence from asymmetric panel causality tests |
0 |
0 |
0 |
22 |
0 |
0 |
7 |
86 |
| Insurance and economic policy uncertainty |
0 |
0 |
2 |
36 |
0 |
2 |
25 |
182 |
| Insurance-growth nexus in Africa |
0 |
0 |
1 |
15 |
0 |
2 |
21 |
100 |
| Integration and risk transmission in the market for crude oil: New evidence from a time-varying parameter frequency connectedness approach |
2 |
3 |
4 |
25 |
4 |
6 |
34 |
84 |
| Interest rate uncertainty and the predictability of bank revenues |
0 |
0 |
0 |
3 |
0 |
1 |
11 |
23 |
| International monetary policy spillovers: Evidence from a time-varying parameter vector autoregression |
1 |
2 |
2 |
52 |
5 |
8 |
38 |
208 |
| International stock return predictability: Is the role of U.S. time-varying? |
0 |
0 |
0 |
10 |
1 |
4 |
12 |
76 |
| Intertemporal portfolio allocation and hedging demand: an application to South Africa |
0 |
0 |
0 |
3 |
0 |
0 |
8 |
67 |
| Investment adjustment costs and growth dynamics |
0 |
0 |
0 |
0 |
2 |
4 |
8 |
8 |
| Investor Confidence and Forecastability of US Stock Market Realized Volatility: Evidence from Machine Learning |
0 |
1 |
3 |
14 |
0 |
3 |
24 |
68 |
| Investor Happiness and Predictability of the Realized Volatility of Oil Price |
0 |
0 |
0 |
3 |
0 |
0 |
4 |
24 |
| Investor Sentiment and (Anti) Herding in the Currency Market: Evidence from Twitter Feed Data |
0 |
0 |
0 |
12 |
1 |
2 |
19 |
52 |
| Investor Sentiment and Crash Risk in Safe Havens |
0 |
0 |
0 |
5 |
0 |
0 |
20 |
65 |
| Investor sentiment and dollar-pound exchange rate returns: Evidence from over a century of data using a cross-quantilogram approach |
0 |
0 |
0 |
8 |
0 |
1 |
13 |
50 |
| Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries |
0 |
1 |
2 |
11 |
0 |
2 |
15 |
42 |
| Investors’ Uncertainty and Forecasting Stock Market Volatility |
0 |
0 |
1 |
4 |
0 |
1 |
12 |
29 |
| Is Economic Policy Uncertainty Related to Suicide Rates? Evidence from the United States |
0 |
0 |
0 |
7 |
0 |
1 |
10 |
83 |
| Is gold an inflation-hedge? Evidence from an interrupted Markov-switching cointegration model |
0 |
0 |
3 |
34 |
0 |
2 |
18 |
154 |
| Is inflation persistence different in reality? |
0 |
0 |
0 |
26 |
0 |
0 |
12 |
100 |
| Is real per capita state personal income stationary? New nonlinear, asymmetric panel‐data evidence |
0 |
0 |
0 |
8 |
0 |
0 |
13 |
43 |
| Is the Housing Market in the United States Really Weakly-Efficient? |
0 |
0 |
0 |
7 |
0 |
0 |
9 |
38 |
| Is the Permanent Income Hypothesis Really Well-Suited for Forecasting&quest |
0 |
0 |
0 |
11 |
0 |
1 |
9 |
87 |
| 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 |
0 |
71 |
0 |
2 |
10 |
263 |
| Is the response of the bank of England to exchange rate movements frequency-dependent? |
0 |
0 |
0 |
8 |
0 |
0 |
8 |
85 |
| Is there a national housing market bubble brewing in the United States? |
0 |
1 |
1 |
5 |
0 |
3 |
14 |
21 |
| 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 |
2 |
16 |
0 |
1 |
17 |
83 |
| Is there an Environmental Kuznets Curve for South Africa? A co-summability approach using a century of data |
0 |
0 |
0 |
19 |
0 |
0 |
14 |
135 |
| Is wine a good choice for investment? |
0 |
0 |
1 |
13 |
0 |
2 |
11 |
91 |
| Jumps beyond the realms of cricket: India's performance in One Day Internationals and stock market movements |
0 |
0 |
0 |
1 |
1 |
2 |
7 |
20 |
| Jumps in Geopolitical Risk and the Cryptocurrency Market: The Singularity of Bitcoin |
0 |
0 |
6 |
20 |
0 |
5 |
60 |
105 |
| Kuznets Curve for the US: A Reconsideration Using Cosummability |
0 |
0 |
2 |
14 |
1 |
4 |
16 |
83 |
| LPPLS bubble indicators over two centuries of the S&P 500 index |
0 |
0 |
1 |
23 |
2 |
4 |
24 |
123 |
| Linkages between financial sector CDS spreads and macroeconomic influence in a nonlinear setting |
0 |
0 |
0 |
31 |
0 |
1 |
11 |
118 |
| Linking U.S. State-level housing market returns, and the consumption-(Dis)Aggregate wealth ratio |
0 |
0 |
0 |
5 |
0 |
2 |
23 |
50 |
| Linking global economic dynamics to a South African-specific credit risk correlation model |
0 |
0 |
0 |
26 |
1 |
1 |
7 |
155 |
| Loan Portfolio Conditional Loss Estimation Using an Error-Correcting Macroeconometric Model |
0 |
0 |
0 |
14 |
0 |
1 |
6 |
122 |
| Local currency bond risk premia of emerging markets: The role of local and global factors |
0 |
0 |
1 |
19 |
0 |
0 |
16 |
65 |
| Long memory, economic policy uncertainty and forecasting US inflation: a Bayesian VARFIMA approach |
0 |
0 |
0 |
14 |
0 |
2 |
11 |
71 |
| Long- and Short-Run Relationships between House and Stock Prices in South Africa: A Nonparametric Approach |
0 |
0 |
0 |
0 |
1 |
2 |
10 |
11 |
| 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 |
2 |
5 |
41 |
| Long-memory modeling and forecasting: evidence from the U.S. historical series of inflation |
0 |
0 |
0 |
5 |
0 |
0 |
14 |
34 |
| Long-span multi-layer spillovers between moments of advanced equity markets: The role of climate risks |
0 |
1 |
1 |
3 |
1 |
2 |
27 |
36 |
| MACROECONOMIC UNCERTAINTY AND THE COMOVEMENT IN BUYING VERSUS RENTING IN THE USA |
0 |
0 |
0 |
16 |
0 |
2 |
11 |
121 |
| MEASURING THE WELFARE COST OF INFLATION IN SOUTH AFRICA |
0 |
0 |
0 |
61 |
0 |
1 |
10 |
251 |
| Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty |
0 |
1 |
2 |
14 |
1 |
5 |
28 |
93 |
| Macro Shocks and Real US Stock Prices with Special Focus on the “Great Recession” |
0 |
0 |
0 |
41 |
0 |
2 |
17 |
213 |
| Macroeconomic Shocks and Changing Dynamics of the U.S. REITs Sector |
0 |
0 |
0 |
7 |
1 |
1 |
12 |
57 |
| Macroeconomic Variables and South African Stock Return Predictability |
0 |
0 |
1 |
59 |
1 |
3 |
14 |
263 |
| Macroeconomic surprises and stock returns in South Africa |
0 |
0 |
1 |
19 |
0 |
0 |
12 |
110 |
| Macroeconomic uncertainty, growth and inflation in the Eurozone: a causal approach |
0 |
0 |
0 |
10 |
0 |
1 |
8 |
43 |
| Market efficiency of Baltic stock markets: A fractional integration approach |
0 |
0 |
0 |
16 |
0 |
0 |
10 |
81 |
| Measuring co-dependencies of economic policy uncertainty in Latin American countries using vine copulas |
0 |
0 |
0 |
9 |
0 |
1 |
15 |
70 |
| Measuring the Productive Efficiency of the Connecticut Long Island Lobster Sound Fishery Using a Novel Finite Mixture Model |
0 |
0 |
0 |
2 |
0 |
1 |
4 |
16 |
| Merger and acquisitions in South African banking: A network DEA model |
0 |
1 |
2 |
29 |
0 |
2 |
25 |
243 |
| Metropolitan House Prices In Regions of India: Do They Converge? |
0 |
0 |
0 |
54 |
0 |
0 |
8 |
201 |
| Military expenditure, economic growth and structural instability: a case study of South Africa |
0 |
0 |
0 |
27 |
0 |
2 |
15 |
142 |
| Mixed frequency machine learning forecasting of the growth of real gross fixed capital formation in the United States: the role of extreme weather conditions |
0 |
0 |
0 |
0 |
3 |
3 |
3 |
3 |
| Mixed‐frequency forecasting of crude oil volatility based on the information content of global economic conditions |
0 |
0 |
0 |
9 |
1 |
4 |
18 |
55 |
| Modeling US historical time-series prices and inflation using alternative long-memory approaches |
0 |
0 |
0 |
2 |
0 |
0 |
12 |
52 |
| Modeling and forecasting the volatility of carbon dioxide emission allowance prices: A review and comparison of modern volatility models |
0 |
0 |
0 |
43 |
0 |
0 |
16 |
199 |
| Modeling persistence of carbon emission allowance prices |
0 |
0 |
0 |
9 |
0 |
1 |
12 |
70 |
| Modeling the presidential approval ratings of the United States using machine-learning: Does climate policy uncertainty matter? |
0 |
1 |
2 |
3 |
0 |
1 |
16 |
21 |
| Modelling South African grain farmers’ preferences to adopt derivative contracts using discrete choice models |
0 |
0 |
0 |
15 |
0 |
1 |
11 |
188 |
| Modelling long memory volatility in the Bitcoin market: Evidence of persistence and structural breaks |
0 |
0 |
0 |
28 |
2 |
5 |
23 |
125 |
| 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 |
2 |
11 |
175 |
| Moments-based spillovers across gold and oil markets |
1 |
1 |
2 |
9 |
2 |
4 |
17 |
63 |
| Monetary Policy Reaction Functions of the TICKs: A Quantile Regression Approach |
0 |
0 |
0 |
5 |
0 |
0 |
18 |
53 |
| Monetary policy and bubbles in G7 economies using a panel VAR approach: Implications for sustainable development |
0 |
0 |
2 |
5 |
0 |
0 |
14 |
35 |
| Monetary policy and bubbles in US REITs |
0 |
0 |
0 |
11 |
0 |
2 |
9 |
42 |
| Monetary policy and financial frictions in a small open-economy model for Uganda |
0 |
0 |
1 |
3 |
1 |
1 |
15 |
51 |
| Monetary policy and speculative spillovers in financial markets |
0 |
0 |
1 |
9 |
0 |
0 |
15 |
51 |
| Monetary policy reaction to uncertainty in Japan: Evidence from a quantile‐on‐quantile interest rate rule |
0 |
0 |
1 |
6 |
0 |
0 |
16 |
31 |
| Monetary policy shocks and multi-scale positive and negative bubbles in an emerging country: the case of India |
0 |
0 |
0 |
1 |
1 |
4 |
12 |
20 |
| Monetary policy uncertainty and jumps in advanced equity markets |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
6 |
| Monetary policy uncertainty spillovers in time and frequency domains |
0 |
1 |
2 |
14 |
1 |
3 |
20 |
108 |
| Monetary policy, financial frictions and structural changes in Uganda: a Markov-switching DSGE approach |
0 |
0 |
0 |
0 |
0 |
0 |
9 |
10 |
| Mortgage Default Risks and High-Frequency Predictability of the U.S. Housing Market: A Reconsideration |
0 |
0 |
0 |
1 |
1 |
1 |
14 |
16 |
| Movements in international bond markets: The role of oil prices |
0 |
0 |
0 |
16 |
3 |
3 |
16 |
130 |
| Movements in real estate uncertainty in the United States: the role of oil shocks |
0 |
0 |
1 |
12 |
0 |
0 |
8 |
42 |
| Multi-Horizon Financial and Housing Wealth Effects across the U.S. States |
0 |
0 |
0 |
1 |
0 |
0 |
12 |
27 |
| Multi-Task Forecasting of the Realized Volatilities of Agricultural Commodity Prices |
0 |
0 |
0 |
0 |
1 |
1 |
9 |
12 |
| Near-Rational Expectations: How Far are Surveys from Rationality? |
0 |
0 |
0 |
18 |
1 |
1 |
12 |
85 |
| Network Analysis of Economic and Financial Uncertainties in Advanced Economies: Evidence from Graph-Theory |
0 |
0 |
1 |
24 |
0 |
2 |
19 |
96 |
| Network causality structures among Bitcoin and other financial assets: A directed acyclic graph approach |
0 |
0 |
0 |
35 |
0 |
0 |
23 |
198 |
| News implied volatility and the stock-bond nexus: Evidence from historical data for the USA and the UK markets |
0 |
0 |
0 |
11 |
0 |
0 |
16 |
86 |
| Nonlinear contagion between stock and real estate markets: International evidence from a local Gaussian correlation approach |
0 |
0 |
1 |
3 |
1 |
2 |
15 |
33 |
| OPEC News Announcement Effect on Volatility in the Crude Oil Market: A Reconsideration |
0 |
0 |
0 |
26 |
0 |
1 |
13 |
122 |
| OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning |
0 |
0 |
0 |
1 |
0 |
1 |
12 |
26 |
| OPEC news and jumps in the oil market |
1 |
1 |
1 |
11 |
2 |
3 |
14 |
42 |
| OPEC news and predictability of oil futures returns and volatility: Evidence from a nonparametric causality-in-quantiles approach |
0 |
0 |
0 |
5 |
0 |
0 |
8 |
54 |
| Oil Price Uncertainty Shocks and Global Equity Markets: Evidence from a GVAR Model |
0 |
0 |
0 |
14 |
0 |
2 |
16 |
48 |
| Oil Price and Exchange Rate Behaviour of the BRICS |
0 |
0 |
0 |
12 |
0 |
0 |
7 |
35 |
| Oil consumption and growth: Is there a threshold effect of greenhouse gases emissions |
0 |
0 |
0 |
1 |
1 |
2 |
17 |
18 |
| Oil price forecastability and economic uncertainty |
0 |
0 |
0 |
74 |
0 |
0 |
13 |
223 |
| Oil price shocks and China's economy: Reactions of the monetary policy to oil price shocks |
0 |
0 |
2 |
59 |
2 |
4 |
46 |
294 |
| Oil price shocks and stock market bubble-risk indicators |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
| Oil price shocks and the connectedness of US state-level financial markets |
0 |
0 |
0 |
2 |
1 |
2 |
31 |
38 |
| Oil price shocks and yield curve dynamics in emerging markets |
0 |
1 |
5 |
11 |
0 |
1 |
34 |
56 |
| Oil price uncertainty and manufacturing production |
0 |
0 |
2 |
44 |
0 |
0 |
9 |
184 |
| Oil price uncertainty and movements in the US government bond risk premia |
0 |
0 |
1 |
8 |
0 |
3 |
13 |
124 |
| Oil price volatility and economic growth: Evidence from advanced economies using more than a century’s data |
1 |
2 |
4 |
115 |
1 |
3 |
24 |
425 |
| Oil price-inflation pass-through in the United States over 1871 to 2018: A wavelet coherency analysis |
1 |
1 |
2 |
24 |
1 |
2 |
68 |
162 |
| Oil prices and financial stress: A volatility spillover analysis |
0 |
0 |
3 |
73 |
0 |
2 |
29 |
290 |
| Oil returns and volatility: The role of mergers and acquisitions |
0 |
0 |
0 |
11 |
2 |
5 |
16 |
94 |
| Oil shocks and directional predictability of macroeconomic uncertainties of developed economies: Evidence from high‐frequency data† |
0 |
0 |
0 |
1 |
0 |
1 |
9 |
16 |
| Oil shocks and state-level stock market volatility of the United States: a GARCH-MIDAS approach |
1 |
1 |
1 |
2 |
3 |
3 |
22 |
27 |
| Oil shocks and stock market volatility of the BRICS: A GARCH-MIDAS approach |
0 |
0 |
2 |
38 |
0 |
0 |
18 |
139 |
| Oil shocks and volatility jumps |
0 |
0 |
0 |
2 |
0 |
0 |
15 |
41 |
| Oil speculation and herding behavior in emerging stock markets |
0 |
0 |
0 |
15 |
0 |
4 |
10 |
107 |
| 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 |
1 |
8 |
19 |
| Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data |
0 |
0 |
0 |
5 |
0 |
1 |
15 |
30 |
| Oil-price uncertainty and the U.K. unemployment rate: A forecasting experiment with random forests using 150 years of data |
0 |
0 |
0 |
7 |
0 |
0 |
16 |
39 |
| On REIT returns and (un-)expected inflation: Empirical evidence based on Bayesian additive regression trees |
0 |
0 |
0 |
12 |
1 |
3 |
16 |
65 |
| On economic uncertainty, stock market predictability and nonlinear spillover effects |
0 |
0 |
2 |
24 |
0 |
1 |
12 |
124 |
| On exchange-rate movements and gold-price fluctuations: evidence for gold-producing countries from a nonparametric causality-in-quantiles test |
0 |
1 |
2 |
13 |
0 |
3 |
18 |
85 |
| On international uncertainty links: BART-based empirical evidence for Canada |
0 |
0 |
0 |
10 |
0 |
0 |
15 |
87 |
| On the directional accuracy of inflation forecasts: evidence from South African survey data |
0 |
0 |
0 |
2 |
1 |
2 |
13 |
32 |
| On the predictability of stock market bubbles: evidence from LPPLS confidence multi-scale indicators |
0 |
0 |
2 |
21 |
4 |
9 |
34 |
124 |
| On the pricing effects of bitcoin mining in the fossil fuel market: The case of coal |
0 |
0 |
0 |
3 |
0 |
1 |
16 |
26 |
| On the propagation mechanism of international real interest rate spillovers: evidence from more than 200 years of data |
0 |
0 |
0 |
0 |
0 |
1 |
15 |
16 |
| On the transmission mechanism of Asia‐Pacific yield curve characteristics |
0 |
0 |
0 |
4 |
0 |
0 |
22 |
45 |
| On the transmission mechanism of country-specific and international economic uncertainty spillovers: Evidence from a TVP-VAR connectedness decomposition approach |
0 |
1 |
6 |
114 |
3 |
9 |
65 |
450 |
| Openness and growth: Is the relationship non‐linear? |
0 |
0 |
1 |
6 |
0 |
0 |
15 |
32 |
| Optimal public policy with endogenous mortality |
0 |
0 |
0 |
18 |
1 |
2 |
16 |
94 |
| Out-of-Sample Equity Premium Predictability in South Africa: Evidence from a Large Number of Predictors |
0 |
0 |
0 |
1 |
0 |
0 |
7 |
22 |
| Out-of-sample predictability of gold market volatility: The role of US Nonfarm Payroll |
0 |
0 |
0 |
4 |
0 |
2 |
19 |
43 |
| PREDICTING STOCK RETURNS AND VOLATILITY WITH INVESTOR SENTIMENT INDICES: A RECONSIDERATION USING A NONPARAMETRIC CAUSALITY†IN†QUANTILES TEST |
0 |
0 |
1 |
5 |
0 |
0 |
11 |
42 |
| PRESIDENTIAL CYCLES IN THE USA AND THE DOLLAR-POUND EXCHANGE RATE: EVIDENCE FROM OVER TWO CENTURIES |
0 |
0 |
0 |
11 |
0 |
1 |
14 |
69 |
| Panel Granger causality between oil consumption and GDP: evidence from BRICS countries |
0 |
0 |
1 |
18 |
0 |
0 |
8 |
73 |
| Partisan Conflict and Income Inequality in the United States: A Nonparametric Causality-in-Quantiles Approach |
0 |
0 |
0 |
40 |
0 |
1 |
14 |
174 |
| Periodically collapsing bubbles in the South African stock market |
0 |
1 |
1 |
19 |
0 |
3 |
14 |
119 |
| Persistence and cycles in historical oil price data |
0 |
0 |
0 |
25 |
0 |
1 |
17 |
115 |
| Persistence and cyclical dynamics of US and UK house prices: Evidence from over 150 years of data |
0 |
0 |
0 |
12 |
0 |
0 |
10 |
45 |
| Persistence in trends and cycles of gold and silver prices: Evidence from historical data |
0 |
0 |
3 |
15 |
4 |
6 |
64 |
145 |
| Persistence of economic uncertainty: a comprehensive analysis |
0 |
0 |
0 |
15 |
0 |
0 |
11 |
49 |
| Persistence of precious metal prices: A fractional integration approach with structural breaks |
0 |
0 |
0 |
16 |
2 |
3 |
20 |
131 |
| Persistence of state-level uncertainty of the United States: The role of climate risks |
0 |
0 |
0 |
1 |
1 |
1 |
20 |
31 |
| Persistence, Mean Reversion and Nonlinearities in Inflation Rates of Developed and Developing Countries Using Over One Century of Data |
0 |
0 |
0 |
6 |
0 |
0 |
11 |
30 |
| Persistence, Mean-Reversion and Non-linearities in $$\hbox {CO2}$$ CO2 Emissions: Evidence from the BRICS and G7 Countries |
0 |
0 |
0 |
13 |
0 |
0 |
14 |
75 |
| Persistence, Mean-Reversion and Non-linearities in Infant Mortality Rates |
0 |
0 |
0 |
0 |
1 |
2 |
12 |
24 |
| Persistence, mean reversion and non-linearities in the US housing prices over 1830--2013 |
0 |
0 |
0 |
7 |
1 |
1 |
10 |
37 |
| Physical and transition climate risks and financial risk predictability in the US banking sector |
0 |
0 |
0 |
0 |
3 |
5 |
14 |
14 |
| Point and density forecasting of macroeconomic and financial uncertainties of the USA |
0 |
0 |
0 |
2 |
0 |
0 |
6 |
15 |
| Point and density forecasts of oil returns: The role of geopolitical risks |
0 |
0 |
1 |
13 |
0 |
1 |
21 |
89 |
| Policy uncertainty and stock market volatility revisited: The predictive role of signal quality |
0 |
0 |
4 |
16 |
0 |
0 |
27 |
60 |
| Political Geography and Stock Market Volatility: The Role of Political Alignment Across Sentiment Regimes |
0 |
0 |
0 |
0 |
0 |
4 |
8 |
8 |
| Predictability of economic slowdowns in advanced countries over eight centuries: The role of climate risks |
0 |
0 |
0 |
4 |
1 |
1 |
11 |
22 |
| Predictability of tail risks of Canada and the U.S. Over a Century: The role of spillovers and oil tail Risks☆ |
0 |
0 |
0 |
4 |
0 |
0 |
4 |
15 |
| Predictability of the Realised Volatility of International Stock Markets Amid Uncertainty Related to Infectious Diseases |
0 |
0 |
0 |
1 |
0 |
2 |
9 |
14 |
| Predicting BRICS stock returns using ARFIMA models |
0 |
0 |
0 |
56 |
0 |
0 |
12 |
183 |
| Predicting Bitcoin returns: Comparing the roles of newspaper- and internet search-based measures of uncertainty |
1 |
1 |
2 |
11 |
2 |
4 |
20 |
71 |
| Predicting Downturns in the US Housing Market: A Bayesian Approach |
0 |
0 |
0 |
47 |
0 |
0 |
32 |
198 |
| Predicting Housing Market Sentiment: The Role of Financial, Macroeconomic and Real Estate Uncertainties |
0 |
0 |
2 |
7 |
2 |
4 |
16 |
32 |
| 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 |
41 |
55 |
59 |
| Predicting Stock Market Movements in the United States: The Role of Presidential Approval Ratings |
0 |
0 |
1 |
9 |
1 |
1 |
17 |
35 |
| Predicting firm-level volatility in the United States: the role of monetary policy uncertainty |
0 |
0 |
0 |
4 |
0 |
2 |
14 |
40 |
| Predicting global temperature anomaly: A definitive investigation using an ensemble of twelve competing forecasting models |
0 |
0 |
0 |
7 |
0 |
0 |
8 |
57 |
| Predicting international equity returns: Evidence from time-varying parameter vector autoregressive models |
0 |
0 |
0 |
8 |
1 |
3 |
13 |
36 |
| Predicting oil price bubbles: monetary policy versus central bank information shocks |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Predicting stock market movements with a time-varying consumption-aggregate wealth ratio |
0 |
0 |
0 |
6 |
0 |
2 |
13 |
64 |
| Predicting stock returns and volatility using consumption-aggregate wealth ratios: A nonlinear approach |
0 |
0 |
0 |
9 |
0 |
0 |
6 |
52 |
| Predicting the conditional distribution of US stock market systemic Stress: The role of climate risks |
0 |
0 |
1 |
1 |
1 |
1 |
19 |
22 |
| Presidential Approval Ratings and Stock Market Performance in Latin America |
0 |
0 |
1 |
1 |
0 |
2 |
26 |
30 |
| Presidential cycles and time-varying bond–stock market correlations: Evidence from more than two centuries of data |
0 |
0 |
1 |
5 |
0 |
2 |
19 |
62 |
| Price Convergence Patterns across U.S. States |
0 |
0 |
1 |
1 |
0 |
0 |
6 |
12 |
| Price and volatility linkages between international REITs and oil markets |
0 |
0 |
0 |
12 |
0 |
0 |
56 |
130 |
| Price effects after one-day abnormal returns and crises in the stock markets |
0 |
1 |
4 |
6 |
4 |
8 |
28 |
34 |
| Price effects after one-day abnormal returns in developed and emerging markets: ESG versus traditional indices |
0 |
0 |
4 |
18 |
0 |
2 |
28 |
81 |
| Price gap anomaly in the US stock market: The whole story |
0 |
0 |
2 |
14 |
8 |
16 |
56 |
118 |
| Price jumps in developed stock markets: the role of monetary policy committee meetings |
0 |
0 |
0 |
8 |
0 |
0 |
12 |
51 |
| Private and Public Health Expenditures in an Endogenous Growth Model with Inflation Targeting |
0 |
0 |
2 |
43 |
0 |
1 |
12 |
245 |
| Productivity and GDP: international evidence of persistence and trends over 130 years of data |
0 |
0 |
3 |
6 |
1 |
1 |
19 |
36 |
| Rare disaster risks and gold over 700 years: Evidence from nonparametric quantile regressions |
1 |
1 |
2 |
3 |
1 |
1 |
14 |
19 |
| 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 |
2 |
3 |
2 |
3 |
24 |
25 |
| Real estate returns predictability revisited: novel evidence from the US REITs market |
0 |
0 |
2 |
32 |
0 |
0 |
29 |
174 |
| Real interest rate persistence in South Africa: evidence and implications |
0 |
0 |
0 |
13 |
2 |
2 |
9 |
89 |
| Real-time forecast of DSGE models with time-varying volatility in GARCH form |
0 |
0 |
1 |
6 |
0 |
0 |
20 |
34 |
| Realized Stock Market Volatility of the United States: The Role of Employee Sentiment |
0 |
0 |
1 |
5 |
0 |
1 |
11 |
21 |
| Realized Stock-Market Volatility of the United States and the Presidential Approval Rating |
0 |
0 |
0 |
0 |
0 |
1 |
6 |
11 |
| Realized volatility spillovers between energy and metal markets: a time-varying connectedness approach |
1 |
1 |
2 |
3 |
2 |
4 |
29 |
44 |
| 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 |
0 |
0 |
7 |
73 |
| Regime switching model of US crude oil and stock market prices: 1859 to 2013 |
0 |
0 |
3 |
117 |
2 |
3 |
50 |
419 |
| Renewable energy and growth: Evidence from heterogeneous panel of G7 countries using Granger causality |
0 |
0 |
1 |
33 |
2 |
2 |
21 |
175 |
| Reprint of: Chaos in G7 stock markets using over one century of data: A note |
0 |
0 |
1 |
4 |
0 |
0 |
6 |
24 |
| Research output and economic growth in G7 countries: new evidence from asymmetric panel causality testing |
0 |
0 |
0 |
44 |
0 |
1 |
12 |
155 |
| Retraction notice to “Oil price shocks and yield curve dynamics in emerging markets” [International Review of Economics and Finance 80 (2022) 613–623] |
0 |
0 |
2 |
2 |
0 |
0 |
10 |
10 |
| Return connectedness across asset classes around the COVID-19 outbreak |
2 |
4 |
10 |
55 |
5 |
14 |
117 |
318 |
| Return‐Volatility Nexus in the Digital Asset Class: A Dynamic Multilayer Connectedness Analysis |
0 |
3 |
3 |
3 |
1 |
4 |
4 |
4 |
| Revisiting international house price convergence using house price level data |
0 |
1 |
1 |
1 |
0 |
2 |
23 |
33 |
| Revisiting the causality between electricity consumption and economic growth in South Africa: a bootstrap rolling-window approach |
0 |
0 |
0 |
32 |
2 |
5 |
18 |
137 |
| Revisiting the twin deficits hypothesis: a quantile cointegration analysis over the period 1791-2013 |
0 |
0 |
0 |
4 |
0 |
1 |
8 |
27 |
| Rise and fall of calendar anomalies over a century |
0 |
2 |
3 |
16 |
2 |
9 |
33 |
118 |
| Risk aversion and Bitcoin returns in extreme quantiles |
0 |
0 |
0 |
34 |
0 |
1 |
18 |
125 |
| Risk aversion and the predictability of crude oil market volatility: A forecasting experiment with random forests |
1 |
1 |
1 |
5 |
1 |
1 |
10 |
19 |
| Risk spillover between Bitcoin and conventional financial markets: An expectile-based approach |
0 |
0 |
1 |
10 |
1 |
3 |
27 |
85 |
| 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 |
1 |
10 |
0 |
1 |
14 |
69 |
| SPATIAL BAYESIAN METHODS OF FORECASTING HOUSE PRICES IN SIX METROPOLITAN AREAS OF SOUTH AFRICA |
0 |
0 |
0 |
38 |
0 |
0 |
12 |
147 |
| Safe Havens, Machine Learning, and the Sources of Geopolitical Risk: A Forecasting Analysis Using Over a Century of Data |
0 |
0 |
0 |
2 |
2 |
5 |
18 |
29 |
| Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries |
0 |
0 |
1 |
3 |
0 |
0 |
9 |
22 |
| Shortages and machine-learning forecasting of oil returns volatility: 1900–2024 |
0 |
0 |
0 |
2 |
0 |
1 |
9 |
12 |
| Social Status, Inflation and Endogenous Growth in A Cash‐in‐Advance Economy: A Reconsideration using the Credit Channel |
0 |
0 |
0 |
1 |
0 |
1 |
7 |
34 |
| Socio-political instability and growth dynamics |
0 |
0 |
1 |
5 |
0 |
0 |
10 |
28 |
| South African stock return predictability in the context data mining: The role of financial variables and international stock returns |
0 |
0 |
0 |
15 |
1 |
1 |
10 |
143 |
| South Africa’s economic response to monetary policy uncertainty |
0 |
0 |
1 |
17 |
1 |
2 |
14 |
70 |
| South Africa’s inflation persistence: a quantile regression framework |
0 |
0 |
1 |
9 |
1 |
2 |
13 |
59 |
| South Africa’s monetary policy independence: evidence from a Global New-Keynesian DSGE model |
0 |
0 |
0 |
4 |
0 |
1 |
5 |
29 |
| Spillover and predictability of volatility of 50 major cryptocurrencies: Evidence from a LASSO-regularized Quantile VAR |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
2 |
| Spillover of mortgage default risks in the United States: Evidence from metropolitan statistical areas and states |
0 |
0 |
0 |
3 |
0 |
1 |
11 |
26 |
| Spillover of sentiment in the European Union: Evidence from time- and frequency-domains |
0 |
0 |
1 |
4 |
0 |
0 |
7 |
31 |
| Spillovers across macroeconomic, financial and real estate uncertainties: A time-varying approach |
0 |
0 |
1 |
18 |
0 |
1 |
16 |
141 |
| Spillovers between Bitcoin and other assets during bear and bull markets |
0 |
1 |
9 |
47 |
4 |
14 |
62 |
235 |
| Spillovers between US real estate and financial assets in time and frequency domains |
0 |
0 |
1 |
11 |
0 |
1 |
7 |
54 |
| Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin |
0 |
0 |
2 |
11 |
1 |
4 |
17 |
64 |
| Stock market bubbles and the realized volatility of oil price returns |
0 |
1 |
1 |
3 |
1 |
3 |
22 |
32 |
| Stock market efficiency analysis using long spans of Data: A multifractal detrended fluctuation approach |
0 |
0 |
2 |
14 |
1 |
1 |
19 |
97 |
| Stock market volatility and multi-scale positive and negative bubbles |
0 |
0 |
1 |
3 |
1 |
2 |
20 |
23 |
| Stock markets and exchange rate behavior of the BRICS |
0 |
1 |
1 |
15 |
0 |
1 |
14 |
46 |
| Stock price dynamics and the business cycle in an estimated DSGE model for South Africa |
0 |
0 |
0 |
30 |
1 |
3 |
16 |
112 |
| Structural and predictive analyses with a mixed copula‐based vector autoregression model |
0 |
0 |
0 |
2 |
0 |
0 |
20 |
34 |
| Structural breaks and GARCH models of stock return volatility: The case of South Africa |
1 |
1 |
3 |
62 |
1 |
3 |
17 |
228 |
| Structure dependence between oil and agricultural commodities returns: The role of geopolitical risks |
0 |
0 |
0 |
21 |
2 |
2 |
17 |
95 |
| Supply Constraints and Conditional Distribution Predictability of Inflation and its Volatility: A Nonparametric Mixed-Frequency Causality-in-Quantiles Approach |
0 |
0 |
2 |
2 |
0 |
2 |
4 |
4 |
| Supply bottlenecks and machine learning forecasting of international stock market volatility |
0 |
0 |
0 |
0 |
1 |
3 |
17 |
17 |
| Supply chain constraints and the predictability of the conditional distribution of international stock market returns and volatility |
0 |
0 |
0 |
2 |
2 |
6 |
25 |
35 |
| TESTING FOR FRACTIONAL INTEGRATION IN SOUTHERN AFRICAN DEVELOPMENT COMMUNITY REAL EXCHANGE RATES |
0 |
0 |
0 |
13 |
0 |
0 |
7 |
70 |
| TESTING FOR PPP USING SADC REAL EXCHANGE RATES |
0 |
0 |
0 |
29 |
0 |
0 |
12 |
115 |
| THE EFFECT OF DEFENSE SPENDING ON US OUTPUT: A FACTOR AUGMENTED VECTOR AUTOREGRESSION (FAVAR) APPROACH |
0 |
0 |
0 |
50 |
0 |
3 |
10 |
178 |
| THE EFFECTS OF MONETARY POLICY ON REAL FARM PRICES IN SOUTH AFRICA |
0 |
0 |
0 |
54 |
0 |
0 |
9 |
262 |
| THE RELATIONSHIP BETWEEN ECONOMIC POLICY UNCERTAINTY AND CORPORATE TAX RATES |
1 |
1 |
1 |
14 |
1 |
4 |
12 |
50 |
| THE RELATIONSHIP BETWEEN STOCK MARKET VOLATILITY AND TRADING VOLUME: EVIDENCE FROM SOUTH AFRICA |
0 |
0 |
0 |
80 |
1 |
5 |
61 |
734 |
| Tail risks and forecastability of stock returns of advanced economies: evidence from centuries of data* |
0 |
0 |
0 |
3 |
2 |
2 |
17 |
30 |
| Tax evasion and financial repression |
0 |
0 |
0 |
79 |
0 |
1 |
20 |
245 |
| Tax evasion and financial repression: a reconsideration using endogenous growth models |
0 |
0 |
0 |
46 |
0 |
1 |
11 |
155 |
| Tax evasion, financial development and inflation: Theory and empirical evidence |
0 |
0 |
2 |
94 |
0 |
0 |
37 |
422 |
| Technical efficiency of Connecticut Long Island Sound lobster fishery: a nonparametric approach to aggregate frontier analysis |
0 |
0 |
0 |
4 |
1 |
1 |
12 |
64 |
| Technological shocks and stock market volatility over a century |
0 |
0 |
1 |
2 |
0 |
0 |
20 |
30 |
| Temporal causality between house prices and output in the US: A bootstrap rolling-window approach |
0 |
0 |
0 |
19 |
1 |
1 |
26 |
157 |
| Terror attacks and stock-market fluctuations: evidence based on a nonparametric causality-in-quantiles test for the G7 countries |
0 |
0 |
0 |
11 |
0 |
1 |
11 |
66 |
| Testing for Persistence in South African House Prices |
0 |
0 |
0 |
1 |
0 |
0 |
10 |
11 |
| Testing for asymmetric nonlinear short- and long-run relationships between bitcoin, aggregate commodity and gold prices |
0 |
1 |
2 |
61 |
0 |
3 |
24 |
253 |
| Testing for bubbles in the BRICS stock markets |
0 |
0 |
1 |
20 |
1 |
2 |
19 |
98 |
| Testing for persistence in housing price-to-income and price-to-rent ratios in 16 OECD countries |
0 |
0 |
2 |
73 |
0 |
5 |
31 |
266 |
| Testing the Efficiency of the Art Market Using Quantile†Based Unit Root Tests with Sharp and Smooth Breaks |
0 |
0 |
0 |
4 |
1 |
1 |
12 |
29 |
| Testing the Monetary Model for Exchange Rate Determination in South Africa: Evidence from 101 Years of Data |
0 |
0 |
0 |
28 |
0 |
0 |
6 |
153 |
| Testing the Out-of-Sample Forecasting Ability of a Financial Conditions Index for South Africa |
0 |
0 |
0 |
4 |
0 |
1 |
13 |
42 |
| Testing the asymmetric effects of financial conditions in South Africa: A nonlinear vector autoregression approach |
0 |
0 |
0 |
26 |
1 |
1 |
17 |
127 |
| Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach |
0 |
0 |
0 |
7 |
0 |
0 |
17 |
43 |
| Testing the white noise hypothesis in high-frequency housing returns of the United States |
0 |
0 |
0 |
3 |
0 |
0 |
15 |
46 |
| The (Asymmetric) effect of El Niño and La Niña on gold and silver prices in a GVAR model |
1 |
1 |
2 |
7 |
2 |
3 |
20 |
39 |
| The Benefits of Diversification Between Bitcoin, Bonds, Equities and the US Dollar: A Matter of Portfolio Construction |
1 |
1 |
1 |
3 |
1 |
3 |
15 |
26 |
| The Blessing of Dimensionality in Forecasting Real House Price Growth in the Nine Census Divisions of the U.S |
0 |
0 |
0 |
0 |
2 |
3 |
12 |
14 |
| The Causal Relationship Between Economic Policy Uncertainty and Stock Returns in China and India: Evidence from a Bootstrap Rolling Window Approach |
0 |
0 |
2 |
97 |
1 |
1 |
32 |
333 |
| The ENSO cycle and forecastability of global inflation and output growth: Evidence from standard and mixed‐frequency multivariate singular spectrum analyses |
0 |
0 |
3 |
7 |
1 |
1 |
20 |
38 |
| The Effect of Air Quality and Weather on the Chinese Stock: Evidence from Shenzhen Stock Exchange |
0 |
0 |
0 |
4 |
0 |
0 |
10 |
38 |
| The Effect of Economic Uncertainty on the Housing Market Cycle |
0 |
0 |
0 |
7 |
1 |
1 |
14 |
28 |
| The Effect of US Uncertainty Shock on International Equity Markets: The Role of the Global Financial Cycle |
0 |
0 |
1 |
1 |
0 |
1 |
11 |
12 |
| The Effectiveness Of Monetary Policy In South Africa Under Inflation Targeting: Evidence from a Time-Varying Factor-Augmented Vector Autoregressive Model |
0 |
0 |
1 |
84 |
1 |
5 |
27 |
420 |
| The Effects of Conventional and Unconventional Monetary Policy Shocks on US REITs Moments: Evidence from VARs with Functional Shocks |
0 |
0 |
0 |
0 |
1 |
4 |
20 |
20 |
| The Effects of Disaggregate Oil Shocks on the Aggregate Expected Skewness of the United States |
0 |
0 |
0 |
0 |
1 |
3 |
10 |
11 |
| The Effects of Uncertainty on Economic Conditions Across US States: The Role of Climate Risks |
0 |
0 |
0 |
0 |
2 |
2 |
6 |
6 |
| The Feldstein--Horioka puzzle in South Africa: A fractional cointegration approach |
0 |
0 |
0 |
1 |
1 |
2 |
21 |
66 |
| The Growth-Inflation Nexus for the U.S. from 1801 to 2013: A Semiparametric Approach |
0 |
0 |
0 |
1 |
0 |
0 |
5 |
13 |
| The Impact of Exchange Rate Uncertainty on Exports in South Africa |
0 |
0 |
0 |
9 |
0 |
1 |
10 |
67 |
| The Impact of House Prices on Consumption in South Africa: Evidence from Provincial-Level Panel VARs |
0 |
0 |
0 |
11 |
0 |
1 |
19 |
95 |
| The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures |
0 |
0 |
0 |
4 |
0 |
1 |
14 |
50 |
| The Impact of Oil Price on South African GDP Growth: A Bayesian Markov Switching-VAR Analysis |
0 |
0 |
1 |
18 |
0 |
1 |
24 |
118 |
| 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 |
6 |
22 |
2 |
3 |
33 |
73 |
| The Impact of Unconventional Monetary Policy Shocks in the U.S. on Emerging Market REITs |
0 |
0 |
0 |
2 |
0 |
0 |
5 |
9 |
| The Informational Content of the Term Spread in Forecasting the US Inflation Rate: A Nonlinear Approach |
0 |
0 |
0 |
8 |
0 |
0 |
14 |
53 |
| 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 |
12 |
15 |
| The Macroeconomic Effects of Uncertainty Shocks in India - Gli effetti macroeconomici degli shock di incertezza in India |
0 |
0 |
0 |
7 |
1 |
1 |
6 |
132 |
| 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 |
0 |
12 |
193 |
| The Role of Asset Prices in Forecasting Inflation and Output in South Africa |
0 |
0 |
0 |
7 |
0 |
1 |
5 |
81 |
| The Role of Current Account Balance in Forecasting the US Equity Premium: Evidence From a Quantile Predictive Regression Approach |
0 |
0 |
0 |
8 |
0 |
1 |
9 |
53 |
| The Role of Economic Policy Uncertainty in Predicting Output Growth in Emerging Markets: A Mixed-Frequency Granger Causality Approach |
0 |
0 |
0 |
5 |
1 |
2 |
12 |
35 |
| The Role of Energy Market Uncertainties in Forecasting US State-Level Stock Market Volatility: A GARCH-MIDAS Approach |
1 |
1 |
1 |
1 |
2 |
2 |
2 |
2 |
| The State-Level Nonlinear Effects of Government Spending Shocks in the US: The Role of Partisan Conflict |
0 |
0 |
1 |
2 |
0 |
2 |
13 |
27 |
| The Taylor curve: international evidence |
0 |
0 |
1 |
3 |
0 |
2 |
13 |
25 |
| The Time-Series Properties of House Prices: A Case Study of the Southern California Market |
0 |
0 |
0 |
48 |
0 |
0 |
19 |
259 |
| The Time-series Linkages between US Fiscal Policy and Asset Prices |
0 |
0 |
0 |
12 |
1 |
2 |
16 |
79 |
| The US Term Structure and Return Volatility in Global REIT Markets |
0 |
0 |
0 |
18 |
0 |
2 |
14 |
82 |
| The US real GNP is trend-stationary after all |
0 |
0 |
1 |
19 |
1 |
4 |
19 |
69 |
| The behaviour of real interest rates: New evidence from a 'suprasecular' perspective |
0 |
0 |
0 |
4 |
0 |
2 |
13 |
28 |
| 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 |
0 |
11 |
163 |
| 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 |
10 |
55 |
| The causal relationship between natural gas consumption and economic growth: evidence from the G7 countries |
0 |
0 |
0 |
15 |
1 |
4 |
13 |
86 |
| The co-movement and causality between the U.S. housing and stock markets in the time and frequency domains |
0 |
0 |
0 |
45 |
1 |
2 |
14 |
167 |
| The depreciation of the pound post-Brexit: Could it have been predicted? |
0 |
0 |
1 |
24 |
0 |
3 |
23 |
135 |
| The dynamic impact of uncertainty in causing and forecasting the distribution of oil returns and risk |
0 |
0 |
2 |
5 |
0 |
1 |
17 |
61 |
| The dynamic response of the rand real exchange rate to fundamental shocks |
0 |
0 |
1 |
1 |
0 |
0 |
6 |
10 |
| The dynamics of U.S. REITs returns to uncertainty shocks: A proxy SVAR approach |
0 |
0 |
2 |
11 |
1 |
1 |
14 |
39 |
| The effect of global and regional stock market shocks on safe haven assets |
0 |
0 |
1 |
8 |
0 |
0 |
11 |
36 |
| The effect of global crises on stock market correlations: Evidence from scalar regressions via functional data analysis |
0 |
0 |
0 |
12 |
0 |
1 |
25 |
92 |
| The effect of gold market speculation on REIT returns in South Africa: a behavioral perspective |
0 |
0 |
0 |
4 |
1 |
3 |
25 |
82 |
| The effect of investor sentiment on gold market return dynamics: Evidence from a nonparametric causality-in-quantiles approach |
0 |
0 |
5 |
46 |
2 |
4 |
39 |
191 |
| The effect of monetary policy on house price inflation |
0 |
0 |
0 |
82 |
0 |
0 |
7 |
233 |
| The effect of monetary policy on real house price growth in South Africa: A factor-augmented vector autoregression (FAVAR) approach |
0 |
1 |
1 |
146 |
0 |
3 |
22 |
462 |
| The effect of oil uncertainty shock on real GDP of 33 countries: a global VAR approach |
0 |
0 |
1 |
9 |
0 |
1 |
13 |
33 |
| The effectiveness of monetary and fiscal policy shocks on U.S. inequality: the role of uncertainty |
0 |
0 |
2 |
75 |
1 |
1 |
42 |
289 |
| The effects of climate risks on economic activity in a panel of US states: The role of uncertainty |
0 |
0 |
2 |
12 |
0 |
0 |
24 |
62 |
| The effects of public expenditures on labour productivity in Europe |
0 |
1 |
2 |
10 |
1 |
3 |
21 |
56 |
| The efficiency of the art market: Evidence from variance ratio tests, linear and nonlinear fractional integration approaches |
0 |
0 |
1 |
16 |
0 |
1 |
17 |
117 |
| The financial US uncertainty spillover multiplier: Evidence from a GVAR model |
0 |
0 |
1 |
4 |
0 |
2 |
15 |
27 |
| The growth-inflation nexus for the U.S. from 1801 to 2013: A semiparametric approach |
0 |
0 |
1 |
21 |
0 |
1 |
10 |
83 |
| The impact of US policy uncertainty on the monetary effectiveness in the Euro area |
1 |
1 |
2 |
42 |
1 |
2 |
25 |
210 |
| 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 |
20 |
0 |
0 |
15 |
133 |
| The impact of US uncertainty shocks on a panel of advanced and emerging market economies |
0 |
0 |
0 |
14 |
1 |
2 |
18 |
71 |
| The impact of disaggregated oil shocks on state-level consumption of the United States |
0 |
0 |
0 |
3 |
0 |
3 |
11 |
21 |
| 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 |
1 |
13 |
18 |
| The impact of macroeconomic factors on income inequality: Evidence from the BRICS |
0 |
1 |
2 |
30 |
0 |
2 |
9 |
104 |
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0 |
1 |
3 |
4 |
0 |
3 |
14 |
18 |
| The impacts of oil price volatility on financial stress: Is the COVID-19 period different? |
0 |
0 |
0 |
3 |
0 |
1 |
18 |
35 |
| The impacts of structural oil shocks on macroeconomic uncertainty: Evidence from a large panel of 45 countries |
0 |
0 |
0 |
26 |
2 |
2 |
14 |
79 |
| The international REIT’s time-varying response to the U.S. monetary policy and macroeconomic surprises |
0 |
1 |
2 |
12 |
1 |
4 |
15 |
84 |
| The long-run impact of inflation in South Africa |
0 |
0 |
0 |
30 |
0 |
0 |
18 |
133 |
| The long-run relationship between inflation and real stock prices: empirical evidence from South Africa |
0 |
0 |
0 |
25 |
0 |
1 |
11 |
86 |
| The nexus between military expenditures and economic growth in the BRICS and the US: an empirical note |
0 |
0 |
4 |
13 |
0 |
0 |
17 |
58 |
| The nexus of electricity consumption, economic growth and CO2 emissions in the BRICS countries |
0 |
1 |
2 |
120 |
1 |
5 |
22 |
407 |
| The non-linear response of US state-level tradable and non-tradable inflation to oil shocks: The role of oil-dependence |
0 |
0 |
1 |
4 |
0 |
1 |
13 |
24 |
| The out-of-sample forecasting performance of non-linear models of real exchange rate behaviour: The case of the South African Rand |
0 |
0 |
1 |
34 |
0 |
0 |
12 |
144 |
| The out-of-sample forecasting performance of nonlinear models of regional housing prices in the US |
0 |
0 |
0 |
5 |
1 |
3 |
17 |
45 |
| The predictability of stock market volatility in emerging economies: Relative roles of local, regional, and global business cycles |
0 |
0 |
0 |
11 |
1 |
2 |
13 |
43 |
| The predictive power of Bitcoin prices for the realized volatility of US stock sector returns |
0 |
0 |
1 |
4 |
0 |
2 |
23 |
35 |
| The predictive power of oil price shocks on realized volatility of oil: A note |
0 |
0 |
0 |
13 |
2 |
2 |
15 |
50 |
| The predictive power of the term spread on inequality in the United Kingdom: An empirical analysis |
0 |
0 |
0 |
2 |
2 |
2 |
13 |
23 |
| The predictive value of inequality measures for stock returns: An analysis of long-span UK data using quantile random forests |
0 |
0 |
1 |
9 |
1 |
2 |
16 |
51 |
| The relationship between commodity markets and commodity mutual funds: A wavelet-based analysis |
0 |
0 |
1 |
13 |
1 |
1 |
11 |
55 |
| The relationship between healthcare expenditure and disposable personal income in the US states: a fractional integration and cointegration analysis |
0 |
0 |
1 |
11 |
0 |
0 |
11 |
68 |
| The relationship between monetary policy and uncertainty in advanced economies: Evidence from time- and frequency-domains |
0 |
0 |
0 |
6 |
1 |
2 |
18 |
49 |
| The relationship between oil and agricultural commodity prices in South Africa: A quantile causality approach |
0 |
0 |
0 |
6 |
0 |
0 |
10 |
40 |
| The relationship between oil and agricultural commodity prices in south africa: a quantile causality approach |
0 |
0 |
0 |
16 |
0 |
2 |
10 |
89 |
| The relationship between population growth and standard-of-living growth over 1870–2013: evidence from a bootstrapped panel Granger causality test |
0 |
0 |
0 |
36 |
1 |
2 |
20 |
244 |
| The relationship between the inflation rate and inequality across U.S. states: a semiparametric approach |
0 |
0 |
0 |
27 |
0 |
1 |
14 |
147 |
| The role of an aligned investor sentiment index in predicting bond risk premia of the U.S |
0 |
0 |
0 |
12 |
0 |
1 |
18 |
76 |
| 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 |
15 |
0 |
1 |
12 |
109 |
| The role of economic policy uncertainties in predicting stock returns and their volatility for Hong Kong, Malaysia and South Korea |
0 |
0 |
3 |
35 |
1 |
4 |
30 |
195 |
| The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach |
0 |
0 |
0 |
23 |
0 |
0 |
14 |
121 |
| The role of economic uncertainty in forecasting exchange rate returns and realized volatility: Evidence from quantile predictive regressions |
0 |
0 |
0 |
16 |
0 |
2 |
11 |
68 |
| The role of global economic conditions in forecasting gold market volatility: Evidence from a GARCH-MIDAS approach |
0 |
0 |
1 |
21 |
0 |
2 |
16 |
97 |
| The role of housing sentiment in forecasting U.S. home sales growth: evidence from a Bayesian compressed vector autoregressive model |
0 |
0 |
1 |
2 |
0 |
0 |
6 |
14 |
| The role of investor sentiment in forecasting housing returns in China: A machine learning approach |
0 |
0 |
0 |
1 |
0 |
2 |
19 |
26 |
| 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 |
1 |
23 |
67 |
| The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method |
0 |
1 |
5 |
55 |
0 |
3 |
33 |
200 |
| 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 |
1 |
1 |
1 |
3 |
1 |
1 |
13 |
20 |
| The role of oil prices in the forecasts of South African interest rates: A Bayesian approach |
0 |
0 |
0 |
36 |
1 |
2 |
15 |
175 |
| The role of partisan conflict in forecasting the U.S. equity premium: A nonparametric approach |
0 |
0 |
0 |
4 |
0 |
2 |
13 |
34 |
| The role of real estate uncertainty in predicting US home sales growth: evidence from a quantiles-based Bayesian model averaging approach |
0 |
0 |
1 |
9 |
0 |
2 |
11 |
39 |
| 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 |
1 |
1 |
5 |
0 |
2 |
9 |
46 |
| The role of time‐varying rare disaster risks in predicting bond returns and volatility |
0 |
0 |
0 |
5 |
0 |
1 |
8 |
30 |
| The stock-bond nexus and investors’ behavior in mature and emerging markets |
0 |
0 |
0 |
1 |
0 |
1 |
8 |
15 |
| The synergistic effect of insurance and banking sector activities on economic growth in Africa |
0 |
0 |
0 |
18 |
0 |
1 |
27 |
162 |
| The time-varying correlation between output and prices in the United States over the period 1800–2014 |
0 |
0 |
0 |
8 |
0 |
0 |
10 |
78 |
| The time-varying impact of uncertainty shocks on the co-movement of regional housing prices of the United Kingdom |
0 |
1 |
2 |
2 |
0 |
2 |
26 |
39 |
| Threshold effects of inequality on economic growth in the US states: the role of human capital to physical capital ratio |
0 |
0 |
0 |
3 |
0 |
1 |
34 |
53 |
| Time Aggregation and the Contradictions with Causal Relationships: Can Economic Theory Come to the Rescue? |
0 |
0 |
1 |
2 |
0 |
1 |
11 |
13 |
| Time Aggregation, Long-Run Money Demand and the Welfare Cost of Inflation |
0 |
0 |
0 |
0 |
0 |
1 |
12 |
15 |
| Time series analysis of persistence in crude oil price volatility across bull and bear regimes |
1 |
1 |
1 |
11 |
2 |
2 |
12 |
70 |
| Time series effects of dissolved oxygen and nitrogen on Long Island Sound lobster harvest |
0 |
0 |
0 |
4 |
0 |
1 |
13 |
38 |
| 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 |
9 |
121 |
| Time-Varying Effects of Housing and Stock Returns on U.S. Consumption |
0 |
0 |
0 |
26 |
1 |
2 |
14 |
119 |
| Time-Varying Impact of Geopolitical Risks on Oil Prices |
1 |
1 |
6 |
38 |
2 |
6 |
41 |
139 |
| Time-Varying Parameter Four-Equation DSGE Model |
0 |
0 |
3 |
8 |
0 |
3 |
26 |
36 |
| Time-Varying Predictability of Labor Productivity on Inequality in United Kingdom |
0 |
0 |
0 |
5 |
0 |
0 |
11 |
27 |
| Time-Varying Risk Aversion and the Profitability of Carry Trades: Evidence from the Cross-Quantilogram |
0 |
0 |
0 |
8 |
0 |
2 |
12 |
50 |
| Time-Varying Spillover of US Trade War on the Growth of Emerging Economies |
0 |
0 |
0 |
0 |
0 |
1 |
9 |
9 |
| Time-Varying Spillovers between Currency and Stock Markets in the USA: Historical Evidence From More than Two Centuries |
0 |
0 |
0 |
19 |
0 |
9 |
22 |
78 |
| Time-Varying effects of extreme weather shocks on output growth of the United States |
1 |
1 |
4 |
5 |
3 |
4 |
20 |
27 |
| Time-Varying impact of uncertainty shocks on macroeconomic variables of the united kingdom: Evidence from over 150 years of monthly data |
0 |
0 |
0 |
12 |
0 |
1 |
17 |
64 |
| Time-frequency relationship between US output with commodity and asset prices |
0 |
0 |
0 |
20 |
0 |
2 |
22 |
96 |
| Time-variation in the persistence of carbon price uncertainty: The role of carbon policy uncertainty |
0 |
0 |
2 |
2 |
0 |
1 |
15 |
15 |
| Time-varying causal relationship between stock market and unemployment in the United Kingdom: Historical evidence from 1855 to 2017 |
0 |
0 |
3 |
42 |
0 |
1 |
19 |
145 |
| 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 |
15 |
65 |
| Time-varying causality between research output and economic growth in US |
0 |
0 |
1 |
12 |
1 |
3 |
20 |
81 |
| Time-varying correlations between trade balance and stock prices in the United States over the period 1792 to 2013 |
0 |
0 |
3 |
11 |
0 |
0 |
18 |
78 |
| Time-varying efficiency of developed and emerging bond markets: Evidence from long-spans of historical data |
0 |
0 |
0 |
8 |
0 |
2 |
17 |
57 |
| Time-varying evidence of predictability of financial stress in the United States over a century: The role of inequality |
0 |
0 |
0 |
5 |
1 |
2 |
13 |
37 |
| Time-varying impact of monetary policy shocks on US stock returns: The role of investor sentiment |
0 |
0 |
6 |
17 |
0 |
2 |
20 |
62 |
| Time-varying impact of pandemics on global output growth |
0 |
0 |
0 |
6 |
1 |
3 |
17 |
40 |
| Time-varying impact of uncertainty shocks on the US housing market |
0 |
1 |
1 |
32 |
0 |
2 |
13 |
93 |
| Time-varying influence of household debt on inequality in United Kingdom |
0 |
0 |
0 |
4 |
1 |
1 |
19 |
37 |
| Time-varying linkages between tourism receipts and economic growth in South Africa |
0 |
0 |
0 |
18 |
0 |
2 |
10 |
111 |
| Time-varying multilayer networks analysis of frequency connectedness in commodity futures markets |
0 |
0 |
1 |
1 |
1 |
6 |
20 |
20 |
| Time-varying persistence in US inflation |
0 |
0 |
0 |
10 |
0 |
3 |
11 |
95 |
| Time-varying persistence of inflation: evidence from a wavelet-based approach |
0 |
0 |
1 |
19 |
0 |
1 |
17 |
96 |
| Time-varying predictability of financial stress on inequality in United Kingdom |
0 |
0 |
0 |
1 |
0 |
1 |
11 |
15 |
| Time-varying predictability of oil market movements over a century of data: The role of US financial stress |
0 |
0 |
0 |
4 |
0 |
1 |
11 |
40 |
| Time-varying rare disaster risks, oil returns and volatility |
0 |
1 |
1 |
17 |
0 |
1 |
14 |
110 |
| Time-varying relationship between conventional and unconventional monetary policies and risk aversion: international evidence from time- and frequency-domains |
0 |
0 |
0 |
3 |
1 |
1 |
9 |
23 |
| Time-varying risk aversion and forecastability of the US term structure of interest rates |
0 |
0 |
0 |
2 |
1 |
4 |
11 |
18 |
| Time-varying risk aversion and realized gold volatility |
0 |
0 |
4 |
13 |
4 |
8 |
59 |
105 |
| Time-varying risk aversion and the predictability of bond premia |
0 |
0 |
0 |
3 |
0 |
0 |
10 |
27 |
| Time-varying role of macroeconomic shocks on house prices in the US and UK: evidence from over 150 years of data |
0 |
0 |
1 |
27 |
1 |
3 |
20 |
115 |
| Time-varying spillover of multi-scale positive and negative bubbles in stock and oil markets |
0 |
0 |
1 |
1 |
0 |
2 |
7 |
7 |
| Time-varying spillovers between housing sentiment and housing market in the United States☆ |
0 |
0 |
2 |
10 |
1 |
6 |
16 |
39 |
| Time‐varying causality between bond and oil markets of the United States: Evidence from over one and half centuries of data |
0 |
0 |
1 |
3 |
0 |
1 |
17 |
25 |
| Time‐varying impact of global, region‐, and country‐specific uncertainties on the volatility of international trade |
0 |
0 |
0 |
5 |
0 |
2 |
7 |
27 |
| Time–frequency relationship between US inflation and inflation uncertainty: evidence from historical data |
0 |
0 |
0 |
5 |
0 |
1 |
13 |
43 |
| Trade uncertainties and the hedging abilities of Bitcoin |
0 |
0 |
2 |
7 |
0 |
0 |
18 |
46 |
| Trading behaviour connectedness across commodity markets: Evidence from the hedgers’ sentiment perspective |
0 |
0 |
0 |
12 |
0 |
1 |
18 |
88 |
| Trends and cycles in historical gold and silver prices |
1 |
1 |
4 |
25 |
1 |
4 |
79 |
184 |
| Trust and quality of growth: a note |
0 |
0 |
0 |
12 |
0 |
0 |
9 |
97 |
| U.S. state-level carbon dioxide emissions: Does it affect health care expenditure? |
0 |
1 |
4 |
39 |
0 |
3 |
21 |
186 |
| UK macroeconomic volatility: Historical evidence over seven centuries |
0 |
0 |
0 |
3 |
0 |
1 |
25 |
42 |
| UNCERTAINTY RELATED TO INFECTIOUS DISEASES AND FORECASTABILITY OF THE REALIZED VOLATILITY OF US TREASURY SECURITIES |
0 |
0 |
0 |
4 |
0 |
1 |
5 |
28 |
| US Fiscal Policy and Asset Prices: The Role of Partisan Conflict |
0 |
0 |
0 |
4 |
0 |
1 |
8 |
45 |
| US inflation dynamics on long-range data |
0 |
0 |
0 |
4 |
0 |
2 |
10 |
41 |
| US monetary policy and BRICS stock market bubbles |
0 |
0 |
0 |
8 |
0 |
3 |
14 |
37 |
| Uncertainty and Forecasts of U.S. Recessions |
0 |
0 |
1 |
16 |
1 |
2 |
34 |
96 |
| Uncertainty and crude oil returns |
0 |
1 |
2 |
57 |
0 |
3 |
17 |
236 |
| 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 |
1 |
9 |
17 |
| Uncertainty and forecastability of regional output growth in the UK: Evidence from machine learning |
0 |
0 |
0 |
1 |
0 |
2 |
17 |
23 |
| Uncertainty and predictability of real housing returns in the United Kingdom: A regional analysis |
0 |
0 |
0 |
2 |
0 |
2 |
13 |
22 |
| Uncertainty and realized jumps in the pound-dollar exchange rate: evidence from over one century of data |
0 |
0 |
0 |
6 |
0 |
0 |
12 |
27 |
| Uncertainty and tourism in Africa |
0 |
0 |
0 |
9 |
1 |
3 |
12 |
28 |
| 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 |
9 |
16 |
| Unconventional monetary policy shocks in OECD countries: how important is the extent of policy uncertainty? |
1 |
1 |
1 |
20 |
1 |
1 |
12 |
88 |
| Unemployment fluctuations and currency returns in the United Kingdom: Evidence from over one and a half century of data |
0 |
0 |
1 |
17 |
0 |
2 |
14 |
81 |
| Unemployment rate hysteresis and the great recession: exploring the metropolitan evidence |
0 |
0 |
0 |
13 |
0 |
1 |
18 |
78 |
| Using Large Data Sets to Forecast House Prices: A Case Study of Twenty U.S. States |
0 |
1 |
1 |
1 |
1 |
3 |
8 |
8 |
| Using large data sets to forecast sectoral employment |
0 |
0 |
0 |
11 |
0 |
0 |
3 |
61 |
| Valuation Ratios and Stock Return Predictability in South Africa: Is It There? |
0 |
0 |
0 |
17 |
0 |
0 |
7 |
124 |
| Variants of consumption‐wealth ratios and predictability of U.S. government bond risk premia |
0 |
0 |
0 |
2 |
0 |
0 |
8 |
15 |
| Volatility Spillovers between Interest Rates and Equity Markets of Developed Economies |
0 |
0 |
1 |
9 |
0 |
0 |
9 |
64 |
| Volatility connectedness of major cryptocurrencies: The role of investor happiness |
0 |
0 |
1 |
20 |
0 |
1 |
30 |
112 |
| Volatility forecasting with bivariate multifractal models |
0 |
0 |
0 |
11 |
0 |
1 |
8 |
42 |
| Volatility jumps: The role of geopolitical risks |
2 |
3 |
10 |
31 |
4 |
6 |
38 |
124 |
| Volatility spillovers across global asset classes: Evidence from time and frequency domains |
2 |
2 |
4 |
32 |
2 |
3 |
26 |
159 |
| Volatility transmission between Islamic and conventional equity markets: evidence from causality-in-variance test |
0 |
0 |
1 |
12 |
1 |
2 |
14 |
69 |
| Was the recent downturn in US real GDP predictable? |
0 |
0 |
0 |
18 |
3 |
3 |
24 |
135 |
| Wealth‐to‐Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test |
0 |
0 |
0 |
7 |
0 |
1 |
9 |
37 |
| 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 |
1 |
1 |
10 |
27 |
| Why must it always be so Real with tax evasion? |
0 |
0 |
0 |
2 |
0 |
0 |
16 |
44 |
| ‘Ripple’ Effects in South African House Prices |
0 |
0 |
0 |
2 |
0 |
0 |
7 |
31 |
| “Ripple effects” and forecasting home prices in Los Angeles, Las Vegas, and Phoenix |
0 |
0 |
0 |
18 |
0 |
2 |
13 |
127 |
| Total Journal Articles |
66 |
176 |
843 |
14,028 |
471 |
1,631 |
13,965 |
71,691 |
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