Access Statistics for Rangan Gupta

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"Ripple Effects" and Forecasting Home Prices in Los Angeles, Las Vegas, and Phoenix 0 0 1 109 5 6 16 544
"Ripple Effects” and Forecasting Home Prices in Los Angeles, Las Vegas, and Phoenix 0 0 1 79 1 4 13 359
"Ripple" Effects in South African House Prices 0 0 0 22 2 3 12 240
125 Years of Time-Varying Effects of Fiscal Policy on Financial Markets 0 0 0 38 0 0 6 55
125 Years of Time-Varying Effects of Fiscal Policy on Financial Markets 0 0 0 27 1 4 8 53
A BVAR Model for the South African Economy 0 0 0 0 2 6 10 561
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 2 3 11 300
A Dynamic Factor Model for Forecasting Macroeconomic Variables in South Africa 0 0 0 124 1 3 13 748
A Generic Model of Financial Repression 0 2 2 198 2 4 12 669
A Historical Analysis of the US Stock Price Index using Empirical Mode Decomposition over 1791-2015 0 0 0 40 2 3 9 113
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 5 10 23 119
A New-Keynesian DSGE Model for Forecasting the South African Economy 0 0 0 72 1 3 20 912
A Nonlinear Approach for Predicting Stock Returns and Volatility with the Use of Investor Sentiment Indices 0 0 0 34 3 3 20 146
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 4 7 26 41
A Note on Investor Happiness and the Predictability of Realized Volatility of Gold 0 0 0 34 3 4 13 59
A Note on Oil Consumption and Growth: The Role of Greenhouse Gases Emissions 0 0 0 14 2 2 15 69
A Note on Oil Price Shocks and the Forecastability of Gold Realized Volatility 0 0 0 16 5 11 19 78
A Note on State-Level Nonlinear Effects of Government Spending Shocks in the US: The Role of Partisan Conflict 0 0 0 6 2 4 13 21
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 4 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 2 6 25 134
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 1 4 162
A Note on the Technology Herd: Evidence from Large Institutional Investors 0 0 0 6 4 5 9 70
A Note on the Time-Varying Impact of Global, Region- and Country-Specific Uncertainties on the Volatility of International Trade 0 0 0 5 5 5 9 66
A Panel Bargaining Model within the Regional Boundaries of the South African Grain Industry 0 0 0 0 1 2 7 97
A Reconsideration of Kuznets Curve across Countries: Evidence from the Co-summability Approach 0 0 0 12 2 3 17 61
A Reinvestigation of the Oil Price and Consumer Price Nexus in South Africa: An Asymmetric Causality Approach 0 0 0 0 0 1 8 141
A Small-Scale DSGE Model for Forecasting the South African Economy 0 0 0 0 1 2 9 467
A Time Series Analysis of Long Island Sound Lobster Fishery 0 0 0 5 3 5 11 75
A Time-Varying Approach of the US Welfare Cost of Inflation 0 0 0 67 3 5 10 195
A Time-Varying Approach of the US Welfare Cost of Inflation 0 0 0 33 3 5 20 180
A Time-Varying Approach to Analysing Fiscal Policy and Asset Prices in South Africa 0 0 0 13 0 1 5 205
A Wavelet Analysis of the Relationship between Oil and Natural Gas Prices 0 0 0 21 3 5 13 94
A historical analysis of the US stock price index using empirical mode decomposition over 1791-2015 0 0 0 41 3 3 5 59
A robust approach for outlier imputation: Singular Spectrum Decomposition 0 0 0 9 1 4 15 57
Active versus Passive Policies of Unemployment: Growth and Public Finance Perspectives 0 0 0 14 2 5 9 1,121
An Analysis of the Relationship between U.S. State Level Carbon Dioxide Emissions and Health Care Expenditure 0 0 0 54 2 4 16 332
An Application of a New Seasonal Unit Root Test for Trending and Breaking Series to Industrial Production of the BRICS 0 0 0 0 1 2 5 70
An Assessment of UK Macroeconomic Volatility: Historical Evidence Using Over Seven Centuries of Data 0 0 0 41 8 10 20 56
An Endogenous Growth Model of a Financially Repressed Small Open Economy 0 0 0 12 1 2 4 227
An In-Sample and Out-of-Sample Empirical Investigation of the Nonlinearity in House Prices of South Africa 0 0 0 39 3 4 30 368
An Investigation of Openness and Economic Growth Using Panel Estimation 0 0 0 22 0 4 12 446
Analysing South Africa's Inflation Persistence Using an ARFIMA Model with Markov-Switching Fractional Differencing Parameter 0 0 0 33 1 1 6 79
Analysing South Africa's Inflation Persistence Using an ARFIMA Model with Markov-Switching Fractional Differencing Parameter 0 0 2 48 2 3 14 165
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 2 3 7 109
Analysing the Predictability of Climate Risks on the Conditional Distributions of Bank Returns and Volatility: An International Perspective 0 0 0 0 0 2 17 30
Analysis of Herding in REITs of an Emerging Market: The Case of Turkey 0 0 0 24 1 1 9 119
Are BRICS Exchange Rates Chaotic? 0 0 0 39 1 4 14 154
Are Health Care Expenditures and Personal Disposable Income Characterised by Asymmetric Behaviour? Evidence from US State-Level Data 0 0 0 17 2 2 14 79
Are House Prices in South Africa Really Non-Stationary? Evidence from SPSM-Based Panel KSS Test with a Fourier Function 0 0 0 27 2 4 5 201
Are Housing Price Cycles Asymmetric? Evidence from the US States and Metropolitan Areas 0 0 0 24 0 5 17 142
Are Multifractal Processes Suited to Forecasting Electricity Price Volatility? Evidence from Australian Intraday Data 0 0 0 40 2 6 10 82
Are Stock Prices Related to Political Uncertainty Index in OECD Countries? Evidence from Bootstrap Panel Causality Test 0 0 0 24 3 6 13 150
Are Stock Prices Related to Political Uncertainty Index in OECD Countries? Evidence from Bootstrap Panel Causality Test 0 0 0 28 0 1 10 241
Are Stock Returns an Inflation Hedge for the UK? Evidence from a Wavelet Analysis Using Over Three Centuries of Data 0 0 0 69 2 7 17 172
Are Uncertainties across the World Convergent? 0 0 0 21 2 3 13 62
Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data 0 0 0 26 3 4 12 109
Are the Effects of Monetary Policy Asymmetric in India? Evidence from a Nonlinear Vector Autoregression Approach 0 0 0 33 2 3 11 294
Are there Asymmetric Causal Relationships between Tourism and Economic Growth in a Panel of G-7 Countries? 0 0 0 23 3 6 14 326
Are there Environmental Kuznets Curves for US State-Level CO2 Emissions? 0 0 0 80 1 3 13 188
Are there Housing Bubbles in South Africa? Evidence from SPSM-Based Panel KSS Test with a Fourier Function 0 0 0 8 1 1 3 153
Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index? 0 0 0 18 2 2 8 176
Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index? 0 0 0 6 1 1 6 82
Are there Multiple Bubbles in the Ethanol-Gasoline Price Ratio of Brazil? 0 0 0 7 6 10 14 92
Asymmetric Behaviour in Nominal and Real Housing Prices: Evidence from Advanced and Emerging Economies 0 0 0 7 6 7 17 117
Asymmetric Effects of Inequality on Per Capita Real GDP of the United States 0 0 0 28 1 4 10 200
Asymmetric Granger Causality between Military Expenditures and Economic Growth in Top Six Defense Suppliers 0 0 0 36 2 5 15 230
Asymmetric Information, Tax Evasion and Alternative Instruments of Government Revenue 0 1 1 170 4 7 15 690
Asymmetric dynamics of insurance premium: The impacts of output and economic policy uncertainty 0 0 0 40 1 2 7 194
Bayesian Methods of Forecasting Inventory Investment in South Africa 0 0 0 44 3 4 7 355
Bayesian Spatial Modeling for Housing Data in South Africa 0 0 0 35 2 2 10 128
Bear, Bull, Sidewalk, and Crash: The Evolution of the US Stock Market Using Over a Century of Daily Data 0 0 0 25 3 6 14 47
Bitcoin Mining Activity and Volatility Dynamics in the Power Market 0 0 0 0 3 10 14 53
Bitcoin Prices and the Realized Volatility of US Sectoral Stock Returns 0 0 0 34 1 7 15 43
Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles 0 0 0 84 2 3 14 386
Bubbles in South African House Prices and their Impact on Consumption 0 0 0 21 2 3 6 381
Business Applications and State-Level Stock Market Realized Volatility: A Forecasting Experiment 0 0 0 18 1 2 9 24
COMPARING SOUTH AFRICAN INFLATION VOLATILITY ACROSS MONETARY POLICY REGIMES: AN APPLICATION OF SAPHE CRACKING 0 0 0 33 4 5 7 272
COULD WE HAVE PREDICTED THE RECENT DOWNTURN IN THE SOUTH AFRICAN HOUSING MARKET? 0 0 0 28 1 1 11 366
COVID-19 Pandemic and Investor Herding in International Stock Markets 0 0 0 64 6 11 15 257
CROSS-COUNTRY EVIDENCE ON THE CAUSAL RELATIONSHIP BETWEEN POLICY UNCERTAINTY AND HOUSE PRICES 0 0 0 19 5 7 17 200
Can Debt Ceiling and Government Shutdown Predict US Real Stock Returns? A Boot-strap Rolling-Window Approach 0 0 0 0 2 2 21 158
Can Economic Uncertainty, Financial Stress and Consumer Senti-ments Predict U.S. Equity Premium? 0 0 0 93 2 7 15 143
Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium? 0 0 0 34 0 1 6 253
Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium? 0 0 0 14 1 1 7 93
Can Monetary Policy Lean against Housing Bubbles? 0 0 0 104 1 3 10 241
Can Municipal Bonds Hedge US State-Level Climate Risks? 0 0 0 8 4 5 12 46
Can Volume Predict Bitcoin Returns and Volatility? A Nonparametric Causality-in-Quantiles Approach 0 0 0 37 2 4 16 522
Can Weather Conditions in New York Predict South African Stock Returns? 0 0 0 33 2 2 15 137
Can the Sharia-Based Islamic Stock Market Returns be Forecasted Using Large Number of Predictors and Models? 0 0 0 15 4 5 14 121
Can volume predict Bitcoin returns and volatility? A quantiles-based approach 0 0 0 1 2 6 15 108
Carbon Price Uncertainty-Macroeconomy Mixed-Frequency Spillovers: Evidence from the Frequency-Domain 0 1 8 8 4 13 23 23
Causal Effects of the United States and Japan on Pacific-Rim Stock Markets: Nonparametric Quantile Causality Approach 0 0 0 14 2 3 12 122
Causal Link between Oil Price and Uncertainty in India 0 0 0 47 2 4 13 165
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 3 6 18 250
Causal relationship between asset prices and output in the US: Evidence from state-level panel Granger causality test 0 0 0 31 1 7 21 285
Causal relationship between nuclear energy consumption and economic growth in the G6 countries: Evidence from panel Granger causality tests 0 0 0 0 3 3 9 214
Causality and Contagion in EMU Sovereign Bonds Revisited: Novel Evidence from Nonlinear Causality Tests 0 0 0 10 2 3 8 76
Causality between Economic Policy Uncertainty across Countries: Evidence from Linear and Nonlinear Tests 0 0 0 0 2 3 11 225
Causality between Exports and Economic Growth in South Africa: Evidence from Linear and Nonlinear Tests 0 0 0 89 2 2 17 659
Causality between Inflation and Inflation Uncertainty in South Africa: Evidence from a Markov-Switching Vector Autoregressive Model 0 0 0 26 3 3 11 201
Causality between Output and Income Inequality across U.S. States: Evidence from a Heterogeneous Mixed Panel Approach 0 0 0 14 3 4 10 61
Causality between Output and Income Inequality across US States: Evidence from a Heterogeneous Mixed Panel Approach 0 0 0 22 3 4 9 96
Causality between Per Capita Real GDP and Income Inequality in the U.S.: Evidence from a Wavelet Analysis 0 0 1 18 2 5 19 93
Causality between Per Capita Real GDP and Income Inequality in the U.S.: Evidence from a Wavelet Analysis 0 0 0 8 0 1 12 73
Causality between Research Output and Economic Growth in BRICS 0 0 0 0 0 2 12 173
Causality between US Economic Policy and Equity Market Uncertainties: Evidence from Linear and Nonlinear Tests 0 0 0 0 1 2 11 207
Chaos in G7 Stock Markets using Over One Century of Data: A Note 0 0 0 19 2 3 10 113
Characterising the South African Business Cycle: Is GDP Difference-Stationary or Trend-Stationary in a Markov-Switching Setup? 0 0 0 15 2 2 9 84
Characterising the South African Business Cycle: Is GDP Difference-Stationary or Trend-Stationary in a Markov-Switching Setup? 0 0 1 27 1 1 13 175
Climate Change and Growth Dynamics 0 0 0 35 1 1 20 75
Climate Change and Inequality 0 0 0 0 1 4 9 43
Climate Policy Uncertainty and Financial Stress: Evidence for China 0 0 0 12 4 10 26 59
Climate Policy Uncertainty and the Forecastability of Inflation 0 0 32 32 2 5 62 62
Climate Risk and the Volatility of Agricultural Commodity Price Fluctuations: A Forecasting Experiment 0 0 0 0 4 9 19 110
Climate Risks and Forecastability of US Inflation: Evidence from Dynamic Quantile Model Averaging 0 0 5 21 4 7 26 50
Climate Risks and Forecastability of the Realized Volatility of Gold and Other Metal Prices 0 0 0 0 2 4 7 57
Climate Risks and Forecastability of the Weekly State-Level Economic Conditions of the United States 0 0 0 54 1 2 8 23
Climate Risks and Forecasting Stock-Market Returns in Advanced Economies Over a Century 0 0 0 0 3 6 18 88
Climate Risks and Predictability of Commodity Returns and Volatility: Evidence from Over 750 Years of Data 1 1 2 43 3 6 16 65
Climate Risks and Predictability of Financial Risks in the US Banking Sector 1 5 10 23 4 31 54 59
Climate Risks and Predictability of the Conditional Distributions of Rare Earth Stock Returns and Volatility 0 1 2 2 3 6 82 82
Climate Risks and Predictability of the Trading Volume of Gold: Evidence from an INGARCH Model 0 0 0 9 6 7 16 26
Climate Risks and Prediction of Sectoral REITs Volatility: International Evidence 1 1 2 10 7 14 39 59
Climate Risks and Real Gold Returns over 750 Years 0 0 0 14 4 5 15 27
Climate Risks and Realized Volatility of Major Commodity Currency Exchange Rates 0 0 0 20 2 7 23 119
Climate Risks and State-Level Stock-Market Realized Volatility 0 0 0 36 3 5 22 59
Climate Risks and Stock Market Volatility Over a Century in an Emerging Market Economy: The Case of South Africa 0 0 0 8 1 5 21 91
Climate Risks and U.S. Stock-Market Tail Risks: A Forecasting Experiment Using over a Century of Data 0 0 0 0 4 4 16 90
Climate Risks and the Realized Volatility Oil and Gas Prices: Results of an Out-of-Sample Forecasting Experiment 0 0 0 0 5 8 16 42
Climate Shocks and Unemployment Claims 0 0 4 4 7 16 42 42
Climate Shocks and Wealth Inequality in the United Kingdom: Evidence from Monthly Data 0 0 0 0 2 2 9 28
Climate Uncertainty and Carbon Emissions Prices: The Relative Roles of Transition and Physical Climate Risks 0 0 0 10 0 1 13 74
Commodity Prices and Forecastability of South African Stock Returns Over a Century: Sentiments versus Fundamentals 0 0 0 22 2 5 17 82
Common Business Cycles and Volatilities in US States and MSAs: The Role of Economic Uncertainty 0 0 0 14 5 9 24 171
Common Cycles and Common Trends in the Stock and Oil markets: Evidence from More than 150 Years of Data 0 0 0 10 2 4 13 110
Comovement in Euro Area Housing Prices: A Fractional Cointegration Approach 0 0 0 22 1 4 9 179
Comparing Risk Profiles of International Stock Markets as Functional Data: COVID-19 versus the Global Financial Crisis 0 0 0 4 2 3 7 18
Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa 0 0 0 33 3 4 8 117
Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa 0 0 0 37 5 7 21 289
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 3 6 21 448
Conditional Loss Estimation Using a South African Global Error Correcting Macroeconometric Model 0 0 0 31 1 1 7 231
Contagion between Real Estate and Financial Markets: A Bayesian Quantile-on-Quantile Approach 0 0 0 57 1 1 6 219
Contagion between Real Estate and Financial Markets: A Bayesian Quantile-on-Quantile Approach 0 0 0 15 4 7 19 141
Contagion between Stock and Real Estate Markets: International Evidence from a Local Gaussian Correlation Approach 0 0 0 23 3 5 25 104
Contagious Diseases and Gold: Over 700 Years of Evidence from Quantile Regressions 0 0 0 0 1 2 5 26
Conventional and Unconventional Monetary Policy Rate Uncertainty and Stock Market Volatility: A Forecasting Perspective 0 0 0 118 2 3 21 47
Conventional and Unconventional Monetary Policy Reaction to Uncertainty in Advanced Economies: Evidence from Quantile Regressions 0 0 0 21 7 8 14 116
Convergence Patterns in Sovereign Bond Yield Spreads: Evidence from the Euro Area 0 0 0 35 1 4 15 122
Convergence in Income Inequality: Further Evidence from the Club Clustering Methodology across the U.S. States 0 0 0 53 1 4 10 107
Convergence in Income Inequality: Further Evidence from the Club Clustering Methodology across the U.S. States 0 0 0 42 2 3 14 155
Convergence in Provincial-Level South African House Prices: Evidence from the Club Convergence and Clustering Procedure 0 0 0 19 1 1 10 131
Convergence in U.S. Metropolitan Statistical Areas 0 0 0 0 4 6 10 87
Convergence of Greenhouse Gas Emissions among G7 Countries 0 0 0 0 2 3 9 99
Convergence of Health Care Expenditures across the US States: A Reconsideration 0 0 0 27 2 4 10 107
Convergence of Metropolitan House Prices in South Africa: A Re-Examination Using Efficient Unit Root Tests 0 0 0 12 1 2 14 279
Corporate Earnings Announcements and Stock Market Bubbles 1 2 15 15 5 12 25 25
Costly State Monitoring and Reserve Requirements 0 0 0 231 0 3 13 988
Costly Tax Enforcement and Financial Repression 0 0 0 7 3 3 6 169
Costly Tax Enforcement and Financial Repression: A Reconsideration Using an Endogenous Growth Model 0 0 0 21 2 2 9 158
Could We Have Predicted the Recent Downturn in Home Sales of the Four US Census Regions? 0 0 0 14 3 4 8 169
Country Risk Ratings and Stock Market Returns in BRICS Countries: A Nonlinear Dynamic Approach 0 0 0 0 2 2 10 133
Credit Ratings and Predictability of Stock Returns and Volatility of the BRICS and the PIIGS: Evidence from a Nonparametric Causality-in-Quantiles Approach 0 0 0 46 1 3 8 155
Credit Standards: A New Predictor of U.S. Stock Market Realized Volatility 11 14 14 14 10 17 17 17
Cross-Border Capital Flows and Return Dynamics in Emerging Stock Markets: Relative Roles of Equity and Debt Flows 0 0 0 4 3 6 19 108
Currency Substitution and Financial Repression 0 0 0 37 6 9 21 252
Current Account Sustainability in G7 and BRICS: Evidence from a Long Memory Model with Structural Breaks 0 0 0 6 3 5 11 175
DGSE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa 0 0 0 94 0 2 8 259
DSGE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa 0 0 0 46 0 0 6 152
DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa 0 0 0 65 2 5 12 92
Date Stamping Historical Oil Price Bubbles: 1876-2014 0 0 0 73 1 6 14 154
Date stamping historical oil price bubbles: 1876 - 2014 0 0 0 75 2 8 17 132
Date-stamping US housing market explosivity 0 0 1 33 2 5 13 76
Deglobalization and Foreign Exchange Volatility: The Role of Supply Chain Pressures 1 6 13 19 2 12 64 83
Detecting Predictable Non-linear Dynamics in Dow Jones Industrial Average and Dow Jones Islamic Market Indices using Nonparametric Regressions 0 0 0 2 3 6 20 137
Detection of Multiple Bubbles in South African Electricity Prices 0 0 0 0 2 4 6 75
Development, Poverty and Inequality: A Spatial Analysis of South African Provinces 0 0 0 0 2 2 14 182
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 4 5 10 129
Differences of Opinion and Stock Market Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach 0 0 0 20 7 8 16 95
Disaggregated Oil Shocks and Stock-Market Tail Risks: Evidence from a Panel of 48 Countries 0 0 0 4 3 7 14 42
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 14 125
Do Climate Risks Predict US Housing Returns and Volatility? Evidence from a Quantiles-Based Approach 0 0 0 15 1 2 15 46
Do Commodities Herd? Evidence from a Time-Varying Stochastic Volatility Model 0 0 0 5 6 7 9 74
Do Economic Conditions of U.S. States Predict the Realized Volatility of Oil-Price Returns? A Quantile Machine-Learning Approach 0 0 0 0 2 2 10 52
Do House Prices Hedge Inflation in the US? A Quantile Cointegration Approach 0 0 0 58 4 5 14 126
Do House Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-Varying Vector Autoregressive Model 0 0 0 8 0 0 4 412
Do House Prices Impact Consumption and Interest Rate? Evidence from OECD Countries using an Agnostic Identification Procedure 0 0 0 63 1 2 11 410
Do House Prices Impact Consumption and Interest Rate?: Evidence from OECD Countries Using an Agnostic Identification Procedure 0 0 0 114 2 4 12 391
Do Investors in Clean Energy ETFs Herd? The Role of Climate Risks 0 0 2 8 2 3 28 30
Do Leading Indicators Forecast U.S. Recessions? A Nonlinear Re-Evaluation Using Historical Data 0 0 0 57 3 3 9 97
Do Oil-Price Shocks Predict the Realized Variance of U.S. REITs? 0 0 0 13 3 8 19 53
Do Precious Metal Prices Help in Forecasting South African Inflation? 0 0 0 41 1 2 10 106
Do Precious Metal Prices Help in Forecasting South African Inflation? 0 0 0 35 2 2 6 94
Do Precious Metal Prices Help in Forecasting South African Inflation? 0 0 0 8 4 6 10 166
Do Shortages Forecast Aggregate and Sectoral U.S. Stock Market Realized Variance? Evidence from a Century of Data 0 2 5 8 5 10 41 54
Do Stock Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-Varying Vector Autoregressive Model 0 0 0 23 5 8 14 408
Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations 0 0 0 15 5 8 16 111
Do Terror Attacks Affect the Dollar-Pound Exchange Rate? A Nonparametric Causality-in-Quantiles Analysis 0 0 0 17 3 5 16 166
Do Terror Attacks Predict Gold Returns? Evidence from a Quantile-Predictive-Regression Approach 0 0 0 49 4 6 18 117
Do Trend Extraction Approaches Affect Causality Detection in Climate Change Studies? 0 0 0 27 1 1 11 61
Do we need a global VAR model to forecast inflation and output in South Africa? 0 0 0 26 4 6 10 171
Does Bitcoin Hedge Global Uncertainty? Evidence from Wavelet-Based Quantile-in-Quantile Regressions 0 0 0 31 6 8 21 499
Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions 0 0 0 0 7 10 17 112
Does Climate Affect Investments? Evidence from Firms in the United States 0 1 1 9 4 9 22 35
Does Climate Policy Uncertainty Affect Tourism Demand? Evidence from Time-Varying Causality Tests 0 0 0 21 6 8 15 97
Does Country Risks Predict Stock Returns and Volatility? Evidence from a Nonparametric Approach 0 0 0 11 2 2 7 96
Does Debt Ceiling and Government Shutdown Help in Forecasting the US Equity Risk Premium? 0 0 0 0 2 2 6 116
Does Economic Policy Uncertainty Forecast Real Housing Returns in a Panel of OECD Countries? A Bayesian Approach 0 0 0 50 2 3 16 229
Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test 0 0 0 57 0 1 13 251
Does Financial Development Affect Income Inequality in the U.S. States? A Panel Data Analysis 0 0 0 48 6 6 22 255
Does Geopolitical Risks Predict Stock Returns and Volatility of Leading Defense Companies? Evidence from a Nonparametric Approach 0 0 0 19 9 26 70 291
Does Global Economic Uncertainty Matter for the Volatility and Hedging Effectiveness of Bitcoin? 0 0 0 16 2 3 21 259
Does Global Fear Predict Fear in BRICS Stock Markets? Evidence from a Bayesian Graphical VAR Model 0 0 0 20 2 9 19 198
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 3 5 79
Does Inequality Help in Forecasting Equity Premium in a Panel of G7 Countries? 0 0 0 38 0 0 4 196
Does Inequality Really Matter in Forecasting Real Housing Returns of the United Kingdom? 0 0 0 6 1 2 7 71
Does Liquidity Risk Explain the Time-Variation in Asset Correlations? Evidence from Stocks, Bonds and Commodities 0 0 0 9 2 4 16 183
Does Mining Activity Drive Crash Risks in Cryptocurrency Markets? An Application to Bitcoin 0 0 12 12 7 11 35 35
Does Partisan Conflict Predict a Reduction in US Stock Market (Realized) Volatility? Evidence from a Quantile-on-Quantile Regression Model 0 0 0 50 1 3 13 108
Does Sunspot Numbers Cause Global Temperatures? A Reconsideration Using a Non-Parametric Causality Test 0 0 0 0 0 2 4 120
Does Sunspot Numbers Cause Global Temperatures? Evidence from a Frequency Domain Causality Test 0 0 0 0 3 3 6 94
Does Trading Behaviour Converge across Commodity Markets? Evidence from the Perspective of Hedgers’ Sentiment 0 0 0 2 2 2 8 59
Does U.K.’s Real GDP have a Unit Root? Evidence from a Multi-Century Perspective 0 0 0 40 3 5 19 77
Does U.S. Macroeconomic News Make the South African Stock Market Riskier? 0 0 0 23 0 0 9 99
Does U.S. News Impact Asian Emerging Markets? Evidence from Nonparametric Causality-in-Quantiles Test 0 0 0 25 3 5 11 140
Does Uncertainty Move the Gold Price? New Evidence from a Nonparametric Causality-in-Quantiles Test 0 0 0 17 6 11 24 140
Does inequality help in forecasting equity premium in a panel of G7 countries? 0 0 0 0 1 3 9 11
Does the Source of Oil Price Shocks Matter for South African Stock Returns? A Structural VAR Approach 0 0 0 6 3 5 12 222
Does the South African Reserve Bank (SARB) Respond to Oil Price Movements? Historical Evidence from the Frequency Domain 0 0 0 0 0 1 7 151
Drivers of Realized Volatility for South Africa (and the BRIC Countries): Fundamentals versus Sentiment 0 0 0 0 1 2 7 32
Dutch Disease Effect of Oil Rents on Agriculture Value Added in MENA Countries 0 0 0 0 3 3 14 431
Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns 0 0 0 23 1 4 11 135
Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns 0 0 0 48 1 3 18 112
Dynamic Comovements between Housing and Oil Markets in the US over 1859 to 2013: A Note 0 0 0 48 2 3 7 55
Dynamic Connectedness of Uncertainty across Developed Economies: A Time-Varying Approach 0 0 0 9 6 10 25 186
Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility in the United Kingdom 0 0 0 40 0 3 9 101
Dynamic Impact of Unconventional Monetary Policy on International REITs 0 0 0 19 3 7 14 57
Dynamic Impact of the U.S. Monetary Policy on Oil Market Returns and Volatility 0 0 0 33 1 6 22 72
Dynamic Relationship between Oil Price and Inflation in South Africa 0 0 0 0 1 2 11 522
Dynamic Return Connectedness Among Crypto-Mining Technology Firms and Major Cryptocurrencies: The Role of Sentiment Indices 0 0 0 0 2 10 65 65
Dynamic Spillovers in the United States: Stock Market, Housing, Uncertainty and the Macroeconomy 0 0 0 35 1 4 12 605
Dynamic and Asymmetric Response of Inequality to Income Volatility: The Case of the United Kingdom 0 0 0 11 3 4 13 90
ESG Uncertainty and Forecasting Realized Volatility of Gold Returns: A Boosting Approach 0 0 0 0 5 10 46 56
Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor versus National Factor in a GARCH-MIDAS Model 0 0 0 3 3 3 11 23
Economic Disasters and Inequality 0 0 0 40 0 1 7 17
Economic Policy Uncertainty and Bank-Level Stock Returns Volatility of the United States: A Mixed-Frequency Perspective 0 2 10 26 6 22 53 75
Economic Policy Uncertainty and Herding Behavior: Evidence from the South African Housing Market 0 0 0 0 3 4 19 160
Economic Policy Uncertainty and Insurance 0 0 0 29 2 4 8 293
Economic Policy Uncertainty and Stock Market Returns in Pacific-Rim Countries: Evidence based on a Bayesian Panel VAR Model 0 0 0 39 9 11 20 382
Effect of High Yielding Variety of Seeds in the State of West Bengal: An Empirical Quest 0 0 0 0 2 3 12 1,729
Effect of Rare Disaster Risks on Crude Oil: Evidence from El Nino from Over 140 Years of Data 0 0 0 11 3 6 19 56
Effect of Temperature on the Spread of Contagious Diseases: Evidence from over 2000 Years of Data 0 0 0 10 2 5 14 33
Effect of Uncertainty on U.S. Stock Returns and Volatility: Evidence from Over Eighty Years of High-Frequency Data 0 0 0 19 2 3 15 97
Effectiveness of Monetary Policy in the Euro Area: The Role of US Economic Policy Uncertainty 0 0 0 91 3 12 23 283
Effects of Climate Risks on Financial Stress: Evidence from Asia-Pacific Countries 0 0 0 0 2 2 11 23
Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment 0 0 0 27 2 2 8 143
Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation 0 0 0 44 1 3 5 131
Effects of Energy Consumption, Agricultural Trade and Productivity on Carbon Emissions in Nigeria: A Quantile Regression Approach 0 0 0 0 2 4 13 18
Effects of Geopolitical Risks on Trade Flows: Evidence from the Gravity Model 0 0 0 18 7 15 36 237
Efficiency in BRICS Currency Markets using Long-Spans of Data: Evidence from Model-Free Tests of Directional Predictability 0 0 0 19 3 3 10 110
Efficiency in South African Agriculture: A Two-Stage Fuzzy Approach 0 0 0 83 3 3 8 101
El Nino and Forecastability of Oil-Price Realized Volatility 0 0 0 0 2 2 6 61
El Nino, La Nina, and Forecastability of the Realized Variance of Agricultural Commodity Prices: Evidence from a Machine Learning Approach 0 0 0 0 2 4 15 63
El Nino, La Nina, and the Forecastability of the Realized Variance of Heating Oil Price Movements 0 0 0 0 2 3 9 36
Electricity Sales and Forecasting of Stock Market Realized Volatility: A State-Level Analysis of the United States 0 1 11 11 8 15 29 29
Endogenous Fluctuations in an Endogenous Growth Model with Inflation Targeting 0 0 0 51 2 3 11 124
Endogenous Long-Term Productivity Performance in Advanced Countries: A Novel Two-Dimensional Fuzzy-Monte Carlo Approach 0 0 0 7 2 4 22 57
Endogenous Tax Evasion and Reserve Requirements: A Comparative Study in the Context of European Economies 0 0 0 72 2 5 15 342
Energy Demand in South Africa: Is it Asymmetric? 0 0 0 0 1 3 10 72
Energy Efficiency Drivers in South Africa: 1965-2014 0 0 0 27 3 4 9 56
Energy Efficiency of Selected OECD Countries: A Slacks Based Model with Undesirable Outputs 0 0 0 33 4 5 9 108
Energy Market Uncertainties and Exchange Rate Volatility: A GARCH-MIDAS Approach 0 0 0 10 4 7 18 33
Energy Market Uncertainties and Gold Return Volatility: A GARCH-MIDAS Approach 0 0 0 2 4 10 24 32
Energy Market Uncertainties and US State-Level Stock Market Volatility: A GARCH-MIDAS Approach 0 0 0 11 8 11 24 35
Energy-Related Uncertainty and International Stock Market Volatility 0 0 0 7 6 15 28 51
Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests 0 0 0 30 4 7 21 102
Estimating U.S. Housing Price Network Connectedness: Evidence from Dynamic Elastic Net, Lasso, and Ridge Vector Autoregressive Models 0 0 0 22 4 12 21 147
Estimating U.S. Housing Price Network Connectedness: Evidence from Dynamic Elastic Net, Lasso, and Ridge Vector Autoregressive Models 1 2 7 64 3 13 43 234
Evaluating the Welfare Cost of Inflation in a Monetary Endogenous Growth General Equilibrium Model: The Case of South Africa 0 0 0 33 0 1 5 189
Evidence of Persistence in U.S. Short and Long-Term Interest Rates Using Long-Span Monthly and Annual Data 0 0 0 16 4 4 8 47
Evolution of Monetary Policy in the US: The Role of Asset Prices 0 0 0 30 2 3 12 119
Evolution of Monetary Policy in the US: The Role of Asset Prices 0 0 0 71 6 8 19 159
Evolution of Price Effects After One-Day of Abnormal Returns in the US Stock Market 0 0 0 3 4 7 17 80
Evolution of the Monetary Transmission Mechanism in the US: The Role of Asset Returns 0 0 0 73 2 3 16 106
Evolving United States Stock Market Volatility: The Role of Conventional and Unconventional Monetary Policies 0 0 0 22 2 9 22 118
Exchange Rate Predictability with Nine Alternative Models for BRICS Countries 0 0 0 23 2 5 18 121
Exchange Rate Puzzles: A Review of the Recent Theoretical and Empirical Developments 0 0 0 81 3 3 12 342
Exchange Rate Returns and Volatility: The Role of Time-Varying Rare Disaster Risks 0 0 0 19 3 3 6 91
Extreme Weather Shocks and State-Level Inflation of the United States 0 0 0 5 4 8 28 67
FORECASTING REAL US HOUSE PRICE: PRINCIPAL COMPONENTS VERSUS BAYESIAN REGRESSIONS 0 0 0 81 3 4 15 455
FORECASTING THE RAND-DOLLAR AND RAND-POUND EXCHANGE RATES USING DYNAMIC MODEL AVERAGING 0 0 0 40 5 8 14 506
Financial Inclusion and Gender Inequality in sub-Saharan Africa 0 0 0 23 3 10 18 107
Financial Liberalisation and the Effectiveness of Monetary Policy on House Prices in South Africa 0 0 0 48 2 3 8 408
Financial Liberalization and Inflationary Dynamics 0 0 0 136 1 1 4 395
Financial Liberalization and Inflationary Dynamics in the Context of a Small Open Economy 0 0 0 0 1 3 6 136
Financial Liberalization and Inflationary Dynamics in the Context of a Small Open Economy 0 1 1 163 3 4 12 415
Financial Liberalization and Inflationary Dynamics: An Open Economy Analysis 0 0 0 147 2 5 14 390
Financial Liberalization and a Possible Growth-Inflation Trade-Off 0 0 0 40 2 2 7 341
Financial Liberalization and the Dynamics of Inflation, the Nominal Exchange Rate and the Terms of Trade 0 0 0 0 1 2 11 201
Financial Liberalization with Productive Public Expenditure and A Curb Market 0 0 0 0 2 2 4 175
Financial Liberalization: A Myth or a Miracle Cure? 0 0 0 0 4 4 12 278
Financial Market Liberalization, Monetary Policy, and Housing Price Dynamics 0 0 0 33 2 3 15 380
Financial Market Liberalization, Monetary Policy, and Housing Price Dynamics 0 0 0 144 4 8 20 518
Financial Stress and Realized Volatility: The Case of Agricultural Commodities 0 0 0 4 5 7 13 27
Financial Tail Risks and the Shapes of the Extreme Value Distribution: A Comparison between Conventional and Sharia-Compliant Stock Indexes 0 0 0 10 4 5 12 141
Financial Turbulence, Systemic Risk and the Predictability of Stock Market Volatility 0 0 0 23 3 7 23 120
Financial Uncertainty and Gold Market Volatility: Evidence from a GARCH-MIDAS Approach with Variable Selection 0 0 0 8 4 6 25 63
Financial Variables and the Out-of-Sample Forecastability of the Growth Rate of Indian Industrial Production 0 0 0 25 2 2 6 129
Financial Vulnerability and Volatility in Emerging Stock Markets: Evidence from GARCH-MIDAS Models 0 0 0 33 6 11 20 121
Firm-Level Political Risk and Asymmetric Volatility 0 0 0 10 1 3 11 66
Firm-level Business Uncertainty and the Predictability of the Aggregate U.S. Stock Market Volatility during the COVID-19 Pandemic 0 0 0 17 1 2 14 54
Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience 0 0 0 27 1 3 7 135
Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience 0 0 0 42 3 5 16 228
Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience 0 0 0 38 2 2 14 237
Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience 0 0 0 23 0 1 14 197
Fiscal Policy and Stock Markets at the Effective Lower Bound 0 0 0 10 1 4 16 40
Fisher Variables and Income Inequality in the BRICS 0 0 0 3 2 3 9 46
Forecastability of Agricultural Commodity Futures Realised Volatility with Daily Infectious Disease-Related Uncertainty 0 0 0 0 8 10 14 19
Forecasting (Good and Bad) Realized Exchange-Rate Volatility: Is there a Role for Realized Skewness and Kurtosis? 0 0 0 20 1 3 9 95
Forecasting Accuracy Evaluation of Tourist Arrivals: Evidence from Parametric and Non-Parametric Techniques 0 0 0 18 1 1 9 108
Forecasting Aggregate Retail Sales: The Case of South Africa 0 0 0 35 1 2 8 333
Forecasting Aggregate Retail Sales: The Case of South Africa 0 0 1 47 5 10 24 277
Forecasting Bitcoin Returns: Is there a Role for the U.S. – China Trade War? 0 0 0 61 6 14 44 184
Forecasting Changes of Economic Inequality: A Boosting Approach 0 0 0 25 2 3 9 109
Forecasting Charge-Off Rates with a Panel Tobit Model: The Role of Uncertainty 0 0 0 7 1 1 10 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 3 10 13 229
Forecasting Core Inflation: The Case of South Africa 1 1 3 75 5 13 25 336
Forecasting Core Inflation: The Case of South Africa 0 0 0 29 2 3 9 106
Forecasting Equity Premium in a Panel of OECD Countries: The Role of Economic Policy Uncertainty 0 0 0 56 4 7 19 247
Forecasting GDP with Oil Price Shocks: A Mixed-Frequency Time-Varying Perspective 0 1 25 25 2 6 29 29
Forecasting Gold Returns Volatility Over 1258-2023: The Role of Moments 0 0 0 4 1 4 29 63
Forecasting Growth-at-Risk of the United States: Housing Price versus Housing Sentiment or Attention 0 0 0 10 8 12 33 53
Forecasting Home Sales in the Four Census Regions and the Aggregate US Economy Using Singular Spectrum Analysis 0 0 0 17 1 2 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 0 1 7 216
Forecasting Indian Macroeconomic Variables Using Medium-Scale VAR Models 0 0 0 0 1 2 9 275
Forecasting Inflation in an Inflation Targeting Economy: Structural Versus Non-Structural Models 0 0 0 41 3 5 8 89
Forecasting Interest Rate Volatility of the United Kingdom: Evidence from over 150 Years of Data 0 0 0 0 1 2 6 100
Forecasting International Financial Stress: The Role of Climate Risks 0 0 0 17 3 6 11 62
Forecasting International REITs Volatility: The Role of Oil-Price Uncertainty 0 0 0 23 1 3 10 64
Forecasting Key Macroeconomic Variables of the South African Economy Using Bayesian Variable Selection 0 0 0 17 1 2 9 353
Forecasting Key Macroeconomic Variables of the South African Economy: A Small Open Economy New Keynesian DSGE-VAR Model 0 0 0 93 3 5 15 750
Forecasting Key US Macroeconomic Variables with a Factor-Augmented Qual VAR 0 0 0 62 2 2 10 194
Forecasting Local Currency Bond Risk Premia of Emerging Markets: The Role of Cross-Country Macro-Financial Linkages 0 0 0 34 1 3 12 114
Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs 0 0 0 144 1 4 7 653
Forecasting Macroeconomic Variables in a Small Open Economy: A Comparison between Small- and Large-Scale Models 0 0 0 70 0 2 14 884
Forecasting More than Three Centuries of Economic Growth of the United Kingdom: The Role of Climate Risks 0 0 0 0 2 2 9 42
Forecasting Multivariate Volatilities with Exogenous Predictors: An Application to Industry Diversification Strategies 0 0 0 14 2 10 35 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 4 10 18 39
Forecasting Natural Gas Futures Price Volatility of the United States: National versus State-Level Climate Concern Indexes 0 0 0 0 3 16 24 24
Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes 0 0 0 29 2 4 11 182
Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes 0 0 0 16 1 1 6 175
Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes 0 0 0 35 1 4 8 211
Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes 0 0 0 23 4 5 15 232
Forecasting Oil Price Volatility of the United States: The Role of State-Level Climate Concern Indexes 0 0 0 0 1 5 20 20
Forecasting Oil Price over 150 Years: The Role of Tail Risks 0 0 0 29 3 6 20 118
Forecasting Oil Volatility Using a GARCH-MIDAS Approach: The Role of Global Economic Conditions 0 0 0 27 5 5 42 265
Forecasting Oil and Gold Volatilities with Sentiment Indicators Under Structural Breaks 0 0 0 23 3 6 19 96
Forecasting Oil and Stock Returns with a Qual VAR using over 150 Years of Data 0 0 0 55 1 3 9 168
Forecasting Output Growth of Advanced Economies Over Eight Centuries: The Role of Gold Market Volatility as a Proxy of Global Uncertainty 0 0 0 37 0 1 15 130
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 1 3 10 52
Forecasting Output Growth using a DSGE-Based Decomposition of the South African Yield Curve 0 0 0 25 1 2 7 112
Forecasting Power of Infectious Diseases-Related Uncertainty for Gold Realized Volatility 0 0 0 0 0 1 5 59
Forecasting Real House Price of the U.S.: An Analysis Covering 1890 to 2012 0 0 0 0 2 3 8 111
Forecasting Real Housing Price Returns of the United States using Machine Learning: The Role of Climate Risks 0 0 0 0 0 0 22 49
Forecasting Realized Gold Volatility: Is there a Role of Geopolitical Risks? 0 0 0 9 4 8 26 124
Forecasting Realized Oil-Price Volatility: The Role of Financial Stress and Asymmetric Loss 0 0 0 0 3 6 12 161
Forecasting Realized Stock-Market Volatility: Do Industry Returns have Predictive Value? 0 0 0 32 10 15 27 71
Forecasting Realized US Stock Market Volatility: Is there a Role for Economic Policy Uncertainty? 0 0 3 25 3 7 24 58
Forecasting Realized Volatility of Bitcoin Returns: Tail Events and Asymmetric Loss 0 0 0 0 3 7 13 170
Forecasting Realized Volatility of Bitcoin: The Role of the Trade War 0 0 0 54 9 15 34 150
Forecasting Realized Volatility of International REITs: The Role of Realized Skewness and Realized Kurtosis 0 0 0 11 1 2 20 67
Forecasting Realized Volatility of State-Level Stock Markets of the United States: The Role of Sentiment 0 12 12 12 0 15 15 15
Forecasting Returns of Major Cryptocurrencies: Evidence from Regime-Switching Factor Models 0 0 0 19 5 13 32 75
Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation 0 0 0 66 1 5 9 176
Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation 0 0 2 44 2 4 26 297
Forecasting South African Macroeconomic Data with a Nonlinear DSGE Model 0 0 0 69 4 5 12 269
Forecasting South African Macroeconomic Variables with a Markov-Switching Small Open-Economy Dynamic Stochastic General Equilibrium Model 0 0 0 34 2 4 7 94
Forecasting South African Macroeconomic Variables with a Markov-Switching Small Open-Economy Dynamic Stochastic General Equilibrium Model 0 0 0 60 1 6 18 175
Forecasting Spot and Futures Price Volatility of Agricultural Commodities: The Role of Climate-Related Migration Uncertainty 0 0 24 24 5 8 91 91
Forecasting State- and MSA-Level Housing Returns of the US: The Role of Mortgage Default Risks 0 0 0 23 1 4 13 73
Forecasting Stock Market (Realized) Volatility in the United Kingdom: Is There a Role for Economic Inequality? 0 0 0 26 0 0 6 67
Forecasting Stock Market Volatility with Regime-Switching GARCH-MIDAS: The Role of Geopolitical Risks 0 0 0 80 2 11 24 164
Forecasting Stock Returns Volatility of the G7 Over Centuries: The Role of Climate Risks 0 0 0 5 1 2 16 47
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 3 5 13 78
Forecasting The Volatility of Natural Gas Price using Machine Learning: Fundamentals versus Moments 0 0 0 0 1 4 24 24
Forecasting U.S. Aggregate Stock Market Excess Return: Do Functional Data Analysis Add Economic Value? 0 0 0 0 2 2 17 50
Forecasting U.S. Recessions Using Over 150 Years of Data: Stock-Market Moments versus Oil-Market Moments 0 0 0 12 4 9 15 34
Forecasting US GNP Growth: The Role of Uncertainty 0 0 0 53 1 5 20 203
Forecasting US Output Growth with Large Information Sets 0 0 0 0 1 2 10 84
Forecasting US Real House Price Returns over 1831-2013: Evidence from Copula Models 0 0 0 50 3 3 11 81
Forecasting US Real Private Residential Fixed Investment Using a Large Number of Predictors 0 0 0 49 3 6 17 169
Forecasting Volatility and Co-volatility of Crude Oil and Gold Futures: Effects of Leverage, Jumps, Spillovers, and Geopolitical Risks 0 0 0 28 4 7 31 167
Forecasting Volatility of Commodity, Currency, and Stock Markets: Evidence from Markov Switching Multifractal Models 0 0 1 8 4 7 23 37
Forecasting the Artificial Intelligence Index Returns: A Hybrid Approach 0 0 0 10 3 6 13 50
Forecasting the Conditional Distribution of Realized Volatility of Oil Price Returns: The Role of Skewness over 1859 to 2023 0 0 0 1 2 4 8 15
Forecasting the Price of Gold 0 0 0 26 0 3 22 301
Forecasting the Price of Gold Using Dynamic Model Averaging 0 0 0 19 7 13 27 304
Forecasting the Probability of Recessions in South Africa: The Role of Decomposed Term-Spread and Economic Policy Uncertainty 0 0 0 39 2 2 8 112
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 5 11 43
Forecasting the Realized Variance of Oil-Price Returns: A Disaggregated Analysis of the Role of Uncertainty and Geopolitical Risk 0 0 0 0 3 3 10 43
Forecasting the Realized Volatility of Agricultural Commodity Prices: Does Sentiment Matter? 0 0 0 0 2 2 7 76
Forecasting the South African Economy with Gibbs Sampled BVECMs 0 0 0 0 2 4 11 206
Forecasting the South African Economy with VARs and VECMs 0 0 0 0 3 5 11 382
Forecasting the South African Economy: A DSGE-VAR Approach 0 0 0 0 1 1 8 15
Forecasting the South African Economy: A DSGE-VAR Approach 0 0 0 116 2 2 8 594
Forecasting the South African Economy: A DSGE-VAR Approach 0 0 0 9 1 1 8 71
Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality 0 0 0 17 1 1 6 56
Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality 0 0 0 45 2 2 4 128
Forecasting the Term Structure of Interest Rates of the BRICS: Evidence from a Nonparametric Functional Data Analysis 0 0 0 28 5 5 17 132
Forecasting the U.S. Real House Price Index 0 0 0 51 3 10 22 273
Forecasting the U.S. Real House Price Index 0 0 0 31 2 4 12 133
Forecasting the U.S. Real House Price Index 0 0 1 46 1 2 9 85
Forecasting the U.S. Real House Price Index 0 0 0 48 3 4 9 161
Forecasting the US CPI: Does Nonlinearity Matter? 0 0 0 24 2 5 9 127
Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals 0 0 0 112 1 5 9 489
Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals 0 0 0 173 3 3 10 611
Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals 0 0 1 187 1 1 10 714
Forecasting the US Real Private Residential Fixed Investment Using Large Number of Predictors 0 0 0 38 3 5 21 256
Forecasting the Volatility of Crude Oil: The Role of Uncertainty and Spillovers 0 0 0 7 2 6 9 27
Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching 0 0 0 27 0 1 6 124
Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching 0 0 0 71 0 2 9 337
Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching 0 0 0 54 3 4 15 169
Forecasting the volatility of the dow jones islamic stock market index: Long memory vs. regime switching 0 0 0 25 4 9 16 136
Forecasting using a Nonlinear DSGE Model 0 0 0 64 4 6 18 112
Forecasting with Second-Order Approximations and Markov Switching DSGE Models 0 0 0 41 2 2 11 99
Forecasting with second-order approximations and Markov-switching DSGE models 0 0 0 70 3 6 21 174
Frequency-Dependent Real-Time Effects of Uncertainty in the United States: Evidence from Daily Data 0 0 0 37 1 7 21 137
From Supply-Chain Disruptions to Speculative Exuberance: How Energy Transportation Uncertainty Drives Oil Price Bubbles 11 11 11 11 10 10 10 10
GARCHX-NoVaS: A Model-Free Approach to Incorporate Exogenous Variables 0 0 0 1 2 3 17 26
GARCHX-NoVaS: A Model-free Approach to Incorporate Exogenous Variables 0 0 1 16 1 1 9 24
Gasoline Prices and Presidential Approval Ratings of the United States 0 0 0 6 10 34 57 84
Geopolitical Risk and Forecastability of Tail Risk in the Oil Market: Evidence from Over a Century of Monthly Data 0 0 0 5 5 7 35 88
Geopolitical Risk and Inflation Spillovers across European and North American Economies 0 0 0 38 4 10 16 79
Geopolitical Risks and Historical Exchange Rate Volatility of the BRICS 0 0 0 7 5 15 38 187
Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note 0 0 0 9 4 9 26 119
Geopolitical Risks and Oil Returns Volatility: A GARCH-MIDAS Approach 0 0 0 7 3 6 27 50
Geopolitical Risks and Recessions in a Panel of Advanced Economies: Evidence from Over a Century of Data 0 0 0 44 1 2 9 93
Geopolitical Risks and Stock Market Dynamics of the BRICS 0 0 0 31 7 11 30 282
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 3 6 32 155
Geopolitical Risks and the High-Frequency Movements of the US Term Structure of Interest Rates 0 0 0 0 2 3 16 56
Geopolitical Risks and the Oil-Stock Nexus Over 1899-2016 0 0 0 44 6 8 20 179
Geopolitical Risks and the Predictability of Regional Oil Returns and Volatility 0 0 0 15 4 9 22 135
Geopolitical Risks, Returns and Volatility in Emerging Stock Markets: Evidence from a Panel GARCH Model 0 0 0 8 5 16 39 225
Giant Oil Discoveries and Conflicts 0 0 0 22 1 3 9 79
Global Crises and Gold as a Safe Haven: Evidence from Over Seven and a Half Centuries of Data 0 0 0 23 5 17 27 122
Global Evidence of the COVID-19 Shock on Real Equity Prices and Real Exchange Rates: A Counterfactual Analysis with a Threshold-Augmented GVAR Model 0 0 0 7 0 2 6 39
Global Financial Cycle and the Predictability of Oil Market Volatility: Evidence from a GARCH-MIDAS Model 0 0 0 18 2 8 13 121
Globalization, Long Memory, and Real Interest Rate Convergence: A Historical Perspective 0 0 0 32 0 2 8 56
Gold Futures Returns and Realized Moments: A Forecasting Experiment Using a Quantile-Boosting Approach 0 0 0 27 2 4 16 91
Gold and the Global Financial Cycle 0 0 0 0 2 2 12 141
Gold, Platinum and the Predictability of Bond Risk Premia 0 0 0 36 2 4 14 90
Gold-Oil Dependence Dynamics and the Role of Geopolitical Risks: Evidence from a Markov-Switching Time-Varying Copula Model 0 0 0 23 2 14 27 159
Gold-to-Platinum Price Ratio and the Predictability of Bubbles in Financial Markets 0 0 0 26 1 4 19 54
Government Effectiveness and Covid-19 Pandemic 0 0 0 0 6 10 23 151
Greek Economic Policy Uncertainty: Does it Matter for the European Union? 0 0 0 20 1 11 15 109
Growth Dynamics, Multiple Equilibria, and Local Indeterminacy in an Endogenous Growth Model of Money, Banking and Inflation Targeting 0 0 0 43 1 1 13 99
Growth Volatility and Inequality in the U.S.: A Wavelet Analysis 0 0 0 42 2 3 12 111
Growth Volatility and Inequality in the U.S.: A Wavelet Analysis 0 0 0 8 2 3 18 98
Growth-Effects of Inflation Targeting: The Role of Financial Sector Development 0 0 0 102 3 5 14 765
HOUSE PRICES AND BALANCE OF TRADE DYNAMICS IN SOUTH AFRICA: EVIDENCE FROM AN AGNOSTIC IDENTIFICATION PROCEDURE 0 0 0 11 2 2 7 122
Half-Life Deviations from PPP in the SADC 0 0 0 11 3 4 12 312
Halloween Effect in Developed Stock Markets: A US Perspective 0 0 0 27 5 7 18 111
Has Oil Pirce Predicted Stock Returns for Over a Century? 0 0 0 81 2 15 33 290
Has oil price predicted stock returns for over a century? 0 0 0 46 0 0 13 98
Has the SARB Become More Effective Post Inflation Targeting? 0 0 0 11 1 4 10 323
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 2 7 19 51
Herding Behaviour in the Cryptocurrency Market 0 0 0 38 4 8 25 335
Herding Spillover Effects in US REIT Sectors 0 0 1 1 2 6 27 27
Herding in International REITs Markets around the COVID-19 Pandemic 0 0 0 14 2 2 7 38
High-Frequency Contagion between Aggregate and Regional Housing Markets of the United States with Financial Assets: Evidence from Multichannel Tests 0 0 0 11 3 3 17 55
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 3 4 13 96
High-Frequency Movements of the Term Structure of Interest Rates of the United States: The Role of Oil Market Uncertainty 0 0 0 16 3 4 7 57
High-Frequency Predictability of Housing Market Movements of the United States: The Role of Economic Sentiment 0 0 0 4 4 4 11 44
High-Frequency Volatility Forecasting of US Housing Markets 0 0 0 30 2 4 9 108
Historical Evolution of Monthly Anomalies in International Stock Markets 0 0 0 26 5 11 18 67
Historical Forecasting of Interest Rate Mean and Volatility of the United States: Is there a Role of Uncertainty? 0 0 0 0 2 2 10 41
Historical Volatility of Advanced Equity Markets: The Role of Local and Global Crises 0 0 0 0 2 2 8 36
House Price Synchronization across the US States: The Role of Structural Oil Shocks 0 0 0 3 2 4 9 43
House Price, Stock Price and Consumption in South Africa: A Structural VAR Approach 0 0 0 13 1 2 33 321
House Prices and Economic Growth in South Africa: Evidence from Provincial-Level Data 0 0 0 34 1 2 13 354
House Values and Proximity to a Landfill: A Quantile Regression Framework 0 0 0 26 6 7 16 155
House Values and Proximity to a Landfill: A Quantile Regression Framework 0 0 0 17 1 5 9 103
Housing Market Spillovers in South Africa: Evidence from an Estimated Small Open Economy DSGE Model 0 0 0 76 5 8 9 215
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 2 3 15 36
Housing Search Activity and Quantiles-Based Predictability of Housing Price Movements in the United States 0 0 0 8 3 5 13 32
Housing and the Business Cycle in South Africa 0 0 0 45 2 3 11 295
Housing and the Business Cycle in South Africa 0 0 0 31 6 6 15 211
Housing and the Great Depression 0 0 0 58 4 8 20 145
Housing and the Great Depression 0 0 0 17 1 4 13 170
Housing and the Great Depression 0 0 0 69 2 9 26 584
How Connected is the Oil-Bank Network? Firm-Level and High-Frequency Evidence 0 0 0 19 4 6 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 5 5 15 315
How do Housing Returns in Emerging Countries Respond to Oil Shocks? A MIDAS Touch 0 0 0 29 3 5 15 161
Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting 0 1 2 46 3 7 21 93
Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting 0 0 0 23 1 4 12 69
Hydroelectricity Consumption and Economic Growth Nexus: Evidence from a Panel of Ten Largest Hydroelectricity Consumers 0 0 0 0 0 0 13 188
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 2 5 9 265
Identifying Asymmetries between Socially Responsible and Conventional Investments 0 0 0 13 2 3 6 106
Identifying Periods of US Housing Market Explosivity 0 0 0 21 5 5 12 139
Identifying Periods of US Housing Market Explosivity 0 0 0 7 1 2 9 82
Identifying Periods of US Housing Market Explosivity 0 0 0 18 5 8 16 82
Identifying a financial conditions index for South Africa 0 0 0 12 2 3 14 201
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 2 19 72
Impact of Climate Change on South Africa: Evidence from a DSGE Model 0 23 24 24 4 17 27 27
Impact of Housing Policy Uncertainty on Herding Behavior: Evidence from UK's Regional Housing Markets 0 0 0 6 2 2 10 68
Impact of Oil Price Volatility on State-Level Consumption of the United States: The Role of Oil Dependence 0 0 0 9 3 4 11 33
Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach 0 0 0 33 0 1 8 193
Impact of Volatility and Equity Market Uncertainty on Herd Behavior: Evidence from UK REITs 0 0 0 20 3 5 19 114
Impact of Volatility and Equity Market Uncertainty on Herd Behaviour: Evidence from UK REITs 0 0 0 14 3 8 15 82
Implied Skewness of the Treasury Yield: A New Predictor for Stock Market Bubbles 0 0 9 9 2 8 31 31
Income Inequality and Economic Growth: A Re-Examination of Theory and Evidence 0 0 0 72 4 8 31 327
Income Inequality and House Prices across US States 0 1 1 20 2 3 6 53
Income Inequality and House Prices across US States 0 0 0 9 5 7 12 33
Income Inequality and Oil Resources: Panel Evidence from the United States 0 0 0 2 2 4 12 47
Income Inequality: A State-by-State Complex Network Analysis 0 0 0 64 1 7 17 120
Income Inequality: A State-by-State Complex Network Analysis 0 0 0 25 2 4 9 96
Income Inequality: A State-by-State Complex Network Analysis 0 0 0 3 1 2 17 85
Incorporating Economic Policy Uncertainty in US Equity Premium Models: A Nonlinear Predictability Analysis 0 0 0 38 1 2 7 111
Infectious Disease-Related Uncertainty and the Safe-Haven Characteristic of US Treasury Securities 0 0 0 3 3 5 12 81
Infectious Diseases-Related Uncertainty and the Predictability of Foreign Exchange and Bitcoin Futures Realised Volatility 0 0 0 0 2 3 9 39
Inflation Aversion and the Growth-Inflation Relationship 0 0 0 0 5 5 15 74
Inflation Dynamics in Uganda: A Quantile Regression Approach 0 0 0 36 2 11 37 88
Inflation Dynamics in Uganda: A Quantile Regression Approach 0 0 3 39 2 3 16 81
Inflation Forecasts and Forecaster Herding: Evidence from South African Survey Data 0 0 0 54 3 3 8 75
Inflation Forecasts and Forecaster Herding: Evidence from South African Survey Data 0 0 0 21 1 2 8 72
Inflation-Growth Nexus in Africa: Evidence from a Pooled CCE Multiple Regime Panel Smooth Transition Model 0 0 0 37 3 5 18 188
Inflation-Inequality Puzzle: Is it Still Apparent? 0 0 0 14 0 4 15 53
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 1 2 4 4 11 25 33
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 1 13 25 33
Information Entropy, Continuous Improvement, and US Energy Performance: A Novel Stochastic-Entropic Analysis for Ideal Solutions (SEA-IS) 0 0 0 8 1 2 13 54
Information Spillover across International Real Estate Investment Trusts: Evidence from an Entropy-Based Network Analysis 0 0 0 6 2 5 10 131
Insurance Activity and Economic Performance: Fresh Evidence from Asymmetric Panel Causality Tests 0 0 0 26 1 2 9 167
Insurance-Growth Nexus in Africa 0 0 0 57 1 2 6 260
Integration and Risk Transmission in the Market for Crude Oil: A Time-Varying Parameter Frequency Connectedness Approach 0 0 0 158 13 26 85 609
Interest Rate Uncertainty and the Predictability of Bank Revenues 0 0 0 7 2 5 14 43
Interest Rate Uncertainty and the Predictability of Bank Revenues 0 0 0 14 2 4 9 39
International Monetary Policy Spillovers: Evidence from a TVP-VAR 0 0 0 93 3 9 33 271
International Stock Return Predictability: Is the Role of U.S. Time-Varying? 0 0 0 21 1 2 9 101
International Stock Return Predictability: Is the Role of U.S. Time-Varying? 0 0 3 32 3 7 17 179
Intertemporal portfolio allocation and hedging demand: An application to South Africa 0 0 0 0 2 3 6 198
Investment Adjustment Costs and Growth Dynamics 0 0 10 10 3 4 19 19
Investor Confidence and Forecastability of US Stock Market Realized Volatility: Evidence from Machine Learning 0 0 0 24 6 10 21 80
Investor Happiness and Predictability of the Realized Volatility of Oil Price 0 0 0 21 3 3 17 47
Investor Sentiment Connectedness: Evidence from Linear and Nonlinear Causality Approaches 0 0 0 28 1 6 15 160
Investor Sentiment and (Anti-)Herding in the Currency Market: Evidence from Twitter Feed Data 0 0 0 12 2 4 11 105
Investor Sentiment and Crash Risk in Safe Havens 0 0 0 21 3 5 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 3 4 17 82
Investor Sentiment and Multi-Scale Positive and Negative Stock Market Bubbles in a Panel of G7 Countries 0 0 0 5 2 5 14 38
Investors' Uncertainty and Forecasting Stock Market Volatility 0 0 0 24 0 1 13 64
Is Economic Policy Uncertainty Related to Suicide Rates? Evidence from the United States 0 0 0 22 3 7 18 107
Is Gold an Inflation-Hedge? Evidence from an Interrupted Markov-Switching Cointegration Model 0 0 0 11 6 8 17 95
Is Inflation Persistence Different in Reality? 0 0 0 22 2 8 14 120
Is Real Interest Rate a Monetary Phenomenon in Advanced Economies? Time-Varying Evidence from Over 700 Years of Data 0 0 0 38 3 4 11 81
Is Real Per Capita State Personal Income Stationary? New Nonlinear, Asymmetric Panel-Data Evidence 0 0 0 23 1 2 15 64
Is Real Per Capita State Personal Income Stationary? New Nonlinear, Asymmetric Panel-Data Evidence 0 0 0 24 2 8 9 106
Is Real Per Capita State Personal Income Stationary? New Nonlinear, Asymmetric Panel-Data Evidence 0 0 0 67 0 0 5 125
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 1 3 14 147
Is Wine a Good Choice for Investment? 0 0 0 22 1 3 13 153
Is Wine a Safe-Haven? Evidence from a Nonparametric Causality-in-Quantiles Test 0 0 0 22 3 3 9 124
Is a DFM Well-Suited in Forecasting Regional House Price Inflation? 0 0 0 34 1 2 8 221
Is the Housing Market in the United States Really Weakly-Efficient? 0 0 0 13 0 2 9 68
Is the Permanent Income Hypothesis Really Well-Suited for Forecasting? 0 0 0 13 2 2 10 180
Is the Rand Really Decoupled from Economic Fundamentals? 0 0 0 13 1 2 15 118
Is the Response of the Bank of England to Exchange Rate Movements Frequency-Dependent? 0 0 0 30 3 4 8 117
Is the South African Reserve Bank Influenced by Exchange Rates when Setting Interest Rates? 0 0 0 0 3 4 9 97
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 5 7 15 254
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 3 5 13 298
Is there a National Housing Market Bubble Brewing in the United States? 0 0 0 56 1 1 8 153
Is there a National Housing Market Bubble Brewing in the United States? 0 0 0 30 2 3 10 196
Is there an Environmental Kuznets Curve for South Africa? A Co-Summability Approach Using a Century of Data 0 0 0 43 1 1 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 6 134
Jumps in Energy and Non-Energy Commodities 0 0 0 15 2 2 9 48
Jumps in Geopolitical Risk and the Cryptocurrency Market: The Singularity of Bitcoin 0 0 0 61 2 13 24 171
Kuznets Curve for the US: A Reconsideration Using Cosummability 0 0 0 46 4 6 21 161
LPPLS Bubble Indicators over Two Centuries of the S&P 500 Index 0 0 0 0 12 25 64 301
Linkages between Financial Sector CDS Spreads and Macroeconomic Influence in a Nonlinear Setting 0 0 0 5 2 4 13 133
Linkages between financial sector CDS spreads and macroeconomic influence in a nonlinear setting 0 0 0 0 0 3 8 12
Linking Global Economic Dynamics to a South African-Specific Credit Risk Correlation Model 0 0 0 34 1 3 10 392
Linking U.S. State-Level Housing Market Returns and the Consumption-(Dis)Aggregate Wealth Ratio 0 0 0 0 4 4 8 26
Local Currency Bond Risk Premia of Emerging Markets: The Role of Local and Global Factors 0 0 0 9 3 5 18 93
Long- and Short-Run Relationships between House and Stock Prices in South Africa: A Nonparametric Approach 0 0 0 13 1 2 8 262
Long-Memory Modeling and Forecasting: Evidence from the U.S. Historical Series of Inflation 0 0 0 32 1 2 11 124
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 1 11 79
Long-Span Multi-Layer Spillovers between Moments of Advanced Equity Markets: The Role of Climate Risks 0 0 0 5 2 3 10 26
MACRO SHOCKS AND HOUSE PRICES IN SOUTH AFRICA 0 0 0 24 1 1 14 183
METROPOLITAN HOUSE PRICES IN INDIA: DO THEY CONVERGE? 0 0 0 18 1 2 7 182
Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty 0 0 0 15 7 8 20 148
Machine Learning and the Forecastability of Cross-Sectional Realized Variance: The Role of Realized Moments 0 0 19 19 2 6 41 41
Macro Shocks and Real US Stock Prices with Special Focus on the "Great Recession" 0 0 0 11 3 5 16 196
Macroeconomic Shocks and Changing Dynamics of the U.S. REITs Sector 0 0 0 40 2 4 11 117
Macroeconomic Surprises and Stock Returns in South Africa 0 0 0 30 3 7 13 151
Macroeconomic Surprises and Stock Returns in South Africa 0 0 0 67 2 5 16 342
Macroeconomic Uncertainty Connections across the US States: Evidence from a Bayesian Graphical Structural VAR (BGSVAR) Model 0 0 0 6 3 5 15 118
Macroeconomic Uncertainty and the Comovement in Buying versus Renting in the United States 0 0 0 36 0 0 9 100
Macroeconomic Uncertainty, Growth and Inflation in the Eurozone: A Causal Approach 0 0 0 65 3 3 8 76
Macroeconomic Variables and South African Stock Return Predictability 0 0 0 63 1 4 11 391
Manager Sentiment and Stock Market Volatility 0 0 0 29 5 5 11 139
Market Efficiency of Baltic Stock Markets: A Fractional Integration Approach 0 0 0 20 1 1 28 165
Market Microstructure Approach to the Exchange Rate Determination Puzzle 0 0 0 52 1 2 15 533
Measuring Co-Dependencies of Economic Policy Uncertainty in Latin American Countries using Vine Copulas 0 0 0 16 1 1 9 173
Measuring the Welfare Cost of Inflation in South Africa 0 0 0 0 4 5 8 264
Measuring the Welfare Cost of Inflation in South Africa: A Reconsideration 0 0 0 16 4 9 13 273
Merger and Acquisitions in South African Banking: A Network DEA Model 0 0 0 105 3 6 23 226
Military Expenditure, Economic Growth and Structural Instability: A Case Study of South Africa 0 0 0 12 2 5 14 246
Misalignment in the Growth-Maximizing Policies under Alternative Assumptions of Tax Evasion 0 0 0 25 3 4 12 158
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 6 6 1 12 44 44
Modeling Persistence of Carbon Emission Allowance Prices 0 0 0 38 3 4 8 104
Modeling U.S. Historical Time-Series Prices and Inflation Using Various Linear and Nonlinear Long-Memory Approaches 0 0 0 28 2 6 8 59
Modeling U.S. Historical Time-Series Prices and Inflation Using Various Linear and Nonlinear Long-Memory Approaches 0 0 0 65 2 9 32 79
Modeling and Forecasting Carbon Dioxide Emission Allowance Spot Price Volatility: Multifractal vs. GARCH-Type Volatility Models 0 0 0 40 0 0 6 70
Modeling and Forecasting Carbon Dioxide Emission Allowance Spot Price Volatility: Multifractal vs. GARCH-type Volatility Models 0 0 0 37 3 6 19 132
Modeling and Forecasting Crude Oil Price Volatility: Evidence from Historical and Recent Data 0 0 0 121 0 1 11 210
Modeling and forecasting crude oil price volatility: Evidence from historical and recent data 0 0 0 133 5 6 16 374
Modeling the Presidential Approval Ratings of the United States using Machine-Learning: Does Climate Policy Uncertainty Matter? 0 0 0 8 4 5 27 48
Modeling the Volatility of the Dow Jones Islamic Market World Index Using a Fractionally Integrated Time Varying GARCH (FITVGARCH) Model 0 0 0 44 1 3 13 312
Modelling Long Memory Volatility in the Bitcoin Market: Evidence of Persistence and Structural Breaks 0 0 0 151 2 5 13 666
Modelling Preferences of South African Grain Farmers for Adopting Derivative Contracts Using Discrete Choice Models 0 0 0 0 4 6 8 186
Modelling and Forecasting the Metical-Rand Exchange Rate 0 0 0 39 0 2 8 997
Modelling monetary policy in South Africa: Focus on inflation targeting era using a simple learning rule 0 0 0 186 4 9 22 947
Moments-Based Spillovers across Gold and Oil Markets 0 0 0 17 4 4 22 110
Monetary Policy Reaction Functions of the TICKs: A Quantile Regression Approach 0 0 0 42 1 3 13 106
Monetary Policy Reaction to Uncertainty in Japan: Evidence from a Quantile-on-Quantile Interest Rate Rule 0 0 0 25 5 7 15 109
Monetary Policy Shocks and Multi-Scale Positive and Negative Bubbles in an Emerging Country: The Case of India 0 0 0 17 0 5 17 38
Monetary Policy Uncertainty Spillovers in Time- and Frequency-Domains 0 0 0 26 10 10 26 86
Monetary Policy Uncertainty and Volatility Jumps in Advanced Equity Markets 0 0 0 9 3 4 13 86
Monetary Policy and Bubbles in G7 Economies: Evidence from a Panel VAR Approach 0 0 0 26 1 2 7 71
Monetary Policy and Bubbles in US REITs 0 0 0 64 2 3 9 212
Monetary Policy and Financial Frictions in a Small Open-Economy Model for Uganda 0 0 0 52 1 1 10 163
Monetary Policy and Financial Frictions in a Small Open-Economy Model for Uganda 0 0 1 115 3 3 8 259
Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Mode 0 0 0 72 3 7 15 346
Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Model 0 0 0 43 2 4 6 259
Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Model 0 0 0 133 2 15 30 405
Monetary Policy and Speculative Spillovers in Financial Markets 0 0 0 15 3 3 7 60
Monetary Policy, Financial Frictions and Structural Changes: A Markov-Switching DSGE Approach 0 0 0 102 3 6 15 153
Monetary Policy, Financial Frictions and Structural Changes: A Markov-Switching DSGE approach 0 0 3 99 4 8 21 260
Mortgage Default Risks and High-Frequency Predictability of the US Housing Market: A Reconsideration 0 0 0 22 2 2 6 63
Movements in International Bond Markets: The Role of Oil Prices 0 0 0 28 1 3 13 200
Movements in Real Estate Uncertainty in the United States: The Role of Oil Shocks 0 0 0 22 2 3 7 44
Multi-Horizon Financial and Housing Wealth Effects across the U.S. States 0 0 0 11 3 4 11 48
Multi-Layer Spillovers between Volatility and Skewness in International Stock Markets Over a Century of Data: The Role of Disaster Risks 0 0 0 7 1 5 13 32
Multi-Moment and Multilayer Analysis of Connectedness among Clean, Brown, and Technology ETFs: The Role of Climate Risk 0 1 7 7 0 5 23 23
Multi-Task Forecasting of the Realized Volatilities of Agricultural Commodity Prices 0 0 0 1 3 4 14 24
Near-Rational Expectations: How Far are Surveys from Rationality? 0 0 0 42 2 3 3 102
Near-Rational Expectations: How Far are Surveys from Rationality? 0 0 0 19 5 5 14 81
Network Analysis of Economic and Financial Uncertainties in Advanced Economies: Evidence from Graph-Theory 0 0 0 23 3 3 27 107
Network Causality Structures among Bitcoin and other Financial Assets: A Directed Acyclic Graph Approach 0 0 0 33 2 6 19 222
News Implied Volatility and the Stock-Bond Nexus: Evidence from Historical Data for the USA and the UK Markets 0 0 0 29 1 4 21 137
OPEC News Announcement Effect on Volatility in the Crude Oil Market: A Reconsideration 0 0 0 33 3 8 28 159
OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning 0 0 0 18 4 5 10 84
OPEC News and Jumps in the Oil Market 0 0 0 16 4 4 18 70
OPEC News and Predictability of Oil Futures Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach 0 0 0 24 3 4 9 87
Oil Price Forecastability and Economic Uncertainty 0 0 0 104 1 3 15 232
Oil Price Forecastability and Economic Uncertainty 0 0 0 43 2 4 12 147
Oil Price Returns Skewness and Forecastability of International Stock Returns Over One Century of Data 0 0 0 7 0 0 7 25
Oil Price Shocks and China’s Economy: Reactions of the Monetary Policy to Oil Price Shocks 0 0 0 96 1 6 27 315
Oil Price Shocks and Stock Market Bubbles 0 0 0 0 10 23 75 75
Oil Price Shocks and Yield Curve Dynamics in Emerging Markets 0 0 0 24 0 6 24 112
Oil Price Shocks and the Connectedness of US State-Level Financial Markets 0 0 0 10 3 5 16 24
Oil Price Uncertainty and Manufacturing Production in South Africa 0 0 0 0 1 2 5 142
Oil Price Uncertainty and Movements in the US Government Bond Risk Premia 0 0 0 15 3 3 10 106
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 0 0 13 34
Oil Price Volatility and Economic Growth: Evidence from Advanced OECD Countries using over One Century of Data 0 0 0 22 2 19 33 225
Oil Price and Exchange Rate Behaviour of the BRICS for Over a Century 0 0 0 14 2 5 18 68
Oil Price-Inflation Pass-Through in the United States over 1871 to 2018: A Wavelet Coherency Analysis 0 0 0 53 2 10 23 123
Oil Returns and Volatility: The Role of Mergers and Acquisitions 0 0 0 4 0 1 10 103
Oil Shocks and State-Level Stock Market Volatility of the United States: A GARCH-MIDAS Approach 0 0 0 0 1 2 16 56
Oil Shocks and Stock Market Volatility of the BRICS: A GARCH-MIDAS Approach 0 0 0 36 3 3 13 111
Oil Shocks and Volatility Jumps 0 0 0 19 4 5 9 114
Oil Speculation and Herding Behavior in Emerging Stock Markets 0 0 0 58 1 2 18 132
Oil Tail Risks and the Forecastability of the Realized Variance of Oil-Price: Evidence from Over 150 Years of Data 0 0 0 13 2 3 8 23
Oil price forecastability and economic uncertainty 0 0 0 101 1 9 18 95
Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data 0 0 0 15 1 2 10 44
Oil-Price Uncertainty and the U.K. Unemployment Rate: A Forecasting Experiment with Random Forests Using 150 Years of Data 0 0 0 26 2 2 13 95
Oil-Shocks and Directional Predictability of Macroeconomic Uncertainties of Developed Economies: Evidence from High-Frequency Data 0 0 0 23 5 8 16 79
On Economic Uncertainty, Stock Market Predictability and Nonlinear Spillover Effects 0 0 0 28 1 5 9 152
On Exchange-Rate Movements and Gold-Price Fluctuations: Evidence for Gold-Producing Countries from a Nonparametric Causality-in-Quantiles Test 0 0 0 12 2 3 11 95
On International Uncertainty Links: BART-Based Empirical Evidence for Canada 0 0 0 13 2 6 16 68
On REIT Returns and (Un-) Expected Inflation: Empirical Evidence Based on Bayesian Additive Regression Trees 0 0 0 3 1 1 10 89
On the Directional Accuracy of Inflation Forecasts: Evidence from South African Survey Data 0 0 0 30 0 0 7 76
On the Directional Accuracy of Inflation Forecasts: Evidence from South African Survey Data 0 0 0 24 0 5 16 80
On the Dynamics of International Real Estate Investment Trust Propagation Mechanisms: Evidence from Time-Varying Return and Volatility Connectedness Measures 0 0 0 2 1 4 7 36
On the Predictability of Stock Market Bubbles: Evidence from LPPLS ConfidenceTM Multi-scale Indicators 0 0 0 40 7 27 63 378
On the Pricing Effects of Bitcoin Mining in the Fossil Fuel Market: The Case of Coal 0 0 0 6 2 3 13 34
On the Propagation Mechanism of International Real Interest Rate Spillovers: Evidence from More than 200 Years of Data 0 0 0 30 1 1 13 55
On the Transmission Mechanism of Asia-Pacific Yield Curve Characteristics 0 0 0 3 1 2 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 6 24 39 199
Openness and Growth: Is the Relationship Non-Linear? 0 0 0 67 3 6 21 224
Openness, Bureaucratic Corruption and Public Policy in an Endogenous Growth Model 0 0 0 73 3 5 17 411
Optimal Public Policy with Endogenous Mortality 0 0 0 36 0 0 7 242
Out-of-Sample Equity Premium Predictability in South Africa: Evidence from a Large Number of Predictors 0 0 0 11 3 4 15 258
Out-of-Sample Predictability of Gold Market Volatility: The Role of US Nonfarm Payroll 0 0 0 12 3 7 17 59
Panel Granger causality between oil consumption and GDP: Evidence from the BRICS countries 0 0 0 0 3 5 13 196
Paradox of Sustainable Agricultural Policy Under Climate Change in South Africa: The Whys? and What-Ifs! 0 0 0 0 2 4 34 42
Partisan Conflict and Income Distribution in the United States: A Nonparametric Causality-in-Quantiles Approach 0 0 0 12 2 3 11 68
Partisan Conflict and Income Distribution in the United States: A Nonparametric Causality-in-Quantiles Approach 0 0 0 34 0 1 7 92
Periodically Collapsing Bubbles in the South African Stock Market 0 0 0 26 3 9 18 170
Persistence and Cycles in Historical Oil Prices Data 0 0 0 0 4 6 13 129
Persistence and Cyclical Dynamics of US and UK House Prices: Evidence from Over 150 Years of Data 0 0 0 41 5 7 14 69
Persistence in Precious Metal Prices: A Fractional Integration Approach with Structural Breaks 0 0 0 9 3 4 14 129
Persistence in Trends and Cycles of Gold and Silver Prices: Evidence from Historical Data 0 0 0 54 5 23 34 156
Persistence of Economic Uncertainty: A Comprehensive Analysis 0 0 0 18 2 5 16 116
Persistence of State-Level Uncertainty of the United States: The Role of Climate Risks 0 0 0 6 2 3 12 37
Persistence of precious metal prices: a fractional integration approach with structural breaks 1 1 1 11 2 4 11 77
Persistence, Mean Reversion and Non-Linearities in US Housing Prices Over 1830-2013 0 0 0 12 1 3 14 86
Persistence, Mean Reversion and Nonlinearities in Inflation Rates of Developed and Developing Countries Using Over One Century of Data 0 0 0 0 1 3 11 41
Persistence, Mean-Reversion and Non-Linearities in Infant Mortality Rates 0 0 0 19 1 4 10 88
Point and Density Forecasting of Macroeconomic and Financial Uncertainties of the United States 0 0 0 28 4 9 25 109
Point and Density Forecasts of Oil Returns: The Role of Geopolitical Risks 0 0 0 16 0 2 9 66
Policy Uncertainty and Stock Market Volatility Revisited: The Predictive Role of Signal Quality 0 0 0 25 3 7 19 68
Political Cycles in the United States and Stock Market Volatility in other Advanced Economies: An EGARCH Approach 0 0 0 0 1 5 13 156
Political Geography and Stock Market Volatility: The Role of Political Alignment across Sentiment Regimes 0 0 0 7 2 4 9 27
Political ``Color" and the Impact of Climate Risks on Output Growth: Evidence from a Panel of US States 0 0 0 0 1 5 18 24
Predictability of Economic Slowdowns in Advanced Countries over Eight Centuries: The Role of Climate Risks 0 0 0 0 1 5 12 43
Predictability of Sustainable Investments and the Role of Uncertainty: Evidence from a Non-Parametric Causality-in-Quantiles Test 0 0 0 5 2 2 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 2 3 14 56
Predictability of the Realised Volatility of International Stock Markets Amid Uncertainty Related to Infectious Diseases 0 0 0 0 2 3 7 20
Predicting Aggregate and State-Level US House Price Volatility: The Role of Sentiment 0 0 0 14 2 2 7 51
Predicting BRICS Stock Returns Using ARFIMA Models 0 0 0 62 1 3 9 347
Predicting Bitcoin Returns: Comparing the Roles of Newspaper- and Internet Search-Based Measures of Uncertainty 0 0 0 16 0 2 12 64
Predicting Downturns in the US Housing Market: A Bayesian Approach 0 0 0 22 6 12 30 376
Predicting Firm-Level Volatility in the United States: The Role of Monetary Policy Uncertainty 0 0 0 0 6 7 18 75
Predicting Global Temperature Anomaly: A Definitive Investigation Using an Ensemble of Twelve Competing Forecasting Models 0 0 0 0 2 3 16 96
Predicting Housing Market Sentiment: The Role of Financial, Macroeconomic and Real Estate Uncertainties 0 0 0 17 7 11 18 66
Predicting International Equity Returns: Evidence from Time-Varying Parameter Vector Autoregressive Models 0 0 0 43 2 4 13 130
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 4 5 16 36
Predicting Oil Price Bubbles: Monetary Policy versus Central Bank Information Shocks 0 0 0 0 4 7 56 56
Predicting Safe Haven Assets through Implied Treasury Yield Skewness: A Time-Varying Nonparametric Quantile Causality Analysis 0 0 0 0 2 7 49 49
Predicting South African Equity Premium using Domestic and Global Economic Policy Uncertainty Indices: Evidence from a Bayesian Graphical Model 0 0 0 16 3 6 11 89
Predicting Stock Market Movements in the United States: The Role of Presidential Approval Ratings 0 0 0 76 2 8 17 118
Predicting Stock Market Movements with a Time-Varying Consumption-Aggregate Wealth Ratio 0 0 0 76 2 3 10 132
Predicting Stock Returns and Volatility Using Consumption-Aggregate Wealth Ratios: A Nonlinear Approach 0 0 0 8 1 3 13 80
Predicting Stock Returns and Volatility with Investor Sentiment Indices: A Reconsideration using a Nonparametric Causality-in-Quantiles Test 0 0 0 40 1 1 9 130
Predicting the Conditional Distribution of Risk Aversion The Role of Climate Risks in a Cross-Quantilogram Framework 0 2 21 21 5 14 58 58
Predicting the Conditional Distribution of US Stock Market Systemic Stress: The Role of Climate Risks 0 0 0 7 3 3 11 33
Predicting the Conditional Distributions of Inflation and Inflation Uncertainty in South Africa: The Role of Climate Risks 2 3 14 14 4 13 36 36
Prediction of the Conditional Distribution of Daily International Stock Returns Volatility: The Role of (Conventional and Unconventional) Monetary Policies 0 0 0 0 2 3 9 20
Predictive Ability of Competing Models for South Africa’s Fixed Business Non- Residential Investment Spending 0 0 0 14 6 7 12 102
Predictive Effects of Climate Policy Uncertainty on Returns and Volatility of Carbon Emission Prices: The Case of China 0 0 0 0 4 7 20 20
Presidential Approval Ratings and Stock Market Performance in Latin America 0 0 0 4 0 2 20 28
Presidential Cycles and Time-Varying Bond-Stock Correlations: Evidence from More than Two Centuries of Data 0 0 0 9 0 0 9 68
Presidential Cycles in the United States and the Dollar-Pound Exchange Rate: Evidence from over Two Centuries of Data 0 0 0 45 2 2 9 66
Presidential Politics and Investor Behavior in the Stock Market: Evidence from a Century of Stock Market Data 0 0 0 0 3 6 26 35
Price Convergence Patterns across U.S. States 0 0 0 45 3 6 16 123
Price Effects After One-Day Abnormal Returns and Crises in the Stock Markets 0 0 0 14 1 2 9 37
Price Effects after One-Day Abnormal Returns in Developed and Emerging Markets: ESG versus Traditional Indices 0 0 0 2 2 5 10 42
Price Gap Anomaly in the US Stock Market: The Whole Story 0 0 0 15 8 30 47 148
Price Jumps in Developed Stock Markets: The Role of Monetary Policy Committee Meetings 0 0 0 28 2 3 5 85
Price and Volatility Linkages between International REITs and Oil Markets 0 0 0 23 3 12 31 108
Private and Public Health Expenditures in an Endogenous Growth Model with Inflation Targeting 0 0 0 6 2 2 9 223
Production Lags and Growth Dynamics in an Overlapping Generations Endogenous Growth Model 0 0 0 0 3 4 8 94
Productive Efficiency of Connecticut Long Island Lobster Fishery Using a Finite Mixture Model 0 0 0 18 15 16 22 67
Productivity and GDP: International Evidence of Persistence and Trends Over 130 Years of Data 0 0 0 10 1 2 11 37
R&D, Openness, and Growth 0 0 0 32 2 5 12 246
Rare Disaster Risks and Gold over 700 Years: Evidence from Nonparametric Quantile Regressions 0 0 0 0 1 3 12 45
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 2 3 11 32
Rational Expectations and the Effects of Financial Liberalization on Price Level and Output 0 0 0 0 2 3 6 148
Real Estate Markets and Uncertainty Shocks: A Variance Causality Approach 0 0 0 24 3 4 17 179
Real Estate Returns Predictability Revisited: Novel Evidence from the US REITs Market 0 0 0 42 3 3 13 201
Real Interest Rate Persistence in South Africa: Evidence and Implications 0 0 0 61 2 2 12 305
Real Interest Rate Persistence in South Africa: Evidence and Implications 0 0 0 18 3 5 14 221
Real-Time Forecast of DSGE Models with Time-Varying Volatility in GARCH Form 0 0 0 54 1 3 13 110
Realized Stock Market Volatility of the United States: The Role of Employee Sentiment 0 0 0 1 1 1 14 33
Realized Stock-Market Volatility of the United States and the Presidential Approval Rating 0 0 0 0 2 3 12 30
Realized Volatility Spillovers between Energy and Metal Markets: A Time-Varying Connectedness Approach 0 0 0 22 3 7 13 78
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 8 163
Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013 0 0 0 161 0 0 14 319
Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013 0 0 0 0 2 12 17 213
Relationship between Happiness and Smoking: A Bootstrap Panel Causality Test 0 0 0 27 1 1 8 238
Relationship between House Prices and Inflation in South Africa: An ARDL Approach 0 0 0 7 3 3 8 382
Research Output and Economic Growth in G7 Countries: New Evidence from Asymmetric Panel Causality Testing 0 0 0 0 4 5 15 269
Return Connectedness across Asset Classes around the COVID-19 Outbreak 0 0 0 8 9 12 72 150
Return Volatility, Correlation, and Hedging of Green and Brown Stocks: Is there a Role for Climate Risk Factors? 0 0 0 90 6 8 22 74
Return-Volatility Nexus in the Digital Asset Class: A Dynamic Multilayer Connectedness Analysis 0 0 0 4 0 1 20 30
Revisiting Herding Behavior in REITs: A Regime-Switching Approach 0 0 0 22 4 5 17 185
Revisiting Herding Behavior in REITs: A RegimeSwitching Approach 0 0 0 34 5 8 17 229
Revisiting International House Price Convergence Using House Price Level Data 0 0 0 0 4 8 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 2 2 13 175
Revisiting the Causality between Electricity Consumption and Economic Growth in South Africa: A Bootstrap Rolling-Window Approach 0 0 0 1 1 2 11 253
Revisiting the Inflation-Repression Relationship 0 0 0 0 2 3 7 136
Revisiting the Kuznets Curve Hypothesis for Tunisia: Carbon Dioxide vs. Ecological Footprint 0 0 0 10 2 2 9 41
Revisiting the Temporal Causality between Money and Income 0 0 0 0 1 1 5 179
Revisiting the Twin Deficits Hypothesis: A Quantile Cointegration Analysis over the Period of 1791-2013 0 0 0 0 2 3 5 89
Rise and Fall of Calendar Anomalies over a Century 0 0 0 16 4 7 14 169
Risk Aversion and Bitcoin Returns in Normal, Bull, and Bear Markets 0 0 0 32 3 5 20 133
Risk Aversion and the Predictability of Crude Oil Market Volatility: A Forecasting Experiment with Random Forests 0 0 0 26 4 10 23 110
Risk Spillover between Bitcoin and Conventional Financial Markets: An Expectile-Based Approach 0 0 0 19 5 9 23 124
Risk Spillover between the US and the Remaining G7 Stock Markets Using Time-Varying Copulas with Markov Switching: Evidence from Over a Century of Data 0 0 0 60 0 4 10 181
Role of Inflation and Exchange Rates in Shaping the Country's Food Security Landscape: Nigeria's Food Price Puzzle 0 0 0 3 1 5 28 37
SHOULD THE SOUTH AFRICAN RESERVE BANK RESPOND TO EXCHANGE RATE FLUCTUATIONS? EVIDENCE FROM THE COSINE-SQUARED CEPSTRUM 0 0 0 27 4 5 10 195
Safe Havens, Machine Learning, and the Sources of Geopolitical Risk: A Forecasting Analysis Using Over a Century of Data 0 0 0 39 6 9 26 94
Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries 0 0 0 24 4 6 20 70
Sentiment and Financial Market Connectedness: The Role of Investor Happiness 0 0 0 24 4 8 25 185
Shortages and Machine-Learning Forecasting of Oil Returns Volatility: 1900-2024 0 0 0 0 1 3 13 79
Should the SARB Have Stayed Time Inconsistent? 0 0 0 33 4 5 13 166
Social Capital and Protests in the United States 0 0 0 15 7 15 22 87
Social Status, Inflation and Endogenous Growth in a Cash-in-Advance Economy: A Reconsideration 0 0 0 40 3 3 8 155
Socio-Political Instability and Growth Dynamics 0 0 0 32 2 9 42 1,011
Socio-Spatial Features of Neighbourhoods Supporting Social Interaction between Locals and Migrants in Peri-Urban China 0 0 0 0 3 7 14 24
Some Benefits of Reducing Inflation in South Africa 0 0 0 20 2 2 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 1 1 5 212
South African Stock Returns Predictability using Domestic and Global Economic Policy Uncertainty: Evidence from a Nonparametric Causality-in-Quantiles Approach 0 0 0 14 1 3 6 105
Spatial Bayesian Methods of Forecasting House Prices in Six Metropolitan Areas of South Africa 0 0 0 0 0 4 10 309
Spillover and Predictability of Volatility of 50 Major Cryptocurrencies: Evidence from a LASSO-Regularized Quantile VAR 0 1 17 17 6 17 53 53
Spillover of Mortgage Default Risks in the United States: Evidence from Metropolitan Statistical Areas and States 0 0 0 11 3 3 8 98
Spillover of Sentiment in the European Union: Evidence from Time- and Frequency-Domains 0 0 0 22 2 2 10 71
Spillovers across Macroeconomic, Financial and Real Estate Uncertainties: A Time-Varying Approach 0 0 0 28 5 8 22 133
Spillovers between Bitcoin and other Assets during Bear and Bull Markets 0 0 0 59 5 9 39 366
Spillovers between US Real Estate and Financial Assets in Time and Frequency Domains 0 0 0 10 6 10 19 78
Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin 0 0 0 0 4 6 10 118
Stock Market Bubbles and the Forecastability of Gold Returns (and Volatility) 0 0 0 24 1 5 27 66
Stock Market Bubbles and the Realized Volatility of Oil Price Returns 0 0 0 6 3 6 17 36
Stock Market Efficiency Analysis using Long Spans of Data: A Multifractal Detrended Fluctuation Approach 0 0 0 20 2 9 19 109
Stock Market Volatility and Multi-Scale Positive and Negative Bubbles 0 0 0 14 0 2 8 25
Stock Markets and Exchange Rate Behaviour of the BRICS 0 0 0 22 4 7 14 104
Stock Price Dynamics and the Business Cycle in an Estimated DSGE Model for South Africa 0 0 2 4 2 3 22 26
Stock Price Dynamics and the Business Cycle in an Estimated DSGE Model for South Africa 0 0 0 100 2 4 62 208
Structural Breaks and GARCH Models of Stock Return Volatility: The Case of South Africa 0 0 0 58 1 1 11 380
Structural Breaks and Predictive Regressions Models of South African Equity Premium 0 0 0 14 2 4 10 182
Structural and Predictive Analyses with a Mixed Copula-Based Vector Autoregression Model 0 0 0 172 2 4 10 70
Structure Dependence between Oil and Agricultural Commodities Returns: The Role of Geopolitical Risks 0 0 0 1 3 3 9 97
Supply Bottlenecks and Machine Learning Forecasting of International Stock Market Volatility 0 0 14 14 2 6 37 37
Supply Chain Constraints and the Predictability of the Conditional Distribution of International Stock Market Returns and Volatility 0 0 0 4 4 7 27 38
Supply Constraints and Conditional Distribution Predictability of Inflation and its Volatility: A Non-parametric Mixed-Frequency Causality-in-Quantiles Approach 0 0 5 5 7 9 23 23
Supply Disruptions and Predictability of Oil Returns Volatility: A GARCH-MIDAS Approach 0 0 0 0 3 11 40 74
THE BLESSING OF DIMENSIONALITY IN FORECASTING REAL HOUSE PRICE GROWTH IN THE NINE CENSUS DIVISIONS OF THE US 0 0 0 43 3 3 9 293
THE EFFECT OF DEFENSE SPENDING ON US OUTPUT: A FACTOR AUGMENTED VECTOR AUTOREGRESSION (FAVAR) APPROACH 0 0 0 13 6 7 11 329
THE EFFECT OF MONETARY POLICY ON HOUSE PRICE INFLATION: A FACTOR AUGMENTED VECTOR AUTOREGRESSION (FAVAR) APPROACH 0 0 0 54 3 9 12 836
THE EFFECT OF MONETARY POLICY ON REAL HOUSE PRICE GROWTH IN SOUTH AFRICA: A FACTOR AUGMENTED VECTOR AUTOREGRESSION (FAVAR) APPROACH 0 0 0 38 2 2 14 516
THE IMPACT OF HOUSE PRICES ON CONSUMPTION IN SOUTH AFRICA: EVIDENCE FROM PROVINCIAL-LEVEL PANEL VARs 0 0 0 28 3 3 9 244
THE ROLE OF NEWS-BASED UNCERTAINTY INDICES IN PREDICTING OIL MARKETS: A HYBRID NONPARAMETRIC QUANTILE CAUSALITY METHOD 0 1 3 54 5 8 21 323
Tail Risks and Forecastability of Stock Returns of Advanced Economies: Evidence from Centuries of Data 0 0 0 22 0 0 8 63
Tax Evasion and Financial Repression 0 0 0 208 6 9 34 700
Tax Evasion and Financial Repression: A Reconsideration Using Endogenous Growth Models 0 0 0 21 3 4 8 343
Tax evasion, financial development and inflation: theory and empirical evidence 0 0 0 24 5 10 21 214
Technical Efficiency of Connecticut Long Island Sound Lobster Fishery: A Nonparametric Approach to Aggregate Frontier Analysis 0 0 0 10 3 3 10 60
Technological Shocks and Stock Market Volatility Over a Century: A GARCH-MIDAS Approach 0 0 0 53 3 8 19 78
Temperature and Precipitation in the US States: Long Memory, Persistence and Time Trend 0 0 0 0 3 8 16 67
Temporal Causality between Budget Deficit and Interest Rate: The Case of South Africa 0 0 0 47 6 6 12 471
Temporal Causality between House Prices and Output in the U. S.: A Bootstrap Rolling-Window Approach 0 0 0 15 2 5 22 211
Temporal Causality between House Prices and Output in the U.S.: A Bootstrap Rolling-Window Approach 0 0 0 47 4 6 15 281
Temporal Causality between Taxes and Public Expenditures: The Case of South Africa 0 0 0 34 3 4 12 252
Terror Attacks and Stock-Market Fluctuations: Evidence Based on a Nonparametric Causality-in-Quantiles Test for the G7 Countries 0 0 0 9 1 1 8 149
Testing for Asymmetric Nonlinear Short- and Long-Run Relationships between Bitcoin, Aggregate Commodity and Gold Prices 0 0 0 54 3 5 10 231
Testing for Fractional Integration in SADC Real Exchange Rates 0 0 0 7 3 3 8 143
Testing for Multiple Bubbles in the BRICS Stock Markets 0 0 0 91 0 1 9 278
Testing for PPP Using SADC Real Exchange Rates 0 0 0 19 2 4 18 222
Testing for Persistence in Housing Price-to-Income and Price-to-Rent Ratios in 16 OECD Countries 0 0 0 40 7 9 23 278
Testing for Persistence with Breaks and Outliers in South African House Prices 0 0 0 13 0 2 8 102
Testing for Persistence with Breaks and Outliers in South African House Prices 0 0 0 37 1 2 10 115
Testing for asymmetric nonlinear short- and long-run relationships between bitcoin, aggregate commodity and gold prices 0 0 0 0 3 5 8 15
Testing for persistence with breaks and outliers in South African house prices 0 0 0 3 2 5 11 57
Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach 0 0 0 26 4 5 10 210
Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach 1 1 1 33 3 5 13 203
Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach 0 0 0 76 1 3 22 386
Testing the Efficiency of the Art Market using Quantile-Based Unit Root Tests with Sharp and Smooth Breaks 0 0 0 40 3 5 11 160
Testing the Forecasting Power of Global Economic Conditions for the Volatility of International REITs using a GARCH-MIDAS Approach 0 0 0 23 1 2 11 88
Testing the Impact of Exchange Rate Uncertainty on Exports in South Africa 0 0 0 0 1 1 7 83
Testing the Monetary Model for Exchange Rate Determination in South Africa: Evidence from 101 Years of Data 0 0 0 47 7 9 18 556
Testing the Out-of-Sample Forecasting Ability of a Financial Conditions Index for South Africa 0 0 0 23 3 4 9 104
Testing the White Noise Hypothesis in High-Frequency Housing Returns of the United States 0 0 0 12 2 4 13 63
The (Asymmetric) Effect of El Nino and La Nina on Gold and Silver Prices in a GVAR Model 0 0 0 0 5 10 17 113
The Asymmetric Effect of Oil Price on Growth across US States 0 0 0 22 4 4 9 165
The Behavior of Real Interest Rates: New Evidence from a ``Suprasecular" Perspective 0 0 0 14 2 5 15 67
The Benefits of Diversification between Bitcoin, Bonds, Equities and the US Dollar: A Matter of Portfolio Construction 0 0 0 37 4 10 27 178
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 7 12 25 1,290
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 7 171
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 7 420
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 2 3 13 278
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 4 6 17 274
The Changing Dynamics of South Africa's Inflation Persistence: Evidence from a Quantile Regression Framework 0 0 0 12 3 3 8 75
The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains 0 0 0 56 3 7 14 132
The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains 0 0 0 40 6 7 15 234
The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains 0 0 0 62 1 4 11 211
The Depreciation of the Pound Post-Brexit: Could it have been Predicted? 0 0 0 87 4 8 30 324
The Dynamic Impact of Uncertainty in Causing and Forecasting the Distribution of Oil Returns and Risk 0 0 0 48 4 5 10 137
The Dynamic Relationship between House Prices and Output: Evidence from US Metropolitan Statistical Areas 0 0 0 58 2 4 13 180
The Dynamics of U.S. REITs Returns to Uncertainty Shocks: A Proxy SVAR Approach 0 0 0 35 1 2 12 112
The ENSO Cycle and Forecastability of Global Inflation and Output Growth: Evidence from Standard and Mixed-Frequency Multivariate Singular Spectrum Analyses 0 0 0 11 3 6 18 57
The Effect of Air Quality and Weather on the Chinese Stock Market: Evidence from Shenzhen Stock Exchange 0 0 0 0 3 4 9 32
The Effect of Economic Uncertainty on the Housing Market Cycle 0 0 0 30 1 1 7 238
The Effect of Global Crises on Stock Market Correlations: Evidence from Scalar Regressions via Functional Data Analysis 0 0 0 73 1 4 13 166
The Effect of Gold Market Speculation on REIT Returns in South Africa: A Behavioral Perspective 0 0 0 6 3 7 22 170
The Effect of Investor Sentiment on Gold Market Dynamics 0 0 0 31 1 2 14 207
The Effect of Macroeconomic Uncertainty on Housing Returns and Volatility: Evidence from US State-Level Data 0 0 1 22 1 3 7 50
The Effect of Macroeconomic Uncertainty on Housing Returns and Volatility: Evidence from US State-Level Data 0 0 0 3 1 2 9 52
The Effect of Monetary Policy on House Price Inflation: A Factor Augmented Vector Autoregression (FAVAR) Approach 0 0 0 25 2 3 6 79
The Effect of Oil Price Uncertainty Shock on International Equity Markets: Evidence from a GVAR Model 0 0 0 10 6 12 22 62
The Effect of Oil Uncertainty Shock on Real GDP of 33 Countries: A Global VAR Approach 0 0 0 11 4 8 16 75
The Effect of US Uncertainty Shock on International Equity Markets: The Role of the Global Financial Cycle 0 0 0 12 1 2 8 41
The Effectiveness of Monetary Policy in South Africa under Inflation Targeting: Evidence from a Time-Varying Factor-Augmented Vector Autoregressive Model 0 0 0 48 5 9 20 248
The Effectiveness of Monetary and Fiscal Policy Shocks on U.S. Inequality: The Role of Uncertainty 0 0 0 50 2 9 21 138
The Effectiveness of Monetary and Fiscal Policy Shocks on U.S. Inequality: The Role of Uncertainty 0 0 1 35 4 6 24 103
The Effects of Climate Risks on Economic Activity in a Panel of US States: The Role of Uncertainty 0 0 0 4 3 10 21 62
The Effects of Conventional and Unconventional Monetary Policy Shocks on US REITs Moments: Evidence from VARs with Functional Shocks 0 0 0 12 5 9 19 63
The Effects of Disaggregate Oil Shocks on Aggregate Expected Skewness of the United States 0 0 0 10 4 6 14 32
The Effects of Monetary Policy On Real Farm Prices in South Africa 0 0 0 34 1 2 9 225
The Effects of Oil Shocks on Macroeconomic Uncertainty: Evidence from a Large Panel Dataset of US States 0 0 0 0 1 1 9 39
The Effects of Public Expenditures on Labour Productivity in Europe 0 0 0 27 1 3 11 50
The Effects of Uncertainty on Economic Conditions across US States: The Role of Climate Risks 0 0 0 2 0 1 21 28
The Efficiency of the Art Market: Evidence from Variance Ratio Tests, Linear and Nonlinear Fractional Integration Approaches 0 0 0 20 3 5 17 141
The Feldstein-Horioka Puzzle in South Africa: A Fractional Cointegration Approach 0 0 0 10 2 3 6 130
The Financial US Uncertainty Spillover Multiplier: Evidence from a GVAR Model 0 0 0 18 6 10 15 82
The Growth-Inflation Nexus for the US over 1801-2013: A Semiparametric Approach 0 0 0 56 1 7 13 94
The Growth-Inflation Nexus for the US over 1801-2013: A Semiparametric Approach 0 0 0 28 1 1 10 121
The Heterogeneous Impact of Temperature Growth on Real House Price Returns across the US States 0 0 2 15 0 4 20 45
The Impact of Disaggregated Oil Shocks on State-Level Consumption of the United States 0 0 0 6 2 2 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 2 3 13 42
The Impact of Economic Policy Uncertainty on US Real Housing Returns and their Volatility: A Nonparametric Approach 0 0 0 21 2 2 7 174
The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures 0 0 0 18 1 1 8 56
The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures 0 0 0 32 4 7 17 100
The Impact of Macroeconomic News Surprises and Uncertainty of Major Economies on Returns and Volatility of Oil Futures 0 0 0 33 1 5 23 172
The Impact of Oil Price Shocks on Income Inequality: Evidence from State-Level Data of the United States 0 0 0 0 11 47 72 356
The Impact of Oil Shocks in a Small Open Economy New-Keynesian Dynamic Stochastic General Equilibrium Model for South Africa 0 0 0 116 5 7 17 395
The Impact of Oil Shocks on the South African Economy 0 0 0 16 16 28 37 855
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 4 8 24 180
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 1 1 5 174
The Impact of Uncertainty Shocks in South Africa: The Role of Financial Regimes 0 0 0 9 3 3 13 102
The Impact of jumps and leverage in forecasting the co-volatility of oil and gold futures 0 0 0 14 1 2 8 34
The Impacts of Oil Price Volatility on Financial Stress: Is the COVID-19 Period Different? 0 0 0 10 2 6 13 39
The Impacts of Structural Oil Shocks on Macroeconomic Uncertainty: Evidence from a Large Panel of 45 Countries 0 0 0 8 3 4 24 94
The Informational Content of the Term-Spread in Forecasting the U.S. Inflation Rate: A Nonlinear Approach 0 0 0 41 3 4 15 71
The Informational Content of the Term-Spread in Forecasting the U.S. Inflation Rate: A Nonlinear Approach 0 0 0 47 1 4 17 136
The International REIT's Time-Varying Response to the U.S. Monetary Policy and Macroeconomic Surprises 0 0 0 8 1 2 9 106
The Links between Crude Oil Prices and GCC Stock Markets: Evidence from Time-Varying Granger Causality Tests 0 0 0 28 0 2 8 145
The Long-Run Impact of Inflation in South Africa 0 0 0 28 1 3 19 379
The Long-Run Relationship between Consumption, House Prices and Stock Prices in South Africa: Evidence from Provincial-Level Data 0 0 0 17 2 4 12 212
The Long-Run Relationship between Inflation and Real Stock Prices: Empirical Evidence from South Africa 0 0 0 24 1 1 11 514
The Macroeconomic Effects of Uncertainty Shocks in India 0 0 0 12 1 3 10 80
The Macroeconomic Reform and the Demand for Money in India 0 0 0 0 3 4 7 226
The Nexus between Military Expenditures and Economic Growth in the BRICS and the US: A Bootstrap Panel Causality Test 0 0 0 32 6 10 21 251
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 6 7 13 31
The Nonparametric Relationship between Oil and South African Agricultural Prices 0 0 0 17 1 3 15 107
The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US 0 0 0 42 2 4 19 121
The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US 0 0 0 43 1 1 9 240
The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US 0 0 0 58 2 5 19 183
The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US 0 0 0 59 1 2 20 203
The Predictability between Bitcoin and US Technology Stock Returns: Granger Causality in Mean, Variance, and Quantile 0 0 0 0 5 22 35 142
The Predictability of Stock Market Volatility in Emerging Economies: Relative Roles of Local, Regional and Global Business Cycles 0 0 0 20 6 6 21 100
The Predictability of cay and cayMS for Stock and Housing Returns: A Nonparametric Causality in Quantile Test 0 0 0 23 3 3 13 114
The Predictive Impact of Climate Risk on Total Factor Productivity Growth: 1880-2020 0 0 0 12 0 1 8 31
The Predictive Power of Industrial Electricity Usage Revisited: Evidence from Nonparametric Causality Tests 0 0 0 17 3 4 14 94
The Predictive Power of Oil Price Shocks on Realized Volatility of Oil: A Note 0 0 0 0 3 5 12 59
The Predictive Power of the Term Spread on Inequality in the United Kingdom: An Empirical Analysis 0 0 0 17 3 3 15 55
The Predictive Value of Inequality Measures for Stock Returns: An Analysis of Long-Span UK Data Using Quantile Random Forests 0 0 0 41 4 5 13 100
The Pricing Implications of Cryptocurrency Mining on Global Electricity Markets: Evidence from Quantile Causality Tests 0 0 0 0 4 6 12 68
The Relationship between Commodity Markets and Commodity Mutual Funds: A Wavelet-Based Analysis 0 0 0 25 2 2 19 159
The Relationship between Economic Uncertainty and Corporate Tax Rates 0 0 0 15 3 5 13 75
The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis 0 1 1 18 4 5 15 115
The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis 0 0 0 29 2 2 8 181
The Relationship between Healthcare expenditures and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis 0 0 0 19 2 3 10 92
The Relationship between Monetary Policy and Uncertainty in Advanced Economies: Evidence from Time- and Frequency-Domains 0 0 0 37 3 4 14 145
The Relationship between Oil and Agricultural Commodity Prices: A Quantile Causality Approach 0 0 0 38 3 4 12 220
The Relationship between Population Growth and Economic Growth Over 1870-2013: Evidence from a Bootstrapped Panel-Granger Causality Test 0 0 0 57 5 6 20 439
The Relationship between Population Growth and Standard-of-Living Growth Over 1870-2013: Evidence from a Bootstrapped Panel Granger Causality Test 0 0 1 80 0 4 13 157
The Relationship between Stock Market Volatility and Trading Volume: Evidence from South Africa 0 0 0 25 7 10 21 126
The Relationship between the Inflation Rate and Inequality across U.S. States: A Semiparametric Approach 0 0 0 31 2 3 12 108
The Relationship between the Inflation Rate and Inequality across US States: A Semiparametric Approach 0 0 0 24 3 3 14 161
The Risk Exposures of Safe Havens to Global and Regional Stock Market Shocks: A Novel Approach 0 0 0 8 2 2 14 76
The Role of Asset Prices in Forecasting Inflation and Output in South Africa 0 0 0 32 1 1 10 196
The Role of Current Account Balance in Forecasting the US Equity Premium: Evidence from a Quantile Predictive Regression Approach 0 0 0 13 2 2 16 89
The Role of Domestic and Global Economic Policy Uncertainties in Predicting Stock Returns and their Volatility for Hong Kong, Malaysia and South Korea: Evidence from a Nonparametric Causality-in-Quantiles Approach 0 0 0 24 1 1 5 117
The Role of Economic Policy Uncertainty in Forecasting US Inflation Using a VARFIMA Model 0 0 0 56 0 0 10 104
The Role of Economic Policy Uncertainty in Forecasting US Inflation Using a VARFIMA Model 0 1 3 51 4 5 18 182
The Role of Economic Policy Uncertainty in Predicting Output Growth in Emerging Markets: A Mixed-Frequency Granger Causality Approach 0 0 0 19 1 2 16 105
The Role of Economic Policy Uncertainty in Predicting U.S. Recessions: A Mixed-Frequency Markov-Switching Vector Autoregressive Approach 0 0 0 21 1 5 11 157
The Role of Economic Uncertainty in Forecasting Exchange Rate Returns and Realized Volatility: Evidence from Quantile Predictive Regressions 0 0 0 45 2 3 10 143
The Role of Economic and Financial Uncertainties in Predicting Commodity Futures Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantiles Test 0 0 0 31 1 2 7 132
The Role of Global Economic Conditions in Forecasting Gold Market Volatility: Evidence from a GARCH-MIDAS Approach 0 0 0 27 5 6 17 119
The Role of Housing Sentiment in Forecasting US Home Sales Growth: Evidence from a Bayesian Compressed Vector Autoregressive Model 0 0 0 40 1 3 10 115
The Role of Investor Sentiment in Forecasting Housing Returns in China: A Machine Learning Approach 0 0 0 28 3 4 17 88
The Role of Monetary Policy Uncertainty in Predicting Equity Market Volatility of the United Kingdom: Evidence from over 150 Years of Data 0 0 0 42 3 8 14 116
The Role of News-Based Uncertainty Indices in Predicting Oil Markets: A Hybrid Nonparametric Quantile Causality Method 0 0 0 19 0 1 7 180
The Role of Oil Prices in the Forecasts of South African Interest Rates: A Bayesian Approach 0 0 1 38 2 2 7 87
The Role of Oil Prices in the Forecasts of South African Interest Rates: A Bayesian Approach 0 0 0 32 3 3 13 110
The Role of Oil and Risk Shocks in the High-Frequency Movements of the Term Structure of Interest Rates of the United States 0 0 0 12 0 2 10 57
The Role of Partisan Conflict in Forecasting the U.S. Equity Premium: A Nonparametric Approach 0 0 0 13 1 5 10 54
The Role of Real Estate Uncertainty in Predicting US Home Sales Growth: Evidence from a Quantiles-Based Bayesian Model Averaging Approach 0 0 0 8 5 9 18 58
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 3 3 8 86
The Role of Time-Varying Rare Disaster Risks in Predicting Bond Returns and Volatility 0 0 0 24 1 2 8 92
The Role of Uncertainty in Forecasting Realized Covariance of US State-Level Stock Returns: A Reverse-MIDAS Approach 1 4 6 17 4 10 52 70
The Role of an Aligned Investor Sentiment Index in Predicting Bond Risk Premia of the United States 0 0 0 16 2 4 10 92
The Role of the Monthly ENSO in Forecasting the Daily Baltic Dry Index 0 0 0 12 4 6 18 39
The Roles of Global Supply Chain Pressure and Economic Conditions in Forecasting the VaR of Commodity Markets: A Quantile GARCH-MIDAS Approach 2 4 29 29 7 12 56 56
The South African Economic Response to Monetary Policy Uncertainty 0 0 0 61 0 0 4 94
The Synergistic Effect of Insurance and Banking Sector Activities on Economic Growth in Africa 0 0 0 41 1 3 14 169
The Taylor Curve: International Evidence 0 0 0 25 8 10 15 56
The Term Premium as a Leading Macroeconomic Indicator 0 0 0 28 5 7 13 151
The Time-Series Linkages between US Fiscal Policy and Asset Prices 0 0 0 5 0 1 10 115
The Time-Series Properties of House Prices: A Case Study of the Southern California Market 0 0 0 128 2 5 13 465
The Time-Series Properties of Housing Prices: A Case Study of the Southern California Market 0 0 0 29 1 3 7 305
The Time-Series Properties on Housing Prices: A Case Study of the Southern California Market 0 0 0 229 2 4 8 772
The Time-Varying Correlation between Output and Prices in the United States over 1800 to 2014 0 0 0 31 2 3 9 83
The Time-Varying Impact of Uncertainty Shocks on the Comovement of Regional Housing Prices of the United Kingdom 0 0 1 17 1 3 13 47
The U.S. Term Structure and Return Volatility in Global REIT Markets 0 0 0 0 1 4 16 43
The US Real GNP is Trend-Stationary After All 0 0 0 20 4 5 8 95
The causal relationship between coal consumption and economic growth in the BRICS countries: Evidence from panel Granger causality tests 0 0 0 0 2 2 11 186
The causal relationship between natural gas consumption and economic growth: Evidence from the G7 countries 0 0 0 0 3 3 15 255
The causal relationship between renewable energy consumption and economic growth: Evidence from the G7 countries 0 0 0 0 3 4 12 350
The impact of oil price on South African GDP growth: A Bayesian Markov Switching-VAR analysis 0 0 0 38 2 7 15 156
The impact of oil price on South African GDP growth: A Bayesian Markov Switching-VAR analysis 0 1 3 108 2 11 22 436
The links between crude oil prices and GCC stock markets: Evidence from time-varying Granger causality tests 0 0 0 58 4 5 15 190
The nexus of electricity consumption, economic growth and CO2 emissions in the BRICS countries 0 0 0 0 4 8 13 332
The out-of-sample forecasting performance of non-linear models of real exchange rate behaviour: The case of the South African Rand 0 0 0 31 1 4 15 172
The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach 0 0 3 71 8 8 34 119
The time-series linkages between US fiscal policy and asset prices 0 0 0 28 2 3 17 104
Threshold Effects of Inequality on Economic Growth in the US States: The Role of Human Capital to Physical Capital Ratio 0 0 0 11 2 2 7 82
Time Aggregation and the Contradictions with Causal Relationships: Can Economic Theory Come to the Rescue? 0 0 0 17 2 6 8 229
Time Aggregation, Long-Run Money Demand and the Welfare Cost of Inflation 0 0 0 26 2 2 9 206
Time Series Analysis of Persistence in Crude Oil Price Volatility across Bull and Bear Regimes 0 0 0 21 1 2 11 117
Time-Frequency Relationship between Inflation and Inflation Uncertainty for the U.S.: Evidence from Historical Data 0 0 0 68 2 2 7 85
Time-Frequency Relationship between Inflation and Inflation Uncertainty for the U.S.: Evidence from Historical Data 0 0 0 40 1 2 7 92
Time-Frequency Relationship between U.S. Output with Commodity and Asset Prices 0 0 0 47 3 4 15 111
Time-Variation in the Persistence of Carbon Price Uncertainty: The Role of Carbon Policy Uncertainty 0 0 0 5 3 6 21 66
Time-Varying Causal Relationship between Stock Market and Unemployment in the United Kingdom: Historical Evidence from 1855 to 2017 0 0 0 52 2 2 18 97
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 5 5 14 106
Time-Varying Causality between Equity and Currency Returns in the United Kingdom: Evidence from Over Two Centuries of Data 0 0 0 18 4 4 11 95
Time-Varying Causality between Oil and Commodity Prices in the Presence of Structural Breaks and Nonlinearity 0 0 0 21 7 7 14 180
Time-Varying Causality between Research Output and Economic Growth in the US 0 0 0 0 2 2 14 145
Time-Varying Correlations between Inflation and Stock Prices in the United States over the Last Two Centuries 0 0 0 53 3 9 23 170
Time-Varying Correlations between Trade Balance and Stock Prices in the United States over the Period 1792 to 2013 0 0 0 25 2 2 12 88
Time-Varying Effects of Extreme Weather Shocks on Output Growth of the United States 0 0 0 5 2 5 23 51
Time-Varying Effects of Housing and Stock Prices on U.S. Consumption 0 0 0 32 5 5 11 106
Time-Varying Effects of Housing and Stock Prices on U.S. Consumption 0 0 0 17 2 3 10 138
Time-Varying Effects of Housing and Stock Prices on U.S. Consumption 0 0 0 44 2 2 3 119
Time-Varying Effects of Skewness: An International Comparison 1 5 5 5 1 6 6 6
Time-Varying Efficiency of Developed and Emerging Bond Markets: Evidence from Long-Spans of Historical Data 0 0 0 43 3 5 23 129
Time-Varying Evidence of Predictability of Financial Stress in the United States over a Century: The Role of Inequality 0 0 0 6 3 3 6 48
Time-Varying Impact of Geopolitical Risks on Oil Prices 0 0 0 30 4 8 21 200
Time-Varying Impact of Monetary Policy Shocks on U.S. Stock Returns: The Role of Investor Sentiment 0 0 0 36 1 3 18 117
Time-Varying Impact of Pandemics on Global Output Growth 0 0 0 11 2 3 13 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 1 9 71
Time-Varying Impact of Uncertainty Shocks on the US Housing Market 0 0 0 16 4 4 8 106
Time-Varying Influence of Household Debt on Inequality in United Kingdom 0 0 0 13 2 3 10 101
Time-Varying Linkages between Tourism Receipts and Economic Growth in South Africa 0 0 0 16 2 3 12 141
Time-Varying Multilayer Networks Analysis of Frequency Connectedness in Commodity Futures Markets 0 0 4 9 1 13 33 49
Time-Varying Parameter Four-Equation DSGE Model 0 0 0 27 3 6 31 107
Time-Varying Persistence in US Inflation 0 0 0 37 2 3 8 175
Time-Varying Persistence of Inflation: Evidence from a Wavelet-Based Approach 0 0 0 49 3 3 16 157
Time-Varying Persistence of Inflation: Evidence from a Wavelet-based Approach 0 0 1 68 2 2 11 117
Time-Varying Predictability of Financial Stress on Inequality in United Kingdom 0 0 0 11 1 2 6 109
Time-Varying Predictability of Labor Productivity on Inequality in United Kingdom 0 0 0 6 3 3 7 44
Time-Varying Predictability of Oil Market Movements Over a Century of Data: The Role of US Financial Stress 0 0 0 17 2 3 11 68
Time-Varying Rare Disaster Risks, Oil Returns and Volatility 0 0 0 33 1 5 17 118
Time-Varying Relationship between Conventional and Unconventional Monetary Policies and Risk Aversion: International Evidence from Time- and Frequency-Domains 0 0 0 31 4 5 23 148
Time-Varying Risk Aversion and Forecastability of the US Term Structure of Interest Rates 0 0 0 10 3 4 10 54
Time-Varying Risk Aversion and Realized Gold Volatility 0 0 0 27 9 24 55 138
Time-Varying Risk Aversion and the Predictability of Bond Premia 0 0 0 28 2 5 10 71
Time-Varying Risk Aversion and the Profitability of Carry Trades: Evidence from the Cross-Quantilogram 0 0 0 11 1 5 14 46
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 3 3 16 171
Time-Varying Spillover between Currency and Stock Markets in the United States: More than Two Centuries of Historical Evidence 0 0 0 23 0 2 10 70
Time-Varying Spillover of Multi-Scale Positive and Negative Bubbles in Stock and Oil Markets 0 0 1 1 1 5 22 22
Time-Varying Spillover of US Trade War on the Growth of Emerging Economies 0 0 0 43 1 3 13 111
Time-Varying Spillovers between Housing Sentiment and Housing Market in the United States 0 0 0 7 2 3 8 65
Trade Uncertainties and the Hedging Abilities of Bitcoin 0 0 0 35 1 5 14 75
Trends and Cycles in Historical Gold and Silver Prices 0 0 0 75 2 2 11 89
Trends and Cycles in Historical Gold and Silver Prices 0 0 0 24 1 9 28 239
Trust and Quality of Growth: A Note 0 0 0 20 0 0 8 69
Trust and Quality of Growth: A Note 0 0 0 39 0 2 12 69
Trust and Quality of Growth: A Note 0 0 0 32 0 3 16 82
Trust and Quality of Growth: A Note 0 0 0 1 1 3 8 17
U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict 0 0 0 35 0 0 6 85
U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict 0 0 0 16 1 1 5 74
US Inflation Dynamics on Long Range Data 0 0 0 33 0 0 8 66
US Monetary Policy and BRICS Stock Market Bubbles 0 0 0 26 2 5 11 34
US inflation dynamics on long range data 0 0 0 36 1 1 3 80
US-China Tensions and Stock Market Co-movement between the US and China: Insights from a DCC-DAGARCH-MIDAS Model 2 4 13 13 16 41 103 103
Uncertainty Related to Infectious Diseases and Forecastability of the Realised Volatility of US Treasury Securities 0 0 0 0 0 2 11 21
Uncertainty and Crude Oil Returns 0 0 0 19 0 0 6 168
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 2 4 13 80
Uncertainty and Forecastability of Regional Output Growth in the United Kingdom: Evidence from Machine Learning 0 0 0 38 5 9 21 103
Uncertainty and Forecasts of U.S. Recessions 0 0 0 104 3 6 20 229
Uncertainty and Predictability of Real Housing Returns in the United Kingdom: A Regional Analysis 0 0 0 20 1 1 6 72
Uncertainty and Tourism in Africa 0 0 0 14 3 4 6 44
Uncertainty and Volatility Jumps in the Pound-Dollar Exchange Rate: Evidence from Over One Century of Data 0 0 0 44 2 3 12 107
Uncertainty and crude oil returns 1 1 1 50 2 3 14 191
Uncertainty due to Infectious Diseases and Forecastability of the Realized Variance of US REITs: A Note 0 0 0 9 2 4 8 61
Uncertainty, Spillovers, and Forecasts of the Realized Variance of Gold Returns 0 0 0 0 2 2 4 17
Unconventional Monetary Policy Shocks in OECD Countries: How Important is the Extent of Policy Uncertainty? 0 0 0 43 1 3 11 101
Understanding Sentiment Across Genders: Challenges and Solutions 0 0 0 0 1 2 12 16
Unemployment Fluctuations and Currency Returns in the United Kingdom: Evidence from Over One and a Half Century of Data 0 0 0 15 4 5 13 69
Unemployment Rate Hysteresis and the Great Recession: Exploring the Metropolitan Evidence 0 0 0 0 5 11 20 83
Unemployment fluctuations and currency returns in the United Kingdom: Evidence from over one and a half century of data 0 0 2 31 3 9 16 129
Unraveling Financial Fragility of Global Markets Using Machine Learning 0 0 2 14 2 5 28 35
Unveiling True Connectedness in US State-Level Stock Markets: The Role of Common Factors 0 2 2 13 0 6 21 32
Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States 0 0 0 142 4 4 19 509
Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States 0 0 0 34 6 6 8 271
Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States 0 0 0 133 3 3 12 558
Using Large Data Sets to Forecast Sectoral Employment 0 0 0 23 6 6 17 138
Using Large Data Sets to Forecast Sectoral Employment 0 0 0 23 2 2 3 153
Using Large Data Sets to Forecast Sectoral Employment 0 0 0 169 10 15 22 525
Valuation Ratios and Stock Price Predictability in South Africa: Is it there? 0 0 0 27 1 2 9 177
Variants of Consumption-Wealth Ratios and Predictability of U.S. Government Bond Risk Premia: Old is still Gold 0 0 0 0 2 4 7 66
Volatility Connectedness of Major Cryptocurrencies: The Role of Investor Happiness 0 0 0 34 3 4 12 143
Volatility Jumps: The Role of Geopolitical Risks 0 0 0 21 3 6 14 125
Volatility Spillover between Energy and Financial Markets 0 0 0 0 1 2 8 388
Volatility Spillovers across Global Asset Classes: Evidence from Time and Frequency Domains 0 0 0 53 3 9 18 151
Volatility Spillovers between Interest Rates and Equity Markets of Developed Economies: A Note 0 0 0 21 3 3 6 56
Volatility Transmission between Islamic and Conventional Equity Markets: Evidence from Causality-in-Variance Test 0 0 0 15 2 2 9 142
Was the Recent Downturn in US GDP Predictable? 0 0 0 81 3 18 32 189
Was the Recent Downturn in US GDP Predictable? 0 0 0 71 3 4 13 199
Was the Recent Downturn in US GDP Predictable? 0 0 0 46 3 5 12 94
Wealth-to-Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test 0 0 0 0 1 1 7 72
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 6 50
When the Weather Turns Risky: Climate Shocks and U.S. State-Level Credit Risk 5 14 14 14 7 20 20 20
Why must it always be so Real with Tax Evasion? 0 0 0 27 1 6 16 115
Xenophobia and Quality of Life: Evidence From South Africa 0 0 0 7 3 9 17 34
“Ripple Effects” and Forecasting Home Prices In Los Angeles, Las Vegas, and Phoenix 0 0 0 171 2 3 9 265
Total Working Papers 45 141 518 32,028 2,871 5,627 17,132 171,237
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Journal Article File Downloads Abstract Views
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125 ​Years of time-varying effects of fiscal policy on financial markets 0 0 0 4 0 2 4 18
A BVAR MODEL FOR THE SOUTH AFRICAN ECONOMY 0 1 1 77 0 3 14 185
A DSGE-VAR model for forecasting key South African macroeconomic variables 0 1 4 58 5 7 15 195
A Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting 1 2 4 6 7 11 17 26
A NOTE ON UNCERTAINTY DUE TO INFECTIOUS DISEASES AND OUTPUT GROWTH OF THE UNITED STATES: A MIXED-FREQUENCY FORECASTING EXPERIMENT 0 0 0 1 2 3 12 20
A New-Keynesian DSGE model for forecasting the South African economy 0 0 2 196 3 4 37 470
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 3 4 14 19
A Note on the COVID-19 Shock and Real GDP in Emerging Economies 0 0 0 19 0 2 6 41
A SMALL‐SCALE DSGE MODEL FOR FORECASTING THE SOUTH AFRICAN ECONOMY 0 0 0 107 3 6 16 279
A TIME-VARYING APPROACH OF THE US WELFARE COST OF INFLATION 0 0 1 14 2 8 22 107
A historical analysis of the US stock price index using empirical mode decomposition over 1791-2015 0 0 1 11 6 11 19 107
A large factor model for forecasting macroeconomic variables in South Africa 0 0 1 32 3 5 14 196
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 4 5 22 41
A new hybrid method with data-characteristic-driven analysis for artificial intelligence and robotics index return forecasting 0 0 0 1 3 6 12 19
A non-linear approach for predicting stock returns and volatility with the use of investor sentiment indices 0 0 0 22 3 6 14 82
A note on financial vulnerability and volatility in emerging stock markets: evidence from GARCH-MIDAS models 0 0 1 5 1 1 7 19
A note on investor happiness and the predictability of realized volatility of gold 0 0 0 5 1 1 10 30
A note on oil price shocks and the forecastability of gold realized volatility 0 0 0 0 1 3 12 19
A note on the technology herd: evidence from large institutional investors 0 0 0 2 3 3 5 21
A re-evaluation of the term spread as a leading indicator 0 0 0 7 1 2 16 39
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 3 4 15 95
AN APPLICATION OF A NEW SEASONAL UNIT ROOT TEST FOR TRENDING AND BREAKING SERIES TO INDUSTRIAL PRODUCTION OF THE BRICS 0 0 0 11 2 5 9 34
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 2 6 16 23
An Endogenous Growth Model of a Financially Repressed Small Open Economy 0 0 0 28 2 4 5 92
An in-sample and out-of-sample empirical investigation of the nonlinearity in house prices of South Africa 0 0 0 35 3 3 18 255
Analysis of Herding in Reits of an Emerging Market: The Case of Turkey 0 0 0 0 1 3 8 10
Analyzing South Africa’s inflation persistence using an ARFIMA model with Markov-switching fractional differencing parameter 0 0 2 20 3 10 18 101
Are BRICS exchange rates chaotic? 0 0 0 3 4 4 12 38
Are Health Care Expenditures and Personal Disposable Income Characterised by Asymmetric Behaviour? Evidence from US State-Level Data 0 0 0 1 4 6 12 22
Are Uncertainties across the World Convergent? 0 0 0 22 3 3 11 79
Are house prices in South Africa really nonstationary? Evidence from SPSM-based panel KSS test with a Fourier function 0 0 1 9 1 2 10 91
Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data 0 0 0 2 4 6 11 19
Are real interest rates a monetary phenomenon? Evidence from 700 years of data 0 0 0 0 3 3 13 19
Are stock prices related to the political uncertainty index in OECD countries? Evidence from the bootstrap panel causality test 0 0 2 43 3 6 20 185
Are stock returns an inflation hedge for the UK? Evidence from a wavelet analysis using over three centuries of data 0 0 3 19 2 3 21 85
Are there Environmental Kuznets Curves for US state-level CO2 emissions? 1 2 3 34 9 14 23 228
Are there Really Long-Run Diversification Benefits from Sustainable Investments? 0 0 1 10 3 3 17 44
Are there housing bubbles in South Africa? Evidence from SPSM-based panel KSS test with a Fourier function 0 0 0 4 4 5 12 44
Are there long-run diversification gains from the Dow Jones Islamic finance index? 0 0 0 9 2 3 8 72
Are there multiple bubbles in the ethanol–gasoline price ratio of Brazil? 0 0 1 8 3 6 13 66
Asymmetric Behavior in Nominal and Real Housing Prices: Evidence from Emerging and Advanced Economies 0 0 0 0 2 2 9 9
Asymmetric causality between military expenditures and economic growth in top six defense spenders 0 2 3 48 1 6 19 158
Asymmetric dynamics of insurance premium: the impacts of output and economic policy uncertainty 2 3 5 17 12 16 35 108
Asymmetric effects of inequality on real output levels of the United States 0 0 2 11 4 5 19 68
BAYESIAN METHODS OF FORECASTING INVENTORY INVESTMENT 0 0 0 20 4 9 19 124
Bayesian Spatial Modeling for Housing Data in South Africa 0 0 0 1 2 5 11 17
Bear, Bull, Sidewalk, and Crash: The Evolution of the US Stock Market Using Over a Century of Daily Data 0 0 1 3 1 4 10 23
Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles 0 0 2 56 1 8 28 245
Bitcoin mining activity and volatility dynamics in the power market 0 0 1 8 2 5 10 25
Business applications and state‐level stock market realized volatility: A forecasting experiment 0 0 0 3 4 12 23 33
CLIMATE RISKS AND PREDICTABILITY OF COMMODITY RETURNS AND VOLATILITY: EVIDENCE FROM OVER 750 YEARS OF DATA 0 0 1 1 2 3 14 17
CONVERGENCE IN PROVINCIAL-LEVEL SOUTH AFRICAN HOUSE PRICES: EVIDENCE FROM THE CLUB CONVERGENCE AND CLUSTERING PROCEDURE 0 0 0 11 1 3 15 108
CONVERGENCE OF METROPOLITAN HOUSE PRICES IN SOUTH AFRICA: A RE-EXAMINATION USING EFFICIENT UNIT ROOT TESTS 0 0 0 70 2 7 17 306
COVID-19 Pandemic and Investor Herding in International Stock Markets 0 0 0 8 0 4 14 55
Can (unusual) weather conditions in New York predict South African stock returns? 0 0 0 7 1 1 11 60
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 2 2 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 6 8 13 131
Can economic uncertainty, financial stress and consumer sentiments predict U.S. equity premium? 0 0 3 23 6 8 21 145
Can monetary policy lean against housing bubbles? 0 0 0 16 2 3 8 44
Can municipal bonds hedge US state-level climate risks? 0 0 0 2 4 5 9 13
Can the Sharia-based Islamic stock market returns be forecasted using large number of predictors and models? 0 0 0 14 3 4 12 93
Can volume predict Bitcoin returns and volatility? A quantiles-based approach 2 5 11 289 6 15 45 939
Causal Link between Oil Price and Uncertainty in India - Relazione di causalità tra prezzo del petrolio e incertezza in India 0 0 0 7 1 1 4 171
Causal Relationship between Asset Prices and Output in the United States: Evidence from the State-Level Panel Granger Causality Test 0 0 0 8 3 5 13 40
Causal effects of the United States and Japan on Pacific-Rim stock markets: nonparametric quantile causality approach 0 0 0 9 0 1 12 86
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 1 1 5 5 9 19 46
Causality Between Per Capita Real GDP and Income Inequality in the U.S.: Evidence from a Wavelet Analysis 0 1 2 25 0 15 67 188
Causality Between Us Economic Policy and Equity Market Uncertainties: Evidence from Linear and Nonlinear Tests 0 0 0 0 1 3 6 16
Causality between US economic policy and equity market uncertainties: Evidence from linear and nonlinear tests 0 0 0 30 5 6 12 126
Causality between exports and economic growth in South Africa: evidence from linear and nonlinear tests 0 0 1 172 0 1 13 523
Causality between inflation and inflation uncertainty in South Africa: Evidence from a Markov-switching vector autoregressive model 0 0 1 45 2 2 12 190
Causality between research output and economic growth in BRICS 0 0 1 28 2 2 8 111
Chaos in G7 stock markets using over one century of data: A note 0 0 0 6 3 6 19 66
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 3 4 9 118
Climate Change and Inequality: Evidence from the United States 0 0 1 6 4 4 11 30
Climate Risks and Forecasting Stock Market Returns in Advanced Economies over a Century 0 0 0 3 2 3 15 28
Climate Risks and Real Gold Returns over 750 Years 0 0 0 0 2 2 10 10
Climate Risks and the Realized Volatility Oil and Gas Prices: Results of an Out-of-Sample Forecasting Experiment 0 0 2 6 0 1 6 19
Climate risks and U.S. stock‐market tail risks: A forecasting experiment using over a century of data 0 0 1 9 4 5 11 35
Climate risks and forecastability of the realized volatility of gold and other metal prices 0 0 0 5 3 5 14 26
Climate risks and forecastability of the weekly state‐level economic conditions of the United States 0 0 0 1 3 6 15 21
Climate risks and predictability of the conditional distributions of rare earth stock returns and volatility 0 1 1 1 0 4 4 4
Climate risks and predictability of the trading volume of gold: Evidence from an INGARCH model 0 0 0 2 5 7 16 26
Climate risks and realized volatility of major commodity currency exchange rates 0 1 3 17 4 7 28 62
Climate risks and state-level stock market realized volatility 0 0 1 2 2 4 14 21
Climate uncertainty and carbon emissions prices: The relative roles of transition and physical climate risks 0 0 1 4 4 4 16 36
Commodity Prices and Forecastability of International Stock Returns over a Century: Sentiments versus Fundamentals with Focus on South Africa 0 0 0 1 3 4 14 22
Commodity Risk and Forecastability of International Stock Returns: The Role of Oil Returns Skewness 0 0 2 2 3 6 21 26
Common business cycles and volatilities in US states and MSAs: The role of economic uncertainty 0 0 0 28 1 4 16 148
Common cycles and common trends in the stock and oil markets: Evidence from more than 150years of data 1 2 7 32 3 8 34 154
Comovement in Euro area housing prices: A fractional cointegration approach 0 0 4 25 6 7 15 87
Comparing South African Inflation Volatility Across Monetary Policy Regimes: An Application of Saphe Cracking 0 0 0 3 3 10 19 57
Comparing the forecasting ability of financial conditions indices: The case of South Africa 1 1 1 11 6 9 13 93
Contagion between real estate and financial markets: A Bayesian quantile-on-quantile approach 0 0 0 21 3 6 21 90
Contagious diseases and gold: Over 700 years of evidence from quantile regressions 0 0 0 0 2 4 9 9
Conventional and unconventional monetary policy reaction to uncertainty in advanced economies: evidence from quantile regressions 0 0 0 1 2 6 10 18
Conventional and unconventional monetary policy reaction to uncertainty in advanced economies: evidence from quantile regressions 0 0 1 15 3 4 9 76
Convergence in Income Inequality: Further Evidence from the Club Clustering Methodology across States in the U.S 0 0 0 14 4 5 23 105
Convergence of Health Care Expenditures Across the US States: A Reconsideration 0 0 0 7 1 1 10 51
Convergence of greenhouse gas emissions among G7 countries 0 0 0 7 4 5 14 61
Convergence patterns in sovereign bond yield spreads: Evidence from the Euro Area 0 0 5 17 6 9 26 92
Correction to: Causality Between Per Capita Real GDP and Income Inequality in the U.S.: Evidence from a Wavelet Analysis 0 0 1 2 0 0 7 14
Costly State Monitoring and Reserve Requirements 0 0 0 32 2 3 10 240
Costly Tax Enforcement and Financial Repression 0 0 0 20 0 0 12 109
Could We Have Predicted the Recent Downturn in Home Sales in the Four U.S. Census Regions? 0 0 0 0 3 3 7 8
Could we have predicted the recent downturn in the South African housing market? 0 0 0 20 1 2 6 135
Country Risk Ratings and Stock Market Returns in Brazil, Russia, India, and China (BRICS) Countries: A Nonlinear Dynamic Approach 0 0 0 21 0 0 17 116
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 2 2 11 33
Cross-Country Evidence on the Causal Relationship between Policy Uncertainty and Housing Prices 0 0 0 1 3 4 10 15
Cross-border capital flows and return dynamics in emerging stock markets: Relative roles of equity and debt flows 0 0 1 28 6 13 25 121
Currency Substitution and Financial Repression 0 0 0 23 5 6 15 114
Current account sustainability in G7 and BRICS: Evidence from a long-memory model with structural breaks 0 0 4 19 0 2 18 94
DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa 0 0 0 23 5 7 15 119
DYNAMIC TIME INCONSISTENCY AND THE SOUTH AFRICAN RESERVE BANK 0 0 0 22 4 7 12 113
Date stamping historical periods of oil price explosivity: 1876–2014 0 0 2 19 4 5 15 81
Date-stamping US housing market explosivity 0 0 0 6 4 6 10 63
Detecting predictable non-linear dynamics in Dow Jones Islamic Market and Dow Jones Industrial Average indices using nonparametric regressions 0 0 0 12 3 5 9 100
Development, Poverty and Inequality: A Spatial Analysis of South African Provinces 0 0 3 76 3 4 17 239
Differences of opinion and stock market volatility: evidence from a nonparametric causality-in-quantiles approach 0 0 0 5 1 3 7 51
Disaggregated oil shocks and stock-market tail risks: Evidence from a panel of 48 economics 0 0 0 1 2 2 5 11
Do Climate Risks Predict US Housing Returns and Volatility? Evidence from a Quantiles-Based Approach 0 1 2 2 1 6 17 17
Do House Prices Impact Consumption and Interest Rate? Evidence from OECD Countries using an Agnostic Identification Procedure 0 0 0 37 0 0 5 156
Do Stock Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-varying Vector Autoregressive Model 0 0 0 28 3 4 13 135
Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations 0 0 0 17 2 5 13 100
Do U.S. economic conditions at the state level predict the realized volatility of oil-price returns? A quantile machine-learning approach 0 0 0 1 3 9 24 29
Do cay and cayMS predict stock and housing returns? Evidence from a nonparametric causality test 0 0 0 6 1 2 8 64
Do commodity investors herd? Evidence from a time-varying stochastic volatility model 0 1 2 14 5 9 15 105
Do house prices hedge inflation in the US? A quantile cointegration approach 0 0 3 31 3 7 21 136
Do leading indicators forecast U.S. recessions? A nonlinear re†evaluation using historical data 0 0 0 5 1 2 11 36
Do oil-price shocks predict the realized variance of U.S. REITs? 0 0 0 4 2 8 17 30
Do precious metal prices help in forecasting South African inflation? 0 0 0 2 4 6 14 67
Do sunspot numbers cause global temperatures? Evidence from a frequency domain causality test 0 0 0 1 2 2 4 49
Do terror attacks predict gold returns? Evidence from a quantile-predictive-regression approach 0 0 0 6 3 5 15 63
Do trend extraction approaches affect causality detection in climate change studies? 0 0 1 7 3 3 10 45
Do we need a global VAR model to forecast inflation and output in South Africa? 0 0 0 14 3 4 10 67
Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions 1 5 15 231 10 30 90 767
Does Debt Ceiling and Government Shutdown Help in Forecasting the US Equity Risk Premium? 0 0 0 0 4 4 9 10
Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test 1 2 12 117 8 12 46 420
Does Liquidity Risk Explain the Time-Variation in Asset Correlations? Evidence from Stocks, Bonds and Commodities 0 0 1 4 3 5 13 45
Does climate policy uncertainty affect tourism demand? Evidence from time-varying causality tests 0 0 0 3 2 4 13 22
Does country risks predict stock returns and volatility? Evidence from a nonparametric approach 0 0 1 13 3 4 7 75
Does economic policy uncertainty forecast real housing returns in a panel of OECD countries? A Bayesian approach 0 0 1 29 5 6 14 122
Does financial development affect income inequality in the U.S. States? 0 0 1 27 3 6 22 103
Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin? 0 0 8 86 8 15 67 348
Does global fear predict fear in BRICS stock markets? Evidence from a Bayesian Graphical Structural VAR model 0 1 1 21 7 11 17 115
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 3 4 14 110
Does inequality help in forecasting equity premium in a panel of G7 countries? 0 0 0 3 2 9 15 52
Does inequality really matter in forecasting real housing returns of the United Kingdom? 0 0 0 5 1 4 7 42
Does inequality really matter in forecasting real housing returns of the United Kingdom? 0 0 0 5 0 1 5 28
Does mining activity drive crash risks in bitcoin? 0 0 1 1 4 7 10 10
Does partisan conflict predict a reduction in US stock market (realized) volatility? Evidence from a quantile-on-quantile regression model☆ 0 0 0 11 2 8 18 70
Does real U.K. GDP have a unit root? Evidence from a multi-century perspective 0 0 0 10 2 2 6 31
Does sunspot numbers cause global temperatures? A reconsideration using non-parametric causality tests 0 0 0 4 0 1 7 55
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 2 2 6 96
Does the US. macroeconomic news make the South African stock market riskier? 0 0 0 10 4 6 14 79
Does the introduction of US spot Bitcoin ETFs affect spot returns and volatility of major cryptocurrencies? 0 8 31 31 30 99 231 231
Does the source of oil price shocks matter for South African stock returns? A structural VAR approach 0 0 1 55 3 7 14 226
Does tourism cause growth asymmetrically in a panel of G-7 countries? A short note 0 0 0 16 3 4 10 108
Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test 1 1 8 70 4 8 35 217
Drivers of Realized Volatility for Emerging Countries with a Focus on South Africa: Fundamentals versus Sentiment 0 0 1 3 2 2 8 15
Dutch disease effect of oil rents on agriculture value added in Middle East and North African (MENA) countries 0 1 3 55 3 4 25 267
Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns 0 0 0 2 4 4 13 17
Dynamic Comovements Between Housing and Oil Markets in the US over 1859 to 2013: a Note 0 0 0 7 3 7 15 93
Dynamic Impact of Unconventional Monetary Policy on International REITs 0 0 1 4 2 2 7 33
Dynamic Relationship Between Oil Price And Inflation In South Africa 0 0 1 59 5 7 23 207
Dynamic Spillovers in the United States: Stock Market, Housing, Uncertainty, and the Macroeconomy 0 0 1 14 3 7 15 73
Dynamic and Asymmetric Response of Inequality to Income Volatility: The Case of the United Kingdom 0 0 2 12 3 5 13 45
Dynamic connectedness of uncertainty across developed economies: A time-varying approach 1 2 8 102 3 7 43 360
Dynamic effects of monetary policy shocks on macroeconomic volatility in the United Kingdom 0 0 0 3 1 2 13 23
Dynamic impact of the U.S. monetary policy on oil market returns and volatility 0 0 0 3 3 6 12 29
Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor Versus National Factor in a GARCH‐MIDAS Model 0 1 2 2 3 13 29 29
Economic Policy Uncertainty and Herding Behavior Evidence from the South African Housing Market 0 0 1 39 1 5 17 202
Economic Policy Uncertainty, U.S. Real Housing Returns and Their Volatility: A Nonparametric Approach 0 2 3 4 3 9 19 26
Economic disasters and inequality: a note 0 0 0 0 0 0 2 4
Economic policy uncertainty and stock market returns in PacificRim countries: Evidence based on a Bayesian panel VAR model 0 4 18 139 9 25 81 570
Effect of uncertainty on U.S. stock returns and volatility: evidence from over eighty years of high-frequency data 0 0 1 5 2 3 7 35
Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment 0 1 1 8 0 2 12 38
Effects of Energy Consumption, Agricultural Trade, and Productivity on Carbon Emissions in Nigeria: A Quantile Regression Approach 0 0 0 1 1 1 7 8
Effects of geopolitical risks on trade flows: evidence from the gravity model 2 6 31 125 16 47 135 471
Efficiency in BRICS Currency Markets Using Long-Spans of Data: Evidence from Model-Free Tests of Directional Predictability 0 0 1 4 1 1 9 28
El Niño, La Niña, and forecastability of the realized variance of agricultural commodity prices: Evidence from a machine learning approach 0 0 0 7 1 4 13 25
El Niño, La Niña, and the Forecastability of the Realized Variance of Heating Oil Price Movements 0 0 0 3 3 11 22 35
Electricity demand in South Africa: is it asymmetric? 1 1 1 16 1 4 7 53
Endogenous fluctuations in an endogenous growth model: An analysis of inflation targeting as a policy 0 0 2 13 1 2 9 72
Energy Market Uncertainties and Gold Return Volatility: A GARCH–MIDAS Approach 0 0 3 3 3 10 21 21
Energy efficiency of selected OECD countries: A slacks based model with undesirable outputs 0 0 2 32 2 4 16 139
Energy market uncertainties and exchange rate volatility: A GARCH-MIDAS approach 0 0 0 1 2 2 20 26
Energy-related uncertainty and international stock market volatility 0 0 3 4 4 7 27 35
Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests 0 0 0 5 1 2 10 51
Erratum to: Real estate returns predictability revisited: novel evidence from the US REITs market 0 0 0 6 8 8 22 53
Estimating U.S. housing price network connectedness: Evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models 1 2 4 10 3 8 20 44
Evidence of persistence in U.S. short and long-term interest rates 0 0 0 9 4 4 6 56
Evolution of price effects after one-day abnormal returns in the US stock market 0 0 2 5 2 7 18 32
Evolution of the Monetary Transmission Mechanism in the US: the Role of Asset Returns 0 0 0 16 5 6 15 106
Evolving United States stock market volatility: The role of conventional and unconventional monetary policies 0 0 2 9 1 5 21 52
Exchange rate predictability with nine alternative models for BRICS countries 0 0 0 7 4 7 21 49
Exchange rate returns and volatility: the role of time-varying rare disaster risks 0 0 0 7 5 6 13 41
Extreme weather shocks and state-level inflation of the United States 0 1 2 3 3 8 34 45
FORECASTING THE SOUTH AFRICAN ECONOMY WITH GIBBS SAMPLED BVECMs 0 0 0 26 4 5 13 128
FORECASTING THE SOUTH AFRICAN ECONOMY WITH VARs AND VECMs 0 0 0 61 3 3 15 184
Financial Liberalization and Inflationary Dynamics: An Open Economy Analysis 0 0 0 54 4 5 12 165
Financial Liberalization and a Possible Growth-Inflation Trade-Off 0 0 0 0 1 2 3 394
Financial Liberalization and the Dynamics of Inflation, Nominal Exchange Rate, and Terms of Trade 0 0 0 0 2 3 3 222
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 3 3 3 8 17 20
Financial market connectedness: The role of investors’ happiness 0 0 1 14 2 3 14 62
Financial stress and realized volatility: The case of agricultural commodities 0 0 0 0 0 4 11 15
Financial tail risks in conventional and Islamic stock markets: A comparative analysis 0 0 0 19 3 5 11 150
Financial turbulence, systemic risk and the predictability of stock market volatility 0 0 3 9 2 6 21 56
Firm-level business uncertainty and the predictability of the aggregate U.S. stock market volatility during the COVID-19 pandemic 0 0 1 2 3 5 12 16
Firm-level political risk and asymmetric volatility 0 0 0 9 4 4 14 63
Fiscal Policy Shocks and the Dynamics of Asset Prices 0 0 0 13 0 0 7 39
Fiscal policy and stock markets at the effective lower bound 0 0 0 1 6 6 14 16
Forecastability of Agricultural Commodity Futures Realised Volatility with Daily Infectious Disease-Related Uncertainty 0 0 0 2 1 3 10 12
Forecasting (downside and upside) realized exchange-rate volatility: Is there a role for realized skewness and kurtosis? 0 0 0 4 0 1 7 27
Forecasting Bitcoin returns: is there a role for the US–China trade war? 0 0 1 2 3 4 9 16
Forecasting China's foreign exchange reserves using dynamic model averaging: The roles of macroeconomic fundamentals, financial stress and economic uncertainty 0 0 0 42 5 8 14 198
Forecasting Home Sales in the Four Census Regions and the Aggregate US Economy Using Singular Spectrum Analysis 0 0 1 10 5 6 16 64
Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs 0 0 0 0 2 2 9 193
Forecasting Nevada gross gaming revenue and taxable sales using coincident and leading employment indexes 0 0 0 11 6 7 11 128
Forecasting Realized Volatility of Bitcoin: The Role of the Trade War 1 3 6 26 3 10 34 116
Forecasting South African inflation using non-linearmodels: a weighted loss-based evaluation 0 0 0 11 0 3 8 64
Forecasting South African macroeconomic variables with a Markov-switching small open-economy dynamic stochastic general equilibrium model 0 1 3 50 3 6 23 198
Forecasting U.S. Aggregate Stock Market Excess Return: Do Functional Data Analysis Add Economic Value? 1 1 1 1 5 6 14 20
Forecasting U.S. recessions using over 150 years of data: Stock-market moments versus oil-market moments 1 1 1 1 3 5 18 22
Forecasting US GNP growth: The role of uncertainty 0 1 1 8 4 6 9 41
Forecasting US consumer price index: does nonlinearity matter? 0 0 1 3 1 3 13 33
Forecasting US real house price returns over 1831-2013: evidence from copula models 0 0 0 3 1 2 12 45
Forecasting US real private residential fixed investment using a large number of predictors 0 0 0 13 2 3 12 113
Forecasting accuracy evaluation of tourist arrivals 0 0 0 14 0 5 8 74
Forecasting aggregate retail sales: The case of South Africa 0 0 1 23 3 4 13 143
Forecasting charge-off rates with a panel Tobit model: the role of uncertainty 0 0 0 1 1 3 8 12
Forecasting core inflation: the case of South Africa 0 0 0 8 5 8 17 45
Forecasting crude oil price volatility and value-at-risk: Evidence from historical and recent data 0 1 2 36 3 4 21 144
Forecasting economic policy uncertainty of BRIC countries using Bayesian VARs 0 0 0 12 1 3 13 66
Forecasting equity premium in a panel of OECD countries: The role of economic policy uncertainty 0 0 0 5 4 8 23 54
Forecasting house prices for the four census regions and the aggregate US economy in a data-rich environment 0 0 2 7 1 1 9 57
Forecasting inflation in an inflation targeting economy: structural versus nonstructural models 0 0 0 2 2 2 5 18
Forecasting interest rate volatility of the United Kingdom: evidence from over 150 years of data 0 0 0 2 1 1 6 20
Forecasting international REITs volatility: the role of oil-price uncertainty 0 0 0 2 2 4 15 26
Forecasting international financial stress: The role of climate risks 0 0 6 10 1 3 33 45
Forecasting key US macroeconomic variables with a factor‐augmented Qual VAR 0 0 0 7 3 3 9 44
Forecasting local currency bond risk premia of emerging markets: The role of cross‐country macrofinancial linkages 0 0 0 5 2 3 11 28
Forecasting macroeconomic data for an emerging market with a nonlinear DSGE model 0 0 1 80 2 4 19 285
Forecasting macroeconomic variables in a small open economy: a comparison between small- and large-scale models 0 0 0 80 1 2 9 297
Forecasting multivariate volatilities with exogenous predictors: An application to industry diversification strategies 0 1 3 3 0 3 18 18
Forecasting national recessions of the United States with state-level climate risks: Evidence from model averaging in Markov-switching models 0 0 0 3 4 6 17 23
Forecasting oil and gold volatilities with sentiment indicators under structural breaks 0 0 1 8 5 7 21 52
Forecasting oil and stock returns with a Qual VAR using over 150years off data 0 0 1 19 2 4 16 120
Forecasting oil prices over 150 years: The role of tail risks 0 0 0 2 1 8 14 28
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 5 6 44 61
Forecasting output growth using a DSGE-based decomposition of the South African yield curve 0 0 2 23 1 4 16 86
Forecasting power of infectious diseases-related uncertainty for gold realized variance 0 0 1 1 2 2 14 27
Forecasting real housing price returns of the USA using machine learning: the role of climate risks 0 0 1 1 1 3 10 10
Forecasting realized gold volatility: Is there a role of geopolitical risks? 0 0 1 17 3 5 26 91
Forecasting realized oil-price volatility: The role of financial stress and asymmetric loss 0 1 1 26 4 8 22 117
Forecasting realized volatility of bitcoin returns: tail events and asymmetric loss 0 1 2 2 8 10 16 21
Forecasting realized volatility of international REITs: The role of realized skewness and realized kurtosis 0 0 0 1 1 2 9 22
Forecasting regional house price inflation: a comparison between dynamic factor models and vector autoregressive models 0 0 0 52 1 1 11 175
Forecasting returns of major cryptocurrencies: Evidence from regime-switching factor models 1 1 5 8 2 8 21 29
Forecasting spot and futures price volatility of agricultural commodities: The role of climate-related migration uncertainty 0 3 3 3 2 6 17 17
Forecasting state- and MSA-level housing returns of the US: The role of mortgage default risks 0 0 0 0 4 5 6 10
Forecasting stock market (realized) volatility in the United Kingdom: Is there a role of inequality? 0 0 0 0 4 5 6 8
Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks 2 3 5 16 7 22 55 97
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 3 4 14 28
Forecasting the Probability of Recessions in South Africa: the Role of Decomposed Term Spread and Economic Policy Uncertainty 0 0 0 8 4 6 12 36
Forecasting the South African economy: a hybrid‐DSGE approach 0 0 0 33 0 1 5 134
Forecasting the South African inflation rate: On asymmetric loss and forecast rationality 0 0 0 5 2 3 10 45
Forecasting the Term Structure of Interest Rates of the BRICS: Evidence from a Nonparametric Functional Data Analysis 0 0 2 6 3 7 13 25
Forecasting the U.S. real house price index 0 0 0 38 1 2 11 173
Forecasting the US real house price index: Structural and non-structural models with and without fundamentals 0 0 2 121 3 17 49 501
Forecasting the Volatility of Crude Oil: The Role of Uncertainty and Spillovers 0 0 0 1 1 1 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 2 4 13 19
Forecasting the price of gold 0 1 1 39 3 5 11 153
Forecasting the price of gold using dynamic model averaging 0 1 2 36 2 4 16 207
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 2 7 14 31
Forecasting the realized volatility of agricultural commodity prices: Does sentiment matter? 0 0 2 5 2 7 19 23
Forecasting the volatility of stock returns in the G7 countries over centuries: the role of climate risks 0 2 2 2 5 13 14 14
Forecasting the volatility of the Dow Jones Islamic Stock Market Index: Long memory vs. regime switching 0 0 0 18 2 5 15 116
Forecasting using a Nonlinear DSGE Model 0 0 0 15 1 2 6 60
Forecasting volatility and co-volatility of crude oil and gold futures: Effects of leverage, jumps, spillovers, and geopolitical risks 0 0 0 23 6 10 27 104
Forecasting with Second-Order Approximations and Markov-Switching DSGE Models 0 2 7 30 4 7 23 121
Frequency-dependent real-time effects of uncertainty in the United States: evidence from daily data 0 0 0 2 2 3 14 21
GARCHX‐NoVaS: A Bootstrap‐Based Approach of Forecasting for GARCHX Models 0 0 0 0 1 1 11 11
GENETIC DIVERSITY ANALYSIS OF RICE (Oryza sativa L.) LANDRACES THROUGH RAPD MARKERS 0 0 0 3 0 1 3 8
GEOPOLITICAL RISKS AND THE HIGH-FREQUENCY MOVEMENTS OF THE US TERM STRUCTURE OF INTEREST RATES 0 0 0 10 1 2 9 40
Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note 0 0 2 19 6 15 36 91
Geopolitical Risks, Returns, and Volatility in Emerging Stock Markets: Evidence from a Panel GARCH Model 1 4 16 29 20 48 93 159
Geopolitical Risks, Returns, and Volatility in Emerging Stock Markets: Evidence from a Panel GARCH Model 2 4 5 31 7 19 41 107
Geopolitical risk and forecastability of tail risk in the oil market: Evidence from over a century of monthly data 0 1 2 11 7 8 20 45
Geopolitical risks and historical exchange rate volatility of the BRICS 2 5 9 46 8 16 33 132
Geopolitical risks and recessions in a panel of advanced economies: evidence from over a century of data 0 1 4 12 6 9 24 67
Geopolitical risks and stock market dynamics of the BRICS 1 2 12 114 12 26 78 514
Geopolitical risks and the oil-stock nexus over 1899–2016 0 1 12 104 11 24 70 393
Giant oil discoveries and conflicts 0 0 0 0 1 3 7 12
Global crises and gold as a safe haven: Evidence from over seven and a half centuries of data 2 3 6 27 6 10 32 91
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 2 11 22
Global financial cycle and the predictability of oil market volatility: Evidence from a GARCH-MIDAS model 0 0 1 11 1 3 14 45
Global geopolitical risk and inflation spillovers across European and North American economies 1 1 4 13 10 15 31 57
Globalization, long memory, and real interest rate convergence: a historical perspective 0 0 0 2 4 6 9 21
Gold futures returns and realized moments: A forecasting experiment using a quantile-boosting approach 0 0 0 3 3 3 13 58
Gold, platinum and the predictability of bond risk premia 0 0 0 3 2 5 13 31
Gold, platinum and the predictability of bubbles in global stock markets 0 0 0 3 2 5 22 33
Gold-oil dependence dynamics and the role of geopolitical risks: Evidence from a Markov-switching time-varying copula model 0 0 2 19 4 9 22 90
Government Effectiveness and the COVID-19 Pandemic 0 0 0 41 4 6 9 137
Graph theory-based network analysis of regional uncertainties of the US Economy 0 0 0 5 3 4 9 116
Greek economic policy uncertainty: Does it matter for Europe? Evidence from a dynamic connectedness decomposition approach 0 1 2 13 0 2 11 45
Growth Dynamics, Multiple Equilibria, and Local Indeterminacy in an Endogenous Growth Model of Money, Banking and Inflation Targeting 0 0 1 8 2 3 13 60
Growth volatility and inequality in the U.S.: A wavelet analysis 0 0 0 10 0 0 8 58
Growth-Effects of Inflation Targeting: The Role of Financial Sector Development 0 0 1 96 2 2 12 460
Guest Editor’s Introduction 0 0 0 0 2 4 9 24
HIGH FREQUENCY IMPACT OF MONETARY POLICY AND MACROECONOMIC SURPRISES ON US MSAS, AGGREGATE US HOUSING RETURNS AND ASYMMETRIC VOLATILITY 0 0 0 13 0 2 9 94
HISTORICAL FORECASTING OF INTEREST RATE MEAN AND VOLATILITY OF THE UNITED STATES: IS THERE A ROLE OF UNCERTAINTY? 0 0 0 2 3 3 12 28
Half-Life Deviations from PPP in the South African Development Community (SADC) 0 0 0 78 3 5 14 369
Halloween Effect in developed stock markets: A historical perspective 0 0 0 1 2 2 3 15
Halloween Effect in developed stock markets: A historical perspective 0 0 0 15 4 4 13 80
Has oil price predicted stock returns for over a century? 0 0 2 89 2 6 16 294
Has the SARB become more effective post inflation targeting? 0 0 0 27 1 3 9 130
Has the correlation of inflation and stock prices changed in the United States over the last two centuries? 1 2 3 33 9 16 30 167
Hedge and safe-haven properties of FAANA against gold, US Treasury, bitcoin, and US Dollar/CHF during the pandemic period 0 0 0 2 3 3 9 20
Herding behavior in real estate markets: Novel evidence from a Markov-switching model 0 1 2 27 2 11 25 111
Herding behaviour in cryptocurrencies 2 11 33 172 5 32 113 585
Herding in international REITs markets around the COVID-19 pandemic 0 0 0 1 8 9 18 33
High-Frequency Contagion between Aggregate and Regional Housing Markets of the United States with Financial Assets: Evidence from Multichannel Tests 0 0 0 0 2 4 12 14
High-Frequency Predictability of Housing Market Movements of the United States: The Role of Economic Sentiment 0 0 1 4 3 4 10 29
High-Frequency Volatility Forecasting of US Housing Markets 0 0 1 10 2 2 8 56
High-frequency movements of the term structure of US interest rates: the role of oil market uncertainty 0 0 0 1 2 2 3 4
Historical evolution of monthly anomalies in international stock markets 0 0 1 11 3 5 24 84
Historical volatility of advanced equity markets: The role of local and global crises 0 0 0 3 2 4 15 32
House Prices and Balance of Trade Dynamics in South Africa: Evidence from an Agnostic Identification Procedure 0 0 0 0 2 3 6 7
House Prices and Economic Growth in South Africa: Evidence From Provincial-Level Data 0 0 1 2 1 1 10 13
House Values and Proximity to a Landfill in South Africa 0 0 1 1 3 4 10 11
House price synchronization across the US states: The role of structural oil shocks 0 0 1 7 2 5 13 35
Housing and the Great Depression 0 0 1 15 4 6 20 145
Housing and the business cycle in South Africa 0 0 0 23 2 6 14 148
Housing market spillovers in South Africa: evidence from an estimated small open economy DSGE model 0 0 1 15 5 5 15 83
Housing market variables and predictability of state-level stock market volatility of the United States: Fundamentals versus sentiments in a mixed-frequency framework 0 0 0 0 3 6 6 6
How Do Housing Returns in Emerging Countries Respond to Oil Shocks? A MIDAS Touch 0 0 0 2 1 1 8 15
How connected is the oil-bank network? Firm-level and high-frequency evidence 0 0 0 0 3 5 25 29
Hydroelectricity consumption and economic growth nexus: Evidence from a panel of ten largest hydroelectricity consumers 0 0 2 35 0 2 9 166
INTERNATIONAL ARTICLES: BUBBLES IN SOUTH AFRICAN HOUSE PRICES AND THEIR IMPACT ON CONSUMPTION 0 0 0 0 2 2 5 6
INVESTOR SENTIMENT CONNECTEDNESS: EVIDENCE FROM LINEAR AND NONLINEAR CAUSALITY APPROACHES 0 0 1 7 1 4 12 39
IS WINE A SAFE-HAVEN? EVIDENCE FROM A NONPARAMETRIC CAUSALITY-IN-QUANTILES TEST 0 0 0 17 1 5 13 93
Identifying an index of financial conditions for South Africa 0 0 0 14 0 0 4 211
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 1 3 8 10
Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach 0 0 0 42 6 8 19 182
Impact of macroeconomic news surprises and uncertainty for major economies on returns and volatility of oil futures 0 0 0 7 1 10 17 50
Impact of macroeconomic news surprises and uncertainty for major economies on returns and volatility of oil futures 1 1 2 6 3 3 9 46
Income inequality and economic growth: A re‐examination of theory and evidence 2 2 4 22 7 11 25 84
Income inequality and house prices across US states 0 0 4 7 1 4 16 31
Income inequality and oil resources: Panel evidence from the United States 0 0 1 7 5 9 23 53
Income inequality: A complex network analysis of US states 0 0 0 17 4 6 15 81
Incorporating economic policy uncertainty in US equity premium models: A nonlinear predictability analysis 0 0 0 11 2 3 6 83
Infectious Diseases, Market Uncertainty and Oil Market Volatility 0 0 0 11 5 6 11 50
Infectious Diseases-Related Uncertainty and the Predictability of Foreign Exchange and Bitcoin Futures Realized Volatility 0 0 0 5 1 6 13 28
Infectious disease-related uncertainty and the safe-haven characteristic of US treasury securities 0 0 0 11 3 5 22 68
Inflation Aversion and the Growth-Inflation Relationship 0 1 3 28 5 7 19 114
Inflation dynamics in Uganda: a quantile regression approach 0 0 1 6 2 3 11 34
Inflation forecasts and forecaster herding: Evidence from South African survey data 0 1 2 11 4 6 14 86
Inflation-targeting and inflation volatility: International evidence from the cosine-squared cepstrum 0 1 2 3 2 7 15 30
Inflation-targeting and inflation volatility: International evidence from the cosine-squared cepstrum 0 0 0 1 4 4 15 22
Inflation–growth nexus: evidence from a pooled CCE multiple-regime panel smooth transition model 0 0 2 40 1 2 15 132
Inflation–inequality puzzle: is it still apparent? 0 1 1 3 3 10 36 43
Information entropy, continuous improvement, and US energy performance: a novel stochastic-entropic analysis for ideal solutions (SEA-IS) 0 0 1 3 2 3 6 19
Information spillover across international real estate investment trusts: Evidence from an entropy-based network analysis 0 0 0 7 0 2 9 56
Insurance activity and economic performance: Fresh evidence from asymmetric panel causality tests 0 0 0 22 0 1 8 85
Insurance and economic policy uncertainty 0 0 4 36 5 7 29 174
Insurance-growth nexus in Africa 0 0 0 14 3 8 17 95
Integration and risk transmission in the market for crude oil: New evidence from a time-varying parameter frequency connectedness approach 0 0 4 22 3 11 35 76
Interest rate uncertainty and the predictability of bank revenues 0 0 0 3 3 3 12 22
International monetary policy spillovers: Evidence from a time-varying parameter vector autoregression 0 0 8 50 4 11 45 199
International stock return predictability: Is the role of U.S. time-varying? 0 0 0 10 2 5 8 72
Intertemporal portfolio allocation and hedging demand: an application to South Africa 0 0 0 3 3 5 9 67
Investment adjustment costs and growth dynamics 0 0 0 0 1 1 4 4
Investor Confidence and Forecastability of US Stock Market Realized Volatility: Evidence from Machine Learning 1 1 9 13 4 6 36 60
Investor Happiness and Predictability of the Realized Volatility of Oil Price 0 0 0 3 2 3 5 24
Investor Sentiment and (Anti) Herding in the Currency Market: Evidence from Twitter Feed Data 0 0 2 12 0 6 18 47
Investor Sentiment and Crash Risk in Safe Havens 0 0 0 5 6 8 22 65
Investor sentiment and dollar-pound exchange rate returns: Evidence from over a century of data using a cross-quantilogram approach 0 0 1 8 1 3 17 49
Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries 0 0 1 9 2 4 17 39
Investors’ Uncertainty and Forecasting Stock Market Volatility 0 1 2 4 2 4 13 28
Is Economic Policy Uncertainty Related to Suicide Rates? Evidence from the United States 0 0 0 7 0 2 9 81
Is gold an inflation-hedge? Evidence from an interrupted Markov-switching cointegration model 0 0 4 33 1 1 21 149
Is inflation persistence different in reality? 0 0 1 26 2 3 15 99
Is real per capita state personal income stationary? New nonlinear, asymmetric panel‐data evidence 0 0 0 8 3 3 14 43
Is the Housing Market in the United States Really Weakly-Efficient? 0 0 0 7 1 3 10 38
Is the Permanent Income Hypothesis Really Well-Suited for Forecasting&quest 0 0 0 11 3 3 8 86
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 2 6 7 260
Is the response of the bank of England to exchange rate movements frequency-dependent? 0 0 0 8 1 1 9 83
Is there a national housing market bubble brewing in the United States? 0 0 2 4 3 4 13 18
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 1 15 2 2 15 79
Is there an Environmental Kuznets Curve for South Africa? A co-summability approach using a century of data 0 0 1 19 3 4 17 134
Is wine a good choice for investment? 0 0 1 13 2 2 13 89
Jumps beyond the realms of cricket: India's performance in One Day Internationals and stock market movements 0 0 0 1 2 3 5 18
Jumps in Geopolitical Risk and the Cryptocurrency Market: The Singularity of Bitcoin 0 1 6 18 6 23 60 92
Kuznets Curve for the US: A Reconsideration Using Cosummability 0 0 2 14 2 3 12 79
LPPLS bubble indicators over two centuries of the S&P 500 index 0 0 2 23 5 10 18 115
Linkages between financial sector CDS spreads and macroeconomic influence in a nonlinear setting 0 0 0 31 4 4 12 116
Linking U.S. State-level housing market returns, and the consumption-(Dis)Aggregate wealth ratio 0 0 0 5 5 5 22 47
Linking global economic dynamics to a South African-specific credit risk correlation model 0 0 1 26 2 4 8 154
Loan Portfolio Conditional Loss Estimation Using an Error-Correcting Macroeconometric Model 0 0 0 14 1 1 6 121
Local currency bond risk premia of emerging markets: The role of local and global factors 0 0 1 19 4 7 17 64
Long memory, economic policy uncertainty and forecasting US inflation: a Bayesian VARFIMA approach 0 0 1 14 2 5 12 68
Long- and Short-Run Relationships between House and Stock Prices in South Africa: A Nonparametric Approach 0 0 0 0 1 1 7 7
Long-Run Movement and Predictability of Bond Spread for BRICS and PIIGS: The Role of Economic, Financial and Political Risks 0 0 0 6 2 2 4 39
Long-memory modeling and forecasting: evidence from the U.S. historical series of inflation 0 0 0 5 6 7 14 34
Long-span multi-layer spillovers between moments of advanced equity markets: The role of climate risks 0 0 1 2 2 4 26 33
MACROECONOMIC UNCERTAINTY AND THE COMOVEMENT IN BUYING VERSUS RENTING IN THE USA 0 0 0 16 3 4 7 117
MEASURING THE WELFARE COST OF INFLATION IN SOUTH AFRICA 0 0 0 61 3 5 11 250
Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty 0 0 1 13 5 8 26 88
Macro Shocks and Real US Stock Prices with Special Focus on the “Great Recession” 0 0 0 41 4 6 13 208
Macroeconomic Shocks and Changing Dynamics of the U.S. REITs Sector 0 0 0 7 3 5 12 55
Macroeconomic Variables and South African Stock Return Predictability 1 1 1 59 5 8 14 259
Macroeconomic surprises and stock returns in South Africa 0 0 0 18 2 2 11 109
Macroeconomic uncertainty, growth and inflation in the Eurozone: a causal approach 0 0 0 10 1 3 6 41
Market efficiency of Baltic stock markets: A fractional integration approach 0 0 0 16 0 1 10 79
Measuring co-dependencies of economic policy uncertainty in Latin American countries using vine copulas 0 0 0 9 3 9 14 69
Measuring the Productive Efficiency of the Connecticut Long Island Lobster Sound Fishery Using a Novel Finite Mixture Model 0 0 0 2 1 1 3 15
Merger and acquisitions in South African banking: A network DEA model 0 0 1 27 4 8 25 237
Metropolitan House Prices In Regions of India: Do They Converge? 0 0 0 54 2 4 9 200
Military expenditure, economic growth and structural instability: a case study of South Africa 0 0 0 27 0 2 12 139
Mixed‐frequency forecasting of crude oil volatility based on the information content of global economic conditions 0 0 1 9 1 6 19 50
Modeling US historical time-series prices and inflation using alternative long-memory approaches 0 0 0 2 1 5 14 51
Modeling and forecasting the volatility of carbon dioxide emission allowance prices: A review and comparison of modern volatility models 0 0 1 43 2 4 15 196
Modeling persistence of carbon emission allowance prices 0 0 0 9 3 3 11 68
Modeling the presidential approval ratings of the United States using machine-learning: Does climate policy uncertainty matter? 0 0 2 2 1 3 20 20
Modelling South African grain farmers’ preferences to adopt derivative contracts using discrete choice models 0 0 0 15 1 5 21 187
Modelling long memory volatility in the Bitcoin market: Evidence of persistence and structural breaks 0 0 0 28 4 9 17 118
Modelling the volatility of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model 0 0 0 24 2 3 9 173
Moments-based spillovers across gold and oil markets 1 1 1 8 2 2 13 59
Monetary Policy Reaction Functions of the TICKs: A Quantile Regression Approach 0 0 0 5 1 2 17 51
Monetary policy and bubbles in G7 economies using a panel VAR approach: Implications for sustainable development 0 1 2 5 4 5 16 33
Monetary policy and bubbles in US REITs 0 0 0 11 1 3 7 40
Monetary policy and financial frictions in a small open-economy model for Uganda 0 0 1 3 4 5 16 49
Monetary policy and speculative spillovers in financial markets 1 1 1 9 5 7 14 49
Monetary policy reaction to uncertainty in Japan: Evidence from a quantile‐on‐quantile interest rate rule 0 0 1 6 1 4 13 28
Monetary policy shocks and multi-scale positive and negative bubbles in an emerging country: the case of India 0 0 1 1 1 2 13 16
Monetary policy uncertainty and jumps in advanced equity markets 0 0 0 0 3 3 6 6
Monetary policy uncertainty spillovers in time and frequency domains 1 1 1 13 3 8 17 103
Monetary policy, financial frictions and structural changes in Uganda: a Markov-switching DSGE approach 0 0 0 0 3 5 9 9
Mortgage Default Risks and High-Frequency Predictability of the U.S. Housing Market: A Reconsideration 0 0 1 1 4 7 14 15
Movements in international bond markets: The role of oil prices 0 0 0 16 2 4 18 126
Movements in real estate uncertainty in the United States: the role of oil shocks 0 1 1 12 3 5 10 42
Multi-Horizon Financial and Housing Wealth Effects across the U.S. States 0 0 0 1 2 2 10 25
Multi-Task Forecasting of the Realized Volatilities of Agricultural Commodity Prices 0 0 0 0 1 1 9 11
Near-Rational Expectations: How Far are Surveys from Rationality? 0 0 0 18 3 4 12 84
Network Analysis of Economic and Financial Uncertainties in Advanced Economies: Evidence from Graph-Theory 0 0 2 24 2 3 19 94
Network causality structures among Bitcoin and other financial assets: A directed acyclic graph approach 0 0 1 35 6 9 28 196
News implied volatility and the stock-bond nexus: Evidence from historical data for the USA and the UK markets 0 0 0 11 2 4 15 84
Nonlinear contagion between stock and real estate markets: International evidence from a local Gaussian correlation approach 1 1 1 3 7 8 14 31
OPEC News Announcement Effect on Volatility in the Crude Oil Market: A Reconsideration 0 0 1 26 1 2 16 121
OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning 0 0 0 1 3 4 11 25
OPEC news and jumps in the oil market 0 0 0 10 2 6 15 39
OPEC news and predictability of oil futures returns and volatility: Evidence from a nonparametric causality-in-quantiles approach 0 0 0 5 1 2 9 54
Oil Price Uncertainty Shocks and Global Equity Markets: Evidence from a GVAR Model 0 0 0 14 3 3 17 46
Oil Price and Exchange Rate Behaviour of the BRICS 0 0 0 12 3 3 6 34
Oil consumption and growth: Is there a threshold effect of greenhouse gases emissions 0 0 1 1 4 5 16 16
Oil price forecastability and economic uncertainty 0 0 1 74 1 3 11 220
Oil price shocks and China's economy: Reactions of the monetary policy to oil price shocks 0 1 2 58 6 15 35 277
Oil price shocks and the connectedness of US state-level financial markets 0 0 2 2 15 20 33 35
Oil price shocks and yield curve dynamics in emerging markets 1 3 8 10 6 14 43 55
Oil price uncertainty and manufacturing production 0 0 1 43 2 2 8 183
Oil price uncertainty and movements in the US government bond risk premia 0 1 1 8 2 3 11 121
Oil price volatility and economic growth: Evidence from advanced economies using more than a century’s data 0 0 6 113 2 6 30 421
Oil price-inflation pass-through in the United States over 1871 to 2018: A wavelet coherency analysis 0 0 2 23 9 21 55 140
Oil prices and financial stress: A volatility spillover analysis 1 3 3 73 8 13 26 285
Oil returns and volatility: The role of mergers and acquisitions 0 0 0 11 3 7 12 89
Oil shocks and directional predictability of macroeconomic uncertainties of developed economies: Evidence from high‐frequency data† 0 0 0 1 2 5 9 15
Oil shocks and state-level stock market volatility of the United States: a GARCH-MIDAS approach 0 0 1 1 0 4 21 24
Oil shocks and stock market volatility of the BRICS: A GARCH-MIDAS approach 0 0 3 38 5 8 22 136
Oil shocks and volatility jumps 0 0 0 2 4 5 16 41
Oil speculation and herding behavior in emerging stock markets 0 0 0 15 1 1 6 102
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 7 18
Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data 0 0 1 5 6 6 14 27
Oil-price uncertainty and the U.K. unemployment rate: A forecasting experiment with random forests using 150 years of data 0 0 0 7 4 5 18 38
On REIT returns and (un-)expected inflation: Empirical evidence based on Bayesian additive regression trees 0 0 0 12 0 0 7 56
On economic uncertainty, stock market predictability and nonlinear spillover effects 1 1 1 23 1 2 17 122
On exchange-rate movements and gold-price fluctuations: evidence for gold-producing countries from a nonparametric causality-in-quantiles test 0 0 2 11 3 4 17 80
On international uncertainty links: BART-based empirical evidence for Canada 0 0 0 10 2 3 15 85
On the directional accuracy of inflation forecasts: evidence from South African survey data 0 0 0 2 1 3 12 30
On the predictability of stock market bubbles: evidence from LPPLS confidence multi-scale indicators 0 1 3 20 1 3 23 108
On the pricing effects of bitcoin mining in the fossil fuel market: The case of coal 0 0 1 3 3 7 16 25
On the propagation mechanism of international real interest rate spillovers: evidence from more than 200 years of data 0 0 0 0 2 5 15 15
On the transmission mechanism of Asia‐Pacific yield curve characteristics 0 0 0 4 5 10 23 41
On the transmission mechanism of country-specific and international economic uncertainty spillovers: Evidence from a TVP-VAR connectedness decomposition approach 1 1 10 113 4 15 70 433
Openness and growth: Is the relationship non‐linear? 0 1 1 6 2 6 16 31
Optimal public policy with endogenous mortality 0 0 0 18 0 1 12 90
Out-of-Sample Equity Premium Predictability in South Africa: Evidence from a Large Number of Predictors 0 0 0 1 3 3 7 22
Out-of-sample predictability of gold market volatility: The role of US Nonfarm Payroll 0 0 0 4 4 11 17 39
PREDICTING STOCK RETURNS AND VOLATILITY WITH INVESTOR SENTIMENT INDICES: A RECONSIDERATION USING A NONPARAMETRIC CAUSALITY†IN†QUANTILES TEST 0 0 1 4 0 0 9 38
PRESIDENTIAL CYCLES IN THE USA AND THE DOLLAR-POUND EXCHANGE RATE: EVIDENCE FROM OVER TWO CENTURIES 0 0 0 11 2 5 10 65
Panel Granger causality between oil consumption and GDP: evidence from BRICS countries 0 0 1 18 3 5 8 73
Partisan Conflict and Income Inequality in the United States: A Nonparametric Causality-in-Quantiles Approach 0 0 0 40 4 7 14 173
Periodically collapsing bubbles in the South African stock market 0 0 0 18 2 2 13 114
Persistence and cycles in historical oil price data 0 0 0 25 1 5 18 114
Persistence and cyclical dynamics of US and UK house prices: Evidence from over 150 years of data 0 0 0 12 2 5 11 45
Persistence in trends and cycles of gold and silver prices: Evidence from historical data 1 1 3 15 7 12 54 130
Persistence of economic uncertainty: a comprehensive analysis 0 0 1 15 3 3 16 49
Persistence of precious metal prices: A fractional integration approach with structural breaks 0 0 0 16 2 3 12 123
Persistence of state-level uncertainty of the United States: The role of climate risks 0 0 0 1 3 4 22 29
Persistence, Mean Reversion and Nonlinearities in Inflation Rates of Developed and Developing Countries Using Over One Century of Data 0 0 1 6 1 5 13 30
Persistence, Mean-Reversion and Non-linearities in $$\hbox {CO2}$$ CO2 Emissions: Evidence from the BRICS and G7 Countries 0 0 0 13 3 5 16 74
Persistence, Mean-Reversion and Non-linearities in Infant Mortality Rates 0 0 0 0 0 0 8 20
Persistence, mean reversion and non-linearities in the US housing prices over 1830--2013 0 0 0 7 3 5 10 36
Point and density forecasting of macroeconomic and financial uncertainties of the USA 0 0 0 2 1 1 6 14
Point and density forecasts of oil returns: The role of geopolitical risks 0 0 0 12 3 3 23 85
Policy uncertainty and stock market volatility revisited: The predictive role of signal quality 0 1 5 16 3 6 30 59
Political Geography and Stock Market Volatility: The Role of Political Alignment Across Sentiment Regimes 0 0 0 0 0 1 1 1
Predictability of economic slowdowns in advanced countries over eight centuries: The role of climate risks 0 0 0 4 0 1 11 21
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 1 4 15
Predictability of the Realised Volatility of International Stock Markets Amid Uncertainty Related to Infectious Diseases 0 0 0 1 1 1 6 11
Predicting BRICS stock returns using ARFIMA models 0 0 0 56 2 5 12 183
Predicting Bitcoin returns: Comparing the roles of newspaper- and internet search-based measures of uncertainty 0 0 1 10 1 4 16 66
Predicting Downturns in the US Housing Market: A Bayesian Approach 0 0 0 47 6 10 37 198
Predicting Housing Market Sentiment: The Role of Financial, Macroeconomic and Real Estate Uncertainties 1 1 2 7 3 5 12 26
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 1 2 15 17
Predicting Stock Market Movements in the United States: The Role of Presidential Approval Ratings 0 0 3 9 2 4 16 32
Predicting firm-level volatility in the United States: the role of monetary policy uncertainty 0 0 0 4 2 8 13 37
Predicting global temperature anomaly: A definitive investigation using an ensemble of twelve competing forecasting models 0 0 1 7 0 1 9 55
Predicting international equity returns: Evidence from time-varying parameter vector autoregressive models 0 0 2 8 1 4 13 31
Predicting stock market movements with a time-varying consumption-aggregate wealth ratio 0 0 0 6 5 6 13 62
Predicting stock returns and volatility using consumption-aggregate wealth ratios: A nonlinear approach 0 0 1 9 1 2 9 52
Predicting the conditional distribution of US stock market systemic Stress: The role of climate risks 0 1 1 1 5 8 20 20
Presidential Approval Ratings and Stock Market Performance in Latin America 0 0 1 1 1 4 22 22
Presidential cycles and time-varying bond–stock market correlations: Evidence from more than two centuries of data 0 0 1 5 4 7 18 60
Price Convergence Patterns across U.S. States 0 1 1 1 1 3 6 11
Price and volatility linkages between international REITs and oil markets 0 0 2 12 3 12 64 129
Price effects after one-day abnormal returns and crises in the stock markets 0 0 3 4 3 7 19 23
Price effects after one-day abnormal returns in developed and emerging markets: ESG versus traditional indices 0 2 5 18 5 11 27 78
Price gap anomaly in the US stock market: The whole story 0 0 0 12 4 12 34 89
Price jumps in developed stock markets: the role of monetary policy committee meetings 0 0 0 8 5 5 12 50
Private and Public Health Expenditures in an Endogenous Growth Model with Inflation Targeting 0 0 1 42 0 2 10 242
Productivity and GDP: international evidence of persistence and trends over 130 years of data 0 0 3 6 4 4 19 33
Rare disaster risks and gold over 700 years: Evidence from nonparametric quantile regressions 0 0 0 1 2 5 13 17
Rare disasters and multilayer spillovers between volatility and skewness in international stock markets over a century of data: The role of geopolitical risk 0 0 2 2 1 4 20 20
Real estate returns predictability revisited: novel evidence from the US REITs market 0 0 2 32 6 11 33 173
Real interest rate persistence in South Africa: evidence and implications 0 0 0 13 3 3 7 86
Real-time forecast of DSGE models with time-varying volatility in GARCH form 0 0 2 6 6 13 22 32
Realized Stock Market Volatility of the United States: The Role of Employee Sentiment 0 0 2 5 1 2 13 20
Realized Stock-Market Volatility of the United States and the Presidential Approval Rating 0 0 0 0 1 1 6 10
Realized volatility spillovers between energy and metal markets: a time-varying connectedness approach 0 1 2 2 4 10 28 37
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 8 73
Regime switching model of US crude oil and stock market prices: 1859 to 2013 0 1 5 117 16 24 44 407
Renewable energy and growth: Evidence from heterogeneous panel of G7 countries using Granger causality 1 1 2 33 3 3 16 168
Reprint of: Chaos in G7 stock markets using over one century of data: A note 0 0 1 4 0 1 7 24
Research output and economic growth in G7 countries: new evidence from asymmetric panel causality testing 0 0 0 44 1 6 17 154
Retraction notice to “Oil price shocks and yield curve dynamics in emerging markets” [International Review of Economics and Finance 80 (2022) 613–623] 1 1 1 1 3 6 6 6
Return connectedness across asset classes around the COVID-19 outbreak 1 2 9 50 9 17 65 245
Return‐Volatility Nexus in the Digital Asset Class: A Dynamic Multilayer Connectedness Analysis 0 0 0 0 0 0 0 0
Revisiting international house price convergence using house price level data 0 0 0 0 2 6 23 27
Revisiting the causality between electricity consumption and economic growth in South Africa: a bootstrap rolling-window approach 0 0 0 32 2 5 13 131
Revisiting the twin deficits hypothesis: a quantile cointegration analysis over the period 1791-2013 0 0 0 4 2 3 13 26
Rise and fall of calendar anomalies over a century 1 1 1 14 5 10 20 102
Risk aversion and Bitcoin returns in extreme quantiles 0 0 0 34 4 9 19 124
Risk aversion and the predictability of crude oil market volatility: A forecasting experiment with random forests 0 0 0 4 1 2 9 17
Risk spillover between Bitcoin and conventional financial markets: An expectile-based approach 0 0 0 9 4 6 19 77
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 4 7 13 67
SPATIAL BAYESIAN METHODS OF FORECASTING HOUSE PRICES IN SIX METROPOLITAN AREAS OF SOUTH AFRICA 0 0 0 38 2 8 11 146
Safe Havens, Machine Learning, and the Sources of Geopolitical Risk: A Forecasting Analysis Using Over a Century of Data 0 0 1 2 2 5 15 22
Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries 0 0 1 3 6 6 11 22
Shortages and machine-learning forecasting of oil returns volatility: 1900–2024 0 0 2 2 3 3 11 11
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 33
Socio-political instability and growth dynamics 0 0 1 5 0 7 10 27
South African stock return predictability in the context data mining: The role of financial variables and international stock returns 0 0 0 15 2 2 8 141
South Africa’s economic response to monetary policy uncertainty 0 0 0 16 4 6 11 67
South Africa’s inflation persistence: a quantile regression framework 0 1 2 9 1 5 12 57
South Africa’s monetary policy independence: evidence from a Global New-Keynesian DSGE model 0 0 0 4 0 0 3 26
Spillover of mortgage default risks in the United States: Evidence from metropolitan statistical areas and states 0 0 0 3 2 2 9 24
Spillover of sentiment in the European Union: Evidence from time- and frequency-domains 0 1 1 4 2 3 7 30
Spillovers across macroeconomic, financial and real estate uncertainties: A time-varying approach 0 0 1 18 3 8 19 140
Spillovers between Bitcoin and other assets during bear and bull markets 0 0 12 45 10 22 57 217
Spillovers between US real estate and financial assets in time and frequency domains 0 0 2 11 1 2 9 53
Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin 0 1 2 11 2 4 15 57
Stock market bubbles and the realized volatility of oil price returns 0 0 0 2 2 8 20 28
Stock market efficiency analysis using long spans of Data: A multifractal detrended fluctuation approach 0 0 3 14 1 7 22 96
Stock market volatility and multi-scale positive and negative bubbles 0 0 2 2 4 8 20 20
Stock markets and exchange rate behavior of the BRICS 0 0 2 14 0 1 16 43
Stock price dynamics and the business cycle in an estimated DSGE model for South Africa 0 0 1 30 2 2 14 109
Structural and predictive analyses with a mixed copula‐based vector autoregression model 0 0 0 2 10 12 20 34
Structural breaks and GARCH models of stock return volatility: The case of South Africa 1 1 3 60 1 6 18 224
Structure dependence between oil and agricultural commodities returns: The role of geopolitical risks 0 0 0 21 3 7 14 88
Supply bottlenecks and machine learning forecasting of international stock market volatility 0 0 0 0 1 6 12 12
Supply chain constraints and the predictability of the conditional distribution of international stock market returns and volatility 0 0 2 2 4 5 24 28
TESTING FOR FRACTIONAL INTEGRATION IN SOUTHERN AFRICAN DEVELOPMENT COMMUNITY REAL EXCHANGE RATES 0 0 0 13 3 3 7 70
TESTING FOR PPP USING SADC REAL EXCHANGE RATES 0 0 1 29 1 5 11 113
THE EFFECT OF DEFENSE SPENDING ON US OUTPUT: A FACTOR AUGMENTED VECTOR AUTOREGRESSION (FAVAR) APPROACH 0 0 0 50 1 2 7 173
THE EFFECTS OF MONETARY POLICY ON REAL FARM PRICES IN SOUTH AFRICA 0 0 0 54 1 1 6 259
THE RELATIONSHIP BETWEEN ECONOMIC POLICY UNCERTAINTY AND CORPORATE TAX RATES 0 0 0 13 3 3 10 46
THE RELATIONSHIP BETWEEN STOCK MARKET VOLATILITY AND TRADING VOLUME: EVIDENCE FROM SOUTH AFRICA 0 0 1 80 9 22 60 723
Tail risks and forecastability of stock returns of advanced economies: evidence from centuries of data* 0 0 0 3 3 6 16 28
Tax evasion and financial repression 0 0 0 79 1 3 22 244
Tax evasion and financial repression: a reconsideration using endogenous growth models 0 0 0 46 0 1 9 153
Tax evasion, financial development and inflation: Theory and empirical evidence 0 0 2 94 0 5 42 419
Technical efficiency of Connecticut Long Island Sound lobster fishery: a nonparametric approach to aggregate frontier analysis 0 0 0 4 1 3 12 63
Technological shocks and stock market volatility over a century 0 1 1 2 5 7 24 30
Temporal causality between house prices and output in the US: A bootstrap rolling-window approach 0 0 0 19 6 13 23 154
Terror attacks and stock-market fluctuations: evidence based on a nonparametric causality-in-quantiles test for the G7 countries 0 0 3 11 1 4 15 63
Testing for Persistence in South African House Prices 0 0 1 1 3 6 9 9
Testing for asymmetric nonlinear short- and long-run relationships between bitcoin, aggregate commodity and gold prices 0 0 2 59 2 5 26 247
Testing for bubbles in the BRICS stock markets 0 0 0 19 2 6 13 91
Testing for persistence in housing price-to-income and price-to-rent ratios in 16 OECD countries 0 0 3 73 2 10 32 260
Testing the Efficiency of the Art Market Using Quantile†Based Unit Root Tests with Sharp and Smooth Breaks 0 0 0 4 4 6 11 28
Testing the Monetary Model for Exchange Rate Determination in South Africa: Evidence from 101 Years of Data 0 0 0 28 1 3 8 153
Testing the Out-of-Sample Forecasting Ability of a Financial Conditions Index for South Africa 0 0 0 4 1 3 11 40
Testing the asymmetric effects of financial conditions in South Africa: A nonlinear vector autoregression approach 0 0 1 26 2 5 16 124
Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach 0 0 0 7 3 9 18 40
Testing the white noise hypothesis in high-frequency housing returns of the United States 0 0 0 3 4 6 18 46
The (Asymmetric) effect of El Niño and La Niña on gold and silver prices in a GVAR model 0 1 1 6 4 6 11 29
The Benefits of Diversification Between Bitcoin, Bonds, Equities and the US Dollar: A Matter of Portfolio Construction 0 0 0 2 1 5 11 21
The Blessing of Dimensionality in Forecasting Real House Price Growth in the Nine Census Divisions of the U.S 0 0 0 0 2 5 10 11
The Causal Relationship Between Economic Policy Uncertainty and Stock Returns in China and India: Evidence from a Bootstrap Rolling Window Approach 0 2 2 97 0 19 29 329
The ENSO cycle and forecastability of global inflation and output growth: Evidence from standard and mixed‐frequency multivariate singular spectrum analyses 0 0 3 6 5 6 20 34
The Effect of Air Quality and Weather on the Chinese Stock: Evidence from Shenzhen Stock Exchange 0 0 0 4 2 3 9 37
The Effect of Economic Uncertainty on the Housing Market Cycle 0 0 1 7 2 3 16 26
The Effect of US Uncertainty Shock on International Equity Markets: The Role of the Global Financial Cycle 0 0 1 1 1 2 10 10
The Effectiveness Of Monetary Policy In South Africa Under Inflation Targeting: Evidence from a Time-Varying Factor-Augmented Vector Autoregressive Model 0 0 2 84 5 9 26 413
The Effects of Conventional and Unconventional Monetary Policy Shocks on US REITs Moments: Evidence from VARs with Functional Shocks 0 0 0 0 2 4 15 15
The Effects of Disaggregate Oil Shocks on the Aggregate Expected Skewness of the United States 0 0 0 0 0 0 5 6
The Effects of Uncertainty on Economic Conditions Across US States: The Role of Climate Risks 0 0 0 0 2 4 4 4
The Feldstein--Horioka puzzle in South Africa: A fractional cointegration approach 0 0 0 1 4 6 21 62
The Growth-Inflation Nexus for the U.S. from 1801 to 2013: A Semiparametric Approach 0 0 0 1 2 2 5 13
The Impact of Exchange Rate Uncertainty on Exports in South Africa 0 0 1 9 2 3 12 66
The Impact of House Prices on Consumption in South Africa: Evidence from Provincial-Level Panel VARs 0 0 0 11 2 4 18 93
The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures 0 0 0 4 1 4 14 49
The Impact of Oil Price on South African GDP Growth: A Bayesian Markov Switching-VAR Analysis 0 0 0 17 3 5 23 114
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 3 5 21 4 14 24 63
The Impact of Unconventional Monetary Policy Shocks in the U.S. on Emerging Market REITs 0 0 1 2 1 3 6 8
The Informational Content of the Term Spread in Forecasting the US Inflation Rate: A Nonlinear Approach 0 0 0 8 4 6 14 51
The Long-Run Relationship Between Consumption, House Prices, and Stock Prices in South Africa: Evidence from Provincial-level Data 0 0 0 0 3 6 13 14
The Macroeconomic Effects of Uncertainty Shocks in India - Gli effetti macroeconomici degli shock di incertezza in India 0 0 0 7 0 0 5 131
The Nonparametric Relationship between Oil and South African Agricultural Prices - La relazione nonparametrica tra il prezzo del petrolio e i prezzi dei prodotti agricoli in Sud Africa 0 0 0 21 0 1 13 193
The Role of Asset Prices in Forecasting Inflation and Output in South Africa 0 0 0 7 1 2 5 80
The Role of Current Account Balance in Forecasting the US Equity Premium: Evidence From a Quantile Predictive Regression Approach 0 0 0 8 1 2 9 51
The Role of Economic Policy Uncertainty in Predicting Output Growth in Emerging Markets: A Mixed-Frequency Granger Causality Approach 0 0 0 5 1 4 9 32
The State-Level Nonlinear Effects of Government Spending Shocks in the US: The Role of Partisan Conflict 0 0 1 2 3 3 15 25
The Taylor curve: international evidence 1 1 2 3 6 6 12 22
The Time-Series Properties of House Prices: A Case Study of the Southern California Market 0 0 0 48 2 8 17 255
The Time-series Linkages between US Fiscal Policy and Asset Prices 0 0 0 12 1 3 11 74
The US Term Structure and Return Volatility in Global REIT Markets 0 0 0 18 2 3 12 79
The US real GNP is trend-stationary after all 0 0 1 19 5 8 15 65
The behaviour of real interest rates: New evidence from a 'suprasecular' perspective 0 0 0 4 3 6 9 24
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 4 5 12 163
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 2 2 11 55
The causal relationship between natural gas consumption and economic growth: evidence from the G7 countries 0 0 1 15 1 3 13 82
The co-movement and causality between the U.S. housing and stock markets in the time and frequency domains 0 0 1 45 4 5 17 165
The depreciation of the pound post-Brexit: Could it have been predicted? 0 1 1 24 3 7 21 129
The dynamic impact of uncertainty in causing and forecasting the distribution of oil returns and risk 0 0 2 5 3 4 17 60
The dynamic response of the rand real exchange rate to fundamental shocks 0 0 0 0 2 3 5 9
The dynamics of U.S. REITs returns to uncertainty shocks: A proxy SVAR approach 0 0 1 10 2 3 13 37
The effect of global and regional stock market shocks on safe haven assets 1 1 1 8 3 5 10 34
The effect of global crises on stock market correlations: Evidence from scalar regressions via functional data analysis 0 0 0 12 3 8 24 87
The effect of gold market speculation on REIT returns in South Africa: a behavioral perspective 0 0 0 4 3 6 21 76
The effect of investor sentiment on gold market return dynamics: Evidence from a nonparametric causality-in-quantiles approach 0 1 6 45 2 8 28 175
The effect of monetary policy on house price inflation 0 0 0 82 0 0 8 231
The effect of monetary policy on real house price growth in South Africa: A factor-augmented vector autoregression (FAVAR) approach 0 0 0 145 5 8 23 457
The effect of oil uncertainty shock on real GDP of 33 countries: a global VAR approach 0 1 2 9 1 7 15 30
The effectiveness of monetary and fiscal policy shocks on U.S. inequality: the role of uncertainty 0 0 3 75 3 6 43 287
The effects of climate risks on economic activity in a panel of US states: The role of uncertainty 0 0 1 11 3 8 23 58
The effects of public expenditures on labour productivity in Europe 0 0 2 9 0 2 18 49
The efficiency of the art market: Evidence from variance ratio tests, linear and nonlinear fractional integration approaches 0 1 1 16 1 4 16 115
The financial US uncertainty spillover multiplier: Evidence from a GVAR model 0 0 1 4 0 5 15 25
The growth-inflation nexus for the U.S. from 1801 to 2013: A semiparametric approach 0 0 1 21 1 2 10 82
The impact of US policy uncertainty on the monetary effectiveness in the Euro area 0 1 2 41 2 11 26 206
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 5 7 15 131
The impact of US uncertainty shocks on a panel of advanced and emerging market economies 0 0 1 14 8 10 19 69
The impact of disaggregated oil shocks on state-level consumption of the United States 0 0 0 3 4 4 9 17
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 3 5 12 17
The impact of macroeconomic factors on income inequality: Evidence from the BRICS 0 0 2 29 1 1 8 100
The impact of uncertainty shocks in South Africa: The role of financial regimes 0 1 1 2 0 3 10 12
The impacts of oil price volatility on financial stress: Is the COVID-19 period different? 0 0 0 3 3 6 18 34
The impacts of structural oil shocks on macroeconomic uncertainty: Evidence from a large panel of 45 countries 0 0 0 26 1 4 14 75
The international REIT’s time-varying response to the U.S. monetary policy and macroeconomic surprises 0 0 2 11 1 4 13 80
The long-run impact of inflation in South Africa 0 0 0 30 7 11 21 133
The long-run relationship between inflation and real stock prices: empirical evidence from South Africa 0 0 0 25 1 3 11 85
The nexus between military expenditures and economic growth in the BRICS and the US: an empirical note 1 3 3 12 2 6 17 56
The nexus of electricity consumption, economic growth and CO2 emissions in the BRICS countries 1 1 2 119 8 9 17 400
The non-linear response of US state-level tradable and non-tradable inflation to oil shocks: The role of oil-dependence 0 0 0 3 0 1 11 20
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 3 3 11 143
The out-of-sample forecasting performance of nonlinear models of regional housing prices in the US 0 0 1 5 6 8 18 42
The predictability of stock market volatility in emerging economies: Relative roles of local, regional, and global business cycles 0 0 2 11 2 4 13 40
The predictive power of Bitcoin prices for the realized volatility of US stock sector returns 1 1 1 4 5 9 20 28
The predictive power of oil price shocks on realized volatility of oil: A note 0 0 1 13 2 4 15 46
The predictive power of the term spread on inequality in the United Kingdom: An empirical analysis 0 0 0 2 2 4 10 20
The predictive value of inequality measures for stock returns: An analysis of long-span UK data using quantile random forests 0 1 1 9 2 3 11 45
The relationship between commodity markets and commodity mutual funds: A wavelet-based analysis 0 0 0 12 3 3 9 53
The relationship between healthcare expenditure and disposable personal income in the US states: a fractional integration and cointegration analysis 0 0 1 11 0 2 10 66
The relationship between monetary policy and uncertainty in advanced economies: Evidence from time- and frequency-domains 0 0 2 6 1 6 19 46
The relationship between oil and agricultural commodity prices in South Africa: A quantile causality approach 0 0 0 6 4 4 12 40
The relationship between oil and agricultural commodity prices in south africa: a quantile causality approach 0 0 2 16 3 4 12 87
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 3 4 22 240
The relationship between the inflation rate and inequality across U.S. states: a semiparametric approach 0 0 2 27 2 3 15 145
The role of an aligned investor sentiment index in predicting bond risk premia of the U.S 0 0 0 12 4 8 19 75
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 2 12 108
The role of economic policy uncertainties in predicting stock returns and their volatility for Hong Kong, Malaysia and South Korea 0 0 3 34 4 6 27 188
The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach 0 0 1 23 2 6 16 121
The role of economic uncertainty in forecasting exchange rate returns and realized volatility: Evidence from quantile predictive regressions 0 0 0 16 0 0 8 65
The role of global economic conditions in forecasting gold market volatility: Evidence from a GARCH-MIDAS approach 0 0 3 21 3 5 18 95
The role of housing sentiment in forecasting U.S. home sales growth: evidence from a Bayesian compressed vector autoregressive model 0 1 1 2 2 3 6 14
The role of investor sentiment in forecasting housing returns in China: A machine learning approach 0 0 0 1 0 0 19 24
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 3 4 21 65
The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method 0 0 4 51 7 10 30 188
The role of oil and risk shocks in the high‐frequency movements of the term structure of interest rates: Evidence from the U.S. Treasury market 0 0 0 2 6 8 13 19
The role of oil prices in the forecasts of South African interest rates: A Bayesian approach 0 0 0 36 3 3 13 172
The role of partisan conflict in forecasting the U.S. equity premium: A nonparametric approach 0 0 0 4 2 3 10 31
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 1 2 10 37
The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom: Evidence from a nonparametric causality-in-quantiles test using over 250 years of data 0 0 0 4 1 2 7 43
The role of time‐varying rare disaster risks in predicting bond returns and volatility 0 0 0 5 0 2 9 29
The stock-bond nexus and investors’ behavior in mature and emerging markets 0 0 0 1 2 2 8 14
The synergistic effect of insurance and banking sector activities on economic growth in Africa 0 0 0 18 3 8 27 161
The time-varying correlation between output and prices in the United States over the period 1800–2014 0 0 1 8 2 4 13 78
The time-varying impact of uncertainty shocks on the co-movement of regional housing prices of the United Kingdom 0 0 0 0 7 11 25 35
Threshold effects of inequality on economic growth in the US states: the role of human capital to physical capital ratio 0 0 0 3 3 6 34 51
Time Aggregation and the Contradictions with Causal Relationships: Can Economic Theory Come to the Rescue? 0 1 1 2 4 5 10 12
Time Aggregation, Long-Run Money Demand and the Welfare Cost of Inflation 0 0 0 0 4 5 10 13
Time series analysis of persistence in crude oil price volatility across bull and bear regimes 0 0 0 10 6 6 10 68
Time series effects of dissolved oxygen and nitrogen on Long Island Sound lobster harvest 0 0 0 4 2 5 12 36
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 1 2 8 120
Time-Varying Effects of Housing and Stock Returns on U.S. Consumption 0 0 0 26 1 3 10 115
Time-Varying Impact of Geopolitical Risks on Oil Prices 0 0 5 34 3 13 37 124
Time-Varying Parameter Four-Equation DSGE Model 0 2 8 8 2 13 33 33
Time-Varying Predictability of Labor Productivity on Inequality in United Kingdom 0 0 1 5 2 4 13 27
Time-Varying Risk Aversion and the Profitability of Carry Trades: Evidence from the Cross-Quantilogram 0 0 0 8 3 4 7 45
Time-Varying Spillover of US Trade War on the Growth of Emerging Economies 0 0 0 0 4 5 7 7
Time-Varying Spillovers between Currency and Stock Markets in the USA: Historical Evidence From More than Two Centuries 0 0 0 19 0 1 7 63
Time-Varying effects of extreme weather shocks on output growth of the United States 0 0 4 4 2 2 19 21
Time-Varying impact of uncertainty shocks on macroeconomic variables of the united kingdom: Evidence from over 150 years of monthly data 0 0 1 12 3 5 16 62
Time-frequency relationship between US output with commodity and asset prices 0 0 0 20 3 5 21 93
Time-variation in the persistence of carbon price uncertainty: The role of carbon policy uncertainty 0 0 2 2 4 7 13 13
Time-varying causal relationship between stock market and unemployment in the United Kingdom: Historical evidence from 1855 to 2017 0 1 3 42 3 6 17 141
Time-varying causality between equity and currency returns in the United Kingdom: Evidence from over two centuries of data 0 0 0 8 4 7 14 64
Time-varying causality between research output and economic growth in US 0 0 1 12 2 3 17 77
Time-varying correlations between trade balance and stock prices in the United States over the period 1792 to 2013 0 1 6 11 3 5 22 76
Time-varying efficiency of developed and emerging bond markets: Evidence from long-spans of historical data 0 0 0 8 4 5 15 55
Time-varying evidence of predictability of financial stress in the United States over a century: The role of inequality 0 0 0 5 3 3 10 34
Time-varying impact of monetary policy shocks on US stock returns: The role of investor sentiment 1 1 7 16 4 6 27 59
Time-varying impact of pandemics on global output growth 0 0 0 6 3 3 14 36
Time-varying impact of uncertainty shocks on the US housing market 0 0 0 31 1 3 11 90
Time-varying influence of household debt on inequality in United Kingdom 0 0 0 4 4 6 19 36
Time-varying linkages between tourism receipts and economic growth in South Africa 0 0 0 18 0 1 11 109
Time-varying multilayer networks analysis of frequency connectedness in commodity futures markets 0 0 0 0 5 9 9 9
Time-varying persistence in US inflation 0 0 0 10 2 3 9 91
Time-varying persistence of inflation: evidence from a wavelet-based approach 0 0 1 19 0 6 18 95
Time-varying predictability of financial stress on inequality in United Kingdom 0 0 0 1 3 4 10 13
Time-varying predictability of oil market movements over a century of data: The role of US financial stress 0 0 0 4 1 6 11 39
Time-varying rare disaster risks, oil returns and volatility 0 0 1 16 2 3 18 108
Time-varying relationship between conventional and unconventional monetary policies and risk aversion: international evidence from time- and frequency-domains 0 0 1 3 3 4 8 20
Time-varying risk aversion and forecastability of the US term structure of interest rates 0 0 0 2 1 1 5 12
Time-varying risk aversion and realized gold volatility 0 1 3 12 5 22 51 95
Time-varying risk aversion and the predictability of bond premia 0 0 0 3 3 5 8 25
Time-varying role of macroeconomic shocks on house prices in the US and UK: evidence from over 150 years of data 0 0 3 27 3 4 22 110
Time-varying spillover of multi-scale positive and negative bubbles in stock and oil markets 0 1 1 1 2 5 5 5
Time-varying spillovers between housing sentiment and housing market in the United States☆ 1 1 2 10 2 3 11 32
Time‐varying causality between bond and oil markets of the United States: Evidence from over one and half centuries of data 1 1 1 3 5 10 17 23
Time‐varying impact of global, region‐, and country‐specific uncertainties on the volatility of international trade 0 0 0 5 0 0 4 23
Time–frequency relationship between US inflation and inflation uncertainty: evidence from historical data 0 0 0 5 4 4 14 40
Trade uncertainties and the hedging abilities of Bitcoin 0 2 4 7 3 7 21 46
Trading behaviour connectedness across commodity markets: Evidence from the hedgers’ sentiment perspective 0 0 0 12 1 2 18 85
Trends and cycles in historical gold and silver prices 1 2 3 24 6 17 66 170
Trust and quality of growth: a note 0 0 0 12 2 3 8 96
U.S. state-level carbon dioxide emissions: Does it affect health care expenditure? 0 0 3 38 5 6 23 183
UK macroeconomic volatility: Historical evidence over seven centuries 0 0 0 3 9 11 17 34
UNCERTAINTY RELATED TO INFECTIOUS DISEASES AND FORECASTABILITY OF THE REALIZED VOLATILITY OF US TREASURY SECURITIES 0 0 0 4 0 1 4 27
US Fiscal Policy and Asset Prices: The Role of Partisan Conflict 0 0 0 4 0 0 8 44
US inflation dynamics on long-range data 0 0 0 4 2 4 10 39
US monetary policy and BRICS stock market bubbles 0 0 1 8 3 5 13 34
Uncertainty and Forecasts of U.S. Recessions 0 0 0 15 0 8 31 91
Uncertainty and crude oil returns 0 0 2 55 2 4 17 231
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 3 7 15
Uncertainty and forecastability of regional output growth in the UK: Evidence from machine learning 0 0 0 1 1 3 15 21
Uncertainty and predictability of real housing returns in the United Kingdom: A regional analysis 0 0 0 2 2 5 12 19
Uncertainty and realized jumps in the pound-dollar exchange rate: evidence from over one century of data 0 0 0 6 2 4 10 25
Uncertainty and tourism in Africa 0 0 0 9 2 3 9 24
Uncertainty due to infectious diseases and forecastability of the realized variance of United States real estate investment trusts: A note 0 0 0 0 1 2 8 15
Unconventional monetary policy shocks in OECD countries: how important is the extent of policy uncertainty? 0 0 0 19 2 3 11 86
Unemployment fluctuations and currency returns in the United Kingdom: Evidence from over one and a half century of data 0 0 2 17 1 5 17 77
Unemployment rate hysteresis and the great recession: exploring the metropolitan evidence 0 0 0 13 1 4 21 76
Using Large Data Sets to Forecast House Prices: A Case Study of Twenty U.S. States 0 0 0 0 1 2 5 5
Using large data sets to forecast sectoral employment 0 0 0 11 1 1 3 61
Valuation Ratios and Stock Return Predictability in South Africa: Is It There? 0 0 0 17 1 1 7 124
Variants of consumption‐wealth ratios and predictability of U.S. government bond risk premia 0 0 0 2 2 2 8 15
Volatility Spillovers between Interest Rates and Equity Markets of Developed Economies 0 0 2 9 4 5 10 64
Volatility connectedness of major cryptocurrencies: The role of investor happiness 0 0 2 20 3 8 33 109
Volatility forecasting with bivariate multifractal models 0 0 1 11 1 1 11 41
Volatility jumps: The role of geopolitical risks 0 1 6 27 6 12 40 116
Volatility spillovers across global asset classes: Evidence from time and frequency domains 0 0 4 30 4 9 27 155
Volatility transmission between Islamic and conventional equity markets: evidence from causality-in-variance test 0 1 1 12 1 5 11 66
Was the recent downturn in US real GDP predictable? 0 0 0 18 7 10 25 132
Wealth‐to‐Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test 0 0 0 7 3 5 7 35
What Can Fifty-Two Collateralizable Wealth Measures Tell Us About Future Housing Market Returns? Evidence from U.S. State-Level Data 0 0 0 5 0 2 9 26
Why must it always be so Real with tax evasion? 0 0 0 2 1 3 16 43
‘Ripple’ Effects in South African House Prices 0 0 0 2 3 5 7 31
“Ripple effects” and forecasting home prices in Los Angeles, Las Vegas, and Phoenix 0 0 0 18 4 5 13 125
Total Journal Articles 63 209 941 13,702 2,216 4,328 12,990 68,637
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