Access Statistics for Rangan Gupta

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
"Ripple Effects" and Forecasting Home Prices in Los Angeles, Las Vegas, and Phoenix 0 0 1 109 4 6 10 538
"Ripple Effects” and Forecasting Home Prices in Los Angeles, Las Vegas, and Phoenix 0 0 1 79 2 7 9 355
"Ripple" Effects in South African House Prices 0 0 0 22 5 8 10 237
125 Years of Time-Varying Effects of Fiscal Policy on Financial Markets 0 0 0 27 2 4 5 49
125 Years of Time-Varying Effects of Fiscal Policy on Financial Markets 0 0 0 38 4 5 7 55
A BVAR Model for the South African Economy 0 0 0 0 3 4 4 555
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 5 7 8 297
A Dynamic Factor Model for Forecasting Macroeconomic Variables in South Africa 0 0 0 124 5 6 16 745
A Generic Model of Financial Repression 0 0 0 196 3 4 8 665
A Historical Analysis of the US Stock Price Index using Empirical Mode Decomposition over 1791-2015 0 0 0 40 2 4 6 110
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 8 12 15 109
A New-Keynesian DSGE Model for Forecasting the South African Economy 0 0 0 72 6 10 20 909
A Nonlinear Approach for Predicting Stock Returns and Volatility with the Use of Investor Sentiment Indices 0 0 0 34 7 9 20 143
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 13 17 21 34
A Note on Investor Happiness and the Predictability of Realized Volatility of Gold 0 0 0 34 3 8 10 55
A Note on Oil Consumption and Growth: The Role of Greenhouse Gases Emissions 0 0 0 14 3 8 25 67
A Note on Oil Price Shocks and the Forecastability of Gold Realized Volatility 0 0 0 16 6 6 8 67
A Note on State-Level Nonlinear Effects of Government Spending Shocks in the US: The Role of Partisan Conflict 0 0 0 6 3 8 9 17
A Note on Uncertainty due to Infectious Diseases and Output Growth of the United States: A Mixed-Frequency Forecasting Experiment 0 0 0 17 2 3 4 58
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 5 14 21 128
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 2 3 7 161
A Note on the Technology Herd: Evidence from Large Institutional Investors 0 0 0 6 1 2 4 65
A Note on the Time-Varying Impact of Global, Region- and Country-Specific Uncertainties on the Volatility of International Trade 0 0 0 5 0 1 4 61
A Panel Bargaining Model within the Regional Boundaries of the South African Grain Industry 0 0 0 0 3 5 5 95
A Reconsideration of Kuznets Curve across Countries: Evidence from the Co-summability Approach 0 0 0 12 6 10 14 58
A Reinvestigation of the Oil Price and Consumer Price Nexus in South Africa: An Asymmetric Causality Approach 0 0 0 0 1 3 9 140
A Small-Scale DSGE Model for Forecasting the South African Economy 0 0 0 0 3 6 7 465
A Time Series Analysis of Long Island Sound Lobster Fishery 0 0 0 5 0 3 6 70
A Time-Varying Approach of the US Welfare Cost of Inflation 0 0 0 33 9 12 18 175
A Time-Varying Approach of the US Welfare Cost of Inflation 0 0 0 67 2 3 5 190
A Time-Varying Approach to Analysing Fiscal Policy and Asset Prices in South Africa 0 0 0 13 2 4 5 204
A Wavelet Analysis of the Relationship between Oil and Natural Gas Prices 0 0 0 21 5 7 9 89
A historical analysis of the US stock price index using empirical mode decomposition over 1791-2015 0 0 0 41 1 2 4 56
A robust approach for outlier imputation: Singular Spectrum Decomposition 0 0 0 9 6 7 11 53
Active versus Passive Policies of Unemployment: Growth and Public Finance Perspectives 0 0 0 14 4 4 11 1,116
An Analysis of the Relationship between U.S. State Level Carbon Dioxide Emissions and Health Care Expenditure 0 0 0 54 5 8 12 328
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 3 3 68
An Assessment of UK Macroeconomic Volatility: Historical Evidence Using Over Seven Centuries of Data 0 0 0 41 4 8 10 46
An Endogenous Growth Model of a Financially Repressed Small Open Economy 0 0 0 12 2 2 2 225
An In-Sample and Out-of-Sample Empirical Investigation of the Nonlinearity in House Prices of South Africa 0 0 0 39 20 26 26 364
An Investigation of Openness and Economic Growth Using Panel Estimation 0 0 0 22 3 5 8 442
Analysing South Africa's Inflation Persistence Using an ARFIMA Model with Markov-Switching Fractional Differencing Parameter 0 0 2 48 1 3 14 162
Analysing South Africa's Inflation Persistence Using an ARFIMA Model with Markov-Switching Fractional Differencing Parameter 0 0 0 33 1 4 6 78
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 4 4 6 106
Analysing the Predictability of Climate Risks on the Conditional Distributions of Bank Returns and Volatility: An International Perspective 0 0 0 0 5 12 28 28
Analysis of Herding in REITs of an Emerging Market: The Case of Turkey 0 0 0 24 3 5 9 118
Are BRICS Exchange Rates Chaotic? 0 0 0 39 3 8 10 150
Are Health Care Expenditures and Personal Disposable Income Characterised by Asymmetric Behaviour? Evidence from US State-Level Data 0 0 0 17 5 9 12 77
Are House Prices in South Africa Really Non-Stationary? Evidence from SPSM-Based Panel KSS Test with a Fourier Function 0 0 0 27 0 0 1 197
Are Housing Price Cycles Asymmetric? Evidence from the US States and Metropolitan Areas 0 0 0 24 3 7 13 137
Are Multifractal Processes Suited to Forecasting Electricity Price Volatility? Evidence from Australian Intraday Data 0 0 0 40 2 3 5 76
Are Stock Prices Related to Political Uncertainty Index in OECD Countries? Evidence from Bootstrap Panel Causality Test 0 0 0 24 2 5 7 144
Are Stock Prices Related to Political Uncertainty Index in OECD Countries? Evidence from Bootstrap Panel Causality Test 0 0 0 28 4 6 9 240
Are Stock Returns an Inflation Hedge for the UK? Evidence from a Wavelet Analysis Using Over Three Centuries of Data 0 0 0 69 5 8 11 165
Are Uncertainties across the World Convergent? 0 0 0 21 9 10 11 59
Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data 0 0 0 26 4 7 9 105
Are the Effects of Monetary Policy Asymmetric in India? Evidence from a Nonlinear Vector Autoregression Approach 0 0 0 33 4 5 9 291
Are there Asymmetric Causal Relationships between Tourism and Economic Growth in a Panel of G-7 Countries? 0 0 0 23 1 4 9 320
Are there Environmental Kuznets Curves for US State-Level CO2 Emissions? 0 0 0 80 2 9 10 185
Are there Housing Bubbles in South Africa? Evidence from SPSM-Based Panel KSS Test with a Fourier Function 0 0 0 8 1 1 2 152
Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index? 0 0 0 6 3 4 6 81
Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index? 0 0 1 18 3 6 8 174
Are there Multiple Bubbles in the Ethanol-Gasoline Price Ratio of Brazil? 0 0 0 7 3 4 4 82
Asymmetric Behaviour in Nominal and Real Housing Prices: Evidence from Advanced and Emerging Economies 0 0 0 7 2 5 10 110
Asymmetric Effects of Inequality on Per Capita Real GDP of the United States 0 0 0 28 4 4 6 196
Asymmetric Granger Causality between Military Expenditures and Economic Growth in Top Six Defense Suppliers 0 0 0 36 6 9 10 225
Asymmetric Information, Tax Evasion and Alternative Instruments of Government Revenue 0 0 0 169 1 4 10 683
Asymmetric dynamics of insurance premium: The impacts of output and economic policy uncertainty 0 0 0 40 3 3 6 192
Bayesian Methods of Forecasting Inventory Investment in South Africa 0 0 0 44 1 3 3 351
Bayesian Spatial Modeling for Housing Data in South Africa 0 0 0 35 4 7 9 126
Bear, Bull, Sidewalk, and Crash: The Evolution of the US Stock Market Using Over a Century of Daily Data 0 0 0 25 1 7 9 41
Bitcoin Mining Activity and Volatility Dynamics in the Power Market 0 0 0 0 0 3 4 43
Bitcoin Prices and the Realized Volatility of US Sectoral Stock Returns 0 0 0 34 2 4 10 36
Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles 0 0 0 84 4 9 13 383
Bubbles in South African House Prices and their Impact on Consumption 0 0 0 21 0 2 4 378
Business Applications and State-Level Stock Market Realized Volatility: A Forecasting Experiment 0 0 0 18 4 7 10 22
COMPARING SOUTH AFRICAN INFLATION VOLATILITY ACROSS MONETARY POLICY REGIMES: AN APPLICATION OF SAPHE CRACKING 0 0 0 33 1 1 2 267
COULD WE HAVE PREDICTED THE RECENT DOWNTURN IN THE SOUTH AFRICAN HOUSING MARKET? 0 0 0 28 2 5 11 365
COVID-19 Pandemic and Investor Herding in International Stock Markets 0 0 0 64 0 2 8 246
CROSS-COUNTRY EVIDENCE ON THE CAUSAL RELATIONSHIP BETWEEN POLICY UNCERTAINTY AND HOUSE PRICES 0 0 0 19 8 9 13 193
Can Debt Ceiling and Government Shutdown Predict US Real Stock Returns? A Boot-strap Rolling-Window Approach 0 0 0 0 3 3 19 156
Can Economic Uncertainty, Financial Stress and Consumer Senti-ments Predict U.S. Equity Premium? 0 0 0 93 5 7 9 136
Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium? 0 0 0 14 1 4 6 92
Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium? 0 0 0 34 2 4 5 252
Can Monetary Policy Lean against Housing Bubbles? 0 0 0 104 3 5 10 238
Can Municipal Bonds Hedge US State-Level Climate Risks? 0 0 0 8 4 5 7 41
Can Volume Predict Bitcoin Returns and Volatility? A Nonparametric Causality-in-Quantiles Approach 0 0 0 37 4 9 13 518
Can Weather Conditions in New York Predict South African Stock Returns? 0 0 0 33 5 9 14 135
Can the Sharia-Based Islamic Stock Market Returns be Forecasted Using Large Number of Predictors and Models? 0 0 0 15 4 9 11 116
Can volume predict Bitcoin returns and volatility? A quantiles-based approach 0 0 0 1 2 9 11 102
Carbon Price Uncertainty-Macroeconomy Mixed-Frequency Spillovers: Evidence from the Frequency-Domain 0 1 7 7 2 4 10 10
Causal Effects of the United States and Japan on Pacific-Rim Stock Markets: Nonparametric Quantile Causality Approach 0 0 0 14 3 6 9 119
Causal Link between Oil Price and Uncertainty in India 0 0 0 47 4 6 10 161
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 5 12 244
Causal relationship between asset prices and output in the US: Evidence from state-level panel Granger causality test 0 0 0 31 8 13 15 278
Causal relationship between nuclear energy consumption and economic growth in the G6 countries: Evidence from panel Granger causality tests 0 0 0 0 4 6 7 211
Causality and Contagion in EMU Sovereign Bonds Revisited: Novel Evidence from Nonlinear Causality Tests 0 0 0 10 4 5 7 73
Causality between Economic Policy Uncertainty across Countries: Evidence from Linear and Nonlinear Tests 0 0 0 0 1 4 9 222
Causality between Exports and Economic Growth in South Africa: Evidence from Linear and Nonlinear Tests 0 0 0 89 5 10 17 657
Causality between Inflation and Inflation Uncertainty in South Africa: Evidence from a Markov-Switching Vector Autoregressive Model 0 0 0 26 2 5 10 198
Causality between Output and Income Inequality across U.S. States: Evidence from a Heterogeneous Mixed Panel Approach 0 0 0 14 1 4 6 57
Causality between Output and Income Inequality across US States: Evidence from a Heterogeneous Mixed Panel Approach 0 0 0 22 2 3 5 92
Causality between Per Capita Real GDP and Income Inequality in the U.S.: Evidence from a Wavelet Analysis 0 0 1 18 8 10 14 88
Causality between Per Capita Real GDP and Income Inequality in the U.S.: Evidence from a Wavelet Analysis 0 0 0 8 3 7 11 72
Causality between Research Output and Economic Growth in BRICS 0 0 0 0 5 9 10 171
Causality between US Economic Policy and Equity Market Uncertainties: Evidence from Linear and Nonlinear Tests 0 0 0 0 2 8 9 205
Chaos in G7 Stock Markets using Over One Century of Data: A Note 0 0 0 19 2 6 7 110
Characterising the South African Business Cycle: Is GDP Difference-Stationary or Trend-Stationary in a Markov-Switching Setup? 0 0 0 15 4 5 7 82
Characterising the South African Business Cycle: Is GDP Difference-Stationary or Trend-Stationary in a Markov-Switching Setup? 0 0 1 27 2 9 13 174
Climate Change and Growth Dynamics 0 0 0 35 4 11 25 74
Climate Change and Inequality 0 0 0 0 1 4 5 39
Climate Policy Uncertainty and Financial Stress: Evidence for China 0 0 0 12 4 11 19 49
Climate Policy Uncertainty and the Forecastability of Inflation 0 1 32 32 11 28 57 57
Climate Risk and the Volatility of Agricultural Commodity Price Fluctuations: A Forecasting Experiment 0 0 0 0 3 4 14 101
Climate Risks and Forecastability of US Inflation: Evidence from Dynamic Quantile Model Averaging 1 2 6 21 7 12 24 43
Climate Risks and Forecastability of the Realized Volatility of Gold and Other Metal Prices 0 0 0 0 2 3 3 53
Climate Risks and Forecastability of the Weekly State-Level Economic Conditions of the United States 0 0 0 54 3 5 6 21
Climate Risks and Forecasting Stock-Market Returns in Advanced Economies Over a Century 0 0 0 0 6 11 13 82
Climate Risks and Predictability of Commodity Returns and Volatility: Evidence from Over 750 Years of Data 0 0 2 42 5 7 15 59
Climate Risks and Predictability of Financial Risks in the US Banking Sector 1 1 18 18 5 10 28 28
Climate Risks and Predictability of the Conditional Distributions of Rare Earth Stock Returns and Volatility 0 0 1 1 59 64 76 76
Climate Risks and Predictability of the Trading Volume of Gold: Evidence from an INGARCH Model 0 0 0 9 4 7 11 19
Climate Risks and Prediction of Sectoral REITs Volatility: International Evidence 0 0 1 9 7 9 29 45
Climate Risks and Real Gold Returns over 750 Years 0 0 0 14 4 9 10 22
Climate Risks and Realized Volatility of Major Commodity Currency Exchange Rates 0 0 0 20 7 11 17 112
Climate Risks and State-Level Stock-Market Realized Volatility 0 0 0 36 5 11 18 54
Climate Risks and Stock Market Volatility Over a Century in an Emerging Market Economy: The Case of South Africa 0 0 0 8 2 5 18 86
Climate Risks and U.S. Stock-Market Tail Risks: A Forecasting Experiment Using over a Century of Data 0 0 0 0 3 7 12 86
Climate Risks and the Realized Volatility Oil and Gas Prices: Results of an Out-of-Sample Forecasting Experiment 0 0 0 0 4 6 10 34
Climate Shocks and Unemployment Claims 0 1 4 4 12 21 26 26
Climate Shocks and Wealth Inequality in the United Kingdom: Evidence from Monthly Data 0 0 0 0 2 5 7 26
Climate Uncertainty and Carbon Emissions Prices: The Relative Roles of Transition and Physical Climate Risks 0 0 0 10 5 10 12 73
Commodity Prices and Forecastability of South African Stock Returns Over a Century: Sentiments versus Fundamentals 0 0 0 22 7 11 15 77
Common Business Cycles and Volatilities in US States and MSAs: The Role of Economic Uncertainty 0 0 0 14 3 5 15 162
Common Cycles and Common Trends in the Stock and Oil markets: Evidence from More than 150 Years of Data 0 0 0 10 2 5 10 106
Comovement in Euro Area Housing Prices: A Fractional Cointegration Approach 0 0 0 22 2 4 6 175
Comparing Risk Profiles of International Stock Markets as Functional Data: COVID-19 versus the Global Financial Crisis 0 0 0 4 2 3 4 15
Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa 0 0 0 33 1 2 4 113
Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa 0 0 1 37 4 13 20 282
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 2 11 17 442
Conditional Loss Estimation Using a South African Global Error Correcting Macroeconometric Model 0 0 0 31 5 6 6 230
Contagion between Real Estate and Financial Markets: A Bayesian Quantile-on-Quantile Approach 0 0 0 15 5 8 12 134
Contagion between Real Estate and Financial Markets: A Bayesian Quantile-on-Quantile Approach 0 0 0 57 2 3 5 218
Contagion between Stock and Real Estate Markets: International Evidence from a Local Gaussian Correlation Approach 0 0 0 23 4 12 21 99
Contagious Diseases and Gold: Over 700 Years of Evidence from Quantile Regressions 0 0 0 0 2 3 3 24
Conventional and Unconventional Monetary Policy Rate Uncertainty and Stock Market Volatility: A Forecasting Perspective 0 0 0 118 8 12 19 44
Conventional and Unconventional Monetary Policy Reaction to Uncertainty in Advanced Economies: Evidence from Quantile Regressions 0 0 0 21 2 5 6 108
Convergence Patterns in Sovereign Bond Yield Spreads: Evidence from the Euro Area 0 0 0 35 4 8 12 118
Convergence in Income Inequality: Further Evidence from the Club Clustering Methodology across the U.S. States 0 0 0 42 6 8 12 152
Convergence in Income Inequality: Further Evidence from the Club Clustering Methodology across the U.S. States 0 0 1 53 4 4 7 103
Convergence in Provincial-Level South African House Prices: Evidence from the Club Convergence and Clustering Procedure 0 0 0 19 2 8 10 130
Convergence in U.S. Metropolitan Statistical Areas 0 0 0 0 4 4 5 81
Convergence of Greenhouse Gas Emissions among G7 Countries 0 0 0 0 3 6 6 96
Convergence of Health Care Expenditures across the US States: A Reconsideration 0 0 0 27 4 6 7 103
Convergence of Metropolitan House Prices in South Africa: A Re-Examination Using Efficient Unit Root Tests 0 0 0 12 6 10 14 277
Costly State Monitoring and Reserve Requirements 0 0 0 231 4 9 10 985
Costly Tax Enforcement and Financial Repression 0 0 0 7 1 1 3 166
Costly Tax Enforcement and Financial Repression: A Reconsideration Using an Endogenous Growth Model 0 0 0 21 1 4 7 156
Could We Have Predicted the Recent Downturn in Home Sales of the Four US Census Regions? 0 0 0 14 1 3 4 165
Country Risk Ratings and Stock Market Returns in BRICS Countries: A Nonlinear Dynamic Approach 0 0 0 0 5 7 9 131
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 3 4 6 152
Cross-Border Capital Flows and Return Dynamics in Emerging Stock Markets: Relative Roles of Equity and Debt Flows 0 0 0 4 6 9 16 102
Currency Substitution and Financial Repression 0 0 0 37 6 12 12 243
Current Account Sustainability in G7 and BRICS: Evidence from a Long Memory Model with Structural Breaks 0 0 0 6 0 2 6 170
DGSE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa 0 0 0 94 1 4 6 257
DSGE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa 0 0 0 46 4 5 7 152
DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa 0 0 0 65 3 4 7 87
Date Stamping Historical Oil Price Bubbles: 1876-2014 0 0 0 73 3 5 12 148
Date stamping historical oil price bubbles: 1876 - 2014 0 0 0 75 4 5 10 124
Date-stamping US housing market explosivity 0 0 1 33 4 7 8 71
Deglobalization and Foreign Exchange Volatility: The Role of Supply Chain Pressures 1 3 13 13 7 30 71 71
Detecting Predictable Non-linear Dynamics in Dow Jones Industrial Average and Dow Jones Islamic Market Indices using Nonparametric Regressions 0 0 0 2 8 11 14 131
Detection of Multiple Bubbles in South African Electricity Prices 0 0 0 0 0 1 2 71
Development, Poverty and Inequality: A Spatial Analysis of South African Provinces 0 0 0 0 5 10 13 180
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 3 4 6 124
Differences of Opinion and Stock Market Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach 0 0 0 20 3 7 8 87
Disaggregated Oil Shocks and Stock-Market Tail Risks: Evidence from a Panel of 48 Countries 0 0 0 4 7 7 8 35
Do Bivariate Multifractal Models Improve Volatility Forecasting in Financial Time Series? An Application to Foreign Exchange and Stock Markets 0 0 0 56 6 10 13 123
Do Climate Risks Predict US Housing Returns and Volatility? Evidence from a Quantiles-Based Approach 0 0 0 15 3 7 13 44
Do Commodities Herd? Evidence from a Time-Varying Stochastic Volatility Model 0 0 0 5 2 2 2 67
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 8 9 50
Do House Prices Hedge Inflation in the US? A Quantile Cointegration Approach 0 0 0 58 2 7 9 121
Do House Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-Varying Vector Autoregressive Model 0 0 0 8 2 2 5 412
Do House Prices Impact Consumption and Interest Rate? Evidence from OECD Countries using an Agnostic Identification Procedure 0 0 0 63 6 8 9 408
Do House Prices Impact Consumption and Interest Rate?: Evidence from OECD Countries Using an Agnostic Identification Procedure 0 0 0 114 1 7 9 387
Do Investors in Clean Energy ETFs Herd? The Role of Climate Risks 0 0 8 8 9 14 27 27
Do Leading Indicators Forecast U.S. Recessions? A Nonlinear Re-Evaluation Using Historical Data 0 0 0 57 3 5 7 94
Do Oil-Price Shocks Predict the Realized Variance of U.S. REITs? 0 0 0 13 2 5 12 45
Do Precious Metal Prices Help in Forecasting South African Inflation? 0 0 0 35 0 4 5 92
Do Precious Metal Prices Help in Forecasting South African Inflation? 0 0 0 41 2 5 9 104
Do Precious Metal Prices Help in Forecasting South African Inflation? 0 0 0 8 3 3 5 160
Do Shortages Forecast Aggregate and Sectoral U.S. Stock Market Realized Variance? Evidence from a Century of Data 0 1 3 6 6 16 34 44
Do Stock Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-Varying Vector Autoregressive Model 0 0 0 23 2 4 6 400
Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations 0 0 0 15 4 6 8 103
Do Terror Attacks Affect the Dollar-Pound Exchange Rate? A Nonparametric Causality-in-Quantiles Analysis 0 0 0 17 4 7 13 161
Do Terror Attacks Predict Gold Returns? Evidence from a Quantile-Predictive-Regression Approach 0 0 0 49 3 6 14 111
Do Trend Extraction Approaches Affect Causality Detection in Climate Change Studies? 0 0 0 27 3 6 10 60
Do we need a global VAR model to forecast inflation and output in South Africa? 0 0 0 26 1 2 4 165
Does Bitcoin Hedge Global Uncertainty? Evidence from Wavelet-Based Quantile-in-Quantile Regressions 0 0 0 31 4 6 14 491
Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions 0 0 0 0 3 4 8 102
Does Climate Affect Investments? Evidence from Firms in the United States 0 0 3 8 5 11 21 26
Does Climate Policy Uncertainty Affect Tourism Demand? Evidence from Time-Varying Causality Tests 0 0 0 21 0 5 8 89
Does Country Risks Predict Stock Returns and Volatility? Evidence from a Nonparametric Approach 0 0 0 11 2 5 5 94
Does Debt Ceiling and Government Shutdown Help in Forecasting the US Equity Risk Premium? 0 0 0 0 2 4 5 114
Does Economic Policy Uncertainty Forecast Real Housing Returns in a Panel of OECD Countries? A Bayesian Approach 0 0 0 50 4 11 14 226
Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test 0 0 0 57 4 9 12 250
Does Financial Development Affect Income Inequality in the U.S. States? A Panel Data Analysis 0 0 0 48 4 10 18 249
Does Geopolitical Risks Predict Stock Returns and Volatility of Leading Defense Companies? Evidence from a Nonparametric Approach 0 0 0 19 22 29 52 265
Does Global Economic Uncertainty Matter for the Volatility and Hedging Effectiveness of Bitcoin? 0 0 0 16 5 8 20 256
Does Global Fear Predict Fear in BRICS Stock Markets? Evidence from a Bayesian Graphical VAR Model 0 0 0 20 5 6 11 189
Does Gold Act as a Hedge against Inflation in the UK? Evidence from a Fractional Cointegration Approach Over 1257 to 2016 0 0 0 38 1 2 2 76
Does Inequality Help in Forecasting Equity Premium in a Panel of G7 Countries? 0 0 0 38 0 1 4 196
Does Inequality Really Matter in Forecasting Real Housing Returns of the United Kingdom? 0 0 0 6 4 4 5 69
Does Liquidity Risk Explain the Time-Variation in Asset Correlations? Evidence from Stocks, Bonds and Commodities 0 0 0 9 4 7 13 179
Does Mining Activity Drive Crash Risks in Cryptocurrency Markets? An Application to Bitcoin 0 0 12 12 9 20 24 24
Does Partisan Conflict Predict a Reduction in US Stock Market (Realized) Volatility? Evidence from a Quantile-on-Quantile Regression Model 0 0 0 50 4 8 10 105
Does Sunspot Numbers Cause Global Temperatures? A Reconsideration Using a Non-Parametric Causality Test 0 0 0 0 1 2 3 118
Does Sunspot Numbers Cause Global Temperatures? Evidence from a Frequency Domain Causality Test 0 0 0 0 2 3 3 91
Does Trading Behaviour Converge across Commodity Markets? Evidence from the Perspective of Hedgers’ Sentiment 0 0 0 2 3 4 6 57
Does U.K.’s Real GDP have a Unit Root? Evidence from a Multi-Century Perspective 0 0 0 40 8 14 14 72
Does U.S. Macroeconomic News Make the South African Stock Market Riskier? 0 0 0 23 3 8 10 99
Does U.S. News Impact Asian Emerging Markets? Evidence from Nonparametric Causality-in-Quantiles Test 0 0 0 25 1 3 7 135
Does Uncertainty Move the Gold Price? New Evidence from a Nonparametric Causality-in-Quantiles Test 0 0 0 17 3 9 13 129
Does inequality help in forecasting equity premium in a panel of G7 countries? 0 0 0 0 2 5 6 8
Does the Source of Oil Price Shocks Matter for South African Stock Returns? A Structural VAR Approach 0 0 0 6 2 2 7 217
Does the South African Reserve Bank (SARB) Respond to Oil Price Movements? Historical Evidence from the Frequency Domain 0 0 0 0 4 5 6 150
Drivers of Realized Volatility for South Africa (and the BRIC Countries): Fundamentals versus Sentiment 0 0 0 0 3 3 7 30
Dutch Disease Effect of Oil Rents on Agriculture Value Added in MENA Countries 0 0 0 0 1 8 11 428
Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns 0 0 0 23 0 6 8 131
Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns 0 0 0 48 4 10 16 109
Dynamic Comovements between Housing and Oil Markets in the US over 1859 to 2013: A Note 0 0 0 48 1 3 4 52
Dynamic Connectedness of Uncertainty across Developed Economies: A Time-Varying Approach 0 0 0 9 3 11 17 176
Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility in the United Kingdom 0 0 0 40 3 6 8 98
Dynamic Impact of Unconventional Monetary Policy on International REITs 0 0 0 19 2 6 7 50
Dynamic Impact of the U.S. Monetary Policy on Oil Market Returns and Volatility 0 0 0 33 11 14 16 66
Dynamic Relationship between Oil Price and Inflation in South Africa 0 0 0 0 3 4 9 520
Dynamic Return Connectedness Among Crypto-Mining Technology Firms and Major Cryptocurrencies: The Role of Sentiment Indices 0 0 0 0 2 10 55 55
Dynamic Spillovers in the United States: Stock Market, Housing, Uncertainty and the Macroeconomy 0 0 0 35 2 7 10 601
Dynamic and Asymmetric Response of Inequality to Income Volatility: The Case of the United Kingdom 0 0 0 11 2 4 9 86
ESG Uncertainty and Forecasting Realized Volatility of Gold Returns: A Boosting Approach 0 0 0 0 4 12 46 46
Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor versus National Factor in a GARCH-MIDAS Model 0 0 0 3 0 5 9 20
Economic Disasters and Inequality 0 0 0 40 1 3 6 16
Economic Policy Uncertainty and Bank-Level Stock Returns Volatility of the United States: A Mixed-Frequency Perspective 0 1 12 24 6 18 40 53
Economic Policy Uncertainty and Herding Behavior: Evidence from the South African Housing Market 0 0 0 0 4 13 16 156
Economic Policy Uncertainty and Insurance 0 0 0 29 2 3 5 289
Economic Policy Uncertainty and Stock Market Returns in Pacific-Rim Countries: Evidence based on a Bayesian Panel VAR Model 0 0 0 39 2 5 10 371
Effect of High Yielding Variety of Seeds in the State of West Bengal: An Empirical Quest 0 0 0 0 3 5 9 1,726
Effect of Rare Disaster Risks on Crude Oil: Evidence from El Nino from Over 140 Years of Data 0 0 0 11 6 10 13 50
Effect of Temperature on the Spread of Contagious Diseases: Evidence from over 2000 Years of Data 0 0 0 10 3 5 10 28
Effect of Uncertainty on U.S. Stock Returns and Volatility: Evidence from Over Eighty Years of High-Frequency Data 0 0 0 19 3 8 14 94
Effectiveness of Monetary Policy in the Euro Area: The Role of US Economic Policy Uncertainty 0 0 0 91 3 6 13 271
Effects of Climate Risks on Financial Stress: Evidence from Asia-Pacific Countries 0 0 0 0 1 4 12 21
Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment 0 0 0 27 2 5 8 141
Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation 0 0 0 44 2 2 2 128
Effects of Energy Consumption, Agricultural Trade and Productivity on Carbon Emissions in Nigeria: A Quantile Regression Approach 0 0 0 0 4 8 9 14
Effects of Geopolitical Risks on Trade Flows: Evidence from the Gravity Model 0 0 0 18 6 7 25 222
Efficiency in BRICS Currency Markets using Long-Spans of Data: Evidence from Model-Free Tests of Directional Predictability 0 0 0 19 5 7 7 107
Efficiency in South African Agriculture: A Two-Stage Fuzzy Approach 0 0 0 83 2 2 6 98
El Nino and Forecastability of Oil-Price Realized Volatility 0 0 0 0 0 3 4 59
El Nino, La Nina, and Forecastability of the Realized Variance of Agricultural Commodity Prices: Evidence from a Machine Learning Approach 0 0 0 0 5 7 14 59
El Nino, La Nina, and the Forecastability of the Realized Variance of Heating Oil Price Movements 0 0 0 0 4 5 6 33
Endogenous Fluctuations in an Endogenous Growth Model with Inflation Targeting 0 0 0 51 2 5 9 121
Endogenous Long-Term Productivity Performance in Advanced Countries: A Novel Two-Dimensional Fuzzy-Monte Carlo Approach 0 0 0 7 1 10 19 53
Endogenous Tax Evasion and Reserve Requirements: A Comparative Study in the Context of European Economies 0 0 0 72 5 8 10 337
Energy Demand in South Africa: Is it Asymmetric? 0 0 0 0 1 5 7 69
Energy Efficiency Drivers in South Africa: 1965-2014 0 0 0 27 5 5 7 52
Energy Efficiency of Selected OECD Countries: A Slacks Based Model with Undesirable Outputs 0 0 0 33 3 4 4 103
Energy Market Uncertainties and Exchange Rate Volatility: A GARCH-MIDAS Approach 0 0 0 10 4 5 12 26
Energy Market Uncertainties and Gold Return Volatility: A GARCH-MIDAS Approach 0 0 0 2 8 12 15 22
Energy Market Uncertainties and US State-Level Stock Market Volatility: A GARCH-MIDAS Approach 0 0 0 11 6 12 15 24
Energy-Related Uncertainty and International Stock Market Volatility 0 0 0 7 4 8 16 36
Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests 0 0 0 30 7 9 14 95
Estimating U.S. Housing Price Network Connectedness: Evidence from Dynamic Elastic Net, Lasso, and Ridge Vector Autoregressive Models 0 1 6 62 5 14 34 221
Estimating U.S. Housing Price Network Connectedness: Evidence from Dynamic Elastic Net, Lasso, and Ridge Vector Autoregressive Models 0 0 0 22 2 4 12 135
Evaluating the Welfare Cost of Inflation in a Monetary Endogenous Growth General Equilibrium Model: The Case of South Africa 0 0 0 33 1 3 4 188
Evidence of Persistence in U.S. Short and Long-Term Interest Rates Using Long-Span Monthly and Annual Data 0 0 0 16 3 4 4 43
Evolution of Monetary Policy in the US: The Role of Asset Prices 0 0 0 30 5 8 9 116
Evolution of Monetary Policy in the US: The Role of Asset Prices 0 0 0 71 4 11 11 151
Evolution of Price Effects After One-Day of Abnormal Returns in the US Stock Market 0 0 0 3 5 8 11 73
Evolution of the Monetary Transmission Mechanism in the US: The Role of Asset Returns 0 0 1 73 10 13 15 103
Evolving United States Stock Market Volatility: The Role of Conventional and Unconventional Monetary Policies 0 0 0 22 3 10 16 109
Exchange Rate Predictability with Nine Alternative Models for BRICS Countries 0 0 0 23 6 10 15 116
Exchange Rate Puzzles: A Review of the Recent Theoretical and Empirical Developments 0 0 0 81 5 9 11 339
Exchange Rate Returns and Volatility: The Role of Time-Varying Rare Disaster Risks 0 0 0 19 1 1 4 88
Extreme Weather Shocks and State-Level Inflation of the United States 0 0 0 5 5 10 25 59
FORECASTING REAL US HOUSE PRICE: PRINCIPAL COMPONENTS VERSUS BAYESIAN REGRESSIONS 0 0 0 81 2 5 12 451
FORECASTING THE RAND-DOLLAR AND RAND-POUND EXCHANGE RATES USING DYNAMIC MODEL AVERAGING 0 0 0 40 2 4 7 498
Financial Inclusion and Gender Inequality in sub-Saharan Africa 0 0 0 23 3 3 9 97
Financial Liberalisation and the Effectiveness of Monetary Policy on House Prices in South Africa 0 0 0 48 2 3 6 405
Financial Liberalization and Inflationary Dynamics 0 0 0 136 2 3 3 394
Financial Liberalization and Inflationary Dynamics in the Context of a Small Open Economy 0 0 0 162 1 4 8 411
Financial Liberalization and Inflationary Dynamics in the Context of a Small Open Economy 0 0 0 0 1 3 3 133
Financial Liberalization and Inflationary Dynamics: An Open Economy Analysis 0 0 0 147 3 7 9 385
Financial Liberalization and a Possible Growth-Inflation Trade-Off 0 0 0 40 1 2 6 339
Financial Liberalization and the Dynamics of Inflation, the Nominal Exchange Rate and the Terms of Trade 0 0 0 0 6 9 9 199
Financial Liberalization with Productive Public Expenditure and A Curb Market 0 0 0 0 0 1 2 173
Financial Liberalization: A Myth or a Miracle Cure? 0 0 0 0 5 5 8 274
Financial Market Liberalization, Monetary Policy, and Housing Price Dynamics 0 0 0 144 4 9 13 510
Financial Market Liberalization, Monetary Policy, and Housing Price Dynamics 0 0 0 33 5 9 12 377
Financial Stress and Realized Volatility: The Case of Agricultural Commodities 0 0 0 4 1 4 8 20
Financial Tail Risks and the Shapes of the Extreme Value Distribution: A Comparison between Conventional and Sharia-Compliant Stock Indexes 0 0 0 10 3 7 10 136
Financial Turbulence, Systemic Risk and the Predictability of Stock Market Volatility 0 0 0 23 2 11 20 113
Financial Uncertainty and Gold Market Volatility: Evidence from a GARCH-MIDAS Approach with Variable Selection 0 0 0 8 6 12 24 57
Financial Variables and the Out-of-Sample Forecastability of the Growth Rate of Indian Industrial Production 0 0 0 25 2 2 4 127
Financial Vulnerability and Volatility in Emerging Stock Markets: Evidence from GARCH-MIDAS Models 0 0 0 33 5 7 13 110
Firm-Level Political Risk and Asymmetric Volatility 0 0 0 10 5 6 8 63
Firm-level Business Uncertainty and the Predictability of the Aggregate U.S. Stock Market Volatility during the COVID-19 Pandemic 0 0 0 17 3 6 12 52
Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience 0 0 0 27 2 4 5 132
Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience 0 0 0 38 3 9 14 235
Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience 0 0 0 23 4 13 14 196
Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience 0 0 0 42 2 9 13 223
Fiscal Policy and Stock Markets at the Effective Lower Bound 0 0 0 10 2 10 13 36
Fisher Variables and Income Inequality in the BRICS 0 0 0 3 1 5 6 43
Forecastability of Agricultural Commodity Futures Realised Volatility with Daily Infectious Disease-Related Uncertainty 0 0 0 0 1 4 4 9
Forecasting (Good and Bad) Realized Exchange-Rate Volatility: Is there a Role for Realized Skewness and Kurtosis? 0 0 0 20 3 4 6 92
Forecasting Accuracy Evaluation of Tourist Arrivals: Evidence from Parametric and Non-Parametric Techniques 0 0 0 18 4 7 10 107
Forecasting Aggregate Retail Sales: The Case of South Africa 0 0 0 35 2 3 6 331
Forecasting Aggregate Retail Sales: The Case of South Africa 0 0 1 47 6 11 16 267
Forecasting Bitcoin Returns: Is there a Role for the U.S. – China Trade War? 0 0 0 61 9 17 31 170
Forecasting Changes of Economic Inequality: A Boosting Approach 0 0 0 25 4 5 6 106
Forecasting Charge-Off Rates with a Panel Tobit Model: The Role of Uncertainty 0 0 0 7 6 6 9 68
Forecasting China’s Foreign Exchange Reserves Using Dynamic Model Averaging: The Role of Macroeconomic Fundamentals, Financial Stress and Economic Uncertainty 0 0 0 102 2 3 5 219
Forecasting Core Inflation: The Case of South Africa 0 0 3 74 5 8 14 323
Forecasting Core Inflation: The Case of South Africa 0 0 0 29 2 6 6 103
Forecasting Equity Premium in a Panel of OECD Countries: The Role of Economic Policy Uncertainty 0 0 0 56 6 8 12 240
Forecasting GDP with Oil Price Shocks: A Mixed-Frequency Time-Varying Perspective 1 1 24 24 6 13 23 23
Forecasting Gold Returns Volatility Over 1258-2023: The Role of Moments 0 0 0 4 7 12 41 59
Forecasting Growth-at-Risk of the United States: Housing Price versus Housing Sentiment or Attention 0 0 0 10 2 12 23 41
Forecasting Home Sales in the Four Census Regions and the Aggregate US Economy Using Singular Spectrum Analysis 0 0 0 17 3 3 3 108
Forecasting House Prices for the Four Census Regions and the Aggregate US Economy: The Role of a Data-Rich Environment 0 0 0 31 4 6 7 215
Forecasting Indian Macroeconomic Variables Using Medium-Scale VAR Models 0 0 0 0 1 6 7 273
Forecasting Inflation in an Inflation Targeting Economy: Structural Versus Non-Structural Models 0 0 0 41 3 3 3 84
Forecasting Interest Rate Volatility of the United Kingdom: Evidence from over 150 Years of Data 0 0 0 0 2 3 4 98
Forecasting International Financial Stress: The Role of Climate Risks 0 0 0 17 3 3 10 56
Forecasting International REITs Volatility: The Role of Oil-Price Uncertainty 0 0 0 23 4 5 8 61
Forecasting Key Macroeconomic Variables of the South African Economy Using Bayesian Variable Selection 0 0 0 17 2 5 7 351
Forecasting Key Macroeconomic Variables of the South African Economy: A Small Open Economy New Keynesian DSGE-VAR Model 0 0 0 93 1 6 12 745
Forecasting Key US Macroeconomic Variables with a Factor-Augmented Qual VAR 0 0 0 62 2 3 10 192
Forecasting Local Currency Bond Risk Premia of Emerging Markets: The Role of Cross-Country Macro-Financial Linkages 0 0 0 34 2 6 10 111
Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs 0 0 0 144 1 1 4 649
Forecasting Macroeconomic Variables in a Small Open Economy: A Comparison between Small- and Large-Scale Models 0 0 0 70 5 7 13 882
Forecasting More than Three Centuries of Economic Growth of the United Kingdom: The Role of Climate Risks 0 0 0 0 0 1 14 40
Forecasting Multivariate Volatilities with Exogenous Predictors: An Application to Industry Diversification Strategies 0 0 0 14 4 15 29 54
Forecasting National Recessions of the United States with State-Level Climate Risks: Evidence from Model Averaging in Markov-Switching Models 0 0 0 55 6 8 11 29
Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes 0 0 0 35 2 3 4 207
Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes 0 0 0 16 3 4 5 174
Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes 0 0 0 29 1 4 9 178
Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes 0 0 0 23 1 6 11 227
Forecasting Oil Price over 150 Years: The Role of Tail Risks 0 0 0 29 3 8 17 112
Forecasting Oil Volatility Using a GARCH-MIDAS Approach: The Role of Global Economic Conditions 0 0 0 27 4 14 43 260
Forecasting Oil and Gold Volatilities with Sentiment Indicators Under Structural Breaks 0 0 0 23 6 7 15 90
Forecasting Oil and Stock Returns with a Qual VAR using over 150 Years of Data 0 0 0 55 1 4 7 165
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 4 6 8 49
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 10 12 15 129
Forecasting Output Growth using a DSGE-Based Decomposition of the South African Yield Curve 0 0 0 25 2 3 5 110
Forecasting Power of Infectious Diseases-Related Uncertainty for Gold Realized Volatility 0 0 0 0 3 4 4 58
Forecasting Real House Price of the U.S.: An Analysis Covering 1890 to 2012 0 0 0 0 1 3 5 108
Forecasting Real Housing Price Returns of the United States using Machine Learning: The Role of Climate Risks 0 0 0 0 8 19 24 49
Forecasting Realized Gold Volatility: Is there a Role of Geopolitical Risks? 0 0 0 9 3 14 18 116
Forecasting Realized Oil-Price Volatility: The Role of Financial Stress and Asymmetric Loss 0 0 0 0 5 6 9 155
Forecasting Realized Stock-Market Volatility: Do Industry Returns have Predictive Value? 0 0 0 32 7 10 13 56
Forecasting Realized US Stock Market Volatility: Is there a Role for Economic Policy Uncertainty? 1 1 4 25 5 9 22 51
Forecasting Realized Volatility of Bitcoin Returns: Tail Events and Asymmetric Loss 0 0 0 0 3 4 6 163
Forecasting Realized Volatility of Bitcoin: The Role of the Trade War 0 0 0 54 5 13 19 135
Forecasting Realized Volatility of International REITs: The Role of Realized Skewness and Realized Kurtosis 0 0 0 11 10 13 19 65
Forecasting Returns of Major Cryptocurrencies: Evidence from Regime-Switching Factor Models 0 0 0 19 5 10 20 62
Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation 0 0 2 44 2 14 24 293
Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation 0 0 0 66 3 4 4 171
Forecasting South African Macroeconomic Data with a Nonlinear DSGE Model 0 0 0 69 2 4 7 264
Forecasting South African Macroeconomic Variables with a Markov-Switching Small Open-Economy Dynamic Stochastic General Equilibrium Model 0 0 0 60 1 8 13 169
Forecasting South African Macroeconomic Variables with a Markov-Switching Small Open-Economy Dynamic Stochastic General Equilibrium Model 0 0 1 34 1 3 5 90
Forecasting Spot and Futures Price Volatility of Agricultural Commodities: The Role of Climate-Related Migration Uncertainty 0 0 24 24 4 24 83 83
Forecasting State- and MSA-Level Housing Returns of the US: The Role of Mortgage Default Risks 0 0 0 23 6 7 10 69
Forecasting Stock Market (Realized) Volatility in the United Kingdom: Is There a Role for Economic Inequality? 0 0 0 26 1 5 6 67
Forecasting Stock Market Volatility with Regime-Switching GARCH-MIDAS: The Role of Geopolitical Risks 0 0 0 80 6 10 17 153
Forecasting Stock Returns Volatility of the G7 Over Centuries: The Role of Climate Risks 0 0 0 5 4 10 14 45
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 7 8 73
Forecasting The Volatility of Natural Gas Price using Machine Learning: Fundamentals versus Moments 0 0 0 0 4 12 20 20
Forecasting U.S. Aggregate Stock Market Excess Return: Do Functional Data Analysis Add Economic Value? 0 0 0 0 7 12 16 48
Forecasting U.S. Recessions Using Over 150 Years of Data: Stock-Market Moments versus Oil-Market Moments 0 0 0 12 0 5 6 25
Forecasting US GNP Growth: The Role of Uncertainty 0 0 0 53 3 10 15 198
Forecasting US Output Growth with Large Information Sets 0 0 0 0 2 4 9 82
Forecasting US Real House Price Returns over 1831-2013: Evidence from Copula Models 0 0 0 50 1 6 8 78
Forecasting US Real Private Residential Fixed Investment Using a Large Number of Predictors 0 0 0 49 7 10 11 163
Forecasting Volatility and Co-volatility of Crude Oil and Gold Futures: Effects of Leverage, Jumps, Spillovers, and Geopolitical Risks 0 0 0 28 4 15 25 160
Forecasting Volatility of Commodity, Currency, and Stock Markets: Evidence from Markov Switching Multifractal Models 0 0 1 8 2 8 16 30
Forecasting the Artificial Intelligence Index Returns: A Hybrid Approach 0 0 0 10 1 6 7 44
Forecasting the Conditional Distribution of Realized Volatility of Oil Price Returns: The Role of Skewness over 1859 to 2023 0 0 0 1 3 4 6 11
Forecasting the Price of Gold 0 0 0 26 13 16 21 298
Forecasting the Price of Gold Using Dynamic Model Averaging 0 0 0 19 5 9 16 291
Forecasting the Probability of Recessions in South Africa: The Role of Decomposed Term-Spread and Economic Policy Uncertainty 0 0 0 39 1 3 6 110
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 2 6 6 38
Forecasting the Realized Variance of Oil-Price Returns: A Disaggregated Analysis of the Role of Uncertainty and Geopolitical Risk 0 0 0 0 4 5 7 40
Forecasting the Realized Volatility of Agricultural Commodity Prices: Does Sentiment Matter? 0 0 0 0 1 3 7 74
Forecasting the South African Economy with Gibbs Sampled BVECMs 0 0 0 0 5 6 7 202
Forecasting the South African Economy with VARs and VECMs 0 0 0 0 4 5 6 377
Forecasting the South African Economy: A DSGE-VAR Approach 0 0 0 0 4 5 7 14
Forecasting the South African Economy: A DSGE-VAR Approach 0 0 0 9 4 7 7 70
Forecasting the South African Economy: A DSGE-VAR Approach 0 0 0 116 4 6 7 592
Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality 0 0 1 45 2 2 4 126
Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality 0 0 0 17 2 5 6 55
Forecasting the Term Structure of Interest Rates of the BRICS: Evidence from a Nonparametric Functional Data Analysis 0 0 0 28 5 10 13 127
Forecasting the U.S. Real House Price Index 0 0 0 31 3 7 8 129
Forecasting the U.S. Real House Price Index 0 0 0 48 3 3 6 157
Forecasting the U.S. Real House Price Index 0 0 0 51 6 12 13 263
Forecasting the U.S. Real House Price Index 0 0 1 46 3 4 7 83
Forecasting the US CPI: Does Nonlinearity Matter? 0 0 0 24 3 4 5 122
Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals 0 0 0 112 2 2 4 484
Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals 0 0 0 173 3 4 8 608
Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals 1 1 2 187 5 8 11 713
Forecasting the US Real Private Residential Fixed Investment Using Large Number of Predictors 0 0 0 38 8 14 16 251
Forecasting the Volatility of Crude Oil: The Role of Uncertainty and Spillovers 0 0 0 7 1 2 3 21
Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching 0 0 0 27 1 4 7 123
Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching 0 0 0 71 1 5 10 335
Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching 0 0 0 54 7 10 11 165
Forecasting the volatility of the dow jones islamic stock market index: Long memory vs. regime switching 0 0 0 25 4 5 8 127
Forecasting using a Nonlinear DSGE Model 0 0 0 64 7 12 12 106
Forecasting with Second-Order Approximations and Markov Switching DSGE Models 0 0 0 41 3 6 9 97
Forecasting with second-order approximations and Markov-switching DSGE models 0 0 0 70 4 10 15 168
Frequency-Dependent Real-Time Effects of Uncertainty in the United States: Evidence from Daily Data 0 0 0 37 4 6 15 130
GARCHX-NoVaS: A Model-Free Approach to Incorporate Exogenous Variables 0 0 0 1 3 8 15 23
GARCHX-NoVaS: A Model-free Approach to Incorporate Exogenous Variables 0 0 1 16 2 4 9 23
Gasoline Prices and Presidential Approval Ratings of the United States 0 0 0 6 7 17 33 50
Geopolitical Risk and Forecastability of Tail Risk in the Oil Market: Evidence from Over a Century of Monthly Data 0 0 0 5 17 21 34 81
Geopolitical Risk and Inflation Spillovers across European and North American Economies 0 0 0 38 0 2 13 69
Geopolitical Risks and Historical Exchange Rate Volatility of the BRICS 0 0 0 7 2 10 40 172
Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note 0 0 0 9 3 9 19 110
Geopolitical Risks and Oil Returns Volatility: A GARCH-MIDAS Approach 0 0 0 7 6 10 26 44
Geopolitical Risks and Recessions in a Panel of Advanced Economies: Evidence from Over a Century of Data 0 0 0 44 4 4 8 91
Geopolitical Risks and Stock Market Dynamics of the BRICS 0 0 0 31 6 10 22 271
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 4 6 29 149
Geopolitical Risks and the High-Frequency Movements of the US Term Structure of Interest Rates 0 0 0 0 5 8 13 53
Geopolitical Risks and the Oil-Stock Nexus Over 1899-2016 0 0 0 44 5 11 12 171
Geopolitical Risks and the Predictability of Regional Oil Returns and Volatility 0 0 0 15 4 8 13 126
Geopolitical Risks, Returns and Volatility in Emerging Stock Markets: Evidence from a Panel GARCH Model 0 0 0 8 7 13 28 209
Giant Oil Discoveries and Conflicts 0 0 0 22 1 5 9 76
Global Crises and Gold as a Safe Haven: Evidence from Over Seven and a Half Centuries of Data 0 0 0 23 2 6 11 105
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 2 3 5 37
Global Financial Cycle and the Predictability of Oil Market Volatility: Evidence from a GARCH-MIDAS Model 0 0 0 18 2 3 7 113
Globalization, Long Memory, and Real Interest Rate Convergence: A Historical Perspective 0 0 0 32 2 4 8 54
Gold Futures Returns and Realized Moments: A Forecasting Experiment Using a Quantile-Boosting Approach 0 0 0 27 5 11 12 87
Gold and the Global Financial Cycle 0 0 0 0 2 7 12 139
Gold, Platinum and the Predictability of Bond Risk Premia 0 0 0 36 6 9 10 86
Gold-Oil Dependence Dynamics and the Role of Geopolitical Risks: Evidence from a Markov-Switching Time-Varying Copula Model 0 0 0 23 6 7 13 145
Gold-to-Platinum Price Ratio and the Predictability of Bubbles in Financial Markets 0 0 0 26 5 10 16 50
Government Effectiveness and Covid-19 Pandemic 0 0 0 0 7 10 16 141
Greek Economic Policy Uncertainty: Does it Matter for the European Union? 0 0 0 20 4 4 4 98
Growth Dynamics, Multiple Equilibria, and Local Indeterminacy in an Endogenous Growth Model of Money, Banking and Inflation Targeting 0 0 0 43 4 11 13 98
Growth Volatility and Inequality in the U.S.: A Wavelet Analysis 0 0 0 42 5 7 10 108
Growth Volatility and Inequality in the U.S.: A Wavelet Analysis 0 0 0 8 6 12 16 95
Growth-Effects of Inflation Targeting: The Role of Financial Sector Development 0 0 0 102 5 9 9 760
HOUSE PRICES AND BALANCE OF TRADE DYNAMICS IN SOUTH AFRICA: EVIDENCE FROM AN AGNOSTIC IDENTIFICATION PROCEDURE 0 0 0 11 2 4 5 120
Half-Life Deviations from PPP in the SADC 0 0 0 11 4 6 11 308
Halloween Effect in Developed Stock Markets: A US Perspective 0 0 0 27 5 8 12 104
Has Oil Pirce Predicted Stock Returns for Over a Century? 0 0 0 81 11 16 18 275
Has oil price predicted stock returns for over a century? 0 0 0 46 8 12 13 98
Has the SARB Become More Effective Post Inflation Targeting? 0 0 0 11 2 5 6 319
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 3 6 15 44
Herding Behaviour in the Cryptocurrency Market 0 0 0 38 5 10 17 327
Herding Spillover Effects in US REIT Sectors 0 0 1 1 5 20 21 21
Herding in International REITs Markets around the COVID-19 Pandemic 0 0 0 14 2 3 6 36
High-Frequency Contagion between Aggregate and Regional Housing Markets of the United States with Financial Assets: Evidence from Multichannel Tests 0 0 0 11 10 13 15 52
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 4 7 9 92
High-Frequency Movements of the Term Structure of Interest Rates of the United States: The Role of Oil Market Uncertainty 0 0 0 16 1 3 4 53
High-Frequency Predictability of Housing Market Movements of the United States: The Role of Economic Sentiment 0 0 0 4 4 5 7 40
High-Frequency Volatility Forecasting of US Housing Markets 0 0 0 30 1 3 5 104
Historical Evolution of Monthly Anomalies in International Stock Markets 0 0 0 26 4 5 7 56
Historical Forecasting of Interest Rate Mean and Volatility of the United States: Is there a Role of Uncertainty? 0 0 0 0 2 7 8 39
Historical Volatility of Advanced Equity Markets: The Role of Local and Global Crises 0 0 0 0 3 4 7 34
House Price Synchronization across the US States: The Role of Structural Oil Shocks 0 0 0 3 3 4 6 39
House Price, Stock Price and Consumption in South Africa: A Structural VAR Approach 0 0 0 13 18 30 31 319
House Prices and Economic Growth in South Africa: Evidence from Provincial-Level Data 0 0 0 34 8 11 12 352
House Values and Proximity to a Landfill: A Quantile Regression Framework 0 0 0 17 3 4 4 98
House Values and Proximity to a Landfill: A Quantile Regression Framework 0 0 0 26 3 9 11 148
Housing Market Spillovers in South Africa: Evidence from an Estimated Small Open Economy DSGE Model 0 0 0 76 1 1 1 207
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 4 9 16 33
Housing Search Activity and Quantiles-Based Predictability of Housing Price Movements in the United States 0 0 0 8 4 7 10 27
Housing and the Business Cycle in South Africa 0 0 0 45 2 5 10 292
Housing and the Business Cycle in South Africa 0 0 0 31 7 9 10 205
Housing and the Great Depression 0 0 0 17 4 6 11 166
Housing and the Great Depression 0 0 0 58 5 11 13 137
Housing and the Great Depression 0 0 0 69 4 12 19 575
How Connected is the Oil-Bank Network? Firm-Level and High-Frequency Evidence 0 0 0 19 5 10 12 60
How Independent are the South African Reserve Bank’s Monetary Policy Decisions? Evidence from a Global New-Keynesian DSGE Model 0 0 0 27 3 7 11 310
How do Housing Returns in Emerging Countries Respond to Oil Shocks? A MIDAS Touch 0 0 0 29 1 5 10 156
Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting 0 0 1 45 4 8 15 86
Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting 0 0 0 23 3 8 8 65
Hydroelectricity Consumption and Economic Growth Nexus: Evidence from a Panel of Ten Largest Hydroelectricity Consumers 0 0 0 0 3 8 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 3 4 260
Identifying Asymmetries between Socially Responsible and Conventional Investments 0 0 0 13 2 3 4 103
Identifying Periods of US Housing Market Explosivity 0 0 0 18 4 6 8 74
Identifying Periods of US Housing Market Explosivity 0 0 0 21 4 7 9 134
Identifying Periods of US Housing Market Explosivity 0 0 0 7 1 5 8 80
Identifying a financial conditions index for South Africa 0 0 0 12 5 9 11 198
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 7 16 18 70
Impact of Housing Policy Uncertainty on Herding Behavior: Evidence from UK's Regional Housing Markets 0 0 0 6 2 4 13 66
Impact of Oil Price Volatility on State-Level Consumption of the United States: The Role of Oil Dependence 0 0 0 9 3 4 7 29
Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach 0 0 0 33 3 5 9 192
Impact of Volatility and Equity Market Uncertainty on Herd Behavior: Evidence from UK REITs 0 0 0 20 3 9 15 109
Impact of Volatility and Equity Market Uncertainty on Herd Behaviour: Evidence from UK REITs 0 0 0 14 4 4 11 74
Income Inequality and Economic Growth: A Re-Examination of Theory and Evidence 0 0 0 72 8 13 27 319
Income Inequality and House Prices across US States 0 0 0 9 1 3 6 26
Income Inequality and House Prices across US States 0 0 1 19 2 2 4 50
Income Inequality and Oil Resources: Panel Evidence from the United States 0 0 0 2 3 7 8 43
Income Inequality: A State-by-State Complex Network Analysis 0 0 0 25 4 5 5 92
Income Inequality: A State-by-State Complex Network Analysis 0 0 0 64 6 8 10 113
Income Inequality: A State-by-State Complex Network Analysis 0 0 0 3 12 15 15 83
Incorporating Economic Policy Uncertainty in US Equity Premium Models: A Nonlinear Predictability Analysis 0 0 0 38 4 5 5 109
Infectious Disease-Related Uncertainty and the Safe-Haven Characteristic of US Treasury Securities 0 0 0 3 2 5 8 76
Infectious Diseases-Related Uncertainty and the Predictability of Foreign Exchange and Bitcoin Futures Realised Volatility 0 0 0 0 3 4 7 36
Inflation Aversion and the Growth-Inflation Relationship 0 0 0 0 6 10 11 69
Inflation Dynamics in Uganda: A Quantile Regression Approach 0 0 0 36 7 19 27 77
Inflation Dynamics in Uganda: A Quantile Regression Approach 0 0 4 39 6 8 14 78
Inflation Forecasts and Forecaster Herding: Evidence from South African Survey Data 0 0 0 21 1 4 8 70
Inflation Forecasts and Forecaster Herding: Evidence from South African Survey Data 0 0 0 54 2 3 5 72
Inflation-Growth Nexus in Africa: Evidence from a Pooled CCE Multiple Regime Panel Smooth Transition Model 0 0 0 37 4 9 15 183
Inflation-Inequality Puzzle: Is it Still Apparent? 0 0 0 14 7 8 11 49
Influence of Local and Global Economic Policy Uncertainty on the Volatility of US State-Level Equity Returns: Evidence from a GARCH-MIDAS Approach with Shrinkage and Cluster Analysis 1 1 1 3 7 10 14 22
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 1 8 4 9 13 20
Information Entropy, Continuous Improvement, and US Energy Performance: A Novel Stochastic-Entropic Analysis for Ideal Solutions (SEA-IS) 0 0 0 8 6 7 12 52
Information Spillover across International Real Estate Investment Trusts: Evidence from an Entropy-Based Network Analysis 0 0 0 6 3 3 8 126
Insurance Activity and Economic Performance: Fresh Evidence from Asymmetric Panel Causality Tests 0 0 0 26 4 6 7 165
Insurance-Growth Nexus in Africa 0 0 0 57 0 3 5 258
Integration and Risk Transmission in the Market for Crude Oil: A Time-Varying Parameter Frequency Connectedness Approach 0 0 0 158 10 29 71 583
Interest Rate Uncertainty and the Predictability of Bank Revenues 0 0 0 14 3 4 6 35
Interest Rate Uncertainty and the Predictability of Bank Revenues 0 0 0 7 3 8 9 38
International Monetary Policy Spillovers: Evidence from a TVP-VAR 0 0 0 93 12 18 25 262
International Stock Return Predictability: Is the Role of U.S. Time-Varying? 0 1 3 32 3 6 12 172
International Stock Return Predictability: Is the Role of U.S. Time-Varying? 0 0 0 21 4 6 7 99
Intertemporal portfolio allocation and hedging demand: An application to South Africa 0 0 0 0 2 2 4 195
Investment Adjustment Costs and Growth Dynamics 0 0 10 10 1 8 15 15
Investor Confidence and Forecastability of US Stock Market Realized Volatility: Evidence from Machine Learning 0 0 0 24 3 4 15 70
Investor Happiness and Predictability of the Realized Volatility of Oil Price 0 0 0 21 7 11 16 44
Investor Sentiment Connectedness: Evidence from Linear and Nonlinear Causality Approaches 0 0 0 28 2 5 9 154
Investor Sentiment and (Anti-)Herding in the Currency Market: Evidence from Twitter Feed Data 0 0 0 12 5 6 7 101
Investor Sentiment and Crash Risk in Safe Havens 0 0 0 21 10 10 13 142
Investor Sentiment and Dollar-Pound Exchange Rate Returns: Evidence from Over a Century of Data Using a Cross-Quantilogram Approach 0 0 0 9 4 8 13 78
Investor Sentiment and Multi-Scale Positive and Negative Stock Market Bubbles in a Panel of G7 Countries 0 0 0 5 1 3 13 33
Investors' Uncertainty and Forecasting Stock Market Volatility 0 0 0 24 5 7 15 63
Is Economic Policy Uncertainty Related to Suicide Rates? Evidence from the United States 0 0 0 22 4 8 11 100
Is Gold an Inflation-Hedge? Evidence from an Interrupted Markov-Switching Cointegration Model 0 0 0 11 3 4 9 87
Is Inflation Persistence Different in Reality? 0 0 0 22 3 6 6 112
Is Real Interest Rate a Monetary Phenomenon in Advanced Economies? Time-Varying Evidence from Over 700 Years of Data 0 0 0 38 3 5 7 77
Is Real Per Capita State Personal Income Stationary? New Nonlinear, Asymmetric Panel-Data Evidence 0 0 0 67 3 4 5 125
Is Real Per Capita State Personal Income Stationary? New Nonlinear, Asymmetric Panel-Data Evidence 0 0 0 23 4 10 13 62
Is Real Per Capita State Personal Income Stationary? New Nonlinear, Asymmetric Panel-Data Evidence 0 0 0 24 0 1 1 98
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 4 9 12 144
Is Wine a Good Choice for Investment? 0 0 0 22 5 6 11 150
Is Wine a Safe-Haven? Evidence from a Nonparametric Causality-in-Quantiles Test 0 0 0 22 2 4 8 121
Is a DFM Well-Suited in Forecasting Regional House Price Inflation? 0 0 0 34 3 5 6 219
Is the Housing Market in the United States Really Weakly-Efficient? 0 0 0 13 3 7 7 66
Is the Permanent Income Hypothesis Really Well-Suited for Forecasting? 0 0 0 13 4 7 8 178
Is the Rand Really Decoupled from Economic Fundamentals? 0 0 0 13 2 10 13 116
Is the Response of the Bank of England to Exchange Rate Movements Frequency-Dependent? 0 0 0 30 2 4 4 113
Is the South African Reserve Bank Influenced by Exchange Rates when Setting Interest Rates? 0 0 0 0 2 4 5 93
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 2 5 10 293
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 2 4 10 247
Is there a National Housing Market Bubble Brewing in the United States? 0 0 0 56 3 6 8 152
Is there a National Housing Market Bubble Brewing in the United States? 0 0 0 30 0 4 7 193
Is there an Environmental Kuznets Curve for South Africa? A Co-Summability Approach Using a Century of Data 0 0 0 43 2 3 4 181
Jumps Beyond the Realms of Cricket: India’s Performance in One Day Internationals and Stock Market Movements 0 0 0 10 3 4 9 134
Jumps in Energy and Non-Energy Commodities 0 0 0 15 4 6 7 46
Jumps in Geopolitical Risk and the Cryptocurrency Market: The Singularity of Bitcoin 0 0 0 61 4 9 11 158
Kuznets Curve for the US: A Reconsideration Using Cosummability 0 0 0 46 9 14 15 155
LPPLS Bubble Indicators over Two Centuries of the S&P 500 Index 0 0 0 0 16 34 40 276
Linkages between Financial Sector CDS Spreads and Macroeconomic Influence in a Nonlinear Setting 0 0 0 5 3 9 9 129
Linkages between financial sector CDS spreads and macroeconomic influence in a nonlinear setting 0 0 0 0 2 5 5 9
Linking Global Economic Dynamics to a South African-Specific Credit Risk Correlation Model 0 0 0 34 2 5 7 389
Linking U.S. State-Level Housing Market Returns and the Consumption-(Dis)Aggregate Wealth Ratio 0 0 0 0 1 3 4 22
Local Currency Bond Risk Premia of Emerging Markets: The Role of Local and Global Factors 0 0 0 9 6 10 14 88
Long- and Short-Run Relationships between House and Stock Prices in South Africa: A Nonparametric Approach 0 0 0 13 1 3 8 260
Long-Memory Modeling and Forecasting: Evidence from the U.S. Historical Series of Inflation 0 0 0 32 2 7 10 122
Long-Run Movement and Predictability of Bond Spread for BRICS and PIIGS: The Role of Economic, Financial and Political Risks 0 0 0 16 3 6 10 78
Long-Span Multi-Layer Spillovers between Moments of Advanced Equity Markets: The Role of Climate Risks 0 0 0 5 4 5 7 23
MACRO SHOCKS AND HOUSE PRICES IN SOUTH AFRICA 0 0 0 24 3 7 15 182
METROPOLITAN HOUSE PRICES IN INDIA: DO THEY CONVERGE? 0 0 0 18 3 4 5 180
Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty 0 0 0 15 4 10 15 140
Machine Learning and the Forecastability of Cross-Sectional Realized Variance: The Role of Realized Moments 1 1 19 19 8 19 35 35
Macro Shocks and Real US Stock Prices with Special Focus on the "Great Recession" 0 0 0 11 7 10 11 191
Macroeconomic Shocks and Changing Dynamics of the U.S. REITs Sector 0 0 0 40 1 4 9 113
Macroeconomic Surprises and Stock Returns in South Africa 0 0 0 30 2 5 7 144
Macroeconomic Surprises and Stock Returns in South Africa 0 0 1 67 4 9 12 337
Macroeconomic Uncertainty Connections across the US States: Evidence from a Bayesian Graphical Structural VAR (BGSVAR) Model 0 0 0 6 5 7 14 113
Macroeconomic Uncertainty and the Comovement in Buying versus Renting in the United States 0 0 0 36 0 5 9 100
Macroeconomic Uncertainty, Growth and Inflation in the Eurozone: A Causal Approach 0 0 0 65 2 4 6 73
Macroeconomic Variables and South African Stock Return Predictability 0 0 0 63 3 6 7 387
Manager Sentiment and Stock Market Volatility 0 0 0 29 1 3 7 134
Market Efficiency of Baltic Stock Markets: A Fractional Integration Approach 0 0 0 20 12 27 27 164
Market Microstructure Approach to the Exchange Rate Determination Puzzle 0 0 0 52 7 11 13 531
Measuring Co-Dependencies of Economic Policy Uncertainty in Latin American Countries using Vine Copulas 0 0 0 16 5 7 8 172
Measuring the Welfare Cost of Inflation in South Africa 0 0 0 0 1 3 3 259
Measuring the Welfare Cost of Inflation in South Africa: A Reconsideration 0 0 0 16 1 4 4 264
Merger and Acquisitions in South African Banking: A Network DEA Model 0 0 0 105 5 12 20 220
Military Expenditure, Economic Growth and Structural Instability: A Case Study of South Africa 0 0 0 12 4 5 10 241
Misalignment in the Growth-Maximizing Policies under Alternative Assumptions of Tax Evasion 0 0 0 25 1 3 9 154
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 9 13 32 32
Modeling Persistence of Carbon Emission Allowance Prices 0 0 0 38 3 4 4 100
Modeling U.S. Historical Time-Series Prices and Inflation Using Various Linear and Nonlinear Long-Memory Approaches 0 0 0 65 19 22 26 70
Modeling U.S. Historical Time-Series Prices and Inflation Using Various Linear and Nonlinear Long-Memory Approaches 0 0 0 28 1 2 2 53
Modeling and Forecasting Carbon Dioxide Emission Allowance Spot Price Volatility: Multifractal vs. GARCH-Type Volatility Models 0 0 0 40 4 5 6 70
Modeling and Forecasting Carbon Dioxide Emission Allowance Spot Price Volatility: Multifractal vs. GARCH-type Volatility Models 0 0 0 37 6 9 13 126
Modeling and Forecasting Crude Oil Price Volatility: Evidence from Historical and Recent Data 0 0 0 121 4 7 16 209
Modeling and forecasting crude oil price volatility: Evidence from historical and recent data 0 0 1 133 1 9 11 368
Modeling the Presidential Approval Ratings of the United States using Machine-Learning: Does Climate Policy Uncertainty Matter? 0 0 0 8 5 12 24 43
Modeling the Volatility of the Dow Jones Islamic Market World Index Using a Fractionally Integrated Time Varying GARCH (FITVGARCH) Model 0 0 0 44 6 9 10 309
Modelling Long Memory Volatility in the Bitcoin Market: Evidence of Persistence and Structural Breaks 0 0 0 151 2 6 8 661
Modelling Preferences of South African Grain Farmers for Adopting Derivative Contracts Using Discrete Choice Models 0 0 0 0 0 1 4 180
Modelling and Forecasting the Metical-Rand Exchange Rate 0 0 0 39 4 4 6 995
Modelling monetary policy in South Africa: Focus on inflation targeting era using a simple learning rule 0 0 0 186 4 11 14 938
Moments-Based Spillovers across Gold and Oil Markets 0 0 0 17 7 14 19 106
Monetary Policy Reaction Functions of the TICKs: A Quantile Regression Approach 0 0 0 42 5 8 10 103
Monetary Policy Reaction to Uncertainty in Japan: Evidence from a Quantile-on-Quantile Interest Rate Rule 0 0 0 25 5 7 8 102
Monetary Policy Shocks and Multi-Scale Positive and Negative Bubbles in an Emerging Country: The Case of India 0 0 0 17 6 12 15 33
Monetary Policy Uncertainty Spillovers in Time- and Frequency-Domains 0 0 0 26 7 11 17 76
Monetary Policy Uncertainty and Volatility Jumps in Advanced Equity Markets 0 0 0 9 6 7 11 82
Monetary Policy and Bubbles in G7 Economies: Evidence from a Panel VAR Approach 0 0 0 26 2 5 6 69
Monetary Policy and Bubbles in US REITs 0 0 0 64 3 3 6 209
Monetary Policy and Financial Frictions in a Small Open-Economy Model for Uganda 0 0 0 52 3 7 9 162
Monetary Policy and Financial Frictions in a Small Open-Economy Model for Uganda 0 0 1 115 1 4 5 256
Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Mode 0 0 0 72 4 6 9 339
Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Model 0 0 0 43 2 2 2 255
Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Model 0 0 0 133 7 14 15 390
Monetary Policy and Speculative Spillovers in Financial Markets 0 0 0 15 3 4 4 57
Monetary Policy, Financial Frictions and Structural Changes: A Markov-Switching DSGE Approach 0 0 0 102 7 7 10 147
Monetary Policy, Financial Frictions and Structural Changes: A Markov-Switching DSGE approach 1 2 3 99 2 8 15 252
Mortgage Default Risks and High-Frequency Predictability of the US Housing Market: A Reconsideration 0 0 0 22 0 3 4 61
Movements in International Bond Markets: The Role of Oil Prices 0 0 0 28 4 7 11 197
Movements in Real Estate Uncertainty in the United States: The Role of Oil Shocks 0 0 0 22 0 2 9 41
Multi-Horizon Financial and Housing Wealth Effects across the U.S. States 0 0 0 11 4 7 8 44
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 2 5 10 27
Multi-Moment and Multilayer Analysis of Connectedness among Clean, Brown, and Technology ETFs: The Role of Climate Risk 0 0 6 6 4 9 18 18
Multi-Task Forecasting of the Realized Volatilities of Agricultural Commodity Prices 0 0 0 1 4 5 10 20
Near-Rational Expectations: How Far are Surveys from Rationality? 0 0 0 19 5 8 9 76
Near-Rational Expectations: How Far are Surveys from Rationality? 0 0 0 42 0 0 1 99
Network Analysis of Economic and Financial Uncertainties in Advanced Economies: Evidence from Graph-Theory 0 0 0 23 9 20 24 104
Network Causality Structures among Bitcoin and other Financial Assets: A Directed Acyclic Graph Approach 0 0 0 33 4 11 14 216
News Implied Volatility and the Stock-Bond Nexus: Evidence from Historical Data for the USA and the UK Markets 0 0 0 29 2 15 17 133
OPEC News Announcement Effect on Volatility in the Crude Oil Market: A Reconsideration 0 0 0 33 4 15 21 151
OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning 0 0 0 18 3 4 6 79
OPEC News and Jumps in the Oil Market 0 0 0 16 4 9 18 66
OPEC News and Predictability of Oil Futures Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach 0 0 0 24 1 3 5 83
Oil Price Forecastability and Economic Uncertainty 0 0 0 104 6 9 12 229
Oil Price Forecastability and Economic Uncertainty 0 0 0 43 5 7 9 143
Oil Price Returns Skewness and Forecastability of International Stock Returns Over One Century of Data 0 0 0 7 4 6 9 25
Oil Price Shocks and China’s Economy: Reactions of the Monetary Policy to Oil Price Shocks 0 0 0 96 5 11 21 309
Oil Price Shocks and Yield Curve Dynamics in Emerging Markets 0 0 0 24 7 18 20 106
Oil Price Shocks and the Connectedness of US State-Level Financial Markets 0 0 0 10 7 9 11 19
Oil Price Uncertainty and Manufacturing Production in South Africa 0 0 0 0 1 2 3 140
Oil Price Uncertainty and Movements in the US Government Bond Risk Premia 0 0 0 15 3 6 7 103
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 5 5 13 34
Oil Price Volatility and Economic Growth: Evidence from Advanced OECD Countries using over One Century of Data 0 0 0 22 2 7 16 206
Oil Price and Exchange Rate Behaviour of the BRICS for Over a Century 0 0 0 14 4 11 15 63
Oil Price-Inflation Pass-Through in the United States over 1871 to 2018: A Wavelet Coherency Analysis 0 0 0 53 1 9 14 113
Oil Returns and Volatility: The Role of Mergers and Acquisitions 0 0 0 4 3 6 9 102
Oil Shocks and State-Level Stock Market Volatility of the United States: A GARCH-MIDAS Approach 0 0 0 0 13 13 17 54
Oil Shocks and Stock Market Volatility of the BRICS: A GARCH-MIDAS Approach 0 0 0 36 4 6 10 108
Oil Shocks and Volatility Jumps 0 0 0 19 1 2 6 109
Oil Speculation and Herding Behavior in Emerging Stock Markets 0 0 0 58 11 14 17 130
Oil Tail Risks and the Forecastability of the Realized Variance of Oil-Price: Evidence from Over 150 Years of Data 0 0 0 13 1 5 5 20
Oil price forecastability and economic uncertainty 0 0 0 101 4 7 11 86
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 2 5 8 42
Oil-Price Uncertainty and the U.K. Unemployment Rate: A Forecasting Experiment with Random Forests Using 150 Years of Data 0 0 0 26 3 8 12 93
Oil-Shocks and Directional Predictability of Macroeconomic Uncertainties of Developed Economies: Evidence from High-Frequency Data 0 0 0 23 1 5 8 71
On Economic Uncertainty, Stock Market Predictability and Nonlinear Spillover Effects 0 0 0 28 2 2 4 147
On Exchange-Rate Movements and Gold-Price Fluctuations: Evidence for Gold-Producing Countries from a Nonparametric Causality-in-Quantiles Test 0 0 0 12 3 6 8 92
On International Uncertainty Links: BART-Based Empirical Evidence for Canada 0 0 0 13 7 9 11 62
On REIT Returns and (Un-) Expected Inflation: Empirical Evidence Based on Bayesian Additive Regression Trees 0 0 0 3 5 5 9 88
On the Directional Accuracy of Inflation Forecasts: Evidence from South African Survey Data 0 0 0 24 5 8 11 75
On the Directional Accuracy of Inflation Forecasts: Evidence from South African Survey Data 0 0 0 30 3 7 8 76
On the Dynamics of International Real Estate Investment Trust Propagation Mechanisms: Evidence from Time-Varying Return and Volatility Connectedness Measures 0 0 0 2 0 0 3 32
On the Predictability of Stock Market Bubbles: Evidence from LPPLS ConfidenceTM Multi-scale Indicators 0 0 0 40 9 26 41 351
On the Pricing Effects of Bitcoin Mining in the Fossil Fuel Market: The Case of Coal 0 0 0 6 5 9 10 31
On the Propagation Mechanism of International Real Interest Rate Spillovers: Evidence from More than 200 Years of Data 0 0 0 30 5 8 12 54
On the Transmission Mechanism of Asia-Pacific Yield Curve Characteristics 0 0 0 3 6 6 7 73
On the Transmission Mechanism of Country-Specific and International Economic Uncertainty Spillovers: Evidence from a TVP-VAR Connectedness Decomposition Approach 0 0 0 38 7 11 18 175
Openness and Growth: Is the Relationship Non-Linear? 0 0 0 67 5 8 17 218
Openness, Bureaucratic Corruption and Public Policy in an Endogenous Growth Model 0 0 0 73 2 8 12 406
Optimal Public Policy with Endogenous Mortality 0 0 0 36 2 7 7 242
Out-of-Sample Equity Premium Predictability in South Africa: Evidence from a Large Number of Predictors 0 0 0 11 4 10 11 254
Out-of-Sample Predictability of Gold Market Volatility: The Role of US Nonfarm Payroll 0 0 0 12 5 7 12 52
Panel Granger causality between oil consumption and GDP: Evidence from the BRICS countries 0 0 0 0 1 4 9 191
Paradox of Sustainable Agricultural Policy Under Climate Change in South Africa: The Whys? and What-Ifs! 0 0 0 0 10 18 38 38
Partisan Conflict and Income Distribution in the United States: A Nonparametric Causality-in-Quantiles Approach 0 0 0 12 6 6 8 65
Partisan Conflict and Income Distribution in the United States: A Nonparametric Causality-in-Quantiles Approach 0 0 0 34 1 3 6 91
Periodically Collapsing Bubbles in the South African Stock Market 0 0 0 26 2 6 10 161
Persistence and Cycles in Historical Oil Prices Data 0 0 0 0 2 6 7 123
Persistence and Cyclical Dynamics of US and UK House Prices: Evidence from Over 150 Years of Data 0 0 0 41 5 7 7 62
Persistence in Precious Metal Prices: A Fractional Integration Approach with Structural Breaks 0 0 0 9 4 8 11 125
Persistence in Trends and Cycles of Gold and Silver Prices: Evidence from Historical Data 0 0 0 54 6 8 13 133
Persistence of Economic Uncertainty: A Comprehensive Analysis 0 0 0 18 5 7 11 111
Persistence of State-Level Uncertainty of the United States: The Role of Climate Risks 0 0 0 6 1 7 11 34
Persistence of precious metal prices: a fractional integration approach with structural breaks 0 0 0 10 6 7 7 73
Persistence, Mean Reversion and Non-Linearities in US Housing Prices Over 1830-2013 0 0 0 12 6 9 12 83
Persistence, Mean Reversion and Nonlinearities in Inflation Rates of Developed and Developing Countries Using Over One Century of Data 0 0 0 0 3 8 9 38
Persistence, Mean-Reversion and Non-Linearities in Infant Mortality Rates 0 0 0 19 2 4 6 84
Point and Density Forecasting of Macroeconomic and Financial Uncertainties of the United States 0 0 0 28 8 10 16 100
Point and Density Forecasts of Oil Returns: The Role of Geopolitical Risks 0 0 0 16 2 5 7 64
Policy Uncertainty and Stock Market Volatility Revisited: The Predictive Role of Signal Quality 0 0 0 25 2 7 13 61
Political Cycles in the United States and Stock Market Volatility in other Advanced Economies: An EGARCH Approach 0 0 0 0 5 5 10 151
Political Geography and Stock Market Volatility: The Role of Political Alignment across Sentiment Regimes 0 0 0 7 3 5 11 23
Political ``Color" and the Impact of Climate Risks on Output Growth: Evidence from a Panel of US States 0 0 0 0 2 6 14 19
Predictability of Economic Slowdowns in Advanced Countries over Eight Centuries: The Role of Climate Risks 0 0 0 0 3 7 7 38
Predictability of Sustainable Investments and the Role of Uncertainty: Evidence from a Non-Parametric Causality-in-Quantiles Test 0 0 0 5 0 2 4 76
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 4 5 11 53
Predictability of the Realised Volatility of International Stock Markets Amid Uncertainty Related to Infectious Diseases 0 0 0 0 2 4 4 17
Predicting Aggregate and State-Level US House Price Volatility: The Role of Sentiment 0 0 0 14 3 5 6 49
Predicting BRICS Stock Returns Using ARFIMA Models 0 0 0 62 1 4 7 344
Predicting Bitcoin Returns: Comparing the Roles of Newspaper- and Internet Search-Based Measures of Uncertainty 0 0 0 16 3 7 10 62
Predicting Downturns in the US Housing Market: A Bayesian Approach 0 0 0 22 11 12 19 364
Predicting Firm-Level Volatility in the United States: The Role of Monetary Policy Uncertainty 0 0 0 0 5 8 11 68
Predicting Global Temperature Anomaly: A Definitive Investigation Using an Ensemble of Twelve Competing Forecasting Models 0 0 0 0 4 11 14 93
Predicting Housing Market Sentiment: The Role of Financial, Macroeconomic and Real Estate Uncertainties 0 0 0 17 3 7 7 55
Predicting International Equity Returns: Evidence from Time-Varying Parameter Vector Autoregressive Models 0 0 0 43 1 4 11 126
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 3 8 12 31
Predicting South African Equity Premium using Domestic and Global Economic Policy Uncertainty Indices: Evidence from a Bayesian Graphical Model 0 0 0 16 2 5 5 83
Predicting Stock Market Movements in the United States: The Role of Presidential Approval Ratings 0 0 0 76 3 8 9 110
Predicting Stock Market Movements with a Time-Varying Consumption-Aggregate Wealth Ratio 0 0 0 76 2 4 7 129
Predicting Stock Returns and Volatility Using Consumption-Aggregate Wealth Ratios: A Nonlinear Approach 0 0 0 8 7 8 10 77
Predicting Stock Returns and Volatility with Investor Sentiment Indices: A Reconsideration using a Nonparametric Causality-in-Quantiles Test 0 0 0 40 3 7 8 129
Predicting the Conditional Distribution of Risk Aversion The Role of Climate Risks in a Cross-Quantilogram Framework 0 0 19 19 2 7 44 44
Predicting the Conditional Distribution of US Stock Market Systemic Stress: The Role of Climate Risks 0 0 0 7 1 5 9 30
Predicting the Conditional Distributions of Inflation and Inflation Uncertainty in South Africa: The Role of Climate Risks 4 5 11 11 11 21 23 23
Prediction of the Conditional Distribution of Daily International Stock Returns Volatility: The Role of (Conventional and Unconventional) Monetary Policies 0 0 0 0 1 3 7 17
Predictive Ability of Competing Models for South Africa’s Fixed Business Non- Residential Investment Spending 0 0 0 14 2 4 6 95
Predictive Effects of Climate Policy Uncertainty on Returns and Volatility of Carbon Emission Prices: The Case of China 0 0 0 0 0 8 13 13
Presidential Approval Ratings and Stock Market Performance in Latin America 0 0 0 4 4 9 21 26
Presidential Cycles and Time-Varying Bond-Stock Correlations: Evidence from More than Two Centuries of Data 0 0 0 9 3 8 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 4 6 7 64
Presidential Politics and Investor Behavior in the Stock Market: Evidence from a Century of Stock Market Data 0 0 0 0 6 11 26 29
Price Convergence Patterns across U.S. States 0 0 0 45 3 6 10 117
Price Effects After One-Day Abnormal Returns and Crises in the Stock Markets 0 0 0 14 1 6 7 35
Price Effects after One-Day Abnormal Returns in Developed and Emerging Markets: ESG versus Traditional Indices 0 0 0 2 2 5 5 37
Price Gap Anomaly in the US Stock Market: The Whole Story 0 0 0 15 4 8 19 118
Price Jumps in Developed Stock Markets: The Role of Monetary Policy Committee Meetings 0 0 0 28 0 1 2 82
Price and Volatility Linkages between International REITs and Oil Markets 0 0 0 23 13 15 20 96
Private and Public Health Expenditures in an Endogenous Growth Model with Inflation Targeting 0 0 0 6 1 7 8 221
Production Lags and Growth Dynamics in an Overlapping Generations Endogenous Growth Model 0 0 0 0 2 3 4 90
Productive Efficiency of Connecticut Long Island Lobster Fishery Using a Finite Mixture Model 0 0 0 18 2 4 6 51
Productivity and GDP: International Evidence of Persistence and Trends Over 130 Years of Data 0 0 0 10 3 6 9 35
R&D, Openness, and Growth 0 0 0 32 6 7 7 241
Rare Disaster Risks and Gold over 700 Years: Evidence from Nonparametric Quantile Regressions 0 0 0 0 5 7 9 42
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 5 7 9 29
Rational Expectations and the Effects of Financial Liberalization on Price Level and Output 0 0 0 0 3 3 7 145
Real Estate Markets and Uncertainty Shocks: A Variance Causality Approach 0 0 0 24 3 5 14 175
Real Estate Returns Predictability Revisited: Novel Evidence from the US REITs Market 0 0 0 42 2 8 12 198
Real Interest Rate Persistence in South Africa: Evidence and Implications 0 0 0 61 5 7 11 303
Real Interest Rate Persistence in South Africa: Evidence and Implications 0 0 0 18 3 6 10 216
Real-Time Forecast of DSGE Models with Time-Varying Volatility in GARCH Form 0 0 0 54 4 7 15 107
Realized Stock Market Volatility of the United States: The Role of Employee Sentiment 0 0 0 1 4 10 16 32
Realized Stock-Market Volatility of the United States and the Presidential Approval Rating 0 0 0 0 2 7 13 27
Realized Volatility Spillovers between Energy and Metal Markets: A Time-Varying Connectedness Approach 0 0 0 22 1 5 6 71
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 4 6 7 162
Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013 0 0 0 0 1 3 6 201
Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013 0 0 0 161 4 8 14 319
Relationship between Happiness and Smoking: A Bootstrap Panel Causality Test 0 0 0 27 2 4 7 237
Relationship between House Prices and Inflation in South Africa: An ARDL Approach 0 0 0 7 2 5 7 379
Research Output and Economic Growth in G7 Countries: New Evidence from Asymmetric Panel Causality Testing 0 0 0 0 1 5 11 264
Return Connectedness across Asset Classes around the COVID-19 Outbreak 0 0 0 8 15 56 61 138
Return Volatility, Correlation, and Hedging of Green and Brown Stocks: Is there a Role for Climate Risk Factors? 0 0 0 90 5 9 16 66
Return-Volatility Nexus in the Digital Asset Class: A Dynamic Multilayer Connectedness Analysis 0 0 0 4 3 14 19 29
Revisiting Herding Behavior in REITs: A Regime-Switching Approach 0 0 0 22 2 10 12 180
Revisiting Herding Behavior in REITs: A RegimeSwitching Approach 0 0 0 34 5 7 11 221
Revisiting International House Price Convergence Using House Price Level Data 0 0 0 0 3 4 5 62
Revisiting the Causal Relationship between Energy Consumption and Economic Growth in South Africa: Evidence from a Bootstrap Rolling Window Approach 0 0 0 0 3 9 12 173
Revisiting the Causality between Electricity Consumption and Economic Growth in South Africa: A Bootstrap Rolling-Window Approach 0 0 0 1 2 3 10 251
Revisiting the Inflation-Repression Relationship 0 0 0 0 2 2 4 133
Revisiting the Kuznets Curve Hypothesis for Tunisia: Carbon Dioxide vs. Ecological Footprint 0 0 0 10 0 4 8 39
Revisiting the Temporal Causality between Money and Income 0 0 0 0 1 3 5 178
Revisiting the Twin Deficits Hypothesis: A Quantile Cointegration Analysis over the Period of 1791-2013 0 0 0 0 1 2 2 86
Rise and Fall of Calendar Anomalies over a Century 0 0 0 16 4 7 8 162
Risk Aversion and Bitcoin Returns in Normal, Bull, and Bear Markets 0 0 0 32 12 13 16 128
Risk Aversion and the Predictability of Crude Oil Market Volatility: A Forecasting Experiment with Random Forests 0 0 0 26 7 11 13 100
Risk Spillover between Bitcoin and Conventional Financial Markets: An Expectile-Based Approach 0 0 0 19 5 9 15 115
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 3 5 7 177
Role of Inflation and Exchange Rates in Shaping the Country's Food Security Landscape: Nigeria's Food Price Puzzle 0 0 0 3 5 13 27 32
SHOULD THE SOUTH AFRICAN RESERVE BANK RESPOND TO EXCHANGE RATE FLUCTUATIONS? EVIDENCE FROM THE COSINE-SQUARED CEPSTRUM 0 0 0 27 2 4 5 190
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 21 85
Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries 0 0 0 24 3 7 16 64
Sentiment and Financial Market Connectedness: The Role of Investor Happiness 0 0 0 24 5 12 20 177
Shortages and Machine-Learning Forecasting of Oil Returns Volatility: 1900-2024 0 0 0 0 3 5 76 76
Should the SARB Have Stayed Time Inconsistent? 0 0 0 33 1 6 8 161
Social Capital and Protests in the United States 0 0 0 15 3 6 9 72
Social Status, Inflation and Endogenous Growth in a Cash-in-Advance Economy: A Reconsideration 0 0 0 40 2 4 5 152
Socio-Political Instability and Growth Dynamics 0 0 0 32 7 15 42 1,002
Socio-Spatial Features of Neighbourhoods Supporting Social Interaction between Locals and Migrants in Peri-Urban China 0 0 0 0 2 5 8 17
Some Benefits of Reducing Inflation in South Africa 0 0 0 20 3 6 6 205
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 4 4 211
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 2 3 102
Spatial Bayesian Methods of Forecasting House Prices in Six Metropolitan Areas of South Africa 0 0 0 0 2 5 6 305
Spillover and Predictability of Volatility of 50 Major Cryptocurrencies: Evidence from a LASSO-Regularized Quantile VAR 2 7 16 16 11 28 36 36
Spillover of Mortgage Default Risks in the United States: Evidence from Metropolitan Statistical Areas and States 0 0 0 11 2 3 5 95
Spillover of Sentiment in the European Union: Evidence from Time- and Frequency-Domains 0 0 0 22 5 6 8 69
Spillovers across Macroeconomic, Financial and Real Estate Uncertainties: A Time-Varying Approach 0 0 0 28 6 10 14 125
Spillovers between Bitcoin and other Assets during Bear and Bull Markets 0 0 0 59 9 20 36 357
Spillovers between US Real Estate and Financial Assets in Time and Frequency Domains 0 0 0 10 4 6 10 68
Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin 0 0 0 0 3 4 7 112
Stock Market Bubbles and the Forecastability of Gold Returns (and Volatility) 0 0 0 24 13 17 27 61
Stock Market Bubbles and the Realized Volatility of Oil Price Returns 0 0 0 6 5 9 12 30
Stock Market Efficiency Analysis using Long Spans of Data: A Multifractal Detrended Fluctuation Approach 0 0 0 20 6 8 12 100
Stock Market Volatility and Multi-Scale Positive and Negative Bubbles 0 0 0 14 2 5 7 23
Stock Markets and Exchange Rate Behaviour of the BRICS 0 0 0 22 4 6 8 97
Stock Price Dynamics and the Business Cycle in an Estimated DSGE Model for South Africa 0 0 0 100 30 57 58 204
Stock Price Dynamics and the Business Cycle in an Estimated DSGE Model for South Africa 0 1 2 4 13 17 19 23
Structural Breaks and GARCH Models of Stock Return Volatility: The Case of South Africa 0 0 0 58 4 6 10 379
Structural Breaks and Predictive Regressions Models of South African Equity Premium 0 0 0 14 3 5 7 178
Structural and Predictive Analyses with a Mixed Copula-Based Vector Autoregression Model 0 0 0 172 1 3 6 66
Structure Dependence between Oil and Agricultural Commodities Returns: The Role of Geopolitical Risks 0 0 0 1 4 6 10 94
Supply Bottlenecks and Machine Learning Forecasting of International Stock Market Volatility 0 0 14 14 4 17 31 31
Supply Chain Constraints and the Predictability of the Conditional Distribution of International Stock Market Returns and Volatility 0 0 0 4 6 12 23 31
Supply Constraints and Conditional Distribution Predictability of Inflation and its Volatility: A Non-parametric Mixed-Frequency Causality-in-Quantiles Approach 1 3 5 5 5 11 14 14
Supply Disruptions and Predictability of Oil Returns Volatility: A GARCH-MIDAS Approach 0 0 0 0 4 10 63 63
THE BLESSING OF DIMENSIONALITY IN FORECASTING REAL HOUSE PRICE GROWTH IN THE NINE CENSUS DIVISIONS OF THE US 0 0 0 43 4 6 6 290
THE EFFECT OF DEFENSE SPENDING ON US OUTPUT: A FACTOR AUGMENTED VECTOR AUTOREGRESSION (FAVAR) APPROACH 0 0 0 13 2 3 4 322
THE EFFECT OF MONETARY POLICY ON HOUSE PRICE INFLATION: A FACTOR AUGMENTED VECTOR AUTOREGRESSION (FAVAR) APPROACH 0 0 0 54 2 2 4 827
THE EFFECT OF MONETARY POLICY ON REAL HOUSE PRICE GROWTH IN SOUTH AFRICA: A FACTOR AUGMENTED VECTOR AUTOREGRESSION (FAVAR) APPROACH 0 0 0 38 6 10 12 514
THE IMPACT OF HOUSE PRICES ON CONSUMPTION IN SOUTH AFRICA: EVIDENCE FROM PROVINCIAL-LEVEL PANEL VARs 0 0 0 28 1 4 7 241
THE ROLE OF NEWS-BASED UNCERTAINTY INDICES IN PREDICTING OIL MARKETS: A HYBRID NONPARAMETRIC QUANTILE CAUSALITY METHOD 1 1 2 53 5 8 16 315
Tail Risks and Forecastability of Stock Returns of Advanced Economies: Evidence from Centuries of Data 0 0 0 22 3 5 8 63
Tax Evasion and Financial Repression 0 0 0 208 7 12 29 691
Tax Evasion and Financial Repression: A Reconsideration Using Endogenous Growth Models 0 0 0 21 2 3 4 339
Tax evasion, financial development and inflation: theory and empirical evidence 0 0 0 24 3 5 15 204
Technical Efficiency of Connecticut Long Island Sound Lobster Fishery: A Nonparametric Approach to Aggregate Frontier Analysis 0 0 0 10 2 5 8 57
Technological Shocks and Stock Market Volatility Over a Century: A GARCH-MIDAS Approach 0 0 0 53 4 5 12 70
Temperature and Precipitation in the US States: Long Memory, Persistence and Time Trend 0 0 0 0 4 4 8 59
Temporal Causality between Budget Deficit and Interest Rate: The Case of South Africa 0 0 0 47 1 4 7 465
Temporal Causality between House Prices and Output in the U. S.: A Bootstrap Rolling-Window Approach 0 0 0 15 9 14 18 206
Temporal Causality between House Prices and Output in the U.S.: A Bootstrap Rolling-Window Approach 0 0 0 47 4 8 9 275
Temporal Causality between Taxes and Public Expenditures: The Case of South Africa 0 0 0 34 3 6 8 248
Terror Attacks and Stock-Market Fluctuations: Evidence Based on a Nonparametric Causality-in-Quantiles Test for the G7 Countries 0 0 0 9 1 5 9 148
Testing for Asymmetric Nonlinear Short- and Long-Run Relationships between Bitcoin, Aggregate Commodity and Gold Prices 0 0 0 54 2 4 5 226
Testing for Fractional Integration in SADC Real Exchange Rates 0 0 0 7 3 4 5 140
Testing for Multiple Bubbles in the BRICS Stock Markets 0 0 0 91 3 6 10 277
Testing for PPP Using SADC Real Exchange Rates 0 0 0 19 7 12 14 218
Testing for Persistence in Housing Price-to-Income and Price-to-Rent Ratios in 16 OECD Countries 0 0 0 40 7 13 14 269
Testing for Persistence with Breaks and Outliers in South African House Prices 0 0 0 37 1 4 10 113
Testing for Persistence with Breaks and Outliers in South African House Prices 0 0 0 13 4 6 6 100
Testing for asymmetric nonlinear short- and long-run relationships between bitcoin, aggregate commodity and gold prices 0 0 0 0 2 2 3 10
Testing for persistence with breaks and outliers in South African house prices 0 0 0 3 5 6 6 52
Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach 0 0 0 32 4 6 11 198
Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach 0 0 0 76 7 15 22 383
Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach 0 0 0 26 2 3 7 205
Testing the Efficiency of the Art Market using Quantile-Based Unit Root Tests with Sharp and Smooth Breaks 0 0 0 40 3 6 8 155
Testing the Forecasting Power of Global Economic Conditions for the Volatility of International REITs using a GARCH-MIDAS Approach 0 0 0 23 5 7 10 86
Testing the Impact of Exchange Rate Uncertainty on Exports in South Africa 0 0 0 0 3 4 6 82
Testing the Monetary Model for Exchange Rate Determination in South Africa: Evidence from 101 Years of Data 0 0 0 47 4 7 9 547
Testing the Out-of-Sample Forecasting Ability of a Financial Conditions Index for South Africa 0 0 0 23 3 5 5 100
Testing the White Noise Hypothesis in High-Frequency Housing Returns of the United States 0 0 0 12 2 6 10 59
The (Asymmetric) Effect of El Nino and La Nina on Gold and Silver Prices in a GVAR Model 0 0 0 0 2 4 7 103
The Asymmetric Effect of Oil Price on Growth across US States 0 0 0 22 2 5 7 161
The Behavior of Real Interest Rates: New Evidence from a ``Suprasecular" Perspective 0 0 0 14 4 7 11 62
The Benefits of Diversification between Bitcoin, Bonds, Equities and the US Dollar: A Matter of Portfolio Construction 0 0 0 37 7 12 17 168
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 5 9 14 1,278
The Causal Relationship between Energy Consumption and Economic Growth in South Africa: New Evidence from Asymmetric Causality in Frequency Domain 0 0 0 0 4 6 6 170
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 1 3 5 417
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 6 9 11 275
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 7 9 12 268
The Changing Dynamics of South Africa's Inflation Persistence: Evidence from a Quantile Regression Framework 0 0 0 12 3 5 6 72
The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains 0 0 0 40 3 4 8 227
The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains 0 0 0 62 2 5 8 207
The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains 0 0 0 56 2 3 8 125
The Depreciation of the Pound Post-Brexit: Could it have been Predicted? 0 0 0 87 8 12 22 316
The Dynamic Impact of Uncertainty in Causing and Forecasting the Distribution of Oil Returns and Risk 0 0 0 48 5 5 7 132
The Dynamic Relationship between House Prices and Output: Evidence from US Metropolitan Statistical Areas 0 0 0 58 2 6 9 176
The Dynamics of U.S. REITs Returns to Uncertainty Shocks: A Proxy SVAR Approach 0 0 0 35 2 6 11 110
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 12 12 51
The Effect of Air Quality and Weather on the Chinese Stock Market: Evidence from Shenzhen Stock Exchange 0 0 0 0 2 3 5 28
The Effect of Economic Uncertainty on the Housing Market Cycle 0 0 0 30 3 5 7 237
The Effect of Global Crises on Stock Market Correlations: Evidence from Scalar Regressions via Functional Data Analysis 0 0 0 73 4 5 10 162
The Effect of Gold Market Speculation on REIT Returns in South Africa: A Behavioral Perspective 0 0 0 6 7 11 16 163
The Effect of Investor Sentiment on Gold Market Dynamics 0 0 0 31 2 5 12 205
The Effect of Macroeconomic Uncertainty on Housing Returns and Volatility: Evidence from US State-Level Data 0 0 0 3 4 5 8 50
The Effect of Macroeconomic Uncertainty on Housing Returns and Volatility: Evidence from US State-Level Data 0 0 1 22 1 2 4 47
The Effect of Monetary Policy on House Price Inflation: A Factor Augmented Vector Autoregression (FAVAR) Approach 0 0 0 25 1 1 3 76
The Effect of Oil Price Uncertainty Shock on International Equity Markets: Evidence from a GVAR Model 0 0 0 10 1 7 12 50
The Effect of Oil Uncertainty Shock on Real GDP of 33 Countries: A Global VAR Approach 0 0 0 11 4 8 9 67
The Effect of US Uncertainty Shock on International Equity Markets: The Role of the Global Financial Cycle 0 0 0 12 3 6 7 39
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 3 5 12 239
The Effectiveness of Monetary and Fiscal Policy Shocks on U.S. Inequality: The Role of Uncertainty 0 1 2 35 5 13 19 97
The Effectiveness of Monetary and Fiscal Policy Shocks on U.S. Inequality: The Role of Uncertainty 0 0 0 50 4 10 13 129
The Effects of Climate Risks on Economic Activity in a Panel of US States: The Role of Uncertainty 0 0 0 4 3 4 13 52
The Effects of Conventional and Unconventional Monetary Policy Shocks on US REITs Moments: Evidence from VARs with Functional Shocks 0 0 0 12 3 5 13 54
The Effects of Disaggregate Oil Shocks on Aggregate Expected Skewness of the United States 0 0 0 10 4 6 8 26
The Effects of Monetary Policy On Real Farm Prices in South Africa 0 0 0 34 3 4 7 223
The Effects of Oil Shocks on Macroeconomic Uncertainty: Evidence from a Large Panel Dataset of US States 0 0 0 0 4 6 9 38
The Effects of Public Expenditures on Labour Productivity in Europe 0 0 0 27 3 7 9 47
The Effects of Uncertainty on Economic Conditions across US States: The Role of Climate Risks 0 0 0 2 13 18 21 27
The Efficiency of the Art Market: Evidence from Variance Ratio Tests, Linear and Nonlinear Fractional Integration Approaches 0 0 0 20 6 11 12 136
The Feldstein-Horioka Puzzle in South Africa: A Fractional Cointegration Approach 0 0 0 10 2 2 3 127
The Financial US Uncertainty Spillover Multiplier: Evidence from a GVAR Model 0 0 0 18 3 3 5 72
The Growth-Inflation Nexus for the US over 1801-2013: A Semiparametric Approach 0 0 0 28 5 8 9 120
The Growth-Inflation Nexus for the US over 1801-2013: A Semiparametric Approach 0 0 0 56 2 4 6 87
The Heterogeneous Impact of Temperature Growth on Real House Price Returns across the US States 0 0 2 15 5 11 16 41
The Impact of Disaggregated Oil Shocks on State-Level Consumption of the United States 0 0 0 6 1 2 2 29
The Impact of Disaggregated Oil Shocks on State-Level Real Housing Returns of the United States: The Role of Oil Dependence 0 0 0 3 1 5 10 39
The Impact of Economic Policy Uncertainty on US Real Housing Returns and their Volatility: A Nonparametric Approach 0 0 0 21 1 2 5 172
The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures 0 0 0 18 3 4 8 55
The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures 0 0 0 32 5 8 10 93
The Impact of Macroeconomic News Surprises and Uncertainty of Major Economies on Returns and Volatility of Oil Futures 0 0 0 33 9 17 18 167
The Impact of Oil Price Shocks on Income Inequality: Evidence from State-Level Data of the United States 0 0 0 0 6 15 35 309
The Impact of Oil Shocks in a Small Open Economy New-Keynesian Dynamic Stochastic General Equilibrium Model for South Africa 0 0 0 116 3 6 11 388
The Impact of Oil Shocks on the South African Economy 0 0 0 16 2 7 11 827
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 9 12 18 172
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 2 4 5 173
The Impact of Uncertainty Shocks in South Africa: The Role of Financial Regimes 0 0 0 9 4 9 10 99
The Impact of jumps and leverage in forecasting the co-volatility of oil and gold futures 0 0 0 14 1 4 6 32
The Impacts of Oil Price Volatility on Financial Stress: Is the COVID-19 Period Different? 0 0 0 10 3 6 7 33
The Impacts of Structural Oil Shocks on Macroeconomic Uncertainty: Evidence from a Large Panel of 45 Countries 0 0 0 8 2 16 20 90
The Informational Content of the Term-Spread in Forecasting the U.S. Inflation Rate: A Nonlinear Approach 0 0 0 47 7 13 13 132
The Informational Content of the Term-Spread in Forecasting the U.S. Inflation Rate: A Nonlinear Approach 0 0 0 41 5 8 11 67
The International REIT's Time-Varying Response to the U.S. Monetary Policy and Macroeconomic Surprises 0 0 0 8 4 7 7 104
The Links between Crude Oil Prices and GCC Stock Markets: Evidence from Time-Varying Granger Causality Tests 0 0 0 28 4 5 7 143
The Long-Run Impact of Inflation in South Africa 0 0 0 28 5 11 20 376
The Long-Run Relationship between Consumption, House Prices and Stock Prices in South Africa: Evidence from Provincial-Level Data 0 0 0 17 3 6 8 208
The Long-Run Relationship between Inflation and Real Stock Prices: Empirical Evidence from South Africa 0 0 0 24 2 6 11 513
The Macroeconomic Effects of Uncertainty Shocks in India 0 0 0 12 3 7 8 77
The Macroeconomic Reform and the Demand for Money in India 0 0 0 0 1 2 4 222
The Nexus between Military Expenditures and Economic Growth in the BRICS and the US: A Bootstrap Panel Causality Test 0 0 0 32 3 6 12 241
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 3 5 6 24
The Nonparametric Relationship between Oil and South African Agricultural Prices 0 0 0 17 1 11 12 104
The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US 0 0 0 43 3 7 10 239
The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US 0 0 0 42 8 9 16 117
The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US 0 0 0 58 5 11 14 178
The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US 0 0 0 59 7 13 20 201
The Predictability between Bitcoin and US Technology Stock Returns: Granger Causality in Mean, Variance, and Quantile 0 0 0 0 3 7 18 120
The Predictability of Stock Market Volatility in Emerging Economies: Relative Roles of Local, Regional and Global Business Cycles 0 0 0 20 3 12 16 94
The Predictability of cay and cayMS for Stock and Housing Returns: A Nonparametric Causality in Quantile Test 0 0 0 23 4 9 10 111
The Predictive Impact of Climate Risk on Total Factor Productivity Growth: 1880-2020 0 0 0 12 0 2 10 30
The Predictive Power of Industrial Electricity Usage Revisited: Evidence from Nonparametric Causality Tests 0 0 0 17 3 5 10 90
The Predictive Power of Oil Price Shocks on Realized Volatility of Oil: A Note 0 0 0 0 6 6 9 54
The Predictive Power of the Term Spread on Inequality in the United Kingdom: An Empirical Analysis 0 0 0 17 3 10 12 52
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 8 95
The Pricing Implications of Cryptocurrency Mining on Global Electricity Markets: Evidence from Quantile Causality Tests 0 0 0 0 2 4 6 62
The Relationship between Commodity Markets and Commodity Mutual Funds: A Wavelet-Based Analysis 0 0 0 25 10 12 17 157
The Relationship between Economic Uncertainty and Corporate Tax Rates 0 0 0 15 3 5 10 70
The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis 0 0 0 17 6 9 12 110
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 6 179
The Relationship between Healthcare expenditures and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis 0 0 0 19 2 4 7 89
The Relationship between Monetary Policy and Uncertainty in Advanced Economies: Evidence from Time- and Frequency-Domains 0 0 0 37 6 9 10 141
The Relationship between Oil and Agricultural Commodity Prices: A Quantile Causality Approach 0 0 0 38 6 6 8 216
The Relationship between Population Growth and Economic Growth Over 1870-2013: Evidence from a Bootstrapped Panel-Granger Causality Test 0 0 0 57 4 10 16 433
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 1 4 9 153
The Relationship between Stock Market Volatility and Trading Volume: Evidence from South Africa 0 0 0 25 5 7 11 116
The Relationship between the Inflation Rate and Inequality across U.S. States: A Semiparametric Approach 0 0 0 31 5 7 10 105
The Relationship between the Inflation Rate and Inequality across US States: A Semiparametric Approach 0 0 0 24 6 8 11 158
The Risk Exposures of Safe Havens to Global and Regional Stock Market Shocks: A Novel Approach 0 0 0 8 4 6 13 74
The Role of Asset Prices in Forecasting Inflation and Output in South Africa 0 0 0 32 5 8 9 195
The Role of Current Account Balance in Forecasting the US Equity Premium: Evidence from a Quantile Predictive Regression Approach 0 0 0 13 5 13 15 87
The Role of Domestic and Global Economic Policy Uncertainties in Predicting Stock Returns and their Volatility for Hong Kong, Malaysia and South Korea: Evidence from a Nonparametric Causality-in-Quantiles Approach 0 0 0 24 0 4 5 116
The Role of Economic Policy Uncertainty in Forecasting US Inflation Using a VARFIMA Model 1 2 3 50 5 9 15 177
The Role of Economic Policy Uncertainty in Forecasting US Inflation Using a VARFIMA Model 0 0 0 56 2 8 10 104
The Role of Economic Policy Uncertainty in Predicting Output Growth in Emerging Markets: A Mixed-Frequency Granger Causality Approach 0 0 0 19 4 7 17 103
The Role of Economic Policy Uncertainty in Predicting U.S. Recessions: A Mixed-Frequency Markov-Switching Vector Autoregressive Approach 0 0 0 21 2 6 7 152
The Role of Economic Uncertainty in Forecasting Exchange Rate Returns and Realized Volatility: Evidence from Quantile Predictive Regressions 0 0 0 45 2 4 10 140
The Role of Economic and Financial Uncertainties in Predicting Commodity Futures Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantiles Test 0 0 0 31 0 2 5 130
The Role of Global Economic Conditions in Forecasting Gold Market Volatility: Evidence from a GARCH-MIDAS Approach 0 0 0 27 3 5 13 113
The Role of Housing Sentiment in Forecasting US Home Sales Growth: Evidence from a Bayesian Compressed Vector Autoregressive Model 0 0 0 40 2 4 8 112
The Role of Investor Sentiment in Forecasting Housing Returns in China: A Machine Learning Approach 0 0 0 28 6 9 13 84
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 1 5 6 108
The Role of News-Based Uncertainty Indices in Predicting Oil Markets: A Hybrid Nonparametric Quantile Causality Method 0 0 0 19 3 6 9 179
The Role of Oil Prices in the Forecasts of South African Interest Rates: A Bayesian Approach 0 0 1 38 2 2 5 85
The Role of Oil Prices in the Forecasts of South African Interest Rates: A Bayesian Approach 0 0 0 32 5 8 10 107
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 3 4 8 55
The Role of Partisan Conflict in Forecasting the U.S. Equity Premium: A Nonparametric Approach 0 0 0 13 2 5 6 49
The Role of Real Estate Uncertainty in Predicting US Home Sales Growth: Evidence from a Quantiles-Based Bayesian Model Averaging Approach 0 0 0 8 0 8 11 49
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 2 3 6 83
The Role of Time-Varying Rare Disaster Risks in Predicting Bond Returns and Volatility 0 0 0 24 1 5 6 90
The Role of Uncertainty in Forecasting Realized Covariance of US State-Level Stock Returns: A Reverse-MIDAS Approach 0 0 13 13 28 35 60 60
The Role of an Aligned Investor Sentiment Index in Predicting Bond Risk Premia of the United States 0 0 0 16 2 2 8 88
The Role of the Monthly ENSO in Forecasting the Daily Baltic Dry Index 0 0 0 12 5 7 12 33
The Roles of Global Supply Chain Pressure and Economic Conditions in Forecasting the VaR of Commodity Markets: A Quantile GARCH-MIDAS Approach 2 3 25 25 6 12 44 44
The South African Economic Response to Monetary Policy Uncertainty 0 0 0 61 2 4 4 94
The Synergistic Effect of Insurance and Banking Sector Activities on Economic Growth in Africa 0 0 0 41 6 10 11 166
The Taylor Curve: International Evidence 0 0 0 25 2 2 7 46
The Term Premium as a Leading Macroeconomic Indicator 0 0 0 28 4 5 7 144
The Time-Series Linkages between US Fiscal Policy and Asset Prices 0 0 0 5 4 7 9 114
The Time-Series Properties of House Prices: A Case Study of the Southern California Market 0 0 0 128 3 7 10 460
The Time-Series Properties of Housing Prices: A Case Study of the Southern California Market 0 0 0 29 1 3 4 302
The Time-Series Properties on Housing Prices: A Case Study of the Southern California Market 0 0 0 229 2 3 4 768
The Time-Varying Correlation between Output and Prices in the United States over 1800 to 2014 0 0 0 31 4 6 6 80
The Time-Varying Impact of Uncertainty Shocks on the Comovement of Regional Housing Prices of the United Kingdom 0 1 1 17 2 4 13 44
The U.S. Term Structure and Return Volatility in Global REIT Markets 0 0 0 0 4 5 14 39
The US Real GNP is Trend-Stationary After All 0 0 0 20 1 3 3 90
The causal relationship between coal consumption and economic growth in the BRICS countries: Evidence from panel Granger causality tests 0 0 0 0 3 6 9 184
The causal relationship between natural gas consumption and economic growth: Evidence from the G7 countries 0 0 0 0 5 9 13 252
The causal relationship between renewable energy consumption and economic growth: Evidence from the G7 countries 0 0 0 0 3 5 8 346
The impact of oil price on South African GDP growth: A Bayesian Markov Switching-VAR analysis 0 0 2 107 3 4 12 425
The impact of oil price on South African GDP growth: A Bayesian Markov Switching-VAR analysis 0 0 0 38 3 6 9 149
The links between crude oil prices and GCC stock markets: Evidence from time-varying Granger causality tests 0 0 1 58 4 8 11 185
The nexus of electricity consumption, economic growth and CO2 emissions in the BRICS countries 0 0 0 0 1 2 5 324
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 3 7 12 168
The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach 1 2 3 71 9 16 28 111
The time-series linkages between US fiscal policy and asset prices 0 0 0 28 8 11 14 101
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 3 5 80
Time Aggregation and the Contradictions with Causal Relationships: Can Economic Theory Come to the Rescue? 0 0 0 17 1 2 3 223
Time Aggregation, Long-Run Money Demand and the Welfare Cost of Inflation 0 0 0 26 6 7 7 204
Time Series Analysis of Persistence in Crude Oil Price Volatility across Bull and Bear Regimes 0 0 0 21 6 8 10 115
Time-Frequency Relationship between Inflation and Inflation Uncertainty for the U.S.: Evidence from Historical Data 0 0 0 68 1 3 5 83
Time-Frequency Relationship between Inflation and Inflation Uncertainty for the U.S.: Evidence from Historical Data 0 0 0 40 2 2 5 90
Time-Frequency Relationship between U.S. Output with Commodity and Asset Prices 0 0 0 47 3 9 12 107
Time-Variation in the Persistence of Carbon Price Uncertainty: The Role of Carbon Policy Uncertainty 0 0 0 5 2 8 50 60
Time-Varying Causal Relationship between Stock Market and Unemployment in the United Kingdom: Historical Evidence from 1855 to 2017 0 0 0 52 13 14 17 95
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 2 6 10 101
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 7 91
Time-Varying Causality between Oil and Commodity Prices in the Presence of Structural Breaks and Nonlinearity 0 0 0 21 4 4 8 173
Time-Varying Causality between Research Output and Economic Growth in the US 0 0 0 0 8 9 12 143
Time-Varying Correlations between Inflation and Stock Prices in the United States over the Last Two Centuries 0 0 0 53 4 9 16 161
Time-Varying Correlations between Trade Balance and Stock Prices in the United States over the Period 1792 to 2013 0 0 0 25 6 10 10 86
Time-Varying Effects of Extreme Weather Shocks on Output Growth of the United States 0 0 0 5 5 14 19 46
Time-Varying Effects of Housing and Stock Prices on U.S. Consumption 0 0 0 44 0 1 1 117
Time-Varying Effects of Housing and Stock Prices on U.S. Consumption 0 0 0 32 3 4 8 101
Time-Varying Effects of Housing and Stock Prices on U.S. Consumption 0 0 0 17 1 3 7 135
Time-Varying Efficiency of Developed and Emerging Bond Markets: Evidence from Long-Spans of Historical Data 0 0 0 43 3 11 19 124
Time-Varying Evidence of Predictability of Financial Stress in the United States over a Century: The Role of Inequality 0 0 0 6 0 2 4 45
Time-Varying Impact of Geopolitical Risks on Oil Prices 0 0 0 30 3 11 16 192
Time-Varying Impact of Monetary Policy Shocks on U.S. Stock Returns: The Role of Investor Sentiment 0 0 0 36 4 10 16 114
Time-Varying Impact of Pandemics on Global Output Growth 0 0 0 11 1 8 10 84
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 3 6 9 70
Time-Varying Impact of Uncertainty Shocks on the US Housing Market 0 0 0 16 3 3 4 102
Time-Varying Influence of Household Debt on Inequality in United Kingdom 0 0 0 13 4 6 10 98
Time-Varying Linkages between Tourism Receipts and Economic Growth in South Africa 0 0 0 16 6 7 9 138
Time-Varying Multilayer Networks Analysis of Frequency Connectedness in Commodity Futures Markets 0 2 5 9 6 15 23 36
Time-Varying Parameter Four-Equation DSGE Model 0 0 0 27 5 13 32 101
Time-Varying Persistence in US Inflation 0 0 0 37 1 2 8 172
Time-Varying Persistence of Inflation: Evidence from a Wavelet-Based Approach 0 0 0 49 8 12 16 154
Time-Varying Persistence of Inflation: Evidence from a Wavelet-based Approach 0 1 1 68 2 6 10 115
Time-Varying Predictability of Financial Stress on Inequality in United Kingdom 0 0 0 11 1 1 4 107
Time-Varying Predictability of Labor Productivity on Inequality in United Kingdom 0 0 0 6 1 3 5 41
Time-Varying Predictability of Oil Market Movements Over a Century of Data: The Role of US Financial Stress 0 0 0 17 5 5 8 65
Time-Varying Rare Disaster Risks, Oil Returns and Volatility 0 0 0 33 6 12 13 113
Time-Varying Relationship between Conventional and Unconventional Monetary Policies and Risk Aversion: International Evidence from Time- and Frequency-Domains 0 0 0 31 7 14 18 143
Time-Varying Risk Aversion and Forecastability of the US Term Structure of Interest Rates 0 0 0 10 2 6 6 50
Time-Varying Risk Aversion and Realized Gold Volatility 0 0 0 27 16 24 31 114
Time-Varying Risk Aversion and the Predictability of Bond Premia 0 0 0 28 4 5 5 66
Time-Varying Risk Aversion and the Profitability of Carry Trades: Evidence from the Cross-Quantilogram 0 0 0 11 2 8 10 41
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 9 12 15 168
Time-Varying Spillover between Currency and Stock Markets in the United States: More than Two Centuries of Historical Evidence 0 0 0 23 4 6 9 68
Time-Varying Spillover of Multi-Scale Positive and Negative Bubbles in Stock and Oil Markets 0 0 1 1 4 16 17 17
Time-Varying Spillover of US Trade War on the Growth of Emerging Economies 0 0 0 43 3 7 10 108
Time-Varying Spillovers between Housing Sentiment and Housing Market in the United States 0 0 0 7 2 3 6 62
Trade Uncertainties and the Hedging Abilities of Bitcoin 0 0 0 35 4 4 9 70
Trends and Cycles in Historical Gold and Silver Prices 0 0 0 24 8 11 21 230
Trends and Cycles in Historical Gold and Silver Prices 0 0 0 75 3 6 9 87
Trust and Quality of Growth: A Note 0 0 0 1 2 5 5 14
Trust and Quality of Growth: A Note 0 0 0 39 6 10 10 67
Trust and Quality of Growth: A Note 0 0 0 32 8 12 13 79
Trust and Quality of Growth: A Note 0 0 0 20 4 7 8 69
U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict 0 0 0 35 2 5 7 85
U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict 0 0 0 16 1 2 6 73
US Inflation Dynamics on Long Range Data 0 0 0 33 2 7 9 66
US Monetary Policy and BRICS Stock Market Bubbles 0 0 0 26 2 5 7 29
US inflation dynamics on long range data 0 0 0 36 1 1 3 79
US-China Tensions and Stock Market Co-movement between the US and China: Insights from a DCC-DAGARCH-MIDAS Model 1 3 9 9 16 43 62 62
Uncertainty Related to Infectious Diseases and Forecastability of the Realised Volatility of US Treasury Securities 0 0 0 0 2 7 10 19
Uncertainty and Crude Oil Returns 0 0 0 19 4 6 7 168
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 4 7 9 76
Uncertainty and Forecastability of Regional Output Growth in the United Kingdom: Evidence from Machine Learning 0 0 0 38 2 8 13 94
Uncertainty and Forecasts of U.S. Recessions 0 0 0 104 6 8 14 223
Uncertainty and Predictability of Real Housing Returns in the United Kingdom: A Regional Analysis 0 0 0 20 3 4 5 71
Uncertainty and Tourism in Africa 0 0 0 14 2 2 2 40
Uncertainty and Volatility Jumps in the Pound-Dollar Exchange Rate: Evidence from Over One Century of Data 0 0 0 44 4 8 9 104
Uncertainty and crude oil returns 0 0 0 49 6 8 12 188
Uncertainty due to Infectious Diseases and Forecastability of the Realized Variance of US REITs: A Note 0 0 0 9 3 4 5 57
Uncertainty, Spillovers, and Forecasts of the Realized Variance of Gold Returns 0 0 0 0 1 2 3 15
Unconventional Monetary Policy Shocks in OECD Countries: How Important is the Extent of Policy Uncertainty? 0 0 0 43 2 7 9 98
Understanding Sentiment Across Genders: Challenges and Solutions 0 0 0 0 4 8 14 14
Unemployment Fluctuations and Currency Returns in the United Kingdom: Evidence from Over One and a Half Century of Data 0 0 0 15 4 8 8 64
Unemployment Rate Hysteresis and the Great Recession: Exploring the Metropolitan Evidence 0 0 0 0 5 8 9 72
Unemployment fluctuations and currency returns in the United Kingdom: Evidence from over one and a half century of data 0 0 3 31 2 5 9 120
Unraveling Financial Fragility of Global Markets Using Machine Learning 0 0 14 14 6 11 30 30
Unveiling True Connectedness in US State-Level Stock Markets: The Role of Common Factors 0 0 11 11 3 9 26 26
Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States 0 0 0 142 8 13 15 505
Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States 0 0 0 133 3 9 9 555
Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States 0 0 0 34 0 0 2 265
Using Large Data Sets to Forecast Sectoral Employment 0 0 0 169 4 5 7 510
Using Large Data Sets to Forecast Sectoral Employment 0 0 0 23 3 8 12 132
Using Large Data Sets to Forecast Sectoral Employment 0 0 0 23 0 0 1 151
Valuation Ratios and Stock Price Predictability in South Africa: Is it there? 0 0 0 27 4 6 7 175
Variants of Consumption-Wealth Ratios and Predictability of U.S. Government Bond Risk Premia: Old is still Gold 0 0 0 0 3 3 3 62
Volatility Connectedness of Major Cryptocurrencies: The Role of Investor Happiness 0 0 0 34 5 6 8 139
Volatility Jumps: The Role of Geopolitical Risks 0 0 0 21 0 6 9 119
Volatility Spillover between Energy and Financial Markets 0 0 0 0 5 5 8 386
Volatility Spillovers across Global Asset Classes: Evidence from Time and Frequency Domains 0 0 0 53 2 5 11 142
Volatility Spillovers between Interest Rates and Equity Markets of Developed Economies: A Note 0 0 0 21 0 2 3 53
Volatility Transmission between Islamic and Conventional Equity Markets: Evidence from Causality-in-Variance Test 0 0 0 15 1 6 8 140
Was the Recent Downturn in US GDP Predictable? 0 0 0 46 2 6 7 89
Was the Recent Downturn in US GDP Predictable? 0 0 0 71 3 7 10 195
Was the Recent Downturn in US GDP Predictable? 0 0 0 81 13 14 15 171
Wealth-to-Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test 0 0 0 0 2 4 6 71
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 2 5 6 50
Why must it always be so Real with Tax Evasion? 0 0 0 27 5 7 10 109
Xenophobia and Quality of Life: Evidence From South Africa 0 0 3 7 2 6 13 25
“Ripple Effects” and Forecasting Home Prices In Los Angeles, Las Vegas, and Phoenix 0 0 0 171 1 4 6 262
Total Working Papers 22 53 434 31,854 4,208 7,955 12,636 165,384
16 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
125 ​Years of time-varying effects of fiscal policy on financial markets 0 0 0 4 0 1 3 16
A BVAR MODEL FOR THE SOUTH AFRICAN ECONOMY 0 0 0 76 7 9 11 182
A DSGE-VAR model for forecasting key South African macroeconomic variables 0 0 4 57 2 4 10 188
A Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting 0 1 2 4 3 4 6 15
A NOTE ON UNCERTAINTY DUE TO INFECTIOUS DISEASES AND OUTPUT GROWTH OF THE UNITED STATES: A MIXED-FREQUENCY FORECASTING EXPERIMENT 0 0 0 1 5 8 9 17
A New-Keynesian DSGE model for forecasting the South African economy 0 0 2 196 12 25 34 466
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 7 8 10 15
A Note on the COVID-19 Shock and Real GDP in Emerging Economies 0 0 1 19 1 2 5 39
A SMALL‐SCALE DSGE MODEL FOR FORECASTING THE SOUTH AFRICAN ECONOMY 0 0 0 107 3 6 10 273
A TIME-VARYING APPROACH OF THE US WELFARE COST OF INFLATION 0 0 2 14 3 9 15 99
A historical analysis of the US stock price index using empirical mode decomposition over 1791-2015 0 0 2 11 4 6 10 96
A large factor model for forecasting macroeconomic variables in South Africa 0 0 1 32 5 7 9 191
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 9 16 19 36
A new hybrid method with data-characteristic-driven analysis for artificial intelligence and robotics index return forecasting 0 0 0 1 3 4 7 13
A non-linear approach for predicting stock returns and volatility with the use of investor sentiment indices 0 0 0 22 4 6 10 76
A note on financial vulnerability and volatility in emerging stock markets: evidence from GARCH-MIDAS models 0 0 2 5 2 3 8 18
A note on investor happiness and the predictability of realized volatility of gold 0 0 1 5 3 6 11 29
A note on oil price shocks and the forecastability of gold realized volatility 0 0 0 0 5 8 9 16
A note on the technology herd: evidence from large institutional investors 0 0 0 2 1 2 4 18
A re-evaluation of the term spread as a leading indicator 0 0 0 7 9 11 14 37
A time-varying approach to analysing fiscal policy and asset prices in South Africa 0 0 0 5 4 7 9 55
A wavelet analysis of the relationship between oil and natural gas prices 0 0 0 23 5 8 11 91
AN APPLICATION OF A NEW SEASONAL UNIT ROOT TEST FOR TRENDING AND BREAKING SERIES TO INDUSTRIAL PRODUCTION OF THE BRICS 0 0 0 11 0 4 4 29
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 3 5 10 17
An Endogenous Growth Model of a Financially Repressed Small Open Economy 0 0 0 28 0 0 1 88
An in-sample and out-of-sample empirical investigation of the nonlinearity in house prices of South Africa 0 0 0 35 7 14 15 252
Analysis of Herding in Reits of an Emerging Market: The Case of Turkey 0 0 0 0 3 5 6 7
Analyzing South Africa’s inflation persistence using an ARFIMA model with Markov-switching fractional differencing parameter 0 0 3 20 3 4 10 91
Are BRICS exchange rates chaotic? 0 0 0 3 2 5 8 34
Are Health Care Expenditures and Personal Disposable Income Characterised by Asymmetric Behaviour? Evidence from US State-Level Data 0 0 0 1 2 2 6 16
Are Uncertainties across the World Convergent? 0 0 1 22 4 5 13 76
Are house prices in South Africa really nonstationary? Evidence from SPSM-based panel KSS test with a Fourier function 0 0 1 9 3 5 9 89
Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data 0 0 0 2 3 3 6 13
Are real interest rates a monetary phenomenon? Evidence from 700 years of data 0 0 0 0 2 6 10 16
Are stock prices related to the political uncertainty index in OECD countries? Evidence from the bootstrap panel causality test 0 2 4 43 2 7 16 179
Are stock returns an inflation hedge for the UK? Evidence from a wavelet analysis using over three centuries of data 1 2 3 19 12 15 18 82
Are there Environmental Kuznets Curves for US state-level CO2 emissions? 0 0 1 32 5 6 9 214
Are there Really Long-Run Diversification Benefits from Sustainable Investments? 0 0 1 10 9 12 15 41
Are there housing bubbles in South Africa? Evidence from SPSM-based panel KSS test with a Fourier function 0 0 0 4 3 6 7 39
Are there long-run diversification gains from the Dow Jones Islamic finance index? 0 0 0 9 1 5 7 69
Are there multiple bubbles in the ethanol–gasoline price ratio of Brazil? 0 0 1 8 2 4 7 60
Asymmetric Behavior in Nominal and Real Housing Prices: Evidence from Emerging and Advanced Economies 0 0 0 0 4 4 7 7
Asymmetric causality between military expenditures and economic growth in top six defense spenders 0 0 2 46 4 11 16 152
Asymmetric dynamics of insurance premium: the impacts of output and economic policy uncertainty 0 1 2 14 8 11 24 92
Asymmetric effects of inequality on real output levels of the United States 0 0 2 11 4 8 16 63
BAYESIAN METHODS OF FORECASTING INVENTORY INVESTMENT 0 0 0 20 7 7 11 115
Bayesian Spatial Modeling for Housing Data in South Africa 0 0 0 1 5 6 7 12
Bear, Bull, Sidewalk, and Crash: The Evolution of the US Stock Market Using Over a Century of Daily Data 0 1 1 3 2 4 6 19
Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles 0 0 2 56 2 8 24 237
Bitcoin mining activity and volatility dynamics in the power market 0 0 1 8 2 3 5 20
Business applications and state‐level stock market realized volatility: A forecasting experiment 0 0 0 3 3 7 12 21
CLIMATE RISKS AND PREDICTABILITY OF COMMODITY RETURNS AND VOLATILITY: EVIDENCE FROM OVER 750 YEARS OF DATA 1 1 1 1 9 9 14 14
CONVERGENCE IN PROVINCIAL-LEVEL SOUTH AFRICAN HOUSE PRICES: EVIDENCE FROM THE CLUB CONVERGENCE AND CLUSTERING PROCEDURE 0 0 0 11 5 9 12 105
CONVERGENCE OF METROPOLITAN HOUSE PRICES IN SOUTH AFRICA: A RE-EXAMINATION USING EFFICIENT UNIT ROOT TESTS 0 0 0 70 3 6 11 299
COVID-19 Pandemic and Investor Herding in International Stock Markets 0 0 0 8 1 9 15 51
Can (unusual) weather conditions in New York predict South African stock returns? 0 0 0 7 2 7 11 59
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 1 2 2 43
Can debt ceiling and government shutdown predict us real stock returns? A bootstrap rolling window approach. - Gli effetti sui rendimenti azionari reali negli USA del tetto del debito pubblico e del b 0 0 0 17 1 3 6 123
Can economic uncertainty, financial stress and consumer sentiments predict U.S. equity premium? 0 1 3 23 4 10 13 137
Can monetary policy lean against housing bubbles? 0 0 1 16 4 5 7 41
Can municipal bonds hedge US state-level climate risks? 0 0 1 2 2 2 6 8
Can the Sharia-based Islamic stock market returns be forecasted using large number of predictors and models? 0 0 0 14 4 7 8 89
Can volume predict Bitcoin returns and volatility? A quantiles-based approach 1 2 8 284 7 12 36 924
Causal Link between Oil Price and Uncertainty in India - Relazione di causalitĂ  tra prezzo del petrolio e incertezza in India 0 0 0 7 3 3 3 170
Causal Relationship between Asset Prices and Output in the United States: Evidence from the State-Level Panel Granger Causality Test 0 0 0 8 6 7 8 35
Causal effects of the United States and Japan on Pacific-Rim stock markets: nonparametric quantile causality approach 0 0 0 9 3 6 12 85
Causal relationships between economic policy uncertainty and housing market returns in China and India: evidence from linear and nonlinear panel and time series models 0 0 0 4 3 6 12 37
Causality Between Per Capita Real GDP and Income Inequality in the U.S.: Evidence from a Wavelet Analysis 0 0 1 24 43 47 54 173
Causality Between Us Economic Policy and Equity Market Uncertainties: Evidence from Linear and Nonlinear Tests 0 0 0 0 0 3 7 13
Causality between US economic policy and equity market uncertainties: Evidence from linear and nonlinear tests 0 0 0 30 2 5 8 120
Causality between exports and economic growth in South Africa: evidence from linear and nonlinear tests 0 0 1 172 9 10 14 522
Causality between inflation and inflation uncertainty in South Africa: Evidence from a Markov-switching vector autoregressive model 0 1 1 45 3 7 11 188
Causality between research output and economic growth in BRICS 0 0 1 28 3 4 6 109
Chaos in G7 stock markets using over one century of data: A note 0 0 0 6 6 11 14 60
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 2 4 5 114
Climate Change and Inequality: Evidence from the United States 0 0 1 6 2 5 7 26
Climate Risks and Forecasting Stock Market Returns in Advanced Economies over a Century 0 0 0 3 3 9 15 25
Climate Risks and Real Gold Returns over 750 Years 0 0 0 0 3 7 8 8
Climate Risks and the Realized Volatility Oil and Gas Prices: Results of an Out-of-Sample Forecasting Experiment 0 0 2 6 0 2 5 18
Climate risks and U.S. stock‐market tail risks: A forecasting experiment using over a century of data 0 0 1 9 1 2 6 30
Climate risks and forecastability of the realized volatility of gold and other metal prices 0 0 1 5 2 8 12 21
Climate risks and forecastability of the weekly state‐level economic conditions of the United States 0 0 0 1 4 6 10 15
Climate risks and predictability of the trading volume of gold: Evidence from an INGARCH model 0 0 0 2 3 7 10 19
Climate risks and realized volatility of major commodity currency exchange rates 0 1 2 16 5 9 22 55
Climate risks and state-level stock market realized volatility 0 0 1 2 2 6 11 17
Climate uncertainty and carbon emissions prices: The relative roles of transition and physical climate risks 0 0 2 4 4 9 15 32
Commodity Prices and Forecastability of International Stock Returns over a Century: Sentiments versus Fundamentals with Focus on South Africa 0 0 0 1 3 7 12 18
Commodity Risk and Forecastability of International Stock Returns: The Role of Oil Returns Skewness 0 0 2 2 3 9 20 20
Common business cycles and volatilities in US states and MSAs: The role of economic uncertainty 0 0 0 28 5 9 14 144
Common cycles and common trends in the stock and oil markets: Evidence from more than 150years of data 1 3 5 30 7 16 27 146
Comovement in Euro area housing prices: A fractional cointegration approach 0 1 4 25 2 4 8 80
Comparing South African Inflation Volatility Across Monetary Policy Regimes: An Application of Saphe Cracking 0 0 0 3 7 9 9 47
Comparing the forecasting ability of financial conditions indices: The case of South Africa 0 0 1 10 2 4 5 84
Contagion between real estate and financial markets: A Bayesian quantile-on-quantile approach 0 0 0 21 7 12 16 84
Contagious diseases and gold: Over 700 years of evidence from quantile regressions 0 0 0 0 2 4 5 5
Conventional and unconventional monetary policy reaction to uncertainty in advanced economies: evidence from quantile regressions 0 0 0 1 2 3 5 12
Conventional and unconventional monetary policy reaction to uncertainty in advanced economies: evidence from quantile regressions 0 1 1 15 2 5 5 72
Convergence in Income Inequality: Further Evidence from the Club Clustering Methodology across States in the U.S 0 0 0 14 12 18 18 100
Convergence of Health Care Expenditures Across the US States: A Reconsideration 0 0 0 7 2 6 11 50
Convergence of greenhouse gas emissions among G7 countries 0 0 0 7 4 8 10 56
Convergence patterns in sovereign bond yield spreads: Evidence from the Euro Area 1 3 5 17 4 11 19 83
Correction to: Causality Between Per Capita Real GDP and Income Inequality in the U.S.: Evidence from a Wavelet Analysis 0 0 1 2 4 4 8 14
Costly State Monitoring and Reserve Requirements 0 0 0 32 4 4 8 237
Costly Tax Enforcement and Financial Repression 0 0 0 20 7 12 12 109
Could We Have Predicted the Recent Downturn in Home Sales in the Four U.S. Census Regions? 0 0 0 0 1 4 4 5
Could we have predicted the recent downturn in the South African housing market? 0 0 0 20 3 3 4 133
Country Risk Ratings and Stock Market Returns in Brazil, Russia, India, and China (BRICS) Countries: A Nonlinear Dynamic Approach 0 0 0 21 6 12 21 116
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 5 10 31
Cross-Country Evidence on the Causal Relationship between Policy Uncertainty and Housing Prices 0 0 0 1 3 5 8 11
Cross-border capital flows and return dynamics in emerging stock markets: Relative roles of equity and debt flows 1 1 2 28 3 6 16 108
Currency Substitution and Financial Repression 0 0 0 23 4 8 9 108
Current account sustainability in G7 and BRICS: Evidence from a long-memory model with structural breaks 0 1 5 19 5 13 17 92
DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa 0 0 0 23 5 8 12 112
DYNAMIC TIME INCONSISTENCY AND THE SOUTH AFRICAN RESERVE BANK 0 0 1 22 4 5 6 106
Date stamping historical periods of oil price explosivity: 1876–2014 1 1 2 19 4 6 11 76
Date-stamping US housing market explosivity 0 0 0 6 2 4 5 57
Detecting predictable non-linear dynamics in Dow Jones Islamic Market and Dow Jones Industrial Average indices using nonparametric regressions 0 0 0 12 1 3 4 95
Development, Poverty and Inequality: A Spatial Analysis of South African Provinces 0 1 3 76 2 6 15 235
Differences of opinion and stock market volatility: evidence from a nonparametric causality-in-quantiles approach 0 0 0 5 3 4 4 48
Disaggregated oil shocks and stock-market tail risks: Evidence from a panel of 48 economics 0 0 0 1 2 2 3 9
Do Climate Risks Predict US Housing Returns and Volatility? Evidence from a Quantiles-Based Approach 0 0 1 1 5 8 11 11
Do House Prices Impact Consumption and Interest Rate? Evidence from OECD Countries using an Agnostic Identification Procedure 0 0 0 37 1 4 6 156
Do Stock Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-varying Vector Autoregressive Model 0 0 0 28 2 5 9 131
Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations 0 0 0 17 4 7 8 95
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 4 11 16 20
Do cay and cayMS predict stock and housing returns? Evidence from a nonparametric causality test 0 0 0 6 1 5 6 62
Do commodity investors herd? Evidence from a time-varying stochastic volatility model 0 0 1 13 1 4 7 96
Do house prices hedge inflation in the US? A quantile cointegration approach 1 2 5 31 7 9 17 129
Do leading indicators forecast U.S. recessions? A nonlinear re†evaluation using historical data 0 0 0 5 3 6 9 34
Do oil-price shocks predict the realized variance of U.S. REITs? 0 0 0 4 1 2 9 22
Do precious metal prices help in forecasting South African inflation? 0 0 0 2 6 7 8 61
Do sunspot numbers cause global temperatures? Evidence from a frequency domain causality test 0 0 0 1 0 2 4 47
Do terror attacks predict gold returns? Evidence from a quantile-predictive-regression approach 0 0 0 6 4 6 10 58
Do trend extraction approaches affect causality detection in climate change studies? 0 0 1 7 4 5 7 42
Do we need a global VAR model to forecast inflation and output in South Africa? 0 0 0 14 3 5 7 63
Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions 0 3 14 226 9 18 74 737
Does Debt Ceiling and Government Shutdown Help in Forecasting the US Equity Risk Premium? 0 0 0 0 3 5 5 6
Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test 3 5 12 115 7 16 39 408
Does Liquidity Risk Explain the Time-Variation in Asset Correlations? Evidence from Stocks, Bonds and Commodities 0 1 1 4 0 5 8 40
Does climate policy uncertainty affect tourism demand? Evidence from time-varying causality tests 0 0 2 3 5 7 11 18
Does country risks predict stock returns and volatility? Evidence from a nonparametric approach 0 0 1 13 0 1 4 71
Does economic policy uncertainty forecast real housing returns in a panel of OECD countries? A Bayesian approach 0 1 2 29 2 5 9 116
Does financial development affect income inequality in the U.S. States? 0 0 1 27 5 10 17 97
Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin? 2 3 9 86 10 20 58 333
Does global fear predict fear in BRICS stock markets? Evidence from a Bayesian Graphical Structural VAR model 0 0 1 20 2 3 9 104
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 7 11 106
Does inequality help in forecasting equity premium in a panel of G7 countries? 0 0 0 3 2 6 6 43
Does inequality really matter in forecasting real housing returns of the United Kingdom? 0 0 0 5 2 2 3 38
Does inequality really matter in forecasting real housing returns of the United Kingdom? 0 0 0 5 1 2 4 27
Does partisan conflict predict a reduction in US stock market (realized) volatility? Evidence from a quantile-on-quantile regression model☆ 0 0 0 11 1 5 11 62
Does real U.K. GDP have a unit root? Evidence from a multi-century perspective 0 0 0 10 2 3 4 29
Does sunspot numbers cause global temperatures? A reconsideration using non-parametric causality tests 0 0 0 4 2 4 6 54
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 1 1 12 2 4 4 94
Does the US. macroeconomic news make the South African stock market riskier? 0 0 0 10 4 7 9 73
Does the introduction of US spot Bitcoin ETFs affect spot returns and volatility of major cryptocurrencies? 2 8 23 23 28 76 132 132
Does the source of oil price shocks matter for South African stock returns? A structural VAR approach 0 1 1 55 1 5 7 219
Does tourism cause growth asymmetrically in a panel of G-7 countries? A short note 0 0 1 16 4 6 7 104
Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test 0 2 8 69 3 17 32 209
Drivers of Realized Volatility for Emerging Countries with a Focus on South Africa: Fundamentals versus Sentiment 0 0 1 3 4 5 8 13
Dutch disease effect of oil rents on agriculture value added in Middle East and North African (MENA) countries 1 2 2 54 8 14 25 263
Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns 0 0 1 2 4 6 10 13
Dynamic Comovements Between Housing and Oil Markets in the US over 1859 to 2013: a Note 0 0 0 7 5 6 8 86
Dynamic Impact of Unconventional Monetary Policy on International REITs 0 0 1 4 3 4 7 31
Dynamic Relationship Between Oil Price And Inflation In South Africa 0 0 1 59 4 10 20 200
Dynamic Spillovers in the United States: Stock Market, Housing, Uncertainty, and the Macroeconomy 0 0 1 14 1 3 10 66
Dynamic and Asymmetric Response of Inequality to Income Volatility: The Case of the United Kingdom 0 0 3 12 3 4 9 40
Dynamic connectedness of uncertainty across developed economies: A time-varying approach 1 1 9 100 6 19 45 353
Dynamic effects of monetary policy shocks on macroeconomic volatility in the United Kingdom 0 0 0 3 3 6 11 21
Dynamic impact of the U.S. monetary policy on oil market returns and volatility 0 0 0 3 3 4 6 23
Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor Versus National Factor in a GARCH‐MIDAS Model 0 0 1 1 4 14 16 16
Economic Policy Uncertainty and Herding Behavior Evidence from the South African Housing Market 0 0 1 39 4 6 16 197
Economic Policy Uncertainty, U.S. Real Housing Returns and Their Volatility: A Nonparametric Approach 0 0 1 2 4 5 12 17
Economic disasters and inequality: a note 0 0 0 0 2 2 2 4
Economic policy uncertainty and stock market returns in PacificRim countries: Evidence based on a Bayesian panel VAR model 3 9 14 135 8 28 67 545
Effect of uncertainty on U.S. stock returns and volatility: evidence from over eighty years of high-frequency data 0 0 1 5 0 1 6 32
Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment 0 0 0 7 3 7 12 36
Effects of Energy Consumption, Agricultural Trade, and Productivity on Carbon Emissions in Nigeria: A Quantile Regression Approach 0 0 0 1 6 6 6 7
Effects of geopolitical risks on trade flows: evidence from the gravity model 1 7 34 119 9 33 130 424
Efficiency in BRICS Currency Markets Using Long-Spans of Data: Evidence from Model-Free Tests of Directional Predictability 1 1 1 4 3 6 9 27
El NiĂąo, La NiĂąa, and forecastability of the realized variance of agricultural commodity prices: Evidence from a machine learning approach 0 0 0 7 2 8 9 21
El NiĂąo, La NiĂąa, and the Forecastability of the Realized Variance of Heating Oil Price Movements 0 0 0 3 3 9 13 24
Electricity demand in South Africa: is it asymmetric? 0 0 0 15 3 3 3 49
Endogenous fluctuations in an endogenous growth model: An analysis of inflation targeting as a policy 1 1 2 13 4 6 8 70
Energy Market Uncertainties and Gold Return Volatility: A GARCH–MIDAS Approach 0 1 3 3 5 8 11 11
Energy efficiency of selected OECD countries: A slacks based model with undesirable outputs 1 1 2 32 1 5 13 135
Energy market uncertainties and exchange rate volatility: A GARCH-MIDAS approach 0 0 1 1 5 13 21 24
Energy-related uncertainty and international stock market volatility 1 2 3 4 6 13 24 28
Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests 0 0 0 5 4 6 8 49
Erratum to: Real estate returns predictability revisited: novel evidence from the US REITs market 0 0 0 6 3 13 16 45
Estimating U.S. housing price network connectedness: Evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models 0 1 4 8 2 5 16 36
Evidence of persistence in U.S. short and long-term interest rates 0 0 0 9 1 2 2 52
Evolution of price effects after one-day abnormal returns in the US stock market 1 1 2 5 3 7 11 25
Evolution of the Monetary Transmission Mechanism in the US: the Role of Asset Returns 0 0 0 16 3 5 11 100
Evolving United States stock market volatility: The role of conventional and unconventional monetary policies 0 1 3 9 4 11 21 47
Exchange rate predictability with nine alternative models for BRICS countries 0 0 1 7 4 6 16 42
Exchange rate returns and volatility: the role of time-varying rare disaster risks 0 0 0 7 2 4 8 35
Extreme weather shocks and state-level inflation of the United States 0 0 1 2 5 12 29 37
FORECASTING THE SOUTH AFRICAN ECONOMY WITH GIBBS SAMPLED BVECMs 0 0 0 26 6 8 8 123
FORECASTING THE SOUTH AFRICAN ECONOMY WITH VARs AND VECMs 0 0 0 61 3 10 12 181
Financial Liberalization and Inflationary Dynamics: An Open Economy Analysis 0 0 0 54 3 5 7 160
Financial Liberalization and a Possible Growth-Inflation Trade-Off 0 0 0 0 1 1 2 392
Financial Liberalization and the Dynamics of Inflation, Nominal Exchange Rate, and Terms of Trade 0 0 0 0 0 0 0 219
Financial Uncertainty and Gold Market Volatility: Evidence from a Generalized Autoregressive Conditional Heteroskedasticity Variant of the Mixed-Data Sampling (GARCH-MIDAS) Approach with Variable Selection 1 2 3 3 3 7 10 12
Financial market connectedness: The role of investors’ happiness 0 1 2 14 3 9 14 59
Financial stress and realized volatility: The case of agricultural commodities 0 0 0 0 1 2 8 11
Financial tail risks in conventional and Islamic stock markets: A comparative analysis 0 0 0 19 2 4 6 145
Financial turbulence, systemic risk and the predictability of stock market volatility 0 1 3 9 4 9 18 50
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 4 7 11
Firm-level political risk and asymmetric volatility 0 0 0 9 3 8 10 59
Fiscal Policy Shocks and the Dynamics of Asset Prices 0 0 0 13 5 7 7 39
Fiscal policy and stock markets at the effective lower bound 0 0 0 1 0 6 8 10
Forecastability of Agricultural Commodity Futures Realised Volatility with Daily Infectious Disease-Related Uncertainty 0 0 0 2 4 5 7 9
Forecasting (downside and upside) realized exchange-rate volatility: Is there a role for realized skewness and kurtosis? 0 0 0 4 3 5 7 26
Forecasting Bitcoin returns: is there a role for the US–China trade war? 0 0 2 2 2 2 9 12
Forecasting China's foreign exchange reserves using dynamic model averaging: The roles of macroeconomic fundamentals, financial stress and economic uncertainty 0 0 3 42 4 4 9 190
Forecasting Home Sales in the Four Census Regions and the Aggregate US Economy Using Singular Spectrum Analysis 0 0 1 10 2 7 10 58
Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs 0 0 0 0 4 6 9 191
Forecasting Nevada gross gaming revenue and taxable sales using coincident and leading employment indexes 0 0 0 11 1 4 4 121
Forecasting Realized Volatility of Bitcoin: The Role of the Trade War 0 0 7 23 7 15 29 106
Forecasting South African inflation using non-linearmodels: a weighted loss-based evaluation 0 0 0 11 2 3 5 61
Forecasting South African macroeconomic variables with a Markov-switching small open-economy dynamic stochastic general equilibrium model 0 0 2 49 3 10 19 192
Forecasting U.S. Aggregate Stock Market Excess Return: Do Functional Data Analysis Add Economic Value? 0 0 0 0 3 6 9 14
Forecasting U.S. recessions using over 150 years of data: Stock-market moments versus oil-market moments 0 0 0 0 3 11 15 17
Forecasting US GNP growth: The role of uncertainty 0 0 0 7 0 2 3 35
Forecasting US consumer price index: does nonlinearity matter? 0 0 1 3 4 6 10 30
Forecasting US real house price returns over 1831-2013: evidence from copula models 0 0 0 3 3 7 10 43
Forecasting US real private residential fixed investment using a large number of predictors 0 0 0 13 4 6 10 110
Forecasting accuracy evaluation of tourist arrivals 0 0 0 14 0 2 3 69
Forecasting aggregate retail sales: The case of South Africa 0 0 1 23 3 6 11 139
Forecasting charge-off rates with a panel Tobit model: the role of uncertainty 0 0 0 1 2 4 5 9
Forecasting core inflation: the case of South Africa 0 0 0 8 2 5 9 37
Forecasting crude oil price volatility and value-at-risk: Evidence from historical and recent data 0 0 1 35 4 9 17 140
Forecasting economic policy uncertainty of BRIC countries using Bayesian VARs 0 0 1 12 5 7 11 63
Forecasting equity premium in a panel of OECD countries: The role of economic policy uncertainty 0 0 0 5 12 14 16 46
Forecasting house prices for the four census regions and the aggregate US economy in a data-rich environment 0 1 2 7 3 5 9 56
Forecasting inflation in an inflation targeting economy: structural versus nonstructural models 0 0 0 2 2 2 3 16
Forecasting interest rate volatility of the United Kingdom: evidence from over 150 years of data 0 0 0 2 1 3 6 19
Forecasting international REITs volatility: the role of oil-price uncertainty 0 0 0 2 7 8 11 22
Forecasting international financial stress: The role of climate risks 0 1 7 10 2 10 37 42
Forecasting key US macroeconomic variables with a factor‐augmented Qual VAR 0 0 0 7 4 6 8 41
Forecasting local currency bond risk premia of emerging markets: The role of cross‐country macrofinancial linkages 0 0 0 5 3 6 8 25
Forecasting macroeconomic data for an emerging market with a nonlinear DSGE model 0 1 1 80 6 12 18 281
Forecasting macroeconomic variables in a small open economy: a comparison between small- and large-scale models 0 0 1 80 2 5 9 295
Forecasting multivariate volatilities with exogenous predictors: An application to industry diversification strategies 0 0 2 2 3 7 15 15
Forecasting national recessions of the United States with state-level climate risks: Evidence from model averaging in Markov-switching models 0 0 0 3 8 10 11 17
Forecasting oil and gold volatilities with sentiment indicators under structural breaks 0 0 1 8 6 10 15 45
Forecasting oil and stock returns with a Qual VAR using over 150years off data 0 0 1 19 2 5 14 116
Forecasting oil prices over 150 years: The role of tail risks 0 0 0 2 2 3 6 20
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 31 35 39 55
Forecasting output growth using a DSGE-based decomposition of the South African yield curve 0 0 2 23 3 6 12 82
Forecasting power of infectious diseases-related uncertainty for gold realized variance 0 0 1 1 3 7 12 25
Forecasting real housing price returns of the USA using machine learning: the role of climate risks 0 0 1 1 6 6 7 7
Forecasting realized gold volatility: Is there a role of geopolitical risks? 0 0 1 17 5 14 23 86
Forecasting realized oil-price volatility: The role of financial stress and asymmetric loss 0 0 1 25 7 12 17 109
Forecasting realized volatility of bitcoin returns: tail events and asymmetric loss 0 0 1 1 1 3 6 11
Forecasting realized volatility of international REITs: The role of realized skewness and realized kurtosis 0 0 0 1 3 5 9 20
Forecasting regional house price inflation: a comparison between dynamic factor models and vector autoregressive models 0 0 0 52 3 7 10 174
Forecasting returns of major cryptocurrencies: Evidence from regime-switching factor models 0 1 5 7 6 7 16 21
Forecasting state- and MSA-level housing returns of the US: The role of mortgage default risks 0 0 0 0 1 1 1 5
Forecasting stock market (realized) volatility in the United Kingdom: Is there a role of inequality? 0 0 0 0 1 1 1 3
Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks 0 0 5 13 6 12 38 75
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 7 7 10 24
Forecasting the Probability of Recessions in South Africa: the Role of Decomposed Term Spread and Economic Policy Uncertainty 0 0 0 8 2 5 7 30
Forecasting the South African economy: a hybrid‐DSGE approach 0 0 0 33 2 3 4 133
Forecasting the South African inflation rate: On asymmetric loss and forecast rationality 0 0 0 5 3 4 8 42
Forecasting the Term Structure of Interest Rates of the BRICS: Evidence from a Nonparametric Functional Data Analysis 0 0 2 6 2 2 8 18
Forecasting the U.S. real house price index 0 0 1 38 6 7 11 171
Forecasting the US real house price index: Structural and non-structural models with and without fundamentals 1 1 5 121 22 28 38 484
Forecasting the Volatility of Crude Oil: The Role of Uncertainty and Spillovers 0 0 0 1 0 2 3 16
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 9 15
Forecasting the price of gold 0 0 0 38 1 5 8 148
Forecasting the price of gold using dynamic model averaging 0 0 1 35 1 6 14 203
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 3 5 9 24
Forecasting the realized volatility of agricultural commodity prices: Does sentiment matter? 0 0 4 5 3 7 14 16
Forecasting the volatility of the Dow Jones Islamic Stock Market Index: Long memory vs. regime switching 0 0 1 18 5 8 13 111
Forecasting using a Nonlinear DSGE Model 0 0 0 15 1 2 7 58
Forecasting volatility and co-volatility of crude oil and gold futures: Effects of leverage, jumps, spillovers, and geopolitical risks 0 0 0 23 6 13 17 94
Forecasting with Second-Order Approximations and Markov-Switching DSGE Models 1 2 5 28 2 7 19 114
Frequency-dependent real-time effects of uncertainty in the United States: evidence from daily data 0 0 0 2 6 9 11 18
GARCHX‐NoVaS: A Bootstrap‐Based Approach of Forecasting for GARCHX Models 0 0 0 0 4 9 10 10
GENETIC DIVERSITY ANALYSIS OF RICE (Oryza sativa L.) LANDRACES THROUGH RAPD MARKERS 0 0 0 3 2 2 2 7
GEOPOLITICAL RISKS AND THE HIGH-FREQUENCY MOVEMENTS OF THE US TERM STRUCTURE OF INTEREST RATES 0 0 0 10 2 3 8 38
Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note 0 1 4 19 3 10 28 76
Geopolitical Risks, Returns, and Volatility in Emerging Stock Markets: Evidence from a Panel GARCH Model 0 1 15 25 2 14 52 111
Geopolitical Risks, Returns, and Volatility in Emerging Stock Markets: Evidence from a Panel GARCH Model 1 1 3 27 12 16 27 88
Geopolitical risk and forecastability of tail risk in the oil market: Evidence from over a century of monthly data 0 0 1 10 2 6 13 37
Geopolitical risks and historical exchange rate volatility of the BRICS 0 2 6 41 4 9 23 116
Geopolitical risks and recessions in a panel of advanced economies: evidence from over a century of data 0 0 4 11 2 6 17 58
Geopolitical risks and stock market dynamics of the BRICS 0 3 13 112 8 25 60 488
Geopolitical risks and the oil-stock nexus over 1899–2016 0 3 14 103 6 24 54 369
Giant oil discoveries and conflicts 0 0 0 0 0 0 6 9
Global crises and gold as a safe haven: Evidence from over seven and a half centuries of data 0 0 4 24 6 13 24 81
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 4 7 10 20
Global financial cycle and the predictability of oil market volatility: Evidence from a GARCH-MIDAS model 0 1 1 11 5 10 11 42
Global geopolitical risk and inflation spillovers across European and North American economies 0 1 3 12 2 6 24 42
Globalization, long memory, and real interest rate convergence: a historical perspective 0 0 1 2 1 1 6 15
Gold futures returns and realized moments: A forecasting experiment using a quantile-boosting approach 0 0 0 3 2 7 13 55
Gold, platinum and the predictability of bond risk premia 0 0 0 3 4 6 8 26
Gold, platinum and the predictability of bubbles in global stock markets 0 0 1 3 7 11 20 28
Gold-oil dependence dynamics and the role of geopolitical risks: Evidence from a Markov-switching time-varying copula model 0 1 2 19 5 8 13 81
Government Effectiveness and the COVID-19 Pandemic 0 0 0 41 1 2 4 131
Graph theory-based network analysis of regional uncertainties of the US Economy 0 0 0 5 2 4 6 112
Greek economic policy uncertainty: Does it matter for Europe? Evidence from a dynamic connectedness decomposition approach 0 1 2 12 4 9 12 43
Growth Dynamics, Multiple Equilibria, and Local Indeterminacy in an Endogenous Growth Model of Money, Banking and Inflation Targeting 0 0 1 8 5 7 10 57
Growth volatility and inequality in the U.S.: A wavelet analysis 0 0 0 10 5 6 8 58
Growth-Effects of Inflation Targeting: The Role of Financial Sector Development 0 1 1 96 5 9 11 458
Guest Editor’s Introduction 0 0 0 0 4 4 5 20
HIGH FREQUENCY IMPACT OF MONETARY POLICY AND MACROECONOMIC SURPRISES ON US MSAS, AGGREGATE US HOUSING RETURNS AND ASYMMETRIC VOLATILITY 0 0 0 13 6 7 8 92
HISTORICAL FORECASTING OF INTEREST RATE MEAN AND VOLATILITY OF THE UNITED STATES: IS THERE A ROLE OF UNCERTAINTY? 0 0 0 2 2 7 11 25
Half-Life Deviations from PPP in the South African Development Community (SADC) 0 0 0 78 7 9 10 364
Halloween Effect in developed stock markets: A historical perspective 0 0 1 15 4 6 11 76
Halloween Effect in developed stock markets: A historical perspective 0 0 0 1 1 1 1 13
Has oil price predicted stock returns for over a century? 1 2 2 89 6 10 12 288
Has the SARB become more effective post inflation targeting? 0 0 0 27 4 4 6 127
Has the correlation of inflation and stock prices changed in the United States over the last two centuries? 0 0 3 31 3 5 18 151
Hedge and safe-haven properties of FAANA against gold, US Treasury, bitcoin, and US Dollar/CHF during the pandemic period 0 0 0 2 4 5 6 17
Herding behavior in real estate markets: Novel evidence from a Markov-switching model 0 0 2 26 3 9 16 100
Herding behaviour in cryptocurrencies 4 9 24 161 15 39 90 553
Herding in international REITs markets around the COVID-19 pandemic 0 0 0 1 4 5 10 24
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 9 10
High-Frequency Predictability of Housing Market Movements of the United States: The Role of Economic Sentiment 0 1 1 4 1 3 6 25
High-Frequency Volatility Forecasting of US Housing Markets 0 1 1 10 3 6 6 54
High-frequency movements of the term structure of US interest rates: the role of oil market uncertainty 0 0 1 1 1 1 2 2
Historical evolution of monthly anomalies in international stock markets 0 0 1 11 7 17 23 79
Historical volatility of advanced equity markets: The role of local and global crises 0 0 0 3 7 9 12 28
House Prices and Balance of Trade Dynamics in South Africa: Evidence from an Agnostic Identification Procedure 0 0 0 0 0 0 3 4
House Prices and Economic Growth in South Africa: Evidence From Provincial-Level Data 0 0 2 2 3 5 10 12
House Values and Proximity to a Landfill in South Africa 0 0 1 1 3 4 6 7
House price synchronization across the US states: The role of structural oil shocks 0 0 1 7 3 6 10 30
Housing and the Great Depression 0 0 1 15 4 6 14 139
Housing and the business cycle in South Africa 0 0 0 23 5 6 8 142
Housing market spillovers in South Africa: evidence from an estimated small open economy DSGE model 0 1 1 15 3 8 11 78
How Do Housing Returns in Emerging Countries Respond to Oil Shocks? A MIDAS Touch 0 0 0 2 1 6 7 14
How connected is the oil-bank network? Firm-level and high-frequency evidence 0 0 0 0 10 13 22 24
Hydroelectricity consumption and economic growth nexus: Evidence from a panel of ten largest hydroelectricity consumers 0 0 2 35 3 4 9 164
INTERNATIONAL ARTICLES: BUBBLES IN SOUTH AFRICAN HOUSE PRICES AND THEIR IMPACT ON CONSUMPTION 0 0 0 0 1 2 4 4
INVESTOR SENTIMENT CONNECTEDNESS: EVIDENCE FROM LINEAR AND NONLINEAR CAUSALITY APPROACHES 0 0 2 7 4 6 11 35
IS WINE A SAFE-HAVEN? EVIDENCE FROM A NONPARAMETRIC CAUSALITY-IN-QUANTILES TEST 0 0 0 17 2 3 9 88
Identifying an index of financial conditions for South Africa 0 0 0 14 1 3 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 5 7
Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach 0 0 0 42 3 8 15 174
Impact of macroeconomic news surprises and uncertainty for major economies on returns and volatility of oil futures 0 0 1 5 3 5 9 43
Impact of macroeconomic news surprises and uncertainty for major economies on returns and volatility of oil futures 0 0 0 7 7 7 8 40
Income inequality and economic growth: A re‐examination of theory and evidence 0 1 3 20 6 9 15 73
Income inequality and house prices across US states 0 2 6 7 1 6 18 27
Income inequality and oil resources: Panel evidence from the United States 0 0 2 7 6 7 16 44
Income inequality: A complex network analysis of US states 0 0 0 17 7 9 10 75
Incorporating economic policy uncertainty in US equity premium models: A nonlinear predictability analysis 0 0 0 11 1 3 5 80
Infectious Diseases, Market Uncertainty and Oil Market Volatility 0 0 1 11 3 5 6 44
Infectious Diseases-Related Uncertainty and the Predictability of Foreign Exchange and Bitcoin Futures Realized Volatility 0 0 0 5 2 4 7 22
Infectious disease-related uncertainty and the safe-haven characteristic of US treasury securities 0 0 0 11 9 14 17 63
Inflation Aversion and the Growth-Inflation Relationship 0 1 2 27 3 5 13 107
Inflation dynamics in Uganda: a quantile regression approach 0 0 1 6 2 3 9 31
Inflation forecasts and forecaster herding: Evidence from South African survey data 1 1 1 10 5 7 8 80
Inflation-targeting and inflation volatility: International evidence from the cosine-squared cepstrum 0 0 0 1 7 10 12 18
Inflation-targeting and inflation volatility: International evidence from the cosine-squared cepstrum 0 0 1 2 3 5 8 23
Inflation–growth nexus: evidence from a pooled CCE multiple-regime panel smooth transition model 0 0 2 40 5 9 14 130
Inflation–inequality puzzle: is it still apparent? 0 0 1 2 18 24 28 33
Information entropy, continuous improvement, and US energy performance: a novel stochastic-entropic analysis for ideal solutions (SEA-IS) 0 0 1 3 1 2 4 16
Information spillover across international real estate investment trusts: Evidence from an entropy-based network analysis 0 0 0 7 3 3 8 54
Insurance activity and economic performance: Fresh evidence from asymmetric panel causality tests 0 0 0 22 1 4 8 84
Insurance and economic policy uncertainty 0 2 5 36 5 9 25 167
Insurance-growth nexus in Africa 0 0 0 14 4 7 10 87
Integration and risk transmission in the market for crude oil: New evidence from a time-varying parameter frequency connectedness approach 0 0 7 22 6 11 31 65
Interest rate uncertainty and the predictability of bank revenues 0 0 0 3 4 6 10 19
International monetary policy spillovers: Evidence from a time-varying parameter vector autoregression 0 0 11 50 6 15 39 188
International stock return predictability: Is the role of U.S. time-varying? 0 0 0 10 0 2 3 67
Intertemporal portfolio allocation and hedging demand: an application to South Africa 0 0 0 3 1 3 4 62
Investor Confidence and Forecastability of US Stock Market Realized Volatility: Evidence from Machine Learning 1 1 9 12 5 8 36 54
Investor Happiness and Predictability of the Realized Volatility of Oil Price 0 0 0 3 0 1 2 21
Investor Sentiment and (Anti) Herding in the Currency Market: Evidence from Twitter Feed Data 0 0 3 12 1 6 13 41
Investor Sentiment and Crash Risk in Safe Havens 0 0 0 5 5 8 14 57
Investor sentiment and dollar-pound exchange rate returns: Evidence from over a century of data using a cross-quantilogram approach 0 0 2 8 4 8 17 46
Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries 0 0 1 9 6 7 16 35
Investors’ Uncertainty and Forecasting Stock Market Volatility 0 0 1 3 1 6 11 24
Is Economic Policy Uncertainty Related to Suicide Rates? Evidence from the United States 0 0 0 7 2 6 11 79
Is gold an inflation-hedge? Evidence from an interrupted Markov-switching cointegration model 1 2 5 33 3 11 21 148
Is inflation persistence different in reality? 0 0 1 26 3 5 12 96
Is real per capita state personal income stationary? New nonlinear, asymmetric panel‐data evidence 0 0 0 8 7 9 12 40
Is the Housing Market in the United States Really Weakly-Efficient? 0 0 0 7 3 6 7 35
Is the Permanent Income Hypothesis Really Well-Suited for Forecasting&quest 0 0 0 11 2 5 5 83
Is the relationship between monetary policy and house prices asymmetric across bull and bear markets in South Africa? Evidence from a Markov-switching vector autoregressive model 0 0 1 71 1 1 2 254
Is the response of the bank of England to exchange rate movements frequency-dependent? 0 0 0 8 4 4 8 82
Is there a national housing market bubble brewing in the United States? 0 0 2 4 2 6 10 14
Is there a role for uncertainty in forecasting output growth in OECD countries? Evidence from a time-varying parameter-panel vector autoregressive model 1 1 1 15 7 10 14 77
Is there an Environmental Kuznets Curve for South Africa? A co-summability approach using a century of data 0 0 2 19 3 8 15 130
Is wine a good choice for investment? 0 1 1 13 3 6 12 87
Jumps beyond the realms of cricket: India's performance in One Day Internationals and stock market movements 0 0 0 1 2 2 3 15
Jumps in Geopolitical Risk and the Cryptocurrency Market: The Singularity of Bitcoin 0 3 7 17 6 19 44 69
Kuznets Curve for the US: A Reconsideration Using Cosummability 2 2 2 14 7 8 9 76
LPPLS bubble indicators over two centuries of the S&P 500 index 0 1 2 23 4 6 9 105
Linkages between financial sector CDS spreads and macroeconomic influence in a nonlinear setting 0 0 0 31 2 5 8 112
Linking U.S. State-level housing market returns, and the consumption-(Dis)Aggregate wealth ratio 0 0 1 5 6 9 19 42
Linking global economic dynamics to a South African-specific credit risk correlation model 0 0 1 26 0 2 4 150
Loan Portfolio Conditional Loss Estimation Using an Error-Correcting Macroeconometric Model 0 0 0 14 2 3 5 120
Local currency bond risk premia of emerging markets: The role of local and global factors 0 1 1 19 2 8 10 57
Long memory, economic policy uncertainty and forecasting US inflation: a Bayesian VARFIMA approach 0 0 3 14 2 3 9 63
Long- and Short-Run Relationships between House and Stock Prices in South Africa: A Nonparametric Approach 0 0 0 0 3 5 6 6
Long-Run Movement and Predictability of Bond Spread for BRICS and PIIGS: The Role of Economic, Financial and Political Risks 0 0 0 6 1 1 2 37
Long-memory modeling and forecasting: evidence from the U.S. historical series of inflation 0 0 0 5 6 7 8 27
Long-span multi-layer spillovers between moments of advanced equity markets: The role of climate risks 0 0 1 2 4 20 22 29
MACROECONOMIC UNCERTAINTY AND THE COMOVEMENT IN BUYING VERSUS RENTING IN THE USA 0 0 0 16 0 1 3 113
MEASURING THE WELFARE COST OF INFLATION IN SOUTH AFRICA 0 0 0 61 3 4 6 245
Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty 0 1 1 13 6 12 20 80
Macro Shocks and Real US Stock Prices with Special Focus on the “Great Recession” 0 0 0 41 3 5 8 202
Macroeconomic Shocks and Changing Dynamics of the U.S. REITs Sector 0 0 0 7 0 5 7 50
Macroeconomic Variables and South African Stock Return Predictability 0 0 1 58 2 2 11 251
Macroeconomic surprises and stock returns in South Africa 0 0 1 18 3 9 10 107
Macroeconomic uncertainty, growth and inflation in the Eurozone: a causal approach 0 0 0 10 2 3 3 38
Market efficiency of Baltic stock markets: A fractional integration approach 0 0 0 16 1 6 9 78
Measuring co-dependencies of economic policy uncertainty in Latin American countries using vine copulas 0 0 0 9 1 2 5 60
Measuring the Productive Efficiency of the Connecticut Long Island Lobster Sound Fishery Using a Novel Finite Mixture Model 0 0 0 2 0 2 2 14
Merger and acquisitions in South African banking: A network DEA model 0 0 1 27 5 9 19 229
Metropolitan House Prices In Regions of India: Do They Converge? 0 0 0 54 2 2 7 196
Military expenditure, economic growth and structural instability: a case study of South Africa 0 0 0 27 4 9 10 137
Mixed‐frequency forecasting of crude oil volatility based on the information content of global economic conditions 0 0 1 9 4 5 17 44
Modeling US historical time-series prices and inflation using alternative long-memory approaches 0 0 0 2 2 5 10 46
Modeling and forecasting the volatility of carbon dioxide emission allowance prices: A review and comparison of modern volatility models 0 0 1 43 2 5 14 192
Modeling persistence of carbon emission allowance prices 0 0 0 9 2 6 8 65
Modeling the presidential approval ratings of the United States using machine-learning: Does climate policy uncertainty matter? 0 0 2 2 5 10 17 17
Modelling South African grain farmers’ preferences to adopt derivative contracts using discrete choice models 0 0 0 15 3 4 16 182
Modelling long memory volatility in the Bitcoin market: Evidence of persistence and structural breaks 0 0 0 28 4 6 9 109
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 5 6 170
Moments-based spillovers across gold and oil markets 0 0 0 7 3 11 13 57
Monetary Policy Reaction Functions of the TICKs: A Quantile Regression Approach 0 0 0 5 4 13 15 49
Monetary policy and bubbles in G7 economies using a panel VAR approach: Implications for sustainable development 0 0 1 4 5 5 13 28
Monetary policy and bubbles in US REITs 0 0 0 11 3 4 4 37
Monetary policy and financial frictions in a small open-economy model for Uganda 1 1 1 3 5 8 11 44
Monetary policy and speculative spillovers in financial markets 0 0 0 8 5 6 7 42
Monetary policy reaction to uncertainty in Japan: Evidence from a quantile‐on‐quantile interest rate rule 0 1 1 6 5 9 10 24
Monetary policy shocks and multi-scale positive and negative bubbles in an emerging country: the case of India 0 0 1 1 5 6 14 14
Monetary policy uncertainty and jumps in advanced equity markets 0 0 0 0 2 3 3 3
Monetary policy uncertainty spillovers in time and frequency domains 0 0 0 12 2 6 11 95
Monetary policy, financial frictions and structural changes in Uganda: a Markov-switching DSGE approach 0 0 0 0 3 3 4 4
Mortgage Default Risks and High-Frequency Predictability of the U.S. Housing Market: A Reconsideration 0 0 1 1 1 6 7 8
Movements in international bond markets: The role of oil prices 0 0 0 16 7 8 16 122
Movements in real estate uncertainty in the United States: the role of oil shocks 0 0 0 11 2 3 7 37
Multi-Horizon Financial and Housing Wealth Effects across the U.S. States 0 0 0 1 4 8 9 23
Multi-Task Forecasting of the Realized Volatilities of Agricultural Commodity Prices 0 0 0 0 2 6 8 10
Near-Rational Expectations: How Far are Surveys from Rationality? 0 0 0 18 6 7 8 80
Network Analysis of Economic and Financial Uncertainties in Advanced Economies: Evidence from Graph-Theory 0 1 2 24 7 13 19 91
Network causality structures among Bitcoin and other financial assets: A directed acyclic graph approach 0 0 1 35 4 12 22 187
News implied volatility and the stock-bond nexus: Evidence from historical data for the USA and the UK markets 0 0 0 11 5 10 11 80
Nonlinear contagion between stock and real estate markets: International evidence from a local Gaussian correlation approach 0 0 0 2 3 3 9 23
OPEC News Announcement Effect on Volatility in the Crude Oil Market: A Reconsideration 0 0 1 26 5 8 15 119
OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning 0 0 0 1 5 7 8 21
OPEC news and jumps in the oil market 0 0 0 10 2 5 9 33
OPEC news and predictability of oil futures returns and volatility: Evidence from a nonparametric causality-in-quantiles approach 0 0 0 5 3 6 7 52
Oil Price Uncertainty Shocks and Global Equity Markets: Evidence from a GVAR Model 0 0 0 14 3 10 14 43
Oil Price and Exchange Rate Behaviour of the BRICS 0 0 2 12 1 2 5 31
Oil consumption and growth: Is there a threshold effect of greenhouse gases emissions 0 0 1 1 6 9 11 11
Oil price forecastability and economic uncertainty 0 0 1 74 2 7 9 217
Oil price shocks and China's economy: Reactions of the monetary policy to oil price shocks 0 0 2 57 6 13 21 262
Oil price shocks and the connectedness of US state-level financial markets 0 0 2 2 4 8 15 15
Oil price shocks and yield curve dynamics in emerging markets 0 1 5 7 10 18 33 41
Oil price uncertainty and manufacturing production 0 1 1 43 2 5 8 181
Oil price uncertainty and movements in the US government bond risk premia 0 0 0 7 2 6 9 118
Oil price volatility and economic growth: Evidence from advanced economies using more than a century’s data 1 2 7 113 7 13 30 415
Oil price-inflation pass-through in the United States over 1871 to 2018: A wavelet coherency analysis 0 1 2 23 8 23 35 119
Oil prices and financial stress: A volatility spillover analysis 0 0 0 70 2 10 14 272
Oil returns and volatility: The role of mergers and acquisitions 0 0 0 11 0 2 6 82
Oil shocks and directional predictability of macroeconomic uncertainties of developed economies: Evidence from high‐frequency data† 0 0 0 1 2 3 5 10
Oil shocks and state-level stock market volatility of the United States: a GARCH-MIDAS approach 0 0 1 1 7 13 18 20
Oil shocks and stock market volatility of the BRICS: A GARCH-MIDAS approach 0 2 4 38 3 6 16 128
Oil shocks and volatility jumps 0 0 0 2 6 8 13 36
Oil speculation and herding behavior in emerging stock markets 0 0 0 15 4 4 6 101
Oil tail risks and the forecastability of the realized variance of oil-price: Evidence from over 150 years of data 0 0 0 4 5 5 6 17
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 4 6 9 21
Oil-price uncertainty and the U.K. unemployment rate: A forecasting experiment with random forests using 150 years of data 0 0 0 7 5 10 13 33
On REIT returns and (un-)expected inflation: Empirical evidence based on Bayesian additive regression trees 0 0 0 12 6 6 8 56
On economic uncertainty, stock market predictability and nonlinear spillover effects 0 0 0 22 7 7 17 120
On exchange-rate movements and gold-price fluctuations: evidence for gold-producing countries from a nonparametric causality-in-quantiles test 0 0 2 11 5 8 14 76
On international uncertainty links: BART-based empirical evidence for Canada 0 0 0 10 5 9 13 82
On the directional accuracy of inflation forecasts: evidence from South African survey data 0 0 0 2 5 8 10 27
On the predictability of stock market bubbles: evidence from LPPLS confidence multi-scale indicators 0 0 3 19 5 13 22 105
On the pricing effects of bitcoin mining in the fossil fuel market: The case of coal 0 0 1 3 3 7 11 18
On the propagation mechanism of international real interest rate spillovers: evidence from more than 200 years of data 0 0 0 0 3 6 10 10
On the transmission mechanism of Asia‐Pacific yield curve characteristics 0 0 0 4 2 6 13 31
On the transmission mechanism of country-specific and international economic uncertainty spillovers: Evidence from a TVP-VAR connectedness decomposition approach 1 1 16 112 11 20 88 418
Openness and growth: Is the relationship non‐linear? 0 0 0 5 4 7 14 25
Optimal public policy with endogenous mortality 0 0 0 18 6 10 11 89
Out-of-Sample Equity Premium Predictability in South Africa: Evidence from a Large Number of Predictors 0 0 0 1 2 4 4 19
Out-of-sample predictability of gold market volatility: The role of US Nonfarm Payroll 0 0 1 4 2 4 7 28
PREDICTING STOCK RETURNS AND VOLATILITY WITH INVESTOR SENTIMENT INDICES: A RECONSIDERATION USING A NONPARAMETRIC CAUSALITY†IN†QUANTILES TEST 0 0 1 4 3 7 10 38
PRESIDENTIAL CYCLES IN THE USA AND THE DOLLAR-POUND EXCHANGE RATE: EVIDENCE FROM OVER TWO CENTURIES 0 0 0 11 2 4 6 60
Panel Granger causality between oil consumption and GDP: evidence from BRICS countries 0 1 1 18 2 3 3 68
Partisan Conflict and Income Inequality in the United States: A Nonparametric Causality-in-Quantiles Approach 0 0 1 40 2 5 9 166
Periodically collapsing bubbles in the South African stock market 0 0 0 18 3 5 13 112
Persistence and cycles in historical oil price data 0 0 0 25 4 7 14 109
Persistence and cyclical dynamics of US and UK house prices: Evidence from over 150 years of data 0 0 0 12 2 5 6 40
Persistence in trends and cycles of gold and silver prices: Evidence from historical data 1 1 2 14 15 34 45 118
Persistence of economic uncertainty: a comprehensive analysis 0 0 1 15 1 8 14 46
Persistence of precious metal prices: A fractional integration approach with structural breaks 0 0 0 16 7 9 10 120
Persistence of state-level uncertainty of the United States: The role of climate risks 0 0 0 1 3 10 18 25
Persistence, Mean Reversion and Nonlinearities in Inflation Rates of Developed and Developing Countries Using Over One Century of Data 0 0 1 6 3 6 8 25
Persistence, Mean-Reversion and Non-linearities in $$\hbox {CO2}$$ CO2 Emissions: Evidence from the BRICS and G7 Countries 0 0 0 13 7 8 11 69
Persistence, Mean-Reversion and Non-linearities in Infant Mortality Rates 0 0 0 0 4 8 9 20
Persistence, mean reversion and non-linearities in the US housing prices over 1830--2013 0 0 0 7 1 4 5 31
Point and density forecasting of macroeconomic and financial uncertainties of the USA 0 0 0 2 3 3 5 13
Point and density forecasts of oil returns: The role of geopolitical risks 0 0 0 12 5 13 21 82
Policy uncertainty and stock market volatility revisited: The predictive role of signal quality 0 3 6 15 3 17 27 53
Predictability of economic slowdowns in advanced countries over eight centuries: The role of climate risks 0 0 0 4 4 8 11 20
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 2 3 3 14
Predictability of the Realised Volatility of International Stock Markets Amid Uncertainty Related to Infectious Diseases 0 0 0 1 3 5 5 10
Predicting BRICS stock returns using ARFIMA models 0 0 0 56 4 6 10 178
Predicting Bitcoin returns: Comparing the roles of newspaper- and internet search-based measures of uncertainty 1 1 1 10 7 10 13 62
Predicting Downturns in the US Housing Market: A Bayesian Approach 0 0 0 47 17 22 29 188
Predicting Housing Market Sentiment: The Role of Financial, Macroeconomic and Real Estate Uncertainties 1 1 1 6 3 4 8 21
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 2 10 15 15
Predicting Stock Market Movements in the United States: The Role of Presidential Approval Ratings 1 1 4 9 4 8 14 28
Predicting firm-level volatility in the United States: the role of monetary policy uncertainty 0 0 0 4 3 3 6 29
Predicting global temperature anomaly: A definitive investigation using an ensemble of twelve competing forecasting models 0 0 1 7 3 4 9 54
Predicting international equity returns: Evidence from time-varying parameter vector autoregressive models 0 0 2 8 2 4 9 27
Predicting stock market movements with a time-varying consumption-aggregate wealth ratio 0 0 0 6 1 2 8 56
Predicting stock returns and volatility using consumption-aggregate wealth ratios: A nonlinear approach 0 0 1 9 1 3 8 50
Predicting the conditional distribution of US stock market systemic Stress: The role of climate risks 0 0 0 0 3 7 12 12
Presidential Approval Ratings and Stock Market Performance in Latin America 0 1 1 1 6 13 18 18
Presidential cycles and time-varying bond–stock market correlations: Evidence from more than two centuries of data 0 0 2 5 1 8 12 53
Price Convergence Patterns across U.S. States 0 0 0 0 1 2 4 8
Price and volatility linkages between international REITs and oil markets 0 0 5 12 17 43 61 117
Price effects after one-day abnormal returns and crises in the stock markets 0 1 3 4 5 8 13 16
Price effects after one-day abnormal returns in developed and emerging markets: ESG versus traditional indices 0 2 3 16 6 14 18 67
Price gap anomaly in the US stock market: The whole story 0 0 0 12 4 14 22 77
Price jumps in developed stock markets: the role of monetary policy committee meetings 0 0 0 8 4 6 8 45
Private and Public Health Expenditures in an Endogenous Growth Model with Inflation Targeting 1 1 1 42 4 6 8 240
Productivity and GDP: international evidence of persistence and trends over 130 years of data 2 3 3 6 5 11 16 29
Rare disaster risks and gold over 700 years: Evidence from nonparametric quantile regressions 0 0 0 1 5 7 8 12
Rare disasters and multilayer spillovers between volatility and skewness in international stock markets over a century of data: The role of geopolitical risk 0 1 2 2 5 14 16 16
Real estate returns predictability revisited: novel evidence from the US REITs market 0 2 2 32 6 17 22 162
Real interest rate persistence in South Africa: evidence and implications 0 0 0 13 1 1 4 83
Real-time forecast of DSGE models with time-varying volatility in GARCH form 0 1 4 6 2 5 14 19
Realized Stock Market Volatility of the United States: The Role of Employee Sentiment 0 0 2 5 3 6 15 18
Realized Stock-Market Volatility of the United States and the Presidential Approval Rating 0 0 0 0 2 4 7 9
Realized volatility spillovers between energy and metal markets: a time-varying connectedness approach 0 0 1 1 2 10 18 27
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 4 7 8 73
Regime switching model of US crude oil and stock market prices: 1859 to 2013 1 1 6 116 8 13 25 383
Renewable energy and growth: Evidence from heterogeneous panel of G7 countries using Granger causality 0 0 4 32 6 10 19 165
Reprint of: Chaos in G7 stock markets using over one century of data: A note 0 1 1 4 3 5 7 23
Research output and economic growth in G7 countries: new evidence from asymmetric panel causality testing 0 0 0 44 4 4 11 148
Return connectedness across asset classes around the COVID-19 outbreak 1 3 9 48 12 22 50 228
Revisiting international house price convergence using house price level data 0 0 0 0 5 10 17 21
Revisiting the causality between electricity consumption and economic growth in South Africa: a bootstrap rolling-window approach 0 0 0 32 3 5 8 126
Revisiting the twin deficits hypothesis: a quantile cointegration analysis over the period 1791-2013 0 0 0 4 3 3 13 23
Rise and fall of calendar anomalies over a century 0 0 0 13 3 7 10 92
Risk aversion and Bitcoin returns in extreme quantiles 0 0 0 34 2 7 12 115
Risk aversion and the predictability of crude oil market volatility: A forecasting experiment with random forests 0 0 0 4 3 6 7 15
Risk spillover between Bitcoin and conventional financial markets: An expectile-based approach 0 0 0 9 8 13 15 71
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 1 1 10 2 4 7 60
SPATIAL BAYESIAN METHODS OF FORECASTING HOUSE PRICES IN SIX METROPOLITAN AREAS OF SOUTH AFRICA 0 0 0 38 2 3 3 138
Safe Havens, Machine Learning, and the Sources of Geopolitical Risk: A Forecasting Analysis Using Over a Century of Data 0 0 1 2 3 6 10 17
Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries 1 1 1 3 2 2 7 16
Shortages and machine-learning forecasting of oil returns volatility: 1900–2024 0 0 2 2 3 5 8 8
Social Status, Inflation and Endogenous Growth in A Cash‐in‐Advance Economy: A Reconsideration using the Credit Channel 0 0 0 1 5 5 6 32
Socio-political instability and growth dynamics 0 1 2 5 0 2 4 20
South African stock return predictability in the context data mining: The role of financial variables and international stock returns 0 0 0 15 4 5 7 139
South Africa’s economic response to monetary policy uncertainty 0 0 1 16 2 5 9 61
South Africa’s inflation persistence: a quantile regression framework 0 0 2 8 2 4 9 52
South Africa’s monetary policy independence: evidence from a Global New-Keynesian DSGE model 0 0 0 4 0 1 5 26
Spillover of mortgage default risks in the United States: Evidence from metropolitan statistical areas and states 0 0 0 3 3 7 7 22
Spillover of sentiment in the European Union: Evidence from time- and frequency-domains 0 0 0 3 1 2 6 27
Spillovers across macroeconomic, financial and real estate uncertainties: A time-varying approach 1 1 2 18 5 7 13 132
Spillovers between Bitcoin and other assets during bear and bull markets 0 5 12 45 6 18 47 195
Spillovers between US real estate and financial assets in time and frequency domains 0 1 2 11 3 4 8 51
Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin 0 0 3 10 4 5 15 53
Stock market bubbles and the realized volatility of oil price returns 0 0 1 2 3 10 13 20
Stock market efficiency analysis using long spans of Data: A multifractal detrended fluctuation approach 0 2 3 14 4 11 16 89
Stock market volatility and multi-scale positive and negative bubbles 0 0 2 2 4 9 12 12
Stock markets and exchange rate behavior of the BRICS 0 0 2 14 0 9 16 42
Stock price dynamics and the business cycle in an estimated DSGE model for South Africa 0 0 1 30 3 10 12 107
Structural and predictive analyses with a mixed copula‐based vector autoregression model 0 0 0 2 4 6 8 22
Structural breaks and GARCH models of stock return volatility: The case of South Africa 0 0 2 59 4 7 12 218
Structure dependence between oil and agricultural commodities returns: The role of geopolitical risks 0 0 0 21 2 3 9 81
Supply chain constraints and the predictability of the conditional distribution of international stock market returns and volatility 0 0 2 2 6 13 23 23
TESTING FOR FRACTIONAL INTEGRATION IN SOUTHERN AFRICAN DEVELOPMENT COMMUNITY REAL EXCHANGE RATES 0 0 0 13 1 2 4 67
TESTING FOR PPP USING SADC REAL EXCHANGE RATES 0 0 2 29 2 4 7 108
THE EFFECT OF DEFENSE SPENDING ON US OUTPUT: A FACTOR AUGMENTED VECTOR AUTOREGRESSION (FAVAR) APPROACH 0 0 0 50 1 1 7 171
THE EFFECTS OF MONETARY POLICY ON REAL FARM PRICES IN SOUTH AFRICA 0 0 0 54 5 5 7 258
THE RELATIONSHIP BETWEEN ECONOMIC POLICY UNCERTAINTY AND CORPORATE TAX RATES 0 0 0 13 4 5 8 43
THE RELATIONSHIP BETWEEN STOCK MARKET VOLATILITY AND TRADING VOLUME: EVIDENCE FROM SOUTH AFRICA 0 0 2 80 10 25 44 701
Tail risks and forecastability of stock returns of advanced economies: evidence from centuries of data* 0 0 0 3 5 8 11 22
Tax evasion and financial repression 0 0 0 79 9 16 21 241
Tax evasion and financial repression: a reconsideration using endogenous growth models 0 0 0 46 5 7 8 152
Tax evasion, financial development and inflation: Theory and empirical evidence 0 1 2 94 9 19 40 414
Technical efficiency of Connecticut Long Island Sound lobster fishery: a nonparametric approach to aggregate frontier analysis 0 0 0 4 3 7 9 60
Technological shocks and stock market volatility over a century 0 0 1 1 4 9 19 23
Temporal causality between house prices and output in the US: A bootstrap rolling-window approach 0 0 0 19 4 9 11 141
Terror attacks and stock-market fluctuations: evidence based on a nonparametric causality-in-quantiles test for the G7 countries 0 0 3 11 3 4 12 59
Testing for Persistence in South African House Prices 0 0 1 1 2 2 3 3
Testing for asymmetric nonlinear short- and long-run relationships between bitcoin, aggregate commodity and gold prices 0 0 3 59 9 12 23 242
Testing for bubbles in the BRICS stock markets 0 0 2 19 2 6 10 85
Testing for persistence in housing price-to-income and price-to-rent ratios in 16 OECD countries 1 2 5 73 6 12 28 250
Testing the Efficiency of the Art Market Using Quantile†Based Unit Root Tests with Sharp and Smooth Breaks 0 0 1 4 3 4 6 22
Testing the Monetary Model for Exchange Rate Determination in South Africa: Evidence from 101 Years of Data 0 0 0 28 1 2 5 150
Testing the Out-of-Sample Forecasting Ability of a Financial Conditions Index for South Africa 0 0 0 4 4 7 8 37
Testing the asymmetric effects of financial conditions in South Africa: A nonlinear vector autoregression approach 0 0 1 26 4 9 14 119
Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach 0 0 0 7 1 4 9 31
Testing the white noise hypothesis in high-frequency housing returns of the United States 0 0 0 3 8 8 13 40
The (Asymmetric) effect of El NiĂąo and La NiĂąa on gold and silver prices in a GVAR model 0 0 0 5 2 4 6 23
The Benefits of Diversification Between Bitcoin, Bonds, Equities and the US Dollar: A Matter of Portfolio Construction 0 0 0 2 5 5 6 16
The Blessing of Dimensionality in Forecasting Real House Price Growth in the Nine Census Divisions of the U.S 0 0 0 0 2 3 5 6
The Causal Relationship Between Economic Policy Uncertainty and Stock Returns in China and India: Evidence from a Bootstrap Rolling Window Approach 0 0 0 95 6 8 13 310
The ENSO cycle and forecastability of global inflation and output growth: Evidence from standard and mixed‐frequency multivariate singular spectrum analyses 1 2 3 6 4 10 14 28
The Effect of Air Quality and Weather on the Chinese Stock: Evidence from Shenzhen Stock Exchange 0 0 0 4 4 5 7 34
The Effect of Economic Uncertainty on the Housing Market Cycle 0 0 3 7 4 8 17 23
The Effect of US Uncertainty Shock on International Equity Markets: The Role of the Global Financial Cycle 0 1 1 1 5 6 8 8
The Effectiveness Of Monetary Policy In South Africa Under Inflation Targeting: Evidence from a Time-Varying Factor-Augmented Vector Autoregressive Model 0 0 3 84 6 7 18 404
The Effects of Disaggregate Oil Shocks on the Aggregate Expected Skewness of the United States 0 0 0 0 2 4 5 6
The Feldstein--Horioka puzzle in South Africa: A fractional cointegration approach 0 0 0 1 8 10 17 56
The Growth-Inflation Nexus for the U.S. from 1801 to 2013: A Semiparametric Approach 0 0 0 1 1 2 3 11
The Impact of Exchange Rate Uncertainty on Exports in South Africa 0 0 1 9 1 5 10 63
The Impact of House Prices on Consumption in South Africa: Evidence from Provincial-Level Panel VARs 0 0 0 11 7 11 17 89
The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures 0 0 0 4 6 9 10 45
The Impact of Oil Price on South African GDP Growth: A Bayesian Markov Switching-VAR Analysis 0 0 0 17 4 10 19 109
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 1 2 3 18 4 8 11 49
The Impact of Unconventional Monetary Policy Shocks in the U.S. on Emerging Market REITs 0 0 1 2 1 1 4 5
The Informational Content of the Term Spread in Forecasting the US Inflation Rate: A Nonlinear Approach 0 0 0 8 4 4 8 45
The Long-Run Relationship Between Consumption, House Prices, and Stock Prices in South Africa: Evidence from Provincial-level Data 0 0 0 0 4 5 7 8
The Macroeconomic Effects of Uncertainty Shocks in India - Gli effetti macroeconomici degli shock di incertezza in India 0 0 0 7 2 5 6 131
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 1 10 15 192
The Role of Asset Prices in Forecasting Inflation and Output in South Africa 0 0 0 7 1 2 5 78
The Role of Current Account Balance in Forecasting the US Equity Premium: Evidence From a Quantile Predictive Regression Approach 0 0 0 8 3 4 7 49
The Role of Economic Policy Uncertainty in Predicting Output Growth in Emerging Markets: A Mixed-Frequency Granger Causality Approach 0 0 0 5 0 5 5 28
The State-Level Nonlinear Effects of Government Spending Shocks in the US: The Role of Partisan Conflict 1 1 1 2 5 8 13 22
The Taylor curve: international evidence 0 0 1 2 3 3 6 16
The Time-Series Properties of House Prices: A Case Study of the Southern California Market 0 0 0 48 3 7 11 247
The Time-series Linkages between US Fiscal Policy and Asset Prices 0 0 0 12 1 8 9 71
The US Term Structure and Return Volatility in Global REIT Markets 0 0 0 18 5 8 9 76
The US real GNP is trend-stationary after all 0 1 1 19 4 7 8 57
The behaviour of real interest rates: New evidence from a 'suprasecular' perspective 0 0 0 4 0 3 4 18
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 6 8 158
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 6 10 53
The causal relationship between natural gas consumption and economic growth: evidence from the G7 countries 0 0 1 15 4 6 10 79
The co-movement and causality between the U.S. housing and stock markets in the time and frequency domains 0 0 2 45 5 6 13 160
The depreciation of the pound post-Brexit: Could it have been predicted? 0 0 1 23 7 9 17 122
The dynamic impact of uncertainty in causing and forecasting the distribution of oil returns and risk 1 2 2 5 2 11 14 56
The dynamic response of the rand real exchange rate to fundamental shocks 0 0 0 0 1 2 3 6
The dynamics of U.S. REITs returns to uncertainty shocks: A proxy SVAR approach 0 0 1 10 0 7 12 34
The effect of global and regional stock market shocks on safe haven assets 0 0 0 7 1 4 5 29
The effect of global crises on stock market correlations: Evidence from scalar regressions via functional data analysis 0 0 0 12 5 11 16 79
The effect of gold market speculation on REIT returns in South Africa: a behavioral perspective 0 0 0 4 9 11 16 70
The effect of investor sentiment on gold market return dynamics: Evidence from a nonparametric causality-in-quantiles approach 0 3 5 44 3 12 24 167
The effect of monetary policy on house price inflation 0 0 0 82 3 5 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 17 449
The effect of oil uncertainty shock on real GDP of 33 countries: a global VAR approach 0 0 2 8 3 3 10 23
The effectiveness of monetary and fiscal policy shocks on U.S. inequality: the role of uncertainty 0 1 5 75 16 32 43 281
The effects of climate risks on economic activity in a panel of US states: The role of uncertainty 0 1 2 11 5 11 17 50
The effects of public expenditures on labour productivity in Europe 0 0 2 9 6 11 18 47
The efficiency of the art market: Evidence from variance ratio tests, linear and nonlinear fractional integration approaches 0 0 0 15 5 10 14 111
The financial US uncertainty spillover multiplier: Evidence from a GVAR model 0 0 1 4 4 6 10 20
The growth-inflation nexus for the U.S. from 1801 to 2013: A semiparametric approach 1 1 2 21 5 7 9 80
The impact of US policy uncertainty on the monetary effectiveness in the Euro area 0 0 2 40 4 8 17 195
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 2 6 11 124
The impact of US uncertainty shocks on a panel of advanced and emerging market economies 0 0 2 14 6 6 13 59
The impact of disaggregated oil shocks on state-level consumption of the United States 0 0 1 3 2 3 6 13
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 4 7 9 12
The impact of macroeconomic factors on income inequality: Evidence from the BRICS 0 0 3 29 1 2 10 99
The impact of uncertainty shocks in South Africa: The role of financial regimes 0 0 0 1 4 5 7 9
The impacts of oil price volatility on financial stress: Is the COVID-19 period different? 0 0 0 3 5 8 13 28
The impacts of structural oil shocks on macroeconomic uncertainty: Evidence from a large panel of 45 countries 0 0 0 26 3 4 10 71
The international REIT’s time-varying response to the U.S. monetary policy and macroeconomic surprises 0 0 2 11 4 6 9 76
The long-run impact of inflation in South Africa 0 0 0 30 4 7 10 122
The long-run relationship between inflation and real stock prices: empirical evidence from South Africa 0 0 0 25 3 6 8 82
The nexus between military expenditures and economic growth in the BRICS and the US: an empirical note 0 0 0 9 4 8 11 50
The nexus of electricity consumption, economic growth and CO2 emissions in the BRICS countries 0 0 1 118 4 5 8 391
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 6 8 11 19
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 6 9 140
The out-of-sample forecasting performance of nonlinear models of regional housing prices in the US 0 0 2 5 3 6 12 34
The predictability of stock market volatility in emerging economies: Relative roles of local, regional, and global business cycles 0 0 2 11 4 6 10 36
The predictive power of Bitcoin prices for the realized volatility of US stock sector returns 0 0 1 3 6 7 12 19
The predictive power of oil price shocks on realized volatility of oil: A note 0 0 2 13 5 6 12 42
The predictive power of the term spread on inequality in the United Kingdom: An empirical analysis 0 0 0 2 3 6 6 16
The predictive value of inequality measures for stock returns: An analysis of long-span UK data using quantile random forests 0 0 0 8 4 6 8 42
The relationship between commodity markets and commodity mutual funds: A wavelet-based analysis 0 0 0 12 4 6 7 50
The relationship between healthcare expenditure and disposable personal income in the US states: a fractional integration and cointegration analysis 0 1 1 11 1 5 9 64
The relationship between monetary policy and uncertainty in advanced economies: Evidence from time- and frequency-domains 0 0 2 6 6 8 14 40
The relationship between oil and agricultural commodity prices in South Africa: A quantile causality approach 0 0 0 6 3 6 8 36
The relationship between oil and agricultural commodity prices in south africa: a quantile causality approach 0 0 4 16 2 4 11 83
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 6 9 23 236
The relationship between the inflation rate and inequality across U.S. states: a semiparametric approach 0 0 3 27 2 8 15 142
The role of an aligned investor sentiment index in predicting bond risk premia of the U.S 0 0 0 12 2 7 12 67
The role of economic and financial uncertainties in predicting commodity futures returns and volatility: Evidence from a nonparametric causality-in-quantiles test 0 0 1 15 3 9 12 106
The role of economic policy uncertainties in predicting stock returns and their volatility for Hong Kong, Malaysia and South Korea 1 2 3 34 5 14 23 182
The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach 0 0 1 23 3 7 10 115
The role of economic uncertainty in forecasting exchange rate returns and realized volatility: Evidence from quantile predictive regressions 0 0 1 16 1 7 9 65
The role of global economic conditions in forecasting gold market volatility: Evidence from a GARCH-MIDAS approach 0 1 5 21 5 8 15 90
The role of housing sentiment in forecasting U.S. home sales growth: evidence from a Bayesian compressed vector autoregressive model 0 0 0 1 1 1 5 11
The role of investor sentiment in forecasting housing returns in China: A machine learning approach 0 0 0 1 4 16 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 14 17 19 61
The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method 0 0 6 51 5 9 28 178
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 4 4 6 11
The role of oil prices in the forecasts of South African interest rates: A Bayesian approach 0 0 0 36 4 9 14 169
The role of partisan conflict in forecasting the U.S. equity premium: A nonparametric approach 0 0 0 4 4 7 7 28
The role of real estate uncertainty in predicting US home sales growth: evidence from a quantiles-based Bayesian model averaging approach 0 1 1 9 3 6 9 35
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 2 3 6 41
The role of time‐varying rare disaster risks in predicting bond returns and volatility 0 0 1 5 3 5 10 27
The stock-bond nexus and investors’ behavior in mature and emerging markets 0 0 0 1 1 4 8 12
The synergistic effect of insurance and banking sector activities on economic growth in Africa 0 0 0 18 10 17 20 153
The time-varying correlation between output and prices in the United States over the period 1800–2014 0 0 1 8 3 6 10 74
The time-varying impact of uncertainty shocks on the co-movement of regional housing prices of the United Kingdom 0 0 0 0 5 10 24 24
Threshold effects of inequality on economic growth in the US states: the role of human capital to physical capital ratio 0 0 0 3 24 26 30 45
Time Aggregation and the Contradictions with Causal Relationships: Can Economic Theory Come to the Rescue? 0 0 0 1 3 5 5 7
Time Aggregation, Long-Run Money Demand and the Welfare Cost of Inflation 0 0 0 0 4 5 5 8
Time series analysis of persistence in crude oil price volatility across bull and bear regimes 0 0 0 10 4 4 6 62
Time series effects of dissolved oxygen and nitrogen on Long Island Sound lobster harvest 0 0 0 4 4 5 8 31
Time-Varying Causality between Oil and Commodity Prices in the Presence of Structural Breaks and Nonlinearity - CausalitĂ  time-varying tra petrolio e prezzi delle materie prime in presenza di break st 0 0 0 9 3 5 9 118
Time-Varying Effects of Housing and Stock Returns on U.S. Consumption 0 0 0 26 2 7 7 112
Time-Varying Impact of Geopolitical Risks on Oil Prices 1 1 6 34 6 11 30 111
Time-Varying Parameter Four-Equation DSGE Model 1 1 6 6 5 10 20 20
Time-Varying Predictability of Labor Productivity on Inequality in United Kingdom 0 0 1 5 5 7 9 23
Time-Varying Risk Aversion and the Profitability of Carry Trades: Evidence from the Cross-Quantilogram 0 0 0 8 2 3 3 41
Time-Varying Spillovers between Currency and Stock Markets in the USA: Historical Evidence From More than Two Centuries 0 0 0 19 0 3 6 62
Time-Varying effects of extreme weather shocks on output growth of the United States 1 3 4 4 4 10 18 19
Time-Varying impact of uncertainty shocks on macroeconomic variables of the united kingdom: Evidence from over 150 years of monthly data 0 0 2 12 5 8 13 57
Time-frequency relationship between US output with commodity and asset prices 0 0 0 20 12 14 18 88
Time-variation in the persistence of carbon price uncertainty: The role of carbon policy uncertainty 0 1 2 2 2 5 6 6
Time-varying causal relationship between stock market and unemployment in the United Kingdom: Historical evidence from 1855 to 2017 0 1 2 41 6 7 12 135
Time-varying causality between equity and currency returns in the United Kingdom: Evidence from over two centuries of data 0 0 0 8 3 5 7 57
Time-varying causality between research output and economic growth in US 0 0 1 12 7 9 14 74
Time-varying correlations between trade balance and stock prices in the United States over the period 1792 to 2013 0 0 5 10 7 9 17 71
Time-varying efficiency of developed and emerging bond markets: Evidence from long-spans of historical data 0 0 0 8 5 10 11 50
Time-varying evidence of predictability of financial stress in the United States over a century: The role of inequality 0 0 0 5 5 7 8 31
Time-varying impact of monetary policy shocks on US stock returns: The role of investor sentiment 2 4 6 15 4 11 24 53
Time-varying impact of pandemics on global output growth 0 0 0 6 9 9 11 33
Time-varying impact of uncertainty shocks on the US housing market 0 0 0 31 3 6 8 87
Time-varying influence of household debt on inequality in United Kingdom 0 0 0 4 6 9 14 30
Time-varying linkages between tourism receipts and economic growth in South Africa 0 0 0 18 2 7 11 108
Time-varying persistence in US inflation 0 0 0 10 2 4 9 88
Time-varying persistence of inflation: evidence from a wavelet-based approach 0 1 1 19 8 9 14 89
Time-varying predictability of financial stress on inequality in United Kingdom 0 0 0 1 1 5 6 9
Time-varying predictability of oil market movements over a century of data: The role of US financial stress 0 0 0 4 3 4 5 33
Time-varying rare disaster risks, oil returns and volatility 0 0 1 16 5 8 16 105
Time-varying relationship between conventional and unconventional monetary policies and risk aversion: international evidence from time- and frequency-domains 0 0 1 3 2 2 4 16
Time-varying risk aversion and forecastability of the US term structure of interest rates 0 0 0 2 3 4 4 11
Time-varying risk aversion and realized gold volatility 0 2 3 11 21 25 30 73
Time-varying risk aversion and the predictability of bond premia 0 0 0 3 1 2 4 20
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 9 24 106
Time-varying spillovers between housing sentiment and housing market in the United States☆ 1 1 1 9 3 6 8 29
Time‐varying causality between bond and oil markets of the United States: Evidence from over one and half centuries of data 0 0 0 2 5 5 8 13
Time‐varying impact of global, region‐, and country‐specific uncertainties on the volatility of international trade 0 0 0 5 2 3 4 23
Time–frequency relationship between US inflation and inflation uncertainty: evidence from historical data 0 0 0 5 6 6 11 36
Trade uncertainties and the hedging abilities of Bitcoin 0 0 2 5 2 9 14 39
Trading behaviour connectedness across commodity markets: Evidence from the hedgers’ sentiment perspective 0 0 0 12 7 12 17 83
Trends and cycles in historical gold and silver prices 1 1 1 22 16 47 51 153
Trust and quality of growth: a note 0 0 0 12 2 5 6 93
U.S. state-level carbon dioxide emissions: Does it affect health care expenditure? 3 3 3 38 7 10 17 177
UK macroeconomic volatility: Historical evidence over seven centuries 0 0 1 3 3 4 7 23
UNCERTAINTY RELATED TO INFECTIOUS DISEASES AND FORECASTABILITY OF THE REALIZED VOLATILITY OF US TREASURY SECURITIES 0 0 0 4 1 3 4 26
US Fiscal Policy and Asset Prices: The Role of Partisan Conflict 0 0 0 4 3 6 9 44
US inflation dynamics on long-range data 0 0 0 4 3 4 6 35
US monetary policy and BRICS stock market bubbles 0 0 1 8 5 6 9 29
Uncertainty and Forecasts of U.S. Recessions 0 0 0 15 16 21 24 83
Uncertainty and crude oil returns 0 0 2 55 3 7 14 227
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 2 4 4 12
Uncertainty and forecastability of regional output growth in the UK: Evidence from machine learning 0 0 0 1 9 11 12 18
Uncertainty and predictability of real housing returns in the United Kingdom: A regional analysis 0 0 0 2 2 4 8 14
Uncertainty and realized jumps in the pound-dollar exchange rate: evidence from over one century of data 0 0 0 6 4 5 9 21
Uncertainty and tourism in Africa 0 0 0 9 2 5 6 21
Uncertainty due to infectious diseases and forecastability of the realized variance of United States real estate investment trusts: A note 0 0 0 0 5 5 6 13
Unconventional monetary policy shocks in OECD countries: how important is the extent of policy uncertainty? 0 0 1 19 3 7 10 83
Unemployment fluctuations and currency returns in the United Kingdom: Evidence from over one and a half century of data 0 1 2 17 2 4 19 72
Unemployment rate hysteresis and the great recession: exploring the metropolitan evidence 0 0 0 13 6 12 17 72
Using Large Data Sets to Forecast House Prices: A Case Study of Twenty U.S. States 0 0 0 0 3 3 3 3
Using large data sets to forecast sectoral employment 0 0 0 11 2 2 4 60
Valuation Ratios and Stock Return Predictability in South Africa: Is It There? 0 0 0 17 2 6 6 123
Variants of consumption‐wealth ratios and predictability of U.S. government bond risk premia 0 0 0 2 4 4 6 13
Volatility Spillovers between Interest Rates and Equity Markets of Developed Economies 0 0 2 9 1 1 7 59
Volatility connectedness of major cryptocurrencies: The role of investor happiness 0 1 2 20 5 18 26 101
Volatility forecasting with bivariate multifractal models 0 0 1 11 3 6 12 40
Volatility jumps: The role of geopolitical risks 0 5 7 26 3 16 33 104
Volatility spillovers across global asset classes: Evidence from time and frequency domains 0 1 4 30 1 8 22 146
Volatility transmission between Islamic and conventional equity markets: evidence from causality-in-variance test 0 0 1 11 2 5 9 61
Was the recent downturn in US real GDP predictable? 0 0 0 18 7 10 15 122
Wealth‐to‐Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test 0 0 0 7 2 2 2 30
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 4 7 7 24
Why must it always be so Real with tax evasion? 0 0 0 2 4 9 13 40
‘Ripple’ Effects in South African House Prices 0 0 0 2 2 2 2 26
“Ripple effects” and forecasting home prices in Los Angeles, Las Vegas, and Phoenix 0 0 0 18 4 6 8 120
Total Journal Articles 72 239 948 13,492 3,073 5,748 9,758 64,272
19 registered items for which data could not be found

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
The effect of macroeconomic uncertainty on housing returns and volatility: evidence from US state-level data 0 0 1 3 5 10 15 24
Total Chapters 0 0 1 3 5 10 15 24

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2026-02-12