Page 48 - University of Pretoria RESEARCH OUTPUTS 2016
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Aye GC, Chang C, and Gupta R. 2016. Is gold an in ation-hedge? Evidence from an interrupted Markov-switching cointegration model. In Resources Policy, 48, pp 77-84.
Aye GC, Deale FW, and Gupta R. 2016. Does debt ceiling and government shutdown help in forecasting the US equity risk premium? In Panoeconomicus, 63(3), pp 273-291.
Aye GC, Miller S, Gupta R, and Balcilar M. 2016. Forecasting US real private residential  xed investment using a large number of predictors. In Empirical Economics, 51, pp 1557-1580.
Aye GC. 2016. Causality between oil price and South Africa’s food price: Time varying approach. In Economia internazionale, 69(3), pp 189-207.
Balcilar M, Chang S, Gupta R, Kasongo NV, and Kyei CK. 2016. The relationship between oil and agricultural commodity prices in South Africa: A quantile causality approach. In Journal of developing areas, 50(2), pp 137-152.
Balcilar M, Ciftcioglu S, and Gungor H. 2016. The e ects of  nancial development on investment in Turkey. In SINgapore Economic Review, 61(4), pp 1-10.
Balcilar M, Demirer R, Hammoudeh S, and Nguyen D. 2016. Risk spillovers across the energy and carbon markets and hedging strategies for carbon risk. In Energy Economics, 54, pp 159-172.
Balcilar M, Gupta R, and Jooste C. 2016. Analyzing South Africa’s in ation persistence using an ar ma model with Markov-switching fractional di erencing parameter. In Journal of developing areas, 50(1), pp 47-58.
Balcilar M, Gupta R, and Jooste C. 2016. The dynamic response of the rand real exchange rate to fundamental shocks. In Journal of economic studies, 43(1), pp 108-121.
Balcilar M, Gupta R, and Jooste C, Ranjbar O. 2016. Characterising the South African business cycle: Is GDP di erence-stationary or trend-starionary in a Markov-switching setup? In Economia internazionale, 69(1), pp 33-43.
Balcilar M, Gupta R, Jooste C, and Wohar M. 2016. Periodically collapsing bubbles in the South African stock market. In Research in International Business and Finance, 38, pp 191-201.
Balcilar M, Gupta R, Kyei CK, and Wohar M. 2016. Does economic policy uncertainty predict exchange rate returns and volatility? Evidence from a nonparametric causality-in-quantiles test. In Open Economies Review, 27, pp 229-250.
Balcilar M, Gupta R, and Pierdzioch C. 2016. Does uncertainty move the gold price? New evidence from a nonparametric causality-in- quantiles test. In Resources Policy, 49, pp 74-80.
Balcilar M, Gupta R, and Segnon M. 2016. The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach. In Economics-The Open Access Open-Assessment E-Journal, 10, pp 1-21.
Balcilar M, Thompson KL, Gupta R, and van Eyden R. 2016. Testing the asymmetric e ects of  nancial conditions in South Africa: A nonlinear vector autoregression approach. In Journal of International Financial Markets Institutions & Money, 43, pp 30-43.
Bekiros S, Gupta R, and Kyei CK. 2016. A non-linear approach for predicting stock returns and volatility with the use of investor sentiment indices. In Applied Economics, 48(31), pp 4462-4475.
Bekiros S, Gupta R, and Kyei CK. 2016. On economic uncertainty, stock market predictability and nonlinear spillover e ects. In North American Journal of Economics and Finance, 36, pp 184-191.
Bekiros S, Gupta R, and Majumdar A. 2016. Incorporating economic policy uncertainty in US equity premium models: A nonlinear predictability analysis. In Finance Research Letters, 18, pp 291-296.
Blignaut JN, Mander M, InglesiLotz R, Glavan J, and Parr S. 2016. The amenity value of Abu Dhabi’s coastal and marine resources to its beach visitors. In Ecosystem Services, 19, pp 32-41.
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