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~isPartOf:"Applied financial economics"
~isPartOf:"Economia internazionale"
~isPartOf:"Economic modelling"
~isPartOf:"Empirica : journal of european economics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"Working Papers / Department of Economics, Faculty of Economic and Management Sciences"
~person:"Al-Shayeb, Abdulrahman"
~person:"Andersson, Per-Åke"
~person:"Biyase, Mduduzi"
~person:"Gil-Alana, Luis A."
~person:"Gupta, Rangan"
~person:"Hatemi-J, Abdulnasser"
~person:"Masih, Mansur"
~person:"Pérez Rodríguez, Jorge V."
~source:"econis"
~subject:"Cointegration"
~subject:"South Africa"
~subject:"long memory"
~type_genre:"Article in journal"
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Al-Shayeb, Abdulrahman
Andersson, Per-Åke
Biyase, Mduduzi
Gil-Alana, Luis A.
Gupta, Rangan
Hatemi-J, Abdulnasser
Masih, Mansur
Pérez Rodríguez, Jorge V.
Tronzano, Marco
7
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Applied financial economics
Economia internazionale
Economic modelling
Empirica : journal of european economics
The North American journal of economics and finance : a journal of financial economics studies
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
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ECONIS (ZBW)
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1
A DSGE-VAR model for forecasting key South African macroeconomic variables
Gupta, Rangan
;
Steinbach, Rudi
- In:
Economic modelling
33
(
2013
),
pp. 19-33
Persistent link: https://www.econbiz.de/10010192067
Saved in:
2
The effect of Transnet's capital expenditure and investment in various other selected sectors of the South African economy
Ngepah, Nicholas
;
Eita, Joel Hinaunye
;
Biyase, Mduduzi
; …
- In:
Economia internazionale
76
(
2023
)
1
,
pp. 65-90
Persistent link: https://www.econbiz.de/10014267124
Saved in:
3
Military spending and inequality in South Africa : an ARDL bound testing approach to cointegration
Biyase, Mduduzi
;
Eita, Hinaunye
;
Udimal, Thomas Bilaliib
; …
- In:
Economia internazionale
75
(
2022
)
2
,
pp. 241-268
Persistent link: https://www.econbiz.de/10013483600
Saved in:
4
Testing for the tourism led economic growth hypothesis in Sweden with structural breaks
Hatemi-J, Abdulnasser
;
Maneschiöld, Per-Ola
- In:
Economia internazionale
74
(
2021
)
3
,
pp. 293-310
Persistent link: https://www.econbiz.de/10013164457
Saved in:
5
Testing the forward volatility unbiasedness hypothesis in exchange rates under long-range dependence
Pérez Rodríguez, Jorge V.
;
Andrada Félix, Julián
; …
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012822266
Saved in:
6
Risk dependence and cointegration between pharmaceutical stock markets : the case of China and the USA
Zhou, Xinmiao
;
Qian, Huanhuan
;
Pérez Rodríguez, Jorge V.
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012654918
Saved in:
7
Do precious metal prices help in forecasting South African inflation?
Balcilar, Mehmet
;
Katzke, Nico
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
40
(
2017
),
pp. 63-72
Persistent link: https://www.econbiz.de/10011878788
Saved in:
8
Temporal causality between house prices and output in the US : a bootstrap rolling-window approach
Nyakabawo, Wendy
;
Miller, Stephen M.
;
Balcilar, Mehmet
; …
- In:
The North American journal of economics and finance : a …
33
(
2015
),
pp. 55-73
Persistent link: https://www.econbiz.de/10011534355
Saved in:
9
Modelling asymmetry in oil, gold and stock markets by a hidden cointegration technique
Hatemi-J, Abdulnasser
;
Irandoust, Manuchehr
- In:
Economia internazionale
68
(
2015
)
2
,
pp. 213-228
Persistent link: https://www.econbiz.de/10011304760
Saved in:
10
Does the price of oil help predict inflation in South Africa? : historical evidence using a frequency domain approach
Gupta, Rangan
;
Kanda, Patrick T.
- In:
Economia internazionale
68
(
2015
)
4
,
pp. 451-467
Persistent link: https://www.econbiz.de/10011428268
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