Working Papers

From University of Pretoria, Department of Economics
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201004: Optimal monetary policy reaction function in a model with target zones and asymmetric preferences for South Africa

Ruthira Naraidoo and Leroi Raputsoane

201003: Border Tax Adjustments to Negate the Economic Impact of an Electricity Generation Tax

Reyno Seymore, Margaret Mabugu and Jan Van Heerden

201002: Evaluating the Welfare Cost of Inflation in a Monetary Endogenous Growth General Equilibrium Model: The Case of South Africa

Rangan Gupta and Josine Uwilingiye

201001: Private and Public Health Expenditures in an Endogenous Growth Model with Inflation Targeting

Rangan Gupta and Cobus Vermeulen

200931: Social Ingredients and Conditional Convergence in the Study of Sectoral Growth

Jacques Kibabmbe, Renee van Eyden and Charlotte du Toit

200930: Modelling the impact of automatic fiscal stabilisers on output stabilisation in South Africa

Jacques Kibabmbe and Nicolaas Schoeman

200929: Do Neighbors of Host Countries Matter to Aggregate US FDI Outflows?

Francis Kemegue

200928: Pattern of Interdependence of Aggregate FDI from the Same Source Country

Francis Kemegue

200927: Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals

Rangan Gupta, Alain Kabundi and Stephen Miller

200926: Could We Have Predicted the Recent Downturn in Home Sales of the Four US Census Regions?

Rangan Gupta, Christian Tipoy and Sonali Das

200925: Has the SARB Become More Effective Post Inflation Targeting?

Rangan Gupta, Alain Kabundi and Mampho Modise

200924: An Analysis of the Inward Cross-border Mergers and Acquisitions in the UK: A Macroeconomic Perspective

Agyenim Boateng, Ruthira Naraidoo and Moshfique Uddin

200923: Financial Market Conditions, Real Time, Nonlinearity and European Central Bank Monetary Policy: In-Sample and Out-of-Sample Assessment

Costas Milas and Ruthira Naraidoo

200922: Convergence of Metropolitan House Prices in South Africa: A Re-Examination Using Efficient Unit Root Tests

Sonali Das, Rangan Gupta and Patrick Kaya

200921: Polarisation, Populism and Hyperinflation[s]: Some Evidence from Latin America

Manoel Bittencourt

200920: THE IMPACT OF AN ELECTRICITY GENERATION TAX ON THE SOUTH AFRICAN ECONOMY

Reyno Seymore, Philip Adams, Margaret Mabugu, Jan Van Heerden and James Blignaut

200919: THE COMPETITIVENESS IMPACT OF A MULTILATERAL ELECTRICITY GENERATION TAX

Reyno Seymore, Margaret Mabugu and Jan Van Heerden

200918: Is Water Shedding Next?

James Blignaut and Jan Van Heerden

200917: Inflation and the Household: Towards a Measurement of the Welfare Costs of Inflation

Steven Koch and Adel Bosch

200916: Equity in Private Health Insurance Coverage in South Africa: 2002-2007

Steven Koch

200915: Some Benefits of Reducing Inflation in South Africa

Rangan Gupta and Josine Uwilingiye

200914: Vicious and virtuous circles--The political economy of unemployment

A. Patrick Minford and Ruthira Naraidoo

200913: Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Model

Rangan Gupta, Marius Jurgilas, Alain Kabundi and Stephen Miller

200912: Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States

Rangan Gupta, Alain Kabundi and Stephen Miller

200911: THE EFFECT OF DEFENSE SPENDING ON US OUTPUT: A FACTOR AUGMENTED VECTOR AUTOREGRESSION (FAVAR) APPROACH

Rangan Gupta, Alain Kabundi and Emmanuel Ziramba

200910: The Economic Rationale for Agricultural Regeneration and Rural Infrastructure Investment in South Africa

Ng Meyer, Marthinus Breitenbach, Ti TI Fényes and A Jooste

200909: Is the Permanent Income Hypothesis Really Well-Suited for Forecasting?

Rangan Gupta and Emmanuel Ziramba

200908: The Time-Series Properties of Housing Prices: A Case Study of the Southern California Market

Rangan Gupta and Stephen Miller

200907: FORECASTING REAL US HOUSE PRICE: PRINCIPAL COMPONENTS VERSUS BAYESIAN REGRESSIONS

Rangan Gupta and Alain Kabundi

200906: COMPARING SOUTH AFRICAN INFLATION VOLATILITY ACROSS MONETARY POLICY REGIMES: AN APPLICATION OF SAPHE CRACKING

Rangan Gupta and Josine Uwilingiye

200905: THE EFFECT OF MONETARY POLICY ON REAL HOUSE PRICE GROWTH IN SOUTH AFRICA: A FACTOR AUGMENTED VECTOR AUTOREGRESSION (FAVAR) APPROACH

Rangan Gupta, Marius Jurgilas and Alain Kabundi

200904: Modelling monetary policy in South Africa: Focus on inflation targeting era using a simple learning rule

Ruthira Naraidoo and Rangan Gupta

200903: THE EFFECT OF MONETARY POLICY ON HOUSE PRICE INFLATION: A FACTOR AUGMENTED VECTOR AUTOREGRESSION (FAVAR) APPROACH

Rangan Gupta and Alain Kabundi

200902: THE BLESSING OF DIMENSIONALITY IN FORECASTING REAL HOUSE PRICE GROWTH IN THE NINE CENSUS DIVISIONS OF THE US

Sonali Das, Rangan Gupta and Alain Kabundi

200901: “Ripple Effects” and Forecasting Home Prices In Los Angeles, Las Vegas, and Phoenix

Rangan Gupta and Stephen Miller

200837: Who would eat more with a Food Voucher Programme in South Africa?

Jan Van Heerden

200836: On the Real Exchange Rate Effects of Higher Electricity Prices in South Africa

Jan Van Heerden, James Blignaut and Andre Jordaan

200835: Child Mortality in Eastern and Southern Africa

Sudhanshu Handa, Steven Koch and Shu Wen Ng

200834: DYNAMIC HEALTH CARE DECISIONS AND CHILD HEALTH IN SOUTH AFRICA

Olufunke Alaba and Steven Koch

200833: Should the SARB Have Stayed Time Inconsistent?

Rangan Gupta and Josine Uwilingiye

200832: Tobacco Substitution and the Poor

Steven Koch and Gauthier Kashalala

200831: COULD WE HAVE PREDICTED THE RECENT DOWNTURN IN THE SOUTH AFRICAN HOUSING MARKET?

Sonali Das, Rangan Gupta and Alain Kabundi

200830: Forecasting Macroeconomic Variables in a Small Open Economy: A Comparison between Small- and Large-Scale Models

Rangan Gupta and Alain Kabundi

200829: Optimal Public Policy with Endogenous Mortality

Rangan Gupta and Emmanuel Ziramba

200828: FINDING THE OPTIMUM LEVEL OF TAXES IN SOUTH AFRICA: A BALANCED BUDGET APPROACH

Yolande van Heerden and Nicolaas Schoeman

200827: Exchange Rate Puzzles: A Review of the Recent Theoretical and Empirical Developments

Thabo Mokoena, Rangan Gupta and Renee van Eyden

200826: Conditional Loss Estimation Using a South African Global Error Correcting Macroeconometric Model

Albert De Wet, Renee van Eyden and Rangan Gupta

200825: Time Aggregation, Long-Run Money Demand and the Welfare Cost of Inflation

Rangan Gupta and Josine Uwilingiye

200824: Health Insurance or Food for the Family? An Examination into Unintended Consequences

Olufunke Alaba and Steven Koch

200823: Half-Life Deviations from PPP in the SADC

Thabo Mokoena, Rangan Gupta and Renee van Eyden