Goodness Aye

University of Pretoria - Department of Economics

Lynnwood Road

Hillcrest

Pretoria, 0002

South Africa

SCHOLARLY PAPERS

7

DOWNLOADS

280

SSRN CITATIONS

3

CROSSREF CITATIONS

1

Scholarly Papers (7)

1.

Forecasting US Real Private Residential Fixed Investment Using a Large Number of Predictors

Empirical Economics, December 2016
Number of pages: 25 Posted: 11 May 2014 Last Revised: 18 Jun 2017
University of Pretoria - Department of Economics, University of Nevada, Las Vegas - Department of Economics, University of Pretoria - Department of Economics and Eastern Mediterranean University
Downloads 83 (321,912)

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Private residential investment, predictive regressions, factor-augmented models, Bayesian shrinkage, forecasting

2.

Time-Varying Effects of Housing and Stock Prices on U.S. Consumption

Journal of Real Estate Finance and Economics, April 2015
Number of pages: 22 Posted: 05 Jun 2013 Last Revised: 31 Aug 2016
University of Pretoria - Department of Economics, University of Nevada, Las Vegas - Department of Economics, University of Pretoria - Department of Economics and University of Pretoria - Department of Economics
Downloads 78 (334,003)
Citation 1

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Asset Prices, Consumption, TVP-VAR

3.

Structural Breaks and Predictive Regressions Models of South African Equity Premium

Frontiers in Finance and Economics, Vol. 10, No. 1, 49-86, 2013
Number of pages: 38 Posted: 07 Sep 2013
Goodness Aye, Rangan Gupta and Mampho Modise
University of Pretoria - Department of Economics, University of Pretoria - Department of Economics and University of Pretoria - Department of Economics
Downloads 65 (369,208)

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predictive regression model, equity premium, structural breaks, South Africa

4.

Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience

Public Finance Review, June 2014
Number of pages: 33 Posted: 16 Sep 2012 Last Revised: 18 Mar 2015
University of Pretoria - Department of Economics, Eastern Mediterranean University, University of Pretoria - Department of Economics, World Bank, University of Nevada, Las Vegas - Department of Economics and IZA Institute of Labor Economics
Downloads 53 (407,587)
Citation 3

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Bayesian Sign-Restricted VAR, fiscal policy, housing prices, stock prices

5.

Testing the Efficiency of the Art Market Using Quantile‐Based Unit Root Tests with Sharp and Smooth Breaks

The Manchester School, Vol. 86, Issue 4, pp. 488-511, 2018
Number of pages: 24 Posted: 13 Jun 2018
University of Pretoria - Department of Economics, Feng Chia University, National Taichung University of Science and Technology, University of Pretoria - Department of Economics and University of Nebraska at Omaha
Downloads 1 (700,171)
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6.

Oil Price Uncertainty and Savings in South Africa

OPEC Energy Review, Vol. 39, Issue 3, pp. 285-297, 2015
Number of pages: 13 Posted: 15 Sep 2015
Diksha Dave and Goodness Aye
University of Pretoria and University of Pretoria - Department of Economics
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7.

Time-Varying Effects of Housing and Stock Returns on U.S. Consumption

Journal of Real Estate Finance and Economics, Vol. 50, No. 3, 2015
Posted: 28 Mar 2015
University of Pretoria - Department of Economics, University of Nevada, Las Vegas - Department of Economics, University of Pretoria - Department of Economics and University of Pretoria - Department of Economics

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Asset returns; Consumption; Time-Varying parameter vector autoregressive