Nuru, Naser Yenus - In: African Journal of Economic and Management Studies 11 (2019) 1, pp. 18-29
Purpose: The purpose of this paper is to show the asymmetric effects of government spending shocks for South Africa over the period 1960Q1–2014Q2. Design/methodology/approach: A threshold vector autoregressive model that allows parameters to switch according to whether a threshold variable...